0.00Open0.05Pre Close0 Volume506 Open Interest5830.00Strike Price0.00Turnover176.47%IV7.98%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type0.0013Delta0.0000Gamma107984.40Leverage Ratio-3.8896Theta0.0000Rho140.50Eff Leverage0.0033Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week