Expiration: 2025-12-30
--
BuyPutStrike: 6425
SellPutStrike: 6805
SellCallStrike: 6955
BuyCallStrike: 7020
--
PutTrailingStop: 15.50
CallTrailingStop: 7.00

***PUT SIDE***
currentDate: 2025-12-29
expires: 2025-12-30
underlyingPrice: 6903.63
VIX: 15.08
riskFreeReturn: 3.54%
spreadRequirement: $38000
-->spreadLowerStrikePrice: 6425
-->strikePrice: 6805
-->trailingStopPrice: 15.50
bidPrice: 0.4
askPrice: 0.5
pctOTM: 1.43%
delta: -0.0185
gamma: 0.0009
theoreticalPrice: 0.32
origDelta: -0.0232
origGamma: 0.0011
maxLossIfStoppedOut: 1620.89
ivToVIXRatio: 0.7693
impliedVolatility: 11.60%
origImpliedVolatility: 14.01%
premiumPerContract: $39.35
payoffUtility: $32
premiumCapture: 80.23%
annualizedPremiumPerContract: $10080
unleveragedAnnualizedYield: 1.46%
leveragedAnnualizedYield: 7.86%
marginRequirementPerContract: $128250
leverageFactor: 5.3
sharpe: 0.79

***CALL SIDE***
currentDate: 2025-12-29
expires: 2025-12-30
underlyingPrice: 6903.63
VIX: 15.08
riskFreeReturn: 3.54%
spreadRequirement: $6500
-->spreadLowerStrikePrice: 7020
-->strikePrice: 6955
-->trailingStopPrice: 7.00
bidPrice: 0.6
askPrice: 0.7
pctOTM: 0.74%
delta: 0.0422
gamma: 0.0031
theoreticalPrice: 0.50
origDelta: 0.0524
origGamma: 0.0035
maxLossIfStoppedOut: 774.95
ivToVIXRatio: 0.4652
impliedVolatility: 7.02%
origImpliedVolatility: 8.38%
premiumPerContract: $59.35
payoffUtility: $50
premiumCapture: 83.40%
annualizedPremiumPerContract: $15120
unleveragedAnnualizedYield: 2.19%
leveragedAnnualizedYield: 11.37%
marginRequirementPerContract: $132996
leverageFactor: 5.2
sharpe: 0.52