Expiration: 2026-05-15
--
BuyPutStrike: 6835
SellPutStrike: 7410
SellCallStrike: 7575
BuyCallStrike: 11600
--
PutTrailingStop: 61.50
CallTrailingStop: 36.90

***PUT SIDE***
currentDate: 2026-05-14
expires: 2026-05-15
underlyingPrice: 7500.78
VIX: 18.08
partialVIX: 9.84
riskFreeReturn: 3.59%
spreadRequirement: $57500
-->spreadLowerStrikePrice: 6835
-->strikePrice: 7410
-->trailingStopPrice: 61.50
bidPrice: 2.2
askPrice: 2.25
pctOTM: 1.21%
delta: -0.0763
gamma: 0.0022
origDelta: -0.0791
origGamma: 0.0023
vega: 0.6470
maxLossIfStoppedOut: 6216.17
ivToVIXRatio: 0.7931
ivToPartialVIXRatio: 1.4580
impliedVolatility: 14.34%
origImpliedVolatility: NaN%
premiumPerContract: $219.35
payoffUtility: $86
premiumCapture: 39.11%
annualizedPremiumPerContract: $55440
unleveragedAnnualizedYield: 7.39%
leveragedAnnualizedYield: 39.28%
marginRequirementPerContract: $141158
leverageFactor: 5.2
sharpe: 0.97

***CALL SIDE***
currentDate: 2026-05-14
expires: 2026-05-15
underlyingPrice: 7500.78
VIX: 18.08
partialVIX: 7.79
riskFreeReturn: 3.59%
spreadRequirement: $402500
-->spreadLowerStrikePrice: 11600
-->strikePrice: 7575
-->trailingStopPrice: 36.90
bidPrice: 1.3
askPrice: 1.4
pctOTM: 0.99%
delta: 0.0647
gamma: 0.0026
origDelta: 0.0652
origGamma: 0.0026
vega: 0.5699
maxLossIfStoppedOut: 3757.70
ivToVIXRatio: 0.5876
ivToPartialVIXRatio: 1.3637
impliedVolatility: 10.62%
origImpliedVolatility: NaN%
premiumPerContract: $129.35
payoffUtility: $62
premiumCapture: 47.69%
annualizedPremiumPerContract: $32760
unleveragedAnnualizedYield: 4.37%
leveragedAnnualizedYield: 22.95%
marginRequirementPerContract: $142724
leverageFactor: 5.3
sharpe: 0.68