hello fellow traders, recently i started a bearish position in the euro dollar buying a put option on the June contract, strike 1.060
bought on may 1 at the 0.0038, the cash was trading at 1.090.
Today the cash is around 1.085 and the option is listed around 0,0022. So only few working days passed, hence the time depreciation shouldn’t affect the value that much…the volatility now is even higher than may 1
the cme is a pretty liquid mkt for these, how come they are pricing that badly?