41.25Open41.25Pre Close0 Volume1 Open Interest302.50Strike Price0.00Turnover68.83%IV0.53%PremiumSep 6, 2024Expiry Date39.45Intrinsic Value100Multiplier4DDays to Expiry1.80Extrinsic Value100Contract SizeAmericanOptions Type0.9524Delta0.0038Gamma8.52Leverage Ratio-0.2985Theta0.0344Rho8.11Eff Leverage0.0372Vega
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