Expiration: 2026-08-13
--
SellPutStrike: 7705
SellCallStrike: 7875
--
PutTrailingStop: 5.10
CallTrailingStop: 5.00

***PUT SIDE***
currentDate: 2026-08-13
expires: 2026-08-13
underlyingPrice: 7798.99
VIX: 14.80
partialVIX: 1.34
riskFreeReturn: 3.69%
spreadRequirement: $8000
-->strikePrice: 7705
-->trailingStopPrice: 5.10
bidPrice: 0.05
askPrice: 0.05
pctOTM: 1.21%
delta: -0.0044
gamma: 0.0004
vega: 0.0629
maxLossIfStoppedOut: 578.45
ivToVIXRatio: 0.5024
ivToPartialVIXRatio: 5.5509
impliedVolatility: 7.43%
origImpliedVolatility: 0.00%
premiumPerContract: $4.35
payoffUtility: $4
premiumCapture: 88.47%
annualizedPremiumPerContract: $1260
unleveragedAnnualizedYield: 0.16%
leveragedAnnualizedYield: 0.86%
marginRequirementPerContract: $146586
leverageFactor: 5.3
sharpe: 0.37

***CALL SIDE***
currentDate: 2026-08-13
expires: 2026-08-13
underlyingPrice: 7798.99
VIX: 14.80
partialVIX: 1.07
riskFreeReturn: 3.69%
spreadRequirement: $17500
-->strikePrice: 7875
-->trailingStopPrice: 5.00
bidPrice: 0.05
askPrice: 0.05
pctOTM: 0.97%
delta: 0.0054
gamma: 0.0005
vega: 0.0757
maxLossIfStoppedOut: 567.46
ivToVIXRatio: 0.4013
ivToPartialVIXRatio: 5.5363
impliedVolatility: 5.94%
origImpliedVolatility: 0.00%
premiumPerContract: $4.35
payoffUtility: $4
premiumCapture: 86.11%
annualizedPremiumPerContract: $1260
unleveragedAnnualizedYield: 0.16%
leveragedAnnualizedYield: 0.85%
marginRequirementPerContract: $148384
leverageFactor: 5.3
sharpe: 0.30