0.00Open0.05Pre Close0 Volume4.97K Open Interest4925.00Strike Price0.00Turnover209.68%IV8.78%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0011Delta0.0000Gamma107984.40Leverage Ratio-3.9388Theta0.0000Rho-118.05Eff Leverage0.0028Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week