2.45Open2.45Pre Close0 Volume2 Open Interest137.00Strike Price0.00Turnover19.85%IV1.01%PremiumSep 6, 2024Expiry Date1.06Intrinsic Value100Multiplier4DDays to Expiry1.39Extrinsic Value100Contract SizeAmericanOptions Type0.6523Delta0.1229Gamma74.63Leverage Ratio-0.1453Theta0.0106Rho48.68Eff Leverage0.0560Vega
SFRE Keith : It is highly probable because the shareholders of Hess vote in favour of the proposed merger.