VIX20Jan21C70.00 Summary

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Option SymbolVIX20Jan21C70.00
UnderlyingVIX.IN
TypeCALL
Strike Price70.00
Expiration DateJanuary 20th, 2021
SeriesWeekly
Last$0.30
Bid$0.25
Bid Size6,464
Ask$0.35
Ask Size15,942
Volume15,182
OI60,510
IV168.521849%
Delta0.003198
Theta-0.000758
Gamma0.001126
Vega0.000784
Rho0.000089
Exercise TypeEuropean
Updated2:01:25PM 11/27/2020