Expiration: 2025-12-10
--
BuyPutStrike: 6350
SellPutStrike: 6740
SellCallStrike: 6900
BuyCallStrike: 6995
--
PutTrailingStop: 17.10
CallTrailingStop: 7.80

***PUT SIDE***
currentDate: 2025-12-09
expires: 2025-12-10
underlyingPrice: 6845.19
VIX: 16.79
riskFreeReturn: 3.63%
spreadRequirement: $39000
-->spreadLowerStrikePrice: 6350
-->strikePrice: 6740
-->trailingStopPrice: 17.10
bidPrice: 1.4
askPrice: 1.5
pctOTM: 1.54%
delta: -0.0443
gamma: 0.0016
theoreticalPrice: 1.45
origDelta: -0.0531
origGamma: 0.0016
maxLossIfStoppedOut: 1782.13
ivToVIXRatio: 0.9081
impliedVolatility: 15.25%
origImpliedVolatility: 18.43%
premiumPerContract: $139.35
payoffUtility: $115
premiumCapture: 82.02%
annualizedPremiumPerContract: $35280
unleveragedAnnualizedYield: 5.15%
leveragedAnnualizedYield: 27.88%
marginRequirementPerContract: $126525
leverageFactor: 5.3
sharpe: 1.16

***CALL SIDE***
currentDate: 2025-12-09
expires: 2025-12-10
underlyingPrice: 6845.19
VIX: 16.79
riskFreeReturn: 3.63%
spreadRequirement: $9500
-->spreadLowerStrikePrice: 6995
-->strikePrice: 6900
-->trailingStopPrice: 7.80
bidPrice: 3.6
askPrice: 3.7
pctOTM: 0.80%
delta: 0.1311
gamma: 0.0045
theoreticalPrice: 3.65
origDelta: 0.1446
origGamma: 0.0045
maxLossIfStoppedOut: 848.24
ivToVIXRatio: 0.6886
impliedVolatility: 11.56%
origImpliedVolatility: 13.93%
premiumPerContract: $359.35
payoffUtility: $287
premiumCapture: 79.80%
annualizedPremiumPerContract: $90720
unleveragedAnnualizedYield: 13.25%
leveragedAnnualizedYield: 68.84%
marginRequirementPerContract: $131783
leverageFactor: 5.2
sharpe: 1.01