0.00Open1.85Pre Close0 Volume0 Open Interest15.00Strike Price0.00Turnover96.46%IV6.41%PremiumAug 16, 2024Expiry Date0.95Intrinsic Value100Multiplier25DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type-0.5550Delta0.1117Gamma10.60Leverage Ratio-0.0267Theta-0.0059Rho-5.88Eff Leverage0.0146Vega
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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