0.05Open0.05Pre Close0 Volume18 Open Interest332.50Strike Price0.00Turnover4225.13%IV4.90%PremiumSep 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0166Delta0.0050Gamma6991.60Leverage Ratio-1354.2314Theta0.0000Rho-116.16Eff Leverage0.0001Vega
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