3.50Open6.60Pre Close5 Volume22 Open Interest145.00Strike Price1.75KTurnover32.75%IV1.17%PremiumJul 26, 2024Expiry Date1.78Intrinsic Value100Multiplier2DDays to Expiry1.72Extrinsic Value100Contract SizeAmericanOptions Type0.6747Delta0.0853Gamma53.37Leverage Ratio-0.3074Theta0.0074Rho36.01Eff Leverage0.0464Vega
SFRE Keith : It is highly probable because the shareholders of Hess vote in favour of the proposed merger.