0.00Open3444.00Pre Close0 Volume0 Open Interest2000.00Strike Price0.00Turnover4295.43%IV0.83%PremiumJul 25, 2024Expiry Date3399.22Intrinsic Value100Multiplier0DDays to Expiry44.78Extrinsic Value100Contract SizeEuropeanOptions Type0.9723Delta0.0000Gamma1.57Leverage Ratio-1405.0211Theta0.0037Rho1.52Eff Leverage0.0494Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week