0.01Open0.01Pre Close3 Volume151 Open Interest397.50Strike Price3.00Turnover93.36%IV11.58%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0018Delta0.0003Gamma44956.00Leverage Ratio-0.0595Theta0.0000Rho-80.21Eff Leverage0.0012Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600