Timevalue of DITM puts

Discussion in 'Options' started by arthanos, Apr 2, 2019.

  1. arthanos

    arthanos

    I'm trying to understand why there is a certain amount of timevalue left in these DITM put options (16 days left till expiration) for the Dutch AEX index (EOE) and not for puts for the S&P500 index. (see image).

    What would cause these options to never have no, or almost no timevalue left when at or near 100 delta? eoe.jpg
     
  2. Robert Morse

    Robert Morse Sponsor

    Is there a $0.95 dividend X before expiration?
     
    arthanos likes this.
  3. arthanos

    arthanos

    Right, that makes sense I guess, dividends baked into them :thumbsup:
     
  4. arthanos

    arthanos

    Hmm, that still does not explain why SPY options, even up to dec 31, do have the DITM puts at 0 timevalue, so what would the reason be then?
     
  5. early exercise of putz. natenberg 101