Institutional 3-Leg Blueprint
🔄 1x1x1 Asymmetric Structure Screener
Proprietary 3-leg institutional options structure engineered to generate a Net Put-Wing Credit while financing downside protection and upside convexity. Reverse Time-Diagonal Put + Long Call at Gamma Wall strikes with front-month cushion.
Leg 1 • Protected Floor Leg (•• DTE)
Strike •••% below Spot (~ ••• Δ). Locks in an immediate crash floor.
Leg 2 • Financed Wing Leg (•• DTE)
Strike anchored at institutional wall (~••% OTM) to generate net credit.
Leg 3 • Convexity Upside Leg (•• DTE)
Delta-matched convexity leg with open air to overhead resistance.
Liquid Setups Scanned
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Live OPRA / Snapshot
Net Put-Wing Credit (≥ $0)
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60d Short Put ≥ 14d Long Put
Open Air ≥ 5% to Call Wall
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Unblocked upside runway
Avg Front-Month Put Cushion
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Leg 1 Strike minus Leg 2 Strike
Scanning Institutional 1x1x1 Option Structures...
Matching 14d Protective Puts, 60d Gamma Floor Puts & 38d ATM Calls