FORTRESS FIGHT: IREN-LC50 @ $40.80

BE SS: $63.43  |  CC-SS: $67.15  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

IREN-LC50 @ $40.80   UNDERWATER $22.63 (35.7% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.15  |  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$15,214/mo95% ann ROI on ML
Hedge rolling cost$1,260/mo
Unrealized P&L$-55,540fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,607/mo
HEDGE COVER
$1,260/mo
NORMAL INCOME
$15,214/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 $67.15 (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)
$55,089
was $55,540 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$67.68 → $67.15
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 32 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.73 (+61%) · daily UBB $64.13 · 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 ($7,607/mo); it brings $7,714/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 $15,227/mo, but breach risk rises to 40% (+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 $40,509 (296% 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 $-55,590 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, $7,714/mo (E[net] $1,859/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%$7,714$1,859

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,859/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $46 (primary), 80% survival, breach 20%, $7,714/mo.
Stay at the pick. Stepping safer (the $47 rung (33% normal) lifts survival to 83% (breach 20% → 17%) for $2,469/mo less (32% income)) buys little extra safety; the income is doing real work covering the bleed.
IREN  spot $40.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $5417 Jul7d32.4%96%9%$304$1,303-$6,411$24,690
Sell 19 × $54 32.4% OTM over spot $40.80 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
+$743
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.5] median  ·  47% of paths whole by 9 mo (vs 46% without)  ·  ~1.4 challenges expected  ·  median CC cash $-2,089
🛡 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)
-$5,182
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: $4.08/sh now → $2.89 mid-life (likely $2.14–$3.91)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$2.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 150 simulated challenges: the $54 strike is typically first touched on day 5 of 7, at $56 (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 (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+$1.89/sh+$3,589
cycle +$3,893
[+$3,790…+$5,000] · 100% credit
69%
surv 54%
-$24,364 NOT
cap gain +$31,176
Max even-money escape in the band~$6331 Jul 202618d left+$0.23/sh+$445
cycle +$749
[-$10…+$1,891] · 75% credit
80%
surv 75%
-$8,521 NOT
cap gain +$47,019
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)~$5824 Jul 202610d left+$0.08/sh+$143
cycle +$447
[-$227…+$1,309] · 65% credit
75%
surv 68%
-$19,133 NOT
cap gain +$36,407
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 ($7,607/mo)-83%
vs normal income ($15,214/mo)9% covered
Net income (after hedge)$69/mo
Downside budget
⚠ $54 is $13 below CC-SS $67.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,690
… as % of IC ($13,700)180.2%
… as % of ML ($107,700)22.9%
Recovery months (at normal income)1.6 mo
Surgical close (19 ct)$-52,792
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 $64.13 (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)$304$-27,953+$27,587+$76
+2.5%$55.35 (2.2σ)$-2,261$-27,729+$27,811-$2,489
+5%$56.70 (2.4σ)$-4,826$-27,505+$28,035-$5,054
SS (= V-bounce)$63.43 (3.5σ)$-17,613$-26,430+$29,110-$17,024
V-BOUNCE STRESS (stock → CC-SS $67.15, where you are whole again, by expiry)
Starting unrealized P&L: $-55,540
+ Fortress recovery (un-capped): +$54,449
− CC assignment net of premium (19 × $54): -$24,690
− Conservative CC assignment net of premium (1 × $63): -$403
Total Position P&L @ SS: $-26,185 (+$29,355 vs today)
Do-nothing baseline at SS: $-9,161 (this trade vs do-nothing: $-17,024, the opportunity cost of earning $1,303/mo FIGHT income now)
🛡 safe yield20 × $5017 Jul7d22.5%91%19%$740$3,171-$4,543$33,569
Sell 20 × $50 22.5% OTM over spot $40.80 17 Jul 2026 (7d, $0.40 mid)
= $740 credit for the 7d cycle → $3,171/mo projected
Survival (stays ≤ $50)
91%
Breach risk
9%
POP (stays ≤ $50.40)
91%
EV / mo
+$1,417
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.1-4.4] median  ·  48% of paths whole by 9 mo (vs 45% without)  ·  ~3.7 challenges expected  ·  median CC cash $2,478
🛡 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)
-$4,408
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$60 @ 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: $3.64/sh now → $2.57 mid-life (likely $2.23–$3.89)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$2.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 378 simulated challenges: the $50 strike is typically first touched on day 5 of 7, at $52 (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)~$5024 Jul 202610d left+$1.68/sh+$3,365
cycle +$4,105
[+$3,379…+$4,539] · 100% credit
69%
surv 54%
-$32,428 NOT
cap gain +$23,112
Reliable up-and-out (highest cap still free ≥60%)~$5731 Jul 202618d left+$0.36/sh+$711
cycle +$1,451
[-$112…+$1,489] · 73% credit
79%
surv 73%
-$20,206 NOT
cap gain +$35,334
Max even-money escape in the band~$5831 Jul 202618d left+$0.13/sh+$264
cycle +$1,004
[-$633…+$1,036] · 59% credit
80%
surv 75%
-$18,588 NOT
cap gain +$36,952
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+$0.08/sh+$163
cycle +$903
[-$520…+$795] · 57% credit
75%
surv 67%
-$27,986 NOT
cap gain +$27,554
Safety roll (pay small debit, max POP)~$6031 Jul 202618d left-$0.35/sh-$700
cycle +$40
[-$1,814…+$13] · 25% credit
82%
surv 79%
-$15,420 NOT
cap gain +$40,120
budget: banked $740 debit $700 (95% used ≈ 1.0 wk of income) → whole cycle still +$40 cash · rolled 20 ct earn ≈ $7,414/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$3,171/mo
vs 50% target ($7,607/mo)-58%
vs normal income ($15,214/mo)21% covered
Net income (after hedge)$1,911/mo
Downside budget
⚠ $50 is $17 below CC-SS $67.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,569
… as % of IC ($13,700)245.0%
… as % of ML ($107,700)31.2%
Recovery months (at normal income)2.2 mo
Surgical close (20 ct)$-55,590
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 $0.37 collected) or spot ≥ $50.40 (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 $64.13 (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
$50-50.40
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
≥ $50.40
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)$740$-35,793+$19,747+$500
+2.5%$51.25 (1.6σ)$-1,760$-35,710+$19,830-$2,000
+5%$52.50 (1.8σ)$-4,260$-35,628+$19,912-$4,500
SS (= V-bounce)$63.43 (3.5σ)$-26,120$-34,906+$20,634-$25,500
V-BOUNCE STRESS (stock → CC-SS $67.15, where you are whole again, by expiry)
Starting unrealized P&L: $-55,540
+ Fortress recovery (un-capped): +$54,449
− CC assignment net of premium (20 × $50): -$33,569
Total Position P&L @ SS: $-34,661 (+$20,879 vs today)
Do-nothing baseline at SS: $-9,161 (this trade vs do-nothing: $-25,500, the opportunity cost of earning $3,171/mo FIGHT income now)
33% normal17 × $4717 Jul7d15.2%83%35%$1,224$5,246-$2,469$33,039
Sell 17 × $47 15.2% OTM over spot $40.80 17 Jul 2026 (7d, $0.74 mid)
= $1,224 credit for the 7d cycle → $5,246/mo projected
Survival (stays ≤ $47)
83%
Breach risk
17%
POP (stays ≤ $47.74)
85%
EV / mo
+$1,829
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-4.5] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  46% of paths whole by 9 mo (vs 41% without)  ·  ~7.4 challenges expected  ·  median CC cash $6,132
🛡 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)
25%
Flat exit net (mid-life)
-$2,771
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$58 @ 85% POP
82% 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: $3.32/sh now → $2.35 mid-life (likely $2.37–$3.74)≈ $0 at expiry  |  you banked $0.72/sh, so a flat mid-life exit nets -$1.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 758 simulated challenges: the $47 strike is typically first touched on day 4 of 7, at $49 (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 (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4724 Jul 202610d left+$1.53/sh+$2,609
cycle +$3,833
[+$2,339…+$3,099] · 100% credit
69%
surv 54%
-$38,862 NOT
cap gain +$16,678
Reliable up-and-out (highest cap still free ≥60%)~$5231 Jul 202618d left+$0.70/sh+$1,193
cycle +$2,417
[+$472…+$1,563] · 91% credit
77%
surv 70%
-$29,535 NOT
cap gain +$26,005
Up-and-out for even (raise the cap, free)~$5024 Jul 202610d left+$0.13/sh+$228
cycle +$1,452
[-$429…+$474] · 46% credit
75%
surv 67%
-$34,632 NOT
cap gain +$20,908
Max even-money escape in the band~$5431 Jul 202618d left+$0.16/sh+$267
cycle +$1,491
[-$618…+$532] · 44% credit
79%
surv 74%
-$26,329 NOT
cap gain +$29,211
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5831 Jul 202618d left-$0.66/sh-$1,123
cycle +$101
[-$2,320…-$982] · 7% credit
85%
surv 82%
-$19,454 NOT
cap gain +$36,086
budget: banked $1,224 debit $1,123 (92% used ≈ 0.9 wk of income) → whole cycle still +$101 cash · rolled 17 ct earn ≈ $4,787/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$5,246/mo
vs 50% target ($7,607/mo)-31%
vs normal income ($15,214/mo)34% covered
Net income (after hedge)$4,063/mo
Downside budget
⚠ $47 is $20 below CC-SS $67.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,039
… as % of IC ($13,700)241.2%
… as % of ML ($107,700)30.7%
Recovery months (at normal income)2.2 mo
Surgical close (17 ct)$-47,252
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.72 collected) or spot ≥ $47.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $64.13 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.74
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $47.74
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$47.00 (≤1σ, normal week)$1,224$-41,471+$14,069+$1,020
+2.5%$48.17 (1.1σ)$-773$-41,041+$14,499-$977
+5%$49.35 (1.3σ)$-2,771$-40,611+$14,929-$2,975
SS (= V-bounce)$63.43 (3.5σ)$-26,707$-35,586+$19,954-$26,180
V-BOUNCE STRESS (stock → CC-SS $67.15, where you are whole again, by expiry)
Starting unrealized P&L: $-55,540
+ Fortress recovery (un-capped): +$54,449
− CC assignment net of premium (17 × $47): -$33,039
− Conservative CC assignment net of premium (3 × $63): -$1,210
Total Position P&L @ SS: $-35,341 (+$20,199 vs today)
Do-nothing baseline at SS: $-9,161 (this trade vs do-nothing: $-26,180, the opportunity cost of earning $5,246/mo FIGHT income now)
🎯 50% normal20 × $4617 Jul7d12.7%80%30%$1,800$7,714$40,509
Sell 20 × $46 12.7% OTM over spot $40.80 17 Jul 2026 (7d, $0.93 mid)
= $1,800 credit for the 7d cycle → $7,714/mo projected
Survival (stays ≤ $46)
80%
Breach risk
20%
POP (stays ≤ $46.92)
83%
EV / mo
+$2,443
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.3] median, 0.1 mo faster than no FIGHT (2.8 mo)  ·  46% of paths whole by 9 mo (vs 41% without)  ·  ~8.9 challenges expected  ·  median CC cash $10,947
🛡 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)
30%
Flat exit net (mid-life)
-$2,754
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: $3.22/sh now → $2.28 mid-life (likely $2.39–$3.80)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 900 simulated challenges: the $46 strike is typically first touched on day 4 of 7, at $48 (overshoots $1.66). 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+$1.49/sh+$2,974
cycle +$4,774
[+$2,605…+$3,504] · 100% credit
69%
surv 54%
-$40,023 NOT
cap gain +$15,517
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202618d left+$0.63/sh+$1,262
cycle +$3,062
[+$320…+$1,449] · 85% credit
77%
surv 70%
-$30,992 NOT
cap gain +$24,548
Up-and-out for even (raise the cap, free)~$4924 Jul 202610d left+$0.10/sh+$192
cycle +$1,992
[-$666…+$327] · 37% credit
75%
surv 67%
-$36,193 NOT
cap gain +$19,347
Max even-money escape in the band~$5331 Jul 202618d left+$0.09/sh+$189
cycle +$1,989
[-$962…+$315] · 33% credit
80%
surv 75%
-$27,932 NOT
cap gain +$27,608
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-$0.70/sh-$1,407
cycle +$393
[-$2,963…-$1,373] · 5% credit
85%
surv 83%
-$21,264 NOT
cap gain +$34,276
budget: banked $1,800 debit $1,407 (78% used ≈ 0.8 wk of income) → whole cycle still +$393 cash · rolled 20 ct earn ≈ $5,246/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$7,714/mo
vs 50% target ($7,607/mo)+1%
vs normal income ($15,214/mo)51% covered
Net income (after hedge)$6,454/mo
Downside budget
⚠ $46 is $21 below CC-SS $67.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,509
… as % of IC ($13,700)295.7%
… as % of ML ($107,700)37.6%
Recovery months (at normal income)2.7 mo
Surgical close (20 ct)$-55,590
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 $0.90 collected) or spot ≥ $46.92 (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 $64.13 (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
$46-46.92
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
≥ $46.92
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)$1,800$-42,997+$12,543+$1,560
+2.5%$47.15 (≤1σ, normal week)$-500$-42,921+$12,619-$740
+5%$48.30 (1.2σ)$-2,800$-42,845+$12,695-$3,040
SS (= V-bounce)$63.43 (3.5σ)$-33,060$-41,846+$13,694-$32,440
V-BOUNCE STRESS (stock → CC-SS $67.15, where you are whole again, by expiry)
Starting unrealized P&L: $-55,540
+ Fortress recovery (un-capped): +$54,449
− CC assignment net of premium (20 × $46): -$40,509
Total Position P&L @ SS: $-41,601 (+$13,939 vs today)
Do-nothing baseline at SS: $-9,161 (this trade vs do-nothing: $-32,440, the opportunity cost of earning $7,714/mo FIGHT income now)
100% normal17 × $4217 Jul7d2.9%60%84%$3,553$15,227+$7,513$39,210
Sell 17 × $42 2.9% OTM over spot $40.80 17 Jul 2026 (7d, $2.13 mid)
= $3,553 credit for the 7d cycle → $15,227/mo projected
Survival (stays ≤ $42)
60%
Breach risk
40%
POP (stays ≤ $44.13)
72%
EV / mo
+$2,897
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.4] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~24.2 challenges expected  ·  median CC cash $15,833
🛡 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)
66%
Flat exit net (mid-life)
+$160
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: $2.82/sh now → $2.00 mid-life (likely $2.67–$3.94)≈ $0 at expiry  |  you banked $2.09/sh, so a flat mid-life exit nets +$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,977 simulated challenges: the $42 strike is typically first touched on day 2 of 7, at $44 (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 (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+$1.30/sh+$2,213
cycle +$5,766
[+$1,772…+$2,097] · 100% credit
69%
surv 54%
-$47,259 NOT
cap gain +$8,281
Reliable up-and-out (highest cap still free ≥60%)~$4631 Jul 202618d left+$0.67/sh+$1,139
cycle +$4,692
[+$77…+$725] · 79% credit
76%
surv 69%
-$39,656 NOT
cap gain +$15,884
Up-and-out for even (raise the cap, free)~$4524 Jul 202610d left+$0.13/sh+$217
cycle +$3,770
[-$714…-$153] · 17% credit
75%
surv 66%
-$43,676 NOT
cap gain +$11,864
Max even-money escape in the band~$4831 Jul 202618d left+$0.03/sh+$46
cycle +$3,599
[-$1,331…-$490] · 11% credit
79%
surv 74%
-$36,617 NOT
cap gain +$18,923
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5631 Jul 202618d left-$1.18/sh-$2,000
cycle +$1,553
[-$4,128…-$2,774]
90%
surv 89%
-$22,134 NOT
cap gain +$33,406
budget: banked $3,553 debit $2,000 (56% used ≈ 0.6 wk of income) → whole cycle still +$1,553 cash · rolled 17 ct earn ≈ $2,322/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$15,227/mo
vs 50% target ($7,607/mo)+100%
vs normal income ($15,214/mo)100% covered
Net income (after hedge)$14,044/mo
Downside budget
⚠ $42 is $25 below CC-SS $67.15: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,210
… as % of IC ($13,700)286.2%
… as % of ML ($107,700)36.4%
Recovery months (at normal income)2.6 mo
Surgical close (17 ct)$-47,277
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.09 collected) or spot ≥ $44.13 (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 $64.13 (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
$42-44.13
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
≥ $44.13
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)$3,553$-49,472+$6,068+$3,349
+2.5%$43.05 (≤1σ, normal week)$1,768$-49,088+$6,453+$1,564
+5%$44.10 (≤1σ, normal week)$-17$-48,703+$6,837-$221
SS (= V-bounce)$63.43 (3.5σ)$-32,878$-41,757+$13,783-$32,351
V-BOUNCE STRESS (stock → CC-SS $67.15, where you are whole again, by expiry)
Starting unrealized P&L: $-55,540
+ Fortress recovery (un-capped): +$54,449
− CC assignment net of premium (17 × $42): -$39,210
− Conservative CC assignment net of premium (3 × $63): -$1,210
Total Position P&L @ SS: $-41,512 (+$14,028 vs today)
Do-nothing baseline at SS: $-9,161 (this trade vs do-nothing: $-32,351, the opportunity cost of earning $15,227/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: 1.033 (IBKR)  |  Recovery@SS: +$54,449 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,161

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$467d17 Jul 2026$0.9020/20$7,714$6,45480%83%+$2,443-$40,509295.7%$-41,601 (vs do-nothing $-32,440)
$457d17 Jul 2026$1.1216/20$7,680$6,52376%80%+$2,180-$33,655245.7%$-36,361 (vs do-nothing $-27,200)
$45.5014d24 Jul 2026$1.8819/20$7,654$6,42073%79%+$1,873-$37,572274.2%$-39,067 (vs do-nothing $-29,906)
$447d17 Jul 2026$1.3913/20$7,744$6,66471%77%+$1,958-$28,294206.5%$-32,210 (vs do-nothing $-23,049)
$4514d24 Jul 2026$1.9719/20$8,021$6,78671%78%+$1,711-$38,351279.9%$-39,846 (vs do-nothing $-30,685)
$44.5014d24 Jul 2026$2.1217/20$7,723$6,54069%77%+$1,566-$34,909254.8%$-37,211 (vs do-nothing $-28,050)
$4521d31 Jul 2026$2.8819/20$7,817$6,58369%77%+$1,608-$36,622267.3%$-38,117 (vs do-nothing $-28,956)
$4414d24 Jul 2026$2.2816/20$7,817$6,66067%76%+$1,505-$33,399243.8%$-36,105 (vs do-nothing $-26,944)
$4421d31 Jul 2026$3.1517/20$7,650$6,46766%75%+$1,308-$34,008248.2%$-36,310 (vs do-nothing $-27,149)
$437d17 Jul 2026$1.7111/20$8,061$7,03366%74%+$1,778-$24,689180.2%$-29,412 (vs do-nothing $-20,251)
$43.5014d24 Jul 2026$2.4615/20$7,907$6,77666%75%+$1,468-$31,792232.1%$-34,901 (vs do-nothing $-25,740)
$4314d24 Jul 2026$2.7114/20$8,130$7,02464%74%+$1,598-$30,022219.1%$-33,535 (vs do-nothing $-24,374)
$4321d31 Jul 2026$3.5515/20$7,607$6,47663%73%+$1,238-$30,907225.6%$-34,016 (vs do-nothing $-24,855)
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$2.9113/20$8,106$7,02662%73%+$1,522-$28,268206.3%$-32,184 (vs do-nothing $-23,023)
$427d17 Jul 2026$2.099/20$8,061$7,08460%72%+$1,534-$20,758151.5%$-26,288 (vs do-nothing $-17,127)
$4221d31 Jul 2026$3.8015/20$8,143$7,01160%72%+$917-$32,032233.8%$-35,141 (vs do-nothing $-25,980)
$4214d24 Jul 2026$3.1012/20$7,971$6,91760%72%+$1,382-$26,465193.2%$-30,785 (vs do-nothing $-21,624)
$41.5014d24 Jul 2026$3.3011/20$7,779$6,75057%71%+$1,238-$24,590179.5%$-29,313 (vs do-nothing $-20,152)
$4121d31 Jul 2026$4.3513/20$8,079$6,99956%70%+$999-$28,346206.9%$-32,262 (vs do-nothing $-23,101)
$4114d24 Jul 2026$3.5510/20$7,607$6,60455%70%+$1,179-$22,605165.0%$-27,731 (vs do-nothing $-18,570)
$417d17 Jul 2026$2.528/20$8,640$7,68954%69%+$1,359-$18,908138.0%$-24,841 (vs do-nothing $-15,680)
$40.5014d24 Jul 2026$3.8010/20$8,143$7,14053%69%+$1,203-$22,855166.8%$-27,981 (vs do-nothing $-18,820)
$4021d31 Jul 2026$4.8012/20$8,229$7,17453%69%+$868-$26,825195.8%$-31,145 (vs do-nothing $-21,984)
$4014d24 Jul 2026$4.059/20$7,811$6,83451%68%+$1,078-$20,794151.8%$-26,324 (vs do-nothing $-17,163)
$407d17 Jul 2026$3.006/20$7,714$6,81448%66%+$951-$14,493105.8%$-21,233 (vs do-nothing $-12,072)

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 22:25