0.02Open0.03Pre Close862 Volume1.19K Open Interest91.00Strike Price867.00Turnover32.00%IV4.32%PremiumMay 7, 2025Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0164Delta0.0238Gamma8724.00Leverage Ratio-0.0100Theta0.0001Rho142.93Eff Leverage0.0022Vega