0.00Open0.05Pre Close0 Volume1.37K Open Interest5305.00Strike Price0.00Turnover46.80%IV1.75%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0044Delta0.0004Gamma107984.40Leverage Ratio-3.0987Theta0.0000Rho-474.63Eff Leverage0.0100Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week