11.30Open11.30Pre Close0 Volume0 Open Interest2.50Strike Price0.00Turnover1562.34%IV-22.43%PremiumDec 20, 2024Expiry Date15.29Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9763Delta0.0015Gamma1.10Leverage Ratio-0.1683Theta0.0002Rho1.07Eff Leverage0.0013Vega
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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