5.38Open4.65Pre Close15 Volume112 Open Interest320.00Strike Price6.57KTurnover103.47%IV0.23%PremiumAug 9, 2024Expiry Date4.17Intrinsic Value100Multiplier0DDays to Expiry0.73Extrinsic Value100Contract SizeAmericanOptions Type-0.9085Delta0.0531Gamma73.45Leverage Ratio-7.5533Theta-0.0002Rho-66.73Eff Leverage0.0049Vega
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