***Pick***
currentDate: 2025-10-09
underlyingPrice: 6731.58
expires: 2025-10-10
-->strikePrice: 6630
-->spreadLowerStrikePrice: 5900
-->stopPrice: 20.00
bidPrice: 2
askPrice: 2.1
pctOTM: 1.51%
delta: -0.0671
gamma: 0.0019
VIX: 16.46
theoreticalPrice: 3.62
origDelta: -0.0693
origGamma: 0.0019
maxLossIfStoppedOut: 1802.88
otmLimit: 2.20%
ivToVIXRatio: 1.1841
riskFreeReturn: 3.85%
impliedVolatility: 19.49%
premiumPerContract: $199.35
payoffUtility: $156
premiumCapture: 78.16%
annualizedPremiumPerContract: $54278
unleveragedAnnualizedYield: 8.06%
leveragedAnnualizedYield: 43.54%
marginRequirementPerContract: $124674
leverageFactor: 5.3
sharpe: 1.20