0.00Open0.05Pre Close0 Volume1.10K Open Interest5535.00Strike Price0.00Turnover63.52%IV2.52%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0033Delta0.0002Gamma107984.40Leverage Ratio-3.2896Theta0.0000Rho360.13Eff Leverage0.0078Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week