0.87Open1.10Pre Close10 Volume43 Open Interest100.00Strike Price870.00Turnover38.75%IV8.94%PremiumAug 16, 2024Expiry Date0.00Intrinsic Value100Multiplier19DDays to Expiry0.87Extrinsic Value100Contract SizeAmericanOptions Type-0.1523Delta0.0243Gamma136.08Leverage Ratio-0.0570Theta-0.0083Rho-20.73Eff Leverage0.0589Vega
The Brink's Stock Discussion
Biotechs were in focus on Wednesday but other than that, there was no real sector focus that stood out. Institutional sweepers were selectively active in few tech names, some underbelly growth names, energy and even in a few re-opening plays.
On the sentiment front
Intraday sentiment finished the session around neutral.Neutral sentiment plus an elevated gamma have created a backdrop for a sloppy push higher in the major indices but aggressive rotation continues to play a major role.
Rotation into tech and growth names having already done a lot of damage, names like ...
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