Expiration: 2026-06-18
--
BuyPutStrike: 5670
SellPutStrike: 7290
SellCallStrike: 7545
BuyCallStrike: 7980
--
PutTrailingStop: 58.30
CallTrailingStop: 35.00

***PUT SIDE***
currentDate: 2026-06-17
expires: 2026-06-18
underlyingPrice: 7420.12
VIX: 18.84
partialVIX: 17.04
riskFreeReturn: 3.65%
spreadRequirement: $162000
-->spreadLowerStrikePrice: 5670
-->strikePrice: 7290
-->trailingStopPrice: 58.30
bidPrice: 4
askPrice: 4.2
pctOTM: 1.75%
delta: -0.0892
gamma: 0.0016
origDelta: -0.0977
origGamma: 0.0017
vega: 0.7178
maxLossIfStoppedOut: 5904.80
ivToVIXRatio: 1.1778
ivToPartialVIXRatio: 1.3024
impliedVolatility: 22.19%
origImpliedVolatility: 26.08%
premiumPerContract: $399.35
payoffUtility: $234
premiumCapture: 58.56%
annualizedPremiumPerContract: $100800
unleveragedAnnualizedYield: 13.58%
leveragedAnnualizedYield: 74.23%
marginRequirementPerContract: $135790
leverageFactor: 5.4
sharpe: 1.52

***CALL SIDE***
currentDate: 2026-06-17
expires: 2026-06-18
underlyingPrice: 7420.12
VIX: 18.84
partialVIX: 14.19
riskFreeReturn: 3.65%
spreadRequirement: $43500
-->spreadLowerStrikePrice: 7980
-->strikePrice: 7545
-->trailingStopPrice: 35.00
bidPrice: 2.4
askPrice: 2.5
pctOTM: 1.68%
delta: 0.0681
gamma: 0.0016
origDelta: 0.0669
origGamma: 0.0016
vega: 0.5850
maxLossIfStoppedOut: 3570.88
ivToVIXRatio: 0.9798
ivToPartialVIXRatio: 1.3011
impliedVolatility: 18.46%
origImpliedVolatility: 20.75%
premiumPerContract: $239.35
payoffUtility: $164
premiumCapture: 68.36%
annualizedPremiumPerContract: $60480
unleveragedAnnualizedYield: 8.15%
leveragedAnnualizedYield: 44.42%
marginRequirementPerContract: $136154
leverageFactor: 5.5
sharpe: 1.20