Wonder why the ITM symbol DIWSW [IWM JULY 62.5 put ]lost so much in % ; even alowing for a 2 for 1 split between June 8 & JUNE 9, and it is still slightly ITM as of fridays close??? Calls did better; splits are figured that bullish???
you're saying that the put and call for the same strike responded differently to the split? if so, then put/call parity has broken down, which is a $ making opportunity except in the case of dividends.
======= MlpSKY; Yes , not only differently but huge % difference; 1888options.com mentioned ''adjusted options'' For sure they adjusted those premiums !! ; underling didnt even move much mourning of split.