33.30Open29.74Pre Close80 Volume5.98K Open Interest420.00Strike Price264.40KTurnover72.31%IV0.54%PremiumDec 13, 2024Expiry Date29.56Intrinsic Value100Multiplier1DDays to Expiry2.41Extrinsic Value100Contract SizeAmericanOptions Type0.9813Delta0.0031Gamma15.14Leverage Ratio-0.4584Theta0.0086Rho14.85Eff Leverage0.0094Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600