0.33Open0.52Pre Close17.19K Volume14.15K Open Interest235.00Strike Price406.35KTurnover36.69%IV2.69%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0670Delta0.0330Gamma1991.04Leverage Ratio-0.3097Theta0.0003Rho133.45Eff Leverage0.0139Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600