CURRENT POSITION
| Leg | Strike | Expiry | DTE | Qty |
Mid | Intrinsic | Time Val | Delta | Unrealized |
|---|
| HP | $300.0P | Dec'27 | 596d | +25 | $143.375 | $119.445 | $23.930 | 0.561 | $151,977 |
| SP | $330.0P | Dec'27 | 596d | -25 | $168.475 | $149.445 | $19.030 | 0.614 | $-171,962 |
| LC | $500.0C | Dec'27 | 596d | +25 | $17.175 | $0.000 | $17.175 | 0.260 | $-156,473 |
RESTRUCTURE (ROLL)
Put SpreadEXHAUSTED (100% of max loss)
LC VitalityMODERATE (delta 0.260)
SP DepthDEEP ITM (83%)
TimeSTRONG (596d remaining)
Safe Strike$563.00 (3.1x stock)
StructureSS 3.1x stock ($563)
CrossoverAI break-even $347 (1.9x) | less-bad than DN above $284 (1.6x)
Current Max Loss: $232,496 | Current Recovery: $563.00 | 62,344 candidates evaluated
BEST FOR CREDIT
LC $490C / SP $360P / HP $300P (LC_SP)
Maximizes cash returned. You collect CR $39,750 (17% of current ML back). No new capital into the trade.
CostCR $39,750
ML Change+$35,250
Recovery$563.00 -> $537.10
Delta9.2
Margin+$12,937
Close:
Sell 25x 500C @ $15.75Buy 25x 330P @ $170.70Open:
Buy 25x Dec 17 '27 $490C @ $20.05Sell 25x Dec 17 '27 $360P @ $190.90P&L Scenarios (Current BE: $563.00 | Repair BE: $537.10)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-267,746 | $-232,496 | $-35,250 |
| $45.14 | -75% | $-267,746 | $-232,496 | $-35,250 |
| $90.28 | -50% | $-267,746 | $-232,496 | $-35,250 |
| $144.44 | -20% | $-267,746 | $-232,496 | $-35,250 |
| $180.56 | 0% | $-267,746 | $-232,496 | $-35,250 |
| $225.69 | 25% | $-267,746 | $-232,496 | $-35,250 |
| $270.83 | 50% | $-267,746 | $-232,496 | $-35,250 |
| $300.00 | 66% | $-267,746 | $-232,496 | $-35,250 |
| $330.00 | 83% | $-192,746 | $-157,496 | $-35,250 |
| $360.00 | 99% | $-117,746 | $-157,496 | $+39,750 |
| $361.11 | 100% | $-117,746 | $-157,496 | $+39,750 |
| $451.39 | 150% | $-117,746 | $-157,496 | $+39,750 |
| $490.00 | 171% | $-117,746 | $-157,496 | $+39,750 |
| $500.00 | 177% | $-92,746 | $-157,496 | $+64,750 |
| $537.10 ◀ | 197% | $4 | $-64,746 | $+64,750 |
| $541.66 | 200% | $11,404 | $-53,346 | $+64,750 |
| $722.22 | 300% | $462,804 | $398,054 | $+64,750 |
| $902.78 | 400% | $914,204 | $849,454 | $+64,750 |
BEST FOR MARGIN
LC $490C / SP $350P / HP $300P (LC_SP)
Lowest ML increase among all credit candidates. ML change +$33,250 (14% increase vs current $232,496). Still collects CR $16,750.
CostCR $16,750
ML Change+$33,250
Recovery$563.00 -> $546.30
Delta8.8
Margin+$9,221
Close:
Sell 25x 500C @ $15.75Buy 25x 330P @ $170.70Open:
Buy 25x Dec 17 '27 $490C @ $20.05Sell 25x Dec 17 '27 $350P @ $181.70P&L Scenarios (Current BE: $563.00 | Repair BE: $546.30)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-265,746 | $-232,496 | $-33,250 |
| $45.14 | -75% | $-265,746 | $-232,496 | $-33,250 |
| $90.28 | -50% | $-265,746 | $-232,496 | $-33,250 |
| $144.44 | -20% | $-265,746 | $-232,496 | $-33,250 |
| $180.56 | 0% | $-265,746 | $-232,496 | $-33,250 |
| $225.69 | 25% | $-265,746 | $-232,496 | $-33,250 |
| $270.83 | 50% | $-265,746 | $-232,496 | $-33,250 |
| $300.00 | 66% | $-265,746 | $-232,496 | $-33,250 |
| $330.00 | 83% | $-190,746 | $-157,496 | $-33,250 |
| $350.00 | 94% | $-140,746 | $-157,496 | $+16,750 |
| $361.11 | 100% | $-140,746 | $-157,496 | $+16,750 |
| $451.39 | 150% | $-140,746 | $-157,496 | $+16,750 |
| $490.00 | 171% | $-140,746 | $-157,496 | $+16,750 |
| $500.00 | 177% | $-115,746 | $-157,496 | $+41,750 |
| $541.66 | 200% | $-11,596 | $-53,346 | $+41,750 |
| $546.30 ◀ | 203% | $4 | $-41,746 | $+41,750 |
| $722.22 | 300% | $439,804 | $398,054 | $+41,750 |
| $902.78 | 400% | $891,204 | $849,454 | $+41,750 |
BEST FOR RECOVERY
LC $330C / SP $360P / HP $300P (LC_SP)
Lowest recovery among credit candidates with ML increase under 50% of current ML. Recovery at $392.8 (2.2x stock), collects CR $500, ML change +$74,500.
CostCR $500
ML Change+$74,500
Recovery$563.00 -> $392.80
Delta14.2
Margin+$40,800
Close:
Sell 25x 500C @ $15.75Buy 25x 330P @ $170.70Open:
Buy 25x Dec 17 '27 $330C @ $35.75Sell 25x Dec 17 '27 $360P @ $190.90P&L Scenarios (Current BE: $563.00 | Repair BE: $392.80)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-306,996 | $-232,496 | $-74,500 |
| $45.14 | -75% | $-306,996 | $-232,496 | $-74,500 |
| $90.28 | -50% | $-306,996 | $-232,496 | $-74,500 |
| $144.44 | -20% | $-306,996 | $-232,496 | $-74,500 |
| $180.56 | 0% | $-306,996 | $-232,496 | $-74,500 |
| $225.69 | 25% | $-306,996 | $-232,496 | $-74,500 |
| $270.83 | 50% | $-306,996 | $-232,496 | $-74,500 |
| $300.00 | 66% | $-306,996 | $-232,496 | $-74,500 |
| $330.00 | 83% | $-231,996 | $-157,496 | $-74,500 |
| $360.00 | 99% | $-81,996 | $-157,496 | $+75,500 |
| $361.11 | 100% | $-79,221 | $-157,496 | $+78,275 |
| $392.80 ◀ | 118% | $4 | $-157,496 | $+157,500 |
| $451.39 | 150% | $146,479 | $-157,496 | $+303,975 |
| $500.00 | 177% | $268,004 | $-157,496 | $+425,500 |
| $541.66 | 200% | $372,154 | $-53,346 | $+425,500 |
| $722.22 | 300% | $823,554 | $398,054 | $+425,500 |
| $902.78 | 400% | $1,274,954 | $849,454 | $+425,500 |
BEST ROLL (for ROI)
LC $260C / SP $450P / HP $390P (ROLL)
Highest pick_score among all rolls (capital-efficient upside per $ at risk). Rolls to Jan '28 (631d DTE). Costs DR $38,000, ML change +$113,000. Recovery at $394.1 (2.2x stock). Dead zone: $0.
CostDR $38,000
ML Change+$113,000
Recovery$563.00 -> $394.10
Delta15.8
Margin+$50,243
Close:
Sell 25x 500C @ $15.75Buy 25x 330P @ $170.70Sell 25x 300P @ $141.10Open:
Buy 25x Jan 21 '28 $260C @ $49.50Sell 25x Jan 21 '28 $450P @ $271.50Buy 25x Jan 21 '28 $390P @ $223.35P&L Scenarios (Current BE: $563.00 | Repair BE: $394.10)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-345,496 | $-232,496 | $-113,000 |
| $45.14 | -75% | $-345,496 | $-232,496 | $-113,000 |
| $90.28 | -50% | $-345,496 | $-232,496 | $-113,000 |
| $144.44 | -20% | $-345,496 | $-232,496 | $-113,000 |
| $180.56 | 0% | $-345,496 | $-232,496 | $-113,000 |
| $225.69 | 25% | $-345,496 | $-232,496 | $-113,000 |
| $260.00 | 44% | $-345,496 | $-232,496 | $-113,000 |
| $270.83 | 50% | $-318,421 | $-232,496 | $-85,925 |
| $300.00 | 66% | $-245,496 | $-232,496 | $-13,000 |
| $330.00 | 83% | $-170,496 | $-157,496 | $-13,000 |
| $361.11 | 100% | $-92,721 | $-157,496 | $+64,775 |
| $390.00 | 116% | $-20,496 | $-157,496 | $+137,000 |
| $394.10 ◀ | 118% | $4 | $-157,496 | $+157,500 |
| $450.00 | 149% | $279,504 | $-157,496 | $+437,000 |
| $451.39 | 150% | $282,979 | $-157,496 | $+440,475 |
| $500.00 | 177% | $404,504 | $-157,496 | $+562,000 |
| $541.66 | 200% | $508,654 | $-53,346 | $+562,000 |
| $722.22 | 300% | $960,054 | $398,054 | $+562,000 |
| $902.78 | 400% | $1,411,454 | $849,454 | $+562,000 |
AI TOP PICK
LC $250C / SP $330P / HP $300P (LC_ONLY)
Selected because it costs DR $84,500. ML increase +$84,500 (36%). recovery at $347 (1.9x stock). only changes LC (1-leg trade, simplest), and no dead zone (every dollar of upside generates P&L). Best Credit ($39,750 CR) has $-44,750 more credit but recovery at $537 vs $347. Best Recovery ($393) has $-46 lower break-even but collects $84,000 less credit.
CostDR $84,500
ML Change+$84,500
Recovery$563.00 -> $346.80
Delta15.4
Margin+$49,312
Close:
Sell 25x 500C @ $15.75Open:
Buy 25x Dec 17 '27 $250C @ $49.55P&L Scenarios (Current BE: $563.00 | Repair BE: $346.80)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-316,996 | $-232,496 | $-84,500 |
| $45.14 | -75% | $-316,996 | $-232,496 | $-84,500 |
| $90.28 | -50% | $-316,996 | $-232,496 | $-84,500 |
| $144.44 | -20% | $-316,996 | $-232,496 | $-84,500 |
| $180.56 | 0% | $-316,996 | $-232,496 | $-84,500 |
| $225.69 | 25% | $-316,996 | $-232,496 | $-84,500 |
| $250.00 | 38% | $-316,996 | $-232,496 | $-84,500 |
| $270.83 | 50% | $-264,921 | $-232,496 | $-32,425 |
| $300.00 | 66% | $-191,996 | $-232,496 | $+40,500 |
| $330.00 | 83% | $-41,996 | $-157,496 | $+115,500 |
| $346.80 ◀ | 92% | $4 | $-157,496 | $+157,500 |
| $361.11 | 100% | $35,779 | $-157,496 | $+193,275 |
| $451.39 | 150% | $261,479 | $-157,496 | $+418,975 |
| $500.00 | 177% | $383,004 | $-157,496 | $+540,500 |
| $541.66 | 200% | $487,154 | $-53,346 | $+540,500 |
| $722.22 | 300% | $938,554 | $398,054 | $+540,500 |
| $902.78 | 400% | $1,389,954 | $849,454 | $+540,500 |
AI ALTERNATIVE (CREDIT)
LC $340C / SP $360P / HP $300P (LC_SP)
Highest pick_score candidate with a net credit. It collects CR $6,250 (3% of ML), ML increase +$68,750 (30%), recovery at $400 (2.2x stock). shown because AI Top Pick costs DR $84,500 — this is the best pick_score candidate with a net credit, for traders who prefer not to add capital to the repair.
CostCR $6,250
ML Change+$68,750
Recovery$563.00 -> $400.50
Delta13.9
Margin+$38,498
Close:
Sell 25x 500C @ $15.75Buy 25x 330P @ $170.70Open:
Buy 25x Dec 17 '27 $340C @ $33.45Sell 25x Dec 17 '27 $360P @ $190.90P&L Scenarios (Current BE: $563.00 | Repair BE: $400.50)
| Stock | Change | P&L | Do Nothing | Diff |
|---|
| $1.81 | -99% | $-301,246 | $-232,496 | $-68,750 |
| $45.14 | -75% | $-301,246 | $-232,496 | $-68,750 |
| $90.28 | -50% | $-301,246 | $-232,496 | $-68,750 |
| $144.44 | -20% | $-301,246 | $-232,496 | $-68,750 |
| $180.56 | 0% | $-301,246 | $-232,496 | $-68,750 |
| $225.69 | 25% | $-301,246 | $-232,496 | $-68,750 |
| $270.83 | 50% | $-301,246 | $-232,496 | $-68,750 |
| $300.00 | 66% | $-301,246 | $-232,496 | $-68,750 |
| $330.00 | 83% | $-226,246 | $-157,496 | $-68,750 |
| $340.00 | 88% | $-201,246 | $-157,496 | $-43,750 |
| $360.00 | 99% | $-101,246 | $-157,496 | $+56,250 |
| $361.11 | 100% | $-98,471 | $-157,496 | $+59,025 |
| $400.50 ◀ | 122% | $4 | $-157,496 | $+157,500 |
| $451.39 | 150% | $127,229 | $-157,496 | $+284,725 |
| $500.00 | 177% | $248,754 | $-157,496 | $+406,250 |
| $541.66 | 200% | $352,904 | $-53,346 | $+406,250 |
| $722.22 | 300% | $804,304 | $398,054 | $+406,250 |
| $902.78 | 400% | $1,255,704 | $849,454 | $+406,250 |
NOTES:
- EST = estimated prices (deep ITM, after hours). Verify during market hours.
- Safe Strike = Max(LC + ND, (LC + SP + ND) / 2). See Fortress formula.
- Execute as combo/spread orders in TWS for best fills.
- P&L scenarios assume hold to expiry.