Expiration: 2026-04-22
--
BuyPutStrike: 6380
SellPutStrike: 6925
SellCallStrike: 7165
BuyCallStrike: 7300
--
PutTrailingStop: 50.20
CallTrailingStop: 30.10

***PUT SIDE***
currentDate: 2026-04-21
expires: 2026-04-22
underlyingPrice: 7058.8
VIX: 20.85
riskFreeReturn: 3.60%
spreadRequirement: $54500
-->spreadLowerStrikePrice: 6380
-->strikePrice: 6925
-->trailingStopPrice: 50.20
bidPrice: 3.3
askPrice: 3.5
pctOTM: 1.90%
delta: -0.0779
gamma: 0.0015
theoreticalPrice: 3.40
origDelta: -0.0816
origGamma: 0.0015
maxLossIfStoppedOut: 5085.58
ivToVIXRatio: 1.0873
impliedVolatility: 22.67%
origImpliedVolatility: 26.27%
premiumPerContract: $329.35
payoffUtility: $207
premiumCapture: 62.61%
annualizedPremiumPerContract: $83160
unleveragedAnnualizedYield: 11.78%
leveragedAnnualizedYield: 64.90%
marginRequirementPerContract: $128126
leverageFactor: 5.4
sharpe: 1.51

***CALL SIDE***
currentDate: 2026-04-21
expires: 2026-04-22
underlyingPrice: 7058.8
VIX: 20.85
riskFreeReturn: 3.60%
spreadRequirement: $13500
-->spreadLowerStrikePrice: 7300
-->strikePrice: 7165
-->trailingStopPrice: 30.10
bidPrice: 1.6
askPrice: 1.75
pctOTM: 1.50%
delta: 0.0588
gamma: 0.0018
theoreticalPrice: 1.67
origDelta: 0.0599
origGamma: 0.0018
maxLossIfStoppedOut: 3079.35
ivToVIXRatio: 0.7518
impliedVolatility: 15.67%
origImpliedVolatility: 18.05%
premiumPerContract: $159.35
payoffUtility: $106
premiumCapture: 66.47%
annualizedPremiumPerContract: $40320
unleveragedAnnualizedYield: 5.71%
leveragedAnnualizedYield: 30.85%
marginRequirementPerContract: $130716
leverageFactor: 5.5
sharpe: 0.97