6.50Open5.09Pre Close10 Volume60 Open Interest45.00Strike Price7.25KTurnover99.86%IV0.27%PremiumDec 20, 2024Expiry Date7.69Intrinsic Value100Multiplier5DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type-0.9317Delta0.0301Gamma4.78Leverage Ratio-0.0472Theta-0.0046Rho-4.46Eff Leverage0.0060Vega
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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