SPXW15Jan21C3720.00 Summary

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Option SymbolSPXW15Jan21C3720.00
UnderlyingSPXW.IN
TypeCALL
Strike Price3720.00
Expiration DateJanuary 15th, 2021
SeriesMonthly
Last$53.60
Bid$54.00
Bid Size27
Ask$54.70
Ask Size9
Volume2
OI118
IV16.322702%
Delta0.635293
Theta-1.051891
Gamma0.001349
Vega5.291737
Rho3.095160
Exercise TypeEuropean
Updated2:03:30PM 11/27/2020