FORTRESS FIGHT: IREN-LC25-1299 @ $31.40

BE SS: $44.00  |  CC-SS: $51.33  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

IREN-LC25-1299 @ $31.40   UNDERWATER $12.60 (28.6% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $44.00  |  CC-SS: $51.33  |  IV: HIGH  |  Accounts: Main:1299

LC: $25 exp 2028-01-21 (entry $32.037/sh)
SP: $47 exp 2028-01-21 (entry $21.146/sh)
HP: $35 exp 2026-10-16 (entry $5.147/sh)

Economics

Max Loss$56,000(ND $16.00 + SW $12) x 2000
Normal income ref$9,188/mo95% ann ROI on ML
Hedge rolling cost$8,164/mo
Unrealized P&L$-32,120fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,164/mo
HEDGE COVER
$8,164/mo
NORMAL INCOME
$9,188/mo (ATM CC, chain)
IC VELOCITY
3.5 mo to earn back $32,000
ML VELOCITY
6.1 mo to earn back $56,000
Deep drawdown confirmed: a CC at CC-SS $51.33 (probe: $51C 15d) brings only $40/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-16
$-4,886
Hole (after banked)
$37,006
was $32,120 · -15% earned back
Cycles closed
2
Credit in flight
$1,005
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
20x $55C 31 Jul 2026U10001299$0.50$1,0052026-07-22
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 40 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 33 · %B 5 · hist falling (nightly)
LEVELS20W MA (bounce target) $46.53 (+48%) · daily UBB $45.82 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 20 contracts at $34 / 8d. This is the safest strike (survival 68%, breach 32%) that still earns the hedge-roll cost ($8,164/mo); it brings $8,175/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 19 × $33/8d for $9,548/mo, but breach risk rises to 37% (+5pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 15 × $37/8d (81% survival, $3,150/mo).
Downside anchor: the primary mortgages $32,486 (102% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 3.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-32,390 and cuts bleed by $8,164/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 7 Aug 2026 (8d) · sell 20 × $34, 68% survival, $8,175/mo (E[net] $1,152/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d20 × $3468%$8,175$1,152
E[net] arithmetic on the grand pick: keep $2,180 with probability 47%; on the 53% touch you roll, paying $3,107 to close and taking $1,722 back from the best priced door (net cash $1,385) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $1,152/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $34 (cover hedge), 68% survival, breach 32%, $8,175/mo.
Stay at the pick. Stepping safer (the $36 rung (50% normal) lifts survival to 77% (breach 32% → 23%) for $3,394/mo less (42% income)) would drop below hedge coverage; the income is doing real work covering the bleed.
IREN  spot $31.40 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal15 × $377 Aug8d17.8%81%hist 99%41%hist 28%+0pp$840$3,150-$5,025$20,660
Sell 15 × $37 17.8% OTM over spot $31.40 7 Aug 2026 (8d, $0.64 mid)
= $840 credit for the 8d cycle → $3,150/mo projected
Survival (stays ≤ $37)
81%
Breach risk
19%
POP (stays ≤ $37.63)
83%
EV / mo
$-344
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
32% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-6,604/mo
median; plan ~$-4,491/mo after 68% keep · $-58,352 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.4], measured ONLY among the 32% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$1,776
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$46 @ 81% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life (likely $1.77–$2.78)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 925 simulated challenges: the $37 strike is typically first touched on day 4 of 8, at $39 (overshoots $1.61). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3714 Aug 202611d left+$0.97/sh+$1,458
cycle +$2,298
[+$1,346…+$1,840] · 100% credit
66%
surv 55%
-$19,582 NOT
cap gain +$12,538
Reliable up-and-out (highest cap still free ≥60%)~$4121 Aug 202618d left+$0.52/sh+$786
cycle +$1,626
[+$380…+$993] · 95% credit
74%
surv 69%
-$12,880 NOT
cap gain +$19,240
Max even-money escape in the band~$4221 Aug 202618d left+$0.19/sh+$286
cycle +$1,126
[-$230…+$482] · 55% credit
76%
surv 71%
-$11,580 NOT
cap gain +$20,540
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3914 Aug 202611d left+$0.04/sh+$61
cycle +$901
[-$416…+$236] · 40% credit
68%
surv 62%
-$18,105 NOT
cap gain +$14,015
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$0.39/sh-$585
cycle +$255
[-$1,287…-$469] · 9% credit
81%
surv 79%
-$6,949 NOT
cap gain +$25,171
budget: banked $840 debit $585 (70% used ≈ 0.8 wk of income) → whole cycle still +$255 cash · rolled 15 ct earn ≈ $3,385/mo while parked; 5 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,150/mo
vs 50% target ($8,164/mo)-61%
vs normal income ($9,188/mo)34% covered
Net income (after hedge)$-4,684/mo
Downside budget
⚠ $37 is $14 below CC-SS $51.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,660
… as % of IC ($32,000)64.6%
… as % of ML ($56,000)36.9%
Recovery months (at normal income)2.2 mo
Surgical close (15 ct)$-24,203
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $37.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $37)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $36.63Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$37-37.63
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $37.63
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$37.00 (≤1σ, normal week)$840$-21,040+$11,080+$345
+2.5%$37.92 (1.0σ)$-547$-20,763+$11,357-$1,042
+5%$38.85 (1.2σ)$-1,935$-20,485+$11,635-$2,430
SS (= V-bounce)$44.00 (2.0σ)$-9,660$-18,940+$13,180-$10,155
V-BOUNCE STRESS (stock → CC-SS $51.33, where you are whole again, by expiry)
Starting unrealized P&L: $-32,120
+ Fortress recovery (un-capped): +$35,874
− CC assignment net of premium (15 × $37): -$20,660
− Conservative CC assignment net of premium (5 × $44): -$3,502
Total Position P&L @ SS: $-20,407 (+$11,713 vs today)
Do-nothing baseline at SS: $-10,252 (this trade vs do-nothing: $-10,155, the opportunity cost of earning $3,150/mo FIGHT income now)
50% normal17 × $367 Aug8d14.6%77%hist 96%49%hist 28%+3pp$1,275$4,781-$3,394$24,791
Sell 17 × $36 14.6% OTM over spot $31.40 7 Aug 2026 (8d, $0.77 mid)
= $1,275 credit for the 8d cycle → $4,781/mo projected
Survival (stays ≤ $36)
77%
Breach risk
23%
POP (stays ≤ $36.77)
80%
EV / mo
$-311
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
35% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-6,392/mo
median; plan ~$-4,347/mo after 68% keep · $-56,083 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.3], measured ONLY among the 35% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
37%
Flat exit net (mid-life)
-$1,580
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$46 @ 83% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.37/sh now → $1.68 mid-life (likely $1.83–$2.81)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$0.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,117 simulated challenges: the $36 strike is typically first touched on day 4 of 8, at $38 (overshoots $1.65). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3614 Aug 202611d left+$0.93/sh+$1,589
cycle +$2,864
[+$1,369…+$1,939] · 100% credit
66%
surv 55%
-$20,883 NOT
cap gain +$11,237
Reliable up-and-out (highest cap still free ≥60%)~$4021 Aug 202618d left+$0.47/sh+$796
cycle +$2,071
[+$273…+$964] · 92% credit
74%
surv 69%
-$14,301 NOT
cap gain +$17,819
Max even-money escape in the band~$4121 Aug 202618d left+$0.14/sh+$246
cycle +$1,521
[-$403…+$356] · 41% credit
76%
surv 72%
-$13,051 NOT
cap gain +$19,069
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3814 Aug 202611d left+$0.02/sh+$41
cycle +$1,316
[-$554…+$136] · 31% credit
68%
surv 62%
-$19,556 NOT
cap gain +$12,564
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$0.73/sh-$1,244
cycle +$31
[-$2,347…-$1,316] · 1% credit
83%
surv 81%
-$6,920 NOT
cap gain +$25,200
budget: banked $1,275 debit $1,244 (98% used ≈ 1.1 wk of income) → whole cycle still +$31 cash · rolled 17 ct earn ≈ $2,685/mo while parked; 3 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,781/mo
vs 50% target ($8,164/mo)-41%
vs normal income ($9,188/mo)52% covered
Net income (after hedge)$-3,184/mo
Downside budget
⚠ $36 is $15 below CC-SS $51.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,791
… as % of IC ($32,000)77.5%
… as % of ML ($56,000)44.3%
Recovery months (at normal income)2.7 mo
Surgical close (17 ct)$-27,328
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $36.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $36)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $35.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$36-36.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $36.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$36.00 (≤1σ, normal week)$1,275$-22,471+$9,649+$714
+2.5%$36.90 (≤1σ, normal week)$-255$-22,381+$9,739-$816
+5%$37.80 (1.0σ)$-1,785$-22,291+$9,829-$2,346
SS (= V-bounce)$44.00 (2.0σ)$-12,325$-21,671+$10,449-$12,886
V-BOUNCE STRESS (stock → CC-SS $51.33, where you are whole again, by expiry)
Starting unrealized P&L: $-32,120
+ Fortress recovery (un-capped): +$35,874
− CC assignment net of premium (17 × $36): -$24,791
− Conservative CC assignment net of premium (3 × $44): -$2,101
Total Position P&L @ SS: $-23,138 (+$8,982 vs today)
Do-nothing baseline at SS: $-10,252 (this trade vs do-nothing: $-12,886, the opportunity cost of earning $4,781/mo FIGHT income now)
🎯 cover hedge20 × $347 Aug8d8.3%68%hist 80%68%hist 51%+3pp$2,180$8,175$32,486
Sell 20 × $34 8.3% OTM over spot $31.40 7 Aug 2026 (8d, $1.23 mid)
= $2,180 credit for the 8d cycle → $8,175/mo projected
Survival (stays ≤ $34)
68%
Breach risk
32%
POP (stays ≤ $35.23)
74%
EV / mo
$-1,564
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
34% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~5.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-5,856/mo
median; plan ~$-3,982/mo after 68% keep · $-51,411 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.8-3.5], measured ONLY among the 34% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
53%
Flat exit net (mid-life)
-$927
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$48 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.19/sh now → $1.55 mid-life (likely $1.93–$2.81)≈ $0 at expiry  |  you banked $1.09/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,576 simulated challenges: the $34 strike is typically first touched on day 3 of 8, at $36 (overshoots $1.59). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3414 Aug 202611d left+$0.86/sh+$1,722
cycle +$3,902
[+$1,376…+$1,836] · 100% credit
66%
surv 55%
-$23,543 NOT
cap gain +$8,577
Up-and-out for even (raise the cap, free)~$3514 Aug 202611d left+$0.61/sh+$1,211
cycle +$3,391
[+$793…+$1,201] · 100% credit
67%
surv 58%
-$22,980 NOT
cap gain +$9,140
Reliable up-and-out (highest cap still free ≥60%)~$3821 Aug 202618d left+$0.36/sh+$721
cycle +$2,901
[-$25…+$575] · 73% credit
75%
surv 70%
-$17,170 NOT
cap gain +$14,950
Max even-money escape in the band~$3921 Aug 202618d left+$0.06/sh+$114
cycle +$2,294
[-$818…-$125] · 21% credit
77%
surv 73%
-$15,977 NOT
cap gain +$16,143
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4821 Aug 202618d left-$0.99/sh-$1,978
cycle +$202
[-$3,641…-$2,488]
90%
surv 89%
-$2,769 NOT
cap gain +$29,351
budget: banked $2,180 debit $1,978 (91% used ≈ 1.1 wk of income) → whole cycle still +$202 cash · rolled 20 ct earn ≈ $1,882/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,175/mo
vs 50% target ($8,164/mo)+0%
vs normal income ($9,188/mo)89% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $34 is $17 below CC-SS $51.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,486
… as % of IC ($32,000)101.5%
… as % of ML ($56,000)58.0%
Recovery months (at normal income)3.5 mo
Surgical close (20 ct)$-32,390
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.09 collected) or spot ≥ $35.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $34)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $33.66Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$34-35.23
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $35.23
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$34.00 (≤1σ, normal week)$2,180$-25,265+$6,855+$1,520
+2.5%$34.85 (≤1σ, normal week)$480$-25,435+$6,685-$180
+5%$35.70 (≤1σ, normal week)$-1,220$-25,605+$6,515-$1,880
SS (= V-bounce)$44.00 (2.0σ)$-17,820$-27,265+$4,855-$18,480
V-BOUNCE STRESS (stock → CC-SS $51.33, where you are whole again, by expiry)
Starting unrealized P&L: $-32,120
+ Fortress recovery (un-capped): +$35,874
− CC assignment net of premium (20 × $34): -$32,486
Total Position P&L @ SS: $-28,732 (+$3,388 vs today)
Do-nothing baseline at SS: $-10,252 (this trade vs do-nothing: $-18,480, the opportunity cost of earning $8,175/mo FIGHT income now)
100% normal19 × $337 Aug8d5.1%63%hist 80%80%hist 59%+4pp$2,546$9,548+$1,373$32,287
Sell 19 × $33 5.1% OTM over spot $31.40 7 Aug 2026 (8d, $1.41 mid)
= $2,546 credit for the 8d cycle → $9,548/mo projected
Survival (stays ≤ $33)
63%
Breach risk
37%
POP (stays ≤ $34.41)
70%
EV / mo
$-2,107
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
42% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~7.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-5,711/mo
median; plan ~$-3,883/mo after 68% keep · $-48,285 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.9], measured ONLY among the 42% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
63%
Flat exit net (mid-life)
-$289
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$47 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.11/sh now → $1.49 mid-life (likely $1.99–$2.82)≈ $0 at expiry  |  you banked $1.34/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,884 simulated challenges: the $33 strike is typically first touched on day 3 of 8, at $35 (overshoots $1.64). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3314 Aug 202611d left+$0.83/sh+$1,569
cycle +$4,115
[+$1,245…+$1,523] · 100% credit
66%
surv 55%
-$25,098 NOT
cap gain +$7,022
Up-and-out for even (raise the cap, free)~$3414 Aug 202611d left+$0.57/sh+$1,088
cycle +$3,634
[+$679…+$936] · 100% credit
67%
surv 58%
-$24,504 NOT
cap gain +$7,616
Reliable up-and-out (highest cap still free ≥60%)~$3721 Aug 202618d left+$0.43/sh+$814
cycle +$3,360
[+$106…+$523] · 83% credit
74%
surv 69%
-$19,378 NOT
cap gain +$12,742
Max even-money escape in the band~$3821 Aug 202618d left+$0.02/sh+$29
cycle +$2,575
[-$928…-$374] · 11% credit
77%
surv 73%
-$17,463 NOT
cap gain +$14,657
SS $44 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4721 Aug 202618d left-$0.99/sh-$1,879
cycle +$667
[-$3,572…-$2,550]
90%
surv 90%
-$4,330 NOT
cap gain +$27,790
budget: banked $2,546 debit $1,879 (74% used ≈ 0.9 wk of income) → whole cycle still +$667 cash · rolled 19 ct earn ≈ $1,594/mo while parked; 1 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,548/mo
vs 50% target ($8,164/mo)+17%
vs normal income ($9,188/mo)104% covered
Net income (after hedge)$1,450/mo
Downside budget
⚠ $33 is $18 below CC-SS $51.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,287
… as % of IC ($32,000)100.9%
… as % of ML ($56,000)57.7%
Recovery months (at normal income)3.5 mo
Surgical close (19 ct)$-30,647
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.34 collected) or spot ≥ $34.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $33)); NOT the premium you collected. Momentum override: two daily closes above $45.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $32.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$33-34.41
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $34.41
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$33.00 (≤1σ, normal week)$2,546$-26,666+$5,454+$1,919
+2.5%$33.82 (≤1σ, normal week)$979$-26,749+$5,371+$352
+5%$34.65 (≤1σ, normal week)$-589$-26,831+$5,289-$1,216
SS (= V-bounce)$44.00 (2.0σ)$-18,354$-27,766+$4,354-$18,981
V-BOUNCE STRESS (stock → CC-SS $51.33, where you are whole again, by expiry)
Starting unrealized P&L: $-32,120
+ Fortress recovery (un-capped): +$35,874
− CC assignment net of premium (19 × $33): -$32,287
− Conservative CC assignment net of premium (1 × $44): -$700
Total Position P&L @ SS: $-29,233 (+$2,887 vs today)
Do-nothing baseline at SS: $-10,252 (this trade vs do-nothing: $-18,981, the opportunity cost of earning $9,548/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (10 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 10 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$35,874 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,252

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$348d7 Aug 2026$1.0920/20$8,175$1168%74%$-1,564-$32,486101.5%$-28,732 (vs do-nothing $-18,480)
$33.508d7 Aug 2026$1.2118/20$8,167$13666%72%$-1,682-$29,92293.5%$-27,568 (vs do-nothing $-17,316)
$338d7 Aug 2026$1.3417/20$8,543$57763%70%$-1,885-$28,88890.3%$-27,235 (vs do-nothing $-16,983)
$3215d14 Aug 2026$2.2718/20$8,172$14058%68%$-1,554-$30,71496.0%$-28,360 (vs do-nothing $-18,108)
$328d7 Aug 2026$1.6314/20$8,558$79058%67%$-2,151-$24,78477.5%$-25,232 (vs do-nothing $-14,980)
$31.5022d21 Aug 2026$3.0520/20$8,318$15557%68%$-1,306-$33,566104.9%$-29,812 (vs do-nothing $-19,560)
$3122d21 Aug 2026$3.3019/20$8,550$45255%67%$-1,208-$32,363101.1%$-29,309 (vs do-nothing $-19,057)
$31.508d7 Aug 2026$1.5415/20$8,662$82955%64%$-4,097-$27,44085.7%$-27,187 (vs do-nothing $-16,935)
$3115d14 Aug 2026$2.7016/20$8,640$74054%66%$-1,439-$28,21388.2%$-27,260 (vs do-nothing $-17,008)
$318d7 Aug 2026$1.9911/20$8,209$63952%63%$-2,165-$20,17863.1%$-22,726 (vs do-nothing $-12,474)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 20 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-07-30 19:14