***PUT SIDE***
currentDate: 2025-11-11
expires: 2025-11-12
underlyingPrice: 6850.1
VIX: 17.28
riskFreeReturn: 3.78%
spreadRequirement: $30500
-->spreadLowerStrikePrice: 6445
-->strikePrice: 6750
-->traliingStopPrice: 24.00
bidPrice: 1.25
askPrice: 1.35
pctOTM: 1.46%
delta: 0.0500
gamma: 0.0017
theoreticalPrice: 1.30
origDelta: -0.0514
origGamma: 0.0017
maxLossIfStoppedOut: 2404.59
otmLimit: 2.29%
ivToVIXRatio: 0.8682
impliedVolatility: 15.00%
origImpliedVolatility: 17.16%
altDelta: -0.0750
altGamma: 0.0020
premiumPerContract: $124.35
payoffUtility: $89
premiumCapture: 70.98%
annualizedPremiumPerContract: $31500
unleveragedAnnualizedYield: 4.60%
leveragedAnnualizedYield: 24.78%
marginRequirementPerContract: $127117
leverageFactor: 5.3
sharpe: 0.92

***CALL SIDE***
currentDate: 2025-11-11
expires: 2025-11-12
underlyingPrice: 6850.1
VIX: 17.28
riskFreeReturn: 3.78%
spreadRequirement: $7500
-->spreadLowerStrikePrice: 6975
-->strikePrice: 6900
-->traliingStopPrice: 20.80
bidPrice: 1.3
askPrice: 1.35
pctOTM: 0.73%
delta: 0.0200
gamma: 0.0020
theoreticalPrice: 1.32
origDelta: 0.0826
origGamma: 0.0043
maxLossIfStoppedOut: 2083.97
otmLimit: 2.29%
ivToVIXRatio: 0.3322
impliedVolatility: 5.74%
origImpliedVolatility: 9.82%
altDelta: 0.1155
altGamma: 0.0048
premiumPerContract: $129.35
payoffUtility: $117
premiumCapture: 89.97%
annualizedPremiumPerContract: $32760
unleveragedAnnualizedYield: 4.78%
leveragedAnnualizedYield: 24.79%
marginRequirementPerContract: $132142
leverageFactor: 5.2
sharpe: 2.39