Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 69 · RSI 55 · MACD bullish (rising) · 1σw 11.6%

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: $107.54.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.05 (partial leg data) Used to scale @cap appreciation portion below

$45.00

851d · qty +5 · Δ 0.91

$65.00

851d · qty -5 · Δ 0.16

$40.00

116d · qty +5 · Δ 0.02

Stock Price

$96.54

Entry Price

$90.85

+6.3% since entry

BE Safe Strike

$87.00

Margin: $9.54 · reference only

CC-Safe Floor (BS, $0 prem)

$89.96

-6.8% vs spot · +3 vs BE SS · lower w/ premium

Contracts

500 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$5.69 above entry

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 | CRCL