Expiration: 2026-06-30
--
BuyPutStrike: 6875
SellPutStrike: 7330
SellCallStrike: 7555
BuyCallStrike: 7625
--
PutTrailingStop: 56.60
CallTrailingStop: 34.00

***PUT SIDE***
currentDate: 2026-06-29
expires: 2026-06-30
underlyingPrice: 7434.38
VIX: 19.45
partialVIX: 11.09
riskFreeReturn: 3.68%
spreadRequirement: $45500
-->spreadLowerStrikePrice: 6875
-->strikePrice: 7330
-->trailingStopPrice: 56.60
bidPrice: 3
askPrice: 3.1
pctOTM: 1.40%
delta: -0.0852
gamma: 0.0020
origDelta: -0.0909
origGamma: 0.0021
vega: 0.6972
maxLossIfStoppedOut: 5732.67
ivToVIXRatio: 0.8930
ivToPartialVIXRatio: 1.5656
impliedVolatility: 17.37%
origImpliedVolatility: 19.76%
premiumPerContract: $299.35
payoffUtility: $154
premiumCapture: 51.29%
annualizedPremiumPerContract: $75600
unleveragedAnnualizedYield: 10.17%
leveragedAnnualizedYield: 54.57%
marginRequirementPerContract: $138550
leverageFactor: 5.3
sharpe: 1.19

***CALL SIDE***
currentDate: 2026-06-29
expires: 2026-06-30
underlyingPrice: 7434.38
VIX: 19.45
partialVIX: 8.55
riskFreeReturn: 3.68%
spreadRequirement: $7000
-->spreadLowerStrikePrice: 7625
-->strikePrice: 7555
-->trailingStopPrice: 34.00
bidPrice: 0.1
askPrice: 0.2
pctOTM: 1.62%
delta: 0.0090
gamma: 0.0005
origDelta: 0.0093
origGamma: 0.0005
vega: 0.1082
maxLossIfStoppedOut: 3467.60
ivToVIXRatio: 0.5752
ivToPartialVIXRatio: 1.3083
impliedVolatility: 11.19%
origImpliedVolatility: 13.04%
premiumPerContract: $9.35
payoffUtility: $2
premiumCapture: 23.07%
annualizedPremiumPerContract: $2520
unleveragedAnnualizedYield: 0.34%
leveragedAnnualizedYield: 1.84%
marginRequirementPerContract: $136636
leverageFactor: 5.5
sharpe: 0.38