0.05Open0.10Pre Close20 Volume6 Open Interest297.50Strike Price100.00Turnover295.01%IV5.82%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0157Delta0.0045Gamma6316.60Leverage Ratio-4.8269Theta0.0000Rho-99.33Eff Leverage0.0012Vega
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