GENERATED2026-07-11 03:38

FORTRESS CC SCANNER | IGV

Generated 2026-07-11 03:38 · 80 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 68 · RSI 51 · MACD bullish (falling) · 1σw 5.7%
ref $101 · UBBspot $92.44MA $88LBB $750MACD +1.187030RSI 51── 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: $97.72.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.83 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$70.00
559d · qty +12 · Δ 0.83
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$92.44
Entry Price
$85.00
+8.8% since entry
BE Safe Strike
$96.50
UNDERWATER by $4.06 · reference only
CC-Safe Floor (BS, $0 prem)
$87.57
-5.3% vs spot · -9 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Main:1299
Max Delta Filter
0.40
Status
SOLVENT
$7.44 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