IB option greeks wrong?

Discussion in 'Options' started by Aaron, Nov 7, 2007.

  1. Aaron


    The Option Analytics screen at Interactive Brokers appears to be incorrect in some cases. For example, the delta for a 10% out-of-the-money Dec SPY put (strike price = 136) is indicated at -.04 when it should be something like -.20. Do I have some setting wrong? Or is IB wrong?
  2. Aaron


    Ah, okay, I see that the delta in the option analytics screen depends on the fit in the option modeler screen.