FORTRESS CC SCANNER | COPX

Generated 2026-05-12 22:50 · 38 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 73 · RSI 61 · MACD bearish (rising) · 1σw 6.7%
ref $95 · UBBspot $87.80MA $82LBB $690MACD -0.567030RSI 61── 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: $93.64.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 1.17 (partial leg data) Used to scale @cap appreciation portion below
LC
$50
619d · qty +50 · Δ 0.89
SP
$90
619d · qty -50 · Δ 0.37
HP
$71
37d · qty +50 · Δ 0.09
Stock Price
$87.75
Safe Strike
$84.00
Margin: $3.75
Contracts
50
5,000 shares
Max Delta Filter
0.40
Status
SOLVENT
4.3% 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 COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice