1.10Open1.10Pre Close0 Volume12 Open Interest141.00Strike Price0.00Turnover122.30%IV18.07%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry1.10Extrinsic Value100Contract SizeAmericanOptions Type-0.0875Delta0.0062Gamma155.23Leverage Ratio-0.3566Theta-0.0023Rho-13.59Eff Leverage0.0333Vega
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).