12.26Open12.26Pre Close0 Volume14 Open Interest42.50Strike Price0.00Turnover73.99%IV5.90%PremiumNov 15, 2024Expiry Date9.21Intrinsic Value100Multiplier18DDays to Expiry3.05Extrinsic Value100Contract SizeAmericanOptions Type0.8986Delta0.0206Gamma5.30Leverage Ratio-0.0455Theta0.0186Rho4.77Eff Leverage0.0206Vega
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.