GENERATED2026-10-12 21:48
🔗 FORTRESS LEGS · synth Δ
1.11
(partial leg data)
Used to scale @cap appreciation portion below
LC
$150.00
158d · qty +5 · Δ 0.68
SP
$195.00
158d · qty -5 · Δ 0.65
HP
$135.00
158d · qty +5 · Δ 0.22
Entry Price
$178.00
-8.7% since entry
BE Safe Strike
$186.00
UNDERWATER by $23.40 · reference only
CC-Safe Floor (BS, $0 prem)
$190.42
+17.1% vs spot · +4 vs BE SS · lower w/ premium
Fortress MTM
-$15,325
vs net debit 27.00
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$15.40 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) ·
Survival = Φ(σ) ·
IER = Prorated_Monthly × Survival ·
Score = IER × Liquidity
hist pills: 8949 graded picks · as of 2026-10-10 (ledger_calibration.json, by sigma band, never re-graded)
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