2.70Open2.15Pre Close147 Volume286 Open Interest47.50Strike Price42.03KTurnover43.88%IV0.36%PremiumSep 20, 2024Expiry Date2.73Intrinsic Value100Multiplier5DDays to Expiry0.18Extrinsic Value100Contract SizeAmericanOptions Type0.8640Delta0.0823Gamma17.03Leverage Ratio-0.0597Theta0.0059Rho14.71Eff Leverage0.0132Vega
Value investorr : The gap down was due to their earnings revenue and net income miss. Given this is a really bad scenario, it really depends on your risk tolerance to hold or sell because it is not a speculative drop in share price in the short term.