screenshot is as of 12:30pm PST 06 Jan 2023. (so around 30 min before market close)i was wondering if someone can explain what this means and why it does this?the underlying bid/ask is at 11.58/11.64 respectively. lets just say 11.60 for the mid to make it easier.the closest strike available for an OTM put is the $10 strike. its delta is 0.2830. the $10 strike is 13.8% from current stock price.however, the next closest strike for an OTM call is 12.5. yet, its delta is 0.5747. but its only a 7.75% upside increase.the closest OTM call strike to the nearest OTM put strike (the $10 put) is the $20 OTM call at 0.2622 delta. which is a 72.4138% increase from the 11.60 underlying price.why does this happen? and what does this mean?i was first looking to open a long strangle or straddle in this position. but that caught my eye. as i wont be delta neutral with the closest strikes. (I know a long strangle/straddle isnt a theta play. but i was wondering this concept in general)

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