Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 31 · RSI 52 · MACD bearish (falling) · 1σw 9.8%

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: $73.35.
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

$50

627d · qty +15 · Δ 0.82

$60

627d · qty -15 · Δ 0.29

$30

74d · qty +15 · Δ 0.00

Stock Price

$66.86

Safe Strike

$63.50

Margin: $3.36

Contracts

1,500 shares

Max Delta Filter

0.40

Status

SOLVENT

5.0% above SS

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 | SLV