GENERATED2026-09-23 21:48

FORTRESS CC SCANNER | SPY

Generated 2026-09-23 21:48 · 161 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 85 · RSI 65 · MACD bearish (falling) · 1σw 1.8%
ref $781 · UBBspot $772.05MA $752LBB $7230MACD -1.017030RSI 65── 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 ($780.58). Keep size small, watch for MACD roll-over. Suggested CC floor: $785.79.
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
485d · qty +12 · Δ 0.85
SP
none · LEAPS-only structure
HP
none · LEAPS-only structure
Stock Price
$772.12
Entry Price
$695.00
+11.1% since entry
BE Safe Strike
$764.00
Margin: $8.12 · reference only
CC-Safe Floor (BS, $0 prem)
$701.05
-9.2% vs spot · -63 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$77.12 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