FORTRESS FIGHT: IREN-LC50 @ $40.46

BE SS: $63.43  |  CC-SS: $68.24  |  20 contracts (2,000 sh)  |  2026-07-08 03:37 |  ⌂ PORTFOLIO

IREN-LC50 @ $40.46   UNDERWATER $22.97 (36.2% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $68.24  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $50 exp 2028-01-21 (entry $38.797/sh)
SP: $70 exp 2028-01-21 (entry $32.718/sh)
HP: $23 exp 2026-09-18 (entry $0.773/sh)

Economics

Max Loss$107,700(ND $6.85 + SW $47) x 2000
Normal income ref$15,563/mo95% ann ROI on ML
Hedge rolling cost$1,442/mo
Unrealized P&L$-56,610fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,781/mo
HEDGE COVER
$1,442/mo
NORMAL INCOME
$15,563/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,700
ML VELOCITY
6.9 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $68.24 (probe: $68C 16d) brings only $112/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 14 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.74 (+62%) · daily UBB $65.08 · 1-wk expected move ±$7 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 20 contracts at $47 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($7,781/mo); it brings $8,100/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 20 × $45/2d for $15,900/mo, but breach risk rises to 13% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $53/2d (99% survival, $1,500/mo).
Downside anchor: the primary mortgages $41,934 (306% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-56,640 and cuts bleed by $1,442/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 · 10 Jul 2026 (2d) · sell 20 × $47, 94% survival, $8,100/mo (E[net] $4,220/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆10 Jul 2026 · 2d20 × $4794%$8,100$4,220
NEXT FRIDAY17 Jul 2026 · 9d19 × $4780%$7,853$1,127

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $4,220/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $47 (primary), 94% survival, breach 6%, $8,100/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $48 rung (33% normal) lifts survival to 96% (breach 6% → 4%) for $2,700/mo less (33% income) buys safety you do not really need here.
IREN  spot $40.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $5310 Jul2d31.0%99%1%$100$1,500-$6,600$30,374
Sell 20 × $53 31.0% OTM over spot $40.46 10 Jul 2026 (2d, $0.07 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $53)
99%
Breach risk
1%
POP (stays ≤ $53.06)
99%
EV / mo
+$1,416
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.5] median  ·  44% of paths whole by 9 mo (vs 46% without)  ·  ~0.2 challenges expected  ·  median CC cash $-11,118
🛡 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)
0%
Flat exit net (mid-life)
-$4,121
Free roll-up
+$7/wk
Safest escape (by 24 Jul 2026)
$66 @ 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.98/sh now → $2.11 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5317 Jul 20268d left+$2.64/sh+$5,278
cycle +$5,378
69%
surv 54%
Up-and-out for even (raise the cap, free)~$6017 Jul 20268d left+$0.22/sh+$431
cycle +$531
80%
surv 74%
Max even-money escape in the band~$6624 Jul 202615d left+$0.04/sh+$74
cycle +$174
84%
surv 81%
reaches 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$1,500/mo
vs 50% target ($7,781/mo)-81%
vs normal income ($15,563/mo)10% covered
Net income (after hedge)$58/mo
Downside budget
⚠ $53 is $15 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,374
… as % of IC ($13,700)221.7%
… as % of ML ($107,700)28.2%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-56,640
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 $0.05 collected) or spot ≥ $53.06 (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 $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-53.06
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
≥ $53.06
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$53.00 (3.2σ)$100$-30,953+$25,657-$500
+2.5%$54.32 (3.5σ)$-2,550$-30,903+$25,707-$3,150
+5%$55.65 (3.9σ)$-5,200$-30,853+$25,757-$5,800
SS (= V-bounce)$63.43 (5.8σ)$-20,760$-30,557+$26,053-$20,500
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $53): -$30,374
Total Position P&L @ SS: $-30,374 (+$26,236 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-20,500, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal18 × $4810 Jul2d18.6%96%9%$360$5,400-$2,700$36,067
Sell 18 × $48 18.6% OTM over spot $40.46 10 Jul 2026 (2d, $0.21 mid)
= $360 credit for the 2d cycle → $5,400/mo projected
Survival (stays ≤ $48)
96%
Breach risk
4%
POP (stays ≤ $48.20)
96%
EV / mo
+$4,469
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.4] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 46% without)  ·  ~3.5 challenges expected  ·  median CC cash $5,109
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
4%
Flat exit net (mid-life)
-$2,940
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$60 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.59/sh now → $1.83 mid-life (likely $1.92–$3.22)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 109 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $50 (overshoots $1.75). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4817 Jul 20268d left+$2.29/sh+$4,120
cycle +$4,480
[+$3,715…+$4,404] · 100% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5724 Jul 202615d left+$0.50/sh+$896
cycle +$1,256
[-$362…+$987] · 66% credit
81%
surv 77%
Up-and-out for even (raise the cap, free)~$5417 Jul 20268d left+$0.24/sh+$441
cycle +$801
[-$796…+$433] · 58% credit
79%
surv 74%
Max even-money escape in the band~$5924 Jul 202615d left+$0.08/sh+$148
cycle +$508
[-$1,290…+$184] · 41% credit
83%
surv 80%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6024 Jul 202615d left-$0.09/sh-$171
cycle +$189
[-$1,688…-$159] · 20% credit
85%
surv 82%
budget: banked $360 debit $171 (47% used ≈ 0.1 wk of income) → whole cycle still +$189 cash · rolled 18 ct earn ≈ $6,257/mo while parked; 2 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,400/mo
vs 50% target ($7,781/mo)-31%
vs normal income ($15,563/mo)35% covered
Net income (after hedge)$4,071/mo
Downside budget
⚠ $48 is $20 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,067
… as % of IC ($13,700)263.3%
… as % of ML ($107,700)33.5%
Recovery months (at normal income)2.3 mo
Surgical close (18 ct)$-50,958
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $48.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $48.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (1.9σ)$360$-40,823+$15,787-$180
+2.5%$49.20 (2.2σ)$-1,800$-40,538+$16,072-$2,340
+5%$50.40 (2.5σ)$-3,960$-40,252+$16,358-$4,500
SS (= V-bounce)$63.43 (5.8σ)$-27,414$-37,237+$19,373-$27,180
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (18 × $48): -$36,067
− Conservative CC assignment net of premium (2 × $63): -$987
Total Position P&L @ SS: $-37,054 (+$19,556 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-27,180, the opportunity cost of earning $5,400/mo FIGHT income now)
🎯 50% normal20 × $4710 Jul2d16.2%94%7%$540$8,100$41,934
Sell 20 × $47 16.2% OTM over spot $40.46 10 Jul 2026 (2d, $0.29 mid)
= $540 credit for the 2d cycle → $8,100/mo projected
Survival (stays ≤ $47)
94%
Breach risk
6%
POP (stays ≤ $47.28)
94%
EV / mo
+$6,263
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  48% of paths whole by 9 mo (vs 41% without)  ·  ~5.6 challenges expected  ·  median CC cash $12,428
🛡 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)
7%
Flat exit net (mid-life)
-$3,019
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$59 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.52/sh now → $1.78 mid-life (likely $1.69–$3.57)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 218 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $49 (overshoots $1.64). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4717 Jul 20268d left+$2.22/sh+$4,443
cycle +$4,983
[+$3,698…+$4,832] · 99% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5524 Jul 202615d left+$0.68/sh+$1,364
cycle +$1,904
[-$414…+$1,686] · 70% credit
80%
surv 75%
Up-and-out for even (raise the cap, free)~$5317 Jul 20268d left+$0.19/sh+$380
cycle +$920
[-$1,367…+$544] · 49% credit
80%
surv 74%
Max even-money escape in the band~$5824 Jul 202615d left+$0.02/sh+$37
cycle +$577
[-$2,129…+$299] · 32% credit
84%
surv 81%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5924 Jul 202615d left-$0.15/sh-$307
cycle +$233
[-$2,580…-$59] · 23% credit
85%
surv 83%
budget: banked $540 debit $307 (57% used ≈ 0.2 wk of income) → whole cycle still +$233 cash · rolled 20 ct earn ≈ $6,504/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,100/mo
vs 50% target ($7,781/mo)+4%
vs normal income ($15,563/mo)52% covered
Net income (after hedge)$6,658/mo
Downside budget
⚠ $47 is $21 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,934
… as % of IC ($13,700)306.1%
… as % of ML ($107,700)38.9%
Recovery months (at normal income)2.7 mo
Surgical close (20 ct)$-56,640
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $47.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.28
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $47.28
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.7σ)$540$-42,741+$13,869-$60
+2.5%$48.17 (2.0σ)$-1,810$-42,697+$13,913-$2,410
+5%$49.35 (2.3σ)$-4,160$-42,652+$13,958-$4,760
SS (= V-bounce)$63.43 (5.8σ)$-32,320$-42,117+$14,493-$32,060
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $47): -$41,934
Total Position P&L @ SS: $-41,934 (+$14,676 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-32,060, the opportunity cost of earning $8,100/mo FIGHT income now)
🛡 safe yield20 × $4610 Jul2d13.7%91%19%$760$11,400+$3,300$43,714
Sell 20 × $46 13.7% OTM over spot $40.46 10 Jul 2026 (2d, $0.41 mid)
= $760 credit for the 2d cycle → $11,400/mo projected
Survival (stays ≤ $46)
91%
Breach risk
9%
POP (stays ≤ $46.41)
92%
EV / mo
+$8,230
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.6] median, 0.3 mo SLOWER than no FIGHT (1.9 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 42% without)  ·  ~8.6 challenges expected  ·  median CC cash $21,611
🛡 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)
11%
Flat exit net (mid-life)
-$2,693
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$59 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.44/sh now → $1.73 mid-life (likely $1.73–$3.30)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 320 simulated challenges: the $46 strike is typically first touched on day 2 of 2, at $48 (overshoots $1.63). 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)~$4617 Jul 20268d left+$2.15/sh+$4,310
cycle +$5,070
[+$3,673…+$4,648] · 98% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5424 Jul 202615d left+$0.60/sh+$1,207
cycle +$1,967
[-$364…+$1,420] · 68% credit
80%
surv 76%
Max even-money escape in the band~$5624 Jul 202615d left+$0.17/sh+$343
cycle +$1,103
[-$1,457…+$506] · 40% credit
83%
surv 80%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5217 Jul 20268d left+$0.14/sh+$273
cycle +$1,033
[-$1,308…+$337] · 39% credit
80%
surv 75%
Safety roll (pay small debit, max POP)~$5924 Jul 202615d left-$0.37/sh-$736
cycle +$24
[-$2,857…-$635] · 2% credit
87%
surv 85%
budget: banked $760 debit $736 (97% used ≈ 0.3 wk of income) → whole cycle still +$24 cash · rolled 20 ct earn ≈ $5,435/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,400/mo
vs 50% target ($7,781/mo)+47%
vs normal income ($15,563/mo)73% covered
Net income (after hedge)$9,958/mo
Downside budget
⚠ $46 is $22 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,714
… as % of IC ($13,700)319.1%
… as % of ML ($107,700)40.6%
Recovery months (at normal income)2.8 mo
Surgical close (20 ct)$-56,660
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $46.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.41
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $46.41
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (1.4σ)$760$-44,559+$12,051+$160
+2.5%$47.15 (1.7σ)$-1,540$-44,516+$12,094-$2,140
+5%$48.30 (2.0σ)$-3,840$-44,472+$12,138-$4,440
SS (= V-bounce)$63.43 (5.8σ)$-34,100$-43,897+$12,713-$33,840
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $46): -$43,714
Total Position P&L @ SS: $-43,714 (+$12,896 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-33,840, the opportunity cost of earning $11,400/mo FIGHT income now)
100% normal20 × $4510 Jul2d11.2%87%27%$1,060$15,900+$7,800$45,414
Sell 20 × $45 11.2% OTM over spot $40.46 10 Jul 2026 (2d, $0.55 mid)
= $1,060 credit for the 2d cycle → $15,900/mo projected
Survival (stays ≤ $45)
87%
Breach risk
13%
POP (stays ≤ $45.55)
89%
EV / mo
+$10,504
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.7] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  64% of paths whole by 9 mo (vs 46% without)  ·  ~11.3 challenges expected  ·  median CC cash $26,511
🛡 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)
15%
Flat exit net (mid-life)
-$2,289
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$58 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.37/sh now → $1.67 mid-life (likely $1.80–$3.59)≈ $0 at expiry  |  you banked $0.53/sh, so a flat mid-life exit nets -$1.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 461 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $47 (overshoots $1.76). 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)~$4517 Jul 20268d left+$2.09/sh+$4,178
cycle +$5,238
[+$3,302…+$4,287] · 98% credit
69%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$5224 Jul 202615d left+$0.83/sh+$1,653
cycle +$2,713
[-$180…+$1,623] · 73% credit
79%
surv 74%
Max even-money escape in the band~$5524 Jul 202615d left+$0.11/sh+$212
cycle +$1,272
[-$2,070…+$140] · 31% credit
83%
surv 80%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5117 Jul 20268d left+$0.09/sh+$170
cycle +$1,230
[-$1,833…+$79] · 29% credit
80%
surv 75%
Safety roll (pay small debit, max POP)~$5824 Jul 202615d left-$0.42/sh-$830
cycle +$230
[-$3,481…-$958]
87%
surv 85%
budget: banked $1,060 debit $830 (78% used ≈ 0.2 wk of income) → whole cycle still +$230 cash · rolled 20 ct earn ≈ $5,038/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,900/mo
vs 50% target ($7,781/mo)+104%
vs normal income ($15,563/mo)102% covered
Net income (after hedge)$14,458/mo
Downside budget
⚠ $45 is $23 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,414
… as % of IC ($13,700)331.5%
… as % of ML ($107,700)42.2%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-56,650
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.53 collected) or spot ≥ $45.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.2σ)$1,060$-46,297+$10,313+$460
+2.5%$46.12 (1.4σ)$-1,190$-46,255+$10,355-$1,790
+5%$47.25 (1.7σ)$-3,440$-46,212+$10,398-$4,040
SS (= V-bounce)$63.43 (5.8σ)$-35,800$-45,597+$11,013-$35,540
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $45): -$45,414
Total Position P&L @ SS: $-45,414 (+$11,196 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-35,540, the opportunity cost of earning $15,900/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $1,127/mo

🎯 Engine pick: sell 19 × $47 (primary), 80% survival, breach 20%, $7,853/mo.
⚖️ Worth a safer step: the $50 rung (33% normal) lifts survival to 87% (breach 20% → 13%) for $2,587/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $50 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $40.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $5717 Jul9d40.9%96%9%$450$1,500-$6,353$19,777
Sell 18 × $57 40.9% OTM over spot $40.46 17 Jul 2026 (9d, $0.27 mid)
= $450 credit for the 9d cycle → $1,500/mo projected
Survival (stays ≤ $57)
96%
Breach risk
4%
POP (stays ≤ $57.27)
96%
EV / mo
+$929
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.7] median  ·  42% of paths whole by 9 mo (vs 41% without)  ·  ~1.2 challenges expected  ·  median CC cash $-2,293
🛡 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)
-$7,139
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$62 @ 75% POP
66% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.96/sh now → $4.22 mid-life (likely $3.02–$5.55)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$3.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 173 simulated challenges: the $57 strike is typically first touched on day 7 of 9, at $59 (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 (18 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5724 Jul 202612d left+$1.57/sh+$2,824
cycle +$3,274
[+$2,921…+$4,907] · 100% credit
69%
surv 55%
Up-and-out for even (raise the cap, free)~$6124 Jul 202612d left+$0.05/sh+$93
cycle +$543
[-$178…+$1,758] · 65% credit
74%
surv 65%
Max even-money escape in the band~$6124 Jul 202612d left+$0.05/sh+$93
cycle +$543
[-$178…+$1,758] · 65% credit
74%
surv 65%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$6224 Jul 202612d left-$0.05/sh-$95
cycle +$355
[-$416…+$1,528] · 61% 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$1,500/mo
vs 50% target ($7,781/mo)-81%
vs normal income ($15,563/mo)10% covered
Net income (after hedge)$171/mo
Downside budget
⚠ $57 is $11 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,777
… as % of IC ($13,700)144.4%
… as % of ML ($107,700)18.4%
Recovery months (at normal income)1.3 mo
Surgical close (18 ct)$-50,985
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $57.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $57)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $56.43Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$56-57.27
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
≥ $57.27
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$57.00 (2.0σ)$450$-22,391+$34,219-$90
+2.5%$58.42 (2.2σ)$-2,115$-22,052+$34,558-$2,655
+5%$59.85 (2.3σ)$-4,680$-21,713+$34,897-$5,220
SS (= V-bounce)$63.43 (2.7σ)$-11,124$-20,947+$35,663-$10,890
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (18 × $57): -$19,777
− Conservative CC assignment net of premium (2 × $63): -$987
Total Position P&L @ SS: $-20,764 (+$35,846 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-10,890, the opportunity cost of earning $1,500/mo FIGHT income now)
🛡 safe yield20 × $5217 Jul9d28.5%91%20%$1,040$3,467-$4,387$31,434
Sell 20 × $52 28.5% OTM over spot $40.46 17 Jul 2026 (9d, $0.57 mid)
= $1,040 credit for the 9d cycle → $3,467/mo projected
Survival (stays ≤ $52)
91%
Breach risk
9%
POP (stays ≤ $52.58)
92%
EV / mo
+$1,649
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.7] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 45% without)  ·  ~2.8 challenges expected  ·  median CC cash $1,922
🛡 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)
15%
Flat exit net (mid-life)
-$6,342
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$57 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.21/sh now → $3.69 mid-life (likely $3.08–$5.07)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$3.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 447 simulated challenges: the $52 strike is typically first touched on day 6 of 9, at $54 (overshoots $2.03). 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)~$5224 Jul 202612d left+$1.37/sh+$2,732
cycle +$3,772
[+$2,490…+$4,025] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5524 Jul 202612d left+$0.16/sh+$325
cycle +$1,365
[-$244…+$1,409] · 66% credit
73%
surv 64%
Up-and-out for even (raise the cap, free)~$5624 Jul 202612d left+$0.02/sh+$38
cycle +$1,078
[-$563…+$1,082] · 55% credit
74%
surv 65%
Max even-money escape in the band~$5624 Jul 202612d left+$0.02/sh+$38
cycle +$1,078
[-$563…+$1,082] · 55% credit
74%
surv 65%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5724 Jul 202612d left-$0.25/sh-$500
cycle +$540
[-$1,150…+$501] · 36% credit
75%
surv 68%
budget: banked $1,040 debit $500 (48% used ≈ 0.6 wk of income) → whole cycle still +$540 cash · rolled 20 ct earn ≈ $17,206/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,467/mo
vs 50% target ($7,781/mo)-55%
vs normal income ($15,563/mo)22% covered
Net income (after hedge)$2,025/mo
Downside budget
⚠ $52 is $16 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,434
… as % of IC ($13,700)229.4%
… as % of ML ($107,700)29.2%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-56,720
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 $0.52 collected) or spot ≥ $52.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $52)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $51.48Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$51-52.58
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
≥ $52.58
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$52.00 (1.4σ)$1,040$-32,051+$24,559+$440
+2.5%$53.30 (1.5σ)$-1,560$-32,002+$24,608-$2,160
+5%$54.60 (1.7σ)$-4,160$-31,953+$24,657-$4,760
SS (= V-bounce)$63.43 (2.7σ)$-21,820$-31,617+$24,993-$21,560
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $52): -$31,434
Total Position P&L @ SS: $-31,434 (+$25,176 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-21,560, the opportunity cost of earning $3,467/mo FIGHT income now)
33% normal ← lean20 × $5017 Jul9d23.6%87%27%$1,580$5,267-$2,587$34,894
Sell 20 × $50 23.6% OTM over spot $40.46 17 Jul 2026 (9d, $0.81 mid)
= $1,580 credit for the 9d cycle → $5,267/mo projected
Survival (stays ≤ $50)
87%
Breach risk
13%
POP (stays ≤ $50.81)
89%
EV / mo
+$2,459
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.1-4.7] median  ·  49% of paths whole by 9 mo (vs 44% without)  ·  ~4.2 challenges expected  ·  median CC cash $4,470
🛡 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)
20%
Flat exit net (mid-life)
-$5,398
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$56 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.93/sh now → $3.49 mid-life (likely $3.19–$5.17)≈ $0 at expiry  |  you banked $0.79/sh, so a flat mid-life exit nets -$2.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 592 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $52 (overshoots $1.99). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5024 Jul 202612d left+$1.29/sh+$2,577
cycle +$4,157
[+$2,084…+$3,638] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$5324 Jul 202612d left+$0.24/sh+$485
cycle +$2,065
[-$291…+$1,209] · 64% credit
72%
surv 63%
Up-and-out for even (raise the cap, free)~$5324 Jul 202612d left+$0.09/sh+$179
cycle +$1,759
[-$630…+$810] · 48% credit
73%
surv 64%
Max even-money escape in the band~$5324 Jul 202612d left+$0.09/sh+$179
cycle +$1,759
[-$630…+$810] · 48% credit
73%
surv 64%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5624 Jul 202612d left-$0.69/sh-$1,370
cycle +$210
[-$2,485…-$829] · 14% credit
77%
surv 71%
budget: banked $1,580 debit $1,370 (87% used ≈ 1.1 wk of income) → whole cycle still +$210 cash · rolled 20 ct earn ≈ $14,020/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,267/mo
vs 50% target ($7,781/mo)-32%
vs normal income ($15,563/mo)34% covered
Net income (after hedge)$3,825/mo
Downside budget
⚠ $50 is $18 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,894
… as % of IC ($13,700)254.7%
… as % of ML ($107,700)32.4%
Recovery months (at normal income)2.2 mo
Surgical close (20 ct)$-56,650
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.79 collected) or spot ≥ $50.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.81
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $50.81
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.1σ)$1,580$-35,587+$21,023+$980
+2.5%$51.25 (1.3σ)$-920$-35,540+$21,070-$1,520
+5%$52.50 (1.4σ)$-3,420$-35,492+$21,118-$4,020
SS (= V-bounce)$63.43 (2.7σ)$-25,280$-35,077+$21,533-$25,020
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $50): -$34,894
Total Position P&L @ SS: $-34,894 (+$21,716 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-25,020, the opportunity cost of earning $5,267/mo FIGHT income now)
🎯 50% normal19 × $4717 Jul9d16.2%80%33%$2,356$7,853$37,995
Sell 19 × $47 16.2% OTM over spot $40.46 17 Jul 2026 (9d, $1.31 mid)
= $2,356 credit for the 9d cycle → $7,853/mo projected
Survival (stays ≤ $47)
80%
Breach risk
20%
POP (stays ≤ $48.31)
83%
EV / mo
+$2,768
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.6] median, 0.2 mo faster than no FIGHT (2.1 mo)  ·  49% of paths whole by 9 mo (vs 44% without)  ·  ~7.0 challenges expected  ·  median CC cash $7,993
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
33%
Flat exit net (mid-life)
-$3,716
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$54 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.51/sh now → $3.20 mid-life (likely $3.31–$5.09)≈ $0 at expiry  |  you banked $1.24/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 997 simulated challenges: the $47 strike is typically first touched on day 5 of 9, at $49 (overshoots $1.92). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4724 Jul 202612d left+$1.18/sh+$2,234
cycle +$4,590
[+$1,569…+$2,733] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$4924 Jul 202612d left+$0.49/sh+$940
cycle +$3,296
[+$100…+$1,235] · 80% credit
71%
surv 60%
Up-and-out for even (raise the cap, free)~$5024 Jul 202612d left+$0.14/sh+$262
cycle +$2,618
[-$685…+$446] · 41% credit
73%
surv 63%
Max even-money escape in the band~$5024 Jul 202612d left+$0.14/sh+$262
cycle +$2,618
[-$685…+$446] · 41% credit
73%
surv 63%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5424 Jul 202612d left-$1.01/sh-$1,914
cycle +$442
[-$3,343…-$1,899] · 4% credit
79%
surv 74%
budget: banked $2,356 debit $1,914 (81% used ≈ 1.1 wk of income) → whole cycle still +$442 cash · rolled 19 ct earn ≈ $10,394/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$7,853/mo
vs 50% target ($7,781/mo)+1%
vs normal income ($15,563/mo)50% covered
Net income (after hedge)$6,468/mo
Downside budget
⚠ $47 is $21 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,995
… as % of IC ($13,700)277.3%
… as % of ML ($107,700)35.3%
Recovery months (at normal income)2.4 mo
Surgical close (19 ct)$-53,922
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.24 collected) or spot ≥ $48.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.31
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $48.31
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (≤1σ, normal week)$2,356$-40,895+$15,715+$1,786
+2.5%$48.17 (≤1σ, normal week)$124$-40,733+$15,877-$446
+5%$49.35 (1.1σ)$-2,109$-40,571+$16,039-$2,679
SS (= V-bounce)$63.43 (2.7σ)$-28,861$-38,671+$17,939-$28,614
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (19 × $47): -$37,995
− Conservative CC assignment net of premium (1 × $63): -$494
Total Position P&L @ SS: $-38,488 (+$18,122 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-28,614, the opportunity cost of earning $7,853/mo FIGHT income now)
100% normal20 × $4317 Jul9d6.3%66%74%$4,780$15,933+$8,080$45,694
Sell 20 × $43 6.3% OTM over spot $40.46 17 Jul 2026 (9d, $2.45 mid)
= $4,780 credit for the 9d cycle → $15,933/mo projected
Survival (stays ≤ $43)
66%
Breach risk
34%
POP (stays ≤ $45.45)
75%
EV / mo
+$3,953
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.8] median, 0.2 mo faster than no FIGHT (2.3 mo)  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~15.4 challenges expected  ·  median CC cash $15,426
🛡 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)
-$862
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$57 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.99/sh now → $2.82 mid-life (likely $3.65–$5.04)≈ $0 at expiry  |  you banked $2.39/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,785 simulated challenges: the $43 strike is typically first touched on day 3 of 9, at $45 (overshoots $1.78). 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)~$4324 Jul 202612d left+$1.03/sh+$2,065
cycle +$6,845
[+$1,156…+$1,830] · 100% credit
69%
surv 55%
Reliable up-and-out (highest cap still free ≥60%)~$4424 Jul 202612d left+$0.56/sh+$1,120
cycle +$5,900
[+$61…+$755] · 78% credit
70%
surv 59%
Up-and-out for even (raise the cap, free)~$4624 Jul 202612d left+$0.01/sh+$14
cycle +$4,794
[-$1,259…-$462] · 13% credit
73%
surv 64%
Max even-money escape in the band~$4624 Jul 202612d left+$0.01/sh+$14
cycle +$4,794
[-$1,259…-$462] · 13% credit
73%
surv 64%
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5724 Jul 202612d left-$2.20/sh-$4,392
cycle +$388
[-$7,432…-$5,568]
91%
surv 90%
budget: banked $4,780 debit $4,392 (92% used ≈ 1.2 wk of income) → whole cycle still +$388 cash · rolled 20 ct earn ≈ $3,126/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,933/mo
vs 50% target ($7,781/mo)+105%
vs normal income ($15,563/mo)102% covered
Net income (after hedge)$14,492/mo
Downside budget
⚠ $43 is $25 below CC-SS $68.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,694
… as % of IC ($13,700)333.5%
… as % of ML ($107,700)42.4%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-56,730
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.39 collected) or spot ≥ $45.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); NOT the premium you collected. Momentum override: two daily closes above $65.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-45.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (≤1σ, normal week)$4,780$-46,653+$9,957+$4,180
+2.5%$44.07 (≤1σ, normal week)$2,630$-46,613+$9,997+$2,030
+5%$45.15 (≤1σ, normal week)$480$-46,572+$10,038-$120
SS (= V-bounce)$63.43 (2.7σ)$-36,080$-45,877+$10,733-$35,820
V-BOUNCE STRESS (stock → CC-SS $68.24, where you are whole again, by expiry)
Starting unrealized P&L: $-56,610
+ Fortress recovery (un-capped): +$56,610
− CC assignment net of premium (20 × $43): -$45,694
Total Position P&L @ SS: $-45,694 (+$10,916 vs today)
Do-nothing baseline at SS: $-9,874 (this trade vs do-nothing: $-35,820, the opportunity cost of earning $15,933/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (35 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 35 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.019 (IBKR)  |  Recovery@SS: +$56,610 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,874

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$472d10 Jul 2026$0.2720/20$8,100$6,65894%94%+$6,263-$41,934306.1%$-41,934 (vs do-nothing $-32,060)
$46.502d10 Jul 2026$0.3018/20$8,100$6,77192%93%+$5,922-$38,587281.7%$-39,574 (vs do-nothing $-29,700)
$462d10 Jul 2026$0.3814/20$7,980$6,87691%92%+$5,761-$30,600223.4%$-33,562 (vs do-nothing $-23,688)
$45.502d10 Jul 2026$0.4512/20$8,100$7,10889%91%+$5,614-$26,745195.2%$-30,694 (vs do-nothing $-20,820)
$452d10 Jul 2026$0.5310/20$7,950$7,07187%89%+$5,252-$22,707165.7%$-27,644 (vs do-nothing $-17,770)
$44.502d10 Jul 2026$0.629/20$8,370$7,54784%88%+$5,226-$20,806151.9%$-26,236 (vs do-nothing $-16,362)
$442d10 Jul 2026$0.728/20$8,640$7,87381%86%+$5,046-$18,814137.3%$-24,738 (vs do-nothing $-14,864)
$479d17 Jul 2026$1.2419/20$7,853$6,46880%83%+$2,768-$37,995277.3%$-38,488 (vs do-nothing $-28,614)
$43.502d10 Jul 2026$0.847/20$8,820$8,11078%84%+$4,807-$16,728122.1%$-23,146 (vs do-nothing $-13,272)
$469d17 Jul 2026$1.4916/20$7,947$6,73077%81%+$2,667-$33,196242.3%$-35,170 (vs do-nothing $-25,296)
$432d10 Jul 2026$0.986/20$8,820$8,16675%82%+$4,467-$14,554106.2%$-21,466 (vs do-nothing $-11,592)
$459d17 Jul 2026$1.7914/20$8,353$7,24973%79%+$2,686-$30,026219.2%$-32,988 (vs do-nothing $-23,114)
$4616d24 Jul 2026$2.2719/20$8,087$6,70173%79%+$1,982-$37,938276.9%$-38,431 (vs do-nothing $-28,557)
Show 22 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.502d10 Jul 2026$1.135/20$8,475$7,87771%79%+$3,926-$12,30489.8%$-19,709 (vs do-nothing $-9,835)
$4516d24 Jul 2026$2.6016/20$7,800$6,58370%77%+$1,878-$33,020241.0%$-34,994 (vs do-nothing $-25,120)
$449d17 Jul 2026$2.0512/20$8,200$7,20870%77%+$2,272-$26,625194.3%$-30,574 (vs do-nothing $-20,700)
$44.5016d24 Jul 2026$2.7116/20$8,130$6,91369%77%+$1,780-$33,644245.6%$-35,618 (vs do-nothing $-25,744)
$4416d24 Jul 2026$2.8615/20$8,044$6,88367%76%+$1,663-$32,066234.1%$-34,534 (vs do-nothing $-24,660)
$422d10 Jul 2026$1.295/20$9,675$9,07766%77%+$4,025-$12,47491.0%$-19,879 (vs do-nothing $-10,005)
$43.5016d24 Jul 2026$3.0014/20$7,875$6,77166%75%+$1,497-$30,432222.1%$-33,394 (vs do-nothing $-23,520)
$439d17 Jul 2026$2.3910/20$7,967$7,08866%75%+$1,977-$22,847166.8%$-27,784 (vs do-nothing $-17,910)
$4316d24 Jul 2026$3.1514/20$8,269$7,16564%74%+$1,443-$30,922225.7%$-33,884 (vs do-nothing $-24,010)
$42.5016d24 Jul 2026$3.3013/20$8,044$6,99662%73%+$1,265-$29,168212.9%$-32,624 (vs do-nothing $-22,750)
$41.502d10 Jul 2026$1.494/20$8,940$8,39862%75%+$3,383-$10,09973.7%$-17,998 (vs do-nothing $-8,124)
$429d17 Jul 2026$2.799/20$8,370$7,54761%73%+$1,879-$21,103154.0%$-26,533 (vs do-nothing $-16,659)
$4216d24 Jul 2026$3.5012/20$7,875$6,88361%72%+$1,187-$27,285199.2%$-31,234 (vs do-nothing $-21,360)
$41.5016d24 Jul 2026$3.7012/20$8,325$7,33359%71%+$1,183-$27,645201.8%$-31,594 (vs do-nothing $-21,720)
$412d10 Jul 2026$1.704/20$10,200$9,65857%73%+$3,440-$10,21574.6%$-18,114 (vs do-nothing $-8,240)
$4116d24 Jul 2026$4.1011/20$8,456$7,52157%71%+$1,471-$25,451185.8%$-29,894 (vs do-nothing $-20,020)
$419d17 Jul 2026$3.208/20$8,533$7,76757%71%+$1,638-$19,230140.4%$-25,154 (vs do-nothing $-15,280)
$40.5016d24 Jul 2026$4.1510/20$7,781$6,90255%70%+$1,011-$23,587172.2%$-28,524 (vs do-nothing $-18,650)
$4016d24 Jul 2026$4.4010/20$8,250$7,37154%69%+$1,038-$23,837174.0%$-28,774 (vs do-nothing $-18,900)
$40.502d10 Jul 2026$1.943/20$8,730$8,24552%70%+$2,628-$7,73956.5%$-16,132 (vs do-nothing $-6,258)
$409d17 Jul 2026$3.657/20$8,517$7,80652%69%+$1,364-$17,211125.6%$-23,629 (vs do-nothing $-13,755)
$402d10 Jul 2026$2.193/20$9,855$9,37047%68%+$2,588-$7,81457.0%$-16,207 (vs do-nothing $-6,333)

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  |  2026-07-08 03:37