Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 68 · RSI 56 · MACD bullish (rising) · 1σw 6.9%

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: $249.38.
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

767d · qty +5 · Δ 0.87

$175

767d · qty -5 · Δ 0.20

$125

67d · qty +5 · Δ 0.01

Stock Price

$233.22

Safe Strike

$187.95

Margin: $45.28

Contracts

500 shares

Max Delta Filter

0.40

Status

SOLVENT

19.4% 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