4.70Open3.84Pre Close2 Volume158 Open Interest36.00Strike Price940.00Turnover59.55%IV3.54%PremiumNov 15, 2024Expiry Date3.31Intrinsic Value100Multiplier25DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.7351Delta0.0534Gamma8.74Leverage Ratio-0.0430Theta0.0169Rho6.42Eff Leverage0.0337Vega