0.01Open0.01Pre Close23 Volume145 Open Interest186.00Strike Price23.00Turnover78.95%IV8.55%PremiumJul 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.01Extrinsic Value100Contract SizeAmericanOptions Type-0.0045Delta0.0019Gamma20337.00Leverage Ratio-0.0571Theta0.0000Rho-91.73Eff Leverage0.0012Vega
70620572 : sp600small caps yes, iwm no small regional banks are too heavy weighted in it