0.05Open0.35Pre Close35 Volume3 Open Interest302.50Strike Price175.00Turnover223.06%IV4.24%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0202Delta0.0073Gamma6316.60Leverage Ratio-4.5695Theta0.0000Rho-127.67Eff Leverage0.0015Vega
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