23.79Open30.35Pre Close5 Volume167 Open Interest670.00Strike Price11.90KTurnover42.16%IV1.15%PremiumDec 20, 2024Expiry Date16.24Intrinsic Value100Multiplier5DDays to Expiry7.55Extrinsic Value100Contract SizeAmericanOptions Type-0.6788Delta0.0112Gamma29.12Leverage Ratio-1.1541Theta-0.0561Rho-19.77Eff Leverage0.2733Vega
10xStockPicks OP : This is the correctly edited research report. Previous article has a few typos. Special thanks to Fund manager John for his notes. Please do your own research. I firmly believe ESPR will be a solid bet.