0.01Open0.02Pre Close140 Volume1.20K Open Interest475.00Strike Price244.00Turnover43.42%IV5.66%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0036Delta0.0012Gamma44956.00Leverage Ratio-0.0521Theta0.0000Rho161.11Eff Leverage0.0023Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600