SPXW15Jan21C3690.00 Summary

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Option SymbolSPXW15Jan21C3690.00
UnderlyingSPXW.IN
TypeCALL
Strike Price3690.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$66.76
Bid$67.60
Bid Size25
Ask$68.40
Ask Size43
Volume19
OI107
IV16.786937%
Delta0.675979
Theta-1.006758
Gamma0.001290
Vega5.062107
Rho3.281395
Exercise TypeEuropean
Updated2:03:30PM 11/27/2020