SPY27Nov20C366.00 Summary

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Option SymbolSPY27Nov20C366.00
UnderlyingSPY
TypeCALL
Strike Price366.00
Expiration DateNovember 27th, 2020
SeriesWeekly
Last$0.01
Bid$0.01
Bid Size4
Ask$0.01
Ask Size3,326
Volume6,857
OI9,376
IV5.517362%
Delta0.293113
Theta-0.640265
Gamma0.091791
Vega0.065533
Rho0.002904
Exercise TypeAmerican
Updated2:02:43PM 11/27/2020