0.06Open0.04Pre Close1 Volume1.37K Open Interest75.00Strike Price6.00Turnover70.29%IV10.05%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.06Extrinsic Value100Contract SizeAmericanOptions Type-0.0352Delta0.0158Gamma1190.14Leverage Ratio-0.0557Theta-0.0002Rho-41.95Eff Leverage0.0054Vega
Ryand83 OP : $ROCHE HOLDING AG (RHHBY.US)$ $AstraZeneca (AZN.US)$
Ryand83 OP : meant to say 40B not 50B. Point is that Roche would be dummies to screw us over