0.20Open0.50Pre Close56 Volume166 Open Interest310.00Strike Price1.40KTurnover101.34%IV1.86%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0259Delta0.0199Gamma10527.67Leverage Ratio-2.5879Theta0.0000Rho-273.14Eff Leverage0.0018Vega
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