NDX15Jan21C12600.00 Summary

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Option SymbolNDX15Jan21C12600.00
UnderlyingNDX.IN
TypeCALL
Strike Price12600.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$181.00
Bid$191.40
Bid Size6
Ask$195.20
Ask Size6
Volume120
OI27
IV21.358586%
Delta0.371332
Theta-4.736500
Gamma0.000285
Vega17.400165
Rho6.048987
Exercise TypeEuropean
Updated4:03:24PM 11/24/2020