100.17Open100.17Pre Close0 Volume3 Open Interest130.00Strike Price0.00Turnover806.46%IV0.52%PremiumDec 13, 2024Expiry Date98.97Intrinsic Value100Multiplier0DDays to Expiry1.20Extrinsic Value100Contract SizeAmericanOptions Type0.9789Delta0.0007Gamma2.30Leverage Ratio-3.2238Theta0.0017Rho2.25Eff Leverage0.0043Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600