NDX15Jan21C12500.00 Summary

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Option SymbolNDX15Jan21C12500.00
UnderlyingNDX.IN
TypeCALL
Strike Price12500.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$290.94
Bid$294.80
Bid Size1
Ask$306.10
Ask Size1
Volume6
OI92
IV22.410622%
Delta0.447180
Theta-5.094260
Gamma0.000308
Vega17.941004
Rho6.952575
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020