Fortress CC Scanner

WEEKLY GATE · 🟢 NEUTRAL %B 72 · RSI 61 · MACD bearish (falling) · 1σw 1.7%

Read: Normal CC writing territory. Sell at or above the fortress safe strike. 1-sigma weekly move above spot is a reasonable floor. Suggested CC floor: $778.54.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 0.87 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below

$640.00

479d · qty +12 · Δ 0.87

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none · LEAPS-only structure

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none · LEAPS-only structure

Stock Price

$765.44

Entry Price

$695.00

+10.1% since entry

BE Safe Strike

$764.00

Margin: $1.44 · reference only

CC-Safe Floor (BS, $0 prem)

$701.65

-8.3% vs spot · -62 vs BE SS · lower w/ premium

Contracts

1,200 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$70.44 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