***Pick***
currentDate: 2025-11-03
underlyingPrice: 6852.48
expires: 2025-11-04
spreadRequirement: $36500
-->spreadLowerStrikePrice: 6400
-->strikePrice: 6765
-->traliingStopPrice: 30.50
bidPrice: 1.7
askPrice: 1.85
pctOTM: 1.28%
delta: -0.0674
gamma: 0.0022
VIX: 17.31
theoreticalPrice: 1.77
origDelta: -0.0696
origGamma: 0.0022
maxLossIfStoppedOut: 3052.16
otmLimit: 2.31%
ivToVIXRatio: 0.8284
riskFreeReturn: 3.78%
impliedVolatility: 14.34%
origImpliedVolatility: 16.54%
premiumPerContract: $169.35
payoffUtility: $107
premiumCapture: 63.02%
annualizedPremiumPerContract: $42840
unleveragedAnnualizedYield: 6.25%
leveragedAnnualizedYield: 33.35%
marginRequirementPerContract: $128472
leverageFactor: 5.3
sharpe: 0.93