Expiration: 2026-08-10
--
BuyPutStrike: 7150
SellPutStrike: 7555
SellCallStrike: 7835
BuyCallStrike: 8075
--
PutTrailingStop: 7.40
CallTrailingStop: 31.10

***PUT SIDE***
currentDate: 2026-08-07
expires: 2026-08-10
underlyingPrice: 7757.64
VIX: 15.36
partialVIX: 8.00
riskFreeReturn: 3.71%
spreadRequirement: $40500
-->spreadLowerStrikePrice: 7150
-->strikePrice: 7555
-->trailingStopPrice: 7.40
bidPrice: 0.25
askPrice: 0.35
pctOTM: 2.61%
delta: -0.0099
gamma: 0.0003
origDelta: -0.0106
origGamma: 0.0003
vega: 0.1506
maxLossIfStoppedOut: 811.38
ivToVIXRatio: 1.0170
ivToPartialVIXRatio: 1.9531
impliedVolatility: 15.62%
origImpliedVolatility: 12.42%
premiumPerContract: $24.35
payoffUtility: $23
premiumCapture: 91.67%
annualizedPremiumPerContract: $6300
unleveragedAnnualizedYield: 0.81%
leveragedAnnualizedYield: 4.67%
marginRequirementPerContract: $134914
leverageFactor: 5.6
sharpe: 0.82

***CALL SIDE***
currentDate: 2026-08-07
expires: 2026-08-10
underlyingPrice: 7757.64
VIX: 15.36
partialVIX: 5.70
riskFreeReturn: 3.71%
spreadRequirement: $24000
-->spreadLowerStrikePrice: 8075
-->strikePrice: 7835
-->trailingStopPrice: 31.10
bidPrice: 0.9
askPrice: 0.95
pctOTM: 1.00%
delta: 0.0490
gamma: 0.0022
origDelta: 0.0478
origGamma: 0.0021
vega: 0.5781
maxLossIfStoppedOut: 3180.62
ivToVIXRatio: 0.5198
ivToPartialVIXRatio: 1.4007
impliedVolatility: 7.98%
origImpliedVolatility: 6.86%
premiumPerContract: $89.35
payoffUtility: $48
premiumCapture: 52.78%
annualizedPremiumPerContract: $22680
unleveragedAnnualizedYield: 2.92%
leveragedAnnualizedYield: 15.38%
marginRequirementPerContract: $147507
leverageFactor: 5.3
sharpe: 0.60