Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 24 · RSI 48 · MACD bearish (falling) · 1σw 8.0%

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: $93.89.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.13 (partial leg data) Used to scale @cap appreciation portion below

$60

627d · qty +6 · Δ 0.86

$76

627d · qty -6 · Δ 0.28

$26

74d · qty +6 · Δ 0.00

Stock Price

$87.01

Safe Strike

$80.00

Margin: $7.01

Contracts

600 shares

Max Delta Filter

0.40

Status

SOLVENT

8.1% 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 | GDX