GENERATED2026-07-14 21:37

FORTRESS CC SCANNER | NEM

Generated 2026-07-14 21:37 · 2 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 23 · RSI 46 · MACD bearish (rising) · 1σw 7.3%
ref $123 · UBBMA $107spot $97.61LBB $900MACD -2.727030RSI 46── 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: $114.54.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · NEAR 2026-07-24 (Fri) in 10 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.07 (partial leg data) Used to scale @cap appreciation portion below
LC
$87.50
556d · qty +5 · Δ 0.72
SP
$105.00
556d · qty -5 · Δ 0.43
HP
$75.00
66d · qty +5 · Δ 0.08
Stock Price
$97.26
Entry Price
$117.00
-16.9% since entry
BE Safe Strike
$114.54
UNDERWATER by $17.28 · reference only
CC-Safe Floor (BS, $0 prem)
$121.72
+25.2% vs spot · +7 vs BE SS · lower w/ premium
Contracts
5
500 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$19.74 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