0.00Open67.12Pre Close0 Volume35 Open Interest5360.00Strike Price0.00Turnover145.03%IV0.52%PremiumJul 25, 2024Expiry Date39.22Intrinsic Value100Multiplier0DDays to Expiry27.90Extrinsic Value100Contract SizeEuropeanOptions Type0.6407Delta0.0033Gamma80.44Leverage Ratio-279.2898Theta0.0070Rho51.54Eff Leverage0.2903Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week