Expiration: 2026-04-15
--
BuyPutStrike: 6290
SellPutStrike: 6865
SellCallStrike: 7025
BuyCallStrike: 7300
--
PutTrailingStop: 55.00
CallTrailingStop: 33.00

***PUT SIDE***
currentDate: 2026-04-14
expires: 2026-04-15
underlyingPrice: 6961.72
VIX: 18.76
riskFreeReturn: 3.61%
spreadRequirement: $57500
-->spreadLowerStrikePrice: 6290
-->strikePrice: 6865
-->trailingStopPrice: 55.00
bidPrice: 2.75
askPrice: 2.8
pctOTM: 1.39%
delta: -0.0842
gamma: 0.0022
theoreticalPrice: 2.77
origDelta: -0.0839
origGamma: 0.0022
maxLossIfStoppedOut: 5567.69
ivToVIXRatio: 0.9108
impliedVolatility: 17.09%
origImpliedVolatility: 19.42%
premiumPerContract: $274.35
payoffUtility: $136
premiumCapture: 49.47%
annualizedPremiumPerContract: $69300
unleveragedAnnualizedYield: 9.95%
leveragedAnnualizedYield: 53.37%
marginRequirementPerContract: $129837
leverageFactor: 5.3
sharpe: 1.18

***CALL SIDE***
currentDate: 2026-04-14
expires: 2026-04-15
underlyingPrice: 6961.72
VIX: 18.76
riskFreeReturn: 3.61%
spreadRequirement: $27500
-->spreadLowerStrikePrice: 7300
-->strikePrice: 7025
-->trailingStopPrice: 33.00
bidPrice: 1.4
askPrice: 1.45
pctOTM: 0.91%
delta: 0.0745
gamma: 0.0033
theoreticalPrice: 1.43
origDelta: 0.0781
origGamma: 0.0033
maxLossIfStoppedOut: 3368.61
ivToVIXRatio: 0.5456
impliedVolatility: 10.23%
origImpliedVolatility: 11.95%
premiumPerContract: $139.35
payoffUtility: $68
premiumCapture: 48.68%
annualizedPremiumPerContract: $35280
unleveragedAnnualizedYield: 5.07%
leveragedAnnualizedYield: 26.52%
marginRequirementPerContract: $133046
leverageFactor: 5.3
sharpe: 0.68