GENERATED2026-10-08 21:49
🔗 FORTRESS LEGS · synth Δ
1.12
(partial leg data)
Used to scale @cap appreciation portion below
LC
$150.00
162d · qty +5 · Δ 0.70
SP
$195.00
162d · qty -5 · Δ 0.62
HP
$135.00
162d · qty +5 · Δ 0.20
Entry Price
$178.00
-6.6% since entry
BE Safe Strike
$186.00
UNDERWATER by $19.72 · reference only
CC-Safe Floor (BS, $0 prem)
$190.07
+14.3% vs spot · +4 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$11.72 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