GENERATED2026-07-09 23:00

FORTRESS CC SCANNER | NEM

Generated 2026-07-09 23:00 · 8 candidates scored
NORMAL MODE
WEEKLY GATE · 🔵 PULLBACK %B 13 · RSI 44 · MACD bearish (falling) · 1σw 7.4%
UBB $127ref $108 · MAspot $94.33LBB $890MACD -3.097030RSI 44── weekly close · ┈┈ BB(20,2) · / MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Cooling off inside the range. Good CC entry slightly OTM above spot, around the 1-sigma weekly move. Premium should be healthy because IV is usually elevated here. Suggested CC floor: $101.27.
Dashed line on chart: 20W MA (bounce target). Roll table below has matching BB ZONE column.
⚠ EARNINGS · UPCOMING 2026-07-24 (Fri) in 15 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.04 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$87.50
561d · qty +5 · Δ 0.70
SP
$105.00
561d · qty -5 · Δ 0.45
HP
$75.00
71d · qty +5 · Δ 0.11
Stock Price
$94.31
Entry Price
$117.00
-19.4% since entry
BE Safe Strike
$114.54
UNDERWATER by $20.23 · reference only
CC-Safe Floor (BS, $0 prem)
$117.64
+24.7% vs spot · +3 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$22.69 below 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