0.05Open0.08Pre Close3 Volume50 Open Interest295.00Strike Price15.00Turnover1048.03%IV8.73%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0111Delta0.0022Gamma6463.00Leverage Ratio-31.6110Theta0.0000Rho-71.67Eff Leverage0.0004Vega
Ultratechman : 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