2.30Open1.85Pre Close1 Volume1 Open Interest20.00Strike Price230.00Turnover95.23%IV0.39%PremiumDec 20, 2024Expiry Date2.23Intrinsic Value100Multiplier25DDays to Expiry0.07Extrinsic Value100Contract SizeAmericanOptions Type-0.6342Delta0.0857Gamma5.64Leverage Ratio-0.0322Theta-0.0084Rho-3.58Eff Leverage0.0174Vega
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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