0.40Open0.40Pre Close0 Volume5 Open Interest156.00Strike Price0.00Turnover53.58%IV8.87%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0774Delta0.0130Gamma426.88Leverage Ratio-0.1401Theta-0.0019Rho-33.03Eff Leverage0.0302Vega
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).