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Biotech / Medical : Momenta Pharmaceuticals Inc. -- Ignore unavailable to you. Want to Upgrade?

To: tom pope who wrote (965)4/17/2007 11:12:28 PM
From: Robohogs  Read Replies (2) | Respond to of 3027
 
I assume by neutral delta you mean delta of 1, which means the option trades $ for $ with change in stock - i.e., there is not time premium left to give up as the option moves further into the money. And yes that is basically where it is. But the Sept 17.5s traded at something on order 1.3 delta. The range for this figure is 0-1. An option can obviously move more, given moves in vol but this move is very large.

Jon


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