Expiration: 2026-06-01
--
BuyPutStrike: 7030
SellPutStrike: 7495
SellCallStrike: 7650
BuyCallStrike: 9400
--
PutTrailingStop: 70.80
CallTrailingStop: 42.50

***PUT SIDE***
currentDate: 2026-05-29
expires: 2026-06-01
underlyingPrice: 7583.91
VIX: 15.88
partialVIX: 8.53
riskFreeReturn: 3.59%
spreadRequirement: $46500
-->spreadLowerStrikePrice: 7030
-->strikePrice: 7495
-->trailingStopPrice: 70.80
bidPrice: 3.4
askPrice: 3.5
pctOTM: 1.17%
delta: -0.1012
gamma: 0.0025
origDelta: -0.1027
origGamma: 0.0025
vega: 0.9895
maxLossIfStoppedOut: 7145.20
ivToVIXRatio: 0.8064
ivToPartialVIXRatio: 1.5004
impliedVolatility: 12.81%
origImpliedVolatility: 10.40%
premiumPerContract: $339.35
payoffUtility: $127
premiumCapture: 37.24%
annualizedPremiumPerContract: $85680
unleveragedAnnualizedYield: 11.30%
leveragedAnnualizedYield: 59.86%
marginRequirementPerContract: $143127
leverageFactor: 5.2
sharpe: 1.12

***CALL SIDE***
currentDate: 2026-05-29
expires: 2026-06-01
underlyingPrice: 7583.91
VIX: 15.88
partialVIX: 6.65
riskFreeReturn: 3.59%
spreadRequirement: $175000
-->spreadLowerStrikePrice: 9400
-->strikePrice: 7650
-->trailingStopPrice: 42.50
bidPrice: 1.75
askPrice: 1.85
pctOTM: 0.87%
delta: 0.0844
gamma: 0.0033
origDelta: 0.0843
origGamma: 0.0033
vega: 0.8650
maxLossIfStoppedOut: 4315.12
ivToVIXRatio: 0.5254
ivToPartialVIXRatio: 1.2551
impliedVolatility: 8.34%
origImpliedVolatility: 6.75%
premiumPerContract: $174.35
payoffUtility: $71
premiumCapture: 40.40%
annualizedPremiumPerContract: $44100
unleveragedAnnualizedYield: 5.81%
leveragedAnnualizedYield: 30.36%
marginRequirementPerContract: $145244
leverageFactor: 5.3
sharpe: 0.69