Expiration: 2026-04-13
--
BuyPutStrike: 6000
SellPutStrike: 6670
SellCallStrike: 6920
BuyCallStrike: 7075
--
PutTrailingStop: 49.80
CallTrailingStop: 29.90

***PUT SIDE***
currentDate: 2026-04-10
expires: 2026-04-13
underlyingPrice: 6814.15
VIX: 20.28
riskFreeReturn: 3.59%
spreadRequirement: $67000
-->spreadLowerStrikePrice: 6000
-->strikePrice: 6670
-->trailingStopPrice: 49.80
bidPrice: 3.8
askPrice: 3.9
pctOTM: 2.12%
delta: -0.0801
gamma: 0.0014
theoreticalPrice: 3.85
origDelta: -0.0803
origGamma: 0.0014
maxLossIfStoppedOut: 5047.83
ivToVIXRatio: 1.0336
impliedVolatility: 20.96%
origImpliedVolatility: 17.12%
premiumPerContract: $379.35
payoffUtility: $250
premiumCapture: 65.75%
annualizedPremiumPerContract: $95760
unleveragedAnnualizedYield: 14.05%
leveragedAnnualizedYield: 78.33%
marginRequirementPerContract: $122248
leverageFactor: 5.5
sharpe: 1.75

***CALL SIDE***
currentDate: 2026-04-10
expires: 2026-04-13
underlyingPrice: 6814.15
VIX: 20.28
riskFreeReturn: 3.59%
spreadRequirement: $15500
-->spreadLowerStrikePrice: 7075
-->strikePrice: 6920
-->trailingStopPrice: 29.90
bidPrice: 1.75
askPrice: 1.85
pctOTM: 1.55%
delta: 0.0621
gamma: 0.0018
theoreticalPrice: 1.80
origDelta: 0.0639
origGamma: 0.0019
maxLossIfStoppedOut: 3056.70
ivToVIXRatio: 0.6600
impliedVolatility: 13.39%
origImpliedVolatility: 10.77%
premiumPerContract: $174.35
payoffUtility: $118
premiumCapture: 67.31%
annualizedPremiumPerContract: $44100
unleveragedAnnualizedYield: 6.47%
leveragedAnnualizedYield: 35.04%
marginRequirementPerContract: $125873
leverageFactor: 5.5
sharpe: 1.04