NDX15Jan21C12700.00 Summary

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Option SymbolNDX15Jan21C12700.00
UnderlyingNDX.IN
TypeCALL
Strike Price12700.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$209.25
Bid$212.60
Bid Size1
Ask$221.60
Ask Size1
Volume2
OI14
IV21.678192%
Delta0.388143
Theta-4.934933
Gamma0.000298
Vega17.383672
Rho6.064519
Exercise TypeEuropean
Updated2:01:24PM 11/27/2020