FORTRESS CC SCANNER | IGV

Generated 2026-04-09 22:51 · 41 candidates scored
NORMAL MODE
Stock Price
$79.87
Safe Strike
$81.00
UNDERWATER by $1.13
Contracts
50
5,000 shares
Max Delta Filter
0.40
Status
DRAWDOWN
1.4% 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 COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice