0.83Open1.02Pre Close4.10K Volume1.55K Open Interest457.50Strike Price221.88KTurnover86.19%IV9.44%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type0.0137Delta0.0021Gamma5226.25Leverage Ratio-0.3321Theta0.0001Rho71.47Eff Leverage0.0069Vega
rawrrrbucks : There appears to be a mistake in your S&P analysis. We are nowhere near to 4600