0.05Open0.30Pre Close9 Volume5 Open Interest295.00Strike Price45.00Turnover330.61%IV6.61%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0142Delta0.0036Gamma6316.60Leverage Ratio-4.9299Theta0.0000Rho-89.62Eff Leverage0.0011Vega
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