FORTRESS FIGHT: IREN-LC45 @ $39.00

BE SS: $56.50  |  CC-SS: $59.03  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 03:38

IREN-LC45 @ $39.00   UNDERWATER $17.50 (31.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $56.50  |  CC-SS: $59.03 (banked floor $58.35)  |  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$15,000/mo95% ann ROI on ML
Hedge rolling cost$1,042/mo
Unrealized P&L$-42,790fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,500/mo
HEDGE COVER
$1,042/mo
NORMAL INCOME
$15,000/mo (ATM CC, chain)
IC VELOCITY
0.4 mo to earn back $6,000
ML VELOCITY
6.3 mo to earn back $94,000
Deep drawdown confirmed: a CC at CC-SS $59.03 (probe: $59C 17d) brings only $953/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,473
Hole (after banked)
$41,317
was $42,790 · 3% earned back
Cycles closed
13
Credit in flight
$0
CC-SS · banked floor (info)
$59.03 → $58.35
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 27 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 36 · %B 21 · hist rising (nightly)
LEVELS20W MA (bounce target) $47.39 (+22%) · daily UBB $62.90 · 1-wk expected move ±$7 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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: 20 contracts at $45 / 3d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($7,500/mo); it brings $7,800/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 15 × $42/3d for $15,000/mo, but breach risk rises to 24% (+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 18 × $51/3d (99% survival, $1,080/mo).
Downside anchor: the primary mortgages $27,279 (455% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-42,820 and cuts bleed by $1,042/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: THIS FRIDAY · 17 Jul 2026 (3d) · sell 20 × $45, 90% survival, $7,800/mo (E[net] $2,792/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 🏆17 Jul 2026 · 3d20 × $4590%$7,800$2,792
NEXT FRIDAY24 Jul 2026 · 10d20 × $4579%$7,500$1,072

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $2,792/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $45 (primary), 90% survival, breach 10%, $7,800/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $46 rung (33% normal) lifts survival to 93% (breach 10% → 7%) for $2,600/mo less (33% income) buys safety you do not really need here.
IREN  spot $39.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $5117 Jul3d30.8%99%2%$108$1,080-$6,720$14,345
Sell 18 × $51 30.8% OTM over spot $39.00 17 Jul 2026 (3d, $0.07 mid)
= $108 credit for the 3d cycle → $1,080/mo projected
Survival (stays ≤ $51)
99%
Breach risk
1%
POP (stays ≤ $51.06)
99%
EV / mo
+$980
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.9] median  ·  49% of paths whole by 9 mo (vs 50% without)  ·  ~0.7 challenges expected  ·  median CC cash $-2,501
🛡 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)
1%
Flat exit net (mid-life)
-$4,065
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$61 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.28/sh now → $2.32 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$2.26/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5124 Jul 20268d left+$2.14/sh+$3,846
cycle +$3,954
69%
surv 54%
-$13,148 NOT
cap gain +$29,642
Up-and-out for even (raise the cap, free)~$5624 Jul 20268d left+$0.03/sh+$54
cycle +$162
79%
surv 73%
-$5,281 NOT
cap gain +$37,509
Max even-money escape in the band~$6131 Jul 202616d left+$0.15/sh+$268
cycle +$376
82%
surv 78%
+$3,654 SAFE
cap gain +$46,444
reaches 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$1,080/mo
vs 50% target ($7,500/mo)-86%
vs normal income ($15,000/mo)7% covered
Net income (after hedge)$134/mo
Downside budget
⚠ $51 is $8 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,345
… as % of IC ($6,000)239.1%
… as % of ML ($94,000)15.3%
Recovery months (at normal income)1.0 mo
Surgical close (18 ct)$-38,520
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $51.06 (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 $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.06
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
≥ $51.06
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (2.6σ)$108$-16,994+$25,796-$180
+2.5%$52.27 (2.9σ)$-2,187$-16,563+$26,227-$2,475
+5%$53.55 (3.2σ)$-4,482$-16,132+$26,658-$4,770
SS (= V-bounce)$56.50 (3.8σ)$-9,792$-15,235+$27,555-$9,180
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (18 × $51): -$14,345
− Conservative CC assignment net of premium (2 × $56): -$574
Total Position P&L @ SS: $-14,886 (+$27,904 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-9,180, the opportunity cost of earning $1,080/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-24,820 (+$17,970 vs today)
33% normal20 × $4617 Jul3d17.9%93%14%$520$5,200-$2,600$25,539
Sell 20 × $46 17.9% OTM over spot $39.00 17 Jul 2026 (3d, $0.29 mid)
= $520 credit for the 3d cycle → $5,200/mo projected
Survival (stays ≤ $46)
93%
Breach risk
7%
POP (stays ≤ $46.28)
94%
EV / mo
+$3,672
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.3] median  ·  54% of paths whole by 9 mo (vs 50% without)  ·  ~4.5 challenges expected  ·  median CC cash $7,605
🛡 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)
-$3,484
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$56 @ 83% POP
80% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.83/sh now → $2.00 mid-life (likely $1.87–$3.77)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 287 simulated challenges: the $46 strike is typically first touched on day 2 of 3, at $48 (overshoots $1.80). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4624 Jul 20268d left+$1.84/sh+$3,676
cycle +$4,196
[+$3,188…+$4,180] · 99% credit
69%
surv 54%
-$23,628 NOT
cap gain +$19,162
Reliable up-and-out (highest cap still free ≥60%)~$5331 Jul 202616d left+$0.52/sh+$1,036
cycle +$1,556
[-$509…+$1,519] · 67% credit
79%
surv 74%
-$11,302 NOT
cap gain +$31,488
Max even-money escape in the band~$5431 Jul 202616d left+$0.23/sh+$469
cycle +$989
[-$1,225…+$925] · 49% credit
80%
surv 76%
-$9,731 NOT
cap gain +$33,059
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5024 Jul 20268d left+$0.08/sh+$152
cycle +$672
[-$1,342…+$535] · 43% credit
78%
surv 71%
-$17,531 NOT
cap gain +$25,259
Safety roll (pay small debit, max POP)~$5631 Jul 202616d left-$0.18/sh-$362
cycle +$158
[-$2,159…+$69] · 28% credit
83%
surv 80%
-$6,286 NOT
cap gain +$36,504
budget: banked $520 debit $362 (70% used ≈ 0.3 wk of income) → whole cycle still +$158 cash · rolled 20 ct earn ≈ $6,829/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$5,200/mo
vs 50% target ($7,500/mo)-31%
vs normal income ($15,000/mo)35% covered
Net income (after hedge)$4,158/mo
Downside budget
⚠ $46 is $13 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,539
… as % of IC ($6,000)425.6%
… as % of ML ($94,000)27.2%
Recovery months (at normal income)1.7 mo
Surgical close (20 ct)$-42,840
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 $0.26 collected) or spot ≥ $46.28 (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 $62.90 (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
$46-46.28
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
≥ $46.28
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (1.5σ)$520$-27,304+$15,486+$200
+2.5%$47.15 (1.8σ)$-1,780$-27,145+$15,645-$2,100
+5%$48.30 (2.0σ)$-4,080$-26,987+$15,803-$4,400
SS (= V-bounce)$56.50 (3.8σ)$-20,480$-25,855+$16,935-$19,800
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (20 × $46): -$25,539
Total Position P&L @ SS: $-25,506 (+$17,284 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-19,800, the opportunity cost of earning $5,200/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,260, position total $-27,112 (+$15,678 vs today)
🎯 50% normal20 × $4517 Jul3d15.4%90%13%$780$7,800$27,279
Sell 20 × $45 15.4% OTM over spot $39.00 17 Jul 2026 (3d, $0.41 mid)
= $780 credit for the 3d cycle → $7,800/mo projected
Survival (stays ≤ $45)
90%
Breach risk
10%
POP (stays ≤ $45.41)
92%
EV / mo
+$5,222
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-2.8] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  62% of paths whole by 9 mo (vs 55% without)  ·  ~5.9 challenges expected  ·  median CC cash $10,523
🛡 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)
13%
Flat exit net (mid-life)
-$3,102
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 84% POP
81% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.74/sh now → $1.94 mid-life (likely $1.87–$3.58)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$1.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 387 simulated challenges: the $45 strike is typically first touched on day 2 of 3, at $47 (overshoots $1.84). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4524 Jul 20268d left+$1.78/sh+$3,561
cycle +$4,341
[+$3,027…+$4,051] · 99% credit
69%
surv 54%
-$25,621 NOT
cap gain +$17,169
Reliable up-and-out (highest cap still free ≥60%)~$5231 Jul 202616d left+$0.45/sh+$896
cycle +$1,676
[-$662…+$1,304] · 61% credit
79%
surv 74%
-$13,320 NOT
cap gain +$29,470
Max even-money escape in the band~$5331 Jul 202616d left+$0.17/sh+$343
cycle +$1,123
[-$1,349…+$733] · 46% credit
80%
surv 76%
-$11,735 NOT
cap gain +$31,055
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5024 Jul 20268d left+$0.03/sh+$66
cycle +$846
[-$1,397…+$383] · 40% credit
78%
surv 72%
-$19,495 NOT
cap gain +$23,295
Safety roll (pay small debit, max POP)~$5531 Jul 202616d left-$0.24/sh-$478
cycle +$302
[-$2,286…-$126] · 19% credit
84%
surv 81%
-$8,280 NOT
cap gain +$34,510
budget: banked $780 debit $478 (61% used ≈ 0.3 wk of income) → whole cycle still +$302 cash · rolled 20 ct earn ≈ $6,382/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$7,800/mo
vs 50% target ($7,500/mo)+4%
vs normal income ($15,000/mo)52% covered
Net income (after hedge)$6,758/mo
Downside budget
⚠ $45 is $14 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,279
… as % of IC ($6,000)454.6%
… as % of ML ($94,000)29.0%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-42,820
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 $0.39 collected) or spot ≥ $45.41 (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 $62.90 (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
$45-45.41
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
≥ $45.41
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.3σ)$780$-29,182+$13,608+$460
+2.5%$46.12 (1.6σ)$-1,470$-29,027+$13,763-$1,790
+5%$47.25 (1.8σ)$-3,720$-28,872+$13,918-$4,040
SS (= V-bounce)$56.50 (3.8σ)$-22,220$-27,595+$15,195-$21,540
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (20 × $45): -$27,279
Total Position P&L @ SS: $-27,246 (+$15,544 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-21,540, the opportunity cost of earning $7,800/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,000, position total $-28,852 (+$13,938 vs today)
100% normal15 × $4217 Jul3d7.7%76%51%$1,500$15,000+$7,200$24,044
Sell 15 × $42 7.7% OTM over spot $39.00 17 Jul 2026 (3d, $1.02 mid)
= $1,500 credit for the 3d cycle → $15,000/mo projected
Survival (stays ≤ $42)
76%
Breach risk
24%
POP (stays ≤ $43.02)
81%
EV / mo
+$6,974
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.7-3.4] median, 0.3 mo SLOWER than no FIGHT (1.3 mo): roll costs eat the credits at this rung  ·  63% of paths whole by 9 mo (vs 48% without)  ·  ~16.8 challenges expected  ·  median CC cash $19,362
🛡 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)
-$1,144
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.49/sh now → $1.76 mid-life (likely $2.04–$3.52)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,017 simulated challenges: the $42 strike is typically first touched on day 2 of 3, at $44 (overshoots $1.70). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4224 Jul 20268d left+$1.61/sh+$2,419
cycle +$3,919
[+$1,872…+$2,669] · 99% credit
69%
surv 54%
-$32,377 NOT
cap gain +$10,413
Reliable up-and-out (highest cap still free ≥60%)~$4831 Jul 202616d left+$0.54/sh+$816
cycle +$2,316
[-$397…+$831] · 61% credit
78%
surv 73%
-$21,152 NOT
cap gain +$21,638
Max even-money escape in the band~$4931 Jul 202616d left+$0.25/sh+$374
cycle +$1,874
[-$972…+$334] · 36% credit
80%
surv 76%
-$19,456 NOT
cap gain +$23,334
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4624 Jul 20268d left+$0.08/sh+$114
cycle +$1,614
[-$1,049…+$65] · 27% credit
78%
surv 71%
-$26,130 NOT
cap gain +$16,660
Safety roll (pay small debit, max POP)~$5531 Jul 202616d left-$0.86/sh-$1,296
cycle +$204
[-$3,142…-$1,525]
89%
surv 88%
-$8,298 NOT
cap gain +$34,492
budget: banked $1,500 debit $1,296 (86% used ≈ 0.4 wk of income) → whole cycle still +$204 cash · rolled 15 ct earn ≈ $2,528/mo while parked; 5 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$15,000/mo
vs 50% target ($7,500/mo)+100%
vs normal income ($15,000/mo)100% covered
Net income (after hedge)$14,198/mo
Downside budget
⚠ $42 is $17 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,044
… as % of IC ($6,000)400.7%
… as % of ML ($94,000)25.6%
Recovery months (at normal income)1.6 mo
Surgical close (15 ct)$-32,130
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $43.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-43.02
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
≥ $43.02
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (≤1σ, normal week)$1,500$-34,796+$7,994+$1,260
+2.5%$43.05 (≤1σ, normal week)$-75$-34,126+$8,664-$315
+5%$44.10 (1.1σ)$-1,650$-33,456+$9,334-$1,890
SS (= V-bounce)$56.50 (3.8σ)$-20,250$-25,795+$16,995-$19,740
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (15 × $42): -$24,044
− Conservative CC assignment net of premium (5 × $56): -$1,435
Total Position P&L @ SS: $-25,446 (+$17,344 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-19,740, the opportunity cost of earning $15,000/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,585, position total $-31,357 (+$11,433 vs today)
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 · 24 Jul 2026 · 10d · E[net] $1,072/mo

🎯 Engine pick: sell 20 × $45 (primary), 79% survival, breach 21%, $7,500/mo.
Stay at the pick. Stepping safer (the $47 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $2,541/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
IREN  spot $39.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $5524 Jul10d41.0%97%7%$360$1,080-$6,420$7,699
Sell 20 × $55 41.0% OTM over spot $39.00 24 Jul 2026 (10d, $0.20 mid)
= $360 credit for the 10d cycle → $1,080/mo projected
Survival (stays ≤ $55)
97%
Breach risk
3%
POP (stays ≤ $55.20)
97%
EV / mo
+$740
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-4.1] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  48% of paths whole by 9 mo (vs 48% without)  ·  ~0.8 challenges expected  ·  median CC cash $-2,037
🛡 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)
6%
Flat exit net (mid-life)
-$7,857
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$59 @ 74% POP
65% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.80/sh now → $4.11 mid-life (likely $2.96–$5.10)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$3.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 166 simulated challenges: the $55 strike is typically first touched on day 7 of 10, at $57 (overshoots $1.87). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5531 Jul 202612d left+$1.72/sh+$3,447
cycle +$3,807
[+$3,568…+$5,671] · 100% credit
69%
surv 55%
-$4,775 NOT
cap gain +$38,015
Up-and-out for even (raise the cap, free)~$5931 Jul 202612d left+$0.07/sh+$133
cycle +$493
[-$165…+$1,879] · 70% credit
74%
surv 65%
+$463 SAFE
cap gain +$43,253
Max even-money escape in the band~$5931 Jul 202612d left+$0.07/sh+$133
cycle +$493
[-$165…+$1,879] · 70% credit
74%
surv 65%
+$463 SAFE
cap gain +$43,253
reaches 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$1,080/mo
vs 50% target ($7,500/mo)-86%
vs normal income ($15,000/mo)7% covered
Net income (after hedge)$38/mo
Downside budget
⚠ $55 is $4 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,699
… as % of IC ($6,000)128.3%
… as % of ML ($94,000)8.2%
Recovery months (at normal income)0.5 mo
Surgical close (20 ct)$-42,820
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 $0.18 collected) or spot ≥ $55.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $55)); NOT the premium you collected. Momentum override: two daily closes above $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $54.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$54-55.20
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
≥ $55.20
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$55.00 (1.9σ)$360$-8,222+$34,568+$40
+2.5%$56.37 (2.1σ)$-2,390$-8,032+$34,758-$1,960
+5%$57.75 (2.3σ)$-5,140$-7,842+$34,948-$1,960
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (20 × $55): -$7,699
Total Position P&L @ SS: $-7,666 (+$35,124 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-1,960, the opportunity cost of earning $1,080/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-24,852 (+$17,938 vs today)
🛡 safe yield20 × $49.5024 Jul10d26.9%91%20%$980$2,940-$4,560$18,079
Sell 20 × $49.50 26.9% OTM over spot $39.00 24 Jul 2026 (10d, $0.54 mid)
= $980 credit for the 10d cycle → $2,940/mo projected
Survival (stays ≤ $49.50)
91%
Breach risk
9%
POP (stays ≤ $50.04)
92%
EV / mo
+$1,457
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.9] median  ·  54% of paths whole by 9 mo (vs 53% without)  ·  ~2.3 challenges expected  ·  median CC cash $2,303
🛡 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)
18%
Flat exit net (mid-life)
-$6,066
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$54 @ 75% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.98/sh now → $3.52 mid-life (likely $2.90–$5.03)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$3.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 530 simulated challenges: the $50 strike is typically first touched on day 7 of 10, at $51 (overshoots $1.94). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5031 Jul 202612d left+$1.48/sh+$2,963
cycle +$3,943
[+$2,648…+$4,171] · 100% credit
69%
surv 55%
-$16,398 NOT
cap gain +$26,392
Reliable up-and-out (highest cap still free ≥60%)~$5231 Jul 202612d left+$0.40/sh+$790
cycle +$1,770
[+$214…+$1,794] · 83% credit
73%
surv 63%
-$13,226 NOT
cap gain +$29,564
Up-and-out for even (raise the cap, free)~$5331 Jul 202612d left+$0.04/sh+$71
cycle +$1,051
[-$617…+$991] · 49% credit
74%
surv 65%
-$11,807 NOT
cap gain +$30,983
Max even-money escape in the band~$5331 Jul 202612d left+$0.04/sh+$71
cycle +$1,051
[-$617…+$991] · 49% credit
74%
surv 65%
-$11,807 NOT
cap gain +$30,983
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5431 Jul 202612d left-$0.34/sh-$671
cycle +$309
[-$1,519…+$197] · 29% credit
75%
surv 68%
-$10,411 NOT
cap gain +$32,379
budget: banked $980 debit $671 (68% used ≈ 1.0 wk of income) → whole cycle still +$309 cash · rolled 20 ct earn ≈ $15,938/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$2,940/mo
vs 50% target ($7,500/mo)-61%
vs normal income ($15,000/mo)20% covered
Net income (after hedge)$1,898/mo
Downside budget
⚠ $49.50 is $10 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,079
… as % of IC ($6,000)301.3%
… as % of ML ($94,000)19.2%
Recovery months (at normal income)1.2 mo
Surgical close (20 ct)$-42,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $50.04 (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 $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $49.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-50.04
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
≥ $50.04
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.50 (1.3σ)$980$-19,361+$23,429+$660
+2.5%$50.74 (1.4σ)$-1,495$-19,190+$23,600-$1,815
+5%$51.98 (1.6σ)$-3,970$-19,019+$23,771-$4,290
SS (= V-bounce)$56.50 (2.1σ)$-13,020$-18,395+$24,395-$12,340
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (20 × $49.50): -$18,079
Total Position P&L @ SS: $-18,046 (+$24,744 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-12,340, the opportunity cost of earning $2,940/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-24,852 (+$17,938 vs today)
33% normal19 × $4724 Jul10d20.5%84%35%$1,653$4,959-$2,541$21,203
Sell 19 × $47 20.5% OTM over spot $39.00 24 Jul 2026 (10d, $0.90 mid)
= $1,653 credit for the 10d cycle → $4,959/mo projected
Survival (stays ≤ $47)
84%
Breach risk
16%
POP (stays ≤ $47.90)
86%
EV / mo
+$1,479
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.6] median, 0.2 mo faster than no FIGHT (1.5 mo)  ·  54% of paths whole by 9 mo (vs 51% without)  ·  ~4.3 challenges expected  ·  median CC cash $5,472
🛡 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)
-$4,559
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$53 @ 78% POP
73% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.62/sh now → $3.27 mid-life (likely $3.25–$5.09)≈ $0 at expiry  |  you banked $0.87/sh, so a flat mid-life exit nets -$2.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 771 simulated challenges: the $47 strike is typically first touched on day 6 of 10, at $49 (overshoots $1.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4731 Jul 202612d left+$1.38/sh+$2,615
cycle +$4,268
[+$2,096…+$3,203] · 100% credit
69%
surv 55%
-$21,402 NOT
cap gain +$21,388
Reliable up-and-out (highest cap still free ≥60%)~$5031 Jul 202612d left+$0.30/sh+$571
cycle +$2,224
[-$232…+$892] · 64% credit
73%
surv 63%
-$18,101 NOT
cap gain +$24,689
Up-and-out for even (raise the cap, free)~$5031 Jul 202612d left+$0.09/sh+$172
cycle +$1,825
[-$702…+$450] · 41% credit
74%
surv 64%
-$17,431 NOT
cap gain +$25,359
Max even-money escape in the band~$5031 Jul 202612d left+$0.09/sh+$172
cycle +$1,825
[-$702…+$450] · 41% credit
74%
surv 64%
-$17,431 NOT
cap gain +$25,359
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5331 Jul 202612d left-$0.86/sh-$1,632
cycle +$21
[-$2,936…-$1,496] · 6% credit
78%
surv 73%
-$12,821 NOT
cap gain +$29,969
budget: banked $1,653 debit $1,632 (99% used ≈ 1.4 wk of income) → whole cycle still +$21 cash · rolled 19 ct earn ≈ $11,451/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$4,959/mo
vs 50% target ($7,500/mo)-34%
vs normal income ($15,000/mo)33% covered
Net income (after hedge)$3,965/mo
Downside budget
⚠ $47 is $12 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,203
… as % of IC ($6,000)353.4%
… as % of ML ($94,000)22.6%
Recovery months (at normal income)1.4 mo
Surgical close (19 ct)$-40,708
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.87 collected) or spot ≥ $47.90 (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 $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.90
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
≥ $47.90
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (≤1σ, normal week)$1,653$-24,017+$18,773+$1,349
+2.5%$48.17 (1.1σ)$-579$-23,737+$19,053-$883
+5%$49.35 (1.2σ)$-2,812$-23,458+$19,332-$3,116
SS (= V-bounce)$56.50 (2.1σ)$-16,397$-21,806+$20,984-$15,751
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (19 × $47): -$21,203
− Conservative CC assignment net of premium (1 × $56): -$287
Total Position P&L @ SS: $-21,457 (+$21,333 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-15,751, the opportunity cost of earning $4,959/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-24,836 (+$17,954 vs today)
🎯 50% normal20 × $4524 Jul10d15.4%79%35%$2,500$7,500$25,559
Sell 20 × $45 15.4% OTM over spot $39.00 24 Jul 2026 (10d, $1.29 mid)
= $2,500 credit for the 10d cycle → $7,500/mo projected
Survival (stays ≤ $45)
79%
Breach risk
21%
POP (stays ≤ $46.29)
83%
EV / mo
+$2,787
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.5] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  58% of paths whole by 9 mo (vs 52% without)  ·  ~5.7 challenges expected  ·  median CC cash $9,013
🛡 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)
35%
Flat exit net (mid-life)
-$3,645
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$52 @ 80% POP
76% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.34/sh now → $3.07 mid-life (likely $3.30–$4.92)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$1.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,046 simulated challenges: the $45 strike is typically first touched on day 5 of 10, at $47 (overshoots $1.80). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4531 Jul 202612d left+$1.29/sh+$2,589
cycle +$5,089
[+$1,960…+$3,026] · 100% credit
69%
surv 55%
-$24,873 NOT
cap gain +$17,917
Reliable up-and-out (highest cap still free ≥60%)~$4631 Jul 202612d left+$0.59/sh+$1,171
cycle +$3,671
[+$351…+$1,423] · 92% credit
71%
surv 60%
-$23,084 NOT
cap gain +$19,706
Up-and-out for even (raise the cap, free)~$4831 Jul 202612d left+$0.02/sh+$45
cycle +$2,545
[-$967…+$136] · 29% credit
74%
surv 65%
-$21,003 NOT
cap gain +$21,787
Max even-money escape in the band~$4831 Jul 202612d left+$0.02/sh+$45
cycle +$2,545
[-$967…+$136] · 29% credit
74%
surv 65%
-$21,003 NOT
cap gain +$21,787
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5231 Jul 202612d left-$1.19/sh-$2,382
cycle +$118
[-$4,034…-$2,569] · 1% credit
80%
surv 76%
-$14,878 NOT
cap gain +$27,912
budget: banked $2,500 debit $2,382 (95% used ≈ 1.4 wk of income) → whole cycle still +$118 cash · rolled 20 ct earn ≈ $9,409/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$7,500/mo
vs 50% target ($7,500/mo)+0%
vs normal income ($15,000/mo)50% covered
Net income (after hedge)$6,458/mo
Downside budget
⚠ $45 is $14 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,559
… as % of IC ($6,000)426.0%
… as % of ML ($94,000)27.2%
Recovery months (at normal income)1.7 mo
Surgical close (20 ct)$-42,870
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 $1.25 collected) or spot ≥ $46.29 (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 $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.29
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
≥ $46.29
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$2,500$-27,462+$15,328+$2,180
+2.5%$46.12 (≤1σ, normal week)$250$-27,307+$15,483-$70
+5%$47.25 (≤1σ, normal week)$-2,000$-27,152+$15,638-$2,320
SS (= V-bounce)$56.50 (2.1σ)$-20,500$-25,875+$16,915-$19,820
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (20 × $45): -$25,559
Total Position P&L @ SS: $-25,526 (+$17,264 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-19,820, the opportunity cost of earning $7,500/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,280, position total $-27,132 (+$15,658 vs today)
100% normal19 × $40.5024 Jul10d3.8%61%84%$5,073$15,219+$7,719$30,133
Sell 19 × $40.50 3.8% OTM over spot $39.00 24 Jul 2026 (10d, $2.75 mid)
= $5,073 credit for the 10d cycle → $15,219/mo projected
Survival (stays ≤ $40.50)
61%
Breach risk
39%
POP (stays ≤ $43.25)
73%
EV / mo
+$3,156
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.1] median  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~15.4 challenges expected  ·  median CC cash $12,966
🛡 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)
69%
Flat exit net (mid-life)
+$41
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$52 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.74/sh now → $2.65 mid-life (likely $3.53–$4.87)≈ $0 at expiry  |  you banked $2.67/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,080 simulated challenges: the $40 strike is typically first touched on day 3 of 10, at $42 (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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4031 Jul 202612d left+$1.12/sh+$2,124
cycle +$7,197
[+$1,375…+$1,780] · 100% credit
69%
surv 55%
-$32,370 NOT
cap gain +$10,420
Reliable up-and-out (highest cap still free ≥60%)~$4231 Jul 202612d left+$0.62/sh+$1,184
cycle +$6,257
[+$265…+$769] · 89% credit
71%
surv 59%
-$31,172 NOT
cap gain +$11,618
Up-and-out for even (raise the cap, free)~$4331 Jul 202612d left+$0.07/sh+$137
cycle +$5,210
[-$989…-$380] · 13% credit
74%
surv 64%
-$29,012 NOT
cap gain +$13,778
Max even-money escape in the band~$4331 Jul 202612d left+$0.07/sh+$137
cycle +$5,210
[-$989…-$380] · 13% credit
74%
surv 64%
-$29,012 NOT
cap gain +$13,778
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5231 Jul 202612d left-$2.04/sh-$3,877
cycle +$1,196
[-$6,594…-$4,987]
91%
surv 90%
-$12,715 NOT
cap gain +$30,075
budget: banked $5,073 debit $3,877 (76% used ≈ 1.1 wk of income) → whole cycle still +$1,196 cash · rolled 19 ct earn ≈ $2,886/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$15,219/mo
vs 50% target ($7,500/mo)+103%
vs normal income ($15,000/mo)101% covered
Net income (after hedge)$14,225/mo
Downside budget
⚠ $40.50 is $19 below CC-SS $59.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,133
… as % of IC ($6,000)502.2%
… as % of ML ($94,000)32.1%
Recovery months (at normal income)2.0 mo
Surgical close (19 ct)$-40,802
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.67/sh (~25% of the $2.67 collected) or spot ≥ $43.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $40)); NOT the premium you collected. Momentum override: two daily closes above $62.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $40.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$40-43.25
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
≥ $43.25
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$40.50 (≤1σ, normal week)$5,073$-34,494+$8,296+$4,769
+2.5%$41.51 (≤1σ, normal week)$3,149$-34,253+$8,537+$2,845
+5%$42.52 (≤1σ, normal week)$1,226$-34,012+$8,778+$922
SS (= V-bounce)$56.50 (2.1σ)$-25,327$-30,736+$12,054-$24,681
V-BOUNCE STRESS (stock → CC-SS $59.03, where you are whole again, by expiry)
Starting unrealized P&L: $-42,790
+ Fortress recovery (un-capped): +$42,823
− CC assignment net of premium (19 × $40.50): -$30,133
− Conservative CC assignment net of premium (1 × $56): -$287
Total Position P&L @ SS: $-30,387 (+$12,403 vs today)
Do-nothing baseline at SS: $-5,706 (this trade vs do-nothing: $-24,681, the opportunity cost of earning $15,219/mo FIGHT income now)
BB-reversion stress (→ $47.39 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,018, position total $-32,854 (+$9,936 vs today)
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 (34 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 34 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: 1.069 (IBKR)  |  Recovery@SS: +$42,823 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,706

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$453d17 Jul 2026$0.3920/20$7,800$6,75890%92%+$5,222-$27,279454.6%$-27,246 (vs do-nothing $-21,540)
$443d17 Jul 2026$0.5315/20$7,950$7,14887%89%+$4,752-$21,749362.5%$-23,151 (vs do-nothing $-17,445)
$433d17 Jul 2026$0.7411/20$8,140$7,53082%85%+$4,363-$16,818280.3%$-19,368 (vs do-nothing $-13,662)
$4510d24 Jul 2026$1.2520/20$7,500$6,45879%83%+$2,787-$25,559426.0%$-25,526 (vs do-nothing $-19,820)
$44.5010d24 Jul 2026$1.3419/20$7,638$6,64478%82%+$2,590-$25,060417.7%$-25,314 (vs do-nothing $-19,608)
$423d17 Jul 2026$1.008/20$8,000$7,53476%81%+$3,719-$12,824213.7%$-16,234 (vs do-nothing $-10,528)
$4410d24 Jul 2026$1.4817/20$7,548$6,65075%80%+$1,757-$23,034383.9%$-23,862 (vs do-nothing $-18,156)
$43.5010d24 Jul 2026$1.6216/20$7,776$6,92673%79%+$1,763-$22,255370.9%$-23,370 (vs do-nothing $-17,664)
$44.5017d31 Jul 2026$2.2120/20$7,800$6,75873%79%+$1,548-$24,639410.6%$-24,606 (vs do-nothing $-18,900)
$4417d31 Jul 2026$2.3619/20$7,913$6,91972%78%+$1,542-$24,072401.2%$-24,326 (vs do-nothing $-18,620)
$4310d24 Jul 2026$1.7815/20$8,010$7,20871%78%+$1,801-$21,374356.2%$-22,776 (vs do-nothing $-17,070)
$43.5017d31 Jul 2026$2.5217/20$7,560$6,66270%77%+$1,451-$22,116368.6%$-22,944 (vs do-nothing $-17,238)
$42.5010d24 Jul 2026$1.9014/20$7,980$7,22670%77%+$2,109-$20,481341.4%$-22,170 (vs do-nothing $-16,464)
Show 21 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4317d31 Jul 2026$2.7016/20$7,624$6,77369%76%+$1,465-$21,327355.5%$-22,442 (vs do-nothing $-16,736)
$413d17 Jul 2026$1.336/20$7,980$7,61068%77%+$3,158-$10,020167.0%$-14,004 (vs do-nothing $-8,298)
$4210d24 Jul 2026$2.1112/20$7,596$6,93868%76%+$1,991-$17,903298.4%$-20,166 (vs do-nothing $-14,460)
$42.5017d31 Jul 2026$2.8615/20$7,571$6,76867%76%+$1,392-$20,504341.7%$-21,906 (vs do-nothing $-16,200)
$4217d31 Jul 2026$3.0015/20$7,941$7,13966%75%+$1,334-$21,044350.7%$-22,446 (vs do-nothing $-16,740)
$41.5010d24 Jul 2026$2.2612/20$8,136$7,47866%75%+$1,910-$18,323305.4%$-20,586 (vs do-nothing $-14,880)
$41.5017d31 Jul 2026$3.2014/20$7,906$7,15264%74%+$1,316-$20,061334.4%$-21,750 (vs do-nothing $-16,044)
$4110d24 Jul 2026$2.4711/20$8,151$7,54163%74%+$1,829-$17,115285.3%$-19,665 (vs do-nothing $-13,959)
$4117d31 Jul 2026$3.3013/20$7,571$6,86463%73%+$1,037-$19,148319.1%$-21,124 (vs do-nothing $-15,418)
$40.5010d24 Jul 2026$2.6710/20$8,010$7,44861%73%+$1,661-$15,859264.3%$-18,696 (vs do-nothing $-12,990)
$40.5017d31 Jul 2026$3.5512/20$7,518$6,86061%72%+$1,135-$17,975299.6%$-20,238 (vs do-nothing $-14,532)
$403d17 Jul 2026$1.745/20$8,700$8,37861%74%+$2,892-$8,645144.1%$-12,916 (vs do-nothing $-7,210)
$4017d31 Jul 2026$3.7512/20$7,941$7,28359%72%+$1,100-$18,335305.6%$-20,598 (vs do-nothing $-14,892)
$4010d24 Jul 2026$2.929/20$7,884$7,37059%72%+$1,590-$14,498241.6%$-17,622 (vs do-nothing $-11,916)
$39.5017d31 Jul 2026$3.9511/20$7,668$7,05857%71%+$955-$17,137285.6%$-19,687 (vs do-nothing $-13,981)
$39.5010d24 Jul 2026$3.059/20$8,235$7,72157%70%+$1,322-$14,831247.2%$-17,955 (vs do-nothing $-12,249)
$3917d31 Jul 2026$4.2510/20$7,500$6,93856%70%+$976-$15,779263.0%$-18,616 (vs do-nothing $-12,910)
$3910d24 Jul 2026$3.308/20$7,920$7,45454%69%+$1,189-$13,384223.1%$-16,794 (vs do-nothing $-11,088)
$38.5017d31 Jul 2026$4.5510/20$8,029$7,46754%69%+$1,064-$15,979266.3%$-18,816 (vs do-nothing $-13,110)
$393d17 Jul 2026$2.224/20$8,880$8,60652%70%+$2,411-$7,124118.7%$-11,682 (vs do-nothing $-5,976)
$38.5010d24 Jul 2026$3.558/20$8,520$8,05452%68%+$1,169-$13,584226.4%$-16,994 (vs do-nothing $-11,288)

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 v6.1  |  2026-07-14 03:38