94.47Open86.99Pre Close4 Volume58 Open Interest565.00Strike Price41.57KTurnover4454.53%IV1.87%PremiumDec 13, 2024Expiry Date99.31Intrinsic Value100Multiplier0DDays to Expiry8.69Extrinsic Value100Contract SizeAmericanOptions Type-0.9593Delta0.0017Gamma4.75Leverage Ratio-969.2580Theta0.0000Rho-4.55Eff 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.