| Chain | Type | Structure | Ct | IC | BE | Theta | Score | |
|---|---|---|---|---|---|---|---|---|
| Dec '27 (609d) | Fortress | $290C/$365P/$310P | 4 | $27,720 | $362.15 (+9%) | $-23/d | 66,240 | |
| ★ | Dec '27 (609d) | Pure | $285C | 5 | $49,000 | $383.00 (+15%) | $-29/d | 72,759 |
| Jan '28 (644d) | Fortress | $290C/$360P/$310P | 4 | $29,700 | $364.25 (+9%) | $-23/d | 66,040 | |
| Dec '28 (973d) | Fortress | $310C/$335P/$300P | 4 | $35,720 | $399.30 (+20%) | $-19/d | 62,230 |
★ = highest score. Score = WSPL x sqrt(DTE/365).
| Leg | Action | Strike | Price | Delta |
|---|---|---|---|---|
| LC | BUY | $290.0C | $94.95 | +0.750 |
| SP | SELL | $365.0P | $67.60 | -0.469 |
| HP | BUY | $310.0P | $41.95 | +0.318 |
| Ct | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|---|---|---|---|---|---|---|
| 4 | $27,720 | $49,720 | $362.15 (+9%) | $-23/d | 4.8x | 66,240 | +443% |
Pure scores 72,759 vs fortress's 66,240. Better weighted P&L across scenarios.
| Move | Price | Fortress 4ct Dec'27 | Pure 5ct Dec'27 | Diff | Winner |
|---|---|---|---|---|---|
| -19% | $266 | $-49,720 | $-47,475 | $-2,245 | (Pure) |
| +0% | $333 | $-23,232 | $-25,920 | $+2,688 | (Fort) |
| +25% | $416 | $+22,835 | $+15,719 | $+7,116 | (Fort) |
| +50% | $500 | $+56,146 | $+57,358 | $-1,212 | (Pure) |
| +75% | $583 | $+89,457 | $+98,996 | $-9,539 | (Pure) |
| +100% | $666 | $+122,768 | $+140,635 | $-17,867 | (Pure) |
| +200% | $999 | $+256,012 | $+307,190 | $-51,178 | (Pure) |
No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.
| Chain | Type | Structure | Ct | IC | BE | Theta | Score | |
|---|---|---|---|---|---|---|---|---|
| Dec '27 (609d) | Fortress | $480C/$380P/$345P | 11 | $11,385 | $490.35 (+47%) | $-60/d | 211,506 | |
| ★ | Dec '27 (609d) | Pure | $500C | 20 | $49,700 | $524.85 (+58%) | $-108/d | 311,719 |
| Jan '28 (644d) | Fortress | $440C/$380P/$345P | 9 | $18,450 | $460.50 (+38%) | $-55/d | 205,669 | |
| Dec '28 (973d) | Fortress | $420C/$380P/$340P | 6 | $25,650 | $462.75 (+39%) | $-31/d | 162,657 |
★ = highest score. Score = WSPL x sqrt(DTE/365).
| Leg | Action | Strike | Price | Delta |
|---|---|---|---|---|
| LC | BUY | $480.0C | $28.05 | +0.336 |
| SP | SELL | $380.0P | $76.80 | -0.512 |
| HP | BUY | $345.0P | $59.10 | +0.413 |
| Ct | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|---|---|---|---|---|---|---|
| 11 | $11,385 | $49,885 | $490.35 (+47%) | $-60/d | 32.2x | 211,506 | +1699% |
Pure scores 311,719 vs fortress's 211,506. Better weighted P&L across scenarios.
| Move | Price | Fortress 11ct Dec'27 | Pure 17ct Dec'27 | Diff | Winner |
|---|---|---|---|---|---|
| -19% | $266 | $-49,885 | $-47,685 | $-2,200 | (Pure) |
| +0% | $333 | $-49,885 | $-47,685 | $-2,200 | (Pure) |
| +25% | $416 | $-11,385 | $-47,685 | $+36,300 | (Fort) |
| +50% | $500 | $+10,247 | $-14,254 | $+24,501 | (Fort) |
| +75% | $583 | $+101,852 | $+127,317 | $-25,466 | (Pure) |
| +100% | $666 | $+193,457 | $+268,889 | $-75,432 | (Pure) |
| +200% | $999 | $+559,878 | $+835,176 | $-275,298 | (Pure) |
| Chain | Type | Structure | Ct | IC | BE | Theta | Score | |
|---|---|---|---|---|---|---|---|---|
| Jan '27 (273d) | Fortress | $75C/$93P/$75P | 15 | $22,650 | $91.55 (+7%) | $-36/d | 45,713 | |
| ★ | Jan '27 (273d) | Pure | $75C | 22 | $49,720 | $97.60 (+14%) | $-59/d | 57,352 |
| Jan '28 (644d) | Fortress | $65C/$94P/$85P | 12 | $39,120 | $97.60 (+14%) | $-19/d | 44,361 |
★ = highest score. Score = WSPL x sqrt(DTE/365).
| Leg | Action | Strike | Price | Delta |
|---|---|---|---|---|
| LC | BUY | $75.0C | $22.60 | +0.726 |
| SP | SELL | $93.0P | $16.80 | -0.462 |
| HP | BUY | $75.0P | $9.30 | +0.282 |
| Ct | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|---|---|---|---|---|---|---|
| 15 | $22,650 | $49,650 | $91.55 (+7%) | $-36/d | 5.7x | 45,713 | +539% |
Pure scores 57,352 vs fortress's 45,713. Better weighted P&L across scenarios.
| Move | Price | Fortress 15ct Jan'27 | Pure 22ct Jan'27 | Diff | Winner |
|---|---|---|---|---|---|
| -19% | $69 | $-49,650 | $-49,720 | $+70 | (Fort) |
| +0% | $86 | $-17,370 | $-26,048 | $+8,678 | (Fort) |
| +25% | $107 | $+25,650 | $+21,120 | $+4,530 | (Fort) |
| +50% | $129 | $+57,810 | $+68,288 | $-10,478 | (Pure) |
| +75% | $150 | $+89,970 | $+115,456 | $-25,486 | (Pure) |
| +100% | $172 | $+122,130 | $+162,624 | $-40,494 | (Pure) |
| +200% | $257 | $+250,770 | $+351,296 | $-100,526 | (Pure) |
No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.
| Chain | Type | Structure | Ct | IC | BE | Theta | Score | |
|---|---|---|---|---|---|---|---|---|
| Jan '27 (273d) | Fortress | $100C/$84P/$75P | 27 | $25,650 | $109.50 (+28%) | $-80/d | 121,684 | |
| ★ | Jan '27 (273d) | Pure | $145C | 121 | $49,610 | $149.10 (+74%) | $-281/d | 235,592 |
| Jan '28 (644d) | Fortress | $83C/$94P/$85P | 15 | $36,300 | $107.20 (+25%) | $-29/d | 105,135 |
★ = highest score. Score = WSPL x sqrt(DTE/365).
| Leg | Action | Strike | Price | Delta |
|---|---|---|---|---|
| LC | BUY | $100.0C | $11.60 | +0.486 |
| SP | SELL | $84.0P | $11.40 | -0.374 |
| HP | BUY | $75.0P | $9.30 | +0.282 |
| Ct | IC | ML | BE | Theta | Lev | Score | ROIC |
|---|---|---|---|---|---|---|---|
| 27 | $25,650 | $49,950 | $109.50 (+28%) | $-80/d | 9.0x | 121,684 | +653% |
Pure scores 235,592 vs fortress's 121,684. Better weighted P&L across scenarios.
| Move | Price | Fortress 27ct Jan'27 | Pure 43ct Jan'27 | Diff | Winner |
|---|---|---|---|---|---|
| -19% | $69 | $-49,950 | $-49,880 | $-70 | (Pure) |
| +0% | $86 | $-25,650 | $-49,880 | $+24,230 | (Fort) |
| +25% | $107 | $-6,210 | $-18,920 | $+12,710 | (Fort) |
| +50% | $129 | $+51,678 | $+73,272 | $-21,594 | (Pure) |
| +75% | $150 | $+109,566 | $+165,464 | $-55,898 | (Pure) |
| +100% | $172 | $+167,454 | $+257,656 | $-90,202 | (Pure) |
| +200% | $257 | $+399,006 | $+626,424 | $-227,418 | (Pure) |