9.40Open9.40Pre Close0 Volume2 Open Interest352.50Strike Price0.00Turnover963.72%IV-0.34%PremiumAug 30, 2024Expiry Date10.55Intrinsic Value100Multiplier-1DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type-0.9487Delta0.0173Gamma33.20Leverage Ratio-246.8041Theta0.0000Rho-31.49Eff 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