Fortress Repair Dashboard

FORTRESS REPAIRHP Roll-Down Analysis

Payback gate: 12mo (1.0yr)
SS = Max(LC+ND, (LC+SP+ND)/2)

NO ACTION

All positions healthy

PORTFOLIO ACTION SUMMARY · 6 positions

6 · OK

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What do these actions mean? (legend)

NO HEDGE — No HP leg at all — naked synthetic long, no catastrophic protection.

ROLL IMMEDIATELY — Healthy fortress, HP expires ≤14d — roll the hedge out NOW (theta cliff).

REPAIR NOW — Structurally bad (HP ITM/tight or costly) AND ≤14d — roll HP DOWN today.

REPAIR SOON — Structurally bad AND ≤35d — roll HP DOWN this week.

ROLL NOW — Healthy fortress, HP ≤45d — roll the hedge OUT (maintain/raise strike).

REPAIR PLAN — Structurally bad but >35d runway — plan the roll-down, no rush.

LEAPS-ONLY — CSV-declared SP=0/HP=0 — intentional LC-only structure, no hedge to roll.

OK — Healthy structure with ample HP runway — no action.

REPAIR = roll HP down to a cheaper OTM strike (structure is hurting). ROLL = roll HP out/up to a later expiry (structure is healthy, hedge just expiring).

Fortress Position Overview

FORTRESS	STOCK	LC	SP	HP	SC	BE‑SS	CC‑SS	GAP	RM	HP OTM%	STATUS	CTRS	IC	NOTIONAL	URGENCY
COIN (Main) +165C −240P +85P −160C	$151.60	165	240	85	160	$210.90	$217.93	155	10.23x	43.9%	SAFE	8	$13,440	$121,280	OK
COIN (Main) +500C −330P +300P −160C	$151.60	500	330	300	160	$563.00	$342.60	30	1.48x	-97.9%	ITM	25	$157,500	$379,000	OK
COIN (RetireInc) +145C −200P +75P −160C	$151.60	145	200	75	160	$182.40	$188.71	125	7.31x	50.5%	SAFE	3	$5,940	$45,480	OK
MU (Joint) +670C −800P +420P −1200C	$882.04	670	800	420	1200	$792.36	$801.79	380	4.31x	52.4%	SAFE	1	$11,472	$88,204	OK
MU (Main) +880C −1010P +320P −1000C	$882.04	880	1010	320	1000	$1028.60	$1046.70	690	5.64x	63.7%	SAFE	5	$74,300	$441,020	OK
MU (Neville) +970C −1110P +370P −1000C	$882.04	970	1110	370	1000	$1220.00	$1237.41	740	3.96x	58.1%	SAFE	2	$50,000	$176,408	OK

HP roll-downs do not change Safe Strike. SS = Max(LC+ND, (LC+SP+ND)/2). HP is not in the formula.

Monthly hedge cost prorated: (30/DTE) × (Ask × Shares). Payback = ML increase / Annual savings.

EST = ask price estimated as mid × 1.10 (10% safety buffer). Verify with live prices before executing.

Always prefer longest viable DTE for repair rolls (fewer rolls/yr = lower annual cost).