8.33Open11.47Pre Close114 Volume195 Open Interest320.00Strike Price95.56KTurnover297.50%IV-0.01%PremiumJul 26, 2024Expiry Date8.46Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.8968Delta0.0263Gamma37.33Leverage Ratio-33.8263Theta0.0001Rho33.47Eff Leverage0.0041Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week. a lot of you lack patience