36.09Open36.09Pre Close0 Volume11 Open Interest307.50Strike Price0.00Turnover65.06%IV0.48%PremiumSep 6, 2024Expiry Date34.45Intrinsic Value100Multiplier4DDays to Expiry1.64Extrinsic Value100Contract SizeAmericanOptions Type0.9406Delta0.0049Gamma9.70Leverage Ratio-0.3426Theta0.0332Rho9.12Eff Leverage0.0435Vega
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