0.60Open0.60Pre Close0 Volume347 Open Interest17.50Strike Price0.00Turnover27.05%IV2.09%PremiumDec 20, 2024Expiry Date0.23Intrinsic Value100Multiplier20DDays to Expiry0.37Extrinsic Value100Contract SizeAmericanOptions Type0.6078Delta0.3376Gamma29.55Leverage Ratio-0.0120Theta0.0057Rho17.96Eff Leverage0.0162Vega
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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