46.78Open41.05Pre Close19 Volume48 Open Interest517.50Strike Price106.28KTurnover2557.05%IV1.17%PremiumDec 13, 2024Expiry Date51.81Intrinsic Value100Multiplier0DDays to Expiry5.44Extrinsic Value100Contract SizeAmericanOptions Type-0.9531Delta0.0034Gamma9.04Leverage Ratio-628.0738Theta0.0000Rho-8.62Eff Leverage0.0011Vega
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.