Expiration: 2026-04-10
--
BuyPutStrike: 6250
SellPutStrike: 6720
SellCallStrike: 6900
BuyCallStrike: 6975
--
PutTrailingStop: 47.70
CallTrailingStop: 36.10

***PUT SIDE***
currentDate: 2026-04-09
expires: 2026-04-10
underlyingPrice: 6825.72
VIX: 21.63
riskFreeReturn: 3.59%
spreadRequirement: $47000
-->spreadLowerStrikePrice: 6250
-->strikePrice: 6720
-->trailingStopPrice: 47.70
bidPrice: 2.35
askPrice: 2.45
pctOTM: 1.55%
delta: -0.0725
gamma: 0.0019
theoreticalPrice: 2.40
origDelta: -0.0725
origGamma: 0.0019
maxLossIfStoppedOut: 4842.30
ivToVIXRatio: 0.8351
impliedVolatility: 18.06%
origImpliedVolatility: 20.32%
premiumPerContract: $234.35
payoffUtility: $131
premiumCapture: 55.93%
annualizedPremiumPerContract: $59220
unleveragedAnnualizedYield: 8.68%
leveragedAnnualizedYield: 46.93%
marginRequirementPerContract: $126177
leverageFactor: 5.3
sharpe: 1.20

***CALL SIDE***
currentDate: 2026-04-09
expires: 2026-04-10
underlyingPrice: 6825.72
VIX: 21.63
riskFreeReturn: 3.59%
spreadRequirement: $7500
-->spreadLowerStrikePrice: 6975
-->strikePrice: 6900
-->trailingStopPrice: 36.10
bidPrice: 0.9
askPrice: 1
pctOTM: 1.09%
delta: 0.0510
gamma: 0.0024
theoreticalPrice: 0.95
origDelta: 0.0516
origGamma: 0.0023
maxLossIfStoppedOut: 3681.95
ivToVIXRatio: 0.5028
impliedVolatility: 10.88%
origImpliedVolatility: 12.63%
premiumPerContract: $89.35
payoffUtility: $39
premiumCapture: 43.73%
annualizedPremiumPerContract: $22680
unleveragedAnnualizedYield: 3.32%
leveragedAnnualizedYield: 17.56%
marginRequirementPerContract: $129176
leverageFactor: 5.3
sharpe: 0.65