GENERATED2026-07-22 21:58

FORTRESS CC SCANNER | IGV

Generated 2026-07-22 21:58 · 87 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 60 · RSI 49 · MACD bullish (falling) · 1σw 5.6%
ref $101 · UBBspot $90.89MA $88LBB $760MACD +0.897030RSI 49── 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: $96.50.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.82 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$70.00
548d · qty +12 · Δ 0.82
SP
—
none · LEAPS-only structure
HP
—
none · LEAPS-only structure
Stock Price
$90.65
Entry Price
$85.00
+6.6% since entry
BE Safe Strike
$96.50
UNDERWATER by $5.85 · reference only
CC-Safe Floor (BS, $0 prem)
$88.07
-2.8% vs spot · -8 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Main:1299
Max Delta Filter
0.40
Status
SOLVENT
$5.65 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
FORTRESS COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · BE Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice