Expiration: 2025-12-29
--
BuyPutStrike: 6300
SellPutStrike: 6830
SellCallStrike: 6980
BuyCallStrike: 7030
--
PutTrailingStop: 14.80
CallTrailingStop: 6.70

***PUT SIDE***
currentDate: 2025-12-26
expires: 2025-12-29
underlyingPrice: 6930.78
VIX: 14.29
riskFreeReturn: 3.55%
spreadRequirement: $53000
-->spreadLowerStrikePrice: 6300
-->strikePrice: 6830
-->trailingStopPrice: 14.80
bidPrice: 0.6
askPrice: 0.65
pctOTM: 1.45%
delta: -0.0290
gamma: 0.0012
theoreticalPrice: 0.61
origDelta: -0.0305
origGamma: 0.0013
maxLossIfStoppedOut: 1545.42
ivToVIXRatio: 0.7125
impliedVolatility: 10.18%
origImpliedVolatility: 8.57%
premiumPerContract: $59.35
payoffUtility: $48
premiumCapture: 79.29%
annualizedPremiumPerContract: $15120
unleveragedAnnualizedYield: 2.18%
leveragedAnnualizedYield: 11.76%
marginRequirementPerContract: $128598
leverageFactor: 5.3
sharpe: 0.75

***CALL SIDE***
currentDate: 2025-12-26
expires: 2025-12-29
underlyingPrice: 6930.78
VIX: 14.29
riskFreeReturn: 3.55%
spreadRequirement: $5000
-->spreadLowerStrikePrice: 7030
-->strikePrice: 6980
-->trailingStopPrice: 6.70
bidPrice: 0.25
askPrice: 0.35
pctOTM: 0.71%
delta: 0.0300
gamma: 0.0027
theoreticalPrice: 0.29
origDelta: 0.0313
origGamma: 0.0027
maxLossIfStoppedOut: 740.64
ivToVIXRatio: 0.3307
impliedVolatility: 4.73%
origImpliedVolatility: 4.01%
premiumPerContract: $24.35
payoffUtility: $19
premiumCapture: 76.91%
annualizedPremiumPerContract: $6300
unleveragedAnnualizedYield: 0.91%
leveragedAnnualizedYield: 4.71%
marginRequirementPerContract: $133719
leverageFactor: 5.2
sharpe: 0.30