5.40Open7.10Pre Close1 Volume14 Open Interest157.50Strike Price540.00Turnover38.15%IV0.47%PremiumJan 10, 2025Expiry Date4.63Intrinsic Value100Multiplier2DDays to Expiry0.77Extrinsic Value100Contract SizeAmericanOptions Type0.8520Delta0.0495Gamma30.88Leverage Ratio-0.2654Theta0.0076Rho26.31Eff Leverage0.0282Vega
Ultratech : the market simply doesn't dead cat bounce.