***Pick***
currentDate: 2025-10-27
underlyingPrice: 6876.92
expires: 2025-10-28
spreadRequirement: $42500
-->spreadLowerStrikePrice: 6335
-->strikePrice: 6760
-->traliingStopPrice: 21.50
bidPrice: 0.9
askPrice: 1
pctOTM: 1.70%
delta: -0.0359
gamma: 0.0012
VIX: 15.81
theoreticalPrice: 0.95
origDelta: -0.0370
origGamma: 0.0012
maxLossIfStoppedOut: 2151.40
otmLimit: 2.09%
ivToVIXRatio: 1.0122
riskFreeReturn: 3.72%
impliedVolatility: 16.00%
origImpliedVolatility: 18.36%
premiumPerContract: $89.35
payoffUtility: $67
premiumCapture: 74.92%
annualizedPremiumPerContract: $24861
unleveragedAnnualizedYield: 3.62%
leveragedAnnualizedYield: 19.74%
marginRequirementPerContract: $125936
leverageFactor: 5.4
sharpe: 1.01