I just repriced one of our trades from this morning, using intraday share prices and IVs.
At the intraday share price of $105.025, with Cboe implied volatilities of 44% on the March 2027 $120 call, 40% on the January 2027 $125 call, 47% on the March 2027 $85 put, and 48% on the March 2027 $80 put, Black–Scholes values the Haemonetics (HAE) hybrid combo a…