1.40Open1.40Pre Close0 Volume4 Open Interest181.00Strike Price0.00Turnover56.80%IV6.82%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.40Extrinsic Value100Contract SizeAmericanOptions Type0.2139Delta0.0245Gamma121.96Leverage Ratio-0.3236Theta0.0053Rho26.09Eff Leverage0.0610Vega
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).