Expiration: 2026-06-22
--
BuyPutStrike: 6350
SellPutStrike: 7390
SellCallStrike: 7590
BuyCallStrike: 7725
--
PutTrailingStop: 63.20
CallTrailingStop: 37.90

***PUT SIDE***
currentDate: 2026-06-18
expires: 2026-06-22
underlyingPrice: 7504.19
VIX: 17.60
partialVIX: 10.96
riskFreeReturn: 3.66%
spreadRequirement: $104000
-->spreadLowerStrikePrice: 6350
-->strikePrice: 7390
-->trailingStopPrice: 63.20
bidPrice: 4
askPrice: 4.2
pctOTM: 1.52%
delta: -0.0965
gamma: 0.0019
origDelta: -0.0935
origGamma: 0.0018
vega: 0.9449
maxLossIfStoppedOut: 6386.66
ivToVIXRatio: 0.9248
ivToPartialVIXRatio: 1.4849
impliedVolatility: 16.28%
origImpliedVolatility: 11.73%
premiumPerContract: $399.35
payoffUtility: $209
premiumCapture: 52.25%
annualizedPremiumPerContract: $100800
unleveragedAnnualizedYield: 13.43%
leveragedAnnualizedYield: 72.48%
marginRequirementPerContract: $139065
leverageFactor: 5.3
sharpe: 1.39

***CALL SIDE***
currentDate: 2026-06-18
expires: 2026-06-22
underlyingPrice: 7504.19
VIX: 17.60
partialVIX: 8.05
riskFreeReturn: 3.66%
spreadRequirement: $13500
-->spreadLowerStrikePrice: 7725
-->strikePrice: 7590
-->trailingStopPrice: 37.90
bidPrice: 1.8
askPrice: 1.9
pctOTM: 1.14%
delta: 0.0726
gamma: 0.0024
origDelta: 0.0962
origGamma: 0.0029
vega: 0.7632
maxLossIfStoppedOut: 3859.99
ivToVIXRatio: 0.5902
ivToPartialVIXRatio: 1.2896
impliedVolatility: 10.39%
origImpliedVolatility: 7.51%
premiumPerContract: $179.35
payoffUtility: $98
premiumCapture: 54.52%
annualizedPremiumPerContract: $45360
unleveragedAnnualizedYield: 6.04%
leveragedAnnualizedYield: 32.02%
marginRequirementPerContract: $141683
leverageFactor: 5.4
sharpe: 0.83