1.20Open1.70Pre Close68 Volume46 Open Interest337.50Strike Price10.75KTurnover19.07%IV1.64%PremiumSep 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry1.15Extrinsic Value100Contract SizeAmericanOptions Type-0.2539Delta0.0448Gamma310.86Leverage Ratio-0.2600Theta-0.0096Rho-78.92Eff Leverage0.1201Vega
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