UNH → $1Tn Thesis
LEAPS $260 Strike | Delta 0.85 | Target +158%
Full range
Jul 7, 2026 → Jul 7, 2026
Data points
1,000 trading days
As of
2026-07-07
Timeframe
MAX (full period)
Slice range
Jul 7, 2026 → Jul 7, 2026
Slice points
1,000 days
Slice years
4.0Y equivalent
% of full
100%
Thesis
UNH → $1T market cap
Instrument
LEAPS $260 Strike, Dec 2028
Data
yfinance + Monte Carlo (1,000 GBM paths)
Kelly threshold
30%
Kelly Sizing (¼ Fraccional)
Roll-Over Strategy PnL
No-Roll$80,400
Trigger B (Delta+Cooldown)$83,605
Trigger A (Fixed T<1yr)$75,963