GENERATED2026-07-13 13:06
🔗 FORTRESS LEGS · synth Δ
1.11
(partial leg data)
Used to scale @cap appreciation portion below
LC
$140.00
557d · qty +5 · Δ 0.87
SP
$175.00
557d · qty -5 · Δ 0.24
HP
$70.00
95d · qty +5 · Δ 0.00
Entry Price
$202.00
+2.8% since entry
BE Safe Strike
$199.60
Margin: $8.08 · reference only
CC-Safe Floor (BS, $0 prem)
$200.19
-3.6% vs spot · +1 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
SOLVENT
$5.68 above entry
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