0.00Open263.90Pre Close0 Volume0 Open Interest5170.00Strike Price0.00Turnover377.95%IV0.64%PremiumJul 25, 2024Expiry Date229.22Intrinsic Value100Multiplier0DDays to Expiry34.68Extrinsic Value100Contract SizeEuropeanOptions Type0.7954Delta0.0010Gamma20.46Leverage Ratio-552.0830Theta0.0083Rho16.27Eff Leverage0.2204Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week