***Pick***
currentDate: 2025-10-23
underlyingPrice: 6739.17
expires: 2025-10-24
spreadRequirement: $41000
-->spreadLowerStrikePrice: 6190
-->strikePrice: 6600
-->traliingStopPrice: 34.60
bidPrice: 1.45
askPrice: 1.55
pctOTM: 2.07%
delta: -0.0438
gamma: 0.0011
VIX: 17.31
theoreticalPrice: 1.50
origDelta: -0.0439
origGamma: 0.0011
maxLossIfStoppedOut: 3461.74
otmLimit: 2.29%
ivToVIXRatio: 1.1845
riskFreeReturn: 3.79%
impliedVolatility: 20.50%
origImpliedVolatility: 23.40%
premiumPerContract: $144.35
payoffUtility: $101
premiumCapture: 69.44%
annualizedPremiumPerContract: $40002
unleveragedAnnualizedYield: 5.94%
leveragedAnnualizedYield: 33.06%
marginRequirementPerContract: $121011
leverageFactor: 5.5
sharpe: 1.35