0.00Open0.10Pre Close0 Volume3.92K Open Interest4700.00Strike Price0.00Turnover324.73%IV12.95%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.10Extrinsic Value100Contract SizeEuropeanOptions Type-0.0014Delta0.0000Gamma53992.20Leverage Ratio-7.5546Theta0.0000Rho-74.56Eff Leverage0.0035Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week