0.33Open0.52Pre Close17.19K Volume14.15K Open Interest235.00Strike Price406.35KTurnover46.11%IV2.69%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type0.0670Delta0.0329Gamma1991.04Leverage Ratio-0.4873Theta0.0002Rho133.33Eff Leverage0.0111Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600