FORTRESS FIGHT: IREN-LC45 @ $42.62

BE SS: $56.50  |  CC-SS: $59.07  |  20 contracts (2,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

IREN-LC45 @ $42.62   UNDERWATER $13.88 (24.6% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $56.50  |  CC-SS: $59.07  |  IV: HIGH  |  Accounts: Neville:0865

LC: $45 exp 2028-01-21 (entry $31.729/sh)
SP: $65 exp 2028-01-21 (entry $29.138/sh)
HP: $21 exp 2026-08-21 (entry $0.421/sh)

Economics

Max Loss$94,000(ND $3.00 + SW $44) x 2000
Normal income ref$16,724/mo95% ann ROI on ML
Hedge rolling cost$851/mo
Unrealized P&L$-36,450fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,362/mo
HEDGE COVER
$851/mo
NORMAL INCOME
$16,724/mo (ATM CC, chain)
IC VELOCITY
0.4 mo to earn back $6,000
ML VELOCITY
5.6 mo to earn back $94,000
Deep drawdown confirmed: a CC at CC-SS $59.07 (probe: $59C 15d) brings only $2,040/mo (<20% of normal), so FIGHT below it is warranted.
🏦 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
$987
Hole (after banked)
$35,463
was $36,450 · 3% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$59.53 → $59.07
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 36 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 24 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.70 (+54%) · daily UBB $64.74 · 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: 19 contracts at $49 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($8,362/mo); it brings $8,479/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 × $45/8d for $16,957/mo, but breach risk rises to 35% (+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 19 × $61/8d (98% survival, $855/mo).
Downside anchor: the primary mortgages $16,867 (281% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-34,675 and cuts bleed by $809/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 · 17 Jul 2026 (8d) · sell 19 × $49, 80% survival, $8,479/mo (E[net] $1,036/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 · 8d19 × $4980%$8,479$1,036

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $1,036/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $49 (primary), 80% survival, breach 20%, $8,479/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $51 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $2,707/mo less (32% income) buys safety you do not really need here.
IREN  spot $42.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $6117 Jul8d43.1%98%5%$228$855-$7,624$0
Sell 19 × $61 43.1% OTM over spot $42.62 17 Jul 2026 (8d, $0.14 mid)
= $228 credit for the 8d cycle → $855/mo projected
Survival (stays ≤ $61)
98%
Breach risk
2%
POP (stays ≤ $61.14)
98%
EV / mo
+$597
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-3.2] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  56% of paths whole by 9 mo (vs 61% without)  ·  ~0.5 challenges expected  ·  median CC cash $-208
🛡 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)
3%
Flat exit net (mid-life)
-$7,821
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$65 @ 75% POP
66% 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: $5.98/sh now → $4.24 mid-life (likely $2.86–$5.52)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$4.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 101 simulated challenges: the $61 strike is typically first touched on day 6 of 8, at $63 (overshoots $2.39). 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
Roll out (same strike, buy time)~$6124 Jul 202611d left+$1.86/sh+$3,536
cycle +$3,764
[+$3,838…+$5,808] · 100% credit
69%
surv 55%
Up-and-out for even (raise the cap, free)~$6524 Jul 202611d left+$0.18/sh+$350
cycle +$578
[+$215…+$2,330] · 84% credit
75%
surv 66%
Max even-money escape in the band~$6524 Jul 202611d left+$0.18/sh+$350
cycle +$578
[+$215…+$2,330] · 84% credit
75%
surv 66%
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$855/mo
vs 50% target ($8,362/mo)-90%
vs normal income ($16,724/mo)5% covered
Net income (after hedge)$138/mo
Downside budget
✓ $61 is at/above CC-SS $59.07: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($6,000)0.0%
… as % of ML ($94,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (19 ct)$-34,665
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $61.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $61)); NOT the premium you collected. Momentum override: two daily closes above $64.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $60.39Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$60-61.14
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
≥ $61.14
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$61.00 (2.3σ)$228$3,074+$39,524+$6,555
+2.5%$62.52 (2.5σ)$-2,669$3,312+$39,762+$6,555
+5%$64.05 (2.7σ)$-5,567$3,550+$40,000+$6,555
V-BOUNCE STRESS (stock → CC-SS $59.07, where you are whole again, by expiry)
Starting unrealized P&L: $-36,450
+ Fortress recovery (un-capped): +$35,463
− CC assignment net of premium (19 × $61): -$0
− Conservative CC assignment net of premium (1 × $57): -$140
Total Position P&L @ SS: $-1,127 (+$35,323 vs today)
Do-nothing baseline at SS: $-3,782 (this trade vs do-nothing: +$2,655, the opportunity cost of earning $855/mo FIGHT income now)
🛡 safe yield20 × $5317 Jul8d24.4%90%21%$1,060$3,975-$4,504$11,075
Sell 20 × $53 24.4% OTM over spot $42.62 17 Jul 2026 (8d, $0.59 mid)
= $1,060 credit for the 8d cycle → $3,975/mo projected
Survival (stays ≤ $53)
90%
Breach risk
10%
POP (stays ≤ $53.59)
91%
EV / mo
+$1,965
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.7] median  ·  63% of paths whole by 9 mo (vs 64% without)  ·  ~2.6 challenges expected  ·  median CC cash $4,094
🛡 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)
-$5,847
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$57 @ 76% POP
68% 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: $4.88/sh now → $3.45 mid-life (likely $3.02–$5.16)≈ $0 at expiry  |  you banked $0.53/sh, so a flat mid-life exit nets -$2.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 520 simulated challenges: the $53 strike is typically first touched on day 5 of 8, at $55 (overshoots $2.08). 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
Roll out (same strike, buy time)~$5324 Jul 202611d left+$1.51/sh+$3,011
cycle +$4,071
[+$2,612…+$4,259] · 100% credit
69%
surv 55%
Up-and-out for even (raise the cap, free)~$5624 Jul 202611d left+$0.17/sh+$338
cycle +$1,398
[-$432…+$1,298] · 61% credit
74%
surv 65%
Max even-money escape in the band~$5624 Jul 202611d left+$0.17/sh+$338
cycle +$1,398
[-$432…+$1,298] · 61% credit
74%
surv 65%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5724 Jul 202611d left-$0.16/sh-$311
cycle +$749
[-$1,171…+$594] · 39% credit
76%
surv 68%
budget: banked $1,060 debit $311 (29% used ≈ 0.3 wk of income) → whole cycle still +$749 cash · rolled 20 ct earn ≈ $17,987/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$3,975/mo
vs 50% target ($8,362/mo)-52%
vs normal income ($16,724/mo)24% covered
Net income (after hedge)$3,124/mo
Downside budget
⚠ $53 is $6 below CC-SS $59.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,075
… as % of IC ($6,000)184.6%
… as % of ML ($94,000)11.8%
Recovery months (at normal income)0.7 mo
Surgical close (20 ct)$-36,570
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 ≥ $53.59 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $53)); NOT the premium you collected. Momentum override: two daily closes above $64.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-53.59
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
≥ $53.59
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$53.00 (1.3σ)$1,060$-13,009+$23,441-$280
+2.5%$54.32 (1.5σ)$-1,590$-12,802+$23,648-$2,930
+5%$55.65 (1.7σ)$-4,240$-12,595+$23,855-$5,580
SS (= V-bounce)$56.50 (1.8σ)$-5,940$-12,463+$23,987-$7,280
V-BOUNCE STRESS (stock → CC-SS $59.07, where you are whole again, by expiry)
Starting unrealized P&L: $-36,450
+ Fortress recovery (un-capped): +$35,463
− CC assignment net of premium (20 × $53): -$11,075
Total Position P&L @ SS: $-12,062 (+$24,388 vs today)
Do-nothing baseline at SS: $-3,782 (this trade vs do-nothing: $-8,280, the opportunity cost of earning $3,975/mo FIGHT income now)
33% normal19 × $5117 Jul8d19.7%86%30%$1,539$5,771-$2,707$13,789
Sell 19 × $51 19.7% OTM over spot $42.62 17 Jul 2026 (8d, $0.86 mid)
= $1,539 credit for the 8d cycle → $5,771/mo projected
Survival (stays ≤ $51)
86%
Breach risk
14%
POP (stays ≤ $51.87)
88%
EV / mo
+$2,605
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-2.7] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  64% of paths whole by 9 mo (vs 61% without)  ·  ~3.9 challenges expected  ·  median CC cash $7,042
🛡 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)
23%
Flat exit net (mid-life)
-$4,671
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$56 @ 78% POP
71% 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: $4.62/sh now → $3.27 mid-life (likely $3.09–$5.03)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$2.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 700 simulated challenges: the $51 strike is typically first touched on day 5 of 8, at $53 (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 (19 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5124 Jul 202611d left+$1.42/sh+$2,702
cycle +$4,241
[+$2,222…+$3,631] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5324 Jul 202611d left+$0.36/sh+$681
cycle +$2,220
[-$103…+$1,364] · 70% credit
73%
surv 62%
Up-and-out for even (raise the cap, free)~$5424 Jul 202611d left+$0.09/sh+$169
cycle +$1,708
[-$675…+$781] · 46% credit
74%
surv 65%
Max even-money escape in the band~$5424 Jul 202611d left+$0.09/sh+$169
cycle +$1,708
[-$675…+$781] · 46% credit
74%
surv 65%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5624 Jul 202611d left-$0.60/sh-$1,131
cycle +$408
[-$2,229…-$662] · 13% credit
78%
surv 71%
budget: banked $1,539 debit $1,131 (73% used ≈ 0.9 wk of income) → whole cycle still +$408 cash · rolled 19 ct earn ≈ $13,851/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$5,771/mo
vs 50% target ($8,362/mo)-31%
vs normal income ($16,724/mo)35% covered
Net income (after hedge)$5,054/mo
Downside budget
⚠ $51 is $8 below CC-SS $59.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,789
… as % of IC ($6,000)229.8%
… as % of ML ($94,000)14.7%
Recovery months (at normal income)0.8 mo
Surgical close (19 ct)$-34,732
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 $0.81 collected) or spot ≥ $51.87 (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 $64.74 (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
$50-51.87
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
≥ $51.87
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.1σ)$1,539$-16,775+$19,675+$266
+2.5%$52.27 (1.2σ)$-883$-16,448+$20,002-$2,156
+5%$53.55 (1.4σ)$-3,306$-16,122+$20,328-$4,579
SS (= V-bounce)$56.50 (1.8σ)$-8,911$-15,367+$21,083-$10,184
V-BOUNCE STRESS (stock → CC-SS $59.07, where you are whole again, by expiry)
Starting unrealized P&L: $-36,450
+ Fortress recovery (un-capped): +$35,463
− CC assignment net of premium (19 × $51): -$13,789
− Conservative CC assignment net of premium (1 × $57): -$140
Total Position P&L @ SS: $-14,916 (+$21,534 vs today)
Do-nothing baseline at SS: $-3,782 (this trade vs do-nothing: $-11,134, the opportunity cost of earning $5,771/mo FIGHT income now)
🎯 50% normal19 × $4917 Jul8d15.0%80%34%$2,261$8,479$16,867
Sell 19 × $49 15.0% OTM over spot $42.62 17 Jul 2026 (8d, $1.21 mid)
= $2,261 credit for the 8d cycle → $8,479/mo projected
Survival (stays ≤ $49)
80%
Breach risk
20%
POP (stays ≤ $50.22)
84%
EV / mo
+$3,314
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-3.1] median  ·  63% of paths whole by 9 mo (vs 59% without)  ·  ~5.8 challenges expected  ·  median CC cash $10,783
🛡 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)
34%
Flat exit net (mid-life)
-$3,606
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$56 @ 81% POP
77% 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: $4.36/sh now → $3.09 mid-life (likely $3.24–$5.00)≈ $0 at expiry  |  you banked $1.19/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,015 simulated challenges: the $49 strike is typically first touched on day 4 of 8, at $51 (overshoots $1.88). 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
Roll out (same strike, buy time)~$4924 Jul 202611d left+$1.34/sh+$2,547
cycle +$4,808
[+$1,888…+$3,093] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202611d left+$0.59/sh+$1,128
cycle +$3,389
[+$315…+$1,439] · 89% credit
72%
surv 61%
Up-and-out for even (raise the cap, free)~$5224 Jul 202611d left+$0.01/sh+$24
cycle +$2,285
[-$968…+$205] · 30% credit
75%
surv 66%
Max even-money escape in the band~$5224 Jul 202611d left+$0.01/sh+$24
cycle +$2,285
[-$968…+$205] · 30% credit
75%
surv 66%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5624 Jul 202611d left-$1.17/sh-$2,232
cycle +$29
[-$3,810…-$2,319] · 1% credit
81%
surv 77%
budget: banked $2,261 debit $2,232 (99% used ≈ 1.1 wk of income) → whole cycle still +$29 cash · rolled 19 ct earn ≈ $9,912/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$8,479/mo
vs 50% target ($8,362/mo)+1%
vs normal income ($16,724/mo)51% covered
Net income (after hedge)$7,762/mo
Downside budget
⚠ $49 is $10 below CC-SS $59.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,867
… as % of IC ($6,000)281.1%
… as % of ML ($94,000)17.9%
Recovery months (at normal income)1.0 mo
Surgical close (19 ct)$-34,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.19 collected) or spot ≥ $50.22 (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 $64.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-50.22
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
≥ $50.22
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (≤1σ, normal week)$2,261$-20,365+$16,085+$988
+2.5%$50.22 (≤1σ, normal week)$-66$-20,051+$16,399-$1,339
+5%$51.45 (1.1σ)$-2,394$-19,738+$16,712-$3,667
SS (= V-bounce)$56.50 (1.8σ)$-11,989$-18,445+$18,005-$13,262
V-BOUNCE STRESS (stock → CC-SS $59.07, where you are whole again, by expiry)
Starting unrealized P&L: $-36,450
+ Fortress recovery (un-capped): +$35,463
− CC assignment net of premium (19 × $49): -$16,867
− Conservative CC assignment net of premium (1 × $57): -$140
Total Position P&L @ SS: $-17,994 (+$18,456 vs today)
Do-nothing baseline at SS: $-3,782 (this trade vs do-nothing: $-14,212, the opportunity cost of earning $8,479/mo FIGHT income now)
100% normal19 × $4517 Jul8d5.6%65%75%$4,522$16,957+$8,479$22,206
Sell 19 × $45 5.6% OTM over spot $42.62 17 Jul 2026 (8d, $2.40 mid)
= $4,522 credit for the 8d cycle → $16,957/mo projected
Survival (stays ≤ $45)
65%
Breach risk
35%
POP (stays ≤ $47.40)
74%
EV / mo
+$4,354
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.2] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  74% of paths whole by 9 mo (vs 67% without)  ·  ~10.9 challenges expected  ·  median CC cash $12,460
🛡 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)
60%
Flat exit net (mid-life)
-$682
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$57 @ 90% POP
89% 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: $3.87/sh now → $2.74 mid-life (likely $3.61–$5.03)≈ $0 at expiry  |  you banked $2.38/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,798 simulated challenges: the $45 strike is typically first touched on day 3 of 8, at $47 (overshoots $1.86). 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
Roll out (same strike, buy time)~$4524 Jul 202611d left+$1.18/sh+$2,249
cycle +$6,771
[+$1,390…+$1,955] · 100% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$4624 Jul 202611d left+$0.68/sh+$1,291
cycle +$5,813
[+$352…+$947] · 91% credit
72%
surv 60%
Up-and-out for even (raise the cap, free)~$4724 Jul 202611d left+$0.14/sh+$275
cycle +$4,797
[-$959…-$236] · 18% credit
73%
surv 64%
Max even-money escape in the band~$4724 Jul 202611d left+$0.14/sh+$275
cycle +$4,797
[-$959…-$236] · 18% credit
73%
surv 64%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5724 Jul 202611d left-$2.06/sh-$3,905
cycle +$617
[-$6,757…-$5,036]
90%
surv 89%
budget: banked $4,522 debit $3,905 (86% used ≈ 1.0 wk of income) → whole cycle still +$617 cash · rolled 19 ct earn ≈ $3,545/mo while parked; 1 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$16,957/mo
vs 50% target ($8,362/mo)+103%
vs normal income ($16,724/mo)101% covered
Net income (after hedge)$16,240/mo
Downside budget
⚠ $45 is $14 below CC-SS $59.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,206
… as % of IC ($6,000)370.1%
… as % of ML ($94,000)23.6%
Recovery months (at normal income)1.3 mo
Surgical close (19 ct)$-34,665
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.59/sh (~25% of the $2.38 collected) or spot ≥ $47.40 (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 $64.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-47.40
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
≥ $47.40
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$4,522$-26,728+$9,722+$3,249
+2.5%$46.12 (≤1σ, normal week)$2,385$-26,440+$10,010+$1,112
+5%$47.25 (≤1σ, normal week)$247$-26,152+$10,298-$1,026
SS (= V-bounce)$56.50 (1.8σ)$-17,328$-23,784+$12,666-$18,601
V-BOUNCE STRESS (stock → CC-SS $59.07, where you are whole again, by expiry)
Starting unrealized P&L: $-36,450
+ Fortress recovery (un-capped): +$35,463
− CC assignment net of premium (19 × $45): -$22,206
− Conservative CC assignment net of premium (1 × $57): -$140
Total Position P&L @ SS: $-23,333 (+$13,117 vs today)
Do-nothing baseline at SS: $-3,782 (this trade vs do-nothing: $-19,551, the opportunity cost of earning $16,957/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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 18 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: 1.078 (IBKR)  |  Recovery@SS: +$35,463 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,782

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$498d17 Jul 2026$1.1919/20$8,479$7,76280%84%+$3,314-$16,867281.1%$-17,994 (vs do-nothing $-14,212)
$488d17 Jul 2026$1.4216/20$8,520$8,20577%82%+$3,016-$15,436257.3%$-16,982 (vs do-nothing $-13,200)
$478d17 Jul 2026$1.7014/20$8,925$8,87873%79%+$2,877-$14,515241.9%$-16,340 (vs do-nothing $-12,558)
$4815d24 Jul 2026$2.2819/20$8,664$7,94773%79%+$2,278-$16,696278.3%$-17,823 (vs do-nothing $-14,041)
$4715d24 Jul 2026$2.6216/20$8,384$8,06970%77%+$2,118-$15,116251.9%$-16,662 (vs do-nothing $-12,880)
$468d17 Jul 2026$2.0112/20$9,045$9,26669%77%+$2,591-$13,269221.2%$-15,374 (vs do-nothing $-11,592)
$4615d24 Jul 2026$2.9315/20$8,790$8,60967%75%+$1,973-$15,206253.4%$-16,892 (vs do-nothing $-13,110)
$458d17 Jul 2026$2.3810/20$8,925$9,41465%74%+$2,292-$11,688194.8%$-14,072 (vs do-nothing $-10,290)
$4515d24 Jul 2026$3.2014/20$8,960$8,91363%74%+$1,607-$15,215253.6%$-17,040 (vs do-nothing $-13,258)
$44.5015d24 Jul 2026$3.5012/20$8,400$8,62162%73%+$1,636-$13,281221.4%$-15,386 (vs do-nothing $-11,604)
$448d17 Jul 2026$2.789/20$9,382$10,00560%72%+$2,094-$11,059184.3%$-13,583 (vs do-nothing $-9,801)
$4415d24 Jul 2026$3.7512/20$9,000$9,22160%72%+$1,749-$13,581226.4%$-15,686 (vs do-nothing $-11,904)
$43.5015d24 Jul 2026$3.8511/20$8,470$8,82558%71%+$1,352-$12,889214.8%$-15,134 (vs do-nothing $-11,352)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4315d24 Jul 2026$4.0511/20$8,910$9,26556%70%+$1,297-$13,219220.3%$-15,464 (vs do-nothing $-11,682)
$438d17 Jul 2026$3.207/20$8,400$9,29156%70%+$1,552-$9,007150.1%$-11,811 (vs do-nothing $-8,029)
$42.5015d24 Jul 2026$4.3010/20$8,600$9,08955%70%+$1,207-$12,268204.5%$-14,652 (vs do-nothing $-10,870)
$4215d24 Jul 2026$4.6010/20$9,200$9,68953%69%+$1,312-$12,468207.8%$-14,852 (vs do-nothing $-11,070)
$428d17 Jul 2026$3.707/20$9,712$10,60351%68%+$1,530-$9,357156.0%$-12,161 (vs do-nothing $-8,379)

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 20 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37