GENERATED2026-07-11 19:49

FORTRESS CC SCANNER | SIMB

Generated 2026-07-11 19:49 · 38 candidates scored
NORMAL MODE
🔗 FORTRESS LEGS · synth Δ 1.00 (stock-only baseline) Used to scale @cap appreciation portion below
LC
$187.50
550d · qty +1 · Δ 0.81
SP
$237.50
550d · qty +1 · Δ 0.30
HP
$175.00
100d · qty +1 · Δ 0.08
Stock Price
$247.63
Entry Price
$250.00
-0.9% since entry
BE Safe Strike
$230.00
Margin: $17.63 · reference only
CC-Safe Floor (BS, $0 prem)
$247.98
+0.1% vs spot · +18 vs BE SS · lower w/ premium
Contracts
10
1,000 shares
Account: SIM
Max Delta Filter
0.40
Status
DRAWDOWN
$2.37 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 19:51:56 · verified 0m 00s ago at $247.63 · auto-refresh 15s · weekly-gate chart reflects bootstrap telemetry (yfinance close), not the live spot