FORTRESS FIGHT: IREN-LC50 @ $42.67

BE SS: $63.43  |  CC-SS: $67.14  |  20 contracts (2,000 sh)  |  2026-07-10 02:12 |  ⌂ PORTFOLIO

IREN-LC50 @ $42.67   UNDERWATER $20.76 (32.7% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.14  |  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$16,200/mo95% ann ROI on ML
Hedge rolling cost$1,097/mo
Unrealized P&L$-51,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,100/mo
HEDGE COVER
$1,097/mo
NORMAL INCOME
$16,200/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $13,700
ML VELOCITY
6.6 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.14 (probe: $67C 14d) brings only $43/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$451
Hole (after banked)
$50,849
was $51,300 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$67.36 → $67.14
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 36 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 26 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.70 (+54%) · daily UBB $64.63 · 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: 18 contracts at $48 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($8,100/mo); it brings $8,486/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 19 × $45/7d for $16,286/mo, but breach risk rises to 34% (+13pp 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 × $58/7d (98% survival, $1,157/mo).
Downside anchor: the primary mortgages $32,472 (237% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-46,269 and cuts bleed by $987/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (7d) · sell 18 × $48, 79% survival, $8,486/mo (E[net] $1,989/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 7d18 × $4879%$8,486$1,989

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,989/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $48 (primary), 79% survival, breach 21%, $8,486/mo.
⚖️ Worth a safer step: the $51 rung (33% normal) lifts survival to 88% (breach 21% → 12%) for $3,086/mo less (36% 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 $51 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $42.67 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $5817 Jul7d35.9%98%5%$270$1,157-$7,329$16,182
Sell 18 × $58 35.9% OTM over spot $42.67 17 Jul 2026 (7d, $0.15 mid)
= $270 credit for the 7d cycle → $1,157/mo projected
Survival (stays ≤ $58)
98%
Breach risk
2%
POP (stays ≤ $58.16)
98%
EV / mo
+$918
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [1.0-3.4] median  ·  48% of paths whole by 9 mo (vs 48% without)  ·  ~0.8 challenges expected  ·  median CC cash $-544
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$5,957
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$68 @ 80% POP
76% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.89/sh now → $3.46 mid-life (likely $2.21–$4.23)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$3.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 79 simulated challenges: the $58 strike is typically first touched on day 6 of 7, at $60 (overshoots $1.69). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5824 Jul 202610d left+$1.83/sh+$3,300
cycle +$3,570
[+$3,792…+$5,008] · 100% credit
69%
surv 54%
-$15,822 NOT
cap gain +$35,478
Up-and-out for even (raise the cap, free)~$6224 Jul 202610d left+$0.13/sh+$226
cycle +$496
[+$33…+$1,783] · 75% credit
75%
surv 67%
-$9,899 NOT
cap gain +$41,401
Max even-money escape in the band~$6731 Jul 202618d left+$0.12/sh+$211
cycle +$481
[-$118…+$2,100] · 72% credit
79%
surv 74%
-$389 NOT
cap gain +$50,911
reaches SS ✓
Reliable up-and-out (highest cap still free ≥60%)~$6831 Jul 202618d left-$0.17/sh-$312
cycle -$42
[-$739…+$1,549] · 66% credit
80%
surv 76%
+$966 SAFE
cap gain +$52,266
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$1,157/mo
vs 50% target ($8,100/mo)-86%
vs normal income ($16,200/mo)7% covered
Net income (after hedge)$171/mo
Downside budget
⚠ $58 is $9 below CC-SS $67.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,182
… as % of IC ($13,700)118.1%
… as % of ML ($107,700)15.0%
Recovery months (at normal income)1.0 mo
Surgical close (18 ct)$-46,179
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $58.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $58)); NOT the premium you collected. Momentum override: two daily closes above $64.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $57.42Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$57-58.16
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
≥ $58.16
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$58.00 (2.2σ)$270$-19,122+$32,178-$198
+2.5%$59.45 (2.4σ)$-2,340$-18,719+$32,581-$2,808
+5%$60.90 (2.6σ)$-4,950$-18,316+$32,984-$5,418
SS (= V-bounce)$63.43 (3.0σ)$-9,504$-17,699+$33,601-$9,198
V-BOUNCE STRESS (stock → CC-SS $67.14, where you are whole again, by expiry)
Starting unrealized P&L: $-51,300
+ Fortress recovery (un-capped): +$50,849
− CC assignment net of premium (18 × $58): -$16,182
− Conservative CC assignment net of premium (2 × $63): -$776
Total Position P&L @ SS: $-17,409 (+$33,891 vs today)
Do-nothing baseline at SS: $-8,211 (this trade vs do-nothing: $-9,198, the opportunity cost of earning $1,157/mo FIGHT income now)
🛡 safe yield20 × $5217 Jul7d21.9%90%20%$960$4,114-$4,371$29,321
Sell 20 × $52 21.9% OTM over spot $42.67 17 Jul 2026 (7d, $0.52 mid)
= $960 credit for the 7d cycle → $4,114/mo projected
Survival (stays ≤ $52)
90%
Breach risk
10%
POP (stays ≤ $52.52)
91%
EV / mo
+$2,225
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-3.7] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 44% without)  ·  ~3.7 challenges expected  ·  median CC cash $4,669
🛡 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)
-$4,921
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$61 @ 81% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.16/sh now → $2.94 mid-life (likely $2.52–$4.26)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$2.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 436 simulated challenges: the $52 strike is typically first touched on day 5 of 7, at $54 (overshoots $1.82). 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)~$5224 Jul 202610d left+$1.56/sh+$3,118
cycle +$4,078
[+$2,872…+$4,312] · 100% credit
69%
surv 54%
-$27,834 NOT
cap gain +$23,466
Up-and-out for even (raise the cap, free)~$5524 Jul 202610d left+$0.26/sh+$514
cycle +$1,474
[-$134…+$1,263] · 69% credit
75%
surv 66%
-$23,519 NOT
cap gain +$27,781
Max even-money escape in the band~$5931 Jul 202618d left+$0.29/sh+$575
cycle +$1,535
[-$318…+$1,486] · 64% credit
79%
surv 73%
-$15,145 NOT
cap gain +$36,155
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6131 Jul 202618d left-$0.26/sh-$520
cycle +$440
[-$1,635…+$375] · 35% credit
81%
surv 76%
-$12,085 NOT
cap gain +$39,215
budget: banked $960 debit $520 (54% used ≈ 0.5 wk of income) → whole cycle still +$440 cash · rolled 20 ct earn ≈ $8,936/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$4,114/mo
vs 50% target ($8,100/mo)-49%
vs normal income ($16,200/mo)25% covered
Net income (after hedge)$3,017/mo
Downside budget
⚠ $52 is $15 below CC-SS $67.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,321
… as % of IC ($13,700)214.0%
… as % of ML ($107,700)27.2%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-51,370
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 $0.48 collected) or spot ≥ $52.52 (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 $64.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $51.48Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$51-52.52
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
≥ $52.52
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$52.00 (1.3σ)$960$-30,952+$20,348+$440
+2.5%$53.30 (1.5σ)$-1,640$-30,851+$20,449-$2,160
+5%$54.60 (1.7σ)$-4,240$-30,749+$20,551-$4,760
SS (= V-bounce)$63.43 (3.0σ)$-21,900$-30,061+$21,239-$21,560
V-BOUNCE STRESS (stock → CC-SS $67.14, where you are whole again, by expiry)
Starting unrealized P&L: $-51,300
+ Fortress recovery (un-capped): +$50,849
− CC assignment net of premium (20 × $52): -$29,321
Total Position P&L @ SS: $-29,771 (+$21,529 vs today)
Do-nothing baseline at SS: $-8,211 (this trade vs do-nothing: $-21,560, the opportunity cost of earning $4,114/mo FIGHT income now)
33% normal ← lean20 × $5117 Jul7d19.5%88%24%$1,260$5,400-$3,086$31,021
Sell 20 × $51 19.5% OTM over spot $42.67 17 Jul 2026 (7d, $0.66 mid)
= $1,260 credit for the 7d cycle → $5,400/mo projected
Survival (stays ≤ $51)
88%
Breach risk
12%
POP (stays ≤ $51.66)
90%
EV / mo
+$3,007
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.3] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  52% of paths whole by 9 mo (vs 47% without)  ·  ~4.4 challenges expected  ·  median CC cash $7,289
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
19%
Flat exit net (mid-life)
-$4,456
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$61 @ 82% POP
79% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.04/sh now → $2.86 mid-life (likely $2.67–$4.46)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$2.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 558 simulated challenges: the $51 strike is typically first touched on day 5 of 7, at $53 (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)~$5124 Jul 202610d left+$1.52/sh+$3,030
cycle +$4,290
[+$2,570…+$4,045] · 100% credit
69%
surv 54%
-$29,700 NOT
cap gain +$21,600
Reliable up-and-out (highest cap still free ≥60%)~$5731 Jul 202618d left+$0.48/sh+$965
cycle +$2,225
[-$67…+$1,758] · 73% credit
78%
surv 71%
-$18,612 NOT
cap gain +$32,688
Up-and-out for even (raise the cap, free)~$5424 Jul 202610d left+$0.21/sh+$430
cycle +$1,690
[-$394…+$1,065] · 58% credit
75%
surv 66%
-$25,381 NOT
cap gain +$25,919
Max even-money escape in the band~$5831 Jul 202618d left+$0.22/sh+$442
cycle +$1,702
[-$678…+$1,211] · 54% credit
79%
surv 73%
-$17,057 NOT
cap gain +$34,243
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6131 Jul 202618d left-$0.56/sh-$1,129
cycle +$131
[-$2,635…-$472] · 18% credit
82%
surv 79%
-$12,394 NOT
cap gain +$38,906
budget: banked $1,260 debit $1,129 (90% used ≈ 0.9 wk of income) → whole cycle still +$131 cash · rolled 20 ct earn ≈ $7,644/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$5,400/mo
vs 50% target ($8,100/mo)-33%
vs normal income ($16,200/mo)33% covered
Net income (after hedge)$4,303/mo
Downside budget
⚠ $51 is $16 below CC-SS $67.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,021
… as % of IC ($13,700)226.4%
… as % of ML ($107,700)28.8%
Recovery months (at normal income)1.9 mo
Surgical close (20 ct)$-51,350
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $51.66 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected. Momentum override: two daily closes above $64.63 (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
$50-51.66
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
≥ $51.66
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.2σ)$1,260$-32,730+$18,570+$740
+2.5%$52.27 (1.4σ)$-1,290$-32,631+$18,669-$1,810
+5%$53.55 (1.6σ)$-3,840$-32,531+$18,769-$4,360
SS (= V-bounce)$63.43 (3.0σ)$-23,600$-31,761+$19,539-$23,260
V-BOUNCE STRESS (stock → CC-SS $67.14, where you are whole again, by expiry)
Starting unrealized P&L: $-51,300
+ Fortress recovery (un-capped): +$50,849
− CC assignment net of premium (20 × $51): -$31,021
Total Position P&L @ SS: $-31,471 (+$19,829 vs today)
Do-nothing baseline at SS: $-8,211 (this trade vs do-nothing: $-23,260, the opportunity cost of earning $5,400/mo FIGHT income now)
🎯 50% normal18 × $4817 Jul7d12.5%79%32%$1,980$8,486$32,472
Sell 18 × $48 12.5% OTM over spot $42.67 17 Jul 2026 (7d, $1.16 mid)
= $1,980 credit for the 7d cycle → $8,486/mo projected
Survival (stays ≤ $48)
79%
Breach risk
21%
POP (stays ≤ $49.16)
83%
EV / mo
+$3,471
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.0] median, 0.2 mo faster than no FIGHT (2.3 mo)  ·  57% of paths whole by 9 mo (vs 52% without)  ·  ~8.3 challenges expected  ·  median CC cash $12,096
🛡 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)
32%
Flat exit net (mid-life)
-$2,728
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$60 @ 86% POP
84% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.70/sh now → $2.62 mid-life (likely $2.79–$4.29)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 966 simulated challenges: the $48 strike is typically first touched on day 4 of 7, at $50 (overshoots $1.68). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4824 Jul 202610d left+$1.39/sh+$2,496
cycle +$4,476
[+$1,952…+$2,918] · 100% credit
69%
surv 54%
-$35,696 NOT
cap gain +$15,604
Reliable up-and-out (highest cap still free ≥60%)~$5331 Jul 202618d left+$0.64/sh+$1,157
cycle +$3,137
[+$161…+$1,335] · 81% credit
77%
surv 70%
-$25,960 NOT
cap gain +$25,340
Up-and-out for even (raise the cap, free)~$5124 Jul 202610d left+$0.09/sh+$169
cycle +$2,149
[-$731…+$259] · 35% credit
75%
surv 67%
-$31,104 NOT
cap gain +$20,196
Max even-money escape in the band~$5531 Jul 202618d left+$0.03/sh+$55
cycle +$2,035
[-$1,177…+$139] · 30% credit
80%
surv 74%
-$22,906 NOT
cap gain +$28,394
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6031 Jul 202618d left-$1.02/sh-$1,836
cycle +$144
[-$3,527…-$1,888] · 3% credit
86%
surv 84%
-$14,407 NOT
cap gain +$36,893
budget: banked $1,980 debit $1,836 (93% used ≈ 0.9 wk of income) → whole cycle still +$144 cash · rolled 18 ct earn ≈ $4,786/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,486/mo
vs 50% target ($8,100/mo)+5%
vs normal income ($16,200/mo)52% covered
Net income (after hedge)$7,500/mo
Downside budget
⚠ $48 is $19 below CC-SS $67.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,472
… as % of IC ($13,700)237.0%
… as % of ML ($107,700)30.2%
Recovery months (at normal income)2.0 mo
Surgical close (18 ct)$-46,269
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $49.16 (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 $64.63 (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
$48-49.16
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $49.16
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (≤1σ, normal week)$1,980$-38,192+$13,108+$1,512
+2.5%$49.20 (≤1σ, normal week)$-180$-37,859+$13,441-$648
+5%$50.40 (1.1σ)$-2,340$-37,525+$13,775-$2,808
SS (= V-bounce)$63.43 (3.0σ)$-25,794$-33,989+$17,311-$25,488
V-BOUNCE STRESS (stock → CC-SS $67.14, where you are whole again, by expiry)
Starting unrealized P&L: $-51,300
+ Fortress recovery (un-capped): +$50,849
− CC assignment net of premium (18 × $48): -$32,472
− Conservative CC assignment net of premium (2 × $63): -$776
Total Position P&L @ SS: $-33,699 (+$17,601 vs today)
Do-nothing baseline at SS: $-8,211 (this trade vs do-nothing: $-25,488, the opportunity cost of earning $8,486/mo FIGHT income now)
100% normal19 × $4517 Jul7d5.5%66%72%$3,800$16,286+$7,800$38,266
Sell 19 × $45 5.5% OTM over spot $42.67 17 Jul 2026 (7d, $2.05 mid)
= $3,800 credit for the 7d cycle → $16,286/mo projected
Survival (stays ≤ $45)
66%
Breach risk
34%
POP (stays ≤ $47.05)
75%
EV / mo
+$4,891
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-4.1] median, 0.1 mo SLOWER than no FIGHT (1.7 mo): roll costs eat the credits at this rung  ·  57% of paths whole by 9 mo (vs 47% without)  ·  ~16.2 challenges expected  ·  median CC cash $18,208
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
56%
Flat exit net (mid-life)
-$727
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$61 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.37/sh now → $2.38 mid-life (likely $2.99–$4.37)≈ $0 at expiry  |  you banked $2.00/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,679 simulated challenges: the $45 strike is typically first touched on day 3 of 7, at $47 (overshoots $1.65). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4524 Jul 202610d left+$1.26/sh+$2,400
cycle +$6,200
[+$1,631…+$2,236] · 100% credit
69%
surv 54%
-$40,232 NOT
cap gain +$11,068
Reliable up-and-out (highest cap still free ≥60%)~$4931 Jul 202618d left+$0.69/sh+$1,307
cycle +$5,107
[-$10…+$950] · 75% credit
76%
surv 68%
-$32,327 NOT
cap gain +$18,973
Up-and-out for even (raise the cap, free)~$4724 Jul 202610d left+$0.40/sh+$762
cycle +$4,562
[-$214…+$491] · 61% credit
74%
surv 64%
-$37,029 NOT
cap gain +$14,271
Max even-money escape in the band~$5131 Jul 202618d left+$0.10/sh+$185
cycle +$3,985
[-$1,370…-$309] · 17% credit
79%
surv 73%
-$29,294 NOT
cap gain +$22,006
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6131 Jul 202618d left-$1.61/sh-$3,063
cycle +$737
[-$5,725…-$3,912]
91%
surv 90%
-$11,762 NOT
cap gain +$39,538
budget: banked $3,800 debit $3,063 (81% used ≈ 0.8 wk of income) → whole cycle still +$737 cash · rolled 19 ct earn ≈ $2,439/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$16,286/mo
vs 50% target ($8,100/mo)+101%
vs normal income ($16,200/mo)101% covered
Net income (after hedge)$15,244/mo
Downside budget
⚠ $45 is $22 below CC-SS $67.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,266
… as % of IC ($13,700)279.3%
… as % of ML ($107,700)35.5%
Recovery months (at normal income)2.4 mo
Surgical close (19 ct)$-48,830
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.50/sh (~25% of the $2.00 collected) or spot ≥ $47.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $64.63 (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
$45-47.05
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
≥ $47.05
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$3,800$-42,632+$8,668+$3,306
+2.5%$46.12 (≤1σ, normal week)$1,663$-42,432+$8,868+$1,169
+5%$47.25 (≤1σ, normal week)$-475$-42,232+$9,068-$969
SS (= V-bounce)$63.43 (3.0σ)$-31,217$-39,395+$11,905-$30,894
V-BOUNCE STRESS (stock → CC-SS $67.14, where you are whole again, by expiry)
Starting unrealized P&L: $-51,300
+ Fortress recovery (un-capped): +$50,849
− CC assignment net of premium (19 × $45): -$38,266
− Conservative CC assignment net of premium (1 × $63): -$388
Total Position P&L @ SS: $-39,105 (+$12,195 vs today)
Do-nothing baseline at SS: $-8,211 (this trade vs do-nothing: $-30,894, the opportunity cost of earning $16,286/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 (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 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: 1.039 (IBKR)  |  Recovery@SS: +$50,849 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,211

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$487d17 Jul 2026$1.1018/20$8,486$7,50079%83%+$3,471-$32,472237.0%$-33,699 (vs do-nothing $-25,488)
$477d17 Jul 2026$1.4014/20$8,400$7,63775%81%+$3,311-$26,236191.5%$-29,015 (vs do-nothing $-20,804)
$4814d24 Jul 2026$1.9720/20$8,443$7,34674%79%+$2,312-$34,341250.7%$-34,791 (vs do-nothing $-26,580)
$4821d31 Jul 2026$2.9020/20$8,286$7,18971%78%+$2,132-$32,481237.1%$-32,931 (vs do-nothing $-24,720)
$467d17 Jul 2026$1.6412/20$8,434$7,78371%78%+$2,800-$23,400170.8%$-26,955 (vs do-nothing $-18,744)
$4714d24 Jul 2026$2.2717/20$8,269$7,33971%78%+$2,105-$30,379221.7%$-31,994 (vs do-nothing $-23,783)
$4721d31 Jul 2026$3.1518/20$8,100$7,11469%77%+$1,829-$30,582223.2%$-31,809 (vs do-nothing $-23,598)
$4614d24 Jul 2026$2.6215/20$8,421$7,60367%76%+$2,016-$27,780202.8%$-30,171 (vs do-nothing $-21,960)
$457d17 Jul 2026$2.0010/20$8,571$8,03166%75%+$2,574-$20,140147.0%$-24,471 (vs do-nothing $-16,260)
$4621d31 Jul 2026$3.4017/20$8,257$7,32766%75%+$1,645-$30,158220.1%$-31,773 (vs do-nothing $-23,562)
$4514d24 Jul 2026$3.0513/20$8,496$7,78964%74%+$1,989-$24,817181.1%$-27,984 (vs do-nothing $-19,773)
$4521d31 Jul 2026$4.0015/20$8,571$7,75363%74%+$1,966-$27,210198.6%$-29,601 (vs do-nothing $-21,390)
$44.5014d24 Jul 2026$3.1013/20$8,636$7,92962%73%+$1,603-$25,402185.4%$-28,569 (vs do-nothing $-20,358)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$447d17 Jul 2026$2.408/20$8,229$7,80061%73%+$2,175-$16,592121.1%$-21,699 (vs do-nothing $-13,488)
$4421d31 Jul 2026$4.1514/20$8,300$7,53760%72%+$1,341-$26,586194.1%$-29,365 (vs do-nothing $-21,154)
$4414d24 Jul 2026$3.3012/20$8,486$7,83460%72%+$1,480-$23,808173.8%$-27,363 (vs do-nothing $-19,152)
$43.5014d24 Jul 2026$3.5011/20$8,250$7,65458%71%+$1,328-$22,154161.7%$-26,097 (vs do-nothing $-17,886)
$4321d31 Jul 2026$4.8012/20$8,229$7,57757%71%+$1,515-$23,208169.4%$-26,763 (vs do-nothing $-18,552)
$4314d24 Jul 2026$3.8010/20$8,143$7,60356%70%+$1,370-$20,340148.5%$-24,671 (vs do-nothing $-16,460)
$437d17 Jul 2026$2.857/20$8,550$8,17755%70%+$1,952-$14,903108.8%$-20,398 (vs do-nothing $-12,187)
$42.5014d24 Jul 2026$3.9510/20$8,464$7,92454%69%+$1,185-$20,690151.0%$-25,021 (vs do-nothing $-16,810)
$4221d31 Jul 2026$5.2011/20$8,171$7,57653%69%+$1,269-$21,934160.1%$-25,877 (vs do-nothing $-17,666)
$4214d24 Jul 2026$4.409/20$8,486$8,00152%69%+$1,454-$18,666136.2%$-23,385 (vs do-nothing $-15,174)
$427d17 Jul 2026$3.306/20$8,486$8,16949%68%+$1,535-$13,10495.7%$-18,987 (vs do-nothing $-10,776)

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  |  2026-07-10 02:12