Expiration: 2026-07-29
--
BuyPutStrike: 7080
SellPutStrike: 7315
SellCallStrike: 7525
BuyCallStrike: 7590
--
PutTrailingStop: 51.60
CallTrailingStop: 32.30

***PUT SIDE***
currentDate: 2026-07-28
expires: 2026-07-29
underlyingPrice: 7432.65
VIX: 19.52
partialVIX: 12.54
riskFreeReturn: 3.76%
spreadRequirement: $23500
-->spreadLowerStrikePrice: 7080
-->strikePrice: 7315
-->trailingStopPrice: 51.60
bidPrice: 3
askPrice: 3.1
pctOTM: 1.58%
delta: -0.0789
gamma: 0.0017
origDelta: -0.0806
origGamma: 0.0017
vega: 0.6594
maxLossIfStoppedOut: 5233.92
ivToVIXRatio: 0.9722
ivToPartialVIXRatio: 1.5132
impliedVolatility: 18.98%
origImpliedVolatility: 22.09%
premiumPerContract: $299.35
payoffUtility: $174
premiumCapture: 58.14%
annualizedPremiumPerContract: $75600
unleveragedAnnualizedYield: 10.17%
leveragedAnnualizedYield: 55.11%
marginRequirementPerContract: $137188
leverageFactor: 5.3
sharpe: 1.29

***CALL SIDE***
currentDate: 2026-07-28
expires: 2026-07-29
underlyingPrice: 7432.65
VIX: 19.52
partialVIX: 10.63
riskFreeReturn: 3.76%
spreadRequirement: $6500
-->spreadLowerStrikePrice: 7590
-->strikePrice: 7525
-->trailingStopPrice: 32.30
bidPrice: 1.4
askPrice: 1.5
pctOTM: 1.24%
delta: 0.0587
gamma: 0.0020
origDelta: 0.0605
origGamma: 0.0021
vega: 0.5246
maxLossIfStoppedOut: 3304.82
ivToVIXRatio: 0.6611
ivToPartialVIXRatio: 1.2140
impliedVolatility: 12.91%
origImpliedVolatility: 14.66%
premiumPerContract: $139.35
payoffUtility: $84
premiumCapture: 60.23%
annualizedPremiumPerContract: $35280
unleveragedAnnualizedYield: 4.75%
leveragedAnnualizedYield: 25.28%
marginRequirementPerContract: $139558
leverageFactor: 5.4
sharpe: 0.81