GENERATED2026-09-03 11:17

FORTRESS CC SCANNER | SPY

Generated 2026-09-03 11:17 · 145 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 78 · RSI 62 · MACD bullish (falling) · 1σw 2.0%
ref $780 · UBBspot $765.16MA $747LBB $7130MACD +0.147030RSI 63── 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 ($780.32). Keep size small, watch for MACD roll-over. Suggested CC floor: $780.32.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.85 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$640.00
506d · qty +12 · Δ 0.85
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$765.13
Entry Price
$695.00
+10.1% since entry
BE Safe Strike
$764.00
Margin: $1.13 · reference only
CC-Safe Floor (BS, $0 prem)
$705.22
-7.8% vs spot · -59 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$70.13 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