0.01Open0.01Pre Close20 Volume834 Open Interest630.00Strike Price20.00Turnover3925.62%IV35.29%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type0.0008Delta0.0001Gamma46569.00Leverage Ratio-23.7095Theta0.0000Rho39.49Eff Leverage0.0000Vega
Captain Hamster : It’s still VERY high, in fact I don’t remember the last time I saw P/C ratio above 1
72186193 OP Captain Hamster : P/C ratio was 1.2 and has moved down. look at next week’s OI it shows interest around 450 and 500. Maybe it’ll test 450 and stabilize at 475, but if 450 breaks down, we’re cooked.