NDX15Jan21C12025.00 Summary

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Option SymbolNDX15Jan21C12025.00
UnderlyingNDX.IN
TypeCALL
Strike Price12025.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$566.78
Bid$560.80
Bid Size2
Ask$579.60
Ask Size2
Volume8
OI16
IV24.726476%
Delta0.593536
Theta-5.001103
Gamma0.000302
Vega17.600083
Rho9.098861
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020