0.00Open0.05Pre Close0 Volume0 Open Interest1400.00Strike Price0.00Turnover2646.16%IV74.07%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0001Delta0.0000Gamma107984.40Leverage Ratio-5.0412Theta0.0000Rho-10.06Eff Leverage0.0003Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week