GENERATED2026-09-28 21:49
🔗 FORTRESS LEGS · synth Δ
1.01
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
172d · qty +5 · Δ 0.59
SP
$195.00
172d · qty -5 · Δ 0.72
HP
$135.00
172d · qty +5 · Δ 0.30
Entry Price
$178.00
-15.8% since entry
BE Safe Strike
$186.00
UNDERWATER by $36.06 · reference only
CC-Safe Floor (BS, $0 prem)
$190.95
+27.3% vs spot · +5 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$28.06 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