***Pick***
currentDate: 2025-10-06
underlyingPrice: 6743.11
expires: 2025-10-07
-->strikePrice: 6660
-->spreadLowerStrikePrice: 6200
-->stopPrice: 19.30
bidPrice: 1.3
askPrice: 1.4
pctOTM: 1.23%
delta: -0.0582
gamma: 0.0022
VIX: 16.48
theoreticalPrice: 2.51
origDelta: -0.0593
origGamma: 0.0022
maxLossIfStoppedOut: 1802.88
otmLimit: 2.20%
ivToVIXRatio: 0.9253
riskFreeReturn: 3.86%
impliedVolatility: 15.25%
premiumPerContract: $129.35
payoffUtility: $96
premiumCapture: 74.00%
annualizedPremiumPerContract: $35281
unleveragedAnnualizedYield: 5.23%
leveragedAnnualizedYield: 27.85%
marginRequirementPerContract: $126681
leverageFactor: 5.3
sharpe: 0.90