23.40Open23.40Pre Close0 Volume1 Open Interest17.50Strike Price0.00Turnover287.80%IV24.17%PremiumSep 20, 2024Expiry Date15.44Intrinsic Value100Multiplier13DDays to Expiry7.96Extrinsic Value100Contract SizeAmericanOptions Type0.9241Delta0.0079Gamma2.03Leverage Ratio-0.0990Theta0.0051Rho1.87Eff Leverage0.0089Vega
Ultra Clean Stock Discussion
In reaction to earnings/guidance:
• $Five9 (FIVN.US)$ +11.8%, $Amazon (AMZN.US)$ +11.5%, $Mitek Systems (MITK.US)$ +8.6%, $US Silica (SLCA.US)$ +7.8%, $Banco Santander Mexico (BSMX.US)$ +7.5%, $NatWest (NWG.US)$ +7.4%, $The Chemours (CC.US)$ +6.9%, $Deckers Outdoor (DECK.US)$ +6.1% (also authorizes new $1.2bln share repurchase program), $United States Steel (X.US)$ +4.8%(also authorizes new $500mln share repurchase program), $SkyWest (SKYW.US)$ +4.8%, ...
Awaiting Q2 revenue earning announcement.
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