FORTRESS CC SCANNER | SPY

Generated 2026-04-13 22:51 · 219 candidates scored
NORMAL MODE
Stock Price
$679.71
Safe Strike
$691.00
UNDERWATER by $11.29
Contracts
10
1,000 shares
Max Delta Filter
0.40
Status
DRAWDOWN
1.7% below 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