0.21Open0.40Pre Close1 Volume3.30K Open Interest15.00Strike Price21.00Turnover46.37%IV9.27%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier24DDays to Expiry0.21Extrinsic Value100Contract SizeAmericanOptions Type0.2989Delta0.2060Gamma46.40Leverage Ratio-0.0124Theta0.0026Rho13.87Eff Leverage0.0126Vega
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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