NDX15Jan21C11950.00 Summary

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Option SymbolNDX15Jan21C11950.00
UnderlyingNDX.IN
TypeCALL
Strike Price11950.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$536.61
Bid$611.30
Bid Size1
Ask$630.60
Ask Size5
Volume0
OI33
IV25.152755%
Delta0.616505
Theta-4.922971
Gamma0.000297
Vega17.322466
Rho9.426600
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020