0.25Open0.25Pre Close0 Volume14 Open Interest161.00Strike Price0.00Turnover34.49%IV5.86%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.25Extrinsic Value100Contract SizeAmericanOptions Type-0.0761Delta0.0199Gamma683.00Leverage Ratio-0.0884Theta-0.0018Rho-51.97Eff Leverage0.0298Vega
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).