0.00Open0.15Pre Close0 Volume310 Open Interest5730.00Strike Price0.00Turnover155.38%IV6.13%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.15Extrinsic Value100Contract SizeEuropeanOptions Type0.0040Delta0.0001Gamma35994.80Leverage Ratio-9.5464Theta0.0000Rho145.30Eff Leverage0.0093Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week