2.70Open2.70Pre Close0 Volume5 Open Interest180.00Strike Price0.00Turnover11.29%IV1.36%PremiumDec 20, 2024Expiry Date0.24Intrinsic Value100Multiplier22DDays to Expiry2.46Extrinsic Value100Contract SizeAmericanOptions Type0.5620Delta0.0793Gamma76.70Leverage Ratio-0.0573Theta0.0589Rho43.10Eff Leverage0.1734Vega
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).