0.30Open0.85Pre Close680 Volume699 Open Interest322.50Strike Price21.58KTurnover29.20%IV2.54%PremiumAug 2, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.1199Delta0.0280Gamma777.93Leverage Ratio-0.3199Theta-0.0021Rho-93.30Eff Leverage0.0488Vega
76545789 : 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