3.03Open6.05Pre Close116 Volume162 Open Interest337.50Strike Price46.27KTurnover485.74%IV-0.01%PremiumAug 30, 2024Expiry Date4.45Intrinsic Value100Multiplier-2DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9462Delta0.0357Gamma73.54Leverage Ratio-129.6062Theta0.0000Rho69.58Eff Leverage0.0007Vega
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