20261001
change: 0.19%
closing price: 7666.45
high: 7684.75
low: 7616.78
high/low range: 67.97 (0.89%)

call strike: 7750
call ITM: 0
high above srike: -65.25

put strike: 7540
put ITM: 0
low below srike: -76.78



Expiration: 2026-10-01
--
SellCallStrike: 7750
SellPutStrike: 7540
--
CallTrailingStop: 14.00
PutTrailingStop: 4.40

***PUT SIDE***
currentDate: 2026-10-01
expires: 2026-10-01
underlyingPrice: 7671.44
VIX: 17.00
partialVIX: 9.66
riskFreeReturn: 4.03%
spreadRequirement: $12500
-->strikePrice: 7540
-->trailingStopPrice: 4.40
bidPrice: 0.25
askPrice: 0.35
pctOTM: 1.71%
delta: -0.0140
gamma: 0.0006
origDelta: -0.0151
origGamma: 0.0006
vega: 0.1190
maxLossIfStoppedOut: 513.97
ivToVIXRatio: 1.0719
ivToPartialVIXRatio: 1.8860
partialVIXToVIXRatio: 0.5684
impliedVolatility: 18.22%
origImpliedVolatility: 29.53%
premiumPerContract: $24.35
payoffUtility: $23
premiumCapture: 92.38%
annualizedPremiumPerContract: $6300
unleveragedAnnualizedYield: 0.82%
leveragedAnnualizedYield: 4.49%
marginRequirementPerContract: $140310
leverageFactor: 5.4
sharpe: 0.59

***CALL SIDE***
currentDate: 2026-10-01
expires: 2026-10-01
underlyingPrice: 7671.44
VIX: 17.00
partialVIX: 9.25
riskFreeReturn: 4.03%
spreadRequirement: $10000
-->strikePrice: 7750
-->trailingStopPrice: 14.00
bidPrice: 0.55
askPrice: 0.6
pctOTM: 1.02%
delta: 0.0343
gamma: 0.0018
origDelta: 0.0357
origGamma: 0.0018
vega: 0.2534
maxLossIfStoppedOut: 1466.33
ivToVIXRatio: 0.7510
ivToPartialVIXRatio: 1.3800
partialVIXToVIXRatio: 0.5442
impliedVolatility: 12.77%
origImpliedVolatility: 20.51%
premiumPerContract: $54.35
payoffUtility: $41
premiumCapture: 74.78%
annualizedPremiumPerContract: $13860
unleveragedAnnualizedYield: 1.81%
leveragedAnnualizedYield: 9.52%
marginRequirementPerContract: $145628
leverageFactor: 5.3
sharpe: 0.53