GENERATED2026-07-11 18:45
🔗 FORTRESS LEGS · synth Δ
1.00
(stock-only baseline)
Used to scale @cap appreciation portion below
LC
$150.00
251d · qty +5 · Δ 0.62
SP
$195.00
251d · qty -5 · Δ 0.57
HP
$135.00
251d · qty +5 · Δ 0.32
Entry Price
$178.00
-15.9% since entry
BE Safe Strike
$186.00
UNDERWATER by $36.30 · reference only
CC-Safe Floor (BS, $0 prem)
$186.77
+24.8% vs spot · +1 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Neville:0865
Status
DRAWDOWN
$28.30 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