***Pick***
currentDate: 2025-10-02
underlyingPrice: 6716.41
expires: 2025-10-03
-->strikePrice: 6620
-->spreadLowerStrikePrice: 6100
-->stopPrice: 19.90
bidPrice: 1.9
askPrice: 2
pctOTM: 1.44%
delta: -0.0673
gamma: 0.0020
VIX: 16.61
theoreticalPrice: 3.33
origDelta: -0.0693
origGamma: 0.0020
maxLossIfStoppedOut: 1802.88
otmLimit: 2.21%
ivToVIXRatio: 1.1107
riskFreeReturn: 3.85%
impliedVolatility: 18.45%
premiumPerContract: $189.35
payoffUtility: $147
premiumCapture: 77.31%
annualizedPremiumPerContract: $51954
unleveragedAnnualizedYield: 7.74%
leveragedAnnualizedYield: 41.60%
marginRequirementPerContract: $124877
leverageFactor: 5.3
sharpe: 1.15