I'm trying to understand why there is a certain amount of timevalue left in these DITM put options (16 days left till expiration) for the Dutch AEX index (EOE) and not for puts for the S&P500 index. (see image).
What would cause these options to never have no, or almost no timevalue left when at or near 100 delta?
What would cause these options to never have no, or almost no timevalue left when at or near 100 delta?