***Pick***
currentDate: 2025-10-13
underlyingPrice: 6653.92
expires: 2025-10-14
spreadRequirement: $76500
-->spreadLowerStrikePrice: 5775
-->strikePrice: 6540
-->stopPrice: 20.20
bidPrice: 2.2
askPrice: 2.3
pctOTM: 1.71%
delta: -0.0662
gamma: 0.0017
VIX: 18.90
theoreticalPrice: 2.25
origDelta: -0.0677
origGamma: 0.0017
maxLossIfStoppedOut: 1802.88
otmLimit: 2.53%
ivToVIXRatio: 1.0118
riskFreeReturn: 3.85%
impliedVolatility: 19.12%
origImpliedVolatility: 21.98%
premiumPerContract: $219.35
payoffUtility: $176
premiumCapture: 79.82%
annualizedPremiumPerContract: $59631
unleveragedAnnualizedYield: 8.96%
leveragedAnnualizedYield: 48.92%
marginRequirementPerContract: $121906
leverageFactor: 5.4
sharpe: 1.35