3.55Open4.70Pre Close13.55K Volume377 Open Interest452.50Strike Price2.21MTurnover22.14%IV0.11%PremiumDec 13, 2024Expiry Date2.94Intrinsic Value100Multiplier1DDays to Expiry0.51Extrinsic Value100Contract SizeAmericanOptions Type-0.7369Delta0.0722Gamma124.02Leverage Ratio-0.9541Theta-0.0062Rho-91.38Eff Leverage0.0668Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600