Expiration: 2025-12-11
--
BuyPutStrike: 6460
SellPutStrike: 6780
SellCallStrike: 6945
BuyCallStrike: 7005
--
PutTrailingStop: 16.20
CallTrailingStop: 7.40

***PUT SIDE***
currentDate: 2025-12-10
expires: 2025-12-11
underlyingPrice: 6888.06
VIX: 15.81
riskFreeReturn: 3.59%
spreadRequirement: $32000
-->spreadLowerStrikePrice: 6460
-->strikePrice: 6780
-->trailingStopPrice: 16.20
bidPrice: 1
askPrice: 1.1
pctOTM: 1.57%
delta: -0.0335
gamma: 0.0014
theoreticalPrice: 1.05
origDelta: -0.0435
origGamma: 0.0014
maxLossIfStoppedOut: 1692.29
ivToVIXRatio: 0.9191
impliedVolatility: 14.53%
origImpliedVolatility: 17.61%
premiumPerContract: $99.35
payoffUtility: $83
premiumCapture: 83.05%
annualizedPremiumPerContract: $25200
unleveragedAnnualizedYield: 3.66%
leveragedAnnualizedYield: 19.83%
marginRequirementPerContract: $127055
leverageFactor: 5.3
sharpe: 1.09

***CALL SIDE***
currentDate: 2025-12-10
expires: 2025-12-11
underlyingPrice: 6888.06
VIX: 15.81
riskFreeReturn: 3.59%
spreadRequirement: $6000
-->spreadLowerStrikePrice: 7005
-->strikePrice: 6945
-->trailingStopPrice: 7.40
bidPrice: 1.2
askPrice: 1.35
pctOTM: 0.83%
delta: 0.0638
gamma: 0.0037
theoreticalPrice: 1.28
origDelta: 0.0704
origGamma: 0.0035
maxLossIfStoppedOut: 807.41
ivToVIXRatio: 0.5591
impliedVolatility: 8.84%
origImpliedVolatility: 10.73%
premiumPerContract: $119.35
payoffUtility: $101
premiumCapture: 83.83%
annualizedPremiumPerContract: $30240
unleveragedAnnualizedYield: 4.39%
leveragedAnnualizedYield: 22.88%
marginRequirementPerContract: $132187
leverageFactor: 5.3
sharpe: 0.69