The bid ask spread today was 3.80 to 4.80 on BDXIM. At 3.80 and a current price of 69.49 for BDX, this in the money option was actually bid 0.69 below the amount it was in the money. How can that happen?
has to do with volume... not many options are traded with BDX so they widen the gap to sell more. It's not right, i think it sucks but unfortunately that is the way it is. Call your broker if you think there is a discrepency, maybe they will be able to help get your order in at a fair price.