0.10Open0.16Pre Close19 Volume783 Open Interest80.00Strike Price346.00Turnover45.54%IV4.32%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.23Extrinsic Value100Contract SizeAmericanOptions Type-0.1376Delta0.0680Gamma362.48Leverage Ratio-0.1283Theta-0.0008Rho-49.88Eff Leverage0.0156Vega
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