5.01Open5.78Pre Close14 Volume29 Open Interest207.00Strike Price6.79KTurnover41.00%IV0.15%PremiumJul 11, 2024Expiry Date3.63Intrinsic Value100Multiplier0DDays to Expiry0.31Extrinsic Value100Contract SizeAmericanOptions Type-0.8361Delta0.0685Gamma51.81Leverage Ratio-0.6255Theta-0.0029Rho-43.32Eff Leverage0.0219Vega
70620572 : sp600small caps yes, iwm no small regional banks are too heavy weighted in it