NDX15Jan21C12525.00 Summary

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Option SymbolNDX15Jan21C12525.00
UnderlyingNDX.IN
TypeCALL
Strike Price12525.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$334.60
Bid$284.00
Bid Size1
Ask$294.90
Ask Size1
Volume0
OI2
IV22.335310%
Delta0.439655
Theta-5.080315
Gamma0.000307
Vega17.892421
Rho6.840002
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020