0.03Open0.03Pre Close211 Volume614 Open Interest194.00Strike Price522.00Turnover50.44%IV4.62%PremiumJul 11, 2024Expiry Date0.00Intrinsic Value100Multiplier0DDays to Expiry0.02Extrinsic Value100Contract SizeAmericanOptions Type-0.0155Delta0.0087Gamma8134.80Leverage Ratio-0.1138Theta-0.0001Rho-126.48Eff Leverage0.0035Vega
70620572 : sp600small caps yes, iwm no small regional banks are too heavy weighted in it