15.50Open15.50Pre Close0 Volume0 Open Interest161.00Strike Price0.00Turnover36.43%IV0.34%PremiumDec 20, 2024Expiry Date14.90Intrinsic Value100Multiplier19DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type0.8708Delta0.0144Gamma10.82Leverage Ratio-0.0970Theta0.0718Rho9.43Eff Leverage0.0848Vega
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).