GENERATED2026-11-04 04:20

FORTRESS CC SCANNER | NVDA▲ 2.2%

Generated 2026-11-04 04:20 · 138 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 34 · RSI 48 · MACD bearish (falling) · 1σw 4.7%
ref $237 · UBBMA $214spot $206.55LBB $1910MACD -2.767030RSI 48── 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: $216.20.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · NEAR 2026-11-17 (Tue) in 14 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
$120.00
808d · qty +6 · Δ 0.91
SP
$175.00
808d · qty -6 · Δ 0.25
HP
$150.00
108d · qty +6 · Δ 0.09
Stock Price
$206.44
Entry Price
$207.98
-0.7% since entry
BE Safe Strike
$205.20
Margin: $1.24 · reference only
CC-Safe Floor (BS, $0 prem)
$208.63
+1.1% vs spot · +3 vs BE SS · lower w/ premium
Fortress MTM
-$936
vs net debit 85.20
Contracts
6
600 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$1.54 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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