SCANNER | JPM

WEEKLY GATE · 🟢 NEUTRAL %B 36 · RSI 53 · MACD bearish (rising) · 1σw 2.1%

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: $344.32.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.11 (partial leg data) Used to scale @cap appreciation portion below

$270.00

808d · qty +4 · Δ 0.82

$330.00

808d · qty -4 · Δ 0.36

$280.00

73d · qty +4 · Δ 0.07

Stock Price

$337.37

Entry Price

$338.60

-0.4% since entry

BE Safe Strike

$335.01

Margin: $2.36 · reference only

CC-Safe Floor (BS, $0 prem)

$339.63

+0.7% vs spot · +5 vs BE SS · lower w/ premium

Fortress MTM

-$370

vs net debit 65.01

Contracts

400 shares

Account: Main:1299

Max Delta Filter

0.40

Status

DRAWDOWN

$1.23 below entry

Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity

hist pills: 10532 graded picks · as of 2026-10-31 (ledger_calibration.json, by sigma band, never re-graded)

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FORTRESS CC SCANNER | JPM▼ -0.9%