GENERATED2026-09-09 21:50
🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
191d · qty +5 · Δ 0.61
SP
$195.00
191d · qty -5 · Δ 0.66
HP
$135.00
191d · qty +5 · Δ 0.30
Entry Price
$178.00
-14.6% since entry
BE Safe Strike
$186.00
UNDERWATER by $33.94 · reference only
CC-Safe Floor (BS, $0 prem)
$189.89
+24.9% vs spot · +4 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$25.94 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