Expiration: 2025-12-04
--
BuyPutStrike: 6555
SellPutStrike: 6745
SellCallStrike: 6910
BuyCallStrike: 6950
--
PutTrailingStop: 13.40
CallTrailingStop: 7.50

***PUT SIDE***
currentDate: 2025-12-03
expires: 2025-12-04
underlyingPrice: 6852.33
VIX: 16.08
riskFreeReturn: 3.63%
spreadRequirement: $19000
-->spreadLowerStrikePrice: 6555
-->strikePrice: 6745
-->trailingStopPrice: 13.40
bidPrice: 0.65
askPrice: 0.7
pctOTM: 1.57%
delta: -0.0241
gamma: 0.0012
theoreticalPrice: 0.68
origDelta: -0.0308
origGamma: 0.0012
maxLossIfStoppedOut: 1413.00
ivToVIXRatio: 0.8343
impliedVolatility: 13.42%
origImpliedVolatility: 16.17%
premiumPerContract: $64.35
payoffUtility: $55
premiumCapture: 85.11%
annualizedPremiumPerContract: $16380
unleveragedAnnualizedYield: 2.39%
leveragedAnnualizedYield: 12.96%
marginRequirementPerContract: $126379
leverageFactor: 5.3
sharpe: 0.99

***CALL SIDE***
currentDate: 2025-12-03
expires: 2025-12-04
underlyingPrice: 6852.33
VIX: 16.08
riskFreeReturn: 3.63%
spreadRequirement: $4000
-->spreadLowerStrikePrice: 6950
-->strikePrice: 6910
-->trailingStopPrice: 7.50
bidPrice: 0.45
askPrice: 0.55
pctOTM: 0.84%
delta: 0.0317
gamma: 0.0026
theoreticalPrice: 0.50
origDelta: 0.0413
origGamma: 0.0027
maxLossIfStoppedOut: 816.11
ivToVIXRatio: 0.4586
impliedVolatility: 7.37%
origImpliedVolatility: 9.01%
premiumPerContract: $44.35
payoffUtility: $38
premiumCapture: 83.67%
annualizedPremiumPerContract: $11340
unleveragedAnnualizedYield: 1.65%
leveragedAnnualizedYield: 8.64%
marginRequirementPerContract: $131325
leverageFactor: 5.3
sharpe: 0.52