Expiration: 2026-06-09
--
BuyPutStrike: 6450
SellPutStrike: 7285
SellCallStrike: 7490
BuyCallStrike: 7575
--
PutTrailingStop: 53.90
CallTrailingStop: 32.30

***PUT SIDE***
currentDate: 2026-06-08
expires: 2026-06-09
underlyingPrice: 7405.67
VIX: 20.35
partialVIX: 20.35
riskFreeReturn: 3.63%
spreadRequirement: $83500
-->spreadLowerStrikePrice: 6450
-->strikePrice: 7285
-->trailingStopPrice: 53.90
bidPrice: 3.1
askPrice: 3.2
pctOTM: 1.63%
delta: -0.0793
gamma: 0.0017
origDelta: -0.0823
origGamma: 0.0018
vega: 0.6558
maxLossIfStoppedOut: 5461.33
ivToVIXRatio: 0.9663
ivToPartialVIXRatio: 0.9663
impliedVolatility: 19.66%
origImpliedVolatility: 22.07%
premiumPerContract: $309.35
payoffUtility: $179
premiumCapture: 57.60%
annualizedPremiumPerContract: $78120
unleveragedAnnualizedYield: 10.55%
leveragedAnnualizedYield: 57.29%
marginRequirementPerContract: $136356
leverageFactor: 5.3
sharpe: 1.33

***CALL SIDE***
currentDate: 2026-06-08
expires: 2026-06-09
underlyingPrice: 7405.67
VIX: 20.35
partialVIX: 20.35
riskFreeReturn: 3.63%
spreadRequirement: $8500
-->spreadLowerStrikePrice: 7575
-->strikePrice: 7490
-->trailingStopPrice: 32.30
bidPrice: 1.35
askPrice: 1.4
pctOTM: 1.14%
delta: 0.0601
gamma: 0.0022
origDelta: 0.0597
origGamma: 0.0021
vega: 0.5298
maxLossIfStoppedOut: 3304.80
ivToVIXRatio: 0.5888
ivToPartialVIXRatio: 0.5888
impliedVolatility: 11.98%
origImpliedVolatility: 14.22%
premiumPerContract: $134.35
payoffUtility: $78
premiumCapture: 57.98%
annualizedPremiumPerContract: $34020
unleveragedAnnualizedYield: 4.59%
leveragedAnnualizedYield: 24.33%
marginRequirementPerContract: $139815
leverageFactor: 5.4
sharpe: 0.76