0.00Open0.10Pre Close0 Volume185 Open Interest5770.00Strike Price0.00Turnover164.78%IV6.87%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeEuropeanOptions Type0.0026Delta0.0001Gamma53992.20Leverage Ratio-6.8963Theta0.0000Rho142.23Eff Leverage0.0063Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week