2.40Open1.45Pre Close4 Volume5 Open Interest152.50Strike Price970.00Turnover26.49%IV0.19%PremiumJul 19, 2024Expiry Date2.22Intrinsic Value100Multiplier3DDays to Expiry0.28Extrinsic Value100Contract SizeAmericanOptions Type-0.7086Delta0.0898Gamma50.51Leverage Ratio-0.1888Theta-0.0087Rho-35.80Eff Leverage0.0499Vega
SFRE Keith : It is highly probable because the shareholders of Hess vote in favour of the proposed merger.