***Pick***
currentDate: 2025-10-21
underlyingPrice: 6740.74
expires: 2025-10-22
spreadRequirement: $65000
-->spreadLowerStrikePrice: 6000
-->strikePrice: 6650
-->stopPrice: 19.70
bidPrice: 1.7
askPrice: 1.8
pctOTM: 1.35%
delta: -0.0652
gamma: 0.0021
VIX: 17.63
theoreticalPrice: 1.75
origDelta: -0.0668
origGamma: 0.0021
maxLossIfStoppedOut: 1802.88
otmLimit: 2.36%
ivToVIXRatio: 0.8480
riskFreeReturn: 3.78%
impliedVolatility: 14.95%
origImpliedVolatility: 17.15%
premiumPerContract: $169.35
payoffUtility: $130
premiumCapture: 76.19%
annualizedPremiumPerContract: $46079
unleveragedAnnualizedYield: 6.84%
leveragedAnnualizedYield: 36.60%
marginRequirementPerContract: $125911
leverageFactor: 5.3
sharpe: 1.05