***Pick***
currentDate: 2025-11-06
underlyingPrice: 6725.44
expires: 2025-11-07
spreadRequirement: $47000
-->spreadLowerStrikePrice: 6140
-->strikePrice: 6610
-->traliingStopPrice: 34.00
bidPrice: 2.25
askPrice: 2.35
pctOTM: 1.72%
delta: -0.0666
gamma: 0.0016
VIX: 19.66
theoreticalPrice: 2.30
origDelta: -0.0703
origGamma: 0.0017
maxLossIfStoppedOut: 3402.25
otmLimit: 2.60%
ivToVIXRatio: 0.9863
riskFreeReturn: 3.76%
impliedVolatility: 19.39%
origImpliedVolatility: 22.35%
premiumPerContract: $224.35
payoffUtility: $153
premiumCapture: 68.16%
annualizedPremiumPerContract: $56700
unleveragedAnnualizedYield: 8.43%
leveragedAnnualizedYield: 46.03%
marginRequirementPerContract: $123190
leverageFactor: 5.4
sharpe: 1.27