Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 38 · RSI 53 · MACD bearish (rising) · 1σw 3.8%

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: $456.00.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.08 (partial leg data) Used to scale @cap appreciation portion below

$320

619d · qty +10 · Δ 0.89

$450

619d · qty -10 · Δ 0.46

$410

49d · qty +10 · Δ 0.28

Stock Price

$429.90

Safe Strike

$456.00

UNDERWATER by $26.10

Contracts

1,000 shares

Max Delta Filter

0.40

Status

DRAWDOWN

6.1% below 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 | GLD