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enzo

Just watching the prices currently of ticker ANF, and the common that was trading yesterday at $66.91 is today trading @ $68.51

Option greeks @ $66.91 on a Call Price = $0.40 [ask] which was Fair Value.

*delta 8.8%

*gamma 1.5%

*vega 0.047

*theta -0.014

*rho 0.010

Option greeks @ $68.51 on same Call Price = $0.25 [bid] $0.30 [ask] while Fair Value as calculated should be [Ask] $0.57

*delta 11.4%

*gamma 1.7%

*vega 0.057

*theta -0.017

*rho 0.013

So in your opinion, what exactly do you think is occurring here?

jog on

d998