Expiration: 2026-04-30
--
BuyPutStrike: 6455
SellPutStrike: 7005
SellCallStrike: 7235
BuyCallStrike: 7320
--
PutTrailingStop: 55.60
CallTrailingStop: 33.40

***PUT SIDE***
currentDate: 2026-04-29
expires: 2026-04-30
underlyingPrice: 7129.77
VIX: 19.00
riskFreeReturn: 3.59%
spreadRequirement: $55000
-->spreadLowerStrikePrice: 6455
-->strikePrice: 7005
-->trailingStopPrice: 55.60
bidPrice: 3.8
askPrice: 4
pctOTM: 1.75%
delta: -0.0887
gamma: 0.0017
theoreticalPrice: 3.90
origDelta: -0.0903
origGamma: 0.0017
maxLossIfStoppedOut: 5629.27
ivToVIXRatio: 1.1623
impliedVolatility: 22.08%
origImpliedVolatility: 25.33%
premiumPerContract: $379.35
payoffUtility: $223
premiumCapture: 58.67%
annualizedPremiumPerContract: $95760
unleveragedAnnualizedYield: 13.43%
leveragedAnnualizedYield: 73.38%
marginRequirementPerContract: $130498
leverageFactor: 5.4
sharpe: 1.51

***CALL SIDE***
currentDate: 2026-04-29
expires: 2026-04-30
underlyingPrice: 7129.77
VIX: 19.00
riskFreeReturn: 3.59%
spreadRequirement: $8500
-->spreadLowerStrikePrice: 7320
-->strikePrice: 7235
-->trailingStopPrice: 33.40
bidPrice: 2.15
askPrice: 2.3
pctOTM: 1.48%
delta: 0.0714
gamma: 0.0019
theoreticalPrice: 2.23
origDelta: 0.0727
origGamma: 0.0019
maxLossIfStoppedOut: 3405.56
ivToVIXRatio: 0.8663
impliedVolatility: 16.46%
origImpliedVolatility: 18.90%
premiumPerContract: $214.35
payoffUtility: $140
premiumCapture: 65.14%
annualizedPremiumPerContract: $54180
unleveragedAnnualizedYield: 7.60%
leveragedAnnualizedYield: 40.96%
marginRequirementPerContract: $132287
leverageFactor: 5.5
sharpe: 1.06