0.35Open0.30Pre Close27 Volume767 Open Interest32.00Strike Price940.00Turnover19.24%IV1.20%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier9DDays to Expiry0.38Extrinsic Value100Contract SizeAmericanOptions Type-0.4998Delta0.4085Gamma91.44Leverage Ratio-0.0194Theta-0.0036Rho-45.71Eff Leverage0.0204Vega