35.20Open35.20Pre Close0 Volume21 Open Interest141.00Strike Price0.00Turnover82.84%IV3.19%PremiumDec 20, 2024Expiry Date29.75Intrinsic Value100Multiplier5DDays to Expiry5.45Extrinsic Value100Contract SizeAmericanOptions Type0.9806Delta0.0029Gamma5.70Leverage Ratio-0.0829Theta0.0181Rho5.59Eff Leverage0.0093Vega
SupersonicBee BURRY : Were you in?
Dan’l : $RLI Corp (RLI.US)$ is a strong buy, with an estimated 15.85% EPS surprise (report drops on Tuesday ~;-)
: : edit : :
Adjusted to $1.10 EPS (17.85% surprise).