WDC-Option Pricing?

A

antares66

My question regards to today´s option pricing of WDC.
WDC went up today 0.8% and is priced at $56. The 55 itm call, expiration 04.19.24 is up 1.15% what i can understand. But why is the 57.5 otm call, expiration 04.19.24, down 14%? I checked IV, theta and gamma. Theta is the same, gamma differ 0.6 to 0.5, IV change in both strikes doesn´t differ. Delta is of course different because of the different strikes. Where does the big different option price changes come from? Maybe i don´t fully understand option pricing.
 
When posting such questions, would be more helpful if you also provide the prices relating to your concerns (was is, for both underlying and each strike of interest). While using percentages, may be your preferred metrics, it obfuscates the root cause, should there be a flaw -- requiring one to manually extract the information themselves, requiring extra effort on part of those desiring to help.
 
antares66 said:
I don´t understand what you mean. I shared the strike prices, the expirations and the % changes.
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If I understood correctly, option % change is not the metric that someone that wants to help would use for a look back at the data, premium($) is.
 
antares66 said:
I don´t understand what you mean. I shared the strike prices, the expirations and the % changes.
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screenshots would solve this in 10 seconds. I can think of several reasons you see what you see but I’m not going to go to my basement, log into my bbg terminal, and do all the work to figure out which reason it is. Nor am I going to speculate or enumerate all the reasons.
 
newwurldmn said:
screenshots would solve this in 10 seconds. I can think of several reasons you see what you see but I’m not going to go to my basement, log into my bbg terminal, and do all the work to figure out which reason it is. Nor am I going to speculate or enumerate all the reasons.
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Ok. I forgot this. Next time. Thanks
 
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