0.02Open0.03Pre Close4.39K Volume5.35K Open Interest245.00Strike Price11.70KTurnover73.80%IV7.01%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0073Delta0.0032Gamma15264.67Leverage Ratio-0.1102Theta0.0000Rho111.64Eff Leverage0.0017Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600