Expiration: 2025-12-22
--
BuyPutStrike: 6290
SellPutStrike: 6735
SellCallStrike: 6885
BuyCallStrike: 6940
--
PutTrailingStop: 16.80
CallTrailingStop: 7.60

***PUT SIDE***
currentDate: 2025-12-19
expires: 2025-12-22
underlyingPrice: 6834.53
VIX: 16.53
riskFreeReturn: 3.52%
spreadRequirement: $44500
-->spreadLowerStrikePrice: 6290
-->strikePrice: 6735
-->trailingStopPrice: 16.80
bidPrice: 0.95
askPrice: 1.05
pctOTM: 1.46%
delta: -0.0345
gamma: 0.0014
theoreticalPrice: 0.77
origDelta: -0.0392
origGamma: 0.0014
maxLossIfStoppedOut: 1752.99
ivToVIXRatio: 0.6727
impliedVolatility: 11.12%
origImpliedVolatility: 9.73%
premiumPerContract: $94.35
payoffUtility: $77
premiumCapture: 81.26%
annualizedPremiumPerContract: $23940
unleveragedAnnualizedYield: 3.50%
leveragedAnnualizedYield: 18.88%
marginRequirementPerContract: $126833
leverageFactor: 5.3
sharpe: 1.01

***CALL SIDE***
currentDate: 2025-12-19
expires: 2025-12-22
underlyingPrice: 6834.53
VIX: 16.53
riskFreeReturn: 3.52%
spreadRequirement: $5500
-->spreadLowerStrikePrice: 6940
-->strikePrice: 6885
-->trailingStopPrice: 7.60
bidPrice: 0.9
askPrice: 1.05
pctOTM: 0.74%
delta: 0.0579
gamma: 0.0037
theoreticalPrice: 0.77
origDelta: 0.0753
origGamma: 0.0046
maxLossIfStoppedOut: 835.00
ivToVIXRatio: 0.3736
impliedVolatility: 6.18%
origImpliedVolatility: 4.93%
premiumPerContract: $89.35
payoffUtility: $74
premiumCapture: 81.91%
annualizedPremiumPerContract: $22680
unleveragedAnnualizedYield: 3.32%
leveragedAnnualizedYield: 17.22%
marginRequirementPerContract: $131734
leverageFactor: 5.2
sharpe: 0.57