9.40Open8.58Pre Close1 Volume39 Open Interest637.50Strike Price940.00Turnover25.39%IV0.84%PremiumDec 6, 2024Expiry Date4.11Intrinsic Value100Multiplier3DDays to Expiry5.29Extrinsic Value100Contract SizeAmericanOptions Type-0.5855Delta0.0266Gamma81.20Leverage Ratio-0.9857Theta-0.0283Rho-47.54Eff Leverage0.2255Vega