If you pull up an option chain for both the April & May CMG series. 420 is the ATM strike. If you compare calls to puts settlements from this past friday's session, CMG sold off 11 pts. The calls got hammered to the tune of 10 handles plus & their premiums 1/3 if not halved. Yet, The entire put structure just marginally appreciated in value. Maybe 2 handles @ATM & the deep ITM puts didn't reflect the entire underlying's sell off. How would you explain this dynamic?