Fortress CC Scanner

WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 62 · MACD bullish (rising) · 1σw 15.5%

Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($20.12) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $23.68.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.07 (partial leg data) Used to scale @cap appreciation portion below

$12

623d · qty +50 · Δ 0.86

$17

623d · qty -50 · Δ 0.22

41d · qty +50 · Δ 0.01

Stock Price

$20.50

Safe Strike

$16.80

Margin: $3.70

Contracts

5,000 shares

Max Delta Filter

0.40

Status

SOLVENT

18.0% above SS

Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity

BEST PER EXPIRATION

ALL CANDIDATES

FORTRESS CC SCANNER | CIFR