0.22Open0.28Pre Close20 Volume70 Open Interest79.00Strike Price280.00Turnover77.29%IV6.55%PremiumAug 23, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.12Extrinsic Value100Contract SizeAmericanOptions Type-0.2135Delta0.0387Gamma88.39Leverage Ratio-0.2281Theta-0.0024Rho-18.87Eff Leverage0.0283Vega
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