Bertoia diamond chair question  

No, it's not supposed to wobble.
It's supposed to sit flat on the floor, just like all other lounge chairs. If your floor is flat and the glides (not "casters") are installed correctly, the chair is bent.
If you bought the chair from Knoll or from an authorized dealer, send it back for a replacement.
Otherwise... Correcting the bend probably isn't trivial, but if the seat-mounting points on the base haven't moved, the bend is only making the chair wobble and isn't also putting unexpected loads into the mounts or interfering with the proper rocking action of the seat in its mounts. If you got a great deal on the chair and the wobble is the only symptom of the bend, you could easily "fix" it with a 0.75cm felt pad under each of two diagonally-opposite glides.

Casters have wheels.
I assume you mean "feet." Who made your chair ? Could your floor be out ? Turn the chair 90 degrees to see if the situation changes. If not, your chair was involved in a traffic accident -- or was not properly built !

check the glide position
I had a similar situation with a set of bertoia side chairs - one of them rocked ever so slightly. I figured it was all part and parcel of the exceptional deal I got at auction (they were authentic vintage) figured there had been some generous backsides basking in the chairs over the ages until I got a new cleaning person about a year later who in the course of cleaning one day had simply pushed the glide to its correct position and didn't even think to tell me about it until I had marveled at how it had magically been transformed. It was probably only a half centimeter out at that.

Hi
Thanks for all your...
Hi
Thanks for all your replies
Its a new Knoll chair but was shipped a long way so I guess it must have been damaged in shipping.

You get what you pay for.
Which in this case means that when you tell them about the damage, they'll apologize profusely and send a replacement immediately, without requiring you to return the damaged chair first; the guy who delivers the new chair will collect the old one and handle all the details of packing and shipping it back to Knoll. That's been my experience, anyway.