FORTRESS FIGHT: IREN-LC25 @ $40.73

BE SS: $44.00  |  CC-SS: $48.28  |  40 contracts (4,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

IREN-LC25 @ $40.73   UNDERWATER $3.27 (7.4% below BE SS)

40 contracts (4,000 sh)  |  BE SS: $44.00  |  CC-SS: $48.28  |  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$32,446/mo95% ann ROI on ML
Hedge rolling cost$7,856/mo
Unrealized P&L$-27,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,223/mo
HEDGE COVER
$7,856/mo
NORMAL INCOME
$32,446/mo (ATM CC, chain)
IC VELOCITY
2.0 mo to earn back $64,000
ML VELOCITY
3.5 mo to earn back $112,000
NOT a deep drawdown: a CC at CC-SS $48.28 (probe: $48.5C 13d) still earns $10,338/mo (32% 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)
$25,877
was $27,500 · 6% earned back
Cycles closed
9
Credit in flight
$1,970
CC-SS ratchet
$48.67 → $48.28
Open legAcctCredit/shIn flightOpened
20x $55C 17 Jul 2026U10001299$0.49$9852026-07-09
20x $55C 17 Jul 2026U6241782$0.49$9852026-07-09
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 32 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.73 (+61%) · daily UBB $64.14 · 1-wk expected move ±$6 (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 $46 / 6d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($16,223/mo); it brings $16,575/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 38 × $43/6d for $32,680/mo, but breach risk rises to 32% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 40 × $49/6d (92% survival, $8,000/mo).
Downside anchor: the primary mortgages $5,588 (9% of IC) ONLY on a full V-bounce all the way to SS $44, recoverable in 0.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 39 contracts realizes $-26,949 and cuts bleed by $7,659/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: NEXT FRIDAY · 17 Jul 2026 (6d) · sell 39 × $46, 83% survival, $16,575/mo (E[net] $4,469/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 6d39 × $4683%$16,575$4,469

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $4,469/mo 🏆 GRAND PICK

🎯 Engine pick: sell 39 × $46 (primary), 83% survival, breach 17%, $16,575/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $47 rung (33% normal) lifts survival to 86% (breach 17% → 14%) for $5,685/mo less (34% income) buys safety you do not really need here.
IREN  spot $40.73 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge40 × $4917 Jul6d20.3%92%17%$1,600$8,000-$8,575$0
Sell 40 × $49 20.3% OTM over spot $40.73 17 Jul 2026 (6d, $0.42 mid)
= $1,600 credit for the 6d cycle → $8,000/mo projected
Survival (stays ≤ $49)
92%
Breach risk
8%
POP (stays ≤ $49.42)
93%
EV / mo
+$5,226
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.6] median, 0.1 mo faster than no FIGHT (0.8 mo)  ·  68% of paths whole by 9 mo (vs 90% without)  ·  ~2.1 challenges expected  ·  median CC cash $-1,508
🛡 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)
12%
Flat exit net (mid-life)
-$8,800
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$58 @ 82% POP
78% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.68/sh now → $2.60 mid-life (likely $2.22–$3.81)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 359 simulated challenges: the $49 strike is typically first touched on day 4 of 6, at $51 (overshoots $1.56). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4924 Jul 202610d left+$1.58/sh+$6,304
cycle +$7,904
[+$5,713…+$8,537] · 100% credit
69%
surv 54%
+$9,034 SAFE
cap gain +$36,534
Max even-money escape in the band~$5631 Jul 202617d left+$0.29/sh+$1,171
cycle +$2,771
[-$613…+$3,005] · 66% credit
80%
surv 74%
+$29,067 SAFE
cap gain +$56,567
Up-and-out for even (raise the cap, free)~$5324 Jul 202610d left+$0.02/sh+$99
cycle +$1,699
[-$1,505…+$1,621] · 46% credit
76%
surv 68%
+$15,871 SAFE
cap gain +$43,371
Safety roll (pay small debit, max POP)~$5831 Jul 202617d left-$0.21/sh-$856
cycle +$744
[-$3,019…+$810] · 34% credit
82%
surv 78%
+$33,968 SAFE
cap gain +$61,468
budget: banked $1,600 debit $856 (53% used ≈ 0.5 wk of income) → whole cycle still +$744 cash · rolled 40 ct earn ≈ $16,843/mo while parked; 0 ct free to re-sell
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$8,000/mo
vs 50% target ($16,223/mo)-51%
vs normal income ($32,446/mo)25% covered
Net income (after hedge)$144/mo
Downside budget
✓ $49 is at/above CC-SS $48.28: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($64,000)0.0%
… as % of ML ($112,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (40 ct)$-27,580
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 $0.40 collected) or spot ≥ $49.42 (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 $64.14 (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
$49-49.42
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
≥ $49.42
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 0.87 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (1.4σ)$1,600$2,730+$30,230+$12,400
+2.5%$50.22 (1.6σ)$-3,300$2,073+$29,573+$12,400
+5%$51.45 (1.8σ)$-8,200$1,417+$28,917+$12,400
V-BOUNCE STRESS (stock → CC-SS $48.28, where you are whole again, by expiry)
Starting unrealized P&L: $-27,500
+ Fortress recovery (un-capped): +$26,146
− CC assignment net of premium (40 × $49): -$0
Total Position P&L @ SS: $-1,354 (+$26,146 vs today)
Do-nothing baseline at SS: $-9,286 (this trade vs do-nothing: +$7,931, the opportunity cost of earning $8,000/mo FIGHT income now)
33% normal33 × $4717 Jul6d15.4%86%28%$2,178$10,890-$5,685$2,055
Sell 33 × $47 15.4% OTM over spot $40.73 17 Jul 2026 (6d, $0.69 mid)
= $2,178 credit for the 6d cycle → $10,890/mo projected
Survival (stays ≤ $47)
86%
Breach risk
14%
POP (stays ≤ $47.69)
89%
EV / mo
+$6,219
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.6] median, 0.1 mo faster than no FIGHT (0.8 mo)  ·  76% of paths whole by 9 mo (vs 92% without)  ·  ~3.2 challenges expected  ·  median CC cash $2,983
🛡 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)
19%
Flat exit net (mid-life)
-$5,885
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.45/sh now → $2.44 mid-life (likely $2.22–$3.92)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$1.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 583 simulated challenges: the $47 strike is typically first touched on day 4 of 6, at $49 (overshoots $1.58). 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 (33 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4724 Jul 202610d left+$1.48/sh+$4,894
cycle +$7,072
[+$4,030…+$6,346] · 100% credit
69%
surv 54%
+$784 SAFE
cap gain +$28,284
Reliable up-and-out (highest cap still free ≥60%)~$5231 Jul 202617d left+$0.73/sh+$2,417
cycle +$4,595
[+$748…+$3,454] · 85% credit
78%
surv 70%
+$12,859 SAFE
cap gain +$40,359
Max even-money escape in the band~$5431 Jul 202617d left+$0.15/sh+$504
cycle +$2,682
[-$1,419…+$1,477] · 48% credit
80%
surv 75%
+$16,475 SAFE
cap gain +$43,975
Up-and-out for even (raise the cap, free)~$5024 Jul 202610d left+$0.12/sh+$411
cycle +$2,589
[-$1,161…+$1,210] · 47% credit
75%
surv 67%
+$5,325 SAFE
cap gain +$32,825
Safety roll (pay small debit, max POP)~$5731 Jul 202617d left-$0.64/sh-$2,118
cycle +$60
[-$4,683…-$1,249] · 11% credit
84%
surv 81%
+$22,145 SAFE
cap gain +$49,645
budget: banked $2,178 debit $2,118 (97% used ≈ 0.8 wk of income) → whole cycle still +$60 cash · rolled 33 ct earn ≈ $10,491/mo while parked; 7 ct free to re-sell
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$10,890/mo
vs 50% target ($16,223/mo)-33%
vs normal income ($32,446/mo)34% covered
Net income (after hedge)$6,750/mo
Downside budget
⚠ $47 is $1 below CC-SS $48.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,055
… as % of IC ($64,000)3.2%
… as % of ML ($112,000)1.8%
Recovery months (at normal income)0.1 mo
Surgical close (33 ct)$-22,787
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 $0.66 collected) or spot ≥ $47.69 (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 $64.14 (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
$47-47.69
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
≥ $47.69
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 0.87 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.1σ)$2,178$-4,110+$23,390+$4,488
+2.5%$48.17 (1.3σ)$-1,699$-4,740+$22,760+$4,488
+5%$49.35 (1.5σ)$-5,577$-5,370+$22,130+$4,488
V-BOUNCE STRESS (stock → CC-SS $48.28, where you are whole again, by expiry)
Starting unrealized P&L: $-27,500
+ Fortress recovery (un-capped): +$26,146
− CC assignment net of premium (33 × $47): -$2,055
− Conservative CC assignment net of premium (7 × $44): -$1,388
Total Position P&L @ SS: $-4,798 (+$22,702 vs today)
Do-nothing baseline at SS: $-9,286 (this trade vs do-nothing: +$4,488, the opportunity cost of earning $10,890/mo FIGHT income now)
🎯 50% normal39 × $4617 Jul6d12.9%83%26%$3,315$16,575$5,588
Sell 39 × $46 12.9% OTM over spot $40.73 17 Jul 2026 (6d, $0.89 mid)
= $3,315 credit for the 6d cycle → $16,575/mo projected
Survival (stays ≤ $46)
83%
Breach risk
17%
POP (stays ≤ $46.88)
86%
EV / mo
+$8,764
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.5 mo [0.3-1.2] median, 0.1 mo faster than no FIGHT (0.7 mo)  ·  80% of paths whole by 9 mo (vs 94% without)  ·  ~3.5 challenges expected  ·  median CC cash $2,583
🛡 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)
26%
Flat exit net (mid-life)
-$5,914
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 86% POP
84% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.35/sh now → $2.37 mid-life (likely $2.34–$3.75)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 787 simulated challenges: the $46 strike is typically first touched on day 4 of 6, at $47 (overshoots $1.45). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4624 Jul 202610d left+$1.44/sh+$5,606
cycle +$8,921
[+$4,547…+$6,509] · 100% credit
69%
surv 54%
-$311 NOT
cap gain +$27,189
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202617d left+$0.66/sh+$2,562
cycle +$5,877
[+$566…+$3,353] · 83% credit
78%
surv 71%
+$14,356 SAFE
cap gain +$41,856
Up-and-out for even (raise the cap, free)~$4924 Jul 202610d left+$0.08/sh+$330
cycle +$3,645
[-$1,570…+$890] · 41% credit
76%
surv 67%
+$5,397 SAFE
cap gain +$32,897
Max even-money escape in the band~$5331 Jul 202617d left+$0.09/sh+$335
cycle +$3,650
[-$2,048…+$989] · 40% credit
81%
surv 76%
+$18,858 SAFE
cap gain +$46,358
Safety roll (pay small debit, max POP)~$5731 Jul 202617d left-$0.78/sh-$3,032
cycle +$283
[-$6,113…-$2,638] · 5% credit
86%
surv 84%
+$28,947 SAFE
cap gain +$56,447
budget: banked $3,315 debit $3,032 (91% used ≈ 0.8 wk of income) → whole cycle still +$283 cash · rolled 39 ct earn ≈ $10,937/mo while parked; 1 ct free to re-sell
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$16,575/mo
vs 50% target ($16,223/mo)+2%
vs normal income ($32,446/mo)51% covered
Net income (after hedge)$9,250/mo
Downside budget
⚠ $46 is $2 below CC-SS $48.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,588
… as % of IC ($64,000)8.7%
… as % of ML ($112,000)5.0%
Recovery months (at normal income)0.2 mo
Surgical close (39 ct)$-26,949
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $46.88 (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 $64.14 (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
$46-46.88
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
≥ $46.88
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 0.87 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (≤1σ, normal week)$3,315$-5,917+$21,583+$2,145
+2.5%$47.15 (1.1σ)$-1,170$-6,533+$20,967+$2,145
+5%$48.30 (1.3σ)$-5,655$-7,150+$20,350+$2,145
V-BOUNCE STRESS (stock → CC-SS $48.28, where you are whole again, by expiry)
Starting unrealized P&L: $-27,500
+ Fortress recovery (un-capped): +$26,146
− CC assignment net of premium (39 × $46): -$5,588
− Conservative CC assignment net of premium (1 × $44): -$198
Total Position P&L @ SS: $-7,141 (+$20,359 vs today)
Do-nothing baseline at SS: $-9,286 (this trade vs do-nothing: +$2,145, the opportunity cost of earning $16,575/mo FIGHT income now)
100% normal38 × $4317 Jul6d5.6%68%68%$6,536$32,680+$16,105$13,539
Sell 38 × $43 5.6% OTM over spot $40.73 17 Jul 2026 (6d, $1.75 mid)
= $6,536 credit for the 6d cycle → $32,680/mo projected
Survival (stays ≤ $43)
68%
Breach risk
32%
POP (stays ≤ $44.74)
77%
EV / mo
+$12,696
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.5 mo [0.2-1.4] median, 0.2 mo faster than no FIGHT (0.7 mo)  ·  82% of paths whole by 9 mo (vs 91% without)  ·  ~8.1 challenges expected  ·  median CC cash $8,389
🛡 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)
52%
Flat exit net (mid-life)
-$1,606
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 91% POP
90% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.03/sh now → $2.14 mid-life (likely $2.64–$3.97)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,559 simulated challenges: the $43 strike is typically first touched on day 3 of 6, at $44 (overshoots $1.46). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4324 Jul 202610d left+$1.30/sh+$4,956
cycle +$11,492
[+$3,443…+$4,845] · 100% credit
69%
surv 54%
-$7,702 NOT
cap gain +$19,798
Reliable up-and-out (highest cap still free ≥60%)~$4731 Jul 202617d left+$0.75/sh+$2,860
cycle +$9,396
[+$279…+$2,298] · 80% credit
77%
surv 69%
+$4,323 SAFE
cap gain +$31,823
Max even-money escape in the band~$4831 Jul 202617d left+$0.44/sh+$1,677
cycle +$8,213
[-$1,114…+$985] · 48% credit
78%
surv 72%
+$6,403 SAFE
cap gain +$33,903
reaches SS ✓
Up-and-out for even (raise the cap, free)~$4624 Jul 202610d left+$0.15/sh+$568
cycle +$7,104
[-$1,804…-$80] · 24% credit
75%
surv 66%
-$2,866 NOT
cap gain +$24,634
Safety roll (pay small debit, max POP)~$5731 Jul 202617d left-$1.27/sh-$4,831
cycle +$1,705
[-$9,574…-$6,164]
91%
surv 90%
+$29,272 SAFE
cap gain +$56,772
budget: banked $6,536 debit $4,831 (74% used ≈ 0.6 wk of income) → whole cycle still +$1,705 cash · rolled 38 ct earn ≈ $5,843/mo while parked; 2 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$32,680/mo
vs 50% target ($16,223/mo)+101%
vs normal income ($32,446/mo)101% covered
Net income (after hedge)$25,886/mo
Downside budget
⚠ $43 is $5 below CC-SS $48.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,539
… as % of IC ($64,000)21.2%
… as % of ML ($112,000)12.1%
Recovery months (at normal income)0.4 mo
Surgical close (38 ct)$-26,220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.72 collected) or spot ≥ $44.74 (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 $64.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-44.74
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
≥ $44.74
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 0.87 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (≤1σ, normal week)$6,536$-12,658+$14,842-$2,204
+2.5%$44.07 (≤1σ, normal week)$2,451$-13,034+$14,466-$6,004
+5%$45.15 (≤1σ, normal week)$-1,634$-13,610+$13,890-$6,004
V-BOUNCE STRESS (stock → CC-SS $48.28, where you are whole again, by expiry)
Starting unrealized P&L: $-27,500
+ Fortress recovery (un-capped): +$26,146
− CC assignment net of premium (38 × $43): -$13,539
− Conservative CC assignment net of premium (2 × $44): -$397
Total Position P&L @ SS: $-15,290 (+$12,210 vs today)
Do-nothing baseline at SS: $-9,286 (this trade vs do-nothing: $-6,004, the opportunity cost of earning $32,680/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 (25 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 25 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: 0.866 (IBKR)  |  Recovery@SS: +$26,146 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,286

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$466d17 Jul 2026$0.8539/40$16,575$9,25083%86%+$8,764-$5,5888.7%$-7,141 (vs do-nothing +$2,145)
$456d17 Jul 2026$1.1229/40$16,240$14,22378%83%+$8,110-$6,2729.8%$-9,808 (vs do-nothing $-522)
$45.5013d24 Jul 2026$1.8139/40$16,290$8,96574%80%+$5,265-$3,7945.9%$-5,347 (vs do-nothing +$3,939)
$446d17 Jul 2026$1.3624/40$16,320$16,95773%80%+$7,029-$7,01511.0%$-11,542 (vs do-nothing $-2,256)
$4513d24 Jul 2026$2.0435/40$16,477$11,27572%78%+$5,012-$4,3506.8%$-6,696 (vs do-nothing +$2,590)
$44.5013d24 Jul 2026$2.1334/40$16,712$12,04170%77%+$4,510-$5,6208.8%$-8,164 (vs do-nothing +$1,122)
$4520d31 Jul 2026$2.9238/40$16,644$9,85069%77%+$4,467-$1,3792.2%$-3,130 (vs do-nothing +$6,156)
$4413d24 Jul 2026$2.3031/40$16,454$13,37568%76%+$4,283-$6,1479.6%$-9,286 (vs do-nothing +$0)
$436d17 Jul 2026$1.7219/40$16,340$19,63068%77%+$6,348-$6,76910.6%$-12,288 (vs do-nothing $-3,002)
$4420d31 Jul 2026$3.1035/40$16,275$11,07366%75%+$3,357-$4,1406.5%$-6,486 (vs do-nothing +$2,800)
$43.5013d24 Jul 2026$2.4829/40$16,597$14,58066%75%+$4,160-$6,67810.4%$-10,214 (vs do-nothing $-928)
$4313d24 Jul 2026$2.6727/40$16,636$15,68064%74%+$4,007-$7,05511.0%$-10,987 (vs do-nothing $-1,701)
$4320d31 Jul 2026$3.6530/40$16,425$13,87763%74%+$3,718-$4,8997.7%$-8,236 (vs do-nothing +$1,050)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.5013d24 Jul 2026$2.8725/40$16,558$16,66462%73%+$3,824-$7,28211.4%$-11,611 (vs do-nothing $-2,325)
$426d17 Jul 2026$2.1016/40$16,800$21,68361%74%+$5,576-$6,69310.5%$-12,806 (vs do-nothing $-3,520)
$4213d24 Jul 2026$3.0524/40$16,892$17,52960%72%+$3,601-$7,75912.1%$-12,286 (vs do-nothing $-3,000)
$4220d31 Jul 2026$4.1027/40$16,605$15,64960%72%+$3,533-$5,8949.2%$-9,826 (vs do-nothing $-540)
$41.5013d24 Jul 2026$3.2022/40$16,246$17,94458%71%+$3,107-$7,88212.3%$-12,806 (vs do-nothing $-3,520)
$4120d31 Jul 2026$4.5025/40$16,875$16,98156%71%+$3,097-$6,95710.9%$-11,286 (vs do-nothing $-2,000)
$4113d24 Jul 2026$3.5021/40$16,962$19,19055%70%+$3,308-$7,94412.4%$-13,066 (vs do-nothing $-3,780)
$416d17 Jul 2026$2.5513/40$16,575$23,05055%71%+$4,650-$6,1539.6%$-12,861 (vs do-nothing $-3,575)
$40.5013d24 Jul 2026$3.7519/40$16,442$19,73353%70%+$3,022-$7,66212.0%$-13,181 (vs do-nothing $-3,895)
$4020d31 Jul 2026$5.0022/40$16,500$18,19853%70%+$2,759-$7,22211.3%$-12,146 (vs do-nothing $-2,860)
$4013d24 Jul 2026$3.9518/40$16,408$20,22951%69%+$2,625-$7,79912.2%$-13,516 (vs do-nothing $-4,230)
$406d17 Jul 2026$3.0511/40$16,775$24,31248%68%+$3,848-$5,7569.0%$-12,861 (vs do-nothing $-3,575)

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 v6.1  |  2026-07-11 00:20