0.30Open0.29Pre Close8 Volume144 Open Interest45.00Strike Price214.00Turnover56.54%IV21.29%PremiumDec 20, 2024Expiry Date0.00Intrinsic Value100Multiplier28DDays to Expiry0.24Extrinsic Value100Contract SizeAmericanOptions Type0.1358Delta0.0373Gamma99.47Leverage Ratio-0.0232Theta0.0036Rho13.50Eff Leverage0.0225Vega
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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