0.50Open1.05Pre Close29 Volume42 Open Interest312.50Strike Price2.07KTurnover82.64%IV1.09%PremiumAug 9, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0874Delta0.0642Gamma3158.30Leverage Ratio-5.8489Theta0.0000Rho-275.97Eff Leverage0.0048Vega
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