***Pick***
currentDate: 2025-10-03
underlyingPrice: 6724.62
expires: 2025-10-06
-->strikePrice: 6640
-->spreadLowerStrikePrice: 6050
-->stopPrice: 19.70
bidPrice: 1.65
askPrice: 1.75
pctOTM: 1.26%
delta: -0.0667
gamma: 0.0022
VIX: 16.59
theoreticalPrice: 0.67
origDelta: -0.0672
origGamma: 0.0022
maxLossIfStoppedOut: 1802.88
otmLimit: 2.70%
ivToVIXRatio: 0.5803
riskFreeReturn: 3.86%
impliedVolatility: 9.63%
premiumPerContract: $164.35
payoffUtility: $124
premiumCapture: 75.10%
annualizedPremiumPerContract: $30066
unleveragedAnnualizedYield: 4.47%
leveragedAnnualizedYield: 23.82%
marginRequirementPerContract: $126195
leverageFactor: 5.3
sharpe: 0.67