4.29Open4.30Pre Close2 Volume2.03K Open Interest42.00Strike Price867.00Turnover121.77%IV0.06%PremiumOct 18, 2024Expiry Date4.35Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.9376Delta0.0402Gamma10.42Leverage Ratio-0.0897Theta0.0011Rho9.77Eff Leverage0.0031Vega