0.23Open0.23Pre Close31.86K Volume6.92K Open Interest460.00Strike Price1.59MTurnover27.50%IV2.34%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0307Delta0.0127Gamma6916.31Leverage Ratio-0.2490Theta0.0003Rho212.16Eff Leverage0.0138Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600