SCANNER | SPY

WEEKLY GATE · 🟢 NEUTRAL %B 45 · RSI 54 · MACD bearish (falling) · 1σw 1.4%

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: $766.21.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.

🔗 FORTRESS LEGS · synth Δ 1.00 (LEAPS-only (LC delta)) Used to scale @cap appreciation portion below

$0.00

26722d · qty +4 · Δ 1.00

—

none · LEAPS-only structure

—

none · LEAPS-only structure

Stock Price

$755.62

Entry Price

$762.55

-0.9% since entry

BE Safe Strike

$762.55

UNDERWATER by $6.93 · reference only

CC-Safe Floor (BS, $0 prem)

$762.55

+0.9% vs spot · +0 vs BE SS · lower w/ premium

Net Debit

762.55

no leg marks for MTM

Contracts

400 shares

Account: Joint:1782

Max Delta Filter

0.40

Status

DRAWDOWN

$6.93 below entry

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

hist pills: 10532 graded picks · as of 2026-10-31 (ledger_calibration.json, by sigma band, never re-graded)

BEST PER EXPIRATION

ALL CANDIDATES

FORTRESS CC SCANNER | SPY0.0%