1.00Open0.70Pre Close2 Volume259 Open Interest40.00Strike Price203.00Turnover53.46%IV7.13%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier21DDays to Expiry1.03Extrinsic Value100Contract SizeAmericanOptions Type0.3937Delta0.0782Gamma28.91Leverage Ratio-0.0468Theta0.0080Rho11.38Eff Leverage0.0354Vega
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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