Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 63 · RSI 55 · MACD bearish (rising) · 1σw 4.7%

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: $216.08.
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

$140.00

553d · qty +5 · Δ 0.86

$175.00

553d · qty -5 · Δ 0.26

$70.00

91d · qty +5 · Δ 0.00

Stock Price

$206.41

Entry Price

$202.00

+2.2% since entry

BE Safe Strike

$199.60

Margin: $6.81 · reference only

CC-Safe Floor (BS, $0 prem)

$203.01

-1.6% vs spot · +3 vs BE SS · lower w/ premium

Contracts

500 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$4.41 above 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

FORTRESS CC SCANNER | NVDA