SPXW15Jan21C3690.00 Summary

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Option SymbolSPXW15Jan21C3690.00
UnderlyingSPXW.IN
TypeCALL
Strike Price3690.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$88.66
Bid$64.50
Bid Size5
Ask$94.50
Ask Size5
Volume33
OI235
IV36.092437%
Delta0.992048
Theta-0.347516
Gamma0.000700
Vega0.042960
Rho0.100273
Exercise TypeEuropean
Updated4:08:52PM 01/15/2021