***Pick***
currentDate: 2025-10-15
underlyingPrice: 6670.06
expires: 2025-10-16
spreadRequirement: $84500
-->spreadLowerStrikePrice: 5700
-->strikePrice: 6545
-->stopPrice: 20.60
bidPrice: 2.55
askPrice: 2.7
pctOTM: 1.87%
delta: -0.0689
gamma: 0.0015
VIX: 20.59
theoreticalPrice: 2.63
origDelta: -0.0686
origGamma: 0.0015
maxLossIfStoppedOut: 1802.88
otmLimit: 2.72%
ivToVIXRatio: 1.0440
riskFreeReturn: 3.86%
impliedVolatility: 21.50%
origImpliedVolatility: 24.62%
premiumPerContract: $254.35
payoffUtility: $206
premiumCapture: 80.95%
annualizedPremiumPerContract: $70799
unleveragedAnnualizedYield: 10.61%
leveragedAnnualizedYield: 58.44%
marginRequirementPerContract: $121150
leverageFactor: 5.4
sharpe: 1.54