0.06Open0.04Pre Close3.02K Volume16.77K Open Interest209.00Strike Price34.82KTurnover43.53%IV2.84%PremiumJul 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.14Extrinsic Value100Contract SizeAmericanOptions Type0.0779Delta0.0376Gamma1506.44Leverage Ratio-0.3945Theta0.0003Rho117.34Eff Leverage0.0130Vega
70620572 : sp600small caps yes, iwm no small regional banks are too heavy weighted in it