5.30Open5.30Pre Close0 Volume23 Open Interest7.50Strike Price0.00Turnover670.04%IV-28.57%PremiumJan 17, 2025Expiry Date10.42Intrinsic Value100Multiplier6DDays to Expiry0.00Extrinsic Value100Contract SizeAmericanOptions Type0.9251Delta0.0091Gamma1.60Leverage Ratio-0.1816Theta0.0009Rho1.48Eff Leverage0.0033Vega
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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