NDX15Jan21C12075.00 Summary

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Option SymbolNDX15Jan21C12075.00
UnderlyingNDX.IN
TypeCALL
Strike Price12075.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$448.80
Bid$528.60
Bid Size2
Ask$546.60
Ask Size2
Volume0
OI8
IV24.455400%
Delta0.578118
Theta-5.043723
Gamma0.000304
Vega17.751764
Rho8.877256
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020