0.30Open0.64Pre Close1 Volume318 Open Interest40.00Strike Price30.00Turnover62.97%IV8.01%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier5DDays to Expiry0.30Extrinsic Value100Contract SizeAmericanOptions Type0.1954Delta0.0962Gamma124.37Leverage Ratio-0.0740Theta0.0010Rho24.30Eff Leverage0.0126Vega
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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