0.05Open0.08Pre Close2 Volume88 Open Interest327.50Strike Price10.00Turnover191.57%IV3.71%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0234Delta0.0096Gamma6316.60Leverage Ratio-4.4633Theta0.0000Rho147.86Eff Leverage0.0017Vega
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