***Pick***
currentDate: 2025-10-31
underlyingPrice: 6862.57
expires: 2025-11-03
spreadRequirement: $50500
-->spreadLowerStrikePrice: 6250
-->strikePrice: 6755
-->traliingStopPrice: 30.50
bidPrice: 2.25
askPrice: 2.35
pctOTM: 1.57%
delta: -0.0696
gamma: 0.0018
VIX: 17.25
theoreticalPrice: 2.30
origDelta: -0.0692
origGamma: 0.0017
maxLossIfStoppedOut: 3046.06
otmLimit: 2.81%
ivToVIXRatio: 0.8498
riskFreeReturn: 3.72%
impliedVolatility: 14.66%
origImpliedVolatility: 12.23%
premiumPerContract: $224.35
payoffUtility: $156
premiumCapture: 69.50%
annualizedPremiumPerContract: $40999
unleveragedAnnualizedYield: 5.97%
leveragedAnnualizedYield: 32.35%
marginRequirementPerContract: $126719
leverageFactor: 5.3
sharpe: 0.86