GENERATED2026-09-03 21:37
🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
197d · qty +5 · Δ 0.56
SP
$195.00
197d · qty -5 · Δ 0.73
HP
$135.00
197d · qty +5 · Δ 0.35
Entry Price
$178.00
-19.2% since entry
BE Safe Strike
$186.00
UNDERWATER by $42.21 · reference only
CC-Safe Floor (BS, $0 prem)
$190.39
+32.4% vs spot · +4 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$34.21 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