CC Income Manager
● CACHED CHAINS · 1h
GENERATEDJul 22, 2026 00:49
Insight 2 candidates from the cc_scanner scan Jul 21, 21:35 · 3h ago (fortress_rebuild cc_picks as fallback). Coverage + CC-SS from the fortress_rebuild scan · Jul 21, 23:56 · 1h ago. Insight 1 marks: live.
Jul'26 INCOME · CC + PUTS + INTEREST
$102,795
S$132,746
floor $30,000  ·  ideal $50,000  ·  10 days left  ·  ideal reached
$7,354 interest
$67,616 booked
$27,824 pipeline
floor
ideal
dark teal = interest posted (last month's accrual, cash now) · solid = booked CC income · faded = projected pipeline (open CCs, net-adj)
Goal tracker - active target: Jul'26
MonthGrossNet-adjGap to ideal
Jul'26 projected$107,978$95,440$0
Aug'26 forecast$-3,733$-2,573-
The forward (open-CC) premium is GROSS - it assumes every open call expires worthless. Historically only 69% is kept (the rest is bought back when stocks run), so the Net-adj column haircuts the forecast to match the realized number. Gap is measured on Net-adj.
Tracking to goal - projected Jul'26 income
Projected Jul'26 income
$117,113
S$151,236
reaches ideal
floor $30,000 · ideal $50,000
$7.4k$68k$28k$7.8k$4.6k
floor
ideal
Tap any segment or chip to jump to its panel below. Interest = posted cash interest (last month's accrual) · Booked = realized this month (done, no forecast) · Pipeline = open CCs' remaining premium × historical keep · New CCs = Insight 2 sell-all ($5,693/mo full rate) × 10/30 days left = $1,898 · E[rollover] = held CCs re-written before month-end, income survival-weighted (expected value) · E[fight] = every UNCOVERED deep-drawdown name at fight's near-term safe-yield strike (the tenor you actually sell), valued at your historical keep rate and prorated like New CCs - counted since 2026-07-14 because it lands in actuals when sold (70% of July's realized came from deep names). Each term covers a DISJOINT set: Booked = done, Pipeline / E[rollover] = open CCs (this cycle / re-written), New CCs = uncovered safe, E[fight] = uncovered deep. (2b/2c below are FYI-only references - they feed nothing.)
Step A - 3-month income-CC behaviour
In plain English. Over the last 191 income covered calls you sold and closed, you came out even-or-ahead on 92%; only 16 “ran over” (the stock jumped past your strike, so you had to buy the call back at a loss). You hold each one about 7 days and keep about 69% of every premium dollar after the early buy-backs. That 69% “keep” is exactly what the forecast up top uses to turn gross premium (if every call expired worthless) into the realistic net number.
MetricValue
Closed CC round-trips191 (40 expired full / 151 bought back / 16 run over)
Avg time CC stays open6.8 days
Win rate (kept >= 0) / run-over rate92% / 8%
Typical premium given up (per bought-back CC)$230 · mean $536 (skewed by a few big run-overs)
Give-up ratio (buyback / premium)31.6% dollar-weighted · typical trade gives back 20% (median, size-free)
Mean keep (blended)68%
Forecast keep (median complete month)69% · 2026-04 92%, 2026-05 65%, 2026-06 69%, 2026-07 66%
Early-cover read: MODERATE - keeping ~68% of premium; some room to widen strikes.
Excluded 12 structural ticker(s) (net CC < 0 over all history = un-caps, not income): ARM, AVGO, BMNR, CIFR, CLSK, GDX, HOOD, IBIT, MARA, NOW, SOFI, UAMY. Removed from BEHAVIOUR stats only (income totals count them since the 2026-07 NET methodology), so the give-up ratio reflects genuine income-CC behaviour, not the cost of intentionally un-capping Fortress winners.
Window: last 3 months by close date. Run over = an income CC bought back at a net loss (stock ran past the strike). DBB / defensive un-caps are NOT counted here.
Premium needed to reach ideal
QuantityValue
Gap to ideal (Jul'26)$0
Gross premium to sell (grossed up 68%)$0
Avg CC hold6.8 days
Cycles that still fit this month1.5
Actuals by account - Jul'26 realized
AccountRealizedAccruing MTD (info)Share
Neville$27,311$730
40%
Main$26,737$2,222
40%
RetireInc$14,392$743
21%
Joint$-824$41
-1%
TOTAL$67,616$3,736
Interest posted this month: $7,354 (last month's accrual as of Jun 30)  →  Realized + posted: $74,970
accruing now: $3,736 → posts next month
Realized NET income booked this Jul'26 (losses included). The sheet has no account column, so each closed trade is attributed via: exact strike held in an account this month (book + history, 99 matched), 1 qty-fingerprinted, 1 split pro-rata. CSV fortress sizes are the truth for the qty fingerprint (MU 5 contracts = Main, 2 = Neville) and the pro-rata fallback. Accruing MTD = live IBKR AccruedCash per account (posts as cash next month); interest posted (footer, total only) = last month's final accrual, paid early this month. Interest never counts in CC income totals or projections.
Insight 1 - open CC / put book (32 open, 1 to close, bank $426, 1 to roll)
TickerSpotStrikeCTDTESurvCollectedOutstandingExit TodayActionWhy
MDBNeville311.2350.0C1Jul 242d97%$510$84$426CLOSE83% banked - bank it
IGVMain91.996.5C12Jul 242d95%$612$270$342hold56% banked, 44% to decay
ENPHRetireInc40.045.0C10Jul 242d94%$560$210$350hold62% banked, 38% to decay
MSTRJoint101.2125.0C10Jul 319d93%$1,000$745$255hold26% banked, 74% to decay
IRENMain41.955.0C20Jul 319d93%$90$990$-900holdunderwater, 93% safe
IRENJoint41.955.0C20Jul 319d93%$90$990$-900holdunderwater, 93% safe
MSTRRetireInc101.2130.0C4Aug 0716d92%$-576$428$-1,004holdunderwater, 92% safe
AMZNJoint247.7280.0C10Jul 319d92%$1,650$1,315$335hold20% banked, 80% to decay
BMNRRetireInc16.720.5C50Aug 0716d89%$1,300$1,175$125hold10% banked, 90% to decay
SPYNeville748.5758.0C12Jul 275d88%$792$846$-54holdunderwater, 88% safe
HIMSMain32.439.5C15Jul 319d88%$1,005$780$225hold22% banked, 78% to decay
SPCXNeville128.1165.0C5Aug 0716d88%$-125$1,412$-1,538holdunderwater, 88% safe
NVDANeville205.0212.5C5Jul 242d88%$155$395$-240holdunderwater, 88% safe
IRENNeville41.955.0C20Aug 0716d88%$90$2,150$-2,060holdunderwater, 88% safe
IRENRetireInc41.955.0C20Aug 0716d88%$90$2,150$-2,060holdunderwater, 88% safe
RKLBRetireInc68.975.0C6Jul 242d88%$819$414$405hold49% banked, 51% to decay
COPXJoint78.285.0C20Jul 319d87%$820$1,000$-180holdunderwater, 87% safe
COINRetireInc178.9215.0C3Aug 1423d83%$-795$1,522$-2,318holdunderwater, 83% safe
INTCNeville104.5116.0C5Jul 242d81%$1,750$1,402$348hold20% banked, 80% to decay
NEMMain92.497.0C5Jul 242d81%$485$575$-90holdunderwater, 81% safe
COINMain178.9210.0C25Aug 1423d80%$-145$14,688$-14,832holdunderwater, 80% safe
MUNeville975.51040.0C2Jul 242d79%$1,600$3,725$-2,125holdunderwater, 79% safe
APPRetireInc426.9465.0C1Jul 319d78%$1,081$860$221hold20% banked, 80% to decay
UAMYRetireInc5.86.5C25Jul 319d78%$425$438$-12holdunderwater, 78% safe
GOOGNeville348.9370.0C15Jul 319d78%$7,815$7,238$578hold7% banked, 93% to decay
CRWVNeville79.384.0C5Jul 242d76%$480$852$-372holdunderwater, 76% safe
QCOMRetireInc173.7180.0C5Jul 242d75%$805$1,248$-442holdunderwater, 75% safe
GLDMain373.6377.0C10Jul 242d74%$1,350$1,420$-70holdunderwater, 74% safe
COINMain178.9200.0C8Aug 2130d72%$-1,712$7,860$-9,572holdunderwater, 72% safe
DELLRetireInc406.3420.0C3Jul 242d70%$2,448$2,625$-177holdunderwater, 70% safe
MUMain975.51050.0C5Jul 319d69%$10,000$23,262$-13,262holdunderwater, 69% safe
METAMain648.3630.0C3Jul 319d42%$3,198$12,390$-9,192ROLLITM run-over - roll, don't realize
CLOSE = you have banked >= 80% of the premium - lock the win and free the shares (the last sliver is not worth the pin/tail risk), OR a still-OTM call whose survival has fallen below 67% (cut it before it breaches). ROLL = already ITM and losing: the LEAPS defends it, so roll up/out (see roll_calls) rather than realize the loss. ACT TODAY = expires today ITM: buy back or roll before the close. Everything else HOLDS - a safe call with real premium still decaying to you. The decision is about THIS call's own premium, not whether a fresh CC exists (you find those in Insight 2).
Insight 2 - CCs to sell, ALL available contracts (DTE 5-14, survival >= 80%)
TickerSpotCC-SSStrikeDTESurvSell all
GOOGJoint348.5339.5375.0Aug 0110d81%
$3,436/mo
$802/wk5c
RIOTJoint21.321.623.5Aug 0110d80%
$2,257/mo
$527/wk50c
Sell all: 55 contract(s) on 2 ticker(s) → $1,328/wk · $5,693/mo  ·  blended surv 80%  ·  ✓ floor · ✓ ideal
ONE view (per Abhi, 2026-07-10): sell every available contract at each fortress's income pick - the projection's New-CCs term uses exactly this number. Cell shows monthly / weekly income and contracts. CC-SS is the scalar safe floor; every strike passed fortress_rebuild's per-expiry exit-model safety check.
NOT BEING SOLD
TickerReason
MARAMainstructural - you un-cap this name (net-CC < 0)
NOWMainstructural - you un-cap this name (net-CC < 0)
CLSKRetireIncstructural - you un-cap this name (net-CC < 0)
GLXYMaindeep drawdown (safe floor 34% above spot)
Deferred by CSV - 8 fortresses skipped (income deferred upstream)
FortressLCCTHalf-max capTagNet / mo (deferred)
BMNRMain255025 of 50Half Max; Skipdeferred upstream
BMNRMain237537 of 75Half Max; Skipdeferred upstream
BMNRJoint2315075 of 150Half Max; Skipdeferred upstream
ETHAMain1350-Skipdeferred upstream
IBITJoint7550-Skipdeferred upstream
MARAJoint205025 of 50Half Max; Skipdeferred upstream
MARAMain20200100 of 200Half Max; Skipdeferred upstream
MARANeville25250-Skipdeferred upstream
Income deferred: $0 / mo · NOT in the projection
These fortresses carry Skip; in the CSV Comments column, so they are held out of New CCs, E[rollover] and E[fight] - the projection forecasts income you will actually write, and you have deferred these. They are still fully live everywhere else: realized income, the Base pipeline and every buyback verdict in Insight 1 are unaffected, because those are about calls you ALREADY sold. The goal ($30,000 floor / $50,000 ideal) is deliberately NOT lowered to match - this is an income-for-safety trade and the number above is its price. Clear the tag in the CSV and the income returns on the next run.
Insight 2d - expected rollover income (held CCs re-written before Jul'26 end)
TickerSpotStrikeDTESurvContractsCollectedCyclesGrossE[income]
DELL uwRetireInc406.3420.0Jul 242d70%3$2,4481.0x$1,747$1,214
MU uwNeville975.51040.0Jul 242d79%2$1,6001.4x$1,544$1,213
INTCNeville104.5116.0Jul 242d81%5$1,7501.2x$1,407$1,136
GLD uwMain373.6377.0Jul 242d74%10$1,3501.1x$1,002$737
RKLBRetireInc68.975.0Jul 242d88%6$8191.4x$790$693
QCOM uwRetireInc173.7180.0Jul 242d75%5$8051.4x$777$579
IGVMain91.996.5Jul 242d95%12$6121.0x$437$416
ENPHRetireInc40.045.0Jul 242d94%10$5601.0x$400$377
MDBNeville311.2350.0Jul 242d97%1$5101.0x$364$352
CRWV uwNeville79.384.0Jul 242d76%5$4801.4x$463$350
SPY uwNeville748.5758.0Jul 275d88%12$7920.7x$364$322
NEM uwMain92.497.0Jul 242d81%5$4851.1x$360$291
NVDA uwNeville205.0212.5Jul 242d88%5$1551.0x$111$97
Gross $9,766 → E[rollover] $7,779 to Jul'26 end
Held CCs are not dead weight: a covered name expiring before Jul'26 end frees its shares to be re-written. Cycles come from your real re-write cadence (STEP A median hold, ~7d), not the residual DTE. Income is expected value = collected × 69% keep × cycles × survival (you only re-write if you keep the shares), so there is no survival cliff - an uw (banked < 0) row simply carries a lower survival weight, not a different formula. Defensive and deep-drawdown names route to 2c instead.
Insight 3 - deep-drawdown income (near-term safe-yield; the E[fight] projection term)
FortressSpotCC-SSStrikevs CC-SSDTESurvCTRungThis cycleGross / moE[net] / mo
GLXYMain25.134.027.5⚠ belowJul 253d83%101recommended$2,020$20,200$13,925
Deep-name income: $2,020 this cycle · gross $20,200 / mo → E[net] $13,925 / mo · 0 of 1 at/above CC-SS (safe)
Read from fortress_fight --all run Jul 21, 21:44 · 3h ago. THE panel for every uncovered deep-drawdown fortress, at the near-term safe-yield strike you actually sell weekly (survival >= 90%). ✓ safe = strike at/above CC-SS (assignment wouldn't lock a loss); ⚠ below = below CC-SS (assignment locks a loss - the risk you accept for the near-term tenor). This E[net] IS the projection's E[fight] term (prorated): you sell it, it lands in actuals. This cycle = the gross cash you collect on THIS sale (bid × 100 × contracts). Gross/mo is that ×(30/DTE), so a 2-3 DTE rung is a ×10-×15 extrapolation that assumes you re-sell it all month. E[net]/mo = gross × your 69% historical keep rate, the same rate the Goal Tracker net-adjusts with. (It is NOT fight's own vol-edge EV: on 3-DTE penny strikes that number is a difference of two near-equal pennies ×10 proration, so a single IV tick swung it $64k→$22k on an unchanged bid.) Skipped: names whose live book shows an open call (already in Base/E[rollover]). The 45-DTE at/above-CC-SS alternative is FYI in Insight 2c below. Trade plan / escape doors live on the FIGHT dashboard.
FYI / reference · not counted in the projection
FYI 2b - max-safety alternative (same contracts, safest strikes; not counted)
TickerSpotStrikeDTESurvContractsNet / mo
GOOGJoint348.5390.0Aug 0110d91%5$1,487
Max-safety alternative (swap, not add): $1,487
The SAME contracts as Insight 2, at the SAFEST strike (highest survival) whose whole-position income still clears $1,000/mo (a fixed ‘worth writing’ bar). Measuring the total, not per-contract premium, lets a big position reach a deeper, safer strike while still material. An alternative allocation for when you would rather maximise survival than income - a SWAP versus Insight 2, never additive (same inventory). Positions that can't clear the floor at any strike, or whose income pick already is the safest, are omitted.
FYI 2c - safe recovery strikes (at/above CC-SS, up to 45 DTE; not counted)
TickerSpotCC-SSStrikeDTESurvContractsGross / moNet / mo
GLXYMain25.734.435.0Aug 2938d89%125$5,625$7,125/cycle$3,847
Recovery income: gross $5,625 → net-adj $3,847 / mo
FYI ONLY - not counted in the projection. The fully safe alternative: the best CC at/above CC-SS out to 45 DTE that still pays >= 1000/cycle. Safe by construction (assignment can't lock a loss), but the tenor is far out - you sell these names near-term instead (see Insight 3, which IS counted). Kept here so you can see which deep names have a safe strike available. Income = 30/DTE monthly rate; Net / mo applies the keep haircut.
Read-only and advisory. Places no orders.