***Pick***
currentDate: 2025-10-10
underlyingPrice: 6576.49
expires: 2025-10-13
-->strikePrice: 6375
-->spreadLowerStrikePrice: 5000
-->stopPrice: 22.20
bidPrice: 4.2
askPrice: 4.5
pctOTM: 3.06%
delta: -0.0696
gamma: 0.0010
VIX: 21.42
theoreticalPrice: 4.35
origDelta: -0.0678
origGamma: 0.0009
maxLossIfStoppedOut: 1802.88
otmLimit: 3.48%
ivToVIXRatio: 1.3501
riskFreeReturn: 3.85%
impliedVolatility: 28.92%
origImpliedVolatility: 23.35%
premiumPerContract: $419.35
payoffUtility: $359
premiumCapture: 85.58%
annualizedPremiumPerContract: $77180
unleveragedAnnualizedYield: 11.74%
leveragedAnnualizedYield: 69.03%
marginRequirementPerContract: $111801
leverageFactor: 5.7
sharpe: 1.69