0.00Open0.05Pre Close0 Volume2.05K Open Interest5380.00Strike Price0.00Turnover11.55%IV0.36%PremiumJul 25, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.05Extrinsic Value100Contract SizeEuropeanOptions Type-0.0156Delta0.0044Gamma107984.40Leverage Ratio-2.3188Theta-0.0002Rho-1688.12Eff Leverage0.0305Vega
2865479 : I can see in charts that this happens exactly around earnings time periodically same distance apart. volatility around earnings week