3.12Open2.79Pre Close8 Volume816 Open Interest317.50Strike Price2.51KTurnover54.51%IV0.18%PremiumAug 9, 2024Expiry Date1.67Intrinsic Value100Multiplier0DDays to Expiry0.57Extrinsic Value100Contract SizeAmericanOptions Type-0.8454Delta0.1458Gamma175.46Leverage Ratio-5.8668Theta-0.0002Rho-148.34Eff Leverage0.0071Vega
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