***Pick***
currentDate: 2025-10-14
underlyingPrice: 6638.32
expires: 2025-10-15
spreadRequirement: $129500
-->spreadLowerStrikePrice: 5200
-->strikePrice: 6495
-->stopPrice: 20.90
bidPrice: 2.9
askPrice: 3.1
pctOTM: 2.16%
delta: -0.0686
gamma: 0.0013
VIX: 20.66
theoreticalPrice: 3.00
origDelta: -0.0665
origGamma: 0.0013
maxLossIfStoppedOut: 1802.88
otmLimit: 2.74%
ivToVIXRatio: 1.1911
riskFreeReturn: 3.85%
impliedVolatility: 24.61%
origImpliedVolatility: 28.31%
premiumPerContract: $289.35
payoffUtility: $239
premiumCapture: 82.48%
annualizedPremiumPerContract: $79599
unleveragedAnnualizedYield: 11.99%
leveragedAnnualizedYield: 67.05%
marginRequirementPerContract: $118724
leverageFactor: 5.5
sharpe: 1.75