Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 47 · RSI 50 · MACD bearish (rising) · 1σw 6.8%

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: $229.07.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

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

$140

770d · qty +5 · Δ 0.85

$175

770d · qty -5 · Δ 0.23

$125

70d · qty +5 · Δ 0.02

Stock Price

$217.36

Safe Strike

$187.95

Margin: $29.41

Contracts

500 shares

Max Delta Filter

0.40

Status

SOLVENT

13.5% 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 | FSLR