CC Income Manager
● CACHED CHAINS · 1h
GENERATEDJul 25, 2026 12:53
Insight 2 candidates from the cc_scanner scan Jul 24, 21:35 · 15h ago (fortress_rebuild cc_picks as fallback). Coverage + CC-SS from the fortress_rebuild scan · Jul 25, 11:52 · 1h ago. Insight 1 marks: live.
Jul'26 INCOME · CC + PUTS + INTEREST
floor $30,000 · ideal $50,000 · 7 days left · ideal reached · final week: planning next month
$7,354 interest
$98,759 booked
$20,206 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: Aug'26
| Month | Gross | Net-adj | Gap to ideal |
|---|
| Jul'26 projected | $128,069 | $118,965 | - |
| Aug'26 forecast | $-397 | $-274 | $50,274 |
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 Aug'26 income
reaches idealfloor $30,000 · ideal $50,000
ℹ final week of Jul'26 and ideal reached ($118,965 net-adj) → planning Aug'26 from scratch. Base = open CCs already expiring Aug'26 (none yet, so base is $0).
Tap any segment or chip to jump to its panel below. existing book's forecast · New CCs = Insight 2 sell-all (every available contract) · 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 215 income covered calls you sold and closed, you came out even-or-ahead on 91%; only 19 “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 | 215 (50 expired full / 165 bought back / 19 run over) |
| Avg time CC stays open | 6.5 days |
| Win rate (kept >= 0) / run-over rate | 91% / 9% |
| Typical premium given up (per bought-back CC) | $215 · mean $523 (skewed by a few big run-overs) |
| Give-up ratio (buyback / premium) | 29.7% dollar-weighted · typical trade gives back 20% (median, size-free) |
| Mean keep (blended) | 70% |
| Forecast keep (median complete month) | 69% · 2026-04 91%, 2026-05 66%, 2026-06 69%, 2026-07 71% |
Early-cover read: MODERATE - keeping ~70% 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 (Aug'26) | $50,274 |
| Gross premium to sell (grossed up 70%) | $71,535 |
| Avg CC hold | 6.5 days |
| Cycles that still fit this month | n/a (planning next month) |
Actuals by account - Jul'26 realized
| Account | Realized | Accruing MTD (info) | Share |
|---|
| Neville | $39,141 | $820 | |
| Main | $36,388 | $2,624 | |
| RetireInc | $21,169 | $867 | |
| Joint | $2,062 | $48 | |
| TOTAL | $98,759 | $4,360 | |
Interest posted this month: $7,354 (last month's accrual as of Jun 30) → Realized + posted: $106,113
accruing now: $4,360 → 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, 124 matched), 2 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 (34 open, 0 to close, bank $0)▾
| Ticker | Spot | Strike | CT | DTE | Surv | Collected | Outstanding | Exit Today | Action | Why |
|---|
| IRENMain | 37.0 | 55.0C | 20 | Jul 316d | 99% | $150 | $160 | $-10 | hold | underwater, 99% safe |
| MARAMain | 12.2 | 16.0C | 200 | Jul 316d | 98% | $1,200 | $500 | $700 | hold | 58% banked, 42% to decay |
| HIMSMain | 28.0 | 35.0C | 15 | Jul 316d | 96% | $-660 | $202 | $-862 | hold | underwater, 96% safe |
| IRENRetireInc | 37.0 | 47.5C | 20 | Jul 316d | 95% | - | $370 | - | hold | 95% safe |
| BMNRRetireInc | 15.8 | 20.5C | 50 | Aug 0713d | 95% | $1,300 | $625 | $675 | hold | 52% banked, 48% to decay |
| CRWVNeville | 72.1 | 97.0C | 5 | Aug 0713d | 95% | $115 | $258 | $-142 | hold | underwater, 95% safe |
| INTCNeville | 91.5 | 110.0C | 5 | Jul 316d | 94% | $650 | $285 | $365 | hold | 56% banked, 44% to decay |
| QCOMRetireInc | 167.0 | 207.5C | 5 | Aug 0713d | 94% | $-70 | $452 | $-522 | hold | underwater, 94% safe |
| MUNeville | 910.8 | 1100.0C | 2 | Jul 316d | 94% | $4,000 | $1,290 | $2,710 | hold | 68% banked, 32% to decay |
| GOOGNeville | 318.5 | 340.0C | 15 | Jul 316d | 94% | $1,702 | $885 | $817 | hold | 48% banked, 52% to decay |
| GOOGJoint | 318.5 | 340.0C | 5 | Jul 316d | 94% | $568 | $295 | $272 | hold | 48% banked, 52% to decay |
| RKLBRetireInc | 63.5 | 75.0C | 6 | Jul 316d | 94% | $408 | $240 | $168 | hold | 41% banked, 59% to decay |
| IRENNeville | 37.0 | 50.0C | 20 | Aug 0713d | 92% | $60 | $1,140 | $-1,080 | hold | underwater, 92% safe |
| NEMMain | 94.4 | 106.0C | 5 | Aug 0713d | 91% | $-705 | $295 | $-1,000 | hold | underwater, 91% safe |
| COPXJoint | 78.4 | 85.0C | 20 | Jul 316d | 91% | $820 | $600 | $220 | hold | 27% banked, 73% to decay |
| IGVMain | 88.0 | 93.5C | 12 | Jul 316d | 90% | $960 | $630 | $330 | hold | 34% banked, 66% to decay |
| UAMYRetireInc | 5.2 | 7.0C | 25 | Aug 1420d | 89% | $250 | $312 | $-62 | hold | underwater, 89% safe |
| GOOGNeville | 318.5 | 342.5C | 5 | Aug 0713d | 89% | $1,055 | $645 | $410 | hold | 39% banked, 61% to decay |
| AMZNJoint | 231.6 | 255.0C | 10 | Jul 316d | 89% | $4,830 | $1,590 | $3,240 | hold | 67% banked, 33% to decay |
| COINRetireInc | 157.5 | 195.0C | 3 | Aug 1420d | 89% | $-195 | $948 | $-1,143 | hold | underwater, 89% safe |
| MUMain | 910.8 | 1050.0C | 5 | Jul 316d | 88% | $10,000 | $6,137 | $3,863 | hold | 39% banked, 61% to decay |
| COINMain | 157.5 | 180.0C | 25 | Jul 316d | 87% | $1,130 | $5,175 | $-4,045 | hold | underwater, 87% safe |
| COINMain | 157.5 | 185.0C | 8 | Aug 0713d | 86% | $-1,840 | $2,328 | $-4,168 | hold | underwater, 86% safe |
| SPCXNeville | 113.4 | 130.0C | 5 | Jul 316d | 86% | $-125 | $1,050 | $-1,175 | hold | underwater, 86% safe |
| MDBNeville | 299.1 | 325.0C | 1 | Jul 316d | 84% | $610 | $329 | $281 | hold | 46% banked, 54% to decay |
| APPRetireInc | 400.6 | 435.0C | 1 | Jul 316d | 83% | $692 | $260 | $432 | hold | 62% banked, 38% to decay |
| NVDANeville | 206.8 | 220.0C | 5 | Aug 0713d | 82% | $610 | $898 | $-288 | hold | underwater, 82% safe |
| SPYNeville | 738.7 | 750.0C | 12 | Jul 316d | 82% | $1,992 | $2,004 | $-12 | hold | underwater, 82% safe |
| MSTRRetireInc | 91.3 | 100.0C | 4 | Jul 316d | 82% | $537 | $588 | $-51 | hold | underwater, 82% safe |
| MSTRJoint | 91.3 | 100.0C | 10 | Jul 316d | 82% | $1,341 | $1,470 | $-129 | hold | underwater, 82% safe |
| NOWMain | 97.8 | 104.0C | 10 | Jul 316d | 80% | $880 | $1,430 | $-550 | hold | underwater, 80% safe |
| GLDMain | 372.5 | 390.0C | 10 | Aug 2127d | 79% | $-650 | $2,930 | $-3,580 | hold | underwater, 79% safe |
| METAMain | 594.1 | 637.5C | 3 | Aug 0713d | 75% | $-699 | $3,960 | $-4,659 | hold | underwater, 75% safe |
| DELLRetireInc | 436.0 | 475.0C | 3 | Aug 2127d | 69% | $372 | $7,418 | $-7,046 | hold | underwater, 69% safe |
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. CHECK REBUILD = still OTM but deteriorating AND underwater: closing would realize the loss, and roll-vs-cut on a fortress is fortress_rebuild's call - the row mirrors rebuild's own routing so you see its answer here. 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 5-30, survival >= 80%)▾
| Ticker | Spot | CC-SS | Strike | DTE | Surv | Sell all |
|---|
| RIOTJoint | 22.5 | 20.9 | 30.0 | Aug 1521d | 84% | |
Sell all: 50 contract(s) on 1 ticker(s) → $457/wk · $1,958/mo · blended surv 84% · ✗ 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 |
|---|
| IRENJoint | deep drawdown (safe floor 33% above spot) |
| ENPHRetireInc | deep drawdown (safe floor 60% above spot) |
| CLSKRetireInc | structural - you un-cap this name (net-CC < 0) |
| GLXYMain | deep drawdown (safe floor 52% 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 Aug'26 end)▾
| Ticker | Spot | Strike | DTE | Surv | Contracts | Collected | Cycles | Gross | E[income] |
|---|
| MUMain | 910.8 | 1050.0 | Jul 316d | 88% | 5 | $10,000 | 4.4x | $30,529 | $26,931 |
| AMZNJoint | 231.6 | 255.0 | Jul 316d | 89% | 10 | $4,830 | 4.4x | $14,746 | $13,104 |
| MUNeville | 910.8 | 1100.0 | Jul 316d | 94% | 2 | $4,000 | 4.4x | $12,212 | $11,469 |
| SPY uwNeville | 738.7 | 750.0 | Jul 316d | 82% | 12 | $1,992 | 4.4x | $6,081 | $4,971 |
| GOOGNeville | 318.5 | 340.0 | Jul 316d | 94% | 15 | $1,702 | 3.1x | $3,638 | $3,413 |
| MSTR uwJoint | 91.3 | 100.0 | Jul 316d | 82% | 10 | $1,341 | 4.4x | $4,095 | $3,347 |
| COIN uwMain | 157.5 | 180.0 | Jul 316d | 87% | 25 | $1,130 | 4.4x | $3,450 | $3,007 |
| IGVMain | 88.0 | 93.5 | Jul 316d | 90% | 12 | $960 | 4.4x | $2,931 | $2,626 |
| INTCNeville | 91.5 | 110.0 | Jul 316d | 94% | 5 | $650 | 4.4x | $1,984 | $1,867 |
| APPRetireInc | 400.6 | 435.0 | Jul 316d | 83% | 1 | $692 | 4.4x | $2,113 | $1,757 |
| MDBNeville | 299.1 | 325.0 | Jul 316d | 84% | 1 | $610 | 4.4x | $1,862 | $1,561 |
| GOOGNeville | 318.5 | 342.5 | Aug 0713d | 89% | 5 | $1,055 | 2.4x | $1,745 | $1,559 |
| COPXJoint | 78.4 | 85.0 | Jul 316d | 91% | 20 | $820 | 2.8x | $1,593 | $1,448 |
| MSTR uwRetireInc | 91.3 | 100.0 | Jul 316d | 82% | 4 | $537 | 4.4x | $1,638 | $1,339 |
| NVDA uwNeville | 206.8 | 220.0 | Aug 0713d | 82% | 5 | $610 | 3.4x | $1,442 | $1,184 |
| RKLBRetireInc | 63.5 | 75.0 | Jul 316d | 94% | 6 | $408 | 4.4x | $1,246 | $1,165 |
| GOOGJoint | 318.5 | 340.0 | Jul 316d | 94% | 5 | $568 | 3.1x | $1,213 | $1,138 |
| IREN uwMain | 37.0 | 55.0 | Jul 316d | 99% | 20 | $150 | 4.4x | $458 | $454 |
| CRWV uwNeville | 72.1 | 97.0 | Aug 0713d | 95% | 5 | $115 | 3.4x | $272 | $257 |
| DELL uwRetireInc | 436.0 | 475.0 | Aug 2127d | 69% | 3 | $372 | 1.4x | $366 | $253 |
| IREN uwNeville | 37.0 | 50.0 | Aug 0713d | 92% | 20 | $60 | 3.4x | $142 | $131 |
Gross $93,757 → E[rollover] $82,981 to Aug'26 end
Held CCs are not dead weight: a covered name expiring before Aug'26 end frees its shares to be re-written. Cycles come from your real re-write cadence (STEP A median hold, ~7d), floored at a fresh CC's tenor (~7d) so a full weekly premium is never banked more than once a week. 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 |
|---|
| GLXYMain | 23.9 | 33.7 | 27.0 | ⚠ below | Aug 017d | 83% | 125 | 33% normal | $3,500 | $15,000 | $10,341 |
| ENPHRetireInc | 38.4 | 58.9 | 45.0 | ⚠ below | Aug 017d | 85% | 10 | recommended | $670 | $2,871 | $1,979 |
Deep-name income: $4,170 this cycle · gross $17,871 / mo → E[net] $12,320 / mo · 0 of 2 at/above CC-SS (safe)
Read from fortress_fight --all run Jul 24, 21:41 · 15h 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 |
|---|
| RIOTJoint | 22.5 | 29.0 | Aug 017d | 93% | 50 | $1,506 |
Max-safety alternative (swap, not add): $1,506
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 |
|---|
| IRENJoint | 37.0 | 49.2 | 50.0 | Aug 2935d | 75% | 20 | $3,926$4,580/cycle | $2,759 |
| GLXYMain | 22.7 | 34.6 | 35.0 | Aug 2935d | 93% | 125 | $3,321$3,875/cycle | $2,334 |
Recovery income: gross $7,247 → net-adj $5,093 / 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.