***Pick***
currentDate: 2025-11-07
underlyingPrice: 6709.66
expires: 2025-11-10
spreadRequirement: $60500
-->spreadLowerStrikePrice: 5975
-->strikePrice: 6580
-->traliingStopPrice: 34.40
bidPrice: 2.4
askPrice: 2.5
pctOTM: 1.93%
delta: -0.0641
gamma: 0.0014
VIX: 19.91
theoreticalPrice: 2.45
origDelta: -0.0682
origGamma: 0.0014
maxLossIfStoppedOut: 3437.43
otmLimit: 3.23%
ivToVIXRatio: 0.8861
riskFreeReturn: 3.76%
impliedVolatility: 17.64%
origImpliedVolatility: 14.78%
premiumPerContract: $239.35
payoffUtility: $170
premiumCapture: 70.65%
annualizedPremiumPerContract: $60480
unleveragedAnnualizedYield: 9.01%
leveragedAnnualizedYield: 49.79%
marginRequirementPerContract: $121467
leverageFactor: 5.4
sharpe: 1.41