5.39Open5.00Pre Close10 Volume111 Open Interest345.00Strike Price5.26KTurnover1997.13%IV0.21%PremiumSep 13, 2024Expiry Date4.58Intrinsic Value100Multiplier0DDays to Expiry0.72Extrinsic Value100Contract SizeAmericanOptions Type0.8857Delta0.0492Gamma82.25Leverage Ratio-3243.2322Theta0.0000Rho72.85Eff Leverage0.0004Vega
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