Expiration: 2025-11-17
--
BuyPutStrike: 5800
SellPutStrike: 6600
SellCallStrike: 6835
BuyCallStrike: 6925
--
PutTrailingStop: 33.10
CallTrailingStop: 18.40

***PUT SIDE***
currentDate: 2025-11-14
expires: 2025-11-17
underlyingPrice: 6738.09
VIX: 20.17
riskFreeReturn: 3.79%
spreadRequirement: $80000
-->spreadLowerStrikePrice: 5800
-->strikePrice: 6600
-->trailingStopPrice: 33.10
bidPrice: 2.9
askPrice: 3
pctOTM: 2.05%
delta: -0.0694
gamma: 0.0014
theoreticalPrice: 2.95
origDelta: -0.0719
origGamma: 0.0014
maxLossIfStoppedOut: 3313.02
otmLimit: 3.27%
ivToVIXRatio: 0.9545
impliedVolatility: 19.25%
origImpliedVolatility: 15.87%
altIV: 15.87%
altDelta: -0.0692
altGamma: 0.0014
altTTE: 0.008068
premiumPerContract: $289.35
payoffUtility: $212
premiumCapture: 73.24%
annualizedPremiumPerContract: $73080
unleveragedAnnualizedYield: 10.85%
leveragedAnnualizedYield: 60.28%
marginRequirementPerContract: $121243
leverageFactor: 5.4
sharpe: 1.56

***CALL SIDE***
currentDate: 2025-11-14
expires: 2025-11-17
underlyingPrice: 6738.09
VIX: 20.17
riskFreeReturn: 3.79%
spreadRequirement: $9000
-->spreadLowerStrikePrice: 6925
-->strikePrice: 6835
-->trailingStopPrice: 18.40
bidPrice: 1.2
askPrice: 1.3
pctOTM: 1.44%
delta: 0.0515
gamma: 0.0018
theoreticalPrice: 1.25
origDelta: 0.0540
origGamma: 0.0019
maxLossIfStoppedOut: 1840.56
otmLimit: 3.27%
ivToVIXRatio: 0.5789
impliedVolatility: 11.68%
origImpliedVolatility: 9.45%
altIV: 12.19%
altDelta: 0.0176
altGamma: 0.0010
altTTE: 0.005000
premiumPerContract: $119.35
payoffUtility: $90
premiumCapture: 75.09%
annualizedPremiumPerContract: $30240
unleveragedAnnualizedYield: 4.49%
leveragedAnnualizedYield: 24.16%
marginRequirementPerContract: $125191
leverageFactor: 5.5
sharpe: 0.87