Expiration: 2026-05-14
--
BuyPutStrike: 6840
SellPutStrike: 7250
SellCallStrike: 7515
BuyCallStrike: 9200
--
PutTrailingStop: 59.90
CallTrailingStop: 36.00

***PUT SIDE***
currentDate: 2026-05-13
expires: 2026-05-14
underlyingPrice: 7444.25
VIX: 18.40
partialVIX: 8.73
riskFreeReturn: 3.60%
spreadRequirement: $41000
-->spreadLowerStrikePrice: 6840
-->strikePrice: 7250
-->trailingStopPrice: 59.90
bidPrice: 0.4
askPrice: 0.5
pctOTM: 2.61%
delta: -0.0141
gamma: 0.0004
origDelta: -0.0143
origGamma: 0.0004
vega: 0.1601
maxLossIfStoppedOut: 6063.76
ivToVIXRatio: 1.0998
ivToPartialVIXRatio: 2.3179
impliedVolatility: 20.24%
origImpliedVolatility: NaN%
premiumPerContract: $39.35
payoffUtility: $18
premiumCapture: 45.86%
annualizedPremiumPerContract: $10080
unleveragedAnnualizedYield: 1.35%
leveragedAnnualizedYield: 7.78%
marginRequirementPerContract: $129500
leverageFactor: 5.6
sharpe: 0.96

***CALL SIDE***
currentDate: 2026-05-13
expires: 2026-05-14
underlyingPrice: 7444.25
VIX: 18.40
partialVIX: 8.11
riskFreeReturn: 3.60%
spreadRequirement: $168500
-->spreadLowerStrikePrice: 9200
-->strikePrice: 7515
-->trailingStopPrice: 36.00
bidPrice: 1.25
askPrice: 1.45
pctOTM: 0.95%
delta: 0.0668
gamma: 0.0028
origDelta: 0.0713
origGamma: 0.0031
vega: 0.5783
maxLossIfStoppedOut: 3666.26
ivToVIXRatio: 0.5625
ivToPartialVIXRatio: 1.2753
impliedVolatility: 10.35%
origImpliedVolatility: NaN%
premiumPerContract: $124.35
payoffUtility: $57
premiumCapture: 45.26%
annualizedPremiumPerContract: $31500
unleveragedAnnualizedYield: 4.23%
leveragedAnnualizedYield: 22.19%
marginRequirementPerContract: $141935
leverageFactor: 5.3
sharpe: 0.63