VIX18Nov20P22.00 Summary

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Option SymbolVIX18Nov20P22.00
UnderlyingVIX.IN
TypePUT
Strike Price22.00
Expiration DateNovember 18th, 2020
SeriesWeekly
Last$0.50
Bid$0.45
Bid Size24,326
Ask$0.55
Ask Size29,598
Volume1,053
OI85,289
IV83.941609%
Delta-0.160345
Theta-0.031322
Gamma0.035087
Vega0.018158
Rho-0.003739
Exercise TypeEuropean
Updated4:01:01PM 10/23/2020