0.10Open0.04Pre Close1.24K Volume1.48K Open Interest467.50Strike Price11.73KTurnover37.68%IV4.00%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type0.0099Delta0.0035Gamma17982.40Leverage Ratio-0.1233Theta0.0001Rho177.89Eff Leverage0.0053Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600