Expiration: 2026-06-23
--
BuyPutStrike: 7030
SellPutStrike: 7375
SellCallStrike: 7590
BuyCallStrike: 7650
--
PutTrailingStop: 61.80
CallTrailingStop: 37.10

***PUT SIDE***
currentDate: 2026-06-22
expires: 2026-06-23
underlyingPrice: 7470.53
VIX: 17.92
partialVIX: 10.88
riskFreeReturn: 3.68%
spreadRequirement: $34500
-->spreadLowerStrikePrice: 7030
-->strikePrice: 7375
-->trailingStopPrice: 61.80
bidPrice: 3
askPrice: 3.1
pctOTM: 1.28%
delta: -0.0901
gamma: 0.0022
origDelta: -0.0915
origGamma: 0.0022
vega: 0.7292
maxLossIfStoppedOut: 6246.03
ivToVIXRatio: 0.9049
ivToPartialVIXRatio: 1.4910
impliedVolatility: 16.22%
origImpliedVolatility: 18.92%
premiumPerContract: $299.35
payoffUtility: $134
premiumCapture: 44.61%
annualizedPremiumPerContract: $75600
unleveragedAnnualizedYield: 10.12%
leveragedAnnualizedYield: 53.94%
marginRequirementPerContract: $140158
leverageFactor: 5.3
sharpe: 1.12

***CALL SIDE***
currentDate: 2026-06-22
expires: 2026-06-23
underlyingPrice: 7470.53
VIX: 17.92
partialVIX: 8.02
riskFreeReturn: 3.68%
spreadRequirement: $6000
-->spreadLowerStrikePrice: 7650
-->strikePrice: 7590
-->trailingStopPrice: 37.10
bidPrice: 0.1
askPrice: 0.2
pctOTM: 1.60%
delta: 0.0090
gamma: 0.0005
origDelta: 0.0095
origGamma: 0.0005
vega: 0.1094
maxLossIfStoppedOut: 3775.62
ivToVIXRatio: 0.6175
ivToPartialVIXRatio: 1.3800
impliedVolatility: 11.07%
origImpliedVolatility: 12.58%
premiumPerContract: $9.35
payoffUtility: $2
premiumCapture: 15.37%
annualizedPremiumPerContract: $2520
unleveragedAnnualizedYield: 0.34%
leveragedAnnualizedYield: 1.83%
marginRequirementPerContract: $137474
leverageFactor: 5.5
sharpe: 0.37