Thank you so much!
Is that also why the delta for this strike is less than that of strikes which are not as deep in the money? Should that revert at the Tuesday open?
This may be a stupid question but I have a position that is suffering:
The in the money calls for 12/26 &12/27 have 0 for IV and the Corresponding delta is obviously taking a hit as well. Is this just an after hours or closing glitch? Every other chain I see has the iv and delta rising with...