SCANNER | PEP

WEEKLY GATE · 🟢 NEUTRAL %B 60 · RSI 50 · MACD bullish (rising) · 1σw 2.4%

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: $140.80.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.00 (stock-only baseline) Used to scale @cap appreciation portion below

$125.00

808d · qty +14 · Δ 0.70

$135.00

808d · qty -14 · Δ 0.40

$120.00

73d · qty +14 · Δ 0.11

Stock Price

$137.53

Entry Price

$138.34

-0.6% since entry

BE Safe Strike

$136.37

Margin: $1.16 · reference only

CC-Safe Floor (BS, $0 prem)

$139.25

+1.2% vs spot · +3 vs BE SS · lower w/ premium

Fortress MTM

-$1,477

vs net debit 11.37

Contracts

1,400 shares

Account: Main:1299

Max Delta Filter

0.40

Status

DRAWDOWN

$0.81 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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FORTRESS CC SCANNER | PEP▼ -2.1%