Is this one of the greeks yet?

Is there a way to rank options based on their premium value compared to other options? Options with the same IV can have vastly different premium values.

Here is an example for 2 atm options with the same expiry from 2 different stocks.

Option #1

Delta: .406
Premium: $2.74
Stock price: $7.71
14%



Option #2

Delta: .434
Premium: $25.91
Stock price: $53.54
21%

 

pls dont...this stuff is way over your head. If you don´t blow up with your elliot mumbo jumbo you definitely will with options

 

Why don't you post a real example instead of hypothetical one? People don't like playing games.

 

Just post the options chain of each OR admit you don't have a clue. If the IV is the same I don't see how your numbers work unless they were ass pulled.

 

Those are real examples!

LOL a lot of angry elves out today....what's wrong you guys lose money again?
I assume I am the only one who can actually do the Black Scholes calculation to adjust for IV?

 

You still haven't told us what the underlying is. Since you are withholding information how do you expect a useful comment? I have no further comment and I am blocking you for wasting my time. Good Day.

 

Does it matter? Everything you need is in the screenshot.

 

This might be a little over your guys's heads.

NVDA ($923.50)
IV: 47.73%
atm put: $17.10
Delta: .43
.79%

TSLA ($181.33)
IV: 50.48%
atm put: $4.20
Delta: .43
1%


Would the +- 2% in IV be the difference here or did I just discover skew across different stocks?

 

Jesus Christ...I better haul a couple of buckets of popcorn. This is gonna be funny