0.06Open0.45Pre Close10 Volume24 Open Interest337.50Strike Price60.00Turnover470.72%IV1.32%PremiumAug 30, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0485Delta0.0339Gamma5699.17Leverage Ratio-114.9946Theta0.0000Rho-276.15Eff Leverage0.0006Vega
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