Expiration: 2026-06-10
--
BuyPutStrike: 0
SellPutStrike: 7210
SellCallStrike: 7495
BuyCallStrike: 7660
--
PutTrailingStop: 46.80
CallTrailingStop: 28.10

***PUT SIDE***
currentDate: 2026-06-09
expires: 2026-06-10
underlyingPrice: 7378.43
VIX: 23.34
partialVIX: 17.69
riskFreeReturn: 3.63%
spreadRequirement: $721000
-->spreadLowerStrikePrice: 0
-->strikePrice: 7210
-->trailingStopPrice: 46.80
bidPrice: 3.5
askPrice: 3.6
pctOTM: 2.28%
delta: -0.0689
gamma: 0.0011
origDelta: -0.0680
origGamma: 0.0011
vega: 0.5881
maxLossIfStoppedOut: 4753.38
ivToVIXRatio: 1.1217
ivToPartialVIXRatio: 1.4800
impliedVolatility: 26.18%
origImpliedVolatility: 29.88%
premiumPerContract: $349.35
payoffUtility: $245
premiumCapture: 70.06%
annualizedPremiumPerContract: $88200
unleveragedAnnualizedYield: 11.95%
leveragedAnnualizedYield: 67.29%
marginRequirementPerContract: $131076
leverageFactor: 5.5
sharpe: 1.73

***CALL SIDE***
currentDate: 2026-06-09
expires: 2026-06-10
underlyingPrice: 7378.43
VIX: 23.34
partialVIX: 12.59
riskFreeReturn: 3.63%
spreadRequirement: $16500
-->spreadLowerStrikePrice: 7660
-->strikePrice: 7495
-->trailingStopPrice: 28.10
bidPrice: 1.8
askPrice: 1.9
pctOTM: 1.58%
delta: 0.0591
gamma: 0.0016
origDelta: 0.0622
origGamma: 0.0017
vega: 0.5221
maxLossIfStoppedOut: 2880.03
ivToVIXRatio: 0.7072
ivToPartialVIXRatio: 1.3106
impliedVolatility: 16.51%
origImpliedVolatility: 19.00%
premiumPerContract: $179.35
payoffUtility: $128
premiumCapture: 71.01%
annualizedPremiumPerContract: $45360
unleveragedAnnualizedYield: 6.15%
leveragedAnnualizedYield: 33.33%
marginRequirementPerContract: $136092
leverageFactor: 5.5
sharpe: 1.04