NDX15Jan21C12000.00 Summary

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Option SymbolNDX15Jan21C12000.00
UnderlyingNDX.IN
TypeCALL
Strike Price12000.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$453.00
Bid$577.40
Bid Size1
Ask$596.50
Ask Size2
Volume0
OI100
IV24.869800%
Delta0.601217
Theta-4.976936
Gamma0.000300
Vega17.514165
Rho9.208780
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020