0.15Open0.38Pre Close5 Volume29 Open Interest307.50Strike Price75.00Turnover184.53%IV2.68%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeAmericanOptions Type-0.0622Delta0.0222Gamma2105.53Leverage Ratio-9.9458Theta0.0000Rho-131.00Eff Leverage0.0037Vega
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