Anyone have an explanation for why the this far OTM July 560 call
is trading at a higher delta than the strikes closer to the money.
CN7 @ 445'2
The deltas start to fall off as you move farther away (.25,.19.16)and then the 560 Call trades back up to .20.
Anyone ???
http://www.futuresource.com/quotes/options.jsp?s=CN07&r=C&style=Greeks
is trading at a higher delta than the strikes closer to the money.
CN7 @ 445'2
The deltas start to fall off as you move farther away (.25,.19.16)and then the 560 Call trades back up to .20.
Anyone ???
http://www.futuresource.com/quotes/options.jsp?s=CN07&r=C&style=Greeks