Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 71 · RSI 62 · MACD bearish (rising) · 1σw 12.6%

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: $134.87.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.07 (partial leg data) Used to scale @cap appreciation portion below

$85.00

478d · qty +5 · Δ 0.82

$100.00

478d · qty -5 · Δ 0.25

$35.00

79d · qty +5 · Δ 0.00

Stock Price

$119.80

Entry Price

$116.50

+2.8% since entry

BE Safe Strike

$114.00

Margin: $5.80 · reference only

CC-Safe Floor (BS, $0 prem)

$116.19

-3.0% vs spot · +2 vs BE SS · lower w/ premium

Contracts

500 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$3.30 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 CC SCANNER | INTC