The first wager was for $1,000, numbnuts. You failed to provide the $-risk. A couple of hours later you posted the screenshot for the $93 figure. I missed it and baited you with the $10,000 stating that you had not posted the dollar-risk figure on the digital. I had missed your post but it was irrelevant. Refusing to provide proof, as you had by simply posting 23.25/100.00, forced you to lose the $1,000 wager. I couldn't get you to provide the screenshot so I upped it to $10,000. Make it $1,000,000,000,000,000,000.00. It's moot. You're not allowed (as you've stated) "unlimited time" to proof your wager. Two hours? Sorry!
You are getting on my nerves with your secrecy, either play with open hands like a man, or just pi*s off! Because you are not contributing anything to this discussion, but disturbing it.
The idea that a 50% loss on an option/position, is an ideal SL is ridiculous. It implies that a nearly 50% loss is optimal in terms of price-recovery on a valid-sample. The vast majority of long calls or puts would be deeply OTM and/or a significant period of time would have elapsed (at a 50% loss). OTM delta, gamma -> delta-drift, loss to synthetic vol (opportunity loss expressed as time to exp), etc. I don't need to see your f*cked data to know you're woefully out of your depth.
I think you lost the overview. It just shows that a 50% SL very well makes sense with options, as was said here and when you questioned it. Q.E.D.