CC Income Manager
● CACHED CHAINS · 1h
GENERATEDJul 22, 2026 22:59
Insight 2 candidates from the cc_scanner scan Jul 22, 21:35 · 1h ago (fortress_rebuild cc_picks as fallback). Coverage + CC-SS from the fortress_rebuild scan · Jul 22, 21:52 · 1h ago. Insight 1 marks: live.
Jul'26 INCOME · CC + PUTS + INTEREST
floor $30,000 · ideal $50,000 · 10 days left · ideal reached
$7,354 interest
$76,815 booked
$23,615 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
| Month | Gross | Net-adj | Gap to ideal |
|---|
| Jul'26 projected | $111,071 | $100,430 | $0 |
| Aug'26 forecast | $-4,751 | $-3,275 | - |
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
reaches idealfloor $30,000 · ideal $50,000
Interest $7,354Booked $76,815
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 ($7,590/mo full rate) × 10/30 days left = $2,530 · 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 201 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.
| Metric | Value |
|---|
| Closed CC round-trips | 201 (47 expired full / 154 bought back / 16 run over) |
| Avg time CC stays open | 6.7 days |
| Win rate (kept >= 0) / run-over rate | 92% / 8% |
| Typical premium given up (per bought-back CC) | $210 · mean $527 (skewed by a few big run-overs) |
| Give-up ratio (buyback / premium) | 30.6% dollar-weighted · typical trade gives back 19% (median, size-free) |
| Mean keep (blended) | 69% |
| Forecast keep (median complete month) | 69% · 2026-04 92%, 2026-05 65%, 2026-06 69%, 2026-07 69% |
Early-cover read: MODERATE - keeping ~69% 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
| Quantity | Value |
|---|
| Gap to ideal (Jul'26) | $0 |
| Gross premium to sell (grossed up 69%) | $0 |
| Avg CC hold | 6.7 days |
| Cycles that still fit this month | 1.5 |
Actuals by account - Jul'26 realized
| Account | Realized | Accruing MTD (info) | Share |
|---|
| Main | $29,124 | $2,356 | |
| Neville | $28,276 | $760 | |
| RetireInc | $20,239 | $783 | |
| Joint | $-824 | $44 | |
| TOTAL | $76,815 | $3,943 | |
Interest posted this month: $7,354 (last month's accrual as of Jun 30) → Realized + posted: $84,169
accruing now: $3,943 → 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, 109 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 (30 open, 3 to close, bank $-21,722)▾
| Ticker | Spot | Strike | CT | DTE | Surv | Collected | Outstanding | Exit Today | Action | Why |
|---|
| MSTRJoint | 98.4 | 125.0C | 10 | Jul 319d | 96% | $1,000 | $385 | $615 | hold | 62% banked, 38% to decay |
| MSTRRetireInc | 98.4 | 130.0C | 4 | Aug 0716d | 94% | $-576 | $266 | $-842 | hold | underwater, 94% safe |
| IRENMain | 42.2 | 55.0C | 20 | Jul 319d | 92% | $-220 | $910 | $-1,130 | hold | underwater, 92% safe |
| SPCXNeville | 123.2 | 165.0C | 5 | Aug 0716d | 91% | $-125 | $988 | $-1,112 | hold | underwater, 91% safe |
| SPYNeville | 747.9 | 758.0C | 12 | Jul 275d | 91% | $792 | $462 | $330 | hold | 42% banked, 58% to decay |
| COINRetireInc | 169.0 | 215.0C | 3 | Aug 1423d | 89% | $-795 | $813 | $-1,608 | hold | underwater, 89% safe |
| HIMSMain | 32.3 | 39.5C | 15 | Jul 319d | 88% | $1,005 | $780 | $225 | hold | 22% banked, 78% to decay |
| IRENNeville | 42.2 | 55.0C | 20 | Aug 0716d | 88% | $-220 | $2,050 | $-2,270 | hold | underwater, 88% safe |
| IRENRetireInc | 42.2 | 55.0C | 20 | Aug 0716d | 88% | $-220 | $2,050 | $-2,270 | hold | underwater, 88% safe |
| COINMain | 169.0 | 210.0C | 25 | Aug 1423d | 87% | $-145 | $8,125 | $-8,270 | hold | underwater, 87% safe |
| RKLBRetireInc | 71.4 | 83.0C | 6 | Jul 319d | 86% | $-57 | $576 | $-633 | hold | underwater, 86% safe |
| IRENJoint | 42.2 | 51.0C | 20 | Jul 319d | 85% | $1,960 | $1,840 | $120 | hold | 6% banked, 94% to decay |
| QCOMRetireInc | 176.7 | 207.5C | 5 | Aug 0716d | 85% | $-70 | $1,507 | $-1,577 | hold | underwater, 85% safe |
| APPRetireInc | 417.1 | 465.0C | 1 | Jul 319d | 84% | $1,081 | $515 | $566 | hold | 52% banked, 48% to decay |
| MUNeville | 967.5 | 1040.0C | 2 | Jul 242d | 83% | $1,600 | $1,795 | $-195 | hold | underwater, 83% safe |
| NEMMain | 96.1 | 106.0C | 5 | Aug 0716d | 83% | $-705 | $613 | $-1,318 | hold | underwater, 83% safe |
| BMNRRetireInc | 17.6 | 20.5C | 50 | Aug 0716d | 83% | $1,300 | $1,900 | $-600 | hold | underwater, 83% safe |
| AMZNJoint | 244.3 | 265.0C | 10 | Jul 319d | 81% | $3,500 | $2,870 | $630 | hold | 18% banked, 82% to decay |
| COINMain | 169.0 | 200.0C | 8 | Aug 2130d | 80% | $-1,712 | $4,780 | $-6,492 | hold | underwater, 80% safe |
| COPXJoint | 80.2 | 85.0C | 20 | Jul 319d | 79% | $820 | $1,550 | $-730 | hold | underwater, 79% safe |
| GOOGNeville | 347.4 | 370.0C | 15 | Jul 319d | 79% | $7,815 | $6,150 | $1,665 | hold | 21% banked, 79% to decay |
| CRWVNeville | 83.2 | 97.0C | 5 | Aug 0716d | 78% | $115 | $1,625 | $-1,510 | hold | underwater, 78% safe |
| INTCNeville | 105.6 | 116.0C | 5 | Jul 242d | 76% | $1,750 | $1,430 | $320 | hold | 18% banked, 82% to decay |
| MDBNeville | 300.5 | 325.0C | 1 | Jul 319d | 76% | $610 | $645 | $-35 | hold | underwater, 76% safe |
| UAMYRetireInc | 5.9 | 6.5C | 25 | Jul 319d | 72% | $425 | $562 | $-138 | hold | underwater, 72% safe |
| MUMain | 967.5 | 1050.0C | 5 | Jul 319d | 71% | $10,000 | $19,888 | $-9,888 | hold | underwater, 71% safe |
| NVDANeville | 209.4 | 212.5C | 5 | Jul 242d | 69% | $155 | $762 | $-608 | hold | underwater, 69% safe |
| GLDMain | 380.7 | 390.0C | 10 | Aug 2130d | 67% | $-650 | $5,975 | $-6,625 | CLOSE | 67% safe - cut before breach |
| DELLRetireInc | 444.4 | 475.0C | 3 | Aug 2130d | 65% | $372 | $9,525 | $-9,153 | CLOSE | 65% safe - cut before breach |
| METAMain | 630.0 | 630.0C | 3 | Jul 319d | 52% | $3,198 | $9,142 | $-5,944 | CLOSE | 52% safe - cut before breach |
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%)▾
| Ticker | Spot | CC-SS | Strike | DTE | Surv | Sell all |
|---|
| GOOGJoint | 346.6 | 339.2 | 372.5 | Jul 319d | 81% | |
| RIOTJoint | 21.7 | 21.5 | 27.0 | Jul 319d | 92% | |
| IGVMain | 90.4 | 86.5 | 95.5 | Jul 319d | 82% | |
Sell all: 67 contract(s) on 3 ticker(s) → $1,771/wk · $7,590/mo · blended surv 90% · ✓ 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
| Ticker | Reason |
|---|
| MARAMain | deep drawdown (safe floor 21% above spot) |
| NOWMain | structural - you un-cap this name (net-CC < 0) |
| ENPHRetireInc | deep drawdown (safe floor 48% above spot) |
| CLSKRetireInc | structural - you un-cap this name (net-CC < 0) |
| GLXYMain | deep drawdown (safe floor 31% above spot) |
Deferred by CSV - 8 fortresses skipped (income deferred upstream)▾
| Fortress | LC | CT | Half-max cap | Tag | Net / mo (deferred) |
|---|
| BMNRMain | 25 | 50 | 25 of 50 | Half Max; Skip | deferred upstream |
| BMNRMain | 23 | 75 | 37 of 75 | Half Max; Skip | deferred upstream |
| BMNRJoint | 23 | 150 | 75 of 150 | Half Max; Skip | deferred upstream |
| ETHAMain | 13 | 50 | - | Skip | deferred upstream |
| IBITJoint | 75 | 50 | - | Skip | deferred upstream |
| MARAJoint | 20 | 50 | 25 of 50 | Half Max; Skip | deferred upstream |
| MARAMain | 20 | 200 | 100 of 200 | Half Max; Skip | deferred upstream |
| MARANeville | 25 | 250 | - | Skip | deferred 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)▾
| Ticker | Spot | Strike | DTE | Surv | Contracts | Collected | Cycles | Gross | E[income] |
|---|
| MU uwNeville | 967.5 | 1040.0 | Jul 242d | 83% | 2 | $1,600 | 1.4x | $1,544 | $1,287 |
| INTCNeville | 105.6 | 116.0 | Jul 242d | 76% | 5 | $1,750 | 1.2x | $1,407 | $1,074 |
| SPYNeville | 747.9 | 758.0 | Jul 275d | 91% | 12 | $792 | 0.7x | $364 | $330 |
| NVDA uwNeville | 209.4 | 212.5 | Jul 242d | 69% | 5 | $155 | 1.0x | $112 | $77 |
Gross $3,427 → E[rollover] $2,767 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)▾
| Fortress | Spot | CC-SS | Strike | vs CC-SS | DTE | Surv | CT | Rung | This cycle | Gross / mo | E[net] / mo |
|---|
| CLSKRetireInc | 15.3 | 17.9 | 17.0 | ⚠ below | Jul 242d | 90% | 20 | recommended | $180 | $2,700 | $1,861 |
Deep-name income: $180 this cycle · gross $2,700 / mo → E[net] $1,861 / mo · 0 of 1 at/above CC-SS (safe)
Read from fortress_fight --all run Jul 22, 21:51 · 1h 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)▾
| Ticker | Spot | Strike | DTE | Surv | Contracts | Net / mo |
|---|
| GOOGJoint | 346.6 | 390.0 | Jul 319d | 93% | 5 | $1,574 |
Max-safety alternative (swap, not add): $1,574
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)▾
| Ticker | Spot | CC-SS | Strike | DTE | Surv | Contracts | Gross / mo | Net / mo |
|---|
| MARAMain | 12.2 | 14.8 | 16.0 | Aug 2837d | 84% | 200 | $6,649$8,200/cycle | $4,616 |
| GLXYMain | 25.3 | 33.2 | 34.0 | Aug 2837d | 86% | 125 | $5,169$6,375/cycle | $3,588 |
Recovery income: gross $11,818 → net-adj $8,204 / 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.