38.95Open37.94Pre Close211 Volume1.74K Open Interest387.50Strike Price754.80KTurnover114.56%IV0.30%PremiumDec 13, 2024Expiry Date30.60Intrinsic Value100Multiplier1DDays to Expiry1.25Extrinsic Value100Contract SizeAmericanOptions Type0.9256Delta0.0063Gamma13.32Leverage Ratio-1.9578Theta0.0078Rho12.32Eff Leverage0.0276Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600