***PUT SIDE***
currentDate: 2025-11-10
expires: 2025-11-11
underlyingPrice: 6835.74
VIX: 17.81
riskFreeReturn: 3.76%
spreadRequirement: $52500
-->spreadLowerStrikePrice: 6210
-->strikePrice: 6735
-->traliingStopPrice: 24.70
bidPrice: 1.8
askPrice: 1.85
pctOTM: 1.47%
delta: 0.0626
gamma: 0.0018
theoreticalPrice: 1.82
origDelta: -0.0645
origGamma: 0.0019
maxLossIfStoppedOut: 2473.14
otmLimit: 2.37%
ivToVIXRatio: 0.9084
impliedVolatility: 16.18%
origImpliedVolatility: 18.67%
premiumPerContract: $179.35
payoffUtility: $130
premiumCapture: 72.26%
annualizedPremiumPerContract: $45360
unleveragedAnnualizedYield: 6.64%
leveragedAnnualizedYield: 35.77%
marginRequirementPerContract: $126821
leverageFactor: 5.3
sharpe: 1.06

***CALL SIDE***
currentDate: 2025-11-10
expires: 2025-11-11
underlyingPrice: 6835.74
VIX: 17.81
riskFreeReturn: 3.76%
spreadRequirement: $9500
-->spreadLowerStrikePrice: 6985
-->strikePrice: 6890
-->traliingStopPrice: 21.40
bidPrice: 1.5
askPrice: 1.6
pctOTM: 0.79%
delta: 0.0215
gamma: 0.0020
theoreticalPrice: 1.55
origDelta: 0.0875
origGamma: 0.0040
maxLossIfStoppedOut: 2143.39
otmLimit: 2.37%
ivToVIXRatio: 0.3553
impliedVolatility: 6.33%
origImpliedVolatility: 10.93%
premiumPerContract: $149.35
payoffUtility: $135
premiumCapture: 90.18%
annualizedPremiumPerContract: $37800
unleveragedAnnualizedYield: 5.53%
leveragedAnnualizedYield: 28.76%
marginRequirementPerContract: $131439
leverageFactor: 5.2
sharpe: 2.57