🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$37.50
618d · qty +125 · Δ 0.67
SP
$37.50
618d · qty -125 · Δ 0.35
HP
$17.50
618d · qty +125 · Δ 0.13
Safe Strike
$40.00
UNDERWATER by $9.27
Contracts
125
12,500 shares
Status
DRAWDOWN
30.2% below SS
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) ·
Survival = Φ(σ) ·
IER = Prorated_Monthly × Survival ·
Score = IER × Liquidity
BEST PER EXPIRATION
ALL CANDIDATES