There is particular risk at cave entrances, because lightning (or perhaps more accurately vertical ground current) can arc across the gap, and a person standing in the entrance provides a prominent shortest route to ground across the gap.
There’s no evidence (or plausible physical reason) that carrying or holing small metal objects makes any difference - that is to say, provided we’re not talking about a long metal pole.
While we’re at it, no quantity of rubber or other insulating material you can wear or carry will make any difference, either. A lightning bolt has already made it through a mile of air, which is an even better insulator. It’s not going to give a damn about an inch or two of rubber.
As posted before, I have been hit twice.
[Late 50’s near Sallisaw OK in an hay field.
1977 on a sail boat in Savanna Bay.](Running Down the Road: Lightning you say?)
Or, you could just ride a Lightning bike.