GENERATED2026-07-14 03:37

FORTRESS CC SCANNER | IGV

Generated 2026-07-14 03:37 · 90 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 66 · RSI 50 · MACD bullish (falling) · 1σw 5.6%
ref $101 · UBBspot $92.15MA $88LBB $760MACD +1.067030RSI 50── 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: $97.27.
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
556d · qty +12 · Δ 0.83
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$92.16
Entry Price
$85.00
+8.4% since entry
BE Safe Strike
$96.50
UNDERWATER by $4.34 · reference only
CC-Safe Floor (BS, $0 prem)
$85.53
-7.2% vs spot · -11 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Main:1299
Max Delta Filter
0.40
Status
SOLVENT
$7.16 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