0.00Open0.40Pre Close0 Volume5 Open Interest160.00Strike Price0.00Turnover31.10%IV11.55%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier25DDays to Expiry0.40Extrinsic Value100Contract SizeAmericanOptions Type-0.0609Delta0.0082Gamma451.13Leverage Ratio-0.0338Theta-0.0069Rho-27.49Eff Leverage0.0569Vega
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).