XSP24Jan22P454.00 Summary

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Option SymbolXSP24Jan22P454.00
UnderlyingXSP.IN
TypePUT
Strike Price454.00
Expiration DateJanuary 24th, 2022
SeriesWeekly
Last$23.62
Bid$8.00
Bid Size1
Ask$17.80
Ask Size1
Volume2
OI3
IV34.769757%
Delta-0.999937
Theta0.001539
Gamma0.000077
Vega0.000059
Rho-0.012438
Exercise TypeEuropean
Updated4:01:15PM 01/24/2022