Replies to post #39519 on S&P 500 & Nasdaq Analysis and Trends

[Myself °¿°]

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