11.30Open11.30Pre Close0 Volume0 Open Interest2.50Strike Price0.00Turnover894.52%IV-22.17%PremiumDec 20, 2024Expiry Date15.23Intrinsic Value100Multiplier20DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9764Delta0.0015Gamma1.09Leverage Ratio-0.0519Theta0.0006Rho1.07Eff Leverage0.0023Vega
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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