Expiration: 2025-12-31
--
BuyPutStrike: 6230
SellPutStrike: 6805
SellCallStrike: 6955
BuyCallStrike: 7035
--
PutTrailingStop: 15.00
CallTrailingStop: 6.80

***PUT SIDE***
currentDate: 2025-12-30
expires: 2025-12-31
underlyingPrice: 6903.5
VIX: 14.62
riskFreeReturn: 3.54%
spreadRequirement: $57500
-->spreadLowerStrikePrice: 6230
-->strikePrice: 6805
-->trailingStopPrice: 15.00
bidPrice: 0.65
askPrice: 0.75
pctOTM: 1.43%
delta: -0.0268
gamma: 0.0012
theoreticalPrice: 0.53
origDelta: -0.0329
origGamma: 0.0014
maxLossIfStoppedOut: 1573.55
ivToVIXRatio: 0.8535
impliedVolatility: 12.48%
origImpliedVolatility: 14.88%
premiumPerContract: $64.35
payoffUtility: $53
premiumCapture: 81.83%
annualizedPremiumPerContract: $16380
unleveragedAnnualizedYield: 2.37%
leveragedAnnualizedYield: 12.77%
marginRequirementPerContract: $128285
leverageFactor: 5.3
sharpe: 0.89

***CALL SIDE***
currentDate: 2025-12-30
expires: 2025-12-31
underlyingPrice: 6903.5
VIX: 14.62
riskFreeReturn: 3.54%
spreadRequirement: $8000
-->spreadLowerStrikePrice: 7035
-->strikePrice: 6955
-->trailingStopPrice: 6.80
bidPrice: 1
askPrice: 1.1
pctOTM: 0.75%
delta: 0.0604
gamma: 0.0037
theoreticalPrice: 0.84
origDelta: 0.0690
origGamma: 0.0038
maxLossIfStoppedOut: 753.43
ivToVIXRatio: 0.5331
impliedVolatility: 7.79%
origImpliedVolatility: 9.53%
premiumPerContract: $99.35
payoffUtility: $84
premiumCapture: 83.63%
annualizedPremiumPerContract: $25200
unleveragedAnnualizedYield: 3.65%
leveragedAnnualizedYield: 18.94%
marginRequirementPerContract: $133020
leverageFactor: 5.2
sharpe: 0.60