GENERATED2026-10-31 03:19

FORTRESS CC SCANNER | NVDA▼ -5.0%

Generated 2026-10-31 03:19 · 55 candidates scored
NORMAL MODE
WEEKLY GATE · 🟢 NEUTRAL %B 25 · RSI 46 · MACD bearish (falling) · 1σw 5.0%
ref $237 · UBBMA $214spot $202.85LBB $1910MACD -2.407030RSI 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: $264.80.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ EARNINGS · UPCOMING 2026-11-17 (Tue) in 18 days
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
🔗 FORTRESS LEGS · synth Δ 1.00 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$215.00
595d · qty +10 · Δ 0.61
SP
$225.00
595d · qty -10 · Δ 0.46
HP
$200.00
595d · qty +10 · Δ 0.36
Stock Price
$202.93
Entry Price
$228.00
-11.0% since entry
BE Safe Strike
$264.80
UNDERWATER by $61.87 · reference only
CC-Safe Floor (BS, $0 prem)
$233.06
+14.8% vs spot · -32 vs BE SS · lower w/ premium
Fortress MTM
-$21,125
vs net debit 49.80
Contracts
10
1,000 shares
Account: Main:1299
Max Delta Filter
0.40
Status
DRAWDOWN
$25.07 below entry
Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity
hist pills: 9960 graded picks · as of 2026-10-24 (ledger_calibration.json, by sigma band, never re-graded)
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