Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 66 · RSI 59 · MACD bearish (rising) · 1σw 6.6%

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: $90.91.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.15 (partial leg data) Used to scale @cap appreciation portion below

$50

623d · qty +50 · Δ 0.89

$90

623d · qty -50 · Δ 0.38

$71

41d · qty +50 · Δ 0.12

Stock Price

$85.29

Safe Strike

$84.00

Margin: $1.29

Contracts

5,000 shares

Max Delta Filter

0.40

Status

SOLVENT

1.5% 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 | COPX