FORTRESS FIGHT: IREN-LC50 @ $41.58

BE SS: $63.43  |  CC-SS: $66.93  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

IREN-LC50 @ $41.58   UNDERWATER $21.85 (34.4% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.93  |  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$16,246/mo95% ann ROI on ML
Hedge rolling cost$1,322/mo
Unrealized P&L$-53,440fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,123/mo
HEDGE COVER
$1,322/mo
NORMAL INCOME
$16,246/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 $66.93 (probe: $67C 13d) brings only $231/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)
$52,989
was $53,440 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$67.42 → $66.93
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 34 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 25 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.71 (+58%) · daily UBB $64.04 · 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: 18 contracts at $46 / 6d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($8,123/mo); it brings $8,460/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 18 × $43/6d for $16,650/mo, but breach risk rises to 38% (+17pp 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 × $53/6d (97% survival, $1,330/mo).
Downside anchor: the primary mortgages $35,977 (263% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-48,123 and cuts bleed by $1,190/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 18 × $46, 79% survival, $8,460/mo (E[net] $2,250/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 · 6d18 × $4679%$8,460$2,250

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,250/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $46 (primary), 79% survival, breach 21%, $8,460/mo.
⚖️ Worth a safer step: the $48 rung (33% normal) lifts survival to 87% (breach 21% → 13%) for $2,860/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $48 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $41.58 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $5317 Jul6d27.5%97%7%$266$1,330-$7,130$26,196
Sell 19 × $53 27.5% OTM over spot $41.58 17 Jul 2026 (6d, $0.16 mid)
= $266 credit for the 6d cycle → $1,330/mo projected
Survival (stays ≤ $53)
97%
Breach risk
3%
POP (stays ≤ $53.16)
97%
EV / mo
+$941
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-4.9] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 38% without)  ·  ~1.5 challenges expected  ·  median CC cash $-2,334
🛡 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)
-$4,699
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$62 @ 81% POP
77% 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: $3.69/sh now → $2.61 mid-life (likely $2.10–$3.24)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$2.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 136 simulated challenges: the $53 strike is typically first touched on day 5 of 6, at $54 (overshoots $1.47). 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)~$5324 Jul 202610d left+$1.87/sh+$3,546
cycle +$3,812
[+$3,898…+$4,731] · 100% credit
69%
surv 54%
-$25,999 NOT
cap gain +$27,441
Up-and-out for even (raise the cap, free)~$5724 Jul 202610d left+$0.09/sh+$176
cycle +$442
[-$24…+$1,055] · 74% credit
76%
surv 69%
-$20,229 NOT
cap gain +$33,211
Max even-money escape in the band~$6231 Jul 202617d left+$0.08/sh+$154
cycle +$420
[-$130…+$1,225] · 68% credit
81%
surv 77%
-$9,911 NOT
cap gain +$43,529
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$1,330/mo
vs 50% target ($8,123/mo)-84%
vs normal income ($16,246/mo)8% covered
Net income (after hedge)$36/mo
Downside budget
⚠ $53 is $14 below CC-SS $66.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,196
… as % of IC ($13,700)191.2%
… as % of ML ($107,700)24.3%
Recovery months (at normal income)1.6 mo
Surgical close (19 ct)$-50,797
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 $0.14 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 $64.04 (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 (1.9σ)$266$-29,545+$23,895+$38
+2.5%$54.32 (2.1σ)$-2,251$-29,323+$24,117-$2,479
+5%$55.65 (2.4σ)$-4,769$-29,100+$24,340-$4,997
SS (= V-bounce)$63.43 (3.7σ)$-19,551$-27,836+$25,604-$18,962
V-BOUNCE STRESS (stock → CC-SS $66.93, where you are whole again, by expiry)
Starting unrealized P&L: $-53,440
+ Fortress recovery (un-capped): +$52,418
− CC assignment net of premium (19 × $53): -$26,196
− Conservative CC assignment net of premium (1 × $63): -$381
Total Position P&L @ SS: $-27,598 (+$25,842 vs today)
Do-nothing baseline at SS: $-8,636 (this trade vs do-nothing: $-18,962, the opportunity cost of earning $1,330/mo FIGHT income now)
🛡 safe yield20 × $5017 Jul6d20.3%92%16%$660$3,300-$5,160$33,194
Sell 20 × $50 20.3% OTM over spot $41.58 17 Jul 2026 (6d, $0.34 mid)
= $660 credit for the 6d cycle → $3,300/mo projected
Survival (stays ≤ $50)
92%
Breach risk
8%
POP (stays ≤ $50.34)
93%
EV / mo
+$2,034
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.6] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  46% of paths whole by 9 mo (vs 40% without)  ·  ~3.5 challenges expected  ·  median CC cash $3,218
🛡 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)
10%
Flat exit net (mid-life)
-$4,125
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$59 @ 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: $3.38/sh now → $2.39 mid-life (likely $2.09–$3.48)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 313 simulated challenges: the $50 strike is typically first touched on day 4 of 6, at $52 (overshoots $1.56). 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+$1.71/sh+$3,424
cycle +$4,084
[+$3,345…+$4,449] · 100% credit
69%
surv 54%
-$31,943 NOT
cap gain +$21,497
Reliable up-and-out (highest cap still free ≥60%)~$5731 Jul 202617d left+$0.38/sh+$760
cycle +$1,420
[+$67…+$1,513] · 77% credit
79%
surv 74%
-$19,263 NOT
cap gain +$34,177
Max even-money escape in the band~$5831 Jul 202617d left+$0.17/sh+$340
cycle +$1,000
[-$419…+$1,038] · 58% credit
81%
surv 76%
-$17,614 NOT
cap gain +$35,826
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+$0.11/sh+$225
cycle +$885
[-$357…+$812] · 57% credit
76%
surv 68%
-$27,036 NOT
cap gain +$26,404
Safety roll (pay small debit, max POP)~$5931 Jul 202617d left-$0.11/sh-$216
cycle +$444
[-$1,087…+$414] · 38% credit
82%
surv 78%
-$16,103 NOT
cap gain +$37,337
budget: banked $660 debit $216 (33% used ≈ 0.3 wk of income) → whole cycle still +$444 cash · rolled 20 ct earn ≈ $8,064/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$3,300/mo
vs 50% target ($8,123/mo)-59%
vs normal income ($16,246/mo)20% covered
Net income (after hedge)$1,978/mo
Downside budget
⚠ $50 is $17 below CC-SS $66.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,194
… as % of IC ($13,700)242.3%
… as % of ML ($107,700)30.8%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-53,460
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $50.34 (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 $64.04 (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
$50-50.34
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
≥ $50.34
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)$660$-35,367+$18,073+$420
+2.5%$51.25 (1.6σ)$-1,840$-35,282+$18,158-$2,080
+5%$52.50 (1.8σ)$-4,340$-35,197+$18,243-$4,580
SS (= V-bounce)$63.43 (3.7σ)$-26,200$-34,454+$18,986-$25,580
V-BOUNCE STRESS (stock → CC-SS $66.93, where you are whole again, by expiry)
Starting unrealized P&L: $-53,440
+ Fortress recovery (un-capped): +$52,418
− CC assignment net of premium (20 × $50): -$33,194
Total Position P&L @ SS: $-34,216 (+$19,224 vs today)
Do-nothing baseline at SS: $-8,636 (this trade vs do-nothing: $-25,580, the opportunity cost of earning $3,300/mo FIGHT income now)
33% normal ← lean20 × $4817 Jul6d15.4%87%27%$1,120$5,600-$2,860$36,734
Sell 20 × $48 15.4% OTM over spot $41.58 17 Jul 2026 (6d, $0.57 mid)
= $1,120 credit for the 6d cycle → $5,600/mo projected
Survival (stays ≤ $48)
87%
Breach risk
13%
POP (stays ≤ $48.58)
89%
EV / mo
+$2,943
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.2-4.5] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  51% of paths whole by 9 mo (vs 44% without)  ·  ~6.0 challenges expected  ·  median CC cash $8,196
🛡 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)
-$3,381
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$58 @ 84% POP
81% 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: $3.18/sh now → $2.25 mid-life (likely $2.06–$3.46)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$1.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 589 simulated challenges: the $48 strike is typically first touched on day 4 of 6, at $49 (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 (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+$1.61/sh+$3,225
cycle +$4,345
[+$2,901…+$4,056] · 100% credit
69%
surv 54%
-$35,818 NOT
cap gain +$17,622
Reliable up-and-out (highest cap still free ≥60%)~$5431 Jul 202617d left+$0.46/sh+$912
cycle +$2,032
[+$9…+$1,437] · 75% credit
79%
surv 73%
-$24,855 NOT
cap gain +$28,585
Up-and-out for even (raise the cap, free)~$5224 Jul 202610d left+$0.03/sh+$60
cycle +$1,180
[-$726…+$476] · 39% credit
76%
surv 69%
-$30,877 NOT
cap gain +$22,563
Max even-money escape in the band~$5631 Jul 202617d left+$0.04/sh+$80
cycle +$1,200
[-$953…+$544] · 38% credit
81%
surv 77%
-$21,551 NOT
cap gain +$31,889
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 202617d left-$0.44/sh-$883
cycle +$237
[-$2,138…-$456] · 16% credit
84%
surv 81%
-$18,378 NOT
cap gain +$35,062
budget: banked $1,120 debit $883 (79% used ≈ 0.7 wk of income) → whole cycle still +$237 cash · rolled 20 ct earn ≈ $6,385/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$5,600/mo
vs 50% target ($8,123/mo)-31%
vs normal income ($16,246/mo)34% covered
Net income (after hedge)$4,278/mo
Downside budget
⚠ $48 is $19 below CC-SS $66.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,734
… as % of IC ($13,700)268.1%
… as % of ML ($107,700)34.1%
Recovery months (at normal income)2.3 mo
Surgical close (20 ct)$-53,470
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $48.58 (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 $64.04 (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
$48-48.58
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
≥ $48.58
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)$1,120$-39,043+$14,397+$880
+2.5%$49.20 (1.3σ)$-1,280$-38,962+$14,478-$1,520
+5%$50.40 (1.5σ)$-3,680$-38,880+$14,560-$3,920
SS (= V-bounce)$63.43 (3.7σ)$-29,740$-37,994+$15,446-$29,120
V-BOUNCE STRESS (stock → CC-SS $66.93, where you are whole again, by expiry)
Starting unrealized P&L: $-53,440
+ Fortress recovery (un-capped): +$52,418
− CC assignment net of premium (20 × $48): -$36,734
Total Position P&L @ SS: $-37,756 (+$15,684 vs today)
Do-nothing baseline at SS: $-8,636 (this trade vs do-nothing: $-29,120, the opportunity cost of earning $5,600/mo FIGHT income now)
🎯 50% normal18 × $4617 Jul6d10.6%79%33%$1,692$8,460$35,977
Sell 18 × $46 10.6% OTM over spot $41.58 17 Jul 2026 (6d, $0.95 mid)
= $1,692 credit for the 6d cycle → $8,460/mo projected
Survival (stays ≤ $46)
79%
Breach risk
21%
POP (stays ≤ $46.95)
83%
EV / mo
+$3,644
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.3] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  51% of paths whole by 9 mo (vs 40% without)  ·  ~10.1 challenges expected  ·  median CC cash $12,110
🛡 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)
33%
Flat exit net (mid-life)
-$2,110
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$58 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.99/sh now → $2.11 mid-life (likely $2.25–$3.53)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 980 simulated challenges: the $46 strike is typically first touched on day 3 of 6, at $48 (overshoots $1.51). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4624 Jul 202610d left+$1.52/sh+$2,728
cycle +$4,420
[+$2,321…+$3,060] · 100% credit
69%
surv 54%
-$39,856 NOT
cap gain +$13,584
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202617d left+$0.66/sh+$1,189
cycle +$2,881
[+$253…+$1,289] · 83% credit
78%
surv 71%
-$30,186 NOT
cap gain +$23,254
Up-and-out for even (raise the cap, free)~$4924 Jul 202610d left+$0.11/sh+$204
cycle +$1,896
[-$629…+$230] · 37% credit
76%
surv 68%
-$35,307 NOT
cap gain +$18,133
Max even-money escape in the band~$5331 Jul 202617d left+$0.12/sh+$211
cycle +$1,903
[-$907…+$207] · 36% credit
81%
surv 76%
-$27,028 NOT
cap gain +$26,412
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 202617d left-$0.91/sh-$1,631
cycle +$61
[-$3,243…-$1,746] · 1% credit
87%
surv 85%
-$18,530 NOT
cap gain +$34,910
budget: banked $1,692 debit $1,631 (96% used ≈ 0.8 wk of income) → whole cycle still +$61 cash · rolled 18 ct earn ≈ $3,832/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,460/mo
vs 50% target ($8,123/mo)+4%
vs normal income ($16,246/mo)52% covered
Net income (after hedge)$7,194/mo
Downside budget
⚠ $46 is $21 below CC-SS $66.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,977
… as % of IC ($13,700)262.6%
… as % of ML ($107,700)33.4%
Recovery months (at normal income)2.2 mo
Surgical close (18 ct)$-48,123
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 $0.94 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 $64.04 (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)$1,692$-42,583+$10,857+$1,476
+2.5%$47.15 (≤1σ, normal week)$-378$-42,275+$11,165-$594
+5%$48.30 (1.1σ)$-2,448$-41,967+$11,473-$2,664
SS (= V-bounce)$63.43 (3.7σ)$-29,682$-37,998+$15,442-$29,124
V-BOUNCE STRESS (stock → CC-SS $66.93, where you are whole again, by expiry)
Starting unrealized P&L: $-53,440
+ Fortress recovery (un-capped): +$52,418
− CC assignment net of premium (18 × $46): -$35,977
− Conservative CC assignment net of premium (2 × $63): -$761
Total Position P&L @ SS: $-37,760 (+$15,680 vs today)
Do-nothing baseline at SS: $-8,636 (this trade vs do-nothing: $-29,124, the opportunity cost of earning $8,460/mo FIGHT income now)
100% normal18 × $4317 Jul6d3.4%62%79%$3,330$16,650+$8,190$39,739
Sell 18 × $43 3.4% OTM over spot $41.58 17 Jul 2026 (6d, $1.90 mid)
= $3,330 credit for the 6d cycle → $16,650/mo projected
Survival (stays ≤ $43)
62%
Breach risk
38%
POP (stays ≤ $44.90)
73%
EV / mo
+$4,462
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.1] median, 0.2 mo faster than no FIGHT (2.6 mo)  ·  54% of paths whole by 9 mo (vs 41% without)  ·  ~22.9 challenges expected  ·  median CC cash $19,395
🛡 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)
59%
Flat exit net (mid-life)
-$112
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 18 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: $2.70/sh now → $1.91 mid-life (likely $2.54–$3.79)≈ $0 at expiry  |  you banked $1.85/sh, so a flat mid-life exit nets -$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,781 simulated challenges: the $43 strike is typically first touched on day 2 of 6, at $45 (overshoots $1.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4324 Jul 202610d left+$1.37/sh+$2,474
cycle +$5,804
[+$1,907…+$2,305] · 100% credit
69%
surv 54%
-$44,675 NOT
cap gain +$8,765
Reliable up-and-out (highest cap still free ≥60%)~$4731 Jul 202617d left+$0.72/sh+$1,301
cycle +$4,631
[+$90…+$870] · 78% credit
77%
surv 70%
-$36,708 NOT
cap gain +$16,732
Up-and-out for even (raise the cap, free)~$4624 Jul 202610d left+$0.18/sh+$326
cycle +$3,656
[-$715…-$68] · 22% credit
75%
surv 67%
-$40,785 NOT
cap gain +$12,655
Max even-money escape in the band~$4931 Jul 202617d left+$0.14/sh+$252
cycle +$3,582
[-$1,231…-$309] · 15% credit
80%
surv 75%
-$33,621 NOT
cap gain +$19,819
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-$1.16/sh-$2,086
cycle +$1,244
[-$4,437…-$2,902]
91%
surv 90%
-$19,415 NOT
cap gain +$34,025
budget: banked $3,330 debit $2,086 (63% used ≈ 0.5 wk of income) → whole cycle still +$1,244 cash · rolled 18 ct earn ≈ $2,393/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$16,650/mo
vs 50% target ($8,123/mo)+105%
vs normal income ($16,246/mo)102% covered
Net income (after hedge)$15,384/mo
Downside budget
⚠ $43 is $24 below CC-SS $66.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,739
… as % of IC ($13,700)290.1%
… as % of ML ($107,700)36.9%
Recovery months (at normal income)2.4 mo
Surgical close (18 ct)$-48,177
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.85 collected) or spot ≥ $44.90 (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 $64.04 (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
$43-44.90
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
≥ $44.90
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)$3,330$-47,149+$6,291+$3,114
+2.5%$44.07 (≤1σ, normal week)$1,395$-46,861+$6,579+$1,179
+5%$45.15 (≤1σ, normal week)$-540$-46,573+$6,867-$756
SS (= V-bounce)$63.43 (3.7σ)$-33,444$-41,760+$11,680-$32,886
V-BOUNCE STRESS (stock → CC-SS $66.93, where you are whole again, by expiry)
Starting unrealized P&L: $-53,440
+ Fortress recovery (un-capped): +$52,418
− CC assignment net of premium (18 × $43): -$39,739
− Conservative CC assignment net of premium (2 × $63): -$761
Total Position P&L @ SS: $-41,522 (+$11,918 vs today)
Do-nothing baseline at SS: $-8,636 (this trade vs do-nothing: $-32,886, the opportunity cost of earning $16,650/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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 23 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: 1.034 (IBKR)  |  Recovery@SS: +$52,418 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,636

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$466d17 Jul 2026$0.9418/20$8,460$7,19479%83%+$3,644-$35,977262.6%$-37,760 (vs do-nothing $-29,124)
$456d17 Jul 2026$1.1914/20$8,330$7,17474%80%+$3,132-$29,032211.9%$-32,338 (vs do-nothing $-23,702)
$4613d24 Jul 2026$1.8819/20$8,243$6,94972%79%+$2,286-$36,190264.2%$-37,592 (vs do-nothing $-28,956)
$45.5013d24 Jul 2026$2.0218/20$8,391$7,12470%77%+$2,173-$34,933255.0%$-36,716 (vs do-nothing $-28,080)
$4620d31 Jul 2026$2.7820/20$8,340$7,01869%77%+$1,847-$36,294264.9%$-37,316 (vs do-nothing $-28,680)
$4513d24 Jul 2026$2.1817/20$8,552$7,31469%76%+$2,094-$33,570245.0%$-35,734 (vs do-nothing $-27,098)
$446d17 Jul 2026$1.4712/20$8,820$7,72068%77%+$2,745-$25,749187.9%$-29,816 (vs do-nothing $-21,180)
$44.5013d24 Jul 2026$2.3715/20$8,204$7,02167%75%+$1,947-$30,086219.6%$-33,011 (vs do-nothing $-24,375)
$4520d31 Jul 2026$3.1518/20$8,505$7,23967%75%+$1,812-$33,799246.7%$-35,582 (vs do-nothing $-26,946)
$4413d24 Jul 2026$2.5714/20$8,303$7,14765%74%+$1,903-$28,500208.0%$-31,806 (vs do-nothing $-23,170)
$4420d31 Jul 2026$3.5016/20$8,400$7,18963%74%+$1,605-$31,084226.9%$-33,628 (vs do-nothing $-24,992)
$43.5013d24 Jul 2026$2.7413/20$8,220$7,09263%74%+$1,719-$26,893196.3%$-30,580 (vs do-nothing $-21,944)
$436d17 Jul 2026$1.859/20$8,325$7,30862%73%+$2,231-$19,870145.0%$-25,079 (vs do-nothing $-16,443)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4313d24 Jul 2026$2.9412/20$8,142$7,04160%72%+$1,589-$25,185183.8%$-29,252 (vs do-nothing $-20,616)
$4320d31 Jul 2026$3.9014/20$8,190$7,03460%72%+$1,421-$28,038204.7%$-31,344 (vs do-nothing $-22,708)
$42.5013d24 Jul 2026$3.1512/20$8,723$7,62358%71%+$1,626-$25,533186.4%$-29,600 (vs do-nothing $-20,964)
$4220d31 Jul 2026$4.3513/20$8,482$7,35557%71%+$1,351-$26,750195.3%$-30,437 (vs do-nothing $-21,801)
$4213d24 Jul 2026$3.4011/20$8,631$7,55856%70%+$1,580-$23,680172.8%$-28,128 (vs do-nothing $-19,492)
$426d17 Jul 2026$2.278/20$9,080$8,09156%70%+$1,979-$18,126132.3%$-23,716 (vs do-nothing $-15,080)
$41.5013d24 Jul 2026$3.6010/20$8,308$7,26354%69%+$1,373-$21,827159.3%$-26,656 (vs do-nothing $-18,020)
$4120d31 Jul 2026$4.8012/20$8,640$7,54053%69%+$1,197-$25,353185.1%$-29,420 (vs do-nothing $-20,784)
$4113d24 Jul 2026$3.8510/20$8,885$7,84052%69%+$1,394-$22,077161.1%$-26,906 (vs do-nothing $-18,270)
$416d17 Jul 2026$2.766/20$8,280$7,34649%67%+$1,442-$13,900101.5%$-20,252 (vs do-nothing $-11,616)

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 03:39