I've been following CF and its option chain lately, but I'm confused at the following action and would appreciate input. Calls, puts, and underlying are all up. yesterday, CF ranged 101.33 - 106.78 closing slightly down @ 106.42; opened @ 101.83 today, CF opened @ 104.62 and ranged 104.65 - 107.65, currently up @ 107.20 This is what I'm confused about: the 19MAR10 95 put (OTM) sold yesterday @ 1.30 when underlying was @ 104. Today, it is @ 1.40 when underlying is 107. The put is further out of the money today, but it gained value? Additionally, the call side has also gained (expected with underlying increase). Thoughts?