4.38Open4.38Pre Close0 Volume4 Open Interest171.00Strike Price0.00Turnover31.88%IV2.71%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry4.38Extrinsic Value100Contract SizeAmericanOptions Type0.4982Delta0.0625Gamma68.99Leverage Ratio-0.2775Theta0.0114Rho34.37Eff Leverage0.0799Vega
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).