GENERATED2026-07-09 23:00

FORTRESS CC SCANNER | SPY

Generated 2026-07-09 23:00 · 133 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 75 · RSI 64 · MACD bullish (falling) · 1σw 1.9%
ref $786 · UBBspot $747.82MA $709LBB $6320MACD +1.527030RSI 64── weekly close · ┈┈ BB(20,2) · / MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($785.87). Keep size small, watch for MACD roll-over. Suggested CC floor: $785.87.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.81 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$640.00
561d · qty +12 · Δ 0.81
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$747.93
Entry Price
$695.00
+7.6% since entry
BE Safe Strike
$764.00
UNDERWATER by $16.07 · reference only
CC-Safe Floor (BS, $0 prem)
$694.89
-7.1% vs spot · -69 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$52.93 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