FORTRESS FIGHT: IREN-LC50 @ $40.10

BE SS: $63.43  |  CC-SS: $66.56  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

IREN-LC50 @ $40.10   UNDERWATER $23.33 (36.8% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.56  |  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$21,818/mo95% ann ROI on ML
Hedge rolling cost$1,370/mo
Unrealized P&L$-55,380fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$10,909/mo
HEDGE COVER
$1,370/mo
NORMAL INCOME
$21,818/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $13,700
ML VELOCITY
4.9 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.56 (probe: $64C 11d) brings only $382/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)
$54,929
was $55,380 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$70.87 → $66.56
INTERPRETATION
Primary: 18 contracts at $46 / 4d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($10,909/mo); it brings $11,205/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 × $43/4d for $22,140/mo, but breach risk rises to 26% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 17 × $54/4d (99+% survival, $1,402/mo).
Downside anchor: the primary mortgages $35,518 (259% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-49,923 and cuts bleed by $1,233/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 18 × $46, 90% survival, $11,205/mo (E[net] $5,515/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d18 × $4690%$11,205$5,515
NEXT FRIDAY24 Jul 2026 · 11d20 × $4576%$11,073$2,375

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $5,515/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $46 (primary), 90% survival, breach 10%, $11,205/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $47 rung (🛡 safe yield) lifts survival to 93% (breach 10% → 7%) for $1,455/mo less (13% income) buys safety you do not really need here.
IREN  spot $40.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge17 × $5417 Jul4d34.7%99+%1%$187$1,402-$9,802$21,168
Sell 17 × $54 34.7% OTM over spot $40.10 17 Jul 2026 (4d, $0.12 mid)
= $187 credit for the 4d cycle → $1,402/mo projected
Survival (stays ≤ $54)
99+%
Breach risk
0%
POP (stays ≤ $54.12)
99+%
EV / mo
+$1,380
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-5.3] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  35% of paths whole by 9 mo (vs 35% without)  ·  ~0.3 challenges expected  ·  median CC cash $-9,762
🛡 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)
0%
Flat exit net (mid-life)
-$6,093
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$62 @ 81% POP
74% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.22/sh now → $3.69 mid-life → ≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$3.58/sh  |  roll rows are incremental, the banked premium stays yours
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)~$5424 Jul 20269d left+$1.98/sh+$3,362
cycle +$3,549
72%
surv 54%
-$26,784 NOT
cap gain +$28,596
Up-and-out for even (raise the cap, free)~$5824 Jul 20269d left+$0.35/sh+$603
cycle +$790
78%
surv 67%
-$22,523 NOT
cap gain +$32,857
Max even-money escape in the band~$6231 Jul 202616d left+$0.47/sh+$794
cycle +$981
81%
surv 74%
-$15,132 NOT
cap gain +$40,248
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$1,402/mo
vs 50% target ($10,909/mo)-87%
vs normal income ($21,818/mo)6% covered
Net income (after hedge)$106/mo
Downside budget
⚠ $54 is $13 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,168
… as % of IC ($13,700)154.5%
… as % of ML ($107,700)19.7%
Recovery months (at normal income)1.0 mo
Surgical close (17 ct)$-47,090
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 $0.11 collected) or spot ≥ $54.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected.
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
$53-54.12
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
≥ $54.12
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (2.9σ)$187$-30,146+$25,234+$34
+2.5%$55.35 (3.2σ)$-2,108$-30,011+$25,369-$2,261
+5%$56.70 (3.5σ)$-4,403$-29,876+$25,504-$4,556
SS (= V-bounce)$63.43 (4.9σ)$-15,844$-29,332+$26,048-$15,266
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (17 × $54): -$21,168
− Conservative CC assignment net of premium (3 × $63): -$1,042
Total Position P&L @ SS: $-29,958 (+$25,422 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-15,266, the opportunity cost of earning $1,402/mo FIGHT income now)
33% normal20 × $4817 Jul4d19.7%95%10%$960$7,200-$4,005$36,164
Sell 20 × $48 19.7% OTM over spot $40.10 17 Jul 2026 (4d, $0.50 mid)
= $960 credit for the 4d cycle → $7,200/mo projected
Survival (stays ≤ $48)
95%
Breach risk
5%
POP (stays ≤ $48.50)
96%
EV / mo
+$6,476
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.1] median  ·  45% of paths whole by 9 mo (vs 37% without)  ·  ~3.1 challenges expected  ·  median CC cash $5,046
🛡 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)
7%
Flat exit net (mid-life)
-$5,232
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$53 @ 82% POP
75% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.38/sh now → $3.10 mid-life (likely $2.56–$4.98)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$2.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 211 simulated challenges: the $48 strike is typically first touched on day 3 of 4, at $50 (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)~$4824 Jul 20269d left+$1.66/sh+$3,316
cycle +$4,276
[+$2,567…+$4,507] · 97% credit
72%
surv 54%
-$36,884 NOT
cap gain +$18,496
Reliable up-and-out (highest cap still free ≥60%)~$5431 Jul 202616d left+$0.52/sh+$1,033
cycle +$1,993
[-$610…+$2,200] · 68% credit
79%
surv 72%
-$28,547 NOT
cap gain +$26,833
Max even-money escape in the band~$5531 Jul 202616d left+$0.24/sh+$475
cycle +$1,435
[-$1,259…+$1,628] · 57% credit
81%
surv 74%
-$27,305 NOT
cap gain +$28,075
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)~$5124 Jul 20269d left+$0.14/sh+$279
cycle +$1,239
[-$1,103…+$1,297] · 56% credit
78%
surv 68%
-$33,801 NOT
cap gain +$21,579
Safety roll (pay small debit, max POP)~$5324 Jul 20269d left-$0.47/sh-$931
cycle +$29
[-$2,676…-$16] · 25% credit
82%
surv 75%
-$31,411 NOT
cap gain +$23,969
budget: banked $960 debit $931 (97% used ≈ 0.6 wk of income) → whole cycle still +$29 cash · rolled 20 ct earn ≈ $17,537/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$7,200/mo
vs 50% target ($10,909/mo)-34%
vs normal income ($21,818/mo)33% covered
Net income (after hedge)$5,830/mo
Downside budget
⚠ $48 is $19 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,164
… as % of IC ($13,700)264.0%
… as % of ML ($107,700)33.6%
Recovery months (at normal income)1.7 mo
Surgical close (20 ct)$-55,420
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.48 collected) or spot ≥ $48.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected.
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
$48-48.50
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
≥ $48.50
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (1.7σ)$960$-40,200+$15,180+$780
+2.5%$49.20 (1.9σ)$-1,440$-40,440+$14,940-$1,620
+5%$50.40 (2.2σ)$-3,840$-40,680+$14,700-$4,020
SS (= V-bounce)$63.43 (4.9σ)$-29,900$-43,286+$12,094-$29,220
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $48): -$36,164
Total Position P&L @ SS: $-43,912 (+$11,468 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-29,220, the opportunity cost of earning $7,200/mo FIGHT income now)
🛡 safe yield20 × $4717 Jul4d17.2%93%14%$1,300$9,750-$1,455$37,824
Sell 20 × $47 17.2% OTM over spot $40.10 17 Jul 2026 (4d, $0.66 mid)
= $1,300 credit for the 4d cycle → $9,750/mo projected
Survival (stays ≤ $47)
93%
Breach risk
7%
POP (stays ≤ $47.66)
94%
EV / mo
+$8,515
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.7-4.8] median, 0.2 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  44% of paths whole by 9 mo (vs 36% without)  ·  ~4.6 challenges expected  ·  median CC cash $11,030
🛡 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)
-$4,702
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$55 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.24/sh now → $3.00 mid-life (likely $2.59–$4.69)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$2.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 309 simulated challenges: the $47 strike is typically first touched on day 3 of 4, at $49 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4724 Jul 20269d left+$1.61/sh+$3,214
cycle +$4,514
[+$2,492…+$4,293] · 95% credit
72%
surv 54%
-$38,446 NOT
cap gain +$16,934
Reliable up-and-out (highest cap still free ≥60%)~$5331 Jul 202616d left+$0.43/sh+$870
cycle +$2,170
[-$609…+$1,913] · 68% credit
80%
surv 72%
-$30,170 NOT
cap gain +$25,210
Max even-money escape in the band~$5431 Jul 202616d left+$0.16/sh+$315
cycle +$1,615
[-$1,247…+$1,322] · 57% credit
81%
surv 74%
-$28,925 NOT
cap gain +$26,455
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)~$5024 Jul 20269d left+$0.09/sh+$171
cycle +$1,471
[-$1,059…+$1,054] · 56% credit
78%
surv 68%
-$35,369 NOT
cap gain +$20,011
Safety roll (pay small debit, max POP)~$5531 Jul 202616d left-$0.12/sh-$237
cycle +$1,063
[-$1,888…+$732] · 42% credit
82%
surv 77%
-$27,677 NOT
cap gain +$27,703
budget: banked $1,300 debit $237 (18% used ≈ 0.1 wk of income) → whole cycle still +$1,063 cash · rolled 20 ct earn ≈ $10,808/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$9,750/mo
vs 50% target ($10,909/mo)-11%
vs normal income ($21,818/mo)45% covered
Net income (after hedge)$8,380/mo
Downside budget
⚠ $47 is $20 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,824
… as % of IC ($13,700)276.1%
… as % of ML ($107,700)35.1%
Recovery months (at normal income)1.7 mo
Surgical close (20 ct)$-55,390
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $47.66 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected.
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
$47-47.66
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
≥ $47.66
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.4σ)$1,300$-41,660+$13,720+$1,120
+2.5%$48.17 (1.7σ)$-1,050$-41,895+$13,485-$1,230
+5%$49.35 (1.9σ)$-3,400$-42,130+$13,250-$3,580
SS (= V-bounce)$63.43 (4.9σ)$-31,560$-44,946+$10,434-$30,880
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $47): -$37,824
Total Position P&L @ SS: $-45,572 (+$9,808 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-30,880, the opportunity cost of earning $9,750/mo FIGHT income now)
🎯 50% normal18 × $4617 Jul4d14.7%90%14%$1,494$11,205$35,518
Sell 18 × $46 14.7% OTM over spot $40.10 17 Jul 2026 (4d, $0.88 mid)
= $1,494 credit for the 4d cycle → $11,205/mo projected
Survival (stays ≤ $46)
90%
Breach risk
10%
POP (stays ≤ $46.88)
93%
EV / mo
+$9,349
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-5.2] median, 0.4 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 33% without)  ·  ~6.5 challenges expected  ·  median CC cash $15,669
🛡 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)
14%
Flat exit net (mid-life)
-$3,739
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$56 @ 85% POP
81% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.11/sh now → $2.91 mid-life (likely $2.60–$4.85)≈ $0 at expiry  |  you banked $0.83/sh, so a flat mid-life exit nets -$2.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 435 simulated challenges: the $46 strike is typically first touched on day 3 of 4, at $48 (overshoots $1.59). 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 20269d left+$1.56/sh+$2,803
cycle +$4,297
[+$1,796…+$3,695] · 94% credit
72%
surv 54%
-$40,445 NOT
cap gain +$14,935
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202616d left+$0.82/sh+$1,475
cycle +$2,969
[-$0…+$2,324] · 75% credit
79%
surv 70%
-$32,953 NOT
cap gain +$22,427
Max even-money escape in the band~$5331 Jul 202616d left+$0.08/sh+$144
cycle +$1,638
[-$1,621…+$876] · 41% credit
81%
surv 75%
-$30,684 NOT
cap gain +$24,696
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)~$4924 Jul 20269d left+$0.03/sh+$59
cycle +$1,553
[-$1,352…+$721] · 40% credit
78%
surv 68%
-$37,069 NOT
cap gain +$18,311
Safety roll (pay small debit, max POP)~$5631 Jul 202616d left-$0.71/sh-$1,285
cycle +$209
[-$3,356…-$634] · 10% credit
85%
surv 81%
-$26,713 NOT
cap gain +$28,667
budget: banked $1,494 debit $1,285 (86% used ≈ 0.5 wk of income) → whole cycle still +$209 cash · rolled 18 ct earn ≈ $7,401/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$11,205/mo
vs 50% target ($10,909/mo)+3%
vs normal income ($21,818/mo)51% covered
Net income (after hedge)$9,884/mo
Downside budget
⚠ $46 is $21 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,518
… as % of IC ($13,700)259.3%
… as % of ML ($107,700)33.0%
Recovery months (at normal income)1.6 mo
Surgical close (18 ct)$-49,923
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 $0.83 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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (1.2σ)$1,494$-43,248+$12,132+$1,332
+2.5%$47.15 (1.5σ)$-576$-43,248+$12,132-$738
+5%$48.30 (1.7σ)$-2,646$-43,248+$12,132-$2,808
SS (= V-bounce)$63.43 (4.9σ)$-29,880$-43,334+$12,046-$29,268
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (18 × $46): -$35,518
− Conservative CC assignment net of premium (2 × $63): -$694
Total Position P&L @ SS: $-43,960 (+$11,420 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-29,268, the opportunity cost of earning $11,205/mo FIGHT income now)
100% normal18 × $4317 Jul4d7.2%74%54%$2,952$22,140+$10,935$39,460
Sell 18 × $43 7.2% OTM over spot $40.10 17 Jul 2026 (4d, $1.67 mid)
= $2,952 credit for the 4d cycle → $22,140/mo projected
Survival (stays ≤ $43)
74%
Breach risk
26%
POP (stays ≤ $44.67)
83%
EV / mo
+$13,927
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-5.0] median, 0.2 mo faster than no FIGHT (2.7 mo)  ·  60% of paths whole by 9 mo (vs 35% without)  ·  ~16.8 challenges expected  ·  median CC cash $36,151
🛡 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)
38%
Flat exit net (mid-life)
-$1,788
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$57 @ 91% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.72/sh now → $2.63 mid-life (likely $2.98–$5.08)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,147 simulated challenges: the $43 strike is typically first touched on day 2 of 4, at $44 (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 (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 20269d left+$1.41/sh+$2,539
cycle +$5,491
[+$1,188…+$2,509] · 91% credit
72%
surv 54%
-$44,651 NOT
cap gain +$10,729
Reliable up-and-out (highest cap still free ≥60%)~$4631 Jul 202616d left+$1.22/sh+$2,194
cycle +$5,146
[+$271…+$2,099] · 79% credit
76%
surv 65%
-$39,776 NOT
cap gain +$15,604
Up-and-out for even (raise the cap, free)~$4624 Jul 20269d left+$0.10/sh+$187
cycle +$3,139
[-$1,628…+$60] · 27% credit
78%
surv 67%
-$41,783 NOT
cap gain +$13,597
Max even-money escape in the band~$4931 Jul 202616d left+$0.13/sh+$233
cycle +$3,185
[-$2,103…+$67] · 27% credit
80%
surv 74%
-$36,337 NOT
cap gain +$19,043
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 202616d left-$1.52/sh-$2,736
cycle +$216
[-$5,983…-$3,170]
91%
surv 89%
-$24,906 NOT
cap gain +$30,474
budget: banked $2,952 debit $2,736 (93% used ≈ 0.5 wk of income) → whole cycle still +$216 cash · rolled 18 ct earn ≈ $3,758/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$22,140/mo
vs 50% target ($10,909/mo)+103%
vs normal income ($21,818/mo)101% covered
Net income (after hedge)$20,819/mo
Downside budget
⚠ $43 is $24 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,460
… as % of IC ($13,700)288.0%
… as % of ML ($107,700)36.6%
Recovery months (at normal income)1.8 mo
Surgical close (18 ct)$-49,896
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.64 collected) or spot ≥ $44.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); NOT the premium you collected.
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
$43-44.67
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
≥ $44.67
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (≤1σ, normal week)$2,952$-47,190+$8,190+$2,790
+2.5%$44.07 (≤1σ, normal week)$1,017$-47,190+$8,190+$855
+5%$45.15 (1.1σ)$-918$-47,190+$8,190-$1,080
SS (= V-bounce)$63.43 (4.9σ)$-33,822$-47,276+$8,104-$33,210
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (18 × $43): -$39,460
− Conservative CC assignment net of premium (2 × $63): -$694
Total Position P&L @ SS: $-47,902 (+$7,478 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-33,210, the opportunity cost of earning $22,140/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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $2,375/mo

🎯 Engine pick: sell 20 × $45 (primary), 76% survival, breach 24%, $11,073/mo.
⚖️ Worth a safer step: the $47.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $3,507/mo less (32% 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 $47.50 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $40.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge16 × $5624 Jul11d39.7%97%7%$512$1,396-$9,676$16,387
Sell 16 × $56 39.7% OTM over spot $40.10 24 Jul 2026 (11d, $0.34 mid)
= $512 credit for the 11d cycle → $1,396/mo projected
Survival (stays ≤ $56)
97%
Breach risk
3%
POP (stays ≤ $56.34)
97%
EV / mo
+$1,140
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.6-4.5] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  37% of paths whole by 9 mo (vs 36% without)  ·  ~0.9 challenges expected  ·  median CC cash $-2,585
🛡 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)
-$7,905
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$59 @ 75% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.43/sh now → $5.26 mid-life (likely $3.59–$6.36)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$4.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 163 simulated challenges: the $56 strike is typically first touched on day 8 of 11, at $58 (overshoots $1.82). 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 (16 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5631 Jul 202612d left+$1.41/sh+$2,259
cycle +$2,771
[+$2,348…+$4,366] · 100% credit
72%
surv 55%
-$23,953 NOT
cap gain +$31,427
Up-and-out for even (raise the cap, free)~$5931 Jul 202612d left+$0.16/sh+$263
cycle +$775
[+$39…+$1,929] · 76% credit
75%
surv 63%
-$20,729 NOT
cap gain +$34,651
Max even-money escape in the band~$5931 Jul 202612d left+$0.16/sh+$263
cycle +$775
[+$39…+$1,929] · 76% credit
75%
surv 63%
-$20,729 NOT
cap gain +$34,651
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$1,396/mo
vs 50% target ($10,909/mo)-87%
vs normal income ($21,818/mo)6% covered
Net income (after hedge)$124/mo
Downside budget
⚠ $56 is $11 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,387
… as % of IC ($13,700)119.6%
… as % of ML ($107,700)15.2%
Recovery months (at normal income)0.8 mo
Surgical close (16 ct)$-44,344
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 $0.32 collected) or spot ≥ $56.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $56)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $55.44Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$55-56.34
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
≥ $56.34
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$56.00 (2.0σ)$512$-26,212+$29,168+$368
+2.5%$57.40 (2.2σ)$-1,728$-25,932+$29,448-$1,872
+5%$58.80 (2.4σ)$-3,968$-25,652+$29,728-$4,112
SS (= V-bounce)$63.43 (3.0σ)$-11,376$-24,898+$30,482-$10,832
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (16 × $56): -$16,387
− Conservative CC assignment net of premium (4 × $63): -$1,389
Total Position P&L @ SS: $-25,524 (+$29,856 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-10,832, the opportunity cost of earning $1,396/mo FIGHT income now)
🛡 safe yield20 × $5124 Jul11d27.2%91%18%$1,420$3,873-$7,200$29,704
Sell 20 × $51 27.2% OTM over spot $40.10 24 Jul 2026 (11d, $0.78 mid)
= $1,420 credit for the 11d cycle → $3,873/mo projected
Survival (stays ≤ $51)
91%
Breach risk
9%
POP (stays ≤ $51.78)
92%
EV / mo
+$2,672
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.2] median  ·  43% of paths whole by 9 mo (vs 38% without)  ·  ~2.4 challenges expected  ·  median CC cash $4,502
🛡 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)
15%
Flat exit net (mid-life)
-$7,715
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$56 @ 79% POP
69% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.45/sh now → $4.57 mid-life (likely $3.81–$6.31)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets -$3.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 441 simulated challenges: the $51 strike is typically first touched on day 7 of 11, at $53 (overshoots $1.77). 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)~$5131 Jul 202612d left+$1.24/sh+$2,473
cycle +$3,893
[+$1,754…+$3,995] · 99% credit
72%
surv 55%
-$31,867 NOT
cap gain +$23,513
Up-and-out for even (raise the cap, free)~$5331 Jul 202612d left+$0.38/sh+$756
cycle +$2,176
[-$97…+$2,022] · 70% credit
74%
surv 61%
-$30,164 NOT
cap gain +$25,216
Max even-money escape in the band~$5331 Jul 202612d left+$0.38/sh+$756
cycle +$2,176
[-$97…+$2,022] · 70% credit
74%
surv 61%
-$30,164 NOT
cap gain +$25,216
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 202612d left-$0.69/sh-$1,386
cycle +$34
[-$2,447…-$399] · 21% credit
79%
surv 69%
-$26,906 NOT
cap gain +$28,474
budget: banked $1,420 debit $1,386 (98% used ≈ 1.6 wk of income) → whole cycle still +$34 cash · rolled 20 ct earn ≈ $19,372/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$3,873/mo
vs 50% target ($10,909/mo)-64%
vs normal income ($21,818/mo)18% covered
Net income (after hedge)$2,503/mo
Downside budget
⚠ $51 is $16 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,704
… as % of IC ($13,700)216.8%
… as % of ML ($107,700)27.6%
Recovery months (at normal income)1.4 mo
Surgical close (20 ct)$-55,520
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 $0.71 collected) or spot ≥ $51.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.78
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
≥ $51.78
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.4σ)$1,420$-34,340+$21,040+$1,240
+2.5%$52.27 (1.5σ)$-1,130$-34,595+$20,785-$1,310
+5%$53.55 (1.7σ)$-3,680$-34,850+$20,530-$3,860
SS (= V-bounce)$63.43 (3.0σ)$-23,440$-36,826+$18,554-$22,760
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $51): -$29,704
Total Position P&L @ SS: $-37,452 (+$17,928 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-22,760, the opportunity cost of earning $3,873/mo FIGHT income now)
33% normal ← lean20 × $47.5024 Jul11d18.5%84%34%$2,774$7,565-$3,507$35,350
Sell 20 × $47.50 18.5% OTM over spot $40.10 24 Jul 2026 (11d, $1.46 mid)
= $2,774 credit for the 11d cycle → $7,565/mo projected
Survival (stays ≤ $47.50)
84%
Breach risk
16%
POP (stays ≤ $48.96)
87%
EV / mo
+$4,635
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-5.0] median, 0.1 mo faster than no FIGHT (2.8 mo)  ·  50% of paths whole by 9 mo (vs 40% without)  ·  ~4.8 challenges expected  ·  median CC cash $12,860
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$5,443
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$53 @ 80% POP
74% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.80/sh now → $4.11 mid-life (likely $4.08–$6.34)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets -$2.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 827 simulated challenges: the $48 strike is typically first touched on day 6 of 11, at $49 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4831 Jul 202612d left+$1.12/sh+$2,238
cycle +$5,012
[+$1,220…+$2,770] · 97% credit
71%
surv 55%
-$37,048 NOT
cap gain +$18,332
Up-and-out for even (raise the cap, free)~$4931 Jul 202612d left+$0.25/sh+$505
cycle +$3,279
[-$679…+$880] · 50% credit
74%
surv 61%
-$35,361 NOT
cap gain +$20,019
Max even-money escape in the band~$4931 Jul 202612d left+$0.25/sh+$505
cycle +$3,279
[-$679…+$880] · 50% credit
74%
surv 61%
-$35,361 NOT
cap gain +$20,019
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5331 Jul 202612d left-$1.26/sh-$2,524
cycle +$250
[-$4,289…-$2,421] · 3% credit
80%
surv 74%
-$31,190 NOT
cap gain +$24,190
budget: banked $2,774 debit $2,524 (91% used ≈ 1.4 wk of income) → whole cycle still +$250 cash · rolled 20 ct earn ≈ $14,232/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$7,565/mo
vs 50% target ($10,909/mo)-31%
vs normal income ($21,818/mo)35% covered
Net income (after hedge)$6,195/mo
Downside budget
⚠ $47.50 is $19 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,350
… as % of IC ($13,700)258.0%
… as % of ML ($107,700)32.8%
Recovery months (at normal income)1.6 mo
Surgical close (20 ct)$-55,526
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.39 collected) or spot ≥ $48.96 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $47.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.96
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
≥ $48.96
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.50 (≤1σ, normal week)$2,774$-39,286+$16,094+$2,594
+2.5%$48.69 (1.1σ)$399$-39,524+$15,856+$219
+5%$49.88 (1.2σ)$-1,976$-39,761+$15,619-$2,156
SS (= V-bounce)$63.43 (3.0σ)$-29,086$-42,472+$12,908-$28,406
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $47.50): -$35,350
Total Position P&L @ SS: $-43,098 (+$12,282 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-28,406, the opportunity cost of earning $7,565/mo FIGHT income now)
🎯 50% normal20 × $4524 Jul11d12.2%76%42%$4,060$11,073$39,064
Sell 20 × $45 12.2% OTM over spot $40.10 24 Jul 2026 (11d, $2.16 mid)
= $4,060 credit for the 11d cycle → $11,073/mo projected
Survival (stays ≤ $45)
76%
Breach risk
24%
POP (stays ≤ $47.16)
83%
EV / mo
+$5,760
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.7-5.0] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  43% of paths whole by 9 mo (vs 31% without)  ·  ~8.3 challenges expected  ·  median CC cash $18,316
🛡 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)
42%
Flat exit net (mid-life)
-$3,527
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$53 @ 84% POP
80% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.36/sh now → $3.79 mid-life (likely $4.31–$6.21)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$1.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,261 simulated challenges: the $45 strike is typically first touched on day 5 of 11, at $47 (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)~$4531 Jul 202612d left+$1.04/sh+$2,077
cycle +$6,137
[+$914…+$2,135] · 97% credit
71%
surv 54%
-$40,423 NOT
cap gain +$14,957
Up-and-out for even (raise the cap, free)~$4731 Jul 202612d left+$0.17/sh+$333
cycle +$4,393
[-$1,024…+$190] · 30% credit
75%
surv 62%
-$38,747 NOT
cap gain +$16,633
Max even-money escape in the band~$4731 Jul 202612d left+$0.17/sh+$333
cycle +$4,393
[-$1,024…+$190] · 30% credit
75%
surv 62%
-$38,747 NOT
cap gain +$16,633
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5331 Jul 202612d left-$1.83/sh-$3,662
cycle +$398
[-$5,891…-$4,198]
84%
surv 80%
-$31,942 NOT
cap gain +$23,438
budget: banked $4,060 debit $3,662 (90% used ≈ 1.4 wk of income) → whole cycle still +$398 cash · rolled 20 ct earn ≈ $9,812/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$11,073/mo
vs 50% target ($10,909/mo)+2%
vs normal income ($21,818/mo)51% covered
Net income (after hedge)$9,703/mo
Downside budget
⚠ $45 is $22 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,064
… as % of IC ($13,700)285.1%
… as % of ML ($107,700)36.3%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-55,640
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.03 collected) or spot ≥ $47.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-47.16
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
≥ $47.16
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$4,060$-42,500+$12,880+$3,880
+2.5%$46.12 (≤1σ, normal week)$1,810$-42,725+$12,655+$1,630
+5%$47.25 (≤1σ, normal week)$-440$-42,950+$12,430-$620
SS (= V-bounce)$63.43 (3.0σ)$-32,800$-46,186+$9,194-$32,120
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $45): -$39,064
Total Position P&L @ SS: $-46,812 (+$8,568 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-32,120, the opportunity cost of earning $11,073/mo FIGHT income now)
100% normal20 × $4024 Jul11d-0.2%53%99+%$8,200$22,364+$11,291$44,924
Sell 20 × $40 0.2% ITM over spot $40.10 24 Jul 2026 (11d, $4.35 mid)
= $8,200 credit for the 11d cycle → $22,364/mo projected
Survival (stays ≤ $40)
53%
Breach risk
47%
POP (stays ≤ $44.35)
73%
EV / mo
+$7,501
🛡 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)
100%
Flat exit net (mid-life)
+$1,807
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$51 @ 91% POP
90% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.52/sh now → $3.20 mid-life → ≈ $0 at expiry  |  you banked $4.10/sh, so a flat mid-life exit nets +$0.90/sh  |  roll rows are incremental, the banked premium stays yours
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)~$4031 Jul 202612d left+$0.88/sh+$1,768
cycle +$9,968
71%
surv 54%
-$45,412 NOT
cap gain +$9,968
Up-and-out for even (raise the cap, free)~$4131 Jul 202612d left+$0.09/sh+$180
cycle +$8,380
72%
surv 59%
-$45,380 NOT
cap gain +$10,000
Max even-money escape in the band~$4131 Jul 202612d left+$0.09/sh+$180
cycle +$8,380
72%
surv 59%
-$45,380 NOT
cap gain +$10,000
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5131 Jul 202612d left-$2.41/sh-$4,825
cycle +$3,375
91%
surv 90%
-$32,385 NOT
cap gain +$22,995
budget: banked $8,200 debit $4,825 (59% used ≈ 0.9 wk of income) → whole cycle still +$3,375 cash · rolled 20 ct earn ≈ $3,920/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$22,364/mo
vs 50% target ($10,909/mo)+105%
vs normal income ($21,818/mo)103% covered
Net income (after hedge)$20,993/mo
Downside budget
⚠ $40 is $27 below CC-SS $66.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,924
… as % of IC ($13,700)327.9%
… as % of ML ($107,700)41.7%
Recovery months (at normal income)2.1 mo
Surgical close (20 ct)$-55,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.02/sh (~25% of the $4.10 collected) or spot ≥ $44.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $40)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $39.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$40-44.35
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
≥ $44.35
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$40.00 (≤1σ, normal week)$8,200$-47,180+$8,200+$8,020
+2.5%$41.00 (≤1σ, normal week)$6,200$-47,560+$7,820+$6,020
+5%$42.00 (≤1σ, normal week)$4,200$-47,760+$7,620+$4,020
SS (= V-bounce)$63.43 (3.0σ)$-38,660$-52,046+$3,334-$37,980
V-BOUNCE STRESS (stock → CC-SS $66.56, where you are whole again, by expiry)
Starting unrealized P&L: $-55,380
+ Fortress recovery (un-capped): +$47,632
− CC assignment net of premium (20 × $40): -$44,924
Total Position P&L @ SS: $-52,672 (+$2,708 vs today)
Do-nothing baseline at SS: $-14,692 (this trade vs do-nothing: $-37,980, the opportunity cost of earning $22,364/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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 22 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: 0.900 (fallback)  |  Recovery@SS: +$47,632 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-14,692

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$464d17 Jul 2026$0.8318/20$11,205$9,88490%93%+$9,349-$35,518259.3%$-43,960 (vs do-nothing $-29,268)
$454d17 Jul 2026$1.0514/20$11,025$9,80286%90%+$8,676-$28,717209.6%$-38,548 (vs do-nothing $-23,856)
$444d17 Jul 2026$1.3311/20$10,973$9,82380%86%+$7,575-$23,355170.5%$-34,228 (vs do-nothing $-19,536)
$4511d24 Jul 2026$2.0320/20$11,073$9,70376%83%+$5,760-$39,064285.1%$-46,812 (vs do-nothing $-32,120)
$434d17 Jul 2026$1.649/20$11,070$9,97074%83%+$6,963-$19,730144.0%$-31,297 (vs do-nothing $-16,605)
$4411d24 Jul 2026$2.3717/20$10,988$9,69272%81%+$5,337-$34,326250.6%$-43,116 (vs do-nothing $-28,424)
$43.5011d24 Jul 2026$2.5216/20$10,996$9,72470%80%+$5,066-$32,867239.9%$-42,004 (vs do-nothing $-27,312)
$4311d24 Jul 2026$2.7415/20$11,209$9,96268%79%+$5,024-$31,233228.0%$-40,717 (vs do-nothing $-26,025)
$424d17 Jul 2026$2.048/20$12,240$11,16467%80%+$6,992-$18,018131.5%$-29,932 (vs do-nothing $-15,240)
$4318d31 Jul 2026$3.6518/20$10,950$9,62966%78%+$3,831-$35,842261.6%$-44,284 (vs do-nothing $-29,592)
$42.5011d24 Jul 2026$2.8215/20$11,536$10,28965%78%+$4,671-$31,863232.6%$-41,347 (vs do-nothing $-26,655)
$4211d24 Jul 2026$3.2013/20$11,345$10,14763%77%+$4,757-$27,771202.7%$-37,949 (vs do-nothing $-23,257)
$4218d31 Jul 2026$4.0517/20$11,475$10,17862%75%+$3,707-$34,870254.5%$-43,660 (vs do-nothing $-28,968)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$41.5011d24 Jul 2026$3.3512/20$10,964$9,79061%76%+$4,246-$26,054190.2%$-36,580 (vs do-nothing $-21,888)
$414d17 Jul 2026$2.506/20$11,250$10,22360%77%+$5,745-$13,837101.0%$-26,446 (vs do-nothing $-11,754)
$4118d31 Jul 2026$4.1016/20$10,933$9,66159%73%+$2,523-$34,339250.7%$-43,476 (vs do-nothing $-28,784)
$4111d24 Jul 2026$3.6012/20$11,782$10,60858%74%+$4,381-$26,354192.4%$-36,880 (vs do-nothing $-22,188)
$40.5011d24 Jul 2026$3.8011/20$11,400$10,25156%74%+$3,943-$24,488178.7%$-35,361 (vs do-nothing $-20,669)
$4018d31 Jul 2026$5.0014/20$11,667$10,44455%72%+$3,239-$30,187220.3%$-40,018 (vs do-nothing $-25,326)
$4011d24 Jul 2026$4.1010/20$11,182$10,05753%73%+$3,751-$22,462164.0%$-33,682 (vs do-nothing $-18,990)
$404d17 Jul 2026$3.005/20$11,250$10,24852%76%+$5,008-$11,78186.0%$-24,737 (vs do-nothing $-10,045)
$39.5011d24 Jul 2026$4.3510/20$11,864$10,73951%72%+$3,738-$22,712165.8%$-33,932 (vs do-nothing $-19,240)

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  |  2026-07-13 13:27