GENERATED2026-09-14 21:49
🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
186d · qty +5 · Δ 0.59
SP
$195.00
186d · qty -5 · Δ 0.69
HP
$135.00
186d · qty +5 · Δ 0.31
Entry Price
$178.00
-16.2% since entry
BE Safe Strike
$186.00
UNDERWATER by $36.92 · reference only
CC-Safe Floor (BS, $0 prem)
$190.56
+27.8% vs spot · +5 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$28.92 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