10.46Open7.70Pre Close18 Volume43 Open Interest335.00Strike Price23.47KTurnover665.24%IV0.18%PremiumAug 2, 2024Expiry Date11.85Intrinsic Value100Multiplier-1DDays to Expiry0.58Extrinsic Value100Contract SizeAmericanOptions Type-0.9190Delta0.0182Gamma26.60Leverage Ratio-112.0289Theta0.0000Rho-24.44Eff Leverage0.0019Vega
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