64.65Open62.00Pre Close81 Volume89 Open Interest537.50Strike Price546.03KTurnover3158.11%IV2.17%PremiumDec 13, 2024Expiry Date71.81Intrinsic Value100Multiplier0DDays to Expiry10.09Extrinsic Value100Contract SizeAmericanOptions Type-0.9672Delta0.0021Gamma6.51Leverage Ratio-571.0586Theta0.0000Rho-6.30Eff Leverage0.0008Vega
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.