Citi

[SCI new york]

I've been tracking the sep 5 and i'm trying to figure out why the pricing is so off right now on them. The options were trading at 11 cents 2 days ago when the stock was above 3.80, now its 3.66 and they're at .14. am i missing something? i know v has increased by im still calculating around 7-9 cents for the value.

 

[spindr0]

Look at several strikes near the money. If they're all off then your volatility input is off. If only the Sep 5 is off then something might be going on.

Obvious to most but needs mention: Make sure quotes are live not last or close, options are standard (not adjusted), compare B to B or A to A or average (if C options have small spread then not imp't).