FORTRESS FIGHT: IREN-LC50 @ $40.63

BE SS: $63.43  |  CC-SS: $67.09  |  20 contracts (2,000 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

IREN-LC50 @ $40.63   UNDERWATER $22.80 (35.9% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.09  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$107,700(ND $6.85 + SW $47) x 2000
Normal income ref$15,086/mo95% ann ROI on ML
Hedge rolling cost$1,260/mo
Unrealized P&L$-55,690fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,543/mo
HEDGE COVER
$1,260/mo
NORMAL INCOME
$15,086/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,700
ML VELOCITY
7.1 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.09 (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)
$55,239
was $55,690 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$67.66 → $67.09
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.73 (+62%) · daily UBB $64.14 · 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 $46 / 7d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($7,543/mo); it brings $7,886/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 17 × $42/7d for $15,373/mo, but breach risk rises to 39% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 19 × $54/7d (96% survival, $1,303/mo).
Downside anchor: the primary mortgages $40,342 (294% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-55,750 and cuts bleed by $1,260/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 × $46, 80% survival, $7,886/mo (E[net] $1,906/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 × $4680%$7,886$1,906

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,906/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $46 (primary), 80% survival, breach 20%, $7,886/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $48 rung (33% normal) lifts survival to 87% (breach 20% → 13%) for $2,743/mo less (35% income) buys safety you do not really need here.
IREN  spot $40.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $5417 Jul7d32.9%96%9%$304$1,303-$6,583$24,568
Sell 19 × $54 32.9% OTM over spot $40.63 17 Jul 2026 (7d, $0.17 mid)
= $304 credit for the 7d cycle → $1,303/mo projected
Survival (stays ≤ $54)
96%
Breach risk
4%
POP (stays ≤ $54.17)
96%
EV / mo
+$723
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-4.1] median  ·  49% of paths whole by 9 mo (vs 47% without)  ·  ~1.4 challenges expected  ·  median CC cash $-2,357
🛡 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)
5%
Flat exit net (mid-life)
-$5,517
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$63 @ 80% POP
75% 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: $4.33/sh now → $3.06 mid-life (likely $2.33–$4.10)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$2.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 137 simulated challenges: the $54 strike is typically first touched on day 6 of 7, at $56 (overshoots $1.97). 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)~$5424 Jul 202610d left+$1.65/sh+$3,128
cycle +$3,432
[+$3,245…+$4,627] · 100% credit
69%
surv 54%
-$24,714 NOT
cap gain +$30,976
Reliable up-and-out (highest cap still free ≥60%)~$6231 Jul 202618d left+$0.14/sh+$263
cycle +$567
[-$281…+$1,720] · 65% credit
79%
surv 74%
-$10,338 NOT
cap gain +$45,352
Up-and-out for even (raise the cap, free)~$5824 Jul 202610d left+$0.06/sh+$121
cycle +$425
[-$279…+$1,341] · 61% credit
75%
surv 67%
-$19,749 NOT
cap gain +$35,941
Max even-money escape in the band~$6331 Jul 202618d left+$0.05/sh+$88
cycle +$392
[-$477…+$1,512] · 58% credit
80%
surv 75%
-$8,490 NOT
cap gain +$47,200
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,303/mo
vs 50% target ($7,543/mo)-83%
vs normal income ($15,086/mo)9% covered
Net income (after hedge)$45/mo
Downside budget
⚠ $54 is $13 below CC-SS $67.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,568
… as % of IC ($13,700)179.3%
… as % of ML ($107,700)22.8%
Recovery months (at normal income)1.6 mo
Surgical close (19 ct)$-52,934
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 $0.16 collected) or spot ≥ $54.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected. Momentum override: two daily closes above $64.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $53.46Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$53-54.17
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
≥ $54.17
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$54.00 (2.0σ)$304$-27,843+$27,847+$285
+2.5%$55.35 (2.2σ)$-2,261$-27,627+$28,063-$2,280
+5%$56.70 (2.5σ)$-4,826$-27,411+$28,279-$4,845
SS (= V-bounce)$63.43 (3.5σ)$-17,613$-26,377+$29,313-$16,815
V-BOUNCE STRESS (stock → CC-SS $67.09, where you are whole again, by expiry)
Starting unrealized P&L: $-55,690
+ Fortress recovery (un-capped): +$54,509
− CC assignment net of premium (19 × $54): -$24,568
− Conservative CC assignment net of premium (1 × $63): -$408
Total Position P&L @ SS: $-26,157 (+$29,533 vs today)
Do-nothing baseline at SS: $-9,342 (this trade vs do-nothing: $-16,815, the opportunity cost of earning $1,303/mo FIGHT income now)
🛡 safe yield20 × $5017 Jul7d23.1%91%19%$720$3,086-$4,800$33,462
Sell 20 × $50 23.1% OTM over spot $40.63 17 Jul 2026 (7d, $0.38 mid)
= $720 credit for the 7d cycle → $3,086/mo projected
Survival (stays ≤ $50)
91%
Breach risk
9%
POP (stays ≤ $50.38)
91%
EV / mo
+$1,322
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.1] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  46% of paths whole by 9 mo (vs 43% without)  ·  ~3.7 challenges expected  ·  median CC cash $1,841
🛡 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)
12%
Flat exit net (mid-life)
-$4,744
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$59 @ 81% POP
77% 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: $3.86/sh now → $2.73 mid-life (likely $2.29–$4.06)≈ $0 at expiry  |  you banked $0.36/sh, so a flat mid-life exit nets -$2.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $50 strike is typically first touched on day 5 of 7, at $52 (overshoots $1.78). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5024 Jul 202610d left+$1.47/sh+$2,937
cycle +$3,657
[+$2,694…+$4,156] · 100% credit
69%
surv 54%
-$32,731 NOT
cap gain +$22,959
Reliable up-and-out (highest cap still free ≥60%)~$5631 Jul 202618d left+$0.44/sh+$872
cycle +$1,592
[+$65…+$1,815] · 76% credit
78%
surv 71%
-$21,674 NOT
cap gain +$34,016
Up-and-out for even (raise the cap, free)~$5324 Jul 202610d left+$0.14/sh+$278
cycle +$998
[-$407…+$1,001] · 61% credit
75%
surv 66%
-$28,448 NOT
cap gain +$27,242
Max even-money escape in the band~$5731 Jul 202618d left+$0.15/sh+$298
cycle +$1,018
[-$615…+$1,167] · 58% credit
79%
surv 73%
-$20,188 NOT
cap gain +$35,502
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5931 Jul 202618d left-$0.21/sh-$424
cycle +$296
[-$1,449…+$420] · 36% credit
81%
surv 77%
-$16,790 NOT
cap gain +$38,900
budget: banked $720 debit $424 (59% used ≈ 0.6 wk of income) → whole cycle still +$296 cash · rolled 20 ct earn ≈ $8,400/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$3,086/mo
vs 50% target ($7,543/mo)-59%
vs normal income ($15,086/mo)20% covered
Net income (after hedge)$1,826/mo
Downside budget
⚠ $50 is $17 below CC-SS $67.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,462
… as % of IC ($13,700)244.2%
… as % of ML ($107,700)31.1%
Recovery months (at normal income)2.2 mo
Surgical close (20 ct)$-55,730
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.36 collected) or spot ≥ $50.38 (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 $64.14 (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
$50-50.38
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
≥ $50.38
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 (1.4σ)$720$-35,668+$20,022+$700
+2.5%$51.25 (1.6σ)$-1,780$-35,593+$20,097-$1,800
+5%$52.50 (1.8σ)$-4,280$-35,518+$20,172-$4,300
SS (= V-bounce)$63.43 (3.5σ)$-26,140$-34,862+$20,828-$25,300
V-BOUNCE STRESS (stock → CC-SS $67.09, where you are whole again, by expiry)
Starting unrealized P&L: $-55,690
+ Fortress recovery (un-capped): +$54,509
− CC assignment net of premium (20 × $50): -$33,462
Total Position P&L @ SS: $-34,642 (+$21,048 vs today)
Do-nothing baseline at SS: $-9,342 (this trade vs do-nothing: $-25,300, the opportunity cost of earning $3,086/mo FIGHT income now)
33% normal20 × $4817 Jul7d18.1%87%28%$1,200$5,143-$2,743$36,982
Sell 20 × $48 18.1% OTM over spot $40.63 17 Jul 2026 (7d, $0.62 mid)
= $1,200 credit for the 7d cycle → $5,143/mo projected
Survival (stays ≤ $48)
87%
Breach risk
13%
POP (stays ≤ $48.62)
88%
EV / mo
+$2,343
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.5] median, 0.2 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  47% of paths whole by 9 mo (vs 42% without)  ·  ~5.4 challenges expected  ·  median CC cash $6,741
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
20%
Flat exit net (mid-life)
-$3,944
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 82% POP
78% 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: $3.64/sh now → $2.57 mid-life (likely $2.40–$4.01)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$1.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 592 simulated challenges: the $48 strike is typically first touched on day 5 of 7, at $50 (overshoots $1.80). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4824 Jul 202610d left+$1.38/sh+$2,766
cycle +$3,966
[+$2,307…+$3,596] · 100% credit
69%
surv 54%
-$36,542 NOT
cap gain +$19,148
Reliable up-and-out (highest cap still free ≥60%)~$5331 Jul 202618d left+$0.60/sh+$1,196
cycle +$2,396
[+$271…+$1,945] · 83% credit
77%
surv 70%
-$27,050 NOT
cap gain +$28,640
Up-and-out for even (raise the cap, free)~$5124 Jul 202610d left+$0.06/sh+$123
cycle +$1,323
[-$683…+$678] · 47% credit
75%
surv 67%
-$32,242 NOT
cap gain +$23,448
Max even-money escape in the band~$5531 Jul 202618d left+$0.03/sh+$54
cycle +$1,254
[-$1,046…+$722] · 42% credit
79%
surv 74%
-$24,071 NOT
cap gain +$31,619
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5731 Jul 202618d left-$0.33/sh-$656
cycle +$544
[-$1,879…-$74] · 24% credit
82%
surv 78%
-$20,662 NOT
cap gain +$35,028
budget: banked $1,200 debit $656 (55% used ≈ 0.6 wk of income) → whole cycle still +$544 cash · rolled 20 ct earn ≈ $7,480/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$5,143/mo
vs 50% target ($7,543/mo)-32%
vs normal income ($15,086/mo)34% covered
Net income (after hedge)$3,883/mo
Downside budget
⚠ $48 is $19 below CC-SS $67.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,982
… as % of IC ($13,700)269.9%
… as % of ML ($107,700)34.3%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-55,730
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $48.62 (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 $64.14 (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
$48-48.62
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
≥ $48.62
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 (1.1σ)$1,200$-39,308+$16,382+$1,180
+2.5%$49.20 (1.3σ)$-1,200$-39,236+$16,454-$1,220
+5%$50.40 (1.5σ)$-3,600$-39,164+$16,526-$3,620
SS (= V-bounce)$63.43 (3.5σ)$-29,660$-38,382+$17,308-$28,820
V-BOUNCE STRESS (stock → CC-SS $67.09, where you are whole again, by expiry)
Starting unrealized P&L: $-55,690
+ Fortress recovery (un-capped): +$54,509
− CC assignment net of premium (20 × $48): -$36,982
Total Position P&L @ SS: $-38,162 (+$17,528 vs today)
Do-nothing baseline at SS: $-9,342 (this trade vs do-nothing: $-28,820, the opportunity cost of earning $5,143/mo FIGHT income now)
🎯 50% normal20 × $4617 Jul7d13.2%80%29%$1,840$7,886$40,342
Sell 20 × $46 13.2% OTM over spot $40.63 17 Jul 2026 (7d, $0.95 mid)
= $1,840 credit for the 7d cycle → $7,886/mo projected
Survival (stays ≤ $46)
80%
Breach risk
20%
POP (stays ≤ $46.95)
84%
EV / mo
+$2,860
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.2] median  ·  48% of paths whole by 9 mo (vs 41% without)  ·  ~8.3 challenges expected  ·  median CC cash $11,249
🛡 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)
-$2,993
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 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: $3.42/sh now → $2.42 mid-life (likely $2.44–$4.01)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$1.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 866 simulated challenges: the $46 strike is typically first touched on day 4 of 7, at $48 (overshoots $1.63). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4624 Jul 202610d left+$1.30/sh+$2,599
cycle +$4,439
[+$2,042…+$3,109] · 100% credit
69%
surv 54%
-$40,189 NOT
cap gain +$15,501
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202618d left+$0.46/sh+$928
cycle +$2,768
[-$188…+$1,161] · 68% credit
77%
surv 71%
-$30,797 NOT
cap gain +$24,893
Up-and-out for even (raise the cap, free)~$4924 Jul 202610d left+$0.16/sh+$324
cycle +$2,164
[-$568…+$501] · 45% credit
75%
surv 66%
-$36,552 NOT
cap gain +$19,138
Max even-money escape in the band~$5231 Jul 202618d left+$0.18/sh+$359
cycle +$2,199
[-$871…+$553] · 41% credit
78%
surv 73%
-$29,307 NOT
cap gain +$26,383
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5731 Jul 202618d left-$0.88/sh-$1,762
cycle +$78
[-$3,549…-$1,661] · 3% credit
85%
surv 83%
-$21,128 NOT
cap gain +$34,562
budget: banked $1,840 debit $1,762 (96% used ≈ 1.0 wk of income) → whole cycle still +$78 cash · rolled 20 ct earn ≈ $5,118/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$7,886/mo
vs 50% target ($7,543/mo)+5%
vs normal income ($15,086/mo)52% covered
Net income (after hedge)$6,626/mo
Downside budget
⚠ $46 is $21 below CC-SS $67.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,342
… as % of IC ($13,700)294.5%
… as % of ML ($107,700)37.5%
Recovery months (at normal income)2.7 mo
Surgical close (20 ct)$-55,750
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.92 collected) or spot ≥ $46.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $64.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.95
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
≥ $46.95
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$46.00 (≤1σ, normal week)$1,840$-42,788+$12,902+$1,820
+2.5%$47.15 (≤1σ, normal week)$-460$-42,719+$12,971-$480
+5%$48.30 (1.2σ)$-2,760$-42,650+$13,040-$2,780
SS (= V-bounce)$63.43 (3.5σ)$-33,020$-41,742+$13,948-$32,180
V-BOUNCE STRESS (stock → CC-SS $67.09, where you are whole again, by expiry)
Starting unrealized P&L: $-55,690
+ Fortress recovery (un-capped): +$54,509
− CC assignment net of premium (20 × $46): -$40,342
Total Position P&L @ SS: $-41,522 (+$14,168 vs today)
Do-nothing baseline at SS: $-9,342 (this trade vs do-nothing: $-32,180, the opportunity cost of earning $7,886/mo FIGHT income now)
100% normal17 × $4217 Jul7d3.4%61%82%$3,587$15,373+$7,487$39,067
Sell 17 × $42 3.4% OTM over spot $40.63 17 Jul 2026 (7d, $2.17 mid)
= $3,587 credit for the 7d cycle → $15,373/mo projected
Survival (stays ≤ $42)
61%
Breach risk
39%
POP (stays ≤ $44.16)
73%
EV / mo
+$3,457
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.2] median  ·  49% of paths whole by 9 mo (vs 38% without)  ·  ~23.2 challenges expected  ·  median CC cash $15,866
🛡 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)
64%
Flat exit net (mid-life)
-$14
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$56 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 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: $2.99/sh now → $2.12 mid-life (likely $2.80–$4.13)≈ $0 at expiry  |  you banked $2.11/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,911 simulated challenges: the $42 strike is typically first touched on day 2 of 7, at $44 (overshoots $1.64). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4224 Jul 202610d left+$1.14/sh+$1,937
cycle +$5,524
[+$1,264…+$1,713] · 100% credit
68%
surv 54%
-$47,341 NOT
cap gain +$8,349
Reliable up-and-out (highest cap still free ≥60%)~$4531 Jul 202618d left+$0.79/sh+$1,347
cycle +$4,934
[+$209…+$909] · 83% credit
75%
surv 66%
-$40,988 NOT
cap gain +$14,702
Max even-money escape in the band~$4731 Jul 202618d left+$0.22/sh+$367
cycle +$3,954
[-$994…-$134] · 19% credit
78%
surv 72%
-$37,848 NOT
cap gain +$17,842
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)~$4524 Jul 202610d left+$0.02/sh+$29
cycle +$3,616
[-$1,047…-$374] · 12% credit
75%
surv 67%
-$43,336 NOT
cap gain +$12,354
Safety roll (pay small debit, max POP)~$5631 Jul 202618d left-$1.33/sh-$2,258
cycle +$1,329
[-$4,578…-$3,076]
90%
surv 89%
-$21,934 NOT
cap gain +$33,756
budget: banked $3,587 debit $2,258 (63% used ≈ 0.6 wk of income) → whole cycle still +$1,329 cash · rolled 17 ct earn ≈ $2,238/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,373/mo
vs 50% target ($7,543/mo)+104%
vs normal income ($15,086/mo)102% covered
Net income (after hedge)$14,119/mo
Downside budget
⚠ $42 is $25 below CC-SS $67.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,067
… as % of IC ($13,700)285.2%
… as % of ML ($107,700)36.3%
Recovery months (at normal income)2.6 mo
Surgical close (17 ct)$-47,430
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.11 collected) or spot ≥ $44.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $64.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-44.16
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
≥ $44.16
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (≤1σ, normal week)$3,587$-49,278+$6,412+$3,570
+2.5%$43.05 (≤1σ, normal week)$1,802$-48,900+$6,790+$1,785
+5%$44.10 (≤1σ, normal week)$17$-48,522+$7,168+$0
SS (= V-bounce)$63.43 (3.5σ)$-32,844$-41,692+$13,998-$32,130
V-BOUNCE STRESS (stock → CC-SS $67.09, where you are whole again, by expiry)
Starting unrealized P&L: $-55,690
+ Fortress recovery (un-capped): +$54,509
− CC assignment net of premium (17 × $42): -$39,067
− Conservative CC assignment net of premium (3 × $63): -$1,224
Total Position P&L @ SS: $-41,472 (+$14,218 vs today)
Do-nothing baseline at SS: $-9,342 (this trade vs do-nothing: $-32,130, the opportunity cost of earning $15,373/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: 1.030 (IBKR)  |  Recovery@SS: +$54,509 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,342

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$467d17 Jul 2026$0.9220/20$7,886$6,62680%84%+$2,860-$40,342294.5%$-41,522 (vs do-nothing $-32,180)
$457d17 Jul 2026$1.1716/20$8,023$6,77176%81%+$2,730-$33,473244.3%$-36,286 (vs do-nothing $-26,944)
$45.5014d24 Jul 2026$1.7920/20$7,671$6,41173%81%+$1,721-$39,602289.1%$-40,782 (vs do-nothing $-31,440)
$447d17 Jul 2026$1.3713/20$7,633$6,38872%78%+$1,999-$28,237206.1%$-32,274 (vs do-nothing $-22,932)
$4514d24 Jul 2026$1.9918/20$7,676$6,42072%78%+$1,832-$36,181264.1%$-38,178 (vs do-nothing $-28,836)
$44.5014d24 Jul 2026$2.0917/20$7,614$6,36070%77%+$1,597-$34,851254.4%$-37,256 (vs do-nothing $-27,914)
$4521d31 Jul 2026$2.8519/20$7,736$6,47869%77%+$1,649-$36,557266.8%$-38,146 (vs do-nothing $-28,804)
$4414d24 Jul 2026$2.2916/20$7,851$6,60068%76%+$1,684-$33,281242.9%$-36,094 (vs do-nothing $-26,752)
$437d17 Jul 2026$1.7211/20$8,109$6,86867%75%+$2,004-$24,608179.6%$-29,461 (vs do-nothing $-20,119)
$4421d31 Jul 2026$3.1018/20$7,971$6,71666%75%+$1,391-$35,983262.7%$-37,980 (vs do-nothing $-28,638)
$43.5014d24 Jul 2026$2.4615/20$7,907$6,65866%75%+$1,617-$31,696231.4%$-34,917 (vs do-nothing $-25,575)
$4314d24 Jul 2026$2.6414/20$7,920$6,67364%74%+$1,540-$30,031219.2%$-33,660 (vs do-nothing $-24,318)
$4321d31 Jul 2026$3.4516/20$7,886$6,63463%74%+$1,230-$33,025241.1%$-35,838 (vs do-nothing $-26,496)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.5014d24 Jul 2026$2.8113/20$7,828$6,58362%73%+$1,398-$28,315206.7%$-32,352 (vs do-nothing $-23,010)
$427d17 Jul 2026$2.119/20$8,139$6,90261%73%+$1,830-$20,683151.0%$-26,352 (vs do-nothing $-17,010)
$4214d24 Jul 2026$3.1512/20$8,100$6,85760%72%+$1,666-$26,329192.2%$-30,774 (vs do-nothing $-21,432)
$4221d31 Jul 2026$3.8014/20$7,600$6,35360%72%+$993-$29,807217.6%$-33,436 (vs do-nothing $-24,094)
$41.5014d24 Jul 2026$3.2011/20$7,543$6,30258%71%+$1,157-$24,630179.8%$-29,483 (vs do-nothing $-20,141)
$4121d31 Jul 2026$4.2513/20$7,893$6,64857%71%+$957-$28,393207.2%$-32,430 (vs do-nothing $-23,088)
$4114d24 Jul 2026$3.4011/20$8,014$6,77456%70%+$1,023-$24,960182.2%$-29,813 (vs do-nothing $-20,471)
$417d17 Jul 2026$2.547/20$7,620$6,38855%70%+$1,478-$16,486120.3%$-22,971 (vs do-nothing $-13,629)
$40.5014d24 Jul 2026$3.6510/20$7,821$6,58354%69%+$978-$22,941167.5%$-28,202 (vs do-nothing $-18,860)
$4021d31 Jul 2026$4.7512/20$8,143$6,90053%69%+$929-$26,809195.7%$-31,254 (vs do-nothing $-21,912)
$4014d24 Jul 2026$3.9010/20$8,357$7,11952%68%+$998-$23,191169.3%$-28,452 (vs do-nothing $-19,110)
$407d17 Jul 2026$3.006/20$7,714$6,48449%67%+$1,210-$14,454105.5%$-21,348 (vs do-nothing $-12,006)

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 22:04