FORTRESS FIGHT: IREN-LC50 @ $42.07

BE SS: $63.43  |  CC-SS: $66.11  |  20 contracts (2,000 sh)  |  2026-07-10 10:41 |  ⌂ PORTFOLIO

IREN-LC50 @ $42.07   UNDERWATER $21.36 (33.7% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.11  |  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$14,057/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
$7,029/mo
HEDGE COVER
$1,140/mo
NORMAL INCOME
$14,057/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $13,700
ML VELOCITY
7.7 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.11 (probe: $66C 14d) brings only $429/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
$66.69 → $66.11
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 $64.72 · 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 $48 / 7d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($7,029/mo); it brings $7,286/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 18 × $44/7d for $14,734/mo, but breach risk rises to 36% (+18pp 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 $34,517 (252% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-51,020 and cuts bleed by $1,140/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 20 × $48, 82% survival, $7,286/mo (E[net] $1,604/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 · 7d20 × $4882%$7,286$1,604

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,604/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $48 (primary), 82% survival, breach 18%, $7,286/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 88% (breach 18% → 12%) for $2,563/mo less (35% income) buys safety you do not really need here.
IREN  spot $42.07 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge14 × $5517 Jul7d30.7%95%9%$280$1,200-$6,086$15,272
Sell 14 × $55 30.7% OTM over spot $42.07 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
+$745
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.9] median  ·  48% of paths whole by 9 mo (vs 46% without)  ·  ~1.6 challenges expected  ·  median CC cash $-1,680
🛡 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)
-$3,802
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: $4.12/sh now → $2.92 mid-life (likely $2.39–$3.92)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$2.72/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 $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 (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+$1.41/sh+$1,969
cycle +$2,249
[+$1,999…+$2,956] · 100% credit
68%
surv 54%
-$21,910 NOT
cap gain +$29,050
Max even-money escape in the band~$6331 Jul 202618d left+$0.38/sh+$533
cycle +$813
[+$270…+$1,369] · 84% credit
78%
surv 73%
-$6,931 NOT
cap gain +$44,029
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+$0.19/sh+$265
cycle +$545
[+$61…+$934] · 79% credit
75%
surv 67%
-$15,479 NOT
cap gain +$35,481
Safety roll (pay small debit, max POP)~$6631 Jul 202618d left-$0.15/sh-$208
cycle +$72
[-$575…+$523] · 46% credit
82%
surv 78%
-$3,220 NOT
cap gain +$47,740
budget: banked $280 debit $208 (74% used ≈ 0.8 wk of income) → whole cycle still +$72 cash · rolled 14 ct earn ≈ $6,455/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 ($7,029/mo)-83%
vs normal income ($14,057/mo)9% covered
Net income (after hedge)$137/mo
Downside budget
⚠ $55 is $11 below CC-SS $66.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,272
… as % of IC ($13,700)111.5%
… as % of ML ($107,700)14.2%
Recovery months (at normal income)1.1 mo
Surgical close (14 ct)$-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 $64.72 (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)$280$-23,879+$27,081+$196
+2.5%$56.37 (2.1σ)$-1,645$-22,958+$28,002-$1,729
+5%$57.75 (2.3σ)$-3,570$-22,036+$28,924-$3,654
SS (= V-bounce)$63.43 (3.2σ)$-11,522$-18,489+$32,471-$11,004
V-BOUNCE STRESS (stock → CC-SS $66.11, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$49,759
− CC assignment net of premium (14 × $55): -$15,272
− Conservative CC assignment net of premium (6 × $63): -$1,829
Total Position P&L @ SS: $-18,301 (+$32,659 vs today)
Do-nothing baseline at SS: $-7,297 (this trade vs do-nothing: $-11,004, the opportunity cost of earning $1,200/mo FIGHT income now)
🛡 safe yield20 × $5217 Jul7d23.6%92%17%$760$3,257-$4,029$27,457
Sell 20 × $52 23.6% OTM over spot $42.07 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
+$1,735
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.0] median, 0.1 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  47% of paths whole by 9 mo (vs 42% without)  ·  ~3.2 challenges expected  ·  median CC cash $2,694
🛡 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)
-$4,604
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$63 @ 83% 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: $3.79/sh now → $2.68 mid-life (likely $2.23–$3.84)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$2.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 379 simulated challenges: the $52 strike is typically first touched on day 5 of 7, at $54 (overshoots $1.83). 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+$1.29/sh+$2,587
cycle +$3,347
[+$2,358…+$3,847] · 100% credit
67%
surv 54%
-$27,058 NOT
cap gain +$23,902
Max even-money escape in the band~$6031 Jul 202618d left+$0.19/sh+$371
cycle +$1,131
[-$320…+$1,404] · 63% credit
79%
surv 74%
-$12,859 NOT
cap gain +$38,101
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+$0.07/sh+$142
cycle +$902
[-$441…+$991] · 56% credit
75%
surv 67%
-$21,368 NOT
cap gain +$29,592
Safety roll (pay small debit, max POP)~$6331 Jul 202618d left-$0.33/sh-$663
cycle +$97
[-$1,559…+$250] · 32% credit
83%
surv 79%
-$7,683 NOT
cap gain +$43,277
budget: banked $760 debit $663 (87% used ≈ 0.9 wk of income) → whole cycle still +$97 cash · rolled 20 ct earn ≈ $7,835/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 ($7,029/mo)-54%
vs normal income ($14,057/mo)23% covered
Net income (after hedge)$2,117/mo
Downside budget
⚠ $52 is $14 below CC-SS $66.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,457
… as % of IC ($13,700)200.4%
… as % of ML ($107,700)25.5%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-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 $64.72 (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)$760$-29,645+$21,315+$640
+2.5%$53.30 (1.7σ)$-1,840$-29,554+$21,406-$1,960
+5%$54.60 (1.8σ)$-4,440$-29,463+$21,497-$4,560
SS (= V-bounce)$63.43 (3.2σ)$-22,100$-28,845+$22,115-$21,360
V-BOUNCE STRESS (stock → CC-SS $66.11, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$49,759
− CC assignment net of premium (20 × $52): -$27,457
Total Position P&L @ SS: $-28,657 (+$22,303 vs today)
Do-nothing baseline at SS: $-7,297 (this trade vs do-nothing: $-21,360, the opportunity cost of earning $3,257/mo FIGHT income now)
33% normal19 × $5017 Jul7d18.8%88%26%$1,102$4,723-$2,563$29,504
Sell 19 × $50 18.8% OTM over spot $42.07 17 Jul 2026 (7d, $0.60 mid)
= $1,102 credit for the 7d cycle → $4,723/mo projected
Survival (stays ≤ $50)
88%
Breach risk
12%
POP (stays ≤ $50.60)
89%
EV / mo
+$2,203
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-3.7] median  ·  48% of paths whole by 9 mo (vs 41% without)  ·  ~4.9 challenges expected  ·  median CC cash $5,936
🛡 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)
-$3,708
Free roll-up
+$3/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: $3.58/sh now → $2.53 mid-life (likely $2.38–$3.97)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$1.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 530 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+$1.22/sh+$2,319
cycle +$3,421
[+$1,868…+$2,954] · 100% credit
67%
surv 54%
-$31,118 NOT
cap gain +$19,842
Up-and-out for even (raise the cap, free)~$5324 Jul 202610d left+$0.35/sh+$674
cycle +$1,776
[+$69…+$1,165] · 77% credit
74%
surv 65%
-$26,697 NOT
cap gain +$24,263
Reliable up-and-out (highest cap still free ≥60%)~$5731 Jul 202618d left+$0.35/sh+$659
cycle +$1,761
[-$205…+$1,222] · 68% credit
78%
surv 73%
-$18,433 NOT
cap gain +$32,527
Max even-money escape in the band~$5831 Jul 202618d left+$0.06/sh+$121
cycle +$1,223
[-$843…+$663] · 45% credit
79%
surv 75%
-$16,901 NOT
cap gain +$34,059
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-$0.44/sh-$840
cycle +$262
[-$2,054…-$376] · 18% credit
83%
surv 80%
-$11,652 NOT
cap gain +$39,308
budget: banked $1,102 debit $840 (76% used ≈ 0.8 wk of income) → whole cycle still +$262 cash · rolled 19 ct earn ≈ $6,616/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 ($7,029/mo)-33%
vs normal income ($14,057/mo)34% covered
Net income (after hedge)$3,596/mo
Downside budget
⚠ $50 is $16 below CC-SS $66.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,504
… as % of IC ($13,700)215.4%
… as % of ML ($107,700)27.4%
Recovery months (at normal income)2.1 mo
Surgical close (19 ct)$-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 $64.72 (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)$1,102$-33,437+$17,523+$988
+2.5%$51.25 (1.4σ)$-1,273$-33,224+$17,736-$1,387
+5%$52.50 (1.5σ)$-3,648$-33,012+$17,948-$3,762
SS (= V-bounce)$63.43 (3.2σ)$-24,415$-31,197+$19,763-$23,712
V-BOUNCE STRESS (stock → CC-SS $66.11, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$49,759
− CC assignment net of premium (19 × $50): -$29,504
− Conservative CC assignment net of premium (1 × $63): -$305
Total Position P&L @ SS: $-31,009 (+$19,951 vs today)
Do-nothing baseline at SS: $-7,297 (this trade vs do-nothing: $-23,712, the opportunity cost of earning $4,723/mo FIGHT income now)
🎯 50% normal20 × $4817 Jul7d14.1%82%28%$1,700$7,286$34,517
Sell 20 × $48 14.1% OTM over spot $42.07 17 Jul 2026 (7d, $0.88 mid)
= $1,700 credit for the 7d cycle → $7,286/mo projected
Survival (stays ≤ $48)
82%
Breach risk
18%
POP (stays ≤ $48.88)
84%
EV / mo
+$2,624
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.3-4.2] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  52% of paths whole by 9 mo (vs 44% without)  ·  ~7.4 challenges expected  ·  median CC cash $10,656
🛡 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)
28%
Flat exit net (mid-life)
-$3,069
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 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: $3.37/sh now → $2.38 mid-life (likely $2.44–$3.84)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 834 simulated challenges: the $48 strike is typically first touched on day 4 of 7, at $50 (overshoots $1.74). 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)~$4824 Jul 202610d left+$1.15/sh+$2,299
cycle +$3,999
[+$1,717…+$2,861] · 100% credit
67%
surv 54%
-$34,686 NOT
cap gain +$16,274
Reliable up-and-out (highest cap still free ≥60%)~$5431 Jul 202618d left+$0.45/sh+$902
cycle +$2,602
[-$95…+$1,313] · 71% credit
77%
surv 71%
-$23,808 NOT
cap gain +$27,152
Up-and-out for even (raise the cap, free)~$5124 Jul 202610d left+$0.27/sh+$549
cycle +$2,249
[-$202…+$896] · 63% credit
74%
surv 65%
-$30,370 NOT
cap gain +$20,590
Max even-money escape in the band~$5531 Jul 202618d left+$0.22/sh+$440
cycle +$2,140
[-$636…+$789] · 48% credit
79%
surv 73%
-$22,200 NOT
cap gain +$28,760
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-$0.82/sh-$1,644
cycle +$56
[-$3,246…-$1,506] · 4% credit
85%
surv 83%
-$13,934 NOT
cap gain +$37,026
budget: banked $1,700 debit $1,644 (97% used ≈ 1.0 wk of income) → whole cycle still +$56 cash · rolled 20 ct earn ≈ $5,209/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,286/mo
vs 50% target ($7,029/mo)+4%
vs normal income ($14,057/mo)52% covered
Net income (after hedge)$6,146/mo
Downside budget
⚠ $48 is $18 below CC-SS $66.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,517
… as % of IC ($13,700)251.9%
… as % of ML ($107,700)32.0%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-51,020
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 $64.72 (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)$1,700$-36,985+$13,975+$1,580
+2.5%$49.20 (1.1σ)$-700$-36,901+$14,059-$820
+5%$50.40 (1.2σ)$-3,100$-36,817+$14,143-$3,220
SS (= V-bounce)$63.43 (3.2σ)$-29,160$-35,905+$15,055-$28,420
V-BOUNCE STRESS (stock → CC-SS $66.11, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$49,759
− CC assignment net of premium (20 × $48): -$34,517
Total Position P&L @ SS: $-35,717 (+$15,243 vs today)
Do-nothing baseline at SS: $-7,297 (this trade vs do-nothing: $-28,420, the opportunity cost of earning $7,286/mo FIGHT income now)
100% normal18 × $4417 Jul7d4.6%64%76%$3,438$14,734+$7,449$36,357
Sell 18 × $44 4.6% OTM over spot $42.07 17 Jul 2026 (7d, $1.94 mid)
= $3,438 credit for the 7d cycle → $14,734/mo projected
Survival (stays ≤ $44)
64%
Breach risk
36%
POP (stays ≤ $45.95)
74%
EV / mo
+$3,145
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.9] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  52% of paths whole by 9 mo (vs 41% without)  ·  ~18.9 challenges expected  ·  median CC cash $16,131
🛡 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)
58%
Flat exit net (mid-life)
-$346
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$55 @ 90% POP
89% 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: $2.97/sh now → $2.10 mid-life (likely $2.73–$3.93)≈ $0 at expiry  |  you banked $1.91/sh, so a flat mid-life exit nets -$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,732 simulated challenges: the $44 strike is typically first touched on day 3 of 7, at $46 (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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4424 Jul 202610d left+$1.01/sh+$1,823
cycle +$5,261
[+$1,091…+$1,633] · 99% credit
67%
surv 54%
-$41,692 NOT
cap gain +$9,268
Reliable up-and-out (highest cap still free ≥60%)~$4931 Jul 202618d left+$0.53/sh+$960
cycle +$4,398
[-$170…+$542] · 65% credit
77%
surv 70%
-$32,350 NOT
cap gain +$18,610
Max even-money escape in the band~$5031 Jul 202618d left+$0.21/sh+$373
cycle +$3,811
[-$924…-$87] · 22% credit
78%
surv 73%
-$30,866 NOT
cap gain +$20,094
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)~$4724 Jul 202610d left+$0.12/sh+$223
cycle +$3,661
[-$733…-$129] · 19% credit
75%
surv 67%
-$37,227 NOT
cap gain +$13,733
Safety roll (pay small debit, max POP)~$5524 Jul 202610d left-$1.47/sh-$2,642
cycle +$796
[-$4,768…-$3,385]
90%
surv 89%
-$23,531 NOT
cap gain +$27,429
budget: banked $3,438 debit $2,642 (77% used ≈ 0.8 wk of income) → whole cycle still +$796 cash · rolled 18 ct earn ≈ $3,426/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$14,734/mo
vs 50% target ($7,029/mo)+110%
vs normal income ($14,057/mo)105% covered
Net income (after hedge)$13,620/mo
Downside budget
⚠ $44 is $22 below CC-SS $66.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,357
… as % of IC ($13,700)265.4%
… as % of ML ($107,700)33.8%
Recovery months (at normal income)2.6 mo
Surgical close (18 ct)$-45,927
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.91 collected) or spot ≥ $45.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $64.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.95
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
≥ $45.95
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$44.00 (≤1σ, normal week)$3,438$-43,515+$7,445+$3,330
+2.5%$45.10 (≤1σ, normal week)$1,458$-43,218+$7,742+$1,350
+5%$46.20 (≤1σ, normal week)$-522$-42,921+$8,039-$630
SS (= V-bounce)$63.43 (3.2σ)$-31,536$-38,355+$12,605-$30,870
V-BOUNCE STRESS (stock → CC-SS $66.11, where you are whole again, by expiry)
Starting unrealized P&L: $-50,960
+ Fortress recovery (un-capped): +$49,759
− CC assignment net of premium (18 × $44): -$36,357
− Conservative CC assignment net of premium (2 × $63): -$610
Total Position P&L @ SS: $-38,167 (+$12,793 vs today)
Do-nothing baseline at SS: $-7,297 (this trade vs do-nothing: $-30,870, the opportunity cost of earning $14,734/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: 1.035 (IBKR)  |  Recovery@SS: +$49,759 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-7,297

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$487d17 Jul 2026$0.8520/20$7,286$6,14682%84%+$2,624-$34,517251.9%$-35,717 (vs do-nothing $-28,420)
$477d17 Jul 2026$1.0516/20$7,200$6,11178%82%+$2,329-$28,893210.9%$-31,313 (vs do-nothing $-24,016)
$4814d24 Jul 2026$1.6920/20$7,243$6,10376%80%+$1,864-$32,837239.7%$-34,037 (vs do-nothing $-26,740)
$467d17 Jul 2026$1.2913/20$7,187$6,13774%79%+$2,057-$24,464178.6%$-27,798 (vs do-nothing $-20,501)
$4714d24 Jul 2026$1.9118/20$7,367$6,25373%79%+$1,630-$30,957226.0%$-32,767 (vs do-nothing $-25,470)
$4721d31 Jul 2026$2.7618/20$7,097$5,98370%77%+$1,391-$29,427214.8%$-31,237 (vs do-nothing $-23,940)
$4614d24 Jul 2026$2.1616/20$7,406$6,31769%77%+$1,381-$28,717209.6%$-31,137 (vs do-nothing $-23,840)
$457d17 Jul 2026$1.6211/20$7,637$6,61369%77%+$2,064-$21,437156.5%$-25,381 (vs do-nothing $-18,084)
$4621d31 Jul 2026$3.0017/20$7,286$6,18468%76%+$1,167-$29,084212.3%$-31,199 (vs do-nothing $-23,902)
$4514d24 Jul 2026$2.5014/20$7,500$6,43766%75%+$1,298-$26,052190.2%$-29,081 (vs do-nothing $-21,784)
$4521d31 Jul 2026$3.2516/20$7,429$6,34065%74%+$904-$28,573208.6%$-30,993 (vs do-nothing $-23,696)
$44.5014d24 Jul 2026$2.6713/20$7,438$6,38864%74%+$1,201-$24,620179.7%$-27,954 (vs do-nothing $-20,657)
$447d17 Jul 2026$1.919/20$7,367$6,36964%74%+$1,573-$18,178132.7%$-22,732 (vs do-nothing $-15,435)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4414d24 Jul 2026$2.9012/20$7,457$6,42062%73%+$1,230-$23,050168.2%$-26,689 (vs do-nothing $-19,392)
$4421d31 Jul 2026$3.7014/20$7,400$6,33762%73%+$949-$25,772188.1%$-28,801 (vs do-nothing $-21,504)
$43.5014d24 Jul 2026$3.0011/20$7,071$6,04760%72%+$904-$21,569157.4%$-25,513 (vs do-nothing $-18,216)
$4321d31 Jul 2026$3.8013/20$7,057$6,00759%71%+$307-$25,101183.2%$-28,435 (vs do-nothing $-21,138)
$437d17 Jul 2026$2.338/20$7,989$7,00359%71%+$1,519-$16,623121.3%$-21,481 (vs do-nothing $-14,184)
$4314d24 Jul 2026$3.3510/20$7,179$6,16758%71%+$1,129-$19,758144.2%$-24,007 (vs do-nothing $-16,710)
$42.5014d24 Jul 2026$3.5010/20$7,500$6,48956%70%+$981-$20,108146.8%$-24,357 (vs do-nothing $-17,060)
$4221d31 Jul 2026$4.5511/20$7,150$6,12655%70%+$732-$21,514157.0%$-25,458 (vs do-nothing $-18,161)
$4214d24 Jul 2026$3.3510/20$7,179$6,16754%68%+$163-$20,758151.5%$-25,007 (vs do-nothing $-17,710)
$427d17 Jul 2026$2.727/20$8,160$7,18753%68%+$1,137-$14,972109.3%$-20,135 (vs do-nothing $-12,838)
$41.5014d24 Jul 2026$3.859/20$7,425$6,42652%68%+$640-$18,682136.4%$-23,236 (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 v6.1  |  2026-07-10 10:41