93.46Open86.00Pre Close7 Volume15 Open Interest560.00Strike Price66.05KTurnover4213.26%IV0.50%PremiumDec 13, 2024Expiry Date94.31Intrinsic Value100Multiplier0DDays to Expiry2.32Extrinsic Value100Contract SizeAmericanOptions Type-0.9608Delta0.0018Gamma4.97Leverage Ratio-886.3548Theta0.0000Rho-4.77Eff 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.