***Pick***
currentDate: 2025-10-28
underlyingPrice: 6902.19
expires: 2025-10-29
spreadRequirement: $51500
-->spreadLowerStrikePrice: 6290
-->strikePrice: 6805
-->traliingStopPrice: 29.40
bidPrice: 1.95
askPrice: 2.05
pctOTM: 1.41%
delta: -0.0680
gamma: 0.0020
VIX: 16.54
theoreticalPrice: 2.00
origDelta: -0.0680
origGamma: 0.0020
maxLossIfStoppedOut: 2937.54
otmLimit: 2.21%
ivToVIXRatio: 0.9592
riskFreeReturn: 3.72%
impliedVolatility: 15.87%
origImpliedVolatility: 18.25%
premiumPerContract: $194.35
payoffUtility: $132
premiumCapture: 67.58%
annualizedPremiumPerContract: $52855
unleveragedAnnualizedYield: 7.66%
leveragedAnnualizedYield: 41.13%
marginRequirementPerContract: $128520
leverageFactor: 5.3
sharpe: 1.13