4.70Open5.00Pre Close2 Volume21 Open Interest70.00Strike Price940.00Turnover34.44%IV2.37%PremiumDec 20, 2024Expiry Date2.97Intrinsic Value100Multiplier24DDays to Expiry1.73Extrinsic Value100Contract SizeAmericanOptions Type0.7084Delta0.0535Gamma16.58Leverage Ratio-0.0523Theta0.0308Rho11.75Eff Leverage0.0639Vega