6.84Open6.40Pre Close3 Volume30 Open Interest310.00Strike Price2.08KTurnover132.21%IV0.31%PremiumAug 9, 2024Expiry Date5.83Intrinsic Value100Multiplier0DDays to Expiry0.97Extrinsic Value100Contract SizeAmericanOptions Type0.9322Delta0.0331Gamma53.08Leverage Ratio-7.6817Theta0.0003Rho49.48Eff Leverage0.0039Vega
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