Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 56 · RSI 56 · MACD bearish (falling) · 1σw 7.5%

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: $124.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.09 (partial leg data) Used to scale @cap appreciation portion below

$88

623d · qty +5 · Δ 0.81

$105

623d · qty -5 · Δ 0.30

$75

70d · qty +5 · Δ 0.02

Stock Price

$116.02

Safe Strike

$114.54

Margin: $1.47

Contracts

500 shares

Max Delta Filter

0.40

Status

SOLVENT

1.3% above SS

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 | NEM