Fortress CC Scanner

WEEKLY GATE · 🔴 OVERBOUGHT %B 89 · RSI 65 · MACD bearish (falling) · 1σw 1.8%

Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($781.08) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $788.35.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 0.86 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below

$640.00

486d · qty +12 · Δ 0.86

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none · LEAPS-only structure

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none · LEAPS-only structure

Stock Price

$774.61

Entry Price

$695.00

+11.5% since entry

BE Safe Strike

$764.00

Margin: $10.61 · reference only

CC-Safe Floor (BS, $0 prem)

$700.73

-9.5% vs spot · -63 vs BE SS · lower w/ premium

Contracts

1,200 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$79.61 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

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