2.06Open2.06Pre Close0 Volume2 Open Interest78.00Strike Price0.00Turnover87.06%IV0.53%PremiumDec 13, 2024Expiry Date1.64Intrinsic Value100Multiplier0DDays to Expiry0.42Extrinsic Value100Contract SizeAmericanOptions Type0.7306Delta0.1217Gamma38.66Leverage Ratio-0.8206Theta0.0009Rho28.25Eff Leverage0.0103Vega
Ishares Iboxx $ High Yield Corporate Bond Etf Stock Discussion
In the previous article we talked about what a Screener is, what the purpose of the Screener is, and the goal I want to achieve with the Options Screener. If you happened to miss that post, you can read it here:
Options Screener Recap
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