0.00Open0.05Pre Close0 Volume5.17K Open Interest5515.00Strike Price0.00Turnover55.15%IV2.15%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0038Delta0.0003Gamma107984.40Leverage Ratio-3.2088Theta0.0000Rho409.95Eff Leverage0.0088Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week