TDA shows a Delta of around .48 for the $12.50's.
This option calculator is almost double at .80.
So its hard to say what is more accurate here. Its a big difference. Based on holding these for the past few weeks. I think its more TDA's numbers. Or roughly in between these 2.
Before the big drop off on Friday which changed the pricing around.
I sold some on 4-22 for $1.10 and the stock price was around $11
At around $12.40 bids were consitantly at $1.85-$1.90, $2 was the highest bid I saw.
So there it went up about .80 on a $1.40 swing in the stock.
So I think were looking at a accurate Delta of about .55 on these.
My account shows them closing at 1.70 but I'm pretty sure they closed at 1.45 (if you view the option chain in TDA, it says 1.45) on the closing price of $10.85.
As you can see, the drop off changed them a good amount.
Based on those numbers. When (not if) the price reaches $15.85, The options should be worth $4.20. $20.85 we'd be looking at least $6.95, Delta should go up a little more as the stock goes up.
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