0.10Open0.10Pre Close0 Volume122 Open Interest17.50Strike Price0.00Turnover12.43%IV2.92%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.2857Delta0.5953Gamma171.00Leverage Ratio-0.0044Theta0.0035Rho48.86Eff Leverage0.0156Vega
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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