1.00Open1.00Pre Close0 Volume1 Open Interest106.00Strike Price0.00Turnover248.38%IV38.51%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.00Extrinsic Value100Contract SizeAmericanOptions Type-0.0422Delta0.0017Gamma170.75Leverage Ratio-0.3953Theta-0.0012Rho-7.21Eff Leverage0.0188Vega
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).