GENERATED2026-09-25 21:48

FORTRESS CC SCANNER | SPY

Generated 2026-09-25 21:48 · 148 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 82 · RSI 64 · MACD bearish (falling) · 1σw 1.8%
ref $780 · UBBspot $769.92MA $752LBB $7230MACD -1.157030RSI 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 ($780.19). Keep size small, watch for MACD roll-over. Suggested CC floor: $783.55.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
🔗 FORTRESS LEGS · synth Δ 0.88 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below
LC
$640.00
483d · qty +12 · Δ 0.88
SP
—
none · LEAPS-only structure
HP
—
none · LEAPS-only structure
Stock Price
$769.58
Entry Price
$695.00
+10.7% since entry
BE Safe Strike
$764.00
Margin: $5.58 · reference only
CC-Safe Floor (BS, $0 prem)
$701.18
-8.9% vs spot · -63 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$74.58 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