LEAPS Builder --all v6.0

META | 2026-06-05 03:04:15
All three modes (NORMAL + BREAKOUT + YOLO) on one page. Master Verdict summarizes; expand the per-mode sections below for full dashboards.

Master Verdict (--all)

Ticker Use Case Mode Best Pick Score Breakeven Lev Theta/day Verdict
META Stock replacement (1-2yr) NORMAL $570C/$680P/$600P × 3ct
Mar '27		 71,487 $666.02 (+6%) 7.6x $-48/d FORTRESS_PREFERRED
META Moderate-bull (1-2yr) NORMAL $890C/$710P/$640P × 9ct
Mar '27		 258,351 $875.00 (+40%) 11.4x $-126/d PURE_PREFERRED
META Active 6mo+ directional BREAKOUT $560C/$685P/$575P × 3ct
Dec '26		 1.3667 $650.80 (+4%) 11.1x $-52/d PURE_PREFERRED
META 3-4x thesis (2yr) YOLO $1140C/$710P/$640P × 13ct
Mar '27		 1,005,708 $1107.90 (+77%) 16.5x $-103/d PURE_PREFERRED

Score scales differ by mode: NORMAL/YOLO use WSPL (large integer, mode-specific weights); BREAKOUT uses sigma-weighted reward/risk (decimal). Don't compare scores across modes — compare WITHIN each row's column. Click any row to expand its full dashboard panel below.

META — All Modes

NORMAL — Stock replacement (Bucket A, deep ITM)

META @ $625.91

Sizing: $50,000 (ITM + OTM) | Chains: Mar 2027 (287d), Jun 2027 (377d), Sep 2027 (469d), Dec 2027 (560d), Jan 2028 (595d), Jun 2028 (742d), Dec 2028 (924d)
NORMAL MODE — Bucket A (Deep ITM, LC 40-95% of stock, delta ≥ 0.70) for synthetic stock replacement; Bucket B (OTM/ATM, LC 90-200%) for max leverage / convexity. Score = WSPL × √(DTE/365); Bucket A weights peak at +25-75% (moderate-bull view), Bucket B peaks at +75-100% (convexity payoff). Designed for hold-to-expiry LEAPS positions.

Bucket A: Deep ITM Stock Replacement ($50,000 ML budget)

All Candidates

ChainTypeStructureCtDeltaICBEThetaScore
★Mar '27 (287d) ↳Fortress$570C/$680P/$600P3+0.552/sh (+166)$24,615$666.02 (+6%)$-48/d71,487
▲Mar '27 (287d) ↳Pure$570C4+0.705/sh (+282)$49,740$694.35 (+11%)$-65/d85,076
Jun '27 (377d) ↳Fortress$490C/$680P/$560P2+0.622/sh (+124)$25,770$649.42 (+4%)$-23/d59,519
Sep '27 (469d) ↳Fortress$510C/$680P/$570P2-0.005/sh (-1)$27,520$663.80 (+6%)$-37/d60,232
Dec '27 (560d) ↳Fortress$550C/$680P/$550P2-0.042/sh (-8)$22,840$672.10 (+7%)$-45/d62,117
Jan '28 (595d) ↳Fortress$520C/$630P/$540P2+0.657/sh (+131)$31,770$678.85 (+8%)$-22/d62,096
Jun '28 (742d) ↳Fortress$560C/$680P/$580P2+0.617/sh (+123)$29,640$708.20 (+13%)$-22/d59,905
Dec '28 (924d) ↳Fortress$580C/$650P/$570P2+0.642/sh (+128)$33,760$748.80 (+20%)$-20/d56,184

★ = recommended pick (per Verdict below; multi-dim winner across score, capital, BE, theta, ROIC). Score = WSPL x sqrt(DTE/365). Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Compare Across Chains (click any chain to see this-chain-pick vs default ★ winner)

★ (default winner)Mar '27 (287d) — This IS the default ★ pick: Fortress 3ct $570C/$680P/$600P
This panel represents the current ★ default pick — the same structure shown in the Best Fortress card and Verdict above. Use other chain panels to see how alternates compare.
Jun '27 (377d) Fortress 2ct $490C/$680P/$560P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Jun '27 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score59,51971,487DEFAULT ★ (-17%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$25,770$24,615DEFAULT ★ (+5%)
Max Loss$49,770$48,615DEFAULT ★ (+2%)
Breakeven$649.42$666.02THIS (-2%)
Theta/day$-23$-48THIS (+52%)
Weighted P&L$58,564$80,618DEFAULT ★ (-27%)
ROIC (weighted)227%328%DEFAULT ★ (-31%)
DTE377287THIS (+31%)

Weighted P&L: THIS $+58,564  |  DEFAULT ★ $+80,618  |  diff $-22,054   → DEFAULT ★ pays $+22,054 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 6. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Sep '27 (469d) Fortress 2ct $510C/$680P/$570P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Sep '27 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score60,23271,487DEFAULT ★ (-16%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$27,520$24,615DEFAULT ★ (+12%)
Max Loss$49,520$48,615DEFAULT ★ (+2%)
Breakeven$663.80$666.02tie
Theta/day$-37$-48THIS (+22%)
Weighted P&L$53,136$80,618DEFAULT ★ (-34%)
ROIC (weighted)193%328%DEFAULT ★ (-41%)
DTE469287THIS (+63%)

Weighted P&L: THIS $+53,136  |  DEFAULT ★ $+80,618  |  diff $-27,483   → DEFAULT ★ pays $+27,483 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 6. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '27 (560d) Fortress 2ct $550C/$680P/$550P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Dec '27 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score62,11771,487DEFAULT ★ (-13%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$22,840$24,615THIS (-7%)
Max Loss$48,840$48,615tie
Breakeven$672.10$666.02DEFAULT ★ (+1%)
Theta/day$-45$-48THIS (+6%)
Weighted P&L$50,149$80,618DEFAULT ★ (-38%)
ROIC (weighted)220%328%DEFAULT ★ (-33%)
DTE560287THIS (+95%)

Weighted P&L: THIS $+50,149  |  DEFAULT ★ $+80,618  |  diff $-30,469   → DEFAULT ★ pays $+30,469 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jan '28 (595d) Fortress 2ct $520C/$630P/$540P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Jan '28 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score62,09671,487DEFAULT ★ (-13%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$31,770$24,615DEFAULT ★ (+29%)
Max Loss$49,770$48,615DEFAULT ★ (+2%)
Breakeven$678.85$666.02DEFAULT ★ (+2%)
Theta/day$-22$-48THIS (+54%)
Weighted P&L$48,636$80,618DEFAULT ★ (-40%)
ROIC (weighted)153%328%DEFAULT ★ (-53%)
DTE595287THIS (+107%)

Weighted P&L: THIS $+48,636  |  DEFAULT ★ $+80,618  |  diff $-31,983   → DEFAULT ★ pays $+31,983 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jun '28 (742d) Fortress 2ct $560C/$680P/$580P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Jun '28 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score59,90571,487DEFAULT ★ (-16%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$29,640$24,615DEFAULT ★ (+20%)
Max Loss$49,640$48,615DEFAULT ★ (+2%)
Breakeven$708.20$666.02DEFAULT ★ (+6%)
Theta/day$-22$-48THIS (+55%)
Weighted P&L$42,016$80,618DEFAULT ★ (-48%)
ROIC (weighted)142%328%DEFAULT ★ (-57%)
DTE742287THIS (+159%)

Weighted P&L: THIS $+42,016  |  DEFAULT ★ $+80,618  |  diff $-38,603   → DEFAULT ★ pays $+38,603 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '28 (924d) Fortress 2ct $580C/$650P/$570P  vs  ★ DEFAULT Mar '27 (287d) Fortress 3ct $570C/$680P/$600P
Dimension THIS: Dec '28 Fortress 2ct DEFAULT ★: Mar '27 Fortress 3ct Better
Score56,18471,487DEFAULT ★ (-21%)
Contracts23DEFAULT ★ (-33%)
IC (capital)$33,760$24,615DEFAULT ★ (+37%)
Max Loss$49,760$48,615DEFAULT ★ (+2%)
Breakeven$748.80$666.02DEFAULT ★ (+12%)
Theta/day$-20$-48THIS (+58%)
Weighted P&L$35,312$80,618DEFAULT ★ (-56%)
ROIC (weighted)105%328%DEFAULT ★ (-68%)
DTE924287THIS (+222%)

Weighted P&L: THIS $+35,312  |  DEFAULT ★ $+80,618  |  diff $-45,306   → DEFAULT ★ pays $+45,306 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Best Fortress: $570C / $680P / $600P (Mar '27, 287d)

LegActionStrikePriceDelta
LCBUY$570.0C$124.35+0.705
SPSELL$680.0P$105.75-0.515
HPBUY$600.0P$63.45+0.361
CtDeltaICMLBEThetaLevScoreROIC
3 +0.552/sh (+166) $24,615$48,615 $666.02 (+6%)$-48/d 7.6x71,487+731%

Verdict: FORTRESS PREFERRED

Dimension Fortress Pure Winner
$570C / $680P / $600P
3 contracts · Mar '27 (287d)		 $570C
4 contracts · Mar '27 (287d)
Score71,48785,076PURE (-16%)
Contracts34PURE (-25%)
IC (capital)$24,615$49,740FORT (-51%)
Max Loss$48,615$49,740FORT (-2%)
Breakeven$666.02$694.35FORT (-4%)
Theta/day$-48$-65FORT (-26%)
ROIC (weighted)328%193%FORT (+70%)

Pure scores +16% on raw P&L from extra contracts. Fortress wins 4/4 efficiency dims (IC, BE, theta, ROIC). Trade 16% score for capital efficiency.

Stop Profile (MTM loss if stop hits)

StopStock at Fortress 3ctPure 4ctStock 79sh
-5%$594.61-$5,183-$8,830-$2,472
-10%$563.32-$10,365-$17,659-$4,945
-15%$532.02-$15,548-$26,489-$7,417
-20%$500.73-$20,730-$35,319-$9,889
-30%$438.14-$31,095-$52,978-$14,834

Loss = |net_delta_total * stock_price * stop_pct|. Delta-only first-order estimate; ignores vega/theta. Conservative (LOW-end) — real MTM loss is typically 10-30% larger due to extrinsic compression on a fast move.

P&L Comparison

MovePriceFortress 3ct Mar'27Pure 4ct Mar'27F-P DiffWinner
-19%$501$-48,615$-49,740$+1,125(Fort)
+0%$626$-24,069$-27,376$+3,307(Fort)
+25%$782$+39,101$+35,215$+3,886(Fort)
+50%$939$+86,044$+97,806$-11,762(Pure)
+75%$1,095$+132,988$+160,397$-27,409(Pure)
+100%$1,252$+179,931$+222,988$-43,057(Pure)
+200%$1,878$+367,704$+473,352$-105,648(Pure)
Weighted—$+80,618$+95,942$-15,324(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Stock replacement view: small moves matter most. +25% gets the biggest weight, then +50% / +75%. -20% and flat both count (they hurt the score). The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

CC Overlay

No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.

NORMAL — Moderate-bull (Bucket B, OTM/ATM)

META @ $625.91

Sizing: $50,000 (ITM + OTM) | Chains: Mar 2027 (287d), Jun 2027 (377d), Sep 2027 (469d), Dec 2027 (560d), Jan 2028 (595d), Jun 2028 (742d), Dec 2028 (924d)
NORMAL MODE — Bucket A (Deep ITM, LC 40-95% of stock, delta ≥ 0.70) for synthetic stock replacement; Bucket B (OTM/ATM, LC 90-200%) for max leverage / convexity. Score = WSPL × √(DTE/365); Bucket A weights peak at +25-75% (moderate-bull view), Bucket B peaks at +75-100% (convexity payoff). Designed for hold-to-expiry LEAPS positions.

Bucket B: OTM Max Leverage ($50,000 ML budget)

All Candidates

ChainTypeStructureCtDeltaICBEThetaScore
◆Mar '27 (287d) ↳Fortress$890C/$710P/$640P9+0.103/sh (+93)$-13,500$875.00 (+40%)$-126/d258,351
★Mar '27 (287d) ↳Pure$1190C62+0.082/sh (+511)$49,910$1198.05 (+91%)$-395/d670,874
Jun '27 (377d) ↳Fortress$900C/$700P/$620P7+0.144/sh (+101)$-6,090$891.30 (+42%)$-89/d219,473
Sep '27 (469d) ↳Fortress$810C/$710P/$640P5+0.305/sh (+152)$14,725$839.45 (+34%)$-70/d196,070
Dec '27 (560d) ↳Fortress$890C/$710P/$640P5+0.274/sh (+137)$13,725$917.45 (+47%)$-64/d174,199
Jan '28 (595d) ↳Fortress$790C/$700P/$630P4+0.377/sh (+151)$21,080$842.70 (+35%)$-52/d173,312
Jun '28 (742d) ↳Fortress$870C/$710P/$640P4+0.358/sh (+143)$21,720$924.30 (+48%)$-46/d154,607
Dec '28 (924d) ↳Fortress$800C/$710P/$640P3+0.464/sh (+139)$28,905$896.35 (+43%)$-32/d137,169

★ = recommended pick (per Verdict below; multi-dim winner across score, capital, BE, theta, ROIC). Score = WSPL x sqrt(DTE/365). Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Compare Across Chains (click any chain to see this-chain-pick vs default ★ winner)

★ (default winner)Mar '27 (287d) — This IS the default ★ pick: Pure 62ct Long Call $1190
This panel represents the current ★ default pick — the same structure shown in the Best Fortress card and Verdict above. Use other chain panels to see how alternates compare.
Jun '27 (377d) Pure 40ct Long Call $1220  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Jun '27 Pure 40ct DEFAULT ★: Mar '27 Pure 62ct Better
Score428,380670,874DEFAULT ★ (-36%)
Contracts4062DEFAULT ★ (-35%)
IC (capital)$48,800$49,910THIS (-2%)
Max Loss$48,800$49,910THIS (-2%)
Breakeven$1,232.20$1,198.05DEFAULT ★ (+3%)
Theta/day$-129$-395THIS (+67%)
Weighted P&L$421,507$756,565DEFAULT ★ (-44%)
ROIC (weighted)864%1516%DEFAULT ★ (-43%)
DTE377287THIS (+31%)

Weighted P&L: THIS $+421,507  |  DEFAULT ★ $+756,565  |  diff $-335,059   → DEFAULT ★ pays $+335,059 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Sep '27 (469d) Pure 14ct Long Call $1010  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Sep '27 Pure 14ct DEFAULT ★: Mar '27 Pure 62ct Better
Score302,654670,874DEFAULT ★ (-55%)
Contracts1462DEFAULT ★ (-77%)
IC (capital)$49,980$49,910tie
Max Loss$49,980$49,910tie
Breakeven$1,045.70$1,198.05THIS (-13%)
Theta/day$-148$-395THIS (+63%)
Weighted P&L$266,997$756,565DEFAULT ★ (-65%)
ROIC (weighted)534%1516%DEFAULT ★ (-65%)
DTE469287THIS (+63%)

Weighted P&L: THIS $+266,997  |  DEFAULT ★ $+756,565  |  diff $-489,568   → DEFAULT ★ pays $+489,568 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '27 (560d) Pure 11ct Long Call $1000  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Dec '27 Pure 11ct DEFAULT ★: Mar '27 Pure 62ct Better
Score255,715670,874DEFAULT ★ (-62%)
Contracts1162DEFAULT ★ (-82%)
IC (capital)$49,940$49,910tie
Max Loss$49,940$49,910tie
Breakeven$1,045.40$1,198.05THIS (-13%)
Theta/day$-120$-395THIS (+70%)
Weighted P&L$206,447$756,565DEFAULT ★ (-73%)
ROIC (weighted)413%1516%DEFAULT ★ (-73%)
DTE560287THIS (+95%)

Weighted P&L: THIS $+206,447  |  DEFAULT ★ $+756,565  |  diff $-550,118   → DEFAULT ★ pays $+550,118 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jan '28 (595d) Pure 10ct Long Call $990  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Jan '28 Pure 10ct DEFAULT ★: Mar '27 Pure 62ct Better
Score242,325670,874DEFAULT ★ (-64%)
Contracts1062DEFAULT ★ (-84%)
IC (capital)$49,950$49,910tie
Max Loss$49,950$49,910tie
Breakeven$1,039.95$1,198.05THIS (-13%)
Theta/day$-106$-395THIS (+73%)
Weighted P&L$189,796$756,565DEFAULT ★ (-75%)
ROIC (weighted)380%1516%DEFAULT ★ (-75%)
DTE595287THIS (+107%)

Weighted P&L: THIS $+189,796  |  DEFAULT ★ $+756,565  |  diff $-566,770   → DEFAULT ★ pays $+566,770 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jun '28 (742d) Pure 5ct Long Call $840  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Jun '28 Pure 5ct DEFAULT ★: Mar '27 Pure 62ct Better
Score184,264670,874DEFAULT ★ (-73%)
Contracts562DEFAULT ★ (-92%)
IC (capital)$48,875$49,910THIS (-2%)
Max Loss$48,875$49,910THIS (-2%)
Breakeven$937.75$1,198.05THIS (-22%)
Theta/day$-57$-395THIS (+85%)
Weighted P&L$129,237$756,565DEFAULT ★ (-83%)
ROIC (weighted)264%1516%DEFAULT ★ (-83%)
DTE742287THIS (+159%)

Weighted P&L: THIS $+129,237  |  DEFAULT ★ $+756,565  |  diff $-627,329   → DEFAULT ★ pays $+627,329 more under this mode's weights.

Dim-by-dim: THIS wins 5, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '28 (924d) Pure 4ct Long Call $820  vs  ★ DEFAULT Mar '27 (287d) Pure 62ct Long Call $1190
Dimension THIS: Dec '28 Pure 4ct DEFAULT ★: Mar '27 Pure 62ct Better
Score158,210670,874DEFAULT ★ (-76%)
Contracts462DEFAULT ★ (-94%)
IC (capital)$49,720$49,910tie
Max Loss$49,720$49,910tie
Breakeven$944.30$1,198.05THIS (-21%)
Theta/day$-44$-395THIS (+89%)
Weighted P&L$99,436$756,565DEFAULT ★ (-87%)
ROIC (weighted)200%1516%DEFAULT ★ (-87%)
DTE924287THIS (+222%)

Weighted P&L: THIS $+99,436  |  DEFAULT ★ $+756,565  |  diff $-657,129   → DEFAULT ★ pays $+657,129 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Best Fortress: $890C / $710P / $640P (Mar '27, 287d)

LegActionStrikePriceDelta
LCBUY$890.0C$26.55+0.234
SPSELL$710.0P$125.70-0.569
HPBUY$640.0P$84.15+0.438
CtDeltaICMLBEThetaLevScoreROIC
9 +0.103/sh (+93) $-13,500$49,500 $875.00 (+40%)$-126/d 11.4x258,351+0%

Verdict: PURE PREFERRED

Dimension Fortress Pure Winner
$890C / $710P / $640P
9 contracts · Mar '27 (287d)		 $1190C
62 contracts · Mar '27 (287d)
Score258,351670,874PURE (-61%)
Contracts962PURE (-85%)
IC (capital)$-13,500$49,910FORT (-127%)
Max Loss$49,500$49,910FORT (-1%)
Breakeven$875.00$1,198.05FORT (-27%)
Theta/day$-126$-395FORT (-68%)
ROIC (weighted)0%1516%PURE (-100%)

Pure scores +61% — too wide a gap to justify the 3-leg fortress complexity. Buy the pure call.

Stop Profile (MTM loss if stop hits)

StopStock at Fortress 9ctPure 62ctStock 79sh
-5%$594.61-$2,914-$15,991-$2,472
-10%$563.32-$5,828-$31,981-$4,945
-15%$532.02-$8,742-$47,972-$7,417
-20%$500.73-$11,656-$63,963-$9,889
-30%$438.14-$17,484-$95,944-$14,834

Loss = |net_delta_total * stock_price * stop_pct|. Delta-only first-order estimate; ignores vega/theta. Conservative (LOW-end) — real MTM loss is typically 10-30% larger due to extrinsic compression on a fast move.

P&L Comparison

MovePriceFortress 9ct Mar'27Pure 62ct Mar'27F-P DiffWinner
-19%$501$-49,500$-49,910$+410(Fort)
+0%$626$-49,500$-49,910$+410(Fort)
+25%$782$+13,500$-49,910$+63,410(Fort)
+50%$939$+57,479$-49,910$+107,388(Fort)
+75%$1,095$+198,308$-49,910$+248,218(Fort)
+100%$1,252$+339,138$+333,374$+5,764(Fort)
+200%$1,878$+902,457$+4,214,016$-3,311,559(Pure)
Weighted—$+291,351$+756,565$-465,215(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Convexity view: bigger moves matter most. +75% and +100% get the biggest weights. Tail at +200% counted; downside lightly weighted. The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

BREAKOUT — Active 6mo+ directional

META @ $625.91

Sizing: $50,000 (Deep ITM Only) | Chains: Aug 2026 (77d), Sep 2026 (105d), Oct 2026 (133d), Nov 2026 (168d), Dec 2026 (196d), Jan 2027 (224d), Mar 2027 (287d), Jun 2027 (377d), Sep 2027 (469d), Dec 2027 (560d), Jan 2028 (595d), Jun 2028 (742d), Dec 2028 (924d)
BREAKOUT MODE — Bucket A only (deep ITM stock replacement) over a 6-month horizon. Score = (weighted P&L across sigma-scaled targets at 0.5/1.0/1.5/2.0/3.0σ of expected move (+14%, +27%, +41%, +55%, +82%; ATM IV 39%)) ÷ reward / max-loss + theta-cost, multiplied by time-fit. Stock baseline shown alongside Fortress and Pure for risk-budget comparison. Use for active directional trades; the Score Breakdown and Stop Profile cards below show per-target P&L and stop loss.

Breakout Mode: 6-month horizon, sigma-targets: +14%, +27%, +41%, +55%, +82% (IV 39%) ($50,000 ML budget)

All Candidates

ChainTypeStructureCtDeltaICBEThetaScore
Aug '26 (77d) ↳Fortress$580C/$685P/$580P4+1.666/sh (+666)$7,380$641.73 (+3%)$-100/d0.8665
Sep '26 (105d) ↳Fortress$580C/$685P/$590P4+0.411/sh (+164)$11,760$647.20 (+3%)$-104/d1.07
Oct '26 (133d) ↳Fortress$570C/$680P/$610P4+0.524/sh (+210)$21,820$652.27 (+4%)$-90/d1.26
Nov '26 (168d) ↳Fortress$560C/$680P/$565P3+0.454/sh (+136)$15,330$645.55 (+3%)$-53/d1.32
◆Dec '26 (196d) ↳Fortress$560C/$685P/$575P3+0.478/sh (+143)$16,980$650.80 (+4%)$-52/d1.37
★Dec '26 (196d) ↳Pure$560C4+0.729/sh (+292)$45,340$673.35 (+8%)$-73/d1.46
Jan '27 (224d) ↳Fortress$570C/$680P/$590P3+0.511/sh (+153)$19,335$657.23 (+5%)$-53/d1.36
Mar '27 (287d) ↳Fortress$570C/$680P/$610P3+0.571/sh (+171)$26,175$668.62 (+7%)$-48/d1.24
Jun '27 (377d) ↳Fortress$490C/$680P/$560P2+0.622/sh (+124)$25,770$649.42 (+4%)$-23/d0.9958
Sep '27 (469d) ↳Fortress$510C/$680P/$570P2-0.005/sh (-1)$27,520$663.80 (+6%)$-37/d0.8522
Dec '27 (560d) ↳Fortress$550C/$680P/$550P2-0.042/sh (-8)$22,840$672.10 (+7%)$-45/d0.7835
Jan '28 (595d) ↳Fortress$520C/$630P/$540P2+0.657/sh (+131)$31,770$678.85 (+8%)$-22/d0.7762
Jun '28 (742d) ↳Fortress$560C/$680P/$580P2+0.617/sh (+123)$29,640$708.20 (+13%)$-22/d0.6692
Dec '28 (924d) ↳Fortress$580C/$650P/$570P2+0.642/sh (+128)$33,760$748.80 (+20%)$-20/d0.5195
●NowStock79 sh @ $625.9179+1.000/sh (+79)$49,447$625.91 (+0%)$0/d0.4177

★ = top breakout score across Fortress, Pure, Stock. ◆ = best Fortress (when not winner). ▲ = best Pure (when not winner). ● = Stock baseline reference. Read in light of Score Breakdown + Stop Profile. Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Compare Across Chains (click any chain to see this-chain-pick vs default ★ winner)

Aug '26 (77d) Pure 6ct Long Call $570  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Aug '26 Pure 6ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.98701.46DEFAULT ★ (-32%)
Contracts64THIS (+50%)
IC (capital)$48,690$45,340DEFAULT ★ (+7%)
Max Loss$48,690$45,340DEFAULT ★ (+7%)
Breakeven$651.15$673.35THIS (-3%)
Theta/day$-165$-73DEFAULT ★ (-125%)
Weighted P&L$141,707$85,591THIS (+66%)
ROIC (weighted)291%189%THIS (+54%)
DTE77196DEFAULT ★ (-61%)

Weighted P&L: THIS $+141,707  |  DEFAULT ★ $+85,591  |  diff $+56,116   → THIS pays $+56,116 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Sep '26 (105d) Pure 6ct Long Call $580  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Sep '26 Pure 6ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.241.46DEFAULT ★ (-15%)
Contracts64THIS (+50%)
IC (capital)$48,180$45,340DEFAULT ★ (+6%)
Max Loss$48,180$45,340DEFAULT ★ (+6%)
Breakeven$660.30$673.35THIS (-2%)
Theta/day$-151$-73DEFAULT ★ (-106%)
Weighted P&L$136,217$85,591THIS (+59%)
ROIC (weighted)283%189%THIS (+50%)
DTE105196DEFAULT ★ (-46%)

Weighted P&L: THIS $+136,217  |  DEFAULT ★ $+85,591  |  diff $+50,626   → THIS pays $+50,626 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Oct '26 (133d) Pure 5ct Long Call $560  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Oct '26 Pure 5ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.311.46DEFAULT ★ (-10%)
Contracts54THIS (+25%)
IC (capital)$49,950$45,340DEFAULT ★ (+10%)
Max Loss$49,950$45,340DEFAULT ★ (+10%)
Breakeven$659.90$673.35THIS (-2%)
Theta/day$-106$-73DEFAULT ★ (-44%)
Weighted P&L$113,714$85,591THIS (+33%)
ROIC (weighted)228%189%THIS (+21%)
DTE133196DEFAULT ★ (-32%)

Weighted P&L: THIS $+113,714  |  DEFAULT ★ $+85,591  |  diff $+28,123   → THIS pays $+28,123 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Nov '26 (168d) Pure 4ct Long Call $540  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Nov '26 Pure 4ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.371.46DEFAULT ★ (-7%)
Contracts44tie
IC (capital)$49,180$45,340DEFAULT ★ (+8%)
Max Loss$49,180$45,340DEFAULT ★ (+8%)
Breakeven$662.95$673.35THIS (-2%)
Theta/day$-72$-73THIS (+1%)
Weighted P&L$89,751$85,591THIS (+5%)
ROIC (weighted)182%189%DEFAULT ★ (-3%)
DTE168196DEFAULT ★ (-14%)

Weighted P&L: THIS $+89,751  |  DEFAULT ★ $+85,591  |  diff $+4,160   → THIS pays $+4,160 more under this mode's weights.

Dim-by-dim: THIS wins 3, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

★ (default winner)Dec '26 (196d) — This IS the default ★ pick: Pure 4ct Long Call $550
This panel represents the current ★ default pick — the same structure shown in the Best Fortress card and Verdict above. Use other chain panels to see how alternates compare.
Jan '27 (224d) Pure 4ct Long Call $550  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Jan '27 Pure 4ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.381.46DEFAULT ★ (-6%)
Contracts44tie
IC (capital)$49,620$45,340DEFAULT ★ (+9%)
Max Loss$49,620$45,340DEFAULT ★ (+9%)
Breakeven$674.05$673.35tie
Theta/day$-69$-73THIS (+6%)
Weighted P&L$85,311$85,591tie
ROIC (weighted)172%189%DEFAULT ★ (-9%)
DTE224196THIS (+14%)

Weighted P&L: THIS $+85,311  |  DEFAULT ★ $+85,591  |  diff $-280   → DEFAULT ★ pays $+280 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 4. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Mar '27 (287d) Pure 4ct Long Call $570  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Mar '27 Pure 4ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.261.46DEFAULT ★ (-14%)
Contracts44tie
IC (capital)$49,740$45,340DEFAULT ★ (+10%)
Max Loss$49,740$45,340DEFAULT ★ (+10%)
Breakeven$694.35$673.35DEFAULT ★ (+3%)
Theta/day$-65$-73THIS (+12%)
Weighted P&L$77,191$85,591DEFAULT ★ (-10%)
ROIC (weighted)155%189%DEFAULT ★ (-18%)
DTE287196THIS (+46%)

Weighted P&L: THIS $+77,191  |  DEFAULT ★ $+85,591  |  diff $-8,400   → DEFAULT ★ pays $+8,400 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 6. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jun '27 (377d) Pure 3ct Long Call $540  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Jun '27 Pure 3ct DEFAULT ★: Dec '26 Pure 4ct Better
Score1.051.46DEFAULT ★ (-28%)
Contracts34DEFAULT ★ (-25%)
IC (capital)$46,800$45,340DEFAULT ★ (+3%)
Max Loss$46,800$45,340DEFAULT ★ (+3%)
Breakeven$696.00$673.35DEFAULT ★ (+3%)
Theta/day$-42$-73THIS (+42%)
Weighted P&L$57,398$85,591DEFAULT ★ (-33%)
ROIC (weighted)123%189%DEFAULT ★ (-35%)
DTE377196THIS (+92%)

Weighted P&L: THIS $+57,398  |  DEFAULT ★ $+85,591  |  diff $-28,193   → DEFAULT ★ pays $+28,193 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Sep '27 (469d) Pure 3ct Long Call $560  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Sep '27 Pure 3ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.88921.46DEFAULT ★ (-39%)
Contracts34DEFAULT ★ (-25%)
IC (capital)$48,570$45,340DEFAULT ★ (+7%)
Max Loss$48,570$45,340DEFAULT ★ (+7%)
Breakeven$721.90$673.35DEFAULT ★ (+7%)
Theta/day$-40$-73THIS (+45%)
Weighted P&L$49,628$85,591DEFAULT ★ (-42%)
ROIC (weighted)102%189%DEFAULT ★ (-46%)
DTE469196THIS (+139%)

Weighted P&L: THIS $+49,628  |  DEFAULT ★ $+85,591  |  diff $-35,963   → DEFAULT ★ pays $+35,963 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '27 (560d) Pure 2ct Long Call $440  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Dec '27 Pure 2ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.75781.46DEFAULT ★ (-48%)
Contracts24DEFAULT ★ (-50%)
IC (capital)$49,400$45,340DEFAULT ★ (+9%)
Max Loss$49,400$45,340DEFAULT ★ (+9%)
Breakeven$687.00$673.35DEFAULT ★ (+2%)
Theta/day$-19$-73THIS (+74%)
Weighted P&L$40,066$85,591DEFAULT ★ (-53%)
ROIC (weighted)81%189%DEFAULT ★ (-57%)
DTE560196THIS (+186%)

Weighted P&L: THIS $+40,066  |  DEFAULT ★ $+85,591  |  diff $-45,526   → DEFAULT ★ pays $+45,526 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jan '28 (595d) Pure 2ct Long Call $440  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Jan '28 Pure 2ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.73941.46DEFAULT ★ (-49%)
Contracts24DEFAULT ★ (-50%)
IC (capital)$50,000$45,340DEFAULT ★ (+10%)
Max Loss$50,000$45,340DEFAULT ★ (+10%)
Breakeven$690.00$673.35DEFAULT ★ (+2%)
Theta/day$-19$-73THIS (+74%)
Weighted P&L$39,466$85,591DEFAULT ★ (-54%)
ROIC (weighted)79%189%DEFAULT ★ (-58%)
DTE595196THIS (+204%)

Weighted P&L: THIS $+39,466  |  DEFAULT ★ $+85,591  |  diff $-46,126   → DEFAULT ★ pays $+46,126 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jun '28 (742d) Pure 2ct Long Call $470  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Jun '28 Pure 2ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.65071.46DEFAULT ★ (-55%)
Contracts24DEFAULT ★ (-50%)
IC (capital)$49,200$45,340DEFAULT ★ (+9%)
Max Loss$49,200$45,340DEFAULT ★ (+9%)
Breakeven$716.00$673.35DEFAULT ★ (+6%)
Theta/day$-19$-73THIS (+74%)
Weighted P&L$34,266$85,591DEFAULT ★ (-60%)
ROIC (weighted)70%189%DEFAULT ★ (-63%)
DTE742196THIS (+279%)

Weighted P&L: THIS $+34,266  |  DEFAULT ★ $+85,591  |  diff $-51,326   → DEFAULT ★ pays $+51,326 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '28 (924d) Pure 2ct Long Call $500  vs  ★ DEFAULT Dec '26 (196d) Pure 4ct Long Call $560
Dimension THIS: Dec '28 Pure 2ct DEFAULT ★: Dec '26 Pure 4ct Better
Score0.54431.46DEFAULT ★ (-63%)
Contracts24DEFAULT ★ (-50%)
IC (capital)$49,000$45,340DEFAULT ★ (+8%)
Max Loss$49,000$45,340DEFAULT ★ (+8%)
Breakeven$745.00$673.35DEFAULT ★ (+11%)
Theta/day$-18$-73THIS (+75%)
Weighted P&L$28,466$85,591DEFAULT ★ (-67%)
ROIC (weighted)58%189%DEFAULT ★ (-69%)
DTE924196THIS (+371%)

Weighted P&L: THIS $+28,466  |  DEFAULT ★ $+85,591  |  diff $-57,126   → DEFAULT ★ pays $+57,126 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Best Fortress: $560C / $685P / $575P (Dec '26, 196d)

LegActionStrikePriceDelta
LCBUY$560.0C$113.35+0.729
SPSELL$685.0P$97.80-0.561
HPBUY$575.0P$41.05+0.310
CtDeltaICMLBEThetaLevScoreROIC
3 +0.478/sh (+143) $16,980$49,980 $650.80 (+4%)$-52/d 11.1x1.37+1122%

Verdict: PURE PREFERRED

Dimension Fortress Pure Winner
$560C / $685P / $575P
3 contracts · Dec '26 (196d)		 $560C
4 contracts · Dec '26 (196d)
Score1.371.46PURE (-7%)
Contracts34PURE (-25%)
IC (capital)$16,980$45,340FORT (-63%)
Max Loss$49,980$45,340PURE (+10%)
Breakeven$650.80$673.35FORT (-3%)
Theta/day$-52$-73FORT (-28%)
ROIC (weighted)478%189%FORT (+153%)

Pure scores 7% higher on breakout score (sigma-weighted (5 targets at 0.5-3sigma of expected move), expiry P&L net of theta over 6-month hold). Fortress remains capital-efficient (see dimensions); see Score Breakdown below for per-target P&L.

Score Breakdown (sigma-weighted (5 targets at 0.5-3sigma))

sigmaMovePriceWeight Fortress 3ctPure 4ctStock 79shWinner
0.5sigma+14%$711.6215%$+28,506$+15,308$+6,771(Fort)
1sigma+27%$797.3320%$+54,219$+49,593$+13,542(Fort)
1.5sigma+41%$883.0430%$+79,933$+83,877$+20,313(Pure)
2sigma+55%$968.7525%$+105,646$+118,161$+27,085(Pure)
3sigma+82%$1,140.1710%$+157,072$+186,730$+40,627(Pure)
Weighted average P&L100% $+81,218 $+85,591 $+20,652 (Pure)

Each row is the at-expiry P&L if the stock lands at the target price. Score = (weighted-avg P&L) / (max-loss + theta-cost-over-hold) * time-fit. Read this table to override the score winner if your conviction favors a specific scenario row.

Stop Profile (MTM loss if stop hits)

StopStock at Fortress 3ctPure 4ctStock 79sh
-5%$594.61-$4,486-$9,125-$2,472
-10%$563.32-$8,972-$18,251-$4,945
-15%$532.02-$13,459-$27,376-$7,417
-20%$500.73-$17,945-$36,502-$9,889
-30%$438.14-$26,917-$54,753-$14,834

Loss = |net_delta_total * stock_price * stop_pct|. Delta-only first-order estimate; ignores vega/theta. Conservative (LOW-end) — real MTM loss is typically 10-30% larger due to extrinsic compression on a fast move.

P&L Comparison

MovePriceFortress 3ct Dec'26Pure 4ct Dec'26Stock 79shF-P DiffWinner
-19%$501$-49,980$-45,340$-9,889$-4,640(Stock)
+0%$626$-14,934$-18,976$0$+4,042(Stock)
+25%$782$+49,736$+43,615$+12,362$+6,121(Fort)
+50%$939$+96,680$+106,206$+24,723$-9,526(Pure)
+75%$1,095$+143,623$+168,797$+37,085$-25,174(Pure)
+100%$1,252$+190,566$+231,388$+49,447$-40,822(Pure)
+200%$1,878$+378,339$+481,752$+98,894$-103,413(Pure)
Weighted—$+81,218$+85,591$+20,652$-4,373(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. Active directional view: targets at 0.5-3 sigma of expected move over the chosen horizon. 1.5-sigma carries the biggest weight (most likely breakout magnitude). The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

YOLO — 3-4x thesis (2yr)

META @ $625.91

Sizing: $50,000 (OTM Only) | Chains: Mar 2027 (287d), Jun 2027 (377d), Sep 2027 (469d), Dec 2027 (560d), Jan 2028 (595d), Jun 2028 (742d), Dec 2028 (924d)
YOLO MODE — Bucket B widened to LC 95-300% and SP 30-130% of stock, tail-weighted scoring with peaks at +200% (3x) and +300% (4x). Bucket A is shown below as a context comparison; the YOLO play is the OTM section above. Use this only on names with strong directional conviction over a 2-year horizon.

YOLO Mode: Widened OTM (LC max 300% of stock, 3-4x thesis, 2yr horizon) ($50,000 ML budget)

All Candidates

ChainTypeStructureCtDeltaICBEThetaScore
◆Mar '27 (287d) ↳Fortress$1140C/$710P/$640P13-0.035/sh (-45)$-41,730$1107.90 (+77%)$-103/d1,005,708
★Mar '27 (287d) ↳Pure$1220C68+0.076/sh (+520)$49,640$1227.30 (+96%)$-442/d4,636,010
Jun '27 (377d) ↳Fortress$1160C/$700P/$620P10-0.035/sh (-35)$-30,450$1129.55 (+80%)$-44/d867,210
Sep '27 (469d) ↳Fortress$1180C/$710P/$640P9+0.055/sh (+50)$-13,230$1165.30 (+86%)$-81/d837,424
Dec '27 (560d) ↳Fortress$1220C/$710P/$640P8+0.083/sh (+67)$-6,440$1211.95 (+94%)$-67/d772,926
Jan '28 (595d) ↳Fortress$1140C/$700P/$630P7+0.130/sh (+91)$175$1140.25 (+82%)$-63/d750,817
Jun '28 (742d) ↳Fortress$1150C/$710P/$640P6+0.184/sh (+111)$7,830$1163.05 (+86%)$-54/d700,410
Dec '28 (924d) ↳Fortress$1200C/$710P/$640P5+0.229/sh (+114)$14,625$1229.25 (+96%)$-48/d604,452
●NowStock79 sh @ $625.9179+1.000/sh (+79)$49,447$625.91 (+0%)$0/d145,069

★ = recommended pick (per Verdict below; multi-dim winner across score, capital, BE, theta, ROIC). ◆ = best Fortress (when not winner). ▲ = best Pure (when not winner). ● = Stock baseline reference. Score = WSPL x sqrt(DTE/365), tail-weighted for 3-4x thesis. Positive theta = you collect time decay daily (paid to wait). Negative theta = you pay time decay daily (cost of holding long options).

Compare Across Chains (click any chain to see this-chain-pick vs default ★ winner)

★ (default winner)Mar '27 (287d) — This IS the default ★ pick: Pure 68ct Long Call $1220
This panel represents the current ★ default pick — the same structure shown in the Best Fortress card and Verdict above. Use other chain panels to see how alternates compare.
Jun '27 (377d) Pure 42ct Long Call $1240  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Jun '27 Pure 42ct DEFAULT ★: Mar '27 Pure 68ct Better
Score3,189,8574,636,010DEFAULT ★ (-31%)
Contracts4268DEFAULT ★ (-38%)
IC (capital)$49,350$49,640THIS (-1%)
Max Loss$49,350$49,640THIS (-1%)
Breakeven$1,251.75$1,227.30DEFAULT ★ (+2%)
Theta/day$-131$-442THIS (+70%)
Weighted P&L$3,138,680$5,228,171DEFAULT ★ (-40%)
ROIC (weighted)6360%10532%DEFAULT ★ (-40%)
DTE377287THIS (+31%)

Weighted P&L: THIS $+3,138,680  |  DEFAULT ★ $+5,228,171  |  diff $-2,089,492   → DEFAULT ★ pays $+2,089,492 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Sep '27 (469d) Pure 26ct Long Call $1240  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Sep '27 Pure 26ct DEFAULT ★: Mar '27 Pure 68ct Better
Score2,180,6664,636,010DEFAULT ★ (-53%)
Contracts2668DEFAULT ★ (-62%)
IC (capital)$49,790$49,640tie
Max Loss$49,790$49,640tie
Breakeven$1,259.15$1,227.30DEFAULT ★ (+3%)
Theta/day$-196$-442THIS (+56%)
Weighted P&L$1,923,752$5,228,171DEFAULT ★ (-63%)
ROIC (weighted)3864%10532%DEFAULT ★ (-63%)
DTE469287THIS (+63%)

Weighted P&L: THIS $+1,923,752  |  DEFAULT ★ $+5,228,171  |  diff $-3,304,419   → DEFAULT ★ pays $+3,304,419 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '27 (560d) Pure 19ct Long Call $1240  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Dec '27 Pure 19ct DEFAULT ★: Mar '27 Pure 68ct Better
Score1,724,4864,636,010DEFAULT ★ (-63%)
Contracts1968DEFAULT ★ (-72%)
IC (capital)$49,970$49,640DEFAULT ★ (+1%)
Max Loss$49,970$49,640DEFAULT ★ (+1%)
Breakeven$1,266.30$1,227.30DEFAULT ★ (+3%)
Theta/day$-156$-442THIS (+65%)
Weighted P&L$1,392,234$5,228,171DEFAULT ★ (-73%)
ROIC (weighted)2786%10532%DEFAULT ★ (-74%)
DTE560287THIS (+95%)

Weighted P&L: THIS $+1,392,234  |  DEFAULT ★ $+5,228,171  |  diff $-3,835,937   → DEFAULT ★ pays $+3,835,937 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jan '28 (595d) Pure 17ct Long Call $1230  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Jan '28 Pure 17ct DEFAULT ★: Mar '27 Pure 68ct Better
Score1,602,2714,636,010DEFAULT ★ (-65%)
Contracts1768DEFAULT ★ (-75%)
IC (capital)$49,980$49,640DEFAULT ★ (+1%)
Max Loss$49,980$49,640DEFAULT ★ (+1%)
Breakeven$1,259.40$1,227.30DEFAULT ★ (+3%)
Theta/day$-136$-442THIS (+69%)
Weighted P&L$1,254,943$5,228,171DEFAULT ★ (-76%)
ROIC (weighted)2511%10532%DEFAULT ★ (-76%)
DTE595287THIS (+107%)

Weighted P&L: THIS $+1,254,943  |  DEFAULT ★ $+5,228,171  |  diff $-3,973,228   → DEFAULT ★ pays $+3,973,228 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 7. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Jun '28 (742d) Pure 12ct Long Call $1250  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Jun '28 Pure 12ct DEFAULT ★: Mar '27 Pure 68ct Better
Score1,213,9314,636,010DEFAULT ★ (-74%)
Contracts1268DEFAULT ★ (-82%)
IC (capital)$49,200$49,640THIS (-1%)
Max Loss$49,200$49,640THIS (-1%)
Breakeven$1,291.00$1,227.30DEFAULT ★ (+5%)
Theta/day$-101$-442THIS (+77%)
Weighted P&L$851,409$5,228,171DEFAULT ★ (-84%)
ROIC (weighted)1731%10532%DEFAULT ★ (-84%)
DTE742287THIS (+159%)

Weighted P&L: THIS $+851,409  |  DEFAULT ★ $+5,228,171  |  diff $-4,376,762   → DEFAULT ★ pays $+4,376,762 more under this mode's weights.

Dim-by-dim: THIS wins 4, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Dec '28 (924d) Pure 8ct Long Call $1200  vs  ★ DEFAULT Mar '27 (287d) Pure 68ct Long Call $1220
Dimension THIS: Dec '28 Pure 8ct DEFAULT ★: Mar '27 Pure 68ct Better
Score930,4494,636,010DEFAULT ★ (-80%)
Contracts868DEFAULT ★ (-88%)
IC (capital)$49,800$49,640tie
Max Loss$49,800$49,640tie
Breakeven$1,262.25$1,227.30DEFAULT ★ (+3%)
Theta/day$-77$-442THIS (+83%)
Weighted P&L$584,794$5,228,171DEFAULT ★ (-89%)
ROIC (weighted)1174%10532%DEFAULT ★ (-89%)
DTE924287THIS (+222%)

Weighted P&L: THIS $+584,794  |  DEFAULT ★ $+5,228,171  |  diff $-4,643,377   → DEFAULT ★ pays $+4,643,377 more under this mode's weights.

Dim-by-dim: THIS wins 2, DEFAULT wins 5. "THIS" pays more = anchor here instead. "DEFAULT" pays more = current pick stays best.

Best Fortress: $1140C / $710P / $640P (Mar '27, 287d)

LegActionStrikePriceDelta
LCBUY$1140.0C$9.45+0.096
SPSELL$710.0P$125.70-0.569
HPBUY$640.0P$84.15+0.438
CtDeltaICMLBEThetaLevScoreROIC
13 -0.035/sh (-45) $-41,730$49,270 $1107.90 (+77%)$-103/d 16.5x1,005,708+0%

Verdict: PURE PREFERRED

Dimension Fortress Pure Winner
$1140C / $710P / $640P
13 contracts · Mar '27 (287d)		 $1220C
68 contracts · Mar '27 (287d)
Score1,005,7084,636,010PURE (-78%)
Contracts1368PURE (-81%)
IC (capital)$-41,730$49,640FORT (-184%)
Max Loss$49,270$49,640FORT (-1%)
Breakeven$1,107.90$1,227.30FORT (-10%)
Theta/day$-103$-442FORT (-77%)
ROIC (weighted)0%10532%PURE (-100%)

Pure scores +78% — too wide a gap to justify the 3-leg fortress complexity. Buy the pure call.

Stop Profile (MTM loss if stop hits)

StopStock at Fortress 13ctPure 68ctStock 79sh
-5%$594.61-$1,408-$16,278-$2,472
-10%$563.32-$2,816-$32,555-$4,945
-15%$532.02-$4,224-$48,833-$7,417
-20%$500.73-$5,632-$65,111-$9,889
-30%$438.14-$8,448-$97,666-$14,834

Loss = |net_delta_total * stock_price * stop_pct|. Delta-only first-order estimate; ignores vega/theta. Conservative (LOW-end) — real MTM loss is typically 10-30% larger due to extrinsic compression on a fast move.

P&L Comparison

MovePriceFortress 13ct Mar'27Pure 68ct Mar'27Stock 79shF-P DiffWinner
-19%$501$-49,270$-49,640$-9,889$+370(Stock)
+0%$626$-49,270$-49,640$0$+370(Stock)
+50%$939$+41,730$-49,640$+24,723$+91,370(Fort)
+100%$1,252$+187,096$+166,736$+49,447$+20,360(Fort)
+200%$1,878$+1,000,779$+4,422,924$+98,894$-3,422,145(Pure)
+300%$2,504$+1,814,462$+8,679,112$+148,341$-6,864,650(Pure)
+400%$3,130$+2,628,145$+12,935,300$+197,788$-10,307,155(Pure)
+700%$5,007$+5,069,194$+25,703,864$+346,128$-20,634,670(Pure)
+1000%$6,885$+7,510,243$+38,472,428$+494,469$-30,962,185(Pure)
Weighted—$+1,134,168$+5,228,171$+103,289$-4,094,004(Pure)

How to read the Weighted row: your expected dollar P&L if all the scenarios above played out, with each weighted by how much it matters for this mode. 3-4x thesis: huge moves matter most. +200% (3x) and +300% (4x) get the biggest weights. +400% counted as tail; +700% / +1000% rows shown above are eye candy and don't count. The Score is this same number multiplied by √(DTE/365) so longer-dated chains get a small bonus.

CC Overlay

No CC candidates found above breakeven. Run live (without --csv) if CC data was not included in the CSV export.