feat(PRICING-003): use true GLD backing for hedge contract count

app/strategies/laddered_put.py

@@ -3,10 +3,13 @@ from __future__ import annotations
 from dataclasses import dataclass
 
 from app.strategies.base import BaseStrategy, StrategyConfig
+
+# Re-export for test access
 from app.strategies.protective_put import (
     DEFAULT_SCENARIO_CHANGES,
     ProtectivePutSpec,
     ProtectivePutStrategy,
+    gld_ounces_per_share,  # noqa: F401
 )
 
 
@@ -87,7 +90,7 @@ class LadderedPutStrategy(BaseStrategy):
             contract = leg.build_contract()
             weighted_payoff = contract.payoff(threshold_price) * weight
             total_payoff += weighted_payoff
-            floor_value += contract.strike * leg.hedge_units * weight
+            floor_value += contract.strike * contract.notional_units * weight
             leg_protection.append(
                 {
                     "weight": weight,