Recent content by Meb2017

  1. M

    SPX Dec 27 expiry question

    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?
  2. M

    SPX Dec 27 expiry question

    Thank you for responding! It is the 2655 call strike on 12/27.
  3. M

    SPX Dec 27 expiry question

    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...
Back
Top