4.85Open8.04Pre Close11 Volume137 Open Interest335.00Strike Price6.49KTurnover679.21%IV0.03%PremiumAug 30, 2024Expiry Date6.95Intrinsic Value100Multiplier-1DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.9598Delta0.0202Gamma45.90Leverage Ratio-141.7817Theta0.0000Rho44.05Eff Leverage0.0005Vega
Ultratech : 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