GENERATED2026-10-02 21:49

FORTRESS CC SCANNER | SPY

Generated 2026-10-02 21:49 · 173 candidates scored
NORMAL MODE
WEEKLY GATE · 🟠 EXTENDED %B 81 · RSI 64 · MACD bearish (falling) · 1σw 1.7%
ref $782 · UBBspot $771.35MA $754LBB $7250MACD -1.177030RSI 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 ($782.44). Keep size small, watch for MACD roll-over. Suggested CC floor: $784.46.
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
LC
$640.00
476d · qty +12 · Δ 0.87
SP
—
none · LEAPS-only structure
HP
—
none · LEAPS-only structure
Stock Price
$771.58
Entry Price
$695.00
+11.0% since entry
BE Safe Strike
$764.00
Margin: $7.58 · reference only
CC-Safe Floor (BS, $0 prem)
$703.72
-8.8% vs spot · -60 vs BE SS · lower w/ premium
Contracts
12
1,200 shares
Account: Neville:0865
Max Delta Filter
0.40
Status
SOLVENT
$76.58 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