0.32Open0.12Pre Close6 Volume422 Open Interest2.50Strike Price207.00Turnover91.37%IV9.78%PremiumDec 20, 2024Expiry Date0.25Intrinsic Value100Multiplier6DDays to Expiry0.22Extrinsic Value100Contract SizeAmericanOptions Type-0.8048Delta1.0767Gamma8.18Leverage Ratio-0.0060Theta-0.0003Rho-6.58Eff Leverage0.0008Vega
10xStockPicks OP : This is the correctly edited research report. Previous article has a few typos. Special thanks to Fund manager John for his notes. Please do your own research. I firmly believe ESPR will be a solid bet.