3.20Open2.50Pre Close3 Volume1.08K Open Interest185.00Strike Price940.00Turnover24.84%IV3.89%PremiumJan 17, 2025Expiry Date0.00Intrinsic Value100Multiplier23DDays to Expiry3.10Extrinsic Value100Contract SizeAmericanOptions Type0.3941Delta0.0340Gamma59.36Leverage Ratio-0.1031Theta0.0433Rho23.40Eff Leverage0.1755Vega