***Pick***
currentDate: 2025-10-01
underlyingPrice: 6712.49
expires: 2025-10-02
-->strikePrice: 6625
-->spreadLowerStrikePrice: 6025
-->stopPrice: 19.80
bidPrice: 1.75
askPrice: 1.8
pctOTM: 1.30%
delta: -0.0674
gamma: 0.0022
VIX: 15.98
theoreticalPrice: 3.18
origDelta: -0.0694
origGamma: 0.0022
maxLossIfStoppedOut: 1802.88
otmLimit: 2.13%
ivToVIXRatio: 1.0621
riskFreeReturn: 3.85%
impliedVolatility: 16.97%
premiumPerContract: $174.35
payoffUtility: $133
premiumCapture: 75.89%
annualizedPremiumPerContract: $47732
unleveragedAnnualizedYield: 7.11%
leveragedAnnualizedYield: 37.98%
marginRequirementPerContract: $125676
leverageFactor: 5.3
sharpe: 1.05