Position · NFAI engine
The layer after the scanner. Enter the fill; the engine answers what the underlying has to do to hit each target and stop, how healthy the position is, and how to manage it.
Paid 1.82 · break-even 756.82
At risk
$182
Position
Targets & stop
What SPY needs to do
758.04
SPY +4.04
3.64
+$182
756.82
SPY +2.82
1.82
even
756.02
SPY +2.02
2.73
+$91
754.81
SPY +0.81
2.18
+$36
753.19
SPY -0.81
1.46
-$36
Underlying move is a first-order delta estimate · ignores gamma, theta, IV
Position health
Mid-delta; needs the move to come soon.
Right at the strike; every tick matters.
0DTE: decay is brutal and intraday. This is a same-session trade.
IV is mid; manageable crush risk.
The tape is with the position.
Theta decay
0DTE: extrinsic value bleeds out through the day and accelerates into the close.
Exit by conviction
Good odds, not a layup. Take the meat of the move and protect the rest.
Partial profit
Sell half at +20%, move the stop to break-even, hold half toward +50%.
Trade plan
Risk
$36
Reward (T3)
+$182
R : R
5×
Move to T1
+0.11%
Exposure
$182
Capital at risk, break-even, and dollar P&L at a premium are exact. The underlying move for each level is a first-order delta estimate and theta figures are heuristic, both labeled where shown. Educational, not investment advice.
