0.30Open0.30Pre Close0 Volume16 Open Interest7.50Strike Price0.00Turnover18.46%IV0.41%PremiumAug 16, 2024Expiry Date0.27Intrinsic Value100Multiplier24DDays to Expiry0.03Extrinsic Value100Contract SizeAmericanOptions Type-0.7676Delta1.0111Gamma24.10Leverage Ratio-0.0016Theta-0.0025Rho-18.50Eff Leverage0.0056Vega
PennantPark Investment Stock Discussion
BDC shares have performed well YTD, both on an absolute and relative basis (vs. the S&P 500 Index) as multiples have expanded on improved investor sentiment. The tailwinds from higher benchmark interest rates have persisted through 1H23 (and our estimates reflect further benefits from rates ex...
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