***Pick***
currentDate: 2025-11-05
underlyingPrice: 6810.21
expires: 2025-11-06
spreadRequirement: $44500
-->spreadLowerStrikePrice: 6270
-->strikePrice: 6715
-->traliingStopPrice: 30.90
bidPrice: 1.9
askPrice: 2
pctOTM: 1.40%
delta: -0.0678
gamma: 0.0020
VIX: 17.64
theoreticalPrice: 1.95
origDelta: -0.0716
origGamma: 0.0021
maxLossIfStoppedOut: 3091.16
otmLimit: 2.34%
ivToVIXRatio: 0.8977
riskFreeReturn: 3.79%
impliedVolatility: 15.83%
origImpliedVolatility: 18.37%
premiumPerContract: $189.35
payoffUtility: $125
premiumCapture: 65.64%
annualizedPremiumPerContract: $47880
unleveragedAnnualizedYield: 7.03%
leveragedAnnualizedYield: 37.74%
marginRequirementPerContract: $126873
leverageFactor: 5.3
sharpe: 1.04