NDX15Jan21C11975.00 Summary

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Option SymbolNDX15Jan21C11975.00
UnderlyingNDX.IN
TypeCALL
Strike Price11975.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$453.00
Bid$594.20
Bid Size1
Ask$613.60
Ask Size2
Volume0
OI11
IV25.013821%
Delta0.608874
Theta-4.950886
Gamma0.000299
Vega17.421604
Rho9.318043
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020