0.00Open0.05Pre Close0 Volume813 Open Interest5260.00Strike Price0.00Turnover66.69%IV2.58%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0032Delta0.0002Gamma107984.40Leverage Ratio-3.2978Theta0.0000Rho-342.66Eff Leverage0.0075Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week