FORTRESS FIGHT: IREN-LC25 @ $40.46

BE SS: $44.00  |  CC-SS: $47.06  |  40 contracts (4,000 sh)  |  2026-07-08 03:37 |  ⌂ PORTFOLIO

IREN-LC25 @ $40.46   UNDERWATER $3.54 (8.0% below BE SS)

40 contracts (4,000 sh)  |  BE SS: $44.00  |  CC-SS: $47.06  |  IV: HIGH  |  Accounts: Main:1299, Joint:1782

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$112,000(ND $16.00 + SW $12) x 4000
Normal income ref$31,125/mo95% ann ROI on ML
Hedge rolling cost$8,520/mo
Unrealized P&L$-24,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,563/mo
HEDGE COVER
$8,520/mo
NORMAL INCOME
$31,125/mo (ATM CC, chain)
IC VELOCITY
2.1 mo to earn back $64,000
ML VELOCITY
3.6 mo to earn back $112,000
NOT a deep drawdown: a CC at CC-SS $47.06 (probe: $47C 16d) still earns $15,300/mo (49% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,623
Hole (after banked)
$22,577
was $24,200 · 7% earned back
Cycles closed
9
Credit in flight
$0
CC-SS ratchet
$47.54 → $47.06
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 14 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.74 (+62%) · daily UBB $65.08 · 1-wk expected move ±$7 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 39 contracts at $47 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($15,563/mo); it brings $15,795/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 40 × $45/2d for $31,800/mo, but breach risk rises to 13% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 38 × $49/2d (97% survival, $8,550/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 39 contracts realizes $-23,654 and cuts bleed by $8,307/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 40 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: THIS FRIDAY · 10 Jul 2026 (2d) · sell 39 × $47, 94% survival, $15,795/mo (E[net] $7,883/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆10 Jul 2026 · 2d39 × $4794%$15,795$7,883
NEXT FRIDAY17 Jul 2026 · 9d38 × $4780%$15,707$2,308

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $7,883/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $47 (primary), 94% survival, breach 6%, $15,795/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $48 rung (33% normal) lifts survival to 96% (breach 6% → 4%) for $5,295/mo less (34% income) buys safety you do not really need here.
IREN  spot $40.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge38 × $4910 Jul2d21.1%97%6%$570$8,550-$7,245$0
Sell 38 × $49 21.1% OTM over spot $40.46 10 Jul 2026 (2d, $0.17 mid)
= $570 credit for the 2d cycle → $8,550/mo projected
Survival (stays ≤ $49)
97%
Breach risk
3%
POP (stays ≤ $49.17)
97%
EV / mo
+$7,409
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.1] median, 0.1 mo faster than no FIGHT (0.5 mo)  ·  75% of paths whole by 9 mo (vs 94% without)  ·  ~1.1 challenges expected  ·  median CC cash $-2,132
🛡 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)
2%
Flat exit net (mid-life)
-$6,602
Free roll-up
+$7/wk
Safest escape (by 24 Jul 2026)
$61 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.67/sh now → $1.89 mid-life (likely $1.91–$4.65)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$1.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 75 simulated challenges: the $49 strike is typically first touched on day 2 of 2, at $51 (overshoots $2.11). 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 (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4917 Jul 20268d left+$2.36/sh+$8,958
cycle +$9,528
[+$6,288…+$9,629] · 99% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5824 Jul 202615d left+$0.57/sh+$2,182
cycle +$2,752
[-$3,535…+$2,522] · 63% credit
81%
surv 76%
Max even-money escape in the band~$6024 Jul 202615d left+$0.15/sh+$563
cycle +$1,133
[-$5,774…+$797] · 43% credit
83%
surv 80%
Safety roll (pay small debit, max POP)~$6124 Jul 202615d left-$0.03/sh-$129
cycle +$441
[-$6,745…+$59] · 28% credit
84%
surv 81%
budget: banked $570 debit $129 (23% used ≈ 0.1 wk of income) → whole cycle still +$441 cash · rolled 38 ct earn ≈ $14,086/mo while parked; 2 ct free to re-sell
Up-and-out for even (raise the cap, free)~$5617 Jul 20268d left+$0.00/sh+$4
cycle +$574
[-$5,888…+$18] · 25% credit
81%
surv 76%
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$8,550/mo
vs 50% target ($15,563/mo)-45%
vs normal income ($31,125/mo)27% covered
Net income (after hedge)$1,102/mo
Downside budget
✓ $49 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (38 ct)$-23,066
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $49.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $49)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-49.17
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
≥ $49.17
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (2.2σ)$570$5,149+$29,349+$8,702
+2.5%$50.22 (2.5σ)$-4,085$4,438+$28,638+$8,702
+5%$51.45 (2.8σ)$-8,740$3,728+$27,928+$8,702
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (38 × $49): -$0
− Conservative CC assignment net of premium (2 × $44): -$40
Total Position P&L @ SS: $-1,663 (+$22,537 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$765, the opportunity cost of earning $8,550/mo FIGHT income now)
33% normal35 × $4810 Jul2d18.6%96%9%$700$10,500-$5,295$0
Sell 35 × $48 18.6% OTM over spot $40.46 10 Jul 2026 (2d, $0.21 mid)
= $700 credit for the 2d cycle → $10,500/mo projected
Survival (stays ≤ $48)
96%
Breach risk
4%
POP (stays ≤ $48.20)
96%
EV / mo
+$8,690
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.2] median, 0.1 mo faster than no FIGHT (0.5 mo)  ·  75% of paths whole by 9 mo (vs 90% without)  ·  ~1.8 challenges expected  ·  median CC cash $161
🛡 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)
4%
Flat exit net (mid-life)
-$5,716
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$60 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.59/sh now → $1.83 mid-life (likely $1.78–$3.11)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 120 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $50 (overshoots $1.51). 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 (35 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4817 Jul 20268d left+$2.29/sh+$8,012
cycle +$8,712
[+$7,352…+$8,681] · 100% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5824 Jul 202615d left+$0.31/sh+$1,088
cycle +$1,788
[-$1,269…+$1,516] · 64% credit
82%
surv 79%
Up-and-out for even (raise the cap, free)~$5417 Jul 20268d left+$0.24/sh+$857
cycle +$1,557
[-$1,343…+$1,083] · 58% credit
79%
surv 74%
Max even-money escape in the band~$5924 Jul 202615d left+$0.08/sh+$287
cycle +$987
[-$2,261…+$675] · 44% credit
83%
surv 80%
Safety roll (pay small debit, max POP)~$6024 Jul 202615d left-$0.09/sh-$332
cycle +$368
[-$3,028…+$24] · 26% credit
85%
surv 82%
budget: banked $700 debit $332 (47% used ≈ 0.1 wk of income) → whole cycle still +$368 cash · rolled 35 ct earn ≈ $12,167/mo while parked; 5 ct free to re-sell
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$10,500/mo
vs 50% target ($15,563/mo)-33%
vs normal income ($31,125/mo)34% covered
Net income (after hedge)$4,661/mo
Downside budget
✓ $48 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (35 ct)$-21,193
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $48.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.20
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
≥ $48.20
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (1.9σ)$700$1,717+$25,917+$4,690
+2.5%$49.20 (2.2σ)$-3,500$1,021+$25,221+$4,690
+5%$50.40 (2.5σ)$-7,700$325+$24,525+$4,690
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (35 × $48): -$0
− Conservative CC assignment net of premium (5 × $44): -$101
Total Position P&L @ SS: $-1,724 (+$22,476 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$705, the opportunity cost of earning $10,500/mo FIGHT income now)
🎯 50% normal39 × $4710 Jul2d16.2%94%8%$1,053$15,795$0
Sell 39 × $47 16.2% OTM over spot $40.46 10 Jul 2026 (2d, $0.29 mid)
= $1,053 credit for the 2d cycle → $15,795/mo projected
Survival (stays ≤ $47)
94%
Breach risk
6%
POP (stays ≤ $47.28)
94%
EV / mo
+$12,212
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.1] median  ·  79% of paths whole by 9 mo (vs 90% without)  ·  ~2.8 challenges expected  ·  median CC cash $1,093
🛡 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)
8%
Flat exit net (mid-life)
-$5,887
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$59 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.52/sh now → $1.78 mid-life (likely $1.83–$3.19)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 228 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $49 (overshoots $1.71). 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 (39 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4717 Jul 20268d left+$2.22/sh+$8,664
cycle +$9,717
[+$7,599…+$9,270] · 99% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5624 Jul 202615d left+$0.42/sh+$1,651
cycle +$2,704
[-$1,207…+$1,853] · 61% credit
81%
surv 77%
Up-and-out for even (raise the cap, free)~$5317 Jul 20268d left+$0.19/sh+$741
cycle +$1,794
[-$2,056…+$721] · 46% credit
80%
surv 74%
Max even-money escape in the band~$5824 Jul 202615d left+$0.02/sh+$71
cycle +$1,124
[-$3,183…+$160] · 29% credit
84%
surv 81%
Safety roll (pay small debit, max POP)~$5924 Jul 202615d left-$0.15/sh-$599
cycle +$454
[-$4,028…-$559] · 17% credit
85%
surv 83%
budget: banked $1,053 debit $599 (57% used ≈ 0.2 wk of income) → whole cycle still +$454 cash · rolled 39 ct earn ≈ $12,683/mo while parked; 1 ct free to re-sell
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$15,795/mo
vs 50% target ($15,563/mo)+1%
vs normal income ($31,125/mo)51% covered
Net income (after hedge)$7,811/mo
Downside budget
✓ $47 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (39 ct)$-23,654
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $47.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.28
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
≥ $47.28
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.7σ)$1,053$-794+$23,406+$1,599
+2.5%$48.17 (2.0σ)$-3,529$-1,476+$22,724+$1,599
+5%$49.35 (2.3σ)$-8,112$-2,157+$22,043+$1,599
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (39 × $47): -$0
− Conservative CC assignment net of premium (1 × $44): -$20
Total Position P&L @ SS: $-1,643 (+$22,557 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$785, the opportunity cost of earning $15,795/mo FIGHT income now)
🛡 safe yield40 × $4610 Jul2d13.7%91%19%$1,520$22,800+$7,005$2,726
Sell 40 × $46 13.7% OTM over spot $40.46 10 Jul 2026 (2d, $0.41 mid)
= $1,520 credit for the 2d cycle → $22,800/mo projected
Survival (stays ≤ $46)
91%
Breach risk
9%
POP (stays ≤ $46.41)
92%
EV / mo
+$16,461
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.0] median  ·  80% of paths whole by 9 mo (vs 88% without)  ·  ~3.6 challenges expected  ·  median CC cash $3,212
🛡 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)
10%
Flat exit net (mid-life)
-$5,387
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$59 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.44/sh now → $1.73 mid-life (likely $1.87–$3.49)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 295 simulated challenges: the $46 strike is typically first touched on day 2 of 2, at $48 (overshoots $1.75). 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 (40 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4617 Jul 20268d left+$2.15/sh+$8,620
cycle +$10,140
[+$7,105…+$9,038] · 99% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5424 Jul 202615d left+$0.60/sh+$2,413
cycle +$3,933
[-$1,178…+$2,412] · 64% credit
80%
surv 76%
Max even-money escape in the band~$5624 Jul 202615d left+$0.17/sh+$687
cycle +$2,207
[-$3,404…+$618] · 35% credit
83%
surv 80%
Up-and-out for even (raise the cap, free)~$5217 Jul 20268d left+$0.14/sh+$547
cycle +$2,067
[-$3,062…+$359] · 33% credit
80%
surv 75%
Safety roll (pay small debit, max POP)~$5924 Jul 202615d left-$0.37/sh-$1,472
cycle +$48
[-$6,260…-$1,689] · 2% credit
87%
surv 85%
budget: banked $1,520 debit $1,472 (97% used ≈ 0.3 wk of income) → whole cycle still +$48 cash · rolled 40 ct earn ≈ $10,869/mo while parked; 0 ct free to re-sell
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$22,800/mo
vs 50% target ($15,563/mo)+47%
vs normal income ($31,125/mo)73% covered
Net income (after hedge)$14,280/mo
Downside budget
⚠ $46 is $1 below CC-SS $47.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,726
… as % of IC ($64,000)4.3%
… as % of ML ($112,000)2.4%
Recovery months (at normal income)0.1 mo
Surgical close (40 ct)$-24,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $46.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.41
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
≥ $46.41
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (1.4σ)$1,520$-3,733+$20,467-$1,920
+2.5%$47.15 (1.7σ)$-3,080$-4,400+$19,800-$1,920
+5%$48.30 (2.0σ)$-7,680$-5,067+$19,133-$1,920
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (40 × $46): -$2,726
Total Position P&L @ SS: $-4,349 (+$19,851 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: $-1,920, the opportunity cost of earning $22,800/mo FIGHT income now)
100% normal40 × $4510 Jul2d11.2%87%27%$2,120$31,800+$16,005$6,126
Sell 40 × $45 11.2% OTM over spot $40.46 10 Jul 2026 (2d, $0.55 mid)
= $2,120 credit for the 2d cycle → $31,800/mo projected
Survival (stays ≤ $45)
87%
Breach risk
13%
POP (stays ≤ $45.55)
89%
EV / mo
+$21,009
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.2] median, 0.1 mo faster than no FIGHT (0.5 mo)  ·  85% of paths whole by 9 mo (vs 89% without)  ·  ~5.2 challenges expected  ·  median CC cash $6,851
🛡 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)
16%
Flat exit net (mid-life)
-$4,578
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$58 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.37/sh now → $1.67 mid-life (likely $1.76–$3.42)≈ $0 at expiry  |  you banked $0.53/sh, so a flat mid-life exit nets -$1.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 474 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $47 (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 (40 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4517 Jul 20268d left+$2.09/sh+$8,357
cycle +$10,477
[+$6,841…+$8,785] · 99% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5324 Jul 202615d left+$0.53/sh+$2,108
cycle +$4,228
[-$1,538…+$2,066] · 63% credit
81%
surv 76%
Max even-money escape in the band~$5524 Jul 202615d left+$0.11/sh+$423
cycle +$2,543
[-$3,722…+$322] · 33% credit
83%
surv 80%
Up-and-out for even (raise the cap, free)~$5117 Jul 20268d left+$0.09/sh+$341
cycle +$2,461
[-$3,368…+$223] · 31% credit
80%
surv 75%
Safety roll (pay small debit, max POP)~$5824 Jul 202615d left-$0.42/sh-$1,661
cycle +$459
[-$6,496…-$1,829]
87%
surv 85%
budget: banked $2,120 debit $1,661 (78% used ≈ 0.2 wk of income) → whole cycle still +$459 cash · rolled 40 ct earn ≈ $10,075/mo while parked; 0 ct free to re-sell
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$31,800/mo
vs 50% target ($15,563/mo)+104%
vs normal income ($31,125/mo)102% covered
Net income (after hedge)$23,280/mo
Downside budget
⚠ $45 is $2 below CC-SS $47.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,126
… as % of IC ($64,000)9.6%
… as % of ML ($112,000)5.5%
Recovery months (at normal income)0.2 mo
Surgical close (40 ct)$-24,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.53 collected) or spot ≥ $45.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.55
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
≥ $45.55
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.2σ)$2,120$-6,553+$17,647-$5,320
+2.5%$46.12 (1.4σ)$-2,380$-7,206+$16,994-$5,320
+5%$47.25 (1.7σ)$-6,880$-7,858+$16,342-$5,320
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (40 × $45): -$6,126
Total Position P&L @ SS: $-7,749 (+$16,451 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: $-5,320, the opportunity cost of earning $31,800/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.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $2,308/mo

🎯 Engine pick: sell 38 × $47 (primary), 80% survival, breach 20%, $15,707/mo.
⚖️ Worth a safer step: the $50 rung (33% normal) lifts survival to 87% (breach 20% → 13%) for $5,173/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $50 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $40.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge38 × $5117 Jul9d26.1%89%23%$2,584$8,613-$7,093$0
Sell 38 × $51 26.1% OTM over spot $40.46 17 Jul 2026 (9d, $0.71 mid)
= $2,584 credit for the 9d cycle → $8,613/mo projected
Survival (stays ≤ $51)
89%
Breach risk
11%
POP (stays ≤ $51.70)
90%
EV / mo
+$4,322
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.2] median  ·  78% of paths whole by 9 mo (vs 92% without)  ·  ~1.5 challenges expected  ·  median CC cash $-1,241
🛡 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)
17%
Flat exit net (mid-life)
-$11,056
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$57 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.07/sh now → $3.59 mid-life (likely $3.04–$5.26)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$2.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 503 simulated challenges: the $51 strike is typically first touched on day 6 of 9, at $53 (overshoots $2.04). 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 (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5124 Jul 202612d left+$1.33/sh+$5,043
cycle +$7,627
[+$4,452…+$7,429] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5424 Jul 202612d left+$0.28/sh+$1,060
cycle +$3,644
[-$273…+$3,178] · 70% credit
72%
surv 63%
Up-and-out for even (raise the cap, free)~$5424 Jul 202612d left+$0.13/sh+$477
cycle +$3,061
[-$932…+$2,508] · 58% credit
73%
surv 64%
Max even-money escape in the band~$5424 Jul 202612d left+$0.13/sh+$477
cycle +$3,061
[-$932…+$2,508] · 58% credit
73%
surv 64%
Safety roll (pay small debit, max POP)~$5724 Jul 202612d left-$0.66/sh-$2,490
cycle +$94
[-$4,526…-$745] · 17% credit
77%
surv 70%
budget: banked $2,584 debit $2,490 (96% used ≈ 1.3 wk of income) → whole cycle still +$94 cash · rolled 38 ct earn ≈ $27,874/mo while parked; 2 ct free to re-sell
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$8,613/mo
vs 50% target ($15,563/mo)-45%
vs normal income ($31,125/mo)28% covered
Net income (after hedge)$1,166/mo
Downside budget
✓ $51 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (38 ct)$-23,085
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $51.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.70
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
≥ $51.70
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.3σ)$2,584$13,603+$37,803+$18,316
+2.5%$52.27 (1.4σ)$-2,261$12,863+$37,063+$18,316
+5%$53.55 (1.6σ)$-7,106$12,124+$36,324+$18,316
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (38 × $51): -$0
− Conservative CC assignment net of premium (2 × $44): -$40
Total Position P&L @ SS: $-1,663 (+$22,537 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$765, the opportunity cost of earning $8,613/mo FIGHT income now)
33% normal ← lean40 × $5017 Jul9d23.6%87%27%$3,160$10,533-$5,173$0
Sell 40 × $50 23.6% OTM over spot $40.46 17 Jul 2026 (9d, $0.81 mid)
= $3,160 credit for the 9d cycle → $10,533/mo projected
Survival (stays ≤ $50)
87%
Breach risk
13%
POP (stays ≤ $50.81)
89%
EV / mo
+$4,918
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.2] median, 0.1 mo faster than no FIGHT (0.5 mo)  ·  72% of paths whole by 9 mo (vs 90% without)  ·  ~2.2 challenges expected  ·  median CC cash $-1,560
🛡 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)
21%
Flat exit net (mid-life)
-$10,797
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$56 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.93/sh now → $3.49 mid-life (likely $3.23–$5.09)≈ $0 at expiry  |  you banked $0.79/sh, so a flat mid-life exit nets -$2.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 629 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $52 (overshoots $1.99). 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 (40 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5024 Jul 202612d left+$1.29/sh+$5,154
cycle +$8,314
[+$4,265…+$7,393] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5324 Jul 202612d left+$0.24/sh+$971
cycle +$4,131
[-$566…+$2,513] · 64% credit
72%
surv 63%
Up-and-out for even (raise the cap, free)~$5324 Jul 202612d left+$0.09/sh+$357
cycle +$3,517
[-$1,254…+$1,811] · 51% credit
73%
surv 64%
Max even-money escape in the band~$5324 Jul 202612d left+$0.09/sh+$357
cycle +$3,517
[-$1,254…+$1,811] · 51% credit
73%
surv 64%
Safety roll (pay small debit, max POP)~$5624 Jul 202612d left-$0.69/sh-$2,741
cycle +$419
[-$4,884…-$1,604] · 13% credit
77%
surv 71%
budget: banked $3,160 debit $2,741 (87% used ≈ 1.1 wk of income) → whole cycle still +$419 cash · rolled 40 ct earn ≈ $28,040/mo while parked; 0 ct free to re-sell
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$10,533/mo
vs 50% target ($15,563/mo)-32%
vs normal income ($31,125/mo)34% covered
Net income (after hedge)$2,013/mo
Downside budget
✓ $50 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (40 ct)$-24,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.79 collected) or spot ≥ $50.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.81
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
≥ $50.81
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.1σ)$3,160$11,587+$35,787+$15,720
+2.5%$51.25 (1.3σ)$-1,840$10,862+$35,062+$15,720
+5%$52.50 (1.4σ)$-6,840$10,137+$34,337+$15,720
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (40 × $50): -$0
Total Position P&L @ SS: $-1,623 (+$22,577 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$806, the opportunity cost of earning $10,533/mo FIGHT income now)
🎯 50% normal38 × $4717 Jul9d16.2%80%33%$4,712$15,707$0
Sell 38 × $47 16.2% OTM over spot $40.46 17 Jul 2026 (9d, $1.31 mid)
= $4,712 credit for the 9d cycle → $15,707/mo projected
Survival (stays ≤ $47)
80%
Breach risk
20%
POP (stays ≤ $48.31)
83%
EV / mo
+$5,535
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.0] median, 0.1 mo faster than no FIGHT (0.4 mo)  ·  77% of paths whole by 9 mo (vs 90% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,974
🛡 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)
33%
Flat exit net (mid-life)
-$7,431
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$54 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.51/sh now → $3.20 mid-life (likely $3.41–$5.09)≈ $0 at expiry  |  you banked $1.24/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 993 simulated challenges: the $47 strike is typically first touched on day 5 of 9, at $49 (overshoots $1.92). 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 (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4724 Jul 202612d left+$1.18/sh+$4,468
cycle +$9,180
[+$3,118…+$5,448] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$4924 Jul 202612d left+$0.49/sh+$1,879
cycle +$6,591
[+$170…+$2,513] · 81% credit
71%
surv 60%
Up-and-out for even (raise the cap, free)~$5024 Jul 202612d left+$0.14/sh+$524
cycle +$5,236
[-$1,355…+$884] · 39% credit
73%
surv 63%
Max even-money escape in the band~$5024 Jul 202612d left+$0.14/sh+$524
cycle +$5,236
[-$1,355…+$884] · 39% credit
73%
surv 63%
Safety roll (pay small debit, max POP)~$5424 Jul 202612d left-$1.01/sh-$3,828
cycle +$884
[-$6,654…-$3,925] · 3% credit
79%
surv 74%
budget: banked $4,712 debit $3,828 (81% used ≈ 1.1 wk of income) → whole cycle still +$884 cash · rolled 38 ct earn ≈ $20,788/mo while parked; 2 ct free to re-sell
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$15,707/mo
vs 50% target ($15,563/mo)+1%
vs normal income ($31,125/mo)50% covered
Net income (after hedge)$8,259/mo
Downside budget
✓ $47 is at/above CC-SS $47.06: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (38 ct)$-23,275
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.24 collected) or spot ≥ $48.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.31
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
≥ $48.31
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (≤1σ, normal week)$4,712$2,851+$27,051+$5,244
+2.5%$48.17 (≤1σ, normal week)$247$2,169+$26,369+$5,244
+5%$49.35 (1.1σ)$-4,218$1,488+$25,688+$5,244
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (38 × $47): -$0
− Conservative CC assignment net of premium (2 × $44): -$40
Total Position P&L @ SS: $-1,663 (+$22,537 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: +$765, the opportunity cost of earning $15,707/mo FIGHT income now)
100% normal40 × $4317 Jul9d6.3%66%74%$9,560$31,867+$16,160$6,686
Sell 40 × $43 6.3% OTM over spot $40.46 17 Jul 2026 (9d, $2.45 mid)
= $9,560 credit for the 9d cycle → $31,867/mo projected
Survival (stays ≤ $43)
66%
Breach risk
34%
POP (stays ≤ $45.45)
75%
EV / mo
+$7,907
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median, 0.2 mo faster than no FIGHT (0.4 mo)  ·  84% of paths whole by 9 mo (vs 92% without)  ·  ~5.6 challenges expected  ·  median CC cash $7,856
🛡 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)
59%
Flat exit net (mid-life)
-$1,724
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$57 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.99/sh now → $2.82 mid-life (likely $3.67–$5.09)≈ $0 at expiry  |  you banked $2.39/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,776 simulated challenges: the $43 strike is typically first touched on day 3 of 9, at $45 (overshoots $1.81). 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 (40 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4324 Jul 202612d left+$1.03/sh+$4,129
cycle +$13,689
[+$2,259…+$3,546] · 99% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$4424 Jul 202612d left+$0.56/sh+$2,240
cycle +$11,800
[+$71…+$1,420] · 77% credit
70%
surv 59%
Up-and-out for even (raise the cap, free)~$4624 Jul 202612d left+$0.01/sh+$28
cycle +$9,588
[-$2,564…-$981] · 13% credit
73%
surv 64%
Max even-money escape in the band~$4624 Jul 202612d left+$0.01/sh+$28
cycle +$9,588
[-$2,564…-$981] · 13% credit
73%
surv 64%
reaches SS ✓
Safety roll (pay small debit, max POP)~$5724 Jul 202612d left-$2.20/sh-$8,783
cycle +$777
[-$14,935…-$11,115]
91%
surv 90%
budget: banked $9,560 debit $8,783 (92% used ≈ 1.2 wk of income) → whole cycle still +$777 cash · rolled 40 ct earn ≈ $6,251/mo while parked; 0 ct free to re-sell · clears SS ✓
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$31,867/mo
vs 50% target ($15,563/mo)+105%
vs normal income ($31,125/mo)102% covered
Net income (after hedge)$23,347/mo
Downside budget
⚠ $43 is $4 below CC-SS $47.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,686
… as % of IC ($64,000)10.4%
… as % of ML ($112,000)6.0%
Recovery months (at normal income)0.2 mo
Surgical close (40 ct)$-24,440
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.39 collected) or spot ≥ $45.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-45.45
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
≥ $45.45
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (≤1σ, normal week)$9,560$-5,953+$18,247-$1,880
+2.5%$44.07 (≤1σ, normal week)$5,260$-6,577+$17,623-$5,880
+5%$45.15 (≤1σ, normal week)$960$-7,200+$17,000-$5,880
V-BOUNCE STRESS (stock → CC-SS $47.06, where you are whole again, by expiry)
Starting unrealized P&L: $-24,200
+ Fortress recovery (un-capped): +$22,577
− CC assignment net of premium (40 × $43): -$6,686
Total Position P&L @ SS: $-8,309 (+$15,891 vs today)
Do-nothing baseline at SS: $-2,429 (this trade vs do-nothing: $-5,880, the opportunity cost of earning $31,867/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 (35 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 35 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: 0.855 (IBKR)  |  Recovery@SS: +$22,577 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,429

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$472d10 Jul 2026$0.2739/40$15,795$7,81194%94%+$12,212-$00.0%$-830 (vs do-nothing +$1,599)
$46.502d10 Jul 2026$0.3035/40$15,750$9,91192%93%+$11,516-$9151.4%$-2,639 (vs do-nothing $-210)
$462d10 Jul 2026$0.3828/40$15,960$13,87591%92%+$11,522-$1,9083.0%$-3,773 (vs do-nothing $-1,344)
$45.502d10 Jul 2026$0.4524/40$16,200$16,26089%91%+$11,229-$2,6674.2%$-4,613 (vs do-nothing $-2,184)
$452d10 Jul 2026$0.5320/40$15,900$18,10587%89%+$10,504-$3,0634.8%$-5,089 (vs do-nothing $-2,660)
$44.502d10 Jul 2026$0.6217/40$15,810$19,62484%88%+$9,871-$3,3005.2%$-5,387 (vs do-nothing $-2,958)
$442d10 Jul 2026$0.7215/40$16,200$21,08681%86%+$9,461-$3,5125.5%$-5,639 (vs do-nothing $-3,210)
$479d17 Jul 2026$1.2438/40$15,707$8,25980%83%+$5,535-$00.0%$2,815 (vs do-nothing +$5,244)
$43.502d10 Jul 2026$0.8413/40$16,380$22,33978%84%+$8,927-$3,5385.5%$-5,705 (vs do-nothing $-3,276)
$469d17 Jul 2026$1.4932/40$15,893$11,66377%81%+$5,335-$00.0%$-413 (vs do-nothing +$2,016)
$432d10 Jul 2026$0.9811/40$16,170$23,20175%82%+$8,190-$3,3905.3%$-5,597 (vs do-nothing $-3,168)
$459d17 Jul 2026$1.7927/40$16,110$14,56173%79%+$5,179-$7331.1%$-2,618 (vs do-nothing $-189)
$4616d24 Jul 2026$2.2737/40$15,748$8,83773%79%+$3,860-$00.0%$2,788 (vs do-nothing +$5,217)
Show 22 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.502d10 Jul 2026$1.1310/40$16,950$24,51871%79%+$7,852-$3,4315.4%$-5,659 (vs do-nothing $-3,230)
$4516d24 Jul 2026$2.6032/40$15,600$11,37070%77%+$3,756-$00.0%$-61 (vs do-nothing +$2,368)
$449d17 Jul 2026$2.0523/40$15,717$16,31370%77%+$4,355-$2,3263.6%$-4,292 (vs do-nothing $-1,863)
$44.5016d24 Jul 2026$2.7131/40$15,752$12,05869%77%+$3,448-$00.0%$-1,344 (vs do-nothing +$1,085)
$4416d24 Jul 2026$2.8630/40$16,088$12,93067%76%+$3,327-$6040.9%$-2,429 (vs do-nothing $-0)
$422d10 Jul 2026$1.299/40$17,415$25,51966%77%+$7,246-$3,3945.3%$-5,642 (vs do-nothing $-3,213)
$43.5016d24 Jul 2026$3.0028/40$15,750$13,66566%75%+$2,994-$1,5722.5%$-3,437 (vs do-nothing $-1,008)
$439d17 Jul 2026$2.3920/40$15,933$18,13866%75%+$3,953-$3,3435.2%$-5,369 (vs do-nothing $-2,940)
$4316d24 Jul 2026$3.1527/40$15,947$14,39864%74%+$2,782-$2,4613.8%$-4,346 (vs do-nothing $-1,917)
$42.5016d24 Jul 2026$3.3026/40$16,088$15,07562%73%+$2,529-$3,2805.1%$-5,185 (vs do-nothing $-2,756)
$41.502d10 Jul 2026$1.497/40$15,645$24,82162%75%+$5,921-$2,8504.5%$-5,138 (vs do-nothing $-2,709)
$429d17 Jul 2026$2.7917/40$15,810$19,62461%73%+$3,548-$3,8616.0%$-5,948 (vs do-nothing $-3,519)
$4216d24 Jul 2026$3.5024/40$15,750$15,81061%72%+$2,374-$3,7475.9%$-5,693 (vs do-nothing $-3,264)
$41.5016d24 Jul 2026$3.7023/40$15,956$16,55259%71%+$2,268-$4,2816.7%$-6,247 (vs do-nothing $-3,818)
$412d10 Jul 2026$1.707/40$17,850$27,02657%73%+$6,020-$3,0534.8%$-5,341 (vs do-nothing $-2,912)
$4116d24 Jul 2026$4.1021/40$16,144$17,81257%71%+$2,808-$4,1196.4%$-6,125 (vs do-nothing $-3,696)
$419d17 Jul 2026$3.2015/40$16,000$20,88657%71%+$3,071-$4,2926.7%$-6,419 (vs do-nothing $-3,990)
$40.5016d24 Jul 2026$4.1520/40$15,563$17,76855%70%+$2,022-$4,8237.5%$-6,849 (vs do-nothing $-4,420)
$4016d24 Jul 2026$4.4019/40$15,675$18,41654%69%+$1,973-$5,0577.9%$-7,103 (vs do-nothing $-4,674)
$40.502d10 Jul 2026$1.946/40$17,460$27,17252%70%+$5,255-$2,7734.3%$-5,081 (vs do-nothing $-2,652)
$409d17 Jul 2026$3.6513/40$15,817$21,77552%69%+$2,533-$4,4356.9%$-6,602 (vs do-nothing $-4,173)
$402d10 Jul 2026$2.195/40$16,425$26,67447%68%+$4,314-$2,4363.8%$-4,764 (vs do-nothing $-2,335)

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%). 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 40 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-08 03:37