Expiration: 2026-04-23
--
BuyPutStrike: 6675
SellPutStrike: 7045
SellCallStrike: 7200
BuyCallStrike: 7305
--
PutTrailingStop: 54.10
CallTrailingStop: 32.50

***PUT SIDE***
currentDate: 2026-04-22
expires: 2026-04-23
underlyingPrice: 7134.02
VIX: 19.54
riskFreeReturn: 3.60%
spreadRequirement: $37000
-->spreadLowerStrikePrice: 6675
-->strikePrice: 7045
-->trailingStopPrice: 54.10
bidPrice: 2.2
askPrice: 2.3
pctOTM: 1.25%
delta: -0.0778
gamma: 0.0023
theoreticalPrice: 2.25
origDelta: -0.0795
origGamma: 0.0023
maxLossIfStoppedOut: 5478.86
ivToVIXRatio: 0.7627
impliedVolatility: 14.90%
origImpliedVolatility: 17.03%
premiumPerContract: $219.35
payoffUtility: $98
premiumCapture: 44.41%
annualizedPremiumPerContract: $55440
unleveragedAnnualizedYield: 7.77%
leveragedAnnualizedYield: 41.37%
marginRequirementPerContract: $133998
leverageFactor: 5.3
sharpe: 1.00

***CALL SIDE***
currentDate: 2026-04-22
expires: 2026-04-23
underlyingPrice: 7134.02
VIX: 19.54
riskFreeReturn: 3.60%
spreadRequirement: $10500
-->spreadLowerStrikePrice: 7305
-->strikePrice: 7200
-->trailingStopPrice: 32.50
bidPrice: 1.3
askPrice: 1.4
pctOTM: 0.92%
delta: 0.0700
gamma: 0.0031
theoreticalPrice: 1.35
origDelta: 0.0708
origGamma: 0.0031
maxLossIfStoppedOut: 3315.32
ivToVIXRatio: 0.5222
impliedVolatility: 10.20%
origImpliedVolatility: 11.81%
premiumPerContract: $129.35
payoffUtility: $64
premiumCapture: 49.35%
annualizedPremiumPerContract: $32760
unleveragedAnnualizedYield: 4.59%
leveragedAnnualizedYield: 24.05%
marginRequirementPerContract: $136212
leverageFactor: 5.3
sharpe: 0.66