0.04Open0.07Pre Close7 Volume207 Open Interest112.00Strike Price70.00Turnover108.86%IV22.45%PremiumNov 29, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.11Extrinsic Value100Contract SizeAmericanOptions Type-0.0112Delta0.0018Gamma2219.73Leverage Ratio-0.0452Theta-0.0002Rho-24.77Eff Leverage0.0044Vega
a100b : Not really, it seems to have dropped and then risen, but not by much.
Jeff 0 pictures OP : Rose a few days ago, dropped before the report, more or less the same, of course the duration may be different.