0.00Open0.05Pre Close0 Volume571 Open Interest5280.00Strike Price0.00Turnover57.91%IV2.21%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0036Delta0.0002Gamma107984.40Leverage Ratio-3.2184Theta0.0000Rho-390.26Eff Leverage0.0084Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week