SCANNER | SPY

WEEKLY GATE · 🔴 OVERBOUGHT %B 85 · RSI 66 · MACD bearish (falling) · 1σw 1.6%

Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($784.96) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $788.39.
Dashed line on chart: Upper BB + 1σ (extension cap). 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

$640.00

469d · qty +12 · Δ 0.88

—

none · LEAPS-only structure

—

none · LEAPS-only structure

Stock Price

$776.05

Entry Price

$695.00

+11.7% since entry

BE Safe Strike

$764.00

Margin: $12.05 · reference only

CC-Safe Floor (BS, $0 prem)

$703.89

-9.3% vs spot · -60 vs BE SS · lower w/ premium

Net Debit

124.00

no leg marks for MTM

Contracts

1,200 shares

Account: Neville:0865

Max Delta Filter

0.40

Status

SOLVENT

$81.05 above entry

Scoring (Sigma-Band): σ = (Strike − Stock) / (Stock × IV × √(DTE/365)) · Survival = Φ(σ) · IER = Prorated_Monthly × Survival · Score = IER × Liquidity

hist pills: 8577 graded picks · as of 2026-10-03 (ledger_calibration.json, by sigma band, never re-graded)

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FORTRESS CC SCANNER | SPY▲ 0.4%