E.g.: ES futures at 800, the March 800 call and put deltas are ~ .55 and -.45. Why isn't the absolute value equal since there is no dividend and no (or very little) cost of carry for the futures? Both the BS American and Whaley models show similar deltas. I could understand if the futures were at 25 since the downside limit is 25 pts. away, but not at 800. Anyone have an explanation? Thanks.