Long-dated ITM delta less than 0.5?

T

TimeCorrosion

My understanding is that ACTUAL options prices are results of bidding and asking among buyers and sellers, but option Greeks are mathematical constructs and cannot be traded among buyers and sellers and thus should be just theoretical values.

I have a November ITM TSLA 1100 put option with a delta of 0.478. What are your thoughts?
 
Looks right. Calls 53 and Put 47. As time passes with TSLA here, the Put Delta will increase.

upload_2022-3-25_13-54-31.png
 
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