Expiration: 2026-06-15
--
BuyPutStrike: 6275
SellPutStrike: 7285
SellCallStrike: 7530
BuyCallStrike: 7695
--
PutTrailingStop: 55.40
CallTrailingStop: 33.30

***PUT SIDE***
currentDate: 2026-06-12
expires: 2026-06-15
underlyingPrice: 7428.51
VIX: 19.85
partialVIX: 13.33
riskFreeReturn: 3.62%
spreadRequirement: $101000
-->spreadLowerStrikePrice: 6275
-->strikePrice: 7285
-->trailingStopPrice: 55.40
bidPrice: 4.1
askPrice: 4.2
pctOTM: 1.93%
delta: -0.0843
gamma: 0.0014
origDelta: -0.0842
origGamma: 0.0014
vega: 0.8453
maxLossIfStoppedOut: 5614.18
ivToVIXRatio: 0.9857
ivToPartialVIXRatio: 1.4678
impliedVolatility: 19.57%
origImpliedVolatility: 15.83%
premiumPerContract: $409.35
payoffUtility: $259
premiumCapture: 63.05%
annualizedPremiumPerContract: $103320
unleveragedAnnualizedYield: 13.91%
leveragedAnnualizedYield: 76.74%
marginRequirementPerContract: $134629
leverageFactor: 5.4
sharpe: 1.65

***CALL SIDE***
currentDate: 2026-06-12
expires: 2026-06-15
underlyingPrice: 7428.51
VIX: 19.85
partialVIX: 9.36
riskFreeReturn: 3.62%
spreadRequirement: $16500
-->spreadLowerStrikePrice: 7695
-->strikePrice: 7530
-->trailingStopPrice: 33.30
bidPrice: 1.85
askPrice: 1.95
pctOTM: 1.37%
delta: 0.0661
gamma: 0.0020
origDelta: 0.0690
origGamma: 0.0020
vega: 0.7018
maxLossIfStoppedOut: 3396.51
ivToVIXRatio: 0.6067
ivToPartialVIXRatio: 1.2870
impliedVolatility: 12.04%
origImpliedVolatility: 9.79%
premiumPerContract: $184.35
payoffUtility: $118
premiumCapture: 63.68%
annualizedPremiumPerContract: $46620
unleveragedAnnualizedYield: 6.28%
leveragedAnnualizedYield: 33.63%
marginRequirementPerContract: $138606
leverageFactor: 5.4
sharpe: 0.95