0.04Open0.05Pre Close3.18K Volume3.09K Open Interest210.00Strike Price22.73KTurnover44.61%IV3.30%PremiumJul 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.09Extrinsic Value100Contract SizeAmericanOptions Type0.0515Delta0.0266Gamma2392.59Leverage Ratio-0.2879Theta0.0002Rho123.10Eff Leverage0.0094Vega
70620572 : sp600small caps yes, iwm no small regional banks are too heavy weighted in it