0.20Open0.04Pre Close31 Volume735 Open Interest435.00Strike Price244.00Turnover1231.85%IV6.60%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier-1DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type-0.0105Delta0.0020Gamma9313.80Leverage Ratio-80.7959Theta0.0000Rho-97.74Eff Leverage0.0003Vega
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.