0.13Open0.05Pre Close3 Volume46 Open Interest347.50Strike Price39.00Turnover571.25%IV1.66%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.13Extrinsic Value100Contract SizeAmericanOptions Type0.0800Delta0.0412Gamma2630.38Leverage Ratio-210.3278Theta0.0000Rho210.31Eff Leverage0.0009Vega
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