Expiration: 2026-07-13
--
BuyPutStrike: 7050
SellPutStrike: 7385
SellCallStrike: 7675
BuyCallStrike: 7775
--
PutTrailingStop: 69.50
CallTrailingStop: 41.70

***PUT SIDE***
currentDate: 2026-07-10
expires: 2026-07-13
underlyingPrice: 7578.44
VIX: 16.16
partialVIX: 7.05
riskFreeReturn: 3.70%
spreadRequirement: $33500
-->spreadLowerStrikePrice: 7050
-->strikePrice: 7385
-->trailingStopPrice: 69.50
bidPrice: 0.35
askPrice: 0.4
pctOTM: 2.55%
delta: -0.0122
gamma: 0.0004
origDelta: -0.0128
origGamma: 0.0004
vega: 0.1776
maxLossIfStoppedOut: 7017.60
ivToVIXRatio: 0.9752
ivToPartialVIXRatio: 2.2359
impliedVolatility: 15.76%
origImpliedVolatility: 12.78%
premiumPerContract: $34.35
payoffUtility: $13
premiumCapture: 37.99%
annualizedPremiumPerContract: $8820
unleveragedAnnualizedYield: 1.16%
leveragedAnnualizedYield: 6.67%
marginRequirementPerContract: $132260
leverageFactor: 5.6
sharpe: 0.95

***CALL SIDE***
currentDate: 2026-07-10
expires: 2026-07-13
underlyingPrice: 7578.44
VIX: 16.16
partialVIX: 5.06
riskFreeReturn: 3.70%
spreadRequirement: $10000
-->spreadLowerStrikePrice: 7775
-->strikePrice: 7675
-->trailingStopPrice: 41.70
bidPrice: 0.1
askPrice: 0.15
pctOTM: 1.27%
delta: 0.0093
gamma: 0.0006
origDelta: 0.0096
origGamma: 0.0006
vega: 0.1398
maxLossIfStoppedOut: 4238.56
ivToVIXRatio: 0.4440
ivToPartialVIXRatio: 1.4187
impliedVolatility: 7.18%
origImpliedVolatility: 5.91%
premiumPerContract: $9.35
payoffUtility: $0
premiumCapture: 2.12%
annualizedPremiumPerContract: $2520
unleveragedAnnualizedYield: 0.33%
leveragedAnnualizedYield: 1.78%
marginRequirementPerContract: $141923
leverageFactor: 5.4
sharpe: 0.36