SPY27Nov20C364.00 Summary

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Option SymbolSPY27Nov20C364.00
UnderlyingSPY
TypeCALL
Strike Price364.00
Expiration DateNovember 27th, 2020
SeriesWeekly
Last$0.01
Bid$0.01
Bid Size10
Ask$0.01
Ask Size84
Volume90,570
OI14,784
IV0.429514%
Delta0.495133
Theta-0.740126
Gamma0.106438
Vega0.075990
Rho0.004897
Exercise TypeAmerican
Updated2:02:43PM 11/27/2020