***Pick***
currentDate: 2025-10-07
underlyingPrice: 6713.55
expires: 2025-10-08
-->strikePrice: 6625
-->spreadLowerStrikePrice: 6075
-->stopPrice: 19.70
bidPrice: 1.7
askPrice: 1.75
pctOTM: 1.32%
delta: -0.0656
gamma: 0.0021
VIX: 17.29
theoreticalPrice: 3.14
origDelta: -0.0675
origGamma: 0.0022
maxLossIfStoppedOut: 1802.88
otmLimit: 2.31%
ivToVIXRatio: 0.9837
riskFreeReturn: 3.84%
impliedVolatility: 17.01%
premiumPerContract: $169.35
payoffUtility: $129
premiumCapture: 76.04%
annualizedPremiumPerContract: $46079
unleveragedAnnualizedYield: 6.86%
leveragedAnnualizedYield: 36.69%
marginRequirementPerContract: $125586
leverageFactor: 5.3
sharpe: 1.05