33.70Open33.70Pre Close1 Volume0 Open Interest177.50Strike Price3.37KTurnover123.34%IV0.03%PremiumNov 29, 2024Expiry Date33.66Intrinsic Value100Multiplier4DDays to Expiry0.04Extrinsic Value100Contract SizeAmericanOptions Type-0.9412Delta0.0065Gamma4.24Leverage Ratio-0.2255Theta-0.0135Rho-3.99Eff Leverage0.0175Vega
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.