morning. woke up early and was just checking my positions. found the delta on spx has astronomically increased even though the prob itm, iv and price stayed the same. I realize the price doesn't move right now but going to spy i can see how things will be and the price is stable there. I have not seen anything like it. ideas?
Posted by sky1ark3
1 Comment
Did time occur? If you are not ATM, as time goes on delta will increase (ITM) and decrease (OTM). I believe that’s the charm (Greek) of the option