SCANNER | SPY

WEEKLY GATE · 🟠 EXTENDED %B 89 · RSI 66 · MACD bearish (rising) · 1σw 1.6%

Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($785.45). Keep size small, watch for MACD roll-over. Suggested CC floor: $791.04.
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

472d · qty +12 · Δ 0.87

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none · LEAPS-only structure

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none · LEAPS-only structure

Stock Price

$778.60

Entry Price

$695.00

+12.0% since entry

BE Safe Strike

$764.00

Margin: $14.60 · reference only

CC-Safe Floor (BS, $0 prem)

$702.83

-9.7% vs spot · -61 vs BE SS · lower w/ premium

Contracts

1,200 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$83.60 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