9.40Open8.58Pre Close1 Volume39 Open Interest637.50Strike Price940.00Turnover27.97%IV1.25%PremiumDec 6, 2024Expiry Date1.48Intrinsic Value100Multiplier2DDays to Expiry7.92Extrinsic Value100Contract SizeAmericanOptions Type-0.5313Delta0.0273Gamma97.85Leverage Ratio-1.2958Theta-0.0212Rho-51.99Eff Leverage0.2073Vega