***Pick***
currentDate: 2025-10-08
underlyingPrice: 6752.04
expires: 2025-10-09
-->strikePrice: 6660
-->spreadLowerStrikePrice: 6125
-->stopPrice: 19.90
bidPrice: 1.9
askPrice: 2
pctOTM: 1.36%
delta: -0.0694
gamma: 0.0021
VIX: 16.42
theoreticalPrice: 3.48
origDelta: -0.0705
origGamma: 0.0021
maxLossIfStoppedOut: 1802.88
otmLimit: 2.19%
ivToVIXRatio: 1.0891
riskFreeReturn: 3.84%
impliedVolatility: 17.88%
premiumPerContract: $189.35
payoffUtility: $146
premiumCapture: 76.61%
annualizedPremiumPerContract: $51500
unleveragedAnnualizedYield: 7.63%
leveragedAnnualizedYield: 40.86%
marginRequirementPerContract: $126027
leverageFactor: 5.3
sharpe: 1.10