8.30Open8.30Pre Close0 Volume18 Open Interest30.00Strike Price0.00Turnover137.61%IV3.40%PremiumDec 20, 2024Expiry Date7.04Intrinsic Value100Multiplier9DDays to Expiry1.26Extrinsic Value100Contract SizeAmericanOptions Type0.8560Delta0.0275Gamma4.78Leverage Ratio-0.1009Theta0.0063Rho4.09Eff Leverage0.0136Vega
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%, ...
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