0.40Open0.60Pre Close27 Volume817 Open Interest10.00Strike Price940.00Turnover72.61%IV11.17%PremiumNov 15, 2024Expiry Date0.00Intrinsic Value100Multiplier20DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.3745Delta0.2388Gamma24.83Leverage Ratio-0.0155Theta0.0017Rho9.30Eff Leverage0.0083Vega