GENERATED2026-07-10 03:43

FORTRESS CC SCANNER | IGV

Generated 2026-07-10 03:43 · 68 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 73 · RSI 52 · MACD bullish (rising) · 1σw 5.7%
ref $101 · UBBspot $93.73MA $88LBB $750MACD +1.267030RSI 52── weekly close · ┈┈ BB(20,2) · / MACD(12,26,9) hist · ── RSI(14) · 78w
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: $99.08.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.84 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$70.00
560d · qty +12 · Δ 0.84
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$93.73
Entry Price
$85.00
+10.3% since entry
BE Safe Strike
$96.50
UNDERWATER by $2.77 · reference only
CC-Safe Floor (BS, $0 prem)
$87.74
-6.4% vs spot · -9 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Main:1299
Max Delta Filter
0.40
Status
SOLVENT
$8.73 above entry
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