Expiration: 2026-07-30
--
BuyPutStrike: 6575
SellPutStrike: 7190
SellCallStrike: 7455
BuyCallStrike: 7555
--
PutTrailingStop: 51.40
CallTrailingStop: 31.70

***PUT SIDE***
currentDate: 2026-07-29
expires: 2026-07-30
underlyingPrice: 7321.03
VIX: 20.44
partialVIX: 15.67
riskFreeReturn: 3.66%
spreadRequirement: $61500
-->spreadLowerStrikePrice: 6575
-->strikePrice: 7190
-->trailingStopPrice: 51.40
bidPrice: 3.5
askPrice: 3.8
pctOTM: 1.79%
delta: -0.0826
gamma: 0.0016
origDelta: -0.0856
origGamma: 0.0016
vega: 0.6702
maxLossIfStoppedOut: 5212.52
ivToVIXRatio: 1.0714
ivToPartialVIXRatio: 1.3978
impliedVolatility: 21.90%
origImpliedVolatility: 25.59%
premiumPerContract: $349.35
payoffUtility: $215
premiumCapture: 61.42%
annualizedPremiumPerContract: $88200
unleveragedAnnualizedYield: 12.05%
leveragedAnnualizedYield: 65.98%
marginRequirementPerContract: $133668
leverageFactor: 5.4
sharpe: 1.46

***CALL SIDE***
currentDate: 2026-07-29
expires: 2026-07-30
underlyingPrice: 7321.03
VIX: 20.44
partialVIX: 14.59
riskFreeReturn: 3.66%
spreadRequirement: $10000
-->spreadLowerStrikePrice: 7555
-->strikePrice: 7455
-->trailingStopPrice: 31.70
bidPrice: 2.45
askPrice: 2.55
pctOTM: 1.83%
delta: 0.0659
gamma: 0.0015
origDelta: 0.0681
origGamma: 0.0015
vega: 0.5641
maxLossIfStoppedOut: 3236.03
ivToVIXRatio: 0.9680
ivToPartialVIXRatio: 1.3566
impliedVolatility: 19.79%
origImpliedVolatility: 22.61%
premiumPerContract: $244.35
payoffUtility: $177
premiumCapture: 72.12%
annualizedPremiumPerContract: $61740
unleveragedAnnualizedYield: 8.43%
leveragedAnnualizedYield: 46.33%
marginRequirementPerContract: $133269
leverageFactor: 5.6
sharpe: 1.28