Anyone have an explanation for why the this far OTM July 560 call is trading at a higher delta than the strikes closer to the money. CN7 @ 445'2 The deltas start to fall off as you move farther away (.25,.19.16)and then the 560 Call trades back up to .20. Anyone ??? http://www.futuresource.com/quotes/options.jsp?s=CN07&r=C&style=Greeks
Look fine to me. Probably the web site just had an old quote. The 560 calls only traded twice today, and until they did, you likely had yesterday's (or even earlier) quote.