VIX16Dec20C45.00 Summary

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Option SymbolVIX16Dec20C45.00
UnderlyingVIX.IN
TypeCALL
Strike Price45.00
Expiration DateDecember 16th, 2020
SeriesWeekly
Last$0.25
Bid$0.25
Bid Size10,578
Ask$0.35
Ask Size16,751
Volume2,476
OI107,160
IV200.832218%
Delta0.001508
Theta-0.000636
Gamma0.000945
Vega0.000239
Rho0.000016
Exercise TypeEuropean
Updated2:01:25PM 11/27/2020