5.96Open5.96Pre Close4 Volume0 Open Interest175.00Strike Price2.41KTurnover19.22%IV0.47%PremiumDec 20, 2024Expiry Date5.24Intrinsic Value100Multiplier21DDays to Expiry0.84Extrinsic Value100Contract SizeAmericanOptions Type0.7611Delta0.0368Gamma26.12Leverage Ratio-0.0765Theta0.0770Rho19.88Eff Leverage0.1358Vega
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).