Fortress CC Scanner

WEEKLY GATE · 🟠 EXTENDED %B 76 · RSI 62 · MACD bearish (falling) · 1σw 1.9%

Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($780.81). Keep size small, watch for MACD roll-over. Suggested CC floor: $780.81.
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

$640.00

497d · qty +12 · Δ 0.85

—

none · LEAPS-only structure

—

none · LEAPS-only structure

Stock Price

$765.74

Entry Price

$695.00

+10.2% since entry

BE Safe Strike

$764.00

Margin: $1.74 · reference only

CC-Safe Floor (BS, $0 prem)

$703.34

-8.1% vs spot · -61 vs BE SS · lower w/ premium

Contracts

1,200 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$70.74 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

FORTRESS CC SCANNER | SPY