1.90Open2.70Pre Close2 Volume5 Open Interest176.00Strike Price382.00Turnover22.80%IV2.52%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier17DDays to Expiry1.92Extrinsic Value100Contract SizeAmericanOptions Type0.4158Delta0.0448Gamma68.06Leverage Ratio-0.1056Theta0.0337Rho28.30Eff Leverage0.1489Vega
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).