NDX15Jan21C12100.00 Summary

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Option SymbolNDX15Jan21C12100.00
UnderlyingNDX.IN
TypeCALL
Strike Price12100.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$435.20
Bid$419.70
Bid Size6
Ask$423.80
Ask Size6
Volume0
OI12
IV23.473325%
Delta0.516134
Theta-4.996812
Gamma0.000301
Vega18.348737
Rho8.298563
Exercise TypeEuropean
Updated4:03:24PM 11/24/2020