0.57Open0.52Pre Close2.56K Volume435 Open Interest462.50Strike Price570.05KTurnover280.42%IV0.71%PremiumDec 13, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.1520Delta0.0746Gamma2822.36Leverage Ratio-173.8473Theta0.0000Rho-429.12Eff Leverage0.0026Vega
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.