GENERATED2026-10-29 03:14

FORTRESS CC SCANNER | INTC1.5%

Generated 2026-10-29 03:14 · 70 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 34 · RSI 50 · MACD bearish (falling) · 1σw 11.7%
ref $132 · UBBMA $104spot $95.06LBB $760MACD -3.357030RSI 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: $114.00.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · IMMINENT 2026-10-29 (Thu) tomorrow
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.11 (partial leg data) Used to scale @cap appreciation portion below
LC
$85.00
450d · qty +5 · Δ 0.72
SP
$100.00
450d · qty -5 · Δ 0.39
HP
$35.00
51d · qty +5 · Δ 0.00
Stock Price
$95.15
Entry Price
$116.50
-18.3% since entry
BE Safe Strike
$114.00
UNDERWATER by $18.85 · reference only
CC-Safe Floor (BS, $0 prem)
$115.57
+21.5% vs spot · +2 vs BE SS · lower w/ premium
Fortress MTM
-$11,015
vs net debit 29.00
Contracts
5
500 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
DRAWDOWN
$21.35 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 9960 graded picks · as of 2026-10-24 (ledger_calibration.json, by sigma band, never re-graded)
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