1.49Open1.25Pre Close6 Volume27 Open Interest84.00Strike Price894.00Turnover33.12%IV0.96%PremiumAug 16, 2024Expiry Date0.69Intrinsic Value100Multiplier2DDays to Expiry0.80Extrinsic Value100Contract SizeAmericanOptions Type-0.6115Delta0.1663Gamma65.09Leverage Ratio-0.1846Theta-0.0033Rho-39.80Eff Leverage0.0267Vega
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