0.05Open0.15Pre Close5 Volume18 Open Interest300.00Strike Price25.00Turnover259.20%IV5.03%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0177Delta0.0056Gamma6316.60Leverage Ratio-4.7085Theta0.0000Rho-111.60Eff Leverage0.0013Vega
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