FORTRESS FIGHT: IREN-LC50 @ $40.73

BE SS: $63.43  |  CC-SS: $67.34  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

IREN-LC50 @ $40.73   UNDERWATER $22.70 (35.8% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.34  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$107,700(ND $6.85 + SW $47) x 2000
Normal income ref$16,223/mo95% ann ROI on ML
Hedge rolling cost$1,287/mo
Unrealized P&L$-56,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,112/mo
HEDGE COVER
$1,287/mo
NORMAL INCOME
$16,223/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $13,700
ML VELOCITY
6.6 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.34 (probe: $67C 13d) brings only $46/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)
$55,649
was $56,100 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$67.92 → $67.34
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 $64.14 · 1-wk expected move ±$6 (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 / 6d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($8,112/mo); it brings $8,500/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 19 × $43/6d for $16,340/mo, but breach risk rises to 32% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $53/6d (97% survival, $1,300/mo).
Downside anchor: the primary mortgages $40,980 (299% 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 $-56,170 and cuts bleed by $1,287/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 (6d) · sell 20 × $46, 83% survival, $8,500/mo (E[net] $2,237/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 · 6d20 × $4683%$8,500$2,237

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,237/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $46 (primary), 83% survival, breach 17%, $8,500/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $47 rung (33% normal) lifts survival to 86% (breach 17% → 14%) for $2,890/mo less (34% income) buys safety you do not really need here.
IREN  spot $40.73 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $5317 Jul6d30.1%97%6%$260$1,300-$7,200$28,420
Sell 20 × $53 30.1% OTM over spot $40.73 17 Jul 2026 (6d, $0.16 mid)
= $260 credit for the 6d cycle → $1,300/mo projected
Survival (stays ≤ $53)
97%
Breach risk
3%
POP (stays ≤ $53.16)
97%
EV / mo
+$962
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-4.2] median  ·  41% of paths whole by 9 mo (vs 40% without)  ·  ~1.3 challenges expected  ·  median CC cash $-2,576
🛡 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)
4%
Flat exit net (mid-life)
-$5,593
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$62 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.14/sh now → $2.93 mid-life (likely $2.17–$3.96)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$2.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 113 simulated challenges: the $53 strike is typically first touched on day 5 of 6, at $55 (overshoots $1.70). 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)~$5324 Jul 202610d left+$1.77/sh+$3,539
cycle +$3,799
[+$3,950…+$4,975] · 100% credit
69%
surv 54%
-$26,986 NOT
cap gain +$29,114
Up-and-out for even (raise the cap, free)~$5724 Jul 202610d left+$0.11/sh+$228
cycle +$488
[-$138…+$1,423] · 73% credit
76%
surv 68%
-$21,494 NOT
cap gain +$34,606
Max even-money escape in the band~$6231 Jul 202617d left+$0.05/sh+$110
cycle +$370
[-$356…+$1,563] · 66% credit
81%
surv 76%
-$11,292 NOT
cap gain +$44,808
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$1,300/mo
vs 50% target ($8,112/mo)-84%
vs normal income ($16,223/mo)8% covered
Net income (after hedge)$13/mo
Downside budget
⚠ $53 is $14 below CC-SS $67.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,420
… as % of IC ($13,700)207.4%
… as % of ML ($107,700)26.4%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-56,160
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $53.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $53)); 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 $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-53.16
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
≥ $53.16
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$53.00 (2.1σ)$260$-30,525+$25,575+$60
+2.5%$54.32 (2.3σ)$-2,390$-30,440+$25,660-$2,590
+5%$55.65 (2.5σ)$-5,040$-30,355+$25,745-$5,240
SS (= V-bounce)$63.43 (3.8σ)$-20,600$-29,858+$26,242-$19,940
V-BOUNCE STRESS (stock → CC-SS $67.34, where you are whole again, by expiry)
Starting unrealized P&L: $-56,100
+ Fortress recovery (un-capped): +$54,913
− CC assignment net of premium (20 × $53): -$28,420
Total Position P&L @ SS: $-29,607 (+$26,493 vs today)
Do-nothing baseline at SS: $-9,667 (this trade vs do-nothing: $-19,940, the opportunity cost of earning $1,300/mo FIGHT income now)
🛡 safe yield20 × $4917 Jul6d20.3%92%17%$800$4,000-$4,500$35,880
Sell 20 × $49 20.3% OTM over spot $40.73 17 Jul 2026 (6d, $0.42 mid)
= $800 credit for the 6d cycle → $4,000/mo projected
Survival (stays ≤ $49)
92%
Breach risk
8%
POP (stays ≤ $49.42)
93%
EV / mo
+$2,613
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.4-3.8] median  ·  48% of paths whole by 9 mo (vs 44% without)  ·  ~3.6 challenges expected  ·  median CC cash $5,277
🛡 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)
-$4,400
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$58 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.68/sh now → $2.60 mid-life (likely $2.25–$3.83)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$2.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 348 simulated challenges: the $49 strike is typically first touched on day 4 of 6, at $51 (overshoots $1.58). 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)~$4924 Jul 202610d left+$1.58/sh+$3,152
cycle +$3,952
[+$2,951…+$4,277] · 100% credit
69%
surv 54%
-$35,089 NOT
cap gain +$21,011
Max even-money escape in the band~$5631 Jul 202617d left+$0.29/sh+$586
cycle +$1,386
[-$294…+$1,507] · 67% credit
80%
surv 74%
-$22,660 NOT
cap gain +$33,440
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)~$5324 Jul 202610d left+$0.02/sh+$50
cycle +$850
[-$724…+$778] · 52% credit
76%
surv 68%
-$30,420 NOT
cap gain +$25,680
Safety roll (pay small debit, max POP)~$5831 Jul 202617d left-$0.21/sh-$428
cycle +$372
[-$1,460…+$388] · 36% credit
82%
surv 78%
-$19,546 NOT
cap gain +$36,554
budget: banked $800 debit $428 (53% used ≈ 0.5 wk of income) → whole cycle still +$372 cash · rolled 20 ct earn ≈ $8,421/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,000/mo
vs 50% target ($8,112/mo)-51%
vs normal income ($16,223/mo)25% covered
Net income (after hedge)$2,713/mo
Downside budget
⚠ $49 is $18 below CC-SS $67.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,880
… as % of IC ($13,700)261.9%
… as % of ML ($107,700)33.3%
Recovery months (at normal income)2.2 mo
Surgical close (20 ct)$-56,140
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 $0.40 collected) or spot ≥ $49.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $49)); 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 $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-49.42
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $49.42
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$49.00 (1.4σ)$800$-38,241+$17,859+$600
+2.5%$50.22 (1.6σ)$-1,650$-38,163+$17,937-$1,850
+5%$51.45 (1.8σ)$-4,100$-38,084+$18,016-$4,300
SS (= V-bounce)$63.43 (3.8σ)$-28,060$-37,318+$18,782-$27,400
V-BOUNCE STRESS (stock → CC-SS $67.34, where you are whole again, by expiry)
Starting unrealized P&L: $-56,100
+ Fortress recovery (un-capped): +$54,913
− CC assignment net of premium (20 × $49): -$35,880
Total Position P&L @ SS: $-37,067 (+$19,033 vs today)
Do-nothing baseline at SS: $-9,667 (this trade vs do-nothing: $-27,400, the opportunity cost of earning $4,000/mo FIGHT income now)
33% normal17 × $4717 Jul6d15.4%86%28%$1,122$5,610-$2,890$33,456
Sell 17 × $47 15.4% OTM over spot $40.73 17 Jul 2026 (6d, $0.69 mid)
= $1,122 credit for the 6d cycle → $5,610/mo projected
Survival (stays ≤ $47)
86%
Breach risk
14%
POP (stays ≤ $47.69)
89%
EV / mo
+$3,204
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-4.4] median, 0.3 mo faster than no FIGHT (2.9 mo)  ·  46% of paths whole by 9 mo (vs 38% without)  ·  ~6.7 challenges expected  ·  median CC cash $9,043
🛡 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)
22%
Flat exit net (mid-life)
-$3,031
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 84% POP
81% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.45/sh now → $2.44 mid-life (likely $2.24–$3.85)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$1.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $47 strike is typically first touched on day 4 of 6, at $49 (overshoots $1.54). 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+$1.48/sh+$2,521
cycle +$3,643
[+$2,132…+$3,213] · 100% credit
69%
surv 54%
-$39,496 NOT
cap gain +$16,604
Reliable up-and-out (highest cap still free ≥60%)~$5231 Jul 202617d left+$0.73/sh+$1,245
cycle +$2,367
[+$415…+$1,728] · 86% credit
78%
surv 70%
-$29,905 NOT
cap gain +$26,195
Up-and-out for even (raise the cap, free)~$5024 Jul 202610d left+$0.12/sh+$211
cycle +$1,333
[-$580…+$579] · 49% credit
75%
surv 67%
-$35,067 NOT
cap gain +$21,033
Max even-money escape in the band~$5431 Jul 202617d left+$0.15/sh+$260
cycle +$1,382
[-$726…+$700] · 49% credit
80%
surv 75%
-$26,762 NOT
cap gain +$29,338
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 202617d left-$0.64/sh-$1,091
cycle +$31
[-$2,374…-$680] · 12% credit
84%
surv 81%
-$21,921 NOT
cap gain +$34,179
budget: banked $1,122 debit $1,091 (97% used ≈ 0.8 wk of income) → whole cycle still +$31 cash · rolled 17 ct earn ≈ $5,404/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$5,610/mo
vs 50% target ($8,112/mo)-31%
vs normal income ($16,223/mo)35% covered
Net income (after hedge)$4,392/mo
Downside budget
⚠ $47 is $20 below CC-SS $67.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,456
… as % of IC ($13,700)244.2%
… as % of ML ($107,700)31.1%
Recovery months (at normal income)2.1 mo
Surgical close (17 ct)$-47,736
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.66 collected) or spot ≥ $47.69 (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 $64.14 (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
$47-47.69
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
≥ $47.69
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 (1.1σ)$1,122$-42,017+$14,083+$952
+2.5%$48.17 (1.3σ)$-875$-41,589+$14,511-$1,045
+5%$49.35 (1.5σ)$-2,873$-41,162+$14,938-$3,043
SS (= V-bounce)$63.43 (3.8σ)$-26,809$-36,166+$19,934-$26,248
V-BOUNCE STRESS (stock → CC-SS $67.34, where you are whole again, by expiry)
Starting unrealized P&L: $-56,100
+ Fortress recovery (un-capped): +$54,913
− CC assignment net of premium (17 × $47): -$33,456
− Conservative CC assignment net of premium (3 × $63): -$1,272
Total Position P&L @ SS: $-35,915 (+$20,185 vs today)
Do-nothing baseline at SS: $-9,667 (this trade vs do-nothing: $-26,248, the opportunity cost of earning $5,610/mo FIGHT income now)
🎯 50% normal20 × $4617 Jul6d12.9%83%26%$1,700$8,500$40,980
Sell 20 × $46 12.9% OTM over spot $40.73 17 Jul 2026 (6d, $0.89 mid)
= $1,700 credit for the 6d cycle → $8,500/mo projected
Survival (stays ≤ $46)
83%
Breach risk
17%
POP (stays ≤ $46.88)
86%
EV / mo
+$4,494
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.2] median  ·  51% of paths whole by 9 mo (vs 44% without)  ·  ~8.1 challenges expected  ·  median CC cash $14,777
🛡 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)
26%
Flat exit net (mid-life)
-$3,033
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 86% POP
84% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.35/sh now → $2.37 mid-life (likely $2.42–$3.86)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 794 simulated challenges: the $46 strike is typically first touched on day 4 of 6, at $48 (overshoots $1.53). 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+$1.44/sh+$2,875
cycle +$4,575
[+$2,324…+$3,327] · 100% credit
69%
surv 54%
-$40,658 NOT
cap gain +$15,442
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202617d left+$0.66/sh+$1,314
cycle +$3,014
[+$246…+$1,624] · 83% credit
78%
surv 71%
-$31,352 NOT
cap gain +$24,748
Up-and-out for even (raise the cap, free)~$4924 Jul 202610d left+$0.08/sh+$169
cycle +$1,869
[-$841…+$355] · 36% credit
76%
surv 67%
-$36,625 NOT
cap gain +$19,475
Max even-money escape in the band~$5331 Jul 202617d left+$0.09/sh+$172
cycle +$1,872
[-$1,098…+$380] · 35% credit
81%
surv 76%
-$28,366 NOT
cap gain +$27,734
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 202617d left-$0.78/sh-$1,555
cycle +$145
[-$3,250…-$1,476] · 5% credit
86%
surv 84%
-$21,837 NOT
cap gain +$34,263
budget: banked $1,700 debit $1,555 (91% used ≈ 0.8 wk of income) → whole cycle still +$145 cash · rolled 20 ct earn ≈ $5,609/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$8,500/mo
vs 50% target ($8,112/mo)+5%
vs normal income ($16,223/mo)52% covered
Net income (after hedge)$7,213/mo
Downside budget
⚠ $46 is $21 below CC-SS $67.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,980
… as % of IC ($13,700)299.1%
… as % of ML ($107,700)38.1%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-56,170
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 ≥ $46.88 (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
$46-46.88
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
≥ $46.88
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$46.00 (≤1σ, normal week)$1,700$-43,533+$12,567+$1,500
+2.5%$47.15 (1.1σ)$-600$-43,459+$12,641-$800
+5%$48.30 (1.3σ)$-2,900$-43,386+$12,714-$3,100
SS (= V-bounce)$63.43 (3.8σ)$-33,160$-42,418+$13,682-$32,500
V-BOUNCE STRESS (stock → CC-SS $67.34, where you are whole again, by expiry)
Starting unrealized P&L: $-56,100
+ Fortress recovery (un-capped): +$54,913
− CC assignment net of premium (20 × $46): -$40,980
Total Position P&L @ SS: $-42,167 (+$13,933 vs today)
Do-nothing baseline at SS: $-9,667 (this trade vs do-nothing: $-32,500, the opportunity cost of earning $8,500/mo FIGHT income now)
100% normal19 × $4317 Jul6d5.6%68%68%$3,268$16,340+$7,840$42,978
Sell 19 × $43 5.6% OTM over spot $40.73 17 Jul 2026 (6d, $1.75 mid)
= $3,268 credit for the 6d cycle → $16,340/mo projected
Survival (stays ≤ $43)
68%
Breach risk
32%
POP (stays ≤ $44.74)
77%
EV / mo
+$6,348
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-3.8] median, 0.2 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  55% of paths whole by 9 mo (vs 40% without)  ·  ~17.5 challenges expected  ·  median CC cash $20,805
🛡 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)
51%
Flat exit net (mid-life)
-$803
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.03/sh now → $2.14 mid-life (likely $2.58–$3.99)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,519 simulated challenges: the $43 strike is typically first touched on day 3 of 6, at $45 (overshoots $1.50). 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)~$4324 Jul 202610d left+$1.30/sh+$2,478
cycle +$5,746
[+$1,722…+$2,462] · 100% credit
69%
surv 54%
-$45,669 NOT
cap gain +$10,431
Reliable up-and-out (highest cap still free ≥60%)~$4731 Jul 202617d left+$0.75/sh+$1,430
cycle +$4,698
[+$130…+$1,248] · 78% credit
77%
surv 69%
-$37,914 NOT
cap gain +$18,186
Max even-money escape in the band~$4831 Jul 202617d left+$0.44/sh+$838
cycle +$4,106
[-$575…+$578] · 51% credit
78%
surv 72%
-$36,442 NOT
cap gain +$19,658
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)~$4624 Jul 202610d left+$0.15/sh+$284
cycle +$3,552
[-$922…+$39] · 26% credit
75%
surv 66%
-$42,156 NOT
cap gain +$13,944
Safety roll (pay small debit, max POP)~$5731 Jul 202617d left-$1.27/sh-$2,415
cycle +$853
[-$4,822…-$2,987]
91%
surv 90%
-$21,120 NOT
cap gain +$34,980
budget: banked $3,268 debit $2,415 (74% used ≈ 0.6 wk of income) → whole cycle still +$853 cash · rolled 19 ct earn ≈ $2,921/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$16,340/mo
vs 50% target ($8,112/mo)+101%
vs normal income ($16,223/mo)101% covered
Net income (after hedge)$15,076/mo
Downside budget
⚠ $43 is $24 below CC-SS $67.34: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,978
… as % of IC ($13,700)313.7%
… as % of ML ($107,700)39.9%
Recovery months (at normal income)2.6 mo
Surgical close (19 ct)$-53,342
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.72 collected) or spot ≥ $44.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); 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 $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-44.74
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
≥ $44.74
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$43.00 (≤1σ, normal week)$3,268$-48,147+$7,953+$3,078
+2.5%$44.07 (≤1σ, normal week)$1,226$-47,971+$8,129+$1,036
+5%$45.15 (≤1σ, normal week)$-817$-47,794+$8,306-$1,007
SS (= V-bounce)$63.43 (3.8σ)$-35,549$-44,840+$11,260-$34,922
V-BOUNCE STRESS (stock → CC-SS $67.34, where you are whole again, by expiry)
Starting unrealized P&L: $-56,100
+ Fortress recovery (un-capped): +$54,913
− CC assignment net of premium (19 × $43): -$42,978
− Conservative CC assignment net of premium (1 × $63): -$424
Total Position P&L @ SS: $-44,589 (+$11,511 vs today)
Do-nothing baseline at SS: $-9,667 (this trade vs do-nothing: $-34,922, the opportunity cost of earning $16,340/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: 1.032 (IBKR)  |  Recovery@SS: +$54,913 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,667

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$466d17 Jul 2026$0.8520/20$8,500$7,21383%86%+$4,494-$40,980299.1%$-42,167 (vs do-nothing $-32,500)
$456d17 Jul 2026$1.1215/20$8,400$7,22878%83%+$4,195-$31,830232.3%$-35,137 (vs do-nothing $-25,470)
$45.5013d24 Jul 2026$1.8120/20$8,354$7,06774%80%+$2,700-$40,060292.4%$-41,247 (vs do-nothing $-31,580)
$446d17 Jul 2026$1.3612/20$8,160$7,05873%80%+$3,515-$26,376192.5%$-30,955 (vs do-nothing $-21,288)
$4513d24 Jul 2026$2.0418/20$8,474$7,23372%78%+$2,577-$36,540266.7%$-38,575 (vs do-nothing $-28,908)
$44.5013d24 Jul 2026$2.1317/20$8,356$7,13870%77%+$2,255-$35,207257.0%$-37,666 (vs do-nothing $-27,999)
$4520d31 Jul 2026$2.9219/20$8,322$7,05869%77%+$2,234-$36,898269.3%$-38,509 (vs do-nothing $-28,842)
$4413d24 Jul 2026$2.3016/20$8,492$7,29868%76%+$2,211-$33,664245.7%$-36,547 (vs do-nothing $-26,880)
$436d17 Jul 2026$1.7210/20$8,600$7,54468%77%+$3,341-$22,620165.1%$-28,047 (vs do-nothing $-18,380)
$4420d31 Jul 2026$3.1018/20$8,370$7,12966%75%+$1,726-$36,432265.9%$-38,467 (vs do-nothing $-28,800)
$43.5013d24 Jul 2026$2.4815/20$8,585$7,41366%75%+$2,152-$32,040233.9%$-35,347 (vs do-nothing $-25,680)
$4313d24 Jul 2026$2.6714/20$8,626$7,47864%74%+$2,078-$30,338221.4%$-34,069 (vs do-nothing $-24,402)
$4320d31 Jul 2026$3.6515/20$8,212$7,04163%74%+$1,859-$31,035226.5%$-34,342 (vs do-nothing $-24,675)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.5013d24 Jul 2026$2.8713/20$8,610$7,48562%73%+$1,988-$28,561208.5%$-32,716 (vs do-nothing $-23,049)
$426d17 Jul 2026$2.108/20$8,400$7,39061%74%+$2,788-$18,592135.7%$-24,867 (vs do-nothing $-15,200)
$4213d24 Jul 2026$3.0512/20$8,446$7,34460%72%+$1,801-$26,748195.2%$-31,327 (vs do-nothing $-21,660)
$4220d31 Jul 2026$4.1014/20$8,610$7,46260%72%+$1,832-$29,736217.1%$-33,467 (vs do-nothing $-23,800)
$41.5013d24 Jul 2026$3.2011/20$8,123$7,04458%71%+$1,554-$24,904181.8%$-29,907 (vs do-nothing $-20,240)
$4120d31 Jul 2026$4.5013/20$8,775$7,65056%71%+$1,610-$28,392207.2%$-32,547 (vs do-nothing $-22,880)
$4113d24 Jul 2026$3.5011/20$8,885$7,80555%70%+$1,733-$25,124183.4%$-30,127 (vs do-nothing $-20,460)
$416d17 Jul 2026$2.557/20$8,925$7,93855%71%+$2,504-$16,653121.6%$-23,352 (vs do-nothing $-13,685)
$40.5013d24 Jul 2026$3.7510/20$8,654$7,59853%70%+$1,591-$23,090168.5%$-28,517 (vs do-nothing $-18,850)
$4020d31 Jul 2026$5.0011/20$8,250$7,17153%70%+$1,379-$24,574179.4%$-29,577 (vs do-nothing $-19,910)
$4013d24 Jul 2026$3.959/20$8,204$7,17151%69%+$1,312-$21,051153.7%$-26,902 (vs do-nothing $-17,235)
$406d17 Jul 2026$3.056/20$9,150$8,18648%68%+$2,099-$14,574106.4%$-21,697 (vs do-nothing $-12,030)

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  |  2026-07-11 00:20