IB option greeks wrong?

A

Aaron

The Option Analytics screen at Interactive Brokers appears to be incorrect in some cases. For example, the delta for a 10% out-of-the-money Dec SPY put (strike price = 136) is indicated at -.04 when it should be something like -.20. Do I have some setting wrong? Or is IB wrong?
 
Ah, okay, I see that the delta in the option analytics screen depends on the fit in the option modeler screen.
 
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