Expiration: 2026-04-14
--
BuyPutStrike: 6370
SellPutStrike: 6780
SellCallStrike: 6950
BuyCallStrike: 7075
--
PutTrailingStop: 47.30
CallTrailingStop: 28.40

***PUT SIDE***
currentDate: 2026-04-13
expires: 2026-04-14
underlyingPrice: 6885.26
VIX: 21.58
riskFreeReturn: 3.60%
spreadRequirement: $41000
-->spreadLowerStrikePrice: 6370
-->strikePrice: 6780
-->trailingStopPrice: 47.30
bidPrice: 2.4
askPrice: 2.5
pctOTM: 1.53%
delta: -0.0737
gamma: 0.0019
theoreticalPrice: 2.45
origDelta: -0.0767
origGamma: 0.0019
maxLossIfStoppedOut: 4796.78
ivToVIXRatio: 0.8296
impliedVolatility: 17.90%
origImpliedVolatility: 20.45%
premiumPerContract: $239.35
payoffUtility: $135
premiumCapture: 56.33%
annualizedPremiumPerContract: $60480
unleveragedAnnualizedYield: 8.78%
leveragedAnnualizedYield: 47.47%
marginRequirementPerContract: $127419
leverageFactor: 5.3
sharpe: 1.19

***CALL SIDE***
currentDate: 2026-04-13
expires: 2026-04-14
underlyingPrice: 6885.26
VIX: 21.58
riskFreeReturn: 3.60%
spreadRequirement: $12500
-->spreadLowerStrikePrice: 7075
-->strikePrice: 6950
-->trailingStopPrice: 28.40
bidPrice: 0.95
askPrice: 1
pctOTM: 0.94%
delta: 0.0570
gamma: 0.0029
theoreticalPrice: 0.97
origDelta: 0.0570
origGamma: 0.0028
maxLossIfStoppedOut: 2906.07
ivToVIXRatio: 0.4492
impliedVolatility: 9.69%
origImpliedVolatility: 11.43%
premiumPerContract: $94.35
payoffUtility: $49
premiumCapture: 51.76%
annualizedPremiumPerContract: $23940
unleveragedAnnualizedYield: 3.48%
leveragedAnnualizedYield: 18.23%
marginRequirementPerContract: $131326
leverageFactor: 5.3
sharpe: 0.61