GENERATED2026-07-09 01:33
🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
253d · qty +5 · Δ 0.63
SP
$195.00
253d · qty -5 · Δ 0.55
HP
$135.00
253d · qty +5 · Δ 0.31
Entry Price
$178.00
-16.5% since entry
BE Safe Strike
$186.00
UNDERWATER by $37.32 · reference only
CC-Safe Floor (BS, $0 prem)
$182.28
+22.6% vs spot · -4 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$29.32 below 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