***Pick***
currentDate: 2025-11-04
underlyingPrice: 6778.84
expires: 2025-11-05
spreadRequirement: $33000
-->spreadLowerStrikePrice: 6340
-->strikePrice: 6670
-->traliingStopPrice: 32.40
bidPrice: 2.3
askPrice: 2.35
pctOTM: 1.61%
delta: -0.0697
gamma: 0.0018
VIX: 18.60
theoreticalPrice: 2.33
origDelta: -0.0712
origGamma: 0.0018
maxLossIfStoppedOut: 3244.37
otmLimit: 2.49%
ivToVIXRatio: 0.9814
riskFreeReturn: 3.79%
impliedVolatility: 18.25%
origImpliedVolatility: 21.20%
premiumPerContract: $229.35
payoffUtility: $157
premiumCapture: 68.45%
annualizedPremiumPerContract: $57960
unleveragedAnnualizedYield: 8.55%
leveragedAnnualizedYield: 46.40%
marginRequirementPerContract: $124923
leverageFactor: 5.3
sharpe: 1.23