0.05Open0.05Pre Close0 Volume1 Open Interest20.00Strike Price0.00Turnover37.27%IV17.25%PremiumSep 20, 2024Expiry Date0.00Intrinsic Value100Multiplier26DDays to Expiry0.05Extrinsic Value100Contract SizeAmericanOptions Type0.0690Delta0.0778Gamma342.00Leverage Ratio-0.0044Theta0.0008Rho23.60Eff Leverage0.0061Vega
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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