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The study sizes the option to cap your maximum loss at the accepted value — "worst case" is the largest loss at any price (including the strike valley), not just at liquidation. Probabilities come from the market's own implied vol (estimates, not promises). With an entry price different from the market, premiums are repriced for the hypothetical spot (Black-76, sticky-IV — an estimate) and "Execute…" becomes a pending order: limit at the entry + automatic option/TP once it fills (requires the app or watch.py running). Click a row to see the payoff.

Fixes entry, target and direction and sweeps margin × accepted loss × cover-at-price (leverage and expiry are already swept inside each study). The three metrics disagree on purpose — click a header to sort: R/R = profit per $1 of worst case (ignores how much capital is tied up); ROI margin = profit ÷ margin (ignores the insurance cost); ROI capital = profit ÷ (margin + insurance) — favours a small margin with high leverage, and only makes sense if the leftover USDC earns elsewhere. The insurance cap is a filter, not a sweep axis: a tighter cap only removes rows, it never picks a different option. recovers @ is the price where the whole margin comes back (insurance cost included) — it has to be close to be worth anything, so the σ box drops structures that only pay off beyond that many typical moves (1.5σ is the same bar the ⭐ uses; clear it to see everything). Click a row to load it in Study, where you get the payoff, liquidity and the execute button.

Opens or increases a plain isolated perp (BTC/ETH/SOL) — the app does NOT attach or resize a protective option here. Give margin + target liquidation price and the app picks the leverage (or set the leverage directly). With a hedge cycle open, the add MERGES into the cycle position (same side only), TP/SL are re-armed to the new size, and you should re-check protection via Roll. The REAL liq comes from HL after the order.

Opens a NAKED perp only (entry or current price + target liquidation price + capital → the app computes the leverage). No option is bought now — a protection_score runs on every monitoring tick and decides on its own whether/when to buy a protective put/call (NO PUT / 7D / 3D / 1D), buying automatically when the score says so and logging every decision.

LPs are created and managed on vFat/Aerodrome — adopt the NFT here and the bot tracks live value, fees and AERO (read-only on Base) and hedges the leg that has a GMX market with a short (bands for USDC pools; real on-chain amount for volatile/volatile pools). Manual GMX actions below disable the auto hedge of that market. One-sided is auto-detected when `lower` is within 0.5% of the entry price — check the box to force it explicitly (e.g. if vFat's actual entry ends up a bit off from the intended bottom).

Manual control of the bot's GMX wallet (Arbitrum). Fund it by sending USDC on Arbitrum to the wallet address shown above. Any action here disables the auto hedge of the touched market. Estimated liq is a formula — the real one comes from GMX after the order.

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