0.90Open3.93Pre Close5 Volume5 Open Interest149.00Strike Price450.00Turnover36.73%IV2.13%PremiumJul 26, 2024Expiry Date0.00Intrinsic Value100Multiplier2DDays to Expiry0.90Extrinsic Value100Contract SizeAmericanOptions Type0.3297Delta0.0771Gamma146.78Leverage Ratio-0.3384Theta0.0036Rho48.39Eff Leverage0.0463Vega
SFRE Keith : It is highly probable because the shareholders of Hess vote in favour of the proposed merger.