0.03Open0.05Pre Close2 Volume108 Open Interest305.00Strike Price6.00Turnover2511.08%IV10.81%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier-2DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.0058Delta0.0010Gamma11398.33Leverage Ratio-92.2479Theta0.0000Rho-66.39Eff Leverage0.0001Vega
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