0.00Open0.05Pre Close0 Volume559 Open Interest5255.00Strike Price0.00Turnover68.87%IV2.67%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0031Delta0.0002Gamma107984.40Leverage Ratio-3.3160Theta0.0000Rho-332.62Eff Leverage0.0073Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week