Portfolio Stress Test

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Total Put Obligation -- Total Assignment of all Puts
Acquisition Capital -- 0.0% of total put obligation
Yield Capital -- 0.0% of total put obligation
Expected Monthly Yield -- Yield: $0 | Acq: $0
Post-Assignment Margin Debt Spike -- New borrowing required for assignment
Post-Assignment Survival Buffer -- Before simulated drawdown
Monthly Margin Carry Cost Drag -- Estimated on incremental assignment debt
Distance to Eviction Line -- Market decline to a zero survival buffer
Stock Maintenance Margin Rate
VIX Volatility Regime Standard (18% Eviction Line)

Model basis: NET_CASH is used as available cash for assignment debt; base maintenance is estimated as NLV minus EXCESS_LIQ. Assignment is treated as a cash-to-equity conversion with no immediate NLV change. Drawdown reduces equity by the shock amount, with maintenance relief applied at the selected rate.

CSP Assignment Matrix

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Ticker
Contracts (QTY) Strike Required Capital Maintenance Impact
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Total----
New Assignment Maintenance--
Revised Excess Liquidity--
Effective Eviction Line Floor--
Drawdown Shock Impact--
Remaining Buffer at Selected Shock--
Post-Assignment Margin Debt--