NDX15Jan21P7900.00 Summary

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Option SymbolNDX15Jan21P7900.00
UnderlyingNDX.IN
TypePUT
Strike Price7900.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$17.30
Bid$7.70
Bid Size6
Ask$9.30
Ask Size6
Volume0
OI15
IV50.133698%
Delta-0.000044
Theta-0.002267
Gamma0.000001
Vega0.008344
Rho-0.000785
Exercise TypeEuropean
Updated4:03:24PM 11/24/2020