FORTRESS FIGHT: IREN-LC50 @ $42.13

BE SS: $63.43  |  CC-SS: $66.53  |  20 contracts (2,000 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

IREN-LC50 @ $42.13   UNDERWATER $21.30 (33.6% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.53  |  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$13,800/mo95% ann ROI on ML
Hedge rolling cost$1,140/mo
Unrealized P&L$-50,960fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,900/mo
HEDGE COVER
$1,140/mo
NORMAL INCOME
$13,800/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $13,700
ML VELOCITY
7.8 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.53 (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)
$50,509
was $50,960 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$66.75 → $66.53
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 35 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 24 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.70 (+56%) · daily UBB $64.71 · 1-wk expected move ±$7 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 19 contracts at $48 / 7d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($6,900/mo); it brings $6,921/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 × $45/7d for $13,886/mo, but breach risk rises to 31% (+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 14 × $55/7d (95% survival, $1,200/mo).
Downside anchor: the primary mortgages $33,593 (245% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-48,469 and cuts bleed by $1,083/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 19 × $48, 81% survival, $6,921/mo (E[net] $1,392/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 · 7d19 × $4881%$6,921$1,392

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,392/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $48 (primary), 81% survival, breach 19%, $6,921/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $50 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $2,199/mo less (32% income) buys safety you do not really need here.
IREN  spot $42.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge14 × $5517 Jul7d30.5%95%10%$280$1,200-$5,721$15,863
Sell 14 × $55 30.5% OTM over spot $42.13 17 Jul 2026 (7d, $0.25 mid)
= $280 credit for the 7d cycle → $1,200/mo projected
Survival (stays ≤ $55)
95%
Breach risk
5%
POP (stays ≤ $55.25)
96%
EV / mo
+$733
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.5] median  ·  47% of paths whole by 9 mo (vs 46% without)  ·  ~1.5 challenges expected  ·  median CC cash $-1,577
🛡 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)
-$3,751
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$66 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 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: $4.07/sh now → $2.88 mid-life (likely $2.39–$3.95)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$2.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 166 simulated challenges: the $55 strike is typically first touched on day 5 of 7, at $57 (overshoots $2.01). 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 (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5524 Jul 202610d left+$1.46/sh+$2,038
cycle +$2,318
[+$2,069…+$3,003] · 100% credit
68%
surv 54%
-$21,965 NOT
cap gain +$28,995
Max even-money escape in the band~$6331 Jul 202618d left+$0.40/sh+$557
cycle +$837
[+$268…+$1,392] · 84% credit
78%
surv 73%
-$7,155 NOT
cap gain +$43,805
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)~$5924 Jul 202610d left+$0.21/sh+$293
cycle +$573
[+$74…+$968] · 78% credit
75%
surv 66%
-$15,699 NOT
cap gain +$35,261
Safety roll (pay small debit, max POP)~$6631 Jul 202618d left-$0.13/sh-$183
cycle +$97
[-$578…+$530] · 45% credit
82%
surv 78%
-$3,407 NOT
cap gain +$47,553
budget: banked $280 debit $183 (65% used ≈ 0.7 wk of income) → whole cycle still +$97 cash · rolled 14 ct earn ≈ $6,414/mo while parked; 6 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,200/mo
vs 50% target ($6,900/mo)-83%
vs normal income ($13,800/mo)9% covered
Net income (after hedge)$137/mo
Downside budget
⚠ $55 is $12 below CC-SS $66.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,863
… as % of IC ($13,700)115.8%
… as % of ML ($107,700)14.7%
Recovery months (at normal income)1.1 mo
Surgical close (14 ct)$-35,742
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 ≥ $55.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $55)); NOT the premium you collected. Momentum override: two daily closes above $64.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $54.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$54-55.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $55.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$55.00 (1.9σ)$280$-24,003+$26,957+$196
+2.5%$56.37 (2.1σ)$-1,645$-23,082+$27,878-$1,729
+5%$57.75 (2.3σ)$-3,570$-22,161+$28,799-$3,654
SS (= V-bounce)$63.43 (3.1σ)$-11,522$-18,613+$32,347-$11,004
V-BOUNCE STRESS (stock → CC-SS $66.53, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$50,509
− CC assignment net of premium (14 × $55): -$15,863
− Conservative CC assignment net of premium (6 × $63): -$2,082
Total Position P&L @ SS: $-18,396 (+$32,564 vs today)
Do-nothing baseline at SS: $-7,392 (this trade vs do-nothing: $-11,004, the opportunity cost of earning $1,200/mo FIGHT income now)
🛡 safe yield20 × $5217 Jul7d23.4%92%18%$760$3,257-$3,664$28,301
Sell 20 × $52 23.4% OTM over spot $42.13 17 Jul 2026 (7d, $0.42 mid)
= $760 credit for the 7d cycle → $3,257/mo projected
Survival (stays ≤ $52)
92%
Breach risk
8%
POP (stays ≤ $52.41)
92%
EV / mo
+$1,698
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.0] median  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~3.1 challenges expected  ·  median CC cash $2,845
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$4,538
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$63 @ 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: $3.74/sh now → $2.65 mid-life (likely $2.24–$3.80)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$2.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 390 simulated challenges: the $52 strike is typically first touched on day 5 of 7, at $54 (overshoots $1.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$1.34/sh+$2,679
cycle +$3,439
[+$2,455…+$3,869] · 100% credit
68%
surv 54%
-$27,091 NOT
cap gain +$23,869
Max even-money escape in the band~$6031 Jul 202618d left+$0.20/sh+$407
cycle +$1,167
[-$273…+$1,360] · 65% credit
79%
surv 74%
-$13,071 NOT
cap gain +$37,889
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)~$5624 Jul 202610d left+$0.09/sh+$183
cycle +$943
[-$350…+$973] · 59% credit
75%
surv 67%
-$21,575 NOT
cap gain +$29,385
Safety roll (pay small debit, max POP)~$6331 Jul 202618d left-$0.31/sh-$625
cycle +$135
[-$1,485…+$226] · 31% credit
82%
surv 79%
-$7,894 NOT
cap gain +$43,066
budget: banked $760 debit $625 (82% used ≈ 0.8 wk of income) → whole cycle still +$135 cash · rolled 20 ct earn ≈ $7,788/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$3,257/mo
vs 50% target ($6,900/mo)-53%
vs normal income ($13,800/mo)24% covered
Net income (after hedge)$2,117/mo
Downside budget
⚠ $52 is $15 below CC-SS $66.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,301
… as % of IC ($13,700)206.6%
… as % of ML ($107,700)26.3%
Recovery months (at normal income)2.1 mo
Surgical close (20 ct)$-51,030
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 ≥ $52.41 (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 $64.71 (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
$51-52.41
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
≥ $52.41
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$52.00 (1.5σ)$760$-29,769+$21,191+$640
+2.5%$53.30 (1.6σ)$-1,840$-29,678+$21,282-$1,960
+5%$54.60 (1.8σ)$-4,440$-29,587+$21,373-$4,560
SS (= V-bounce)$63.43 (3.1σ)$-22,100$-28,969+$21,991-$21,360
V-BOUNCE STRESS (stock → CC-SS $66.53, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$50,509
− CC assignment net of premium (20 × $52): -$28,301
Total Position P&L @ SS: $-28,752 (+$22,208 vs today)
Do-nothing baseline at SS: $-7,392 (this trade vs do-nothing: $-21,360, the opportunity cost of earning $3,257/mo FIGHT income now)
33% normal19 × $5017 Jul7d18.7%87%26%$1,102$4,723-$2,199$30,306
Sell 19 × $50 18.7% OTM over spot $42.13 17 Jul 2026 (7d, $0.60 mid)
= $1,102 credit for the 7d cycle → $4,723/mo projected
Survival (stays ≤ $50)
87%
Breach risk
13%
POP (stays ≤ $50.60)
89%
EV / mo
+$2,117
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-3.5] median  ·  48% of paths whole by 9 mo (vs 41% without)  ·  ~5.1 challenges expected  ·  median CC cash $5,922
🛡 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)
18%
Flat exit net (mid-life)
-$3,649
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$61 @ 83% POP
80% 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: $3.53/sh now → $2.50 mid-life (likely $2.33–$3.93)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$1.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 538 simulated challenges: the $50 strike is typically first touched on day 5 of 7, at $52 (overshoots $1.81). 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)~$5024 Jul 202610d left+$1.26/sh+$2,401
cycle +$3,503
[+$2,017…+$3,027] · 100% credit
67%
surv 54%
-$31,160 NOT
cap gain +$19,800
Reliable up-and-out (highest cap still free ≥60%)~$5731 Jul 202618d left+$0.36/sh+$693
cycle +$1,795
[-$157…+$1,290] · 70% credit
78%
surv 73%
-$18,647 NOT
cap gain +$32,313
Max even-money escape in the band~$5831 Jul 202618d left+$0.08/sh+$156
cycle +$1,258
[-$812…+$689] · 46% credit
79%
surv 75%
-$17,114 NOT
cap gain +$33,846
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)~$5424 Jul 202610d left+$0.02/sh+$32
cycle +$1,134
[-$714…+$482] · 43% credit
75%
surv 68%
-$25,518 NOT
cap gain +$25,442
Safety roll (pay small debit, max POP)~$6131 Jul 202618d left-$0.42/sh-$803
cycle +$299
[-$1,978…-$346] · 19% credit
83%
surv 80%
-$11,864 NOT
cap gain +$39,096
budget: banked $1,102 debit $803 (73% used ≈ 0.7 wk of income) → whole cycle still +$299 cash · rolled 19 ct earn ≈ $6,579/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,723/mo
vs 50% target ($6,900/mo)-32%
vs normal income ($13,800/mo)34% covered
Net income (after hedge)$3,596/mo
Downside budget
⚠ $50 is $17 below CC-SS $66.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,306
… as % of IC ($13,700)221.2%
… as % of ML ($107,700)28.1%
Recovery months (at normal income)2.2 mo
Surgical close (19 ct)$-48,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $50.60 (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 $64.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.60
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
≥ $50.60
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.2σ)$1,102$-33,561+$17,399+$988
+2.5%$51.25 (1.3σ)$-1,273$-33,349+$17,611-$1,387
+5%$52.50 (1.5σ)$-3,648$-33,136+$17,824-$3,762
SS (= V-bounce)$63.43 (3.1σ)$-24,415$-31,321+$19,639-$23,712
V-BOUNCE STRESS (stock → CC-SS $66.53, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$50,509
− CC assignment net of premium (19 × $50): -$30,306
− Conservative CC assignment net of premium (1 × $63): -$347
Total Position P&L @ SS: $-31,104 (+$19,856 vs today)
Do-nothing baseline at SS: $-7,392 (this trade vs do-nothing: $-23,712, the opportunity cost of earning $4,723/mo FIGHT income now)
🎯 50% normal19 × $4817 Jul7d13.9%81%29%$1,615$6,921$33,593
Sell 19 × $48 13.9% OTM over spot $42.13 17 Jul 2026 (7d, $0.88 mid)
= $1,615 credit for the 7d cycle → $6,921/mo projected
Survival (stays ≤ $48)
81%
Breach risk
19%
POP (stays ≤ $48.88)
84%
EV / mo
+$2,356
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.6] median, 0.1 mo SLOWER than no FIGHT (1.8 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~7.8 challenges expected  ·  median CC cash $9,182
🛡 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)
29%
Flat exit net (mid-life)
-$2,860
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$60 @ 85% POP
83% 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: $3.33/sh now → $2.36 mid-life (likely $2.39–$3.76)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 865 simulated challenges: the $48 strike is typically first touched on day 4 of 7, at $50 (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 (19 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+$1.19/sh+$2,262
cycle +$3,877
[+$1,768…+$2,757] · 100% credit
67%
surv 54%
-$34,927 NOT
cap gain +$16,033
Reliable up-and-out (highest cap still free ≥60%)~$5431 Jul 202618d left+$0.47/sh+$891
cycle +$2,506
[-$41…+$1,188] · 73% credit
77%
surv 71%
-$24,146 NOT
cap gain +$26,814
Up-and-out for even (raise the cap, free)~$5124 Jul 202610d left+$0.30/sh+$561
cycle +$2,176
[-$137…+$819] · 67% credit
74%
surv 65%
-$30,686 NOT
cap gain +$20,274
Max even-money escape in the band~$5531 Jul 202618d left+$0.24/sh+$453
cycle +$2,068
[-$554…+$705] · 48% credit
79%
surv 73%
-$22,514 NOT
cap gain +$28,446
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-$0.80/sh-$1,522
cycle +$93
[-$2,972…-$1,425] · 4% credit
85%
surv 83%
-$14,140 NOT
cap gain +$36,820
budget: banked $1,615 debit $1,522 (94% used ≈ 1.0 wk of income) → whole cycle still +$93 cash · rolled 19 ct earn ≈ $4,921/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$6,921/mo
vs 50% target ($6,900/mo)+0%
vs normal income ($13,800/mo)50% covered
Net income (after hedge)$5,794/mo
Downside budget
⚠ $48 is $19 below CC-SS $66.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,593
… as % of IC ($13,700)245.2%
… as % of ML ($107,700)31.2%
Recovery months (at normal income)2.4 mo
Surgical close (19 ct)$-48,469
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $48.88 (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 $64.71 (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
$48-48.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $48.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (≤1σ, normal week)$1,615$-37,188+$13,772+$1,501
+2.5%$49.20 (1.0σ)$-665$-36,984+$13,976-$779
+5%$50.40 (1.2σ)$-2,945$-36,780+$14,180-$3,059
SS (= V-bounce)$63.43 (3.1σ)$-27,702$-34,608+$16,352-$26,999
V-BOUNCE STRESS (stock → CC-SS $66.53, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$50,509
− CC assignment net of premium (19 × $48): -$33,593
− Conservative CC assignment net of premium (1 × $63): -$347
Total Position P&L @ SS: $-34,391 (+$16,569 vs today)
Do-nothing baseline at SS: $-7,392 (this trade vs do-nothing: $-26,999, the opportunity cost of earning $6,921/mo FIGHT income now)
100% normal20 × $4517 Jul7d6.8%69%66%$3,240$13,886+$6,964$39,821
Sell 20 × $45 6.8% OTM over spot $42.13 17 Jul 2026 (7d, $1.64 mid)
= $3,240 credit for the 7d cycle → $13,886/mo projected
Survival (stays ≤ $45)
69%
Breach risk
31%
POP (stays ≤ $46.63)
76%
EV / mo
+$3,486
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.9] median, 0.1 mo SLOWER than no FIGHT (1.8 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 46% without)  ·  ~13.8 challenges expected  ·  median CC cash $15,202
🛡 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)
50%
Flat exit net (mid-life)
-$1,049
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$62 @ 91% POP
91% 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: $3.03/sh now → $2.14 mid-life (likely $2.63–$3.88)≈ $0 at expiry  |  you banked $1.62/sh, so a flat mid-life exit nets -$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,514 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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4524 Jul 202610d left+$1.08/sh+$2,167
cycle +$5,407
[+$1,461…+$2,073] · 100% credit
67%
surv 54%
-$39,612 NOT
cap gain +$11,348
Reliable up-and-out (highest cap still free ≥60%)~$5031 Jul 202618d left+$0.62/sh+$1,234
cycle +$4,474
[+$86…+$965] · 79% credit
76%
surv 70%
-$30,464 NOT
cap gain +$20,496
Up-and-out for even (raise the cap, free)~$4824 Jul 202610d left+$0.18/sh+$363
cycle +$3,603
[-$612…+$115] · 29% credit
74%
surv 66%
-$35,476 NOT
cap gain +$15,484
Max even-money escape in the band~$5231 Jul 202618d left+$0.06/sh+$124
cycle +$3,364
[-$1,294…-$244] · 18% credit
79%
surv 75%
-$27,434 NOT
cap gain +$23,526
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6231 Jul 202618d left-$1.46/sh-$2,919
cycle +$321
[-$5,421…-$3,641]
91%
surv 91%
-$9,777 NOT
cap gain +$41,183
budget: banked $3,240 debit $2,919 (90% used ≈ 0.9 wk of income) → whole cycle still +$321 cash · rolled 20 ct earn ≈ $2,284/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$13,886/mo
vs 50% target ($6,900/mo)+101%
vs normal income ($13,800/mo)101% covered
Net income (after hedge)$12,746/mo
Downside budget
⚠ $45 is $22 below CC-SS $66.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,821
… as % of IC ($13,700)290.7%
… as % of ML ($107,700)37.0%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-50,990
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.62 collected) or spot ≥ $46.63 (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 $64.71 (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
$45-46.63
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
≥ $46.63
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$3,240$-41,779+$9,181+$3,120
+2.5%$46.12 (≤1σ, normal week)$990$-41,700+$9,260+$870
+5%$47.25 (≤1σ, normal week)$-1,260$-41,622+$9,338-$1,380
SS (= V-bounce)$63.43 (3.1σ)$-33,620$-40,489+$10,471-$32,880
V-BOUNCE STRESS (stock → CC-SS $66.53, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$50,509
− CC assignment net of premium (20 × $45): -$39,821
Total Position P&L @ SS: $-40,272 (+$10,688 vs today)
Do-nothing baseline at SS: $-7,392 (this trade vs do-nothing: $-32,880, the opportunity cost of earning $13,886/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (25 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 25 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.035 (IBKR)  |  Recovery@SS: +$50,509 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-7,392

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$487d17 Jul 2026$0.8519/20$6,921$5,79481%84%+$2,356-$33,593245.2%$-34,391 (vs do-nothing $-26,999)
$477d17 Jul 2026$1.0516/20$7,200$6,11178%82%+$2,170-$29,569215.8%$-31,408 (vs do-nothing $-24,016)
$4814d24 Jul 2026$1.6920/20$7,243$6,10376%80%+$1,793-$33,681245.8%$-34,132 (vs do-nothing $-26,740)
$467d17 Jul 2026$1.2913/20$7,187$6,13773%79%+$1,901-$25,013182.6%$-27,893 (vs do-nothing $-20,501)
$4821d31 Jul 2026$2.4320/20$6,943$5,80373%79%+$1,314-$32,201235.0%$-32,652 (vs do-nothing $-25,260)
$4714d24 Jul 2026$1.9117/20$6,958$5,85672%78%+$1,470-$29,955218.6%$-31,447 (vs do-nothing $-24,055)
$4721d31 Jul 2026$2.7618/20$7,097$5,98370%77%+$1,335-$30,187220.3%$-31,332 (vs do-nothing $-23,940)
$4614d24 Jul 2026$2.1615/20$6,943$5,86769%77%+$1,226-$27,556201.1%$-29,742 (vs do-nothing $-22,350)
$457d17 Jul 2026$1.6210/20$6,943$5,93169%76%+$1,743-$19,911145.3%$-23,832 (vs do-nothing $-16,440)
$4621d31 Jul 2026$3.0017/20$7,286$6,18467%76%+$1,108-$29,802217.5%$-31,294 (vs do-nothing $-23,902)
$4514d24 Jul 2026$2.5013/20$6,964$5,91466%74%+$1,138-$24,740180.6%$-27,620 (vs do-nothing $-20,228)
$4521d31 Jul 2026$3.2515/20$6,964$5,88965%74%+$791-$27,421200.2%$-29,607 (vs do-nothing $-22,215)
$44.5014d24 Jul 2026$2.6713/20$7,438$6,38864%74%+$1,130-$25,169183.7%$-28,049 (vs do-nothing $-20,657)
Show 12 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$1.919/20$7,367$6,36964%73%+$1,452-$18,559135.5%$-22,827 (vs do-nothing $-15,435)
$4414d24 Jul 2026$2.9012/20$7,457$6,42062%73%+$1,161-$23,557171.9%$-26,784 (vs do-nothing $-19,392)
$4421d31 Jul 2026$3.7014/20$7,400$6,33762%73%+$892-$26,363192.4%$-28,896 (vs do-nothing $-21,504)
$43.5014d24 Jul 2026$3.0011/20$7,071$6,04760%72%+$838-$22,034160.8%$-25,608 (vs do-nothing $-18,216)
$4321d31 Jul 2026$3.8013/20$7,057$6,00758%71%+$249-$25,650187.2%$-28,530 (vs do-nothing $-21,138)
$437d17 Jul 2026$2.337/20$6,990$6,01758%71%+$1,245-$14,840108.3%$-19,803 (vs do-nothing $-12,411)
$4314d24 Jul 2026$3.3510/20$7,179$6,16758%71%+$1,065-$20,181147.3%$-24,102 (vs do-nothing $-16,710)
$42.5014d24 Jul 2026$3.5010/20$7,500$6,48956%70%+$914-$20,531149.9%$-24,452 (vs do-nothing $-17,060)
$4221d31 Jul 2026$4.5511/20$7,150$6,12655%70%+$680-$21,979160.4%$-25,553 (vs do-nothing $-18,161)
$4214d24 Jul 2026$3.3510/20$7,179$6,16754%68%+$93-$21,181154.6%$-25,102 (vs do-nothing $-17,710)
$427d17 Jul 2026$2.726/20$6,994$6,03452%68%+$892-$13,08695.5%$-18,396 (vs do-nothing $-11,004)
$41.5014d24 Jul 2026$3.859/20$7,425$6,42652%68%+$574-$19,063139.1%$-23,331 (vs do-nothing $-15,939)

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 09:43