1.39Open1.39Pre Close0 Volume85 Open Interest15.00Strike Price0.00Turnover123.28%IV-7.56%PremiumDec 20, 2024Expiry Date2.73Intrinsic Value100Multiplier27DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.7497Delta0.0531Gamma4.61Leverage Ratio-0.0361Theta0.0071Rho3.45Eff Leverage0.0154Vega
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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