57.82Open56.11Pre Close55 Volume99 Open Interest530.00Strike Price364.68KTurnover3035.93%IV0.92%PremiumDec 13, 2024Expiry Date64.31Intrinsic Value100Multiplier0DDays to Expiry4.29Extrinsic Value100Contract SizeAmericanOptions Type-0.9579Delta0.0026Gamma7.35Leverage Ratio-680.8802Theta0.0000Rho-7.04Eff Leverage0.0010Vega
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.