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Post# of 69601
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Re: Stock post# 39519

Friday, 11/03/2006 2:07:36 PM

Friday, November 03, 2006 2:07:36 PM

Post# of 69601
delta calc is from TLT 88.59 so it's only down .19
so if you look at -.20 you will see a new option price of 1.35 bid yet the option price is currently 1.50/1.65

I believe what you are seeing is the I/V spike in the option price.

delta calc does not account for I/V
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