0.00Open0.05Pre Close0 Volume5.61K Open Interest5565.00Strike Price0.00Turnover75.83%IV3.07%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0028Delta0.0001Gamma107984.40Leverage Ratio-3.3917Theta0.0000Rho306.06Eff Leverage0.0068Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week