0.00Open0.10Pre Close0 Volume765 Open Interest15.00Strike Price0.00Turnover819.10%IV8.48%PremiumJul 19, 2024Expiry Date0.00Intrinsic Value100Multiplier-3DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.1691Delta0.2191Gamma139.20Leverage Ratio-3.8313Theta0.0000Rho23.53Eff Leverage0.0004Vega
Ballys Stock Discussion
• $Ballys(BALY.US)$ +6% (announces modified "Dutch auction" tender offer to purchase shares at $19.25-$22)
• $Ferguson(FERG.US)$ +3.4% (enters entered into a non-discretionary arrangement with its brokers J.P. Morgan Securities in continuation of its $2 billion share repurchase program)
• $Bausch Health(BHC.US)$ +3.3% (chairman resigns)
• $Sanofi(SNY.US)$ +3.2% (Sanofi-GSK first to report a successful efficacy study against ...
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