VIX17Mar21P22.00 Summary

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Option SymbolVIX17Mar21P22.00
UnderlyingVIX.IN
TypePUT
Strike Price22.00
Expiration DateMarch 17th, 2021
SeriesWeekly
Last$0.60
Bid$0.55
Bid Size15,340
Ask$0.65
Ask Size6,020
Volume20,686
OI196,489
IV91.268875%
Delta-0.301162
Theta-0.106260
Gamma0.043906
Vega0.016236
Rho-0.003297
Exercise TypeEuropean
Updated4:01:22PM 03/05/2021