14.60Open14.50Pre Close10 Volume40 Open Interest330.00Strike Price15.12KTurnover264.62%IV0.10%PremiumAug 9, 2024Expiry Date14.17Intrinsic Value100Multiplier0DDays to Expiry0.33Extrinsic Value100Contract SizeAmericanOptions Type-0.9588Delta0.0112Gamma22.09Leverage Ratio-10.0481Theta-0.0003Rho-21.18Eff Leverage0.0026Vega
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