GENERATED2026-10-12 21:48

FORTRESS CC SCANNER | AMZN-0.2%

Generated 2026-10-12 21:48 · 77 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 71 · RSI 56 · MACD bearish (rising) · 1σw 4.8%
ref $276 · UBBspot $262.56MA $253LBB $2300MACD -0.677030RSI 56── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Normal CC writing territory. Sell at or above the fortress safe strike. 1-sigma weekly move above spot is a reasonable floor. Suggested CC floor: $275.11.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · UPCOMING 2026-10-29 (Thu) in 17 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.12 (partial leg data) Used to scale @cap appreciation portion below
LC
$200.00
466d · qty +5 · Δ 0.85
SP
$250.00
466d · qty -5 · Δ 0.34
HP
$215.00
39d · qty +5 · Δ 0.06
Stock Price
$262.17
Entry Price
$269.00
-2.5% since entry
BE Safe Strike
$267.92
UNDERWATER by $5.75 · reference only
CC-Safe Floor (BS, $0 prem)
$270.95
+3.4% vs spot · +3 vs BE SS · lower w/ premium
Fortress MTM
-$4,380
vs net debit 67.92
Contracts
5
500 shares
Account: Joint:1782
Max Delta Filter
0.40
Status
DRAWDOWN
$6.83 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 8949 graded picks · as of 2026-10-10 (ledger_calibration.json, by sigma band, never re-graded)
BEST PER EXPIRATION
ALL CANDIDATES
FORTRESS COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · BE Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice