GENERATED2026-07-11 19:49

FORTRESS CC SCANNER | SIMA

Generated 2026-07-11 19:49 · 33 candidates scored
NORMAL MODE
🔗 FORTRESS LEGS · synth Δ 1.00 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$75.00
550d · qty +1 · Δ 0.82
SP
$95.00
550d · qty +1 · Δ 0.31
HP
$70.00
100d · qty +1 · Δ 0.05
Stock Price
$99.76
Entry Price
$100.00
-0.2% since entry
BE Safe Strike
$92.00
Margin: $7.76 · reference only
CC-Safe Floor (BS, $0 prem)
$97.47
-2.3% vs spot · +5 vs BE SS · lower w/ premium
Contracts
10
1,000 shares
Account: SIM
Max Delta Filter
0.40
Status
DRAWDOWN
$0.24 below 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 COVERED CALL SCANNER v2.0 · Sigma-Band Scoring · BE Safe Strike = Max(LC + ND, (LC + SP + ND) / 2) · Not financial advice
● LIVE SIM · as of 19:52:01 · verified 0m 00s ago at $99.76 · auto-refresh 15s · weekly-gate chart reflects bootstrap telemetry (yfinance close), not the live spot