Expiration: 2025-12-26
--
BuyPutStrike: 6435
SellPutStrike: 6835
SellCallStrike: 6985
BuyCallStrike: 7025
--
PutTrailingStop: 14.60
CallTrailingStop: 6.60

***PUT SIDE***
currentDate: 2025-12-24
expires: 2025-12-26
underlyingPrice: 6934.35
VIX: 14.16
riskFreeReturn: 3.55%
spreadRequirement: $40000
-->spreadLowerStrikePrice: 6435
-->strikePrice: 6835
-->trailingStopPrice: 14.60
bidPrice: 0.5
askPrice: 0.6
pctOTM: 1.43%
delta: -0.0308
gamma: 0.0013
theoreticalPrice: 0.66
origDelta: -0.0283
origGamma: 0.0012
maxLossIfStoppedOut: 1532.75
ivToVIXRatio: 0.6953
impliedVolatility: 9.85%
origImpliedVolatility: 9.84%
premiumPerContract: $49.35
payoffUtility: $37
premiumCapture: 74.36%
annualizedPremiumPerContract: $12600
unleveragedAnnualizedYield: 1.82%
leveragedAnnualizedYield: 9.78%
marginRequirementPerContract: $128802
leverageFactor: 5.3
sharpe: 0.59

***CALL SIDE***
currentDate: 2025-12-24
expires: 2025-12-26
underlyingPrice: 6934.35
VIX: 14.16
riskFreeReturn: 3.55%
spreadRequirement: $4000
-->spreadLowerStrikePrice: 7025
-->strikePrice: 6985
-->trailingStopPrice: 6.60
bidPrice: 0.2
askPrice: 0.25
pctOTM: 0.73%
delta: 0.0279
gamma: 0.0025
theoreticalPrice: 0.27
origDelta: 0.0244
origGamma: 0.0022
maxLossIfStoppedOut: 734.89
ivToVIXRatio: 0.3257
impliedVolatility: 4.61%
origImpliedVolatility: 4.78%
premiumPerContract: $19.35
payoffUtility: $15
premiumCapture: 74.07%
annualizedPremiumPerContract: $5040
unleveragedAnnualizedYield: 0.73%
leveragedAnnualizedYield: 3.77%
marginRequirementPerContract: $133642
leverageFactor: 5.2
sharpe: 0.26