FORTRESS FIGHT: IREN-LC50 @ $39.37

BE SS: $63.43  |  CC-SS: $67.96  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

IREN-LC50 @ $39.37   UNDERWATER $24.06 (37.9% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.96 (banked floor $67.75)  |  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$14,625/mo95% ann ROI on ML
Hedge rolling cost$1,560/mo
Unrealized P&L$-59,530fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,312/mo
HEDGE COVER
$1,560/mo
NORMAL INCOME
$14,625/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,700
ML VELOCITY
7.4 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.96 (probe: $70C 16d) brings only $225/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$451
Hole (after banked)
$59,079
was $59,530 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$67.96 → $67.75
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 28 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 24 · hist rising (nightly)
LEVELS20W MA (bounce target) $47.38 (+20%) · daily UBB $61.02 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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: 13 contracts at $43 / 2d. This is the safest strike (survival 85%, breach 15%) that still earns 50% of normal income ($7,312/mo); it brings $7,410/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 17 × $42/2d for $15,045/mo, but breach risk rises to 23% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 15 × $47/2d (97% survival, $1,575/mo).
Downside anchor: the primary mortgages $31,954 (233% 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 13 contracts realizes $-38,740 and cuts bleed by $1,014/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 (2d) · sell 13 × $43, 85% survival, $7,410/mo (E[net] $1,992/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 · 2d13 × $4385%$7,410$1,992
NEXT FRIDAY24 Jul 2026 · 9d20 × $44.5078%$7,400$961

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $1,992/mo 🏆 GRAND PICK

🎯 Engine pick: sell 13 × $43 (primary), 85% survival, breach 15%, $7,410/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $44 rung (33% normal) lifts survival to 90% (breach 15% → 10%) for $2,460/mo less (33% income) buys safety you do not really need here.
IREN  spot $39.37 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge15 × $4717 Jul2d19.4%97%5%$105$1,575-$5,835$31,335
Sell 15 × $47 19.4% OTM over spot $39.37 17 Jul 2026 (2d, $0.08 mid)
= $105 credit for the 2d cycle → $1,575/mo projected
Survival (stays ≤ $47)
97%
Breach risk
3%
POP (stays ≤ $47.08)
97%
EV / mo
+$1,230
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.2-4.5] median  ·  40% of paths whole by 9 mo (vs 38% without)  ·  ~2.8 challenges expected  ·  median CC cash $-3,024
🛡 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)
3%
Flat exit net (mid-life)
-$2,259
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$58 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.23/sh now → $1.58 mid-life (likely $1.44–$3.06)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 89 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $49 (overshoots $1.62). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4724 Jul 20268d left+$2.07/sh+$3,108
cycle +$3,213
[+$2,857…+$3,410] · 100% credit
69%
surv 54%
-$40,778 NOT
cap gain +$18,752
Reliable up-and-out (highest cap still free ≥60%)~$5631 Jul 202615d left+$0.41/sh+$610
cycle +$715
[-$545…+$853] · 61% credit
82%
surv 78%
-$25,757 NOT
cap gain +$33,773
Up-and-out for even (raise the cap, free)~$5224 Jul 20268d left+$0.06/sh+$92
cycle +$197
[-$976…+$263] · 42% credit
80%
surv 75%
-$33,380 NOT
cap gain +$26,150
Max even-money escape in the band~$5831 Jul 202615d left+$0.05/sh+$79
cycle +$184
[-$1,214…+$304] · 40% credit
84%
surv 82%
-$22,228 NOT
cap gain +$37,302
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$1,575/mo
vs 50% target ($7,312/mo)-78%
vs normal income ($14,625/mo)11% covered
Net income (after hedge)$109/mo
Downside budget
⚠ $47 is $21 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,335
… as % of IC ($13,700)228.7%
… as % of ML ($107,700)29.1%
Recovery months (at normal income)2.1 mo
Surgical close (15 ct)$-44,655
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $47.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.08
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
≥ $47.08
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (2.2σ)$105$-43,886+$15,644-$45
+2.5%$48.17 (2.5σ)$-1,657$-43,263+$16,267-$1,807
+5%$49.35 (2.9σ)$-3,420$-42,641+$16,889-$3,570
SS (= V-bounce)$63.43 (6.9σ)$-24,540$-35,393+$24,137-$24,045
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (15 × $47): -$31,335
− Conservative CC assignment net of premium (5 × $63): -$2,430
Total Position P&L @ SS: $-35,257 (+$24,273 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-24,045, the opportunity cost of earning $1,575/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$465, position total $-43,685 (+$15,845 vs today)
🛡 safe yield20 × $4517 Jul2d14.3%94%13%$280$4,200-$3,210$45,640
Sell 20 × $45 14.3% OTM over spot $39.37 17 Jul 2026 (2d, $0.17 mid)
= $280 credit for the 2d cycle → $4,200/mo projected
Survival (stays ≤ $45)
94%
Breach risk
6%
POP (stays ≤ $45.16)
94%
EV / mo
+$2,558
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.4-4.1] median  ·  46% of paths whole by 9 mo (vs 41% without)  ·  ~7.0 challenges expected  ·  median CC cash $4,568
🛡 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)
9%
Flat exit net (mid-life)
-$2,683
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$56 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.09/sh now → $1.48 mid-life (likely $1.55–$2.86)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 259 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $47 (overshoots $1.62). 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)~$4524 Jul 20268d left+$1.94/sh+$3,884
cycle +$4,164
[+$3,520…+$4,199] · 99% credit
69%
surv 54%
-$43,937 NOT
cap gain +$15,593
Reliable up-and-out (highest cap still free ≥60%)~$5331 Jul 202615d left+$0.52/sh+$1,030
cycle +$1,310
[-$337…+$1,121] · 67% credit
81%
surv 77%
-$31,302 NOT
cap gain +$28,228
Up-and-out for even (raise the cap, free)~$5024 Jul 20268d left+$0.11/sh+$228
cycle +$508
[-$1,055…+$245] · 39% credit
79%
surv 74%
-$38,194 NOT
cap gain +$21,336
Max even-money escape in the band~$5531 Jul 202615d left+$0.07/sh+$140
cycle +$420
[-$1,466…+$169] · 33% credit
84%
surv 81%
-$28,132 NOT
cap gain +$31,398
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 202615d left-$0.07/sh-$134
cycle +$146
[-$1,810…-$125] · 22% credit
85%
surv 83%
-$26,377 NOT
cap gain +$33,153
budget: banked $280 debit $134 (48% used ≈ 0.1 wk of income) → whole cycle still +$146 cash · rolled 20 ct earn ≈ $5,657/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,200/mo
vs 50% target ($7,312/mo)-43%
vs normal income ($14,625/mo)29% covered
Net income (after hedge)$2,640/mo
Downside budget
⚠ $45 is $23 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,640
… as % of IC ($13,700)333.1%
… as % of ML ($107,700)42.4%
Recovery months (at normal income)3.1 mo
Surgical close (20 ct)$-59,580
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 ≥ $45.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.16
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
≥ $45.16
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.6σ)$280$-47,821+$11,709+$80
+2.5%$46.12 (1.9σ)$-1,970$-47,787+$11,743-$2,170
+5%$47.25 (2.3σ)$-4,220$-47,754+$11,776-$4,420
SS (= V-bounce)$63.43 (6.9σ)$-36,580$-47,268+$12,262-$35,920
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (20 × $45): -$45,640
Total Position P&L @ SS: $-47,132 (+$12,398 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-35,920, the opportunity cost of earning $4,200/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,480, position total $-47,750 (+$11,780 vs today)
33% normal15 × $4417 Jul2d11.8%90%21%$330$4,950-$2,460$35,610
Sell 15 × $44 11.8% OTM over spot $39.37 17 Jul 2026 (2d, $0.26 mid)
= $330 credit for the 2d cycle → $4,950/mo projected
Survival (stays ≤ $44)
90%
Breach risk
10%
POP (stays ≤ $44.26)
91%
EV / mo
+$2,583
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.7] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~11.4 challenges expected  ·  median CC cash $6,543
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,822
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$55 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.03/sh now → $1.43 mid-life (likely $1.62–$3.08)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$1.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 389 simulated challenges: the $44 strike is typically first touched on day 2 of 2, at $46 (overshoots $1.71). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4424 Jul 20268d left+$1.88/sh+$2,818
cycle +$3,148
[+$2,445…+$2,981] · 100% credit
69%
surv 54%
-$46,933 NOT
cap gain +$12,597
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202615d left+$0.72/sh+$1,085
cycle +$1,415
[-$66…+$1,053] · 73% credit
80%
surv 75%
-$35,207 NOT
cap gain +$24,323
Up-and-out for even (raise the cap, free)~$4924 Jul 20268d left+$0.07/sh+$100
cycle +$430
[-$1,061…+$26] · 27% credit
80%
surv 74%
-$40,252 NOT
cap gain +$19,278
Max even-money escape in the band~$5431 Jul 202615d left+$0.01/sh+$17
cycle +$347
[-$1,447…-$76] · 19% credit
84%
surv 82%
-$30,186 NOT
cap gain +$29,344
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5531 Jul 202615d left-$0.12/sh-$184
cycle +$146
[-$1,708…-$289] · 13% credit
86%
surv 83%
-$28,356 NOT
cap gain +$31,174
budget: banked $330 debit $184 (56% used ≈ 0.2 wk of income) → whole cycle still +$146 cash · rolled 15 ct earn ≈ $3,936/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,950/mo
vs 50% target ($7,312/mo)-32%
vs normal income ($14,625/mo)34% covered
Net income (after hedge)$3,484/mo
Downside budget
⚠ $44 is $24 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,610
… as % of IC ($13,700)259.9%
… as % of ML ($107,700)33.1%
Recovery months (at normal income)2.4 mo
Surgical close (15 ct)$-44,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $44.26 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-44.26
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
≥ $44.26
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (1.3σ)$330$-49,751+$9,779+$180
+2.5%$45.10 (1.7σ)$-1,320$-49,168+$10,362-$1,470
+5%$46.20 (2.0σ)$-2,970$-48,585+$10,945-$3,120
SS (= V-bounce)$63.43 (6.9σ)$-28,815$-39,668+$19,862-$28,320
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (15 × $44): -$35,610
− Conservative CC assignment net of premium (5 × $63): -$2,430
Total Position P&L @ SS: $-39,532 (+$19,998 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-28,320, the opportunity cost of earning $4,950/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,740, position total $-47,960 (+$11,570 vs today)
🎯 50% normal13 × $4317 Jul2d9.2%85%20%$494$7,410$31,954
Sell 13 × $43 9.2% OTM over spot $39.37 17 Jul 2026 (2d, $0.42 mid)
= $494 credit for the 2d cycle → $7,410/mo projected
Survival (stays ≤ $43)
85%
Breach risk
15%
POP (stays ≤ $43.41)
87%
EV / mo
+$3,552
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.9] median, 0.2 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 37% without)  ·  ~17.5 challenges expected  ·  median CC cash $10,714
🛡 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)
-$1,312
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$54 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 13 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.96/sh now → $1.39 mid-life (likely $1.55–$2.92)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 600 simulated challenges: the $43 strike is typically first touched on day 2 of 2, at $45 (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 (13 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4324 Jul 20268d left+$1.82/sh+$2,361
cycle +$2,855
[+$2,059…+$2,419] · 100% credit
69%
surv 54%
-$49,236 NOT
cap gain +$10,294
Reliable up-and-out (highest cap still free ≥60%)~$5031 Jul 202615d left+$0.65/sh+$840
cycle +$1,334
[-$115…+$781] · 72% credit
80%
surv 75%
-$37,299 NOT
cap gain +$22,231
Max even-money escape in the band~$5231 Jul 202615d left+$0.14/sh+$186
cycle +$680
[-$958…+$104] · 34% credit
83%
surv 80%
-$33,893 NOT
cap gain +$25,637
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)~$4824 Jul 20268d left+$0.02/sh+$27
cycle +$521
[-$942…-$54] · 19% credit
80%
surv 75%
-$42,171 NOT
cap gain +$17,359
Safety roll (pay small debit, max POP)~$5431 Jul 202615d left-$0.18/sh-$228
cycle +$266
[-$1,499…-$340] · 7% credit
86%
surv 84%
-$30,247 NOT
cap gain +$29,283
budget: banked $494 debit $228 (46% used ≈ 0.1 wk of income) → whole cycle still +$266 cash · rolled 13 ct earn ≈ $3,155/mo while parked; 7 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$7,410/mo
vs 50% target ($7,312/mo)+1%
vs normal income ($14,625/mo)51% covered
Net income (after hedge)$5,981/mo
Downside budget
⚠ $43 is $25 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,954
… as % of IC ($13,700)233.2%
… as % of ML ($107,700)29.7%
Recovery months (at normal income)2.2 mo
Surgical close (13 ct)$-38,740
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $43.41 (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 $61.02 (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
$43-43.41
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
≥ $43.41
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (1.0σ)$494$-51,597+$7,933+$364
+2.5%$44.07 (1.4σ)$-903$-50,812+$8,718-$1,033
+5%$45.15 (1.7σ)$-2,301$-50,028+$9,502-$2,431
SS (= V-bounce)$63.43 (6.9σ)$-26,065$-36,984+$22,546-$25,636
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (13 × $43): -$31,954
− Conservative CC assignment net of premium (7 × $63): -$3,402
Total Position P&L @ SS: $-36,848 (+$22,682 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-25,636, the opportunity cost of earning $7,410/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,200, position total $-48,400 (+$11,130 vs today)
100% normal17 × $4217 Jul2d6.7%77%46%$1,003$15,045+$7,635$43,129
Sell 17 × $42 6.7% OTM over spot $39.37 17 Jul 2026 (2d, $0.64 mid)
= $1,003 credit for the 2d cycle → $15,045/mo projected
Survival (stays ≤ $42)
77%
Breach risk
23%
POP (stays ≤ $42.63)
82%
EV / mo
+$5,950
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.3] median  ·  58% of paths whole by 9 mo (vs 42% without)  ·  ~23.3 challenges expected  ·  median CC cash $21,558
🛡 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)
31%
Flat exit net (mid-life)
-$1,282
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 89% POP
88% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.90/sh now → $1.34 mid-life (likely $1.51–$3.02)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 920 simulated challenges: the $42 strike is typically first touched on day 1 of 2, at $44 (overshoots $1.60). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4224 Jul 20268d left+$1.75/sh+$2,983
cycle +$3,986
[+$2,518…+$2,981] · 100% credit
69%
surv 54%
-$50,175 NOT
cap gain +$9,355
Reliable up-and-out (highest cap still free ≥60%)~$4931 Jul 202615d left+$0.57/sh+$970
cycle +$1,973
[-$459…+$865] · 66% credit
80%
surv 76%
-$38,729 NOT
cap gain +$20,801
Up-and-out for even (raise the cap, free)~$4624 Jul 20268d left+$0.13/sh+$223
cycle +$1,226
[-$1,048…+$118] · 36% credit
79%
surv 73%
-$44,551 NOT
cap gain +$14,979
Max even-money escape in the band~$5131 Jul 202615d left+$0.08/sh+$141
cycle +$1,144
[-$1,554…-$1] · 25% credit
84%
surv 81%
-$35,498 NOT
cap gain +$24,032
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5531 Jul 202615d left-$0.50/sh-$847
cycle +$156
[-$2,899…-$1,038]
89%
surv 88%
-$28,366 NOT
cap gain +$31,164
budget: banked $1,003 debit $847 (84% used ≈ 0.2 wk of income) → whole cycle still +$156 cash · rolled 17 ct earn ≈ $2,876/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,045/mo
vs 50% target ($7,312/mo)+106%
vs normal income ($14,625/mo)103% covered
Net income (after hedge)$13,541/mo
Downside budget
⚠ $42 is $26 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,129
… as % of IC ($13,700)314.8%
… as % of ML ($107,700)40.0%
Recovery months (at normal income)2.9 mo
Surgical close (17 ct)$-50,677
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $42.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-42.63
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
≥ $42.63
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (≤1σ, normal week)$1,003$-53,158+$6,372+$833
+2.5%$43.05 (1.1σ)$-782$-52,812+$6,718-$952
+5%$44.10 (1.4σ)$-2,567$-52,465+$7,065-$2,737
SS (= V-bounce)$63.43 (6.9σ)$-35,428$-46,215+$13,315-$34,867
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (17 × $42): -$43,129
− Conservative CC assignment net of premium (3 × $63): -$1,458
Total Position P&L @ SS: $-46,079 (+$13,451 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-34,867, the opportunity cost of earning $15,045/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,143, position total $-51,383 (+$8,147 vs today)
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 · 9d · E[net] $961/mo

🎯 Engine pick: sell 20 × $44.50 (primary), 78% survival, breach 22%, $7,400/mo.
⚖️ Worth a safer step: the $46 rung (33% normal) lifts survival to 83% (breach 22% → 17%) for $2,397/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 $46 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $39.37 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $5124 Jul9d29.5%93%15%$480$1,600-$5,800$33,440
Sell 20 × $51 29.5% OTM over spot $39.37 24 Jul 2026 (9d, $0.29 mid)
= $480 credit for the 9d cycle → $1,600/mo projected
Survival (stays ≤ $51)
93%
Breach risk
7%
POP (stays ≤ $51.28)
93%
EV / mo
+$568
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.5] median  ·  34% of paths whole by 9 mo (vs 33% without)  ·  ~2.4 challenges expected  ·  median CC cash $-4,830
🛡 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)
-$6,148
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 75% POP
67% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.68/sh now → $3.31 mid-life (likely $2.67–$4.44)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$3.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 315 simulated challenges: the $51 strike is typically first touched on day 6 of 9, at $53 (overshoots $1.80). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5131 Jul 202612d left+$1.60/sh+$3,195
cycle +$3,675
[+$3,051…+$4,732] · 100% credit
69%
surv 55%
-$32,246 NOT
cap gain +$27,284
Reliable up-and-out (highest cap still free ≥60%)~$5531 Jul 202612d left+$0.17/sh+$330
cycle +$810
[-$192…+$1,323] · 68% credit
74%
surv 65%
-$27,742 NOT
cap gain +$31,788
Up-and-out for even (raise the cap, free)~$5531 Jul 202612d left+$0.01/sh+$12
cycle +$492
[-$558…+$989] · 55% credit
75%
surv 67%
-$27,045 NOT
cap gain +$32,485
Max even-money escape in the band~$5531 Jul 202612d left+$0.01/sh+$12
cycle +$492
[-$558…+$989] · 55% credit
75%
surv 67%
-$27,045 NOT
cap gain +$32,485
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$1,600/mo
vs 50% target ($7,312/mo)-78%
vs normal income ($14,625/mo)11% covered
Net income (after hedge)$40/mo
Downside budget
⚠ $51 is $17 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,440
… as % of IC ($13,700)244.1%
… as % of ML ($107,700)31.0%
Recovery months (at normal income)2.3 mo
Surgical close (20 ct)$-59,620
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.24 collected) or spot ≥ $51.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.28
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
≥ $51.28
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.6σ)$480$-35,441+$24,089+$280
+2.5%$52.27 (1.8σ)$-2,070$-35,403+$24,127-$2,270
+5%$53.55 (1.9σ)$-4,620$-35,365+$24,165-$4,820
SS (= V-bounce)$63.43 (3.3σ)$-24,380$-35,068+$24,462-$23,720
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (20 × $51): -$33,440
Total Position P&L @ SS: $-34,932 (+$24,598 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-23,720, the opportunity cost of earning $1,600/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-43,270 (+$16,260 vs today)
33% normal ← lean19 × $4624 Jul9d16.8%83%35%$1,501$5,003-$2,397$40,223
Sell 19 × $46 16.8% OTM over spot $39.37 24 Jul 2026 (9d, $0.89 mid)
= $1,501 credit for the 9d cycle → $5,003/mo projected
Survival (stays ≤ $46)
83%
Breach risk
17%
POP (stays ≤ $46.89)
86%
EV / mo
+$1,878
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-4.7] 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 38% without)  ·  ~6.1 challenges expected  ·  median CC cash $3,678
🛡 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)
-$3,908
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$52 @ 78% POP
73% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.02/sh now → $2.85 mid-life (likely $2.89–$4.45)≈ $0 at expiry  |  you banked $0.79/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 828 simulated challenges: the $46 strike is typically first touched on day 5 of 9, at $48 (overshoots $1.72). 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)~$4631 Jul 202612d left+$1.37/sh+$2,610
cycle +$4,111
[+$2,194…+$3,060] · 100% credit
69%
surv 55%
-$41,950 NOT
cap gain +$17,580
Reliable up-and-out (highest cap still free ≥60%)~$4931 Jul 202612d left+$0.35/sh+$657
cycle +$2,158
[-$136…+$906] · 69% credit
73%
surv 64%
-$38,564 NOT
cap gain +$20,966
Up-and-out for even (raise the cap, free)~$4931 Jul 202612d left+$0.15/sh+$286
cycle +$1,787
[-$571…+$486] · 44% credit
74%
surv 65%
-$37,920 NOT
cap gain +$21,610
Max even-money escape in the band~$4931 Jul 202612d left+$0.15/sh+$286
cycle +$1,787
[-$571…+$486] · 44% credit
74%
surv 65%
-$37,920 NOT
cap gain +$21,610
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5231 Jul 202612d left-$0.68/sh-$1,288
cycle +$213
[-$2,488…-$1,227] · 6% credit
78%
surv 73%
-$34,419 NOT
cap gain +$25,111
budget: banked $1,501 debit $1,288 (86% used ≈ 1.1 wk of income) → whole cycle still +$213 cash · rolled 19 ct earn ≈ $10,303/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,003/mo
vs 50% target ($7,312/mo)-32%
vs normal income ($14,625/mo)34% covered
Net income (after hedge)$3,462/mo
Downside budget
⚠ $46 is $22 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,223
… as % of IC ($13,700)293.6%
… as % of ML ($107,700)37.3%
Recovery months (at normal income)2.8 mo
Surgical close (19 ct)$-56,744
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.79 collected) or spot ≥ $46.89 (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 $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.89
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
≥ $46.89
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (≤1σ, normal week)$1,501$-44,560+$14,970+$1,311
+2.5%$47.15 (1.1σ)$-684$-44,411+$15,119-$874
+5%$48.30 (1.2σ)$-2,869$-44,261+$15,269-$3,059
SS (= V-bounce)$63.43 (3.3σ)$-31,616$-42,337+$17,193-$30,989
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (19 × $46): -$40,223
− Conservative CC assignment net of premium (1 × $63): -$486
Total Position P&L @ SS: $-42,201 (+$17,329 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-30,989, the opportunity cost of earning $5,003/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,121, position total $-44,381 (+$15,149 vs today)
🎯 50% normal20 × $44.5024 Jul9d13.0%78%36%$2,220$7,400$44,700
Sell 20 × $44.50 13.0% OTM over spot $39.37 24 Jul 2026 (9d, $1.17 mid)
= $2,220 credit for the 9d cycle → $7,400/mo projected
Survival (stays ≤ $44.50)
78%
Breach risk
22%
POP (stays ≤ $45.67)
82%
EV / mo
+$2,456
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.6-5.1] median  ·  42% of paths whole by 9 mo (vs 34% without)  ·  ~8.5 challenges expected  ·  median CC cash $8,321
🛡 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)
36%
Flat exit net (mid-life)
-$3,206
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$51 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.83/sh now → $2.71 mid-life (likely $2.95–$4.46)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$1.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,068 simulated challenges: the $44 strike is typically first touched on day 5 of 9, at $46 (overshoots $1.67). 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)~$4431 Jul 202612d left+$1.31/sh+$2,619
cycle +$4,839
[+$2,075…+$2,970] · 100% credit
69%
surv 55%
-$44,277 NOT
cap gain +$15,253
Reliable up-and-out (highest cap still free ≥60%)~$4631 Jul 202612d left+$0.52/sh+$1,043
cycle +$3,263
[+$260…+$1,138] · 87% credit
72%
surv 61%
-$42,544 NOT
cap gain +$16,986
Up-and-out for even (raise the cap, free)~$4831 Jul 202612d left+$0.10/sh+$190
cycle +$2,410
[-$796…+$155] · 31% credit
74%
surv 66%
-$40,352 NOT
cap gain +$19,178
Max even-money escape in the band~$4831 Jul 202612d left+$0.10/sh+$190
cycle +$2,410
[-$796…+$155] · 31% credit
74%
surv 66%
-$40,352 NOT
cap gain +$19,178
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-$0.99/sh-$1,978
cycle +$242
[-$3,544…-$2,190] · 1% credit
80%
surv 76%
-$35,415 NOT
cap gain +$24,115
budget: banked $2,220 debit $1,978 (89% used ≈ 1.2 wk of income) → whole cycle still +$242 cash · rolled 20 ct earn ≈ $8,620/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$7,400/mo
vs 50% target ($7,312/mo)+1%
vs normal income ($14,625/mo)51% covered
Net income (after hedge)$5,840/mo
Downside budget
⚠ $44.50 is $23 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,700
… as % of IC ($13,700)326.3%
… as % of ML ($107,700)41.5%
Recovery months (at normal income)3.1 mo
Surgical close (20 ct)$-59,650
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.11 collected) or spot ≥ $45.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $44.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.67
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
≥ $45.67
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.50 (≤1σ, normal week)$2,220$-46,896+$12,634+$2,020
+2.5%$45.61 (≤1σ, normal week)$-5$-46,863+$12,667-$205
+5%$46.73 (≤1σ, normal week)$-2,230$-46,829+$12,701-$2,430
SS (= V-bounce)$63.43 (3.3σ)$-35,640$-46,328+$13,202-$34,980
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (20 × $44.50): -$44,700
Total Position P&L @ SS: $-46,192 (+$13,338 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-34,980, the opportunity cost of earning $7,400/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,540, position total $-46,810 (+$12,720 vs today)
100% normal20 × $4124 Jul9d4.1%62%81%$4,560$15,200+$7,800$49,360
Sell 20 × $41 4.1% OTM over spot $39.37 24 Jul 2026 (9d, $2.37 mid)
= $4,560 credit for the 9d cycle → $15,200/mo projected
Survival (stays ≤ $41)
62%
Breach risk
38%
POP (stays ≤ $43.37)
73%
EV / mo
+$3,486
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.1-4.7] median, 0.2 mo faster than no FIGHT (2.7 mo)  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~19.4 challenges expected  ·  median CC cash $14,673
🛡 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)
65%
Flat exit net (mid-life)
-$262
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$54 @ 91% POP
91% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.41/sh now → $2.41 mid-life (likely $3.26–$4.51)≈ $0 at expiry  |  you banked $2.28/sh, so a flat mid-life exit nets -$0.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,937 simulated challenges: the $41 strike is typically first touched on day 3 of 9, at $43 (overshoots $1.63). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4131 Jul 202612d left+$1.16/sh+$2,329
cycle +$6,889
[+$1,641…+$2,027] · 100% credit
69%
surv 54%
-$49,332 NOT
cap gain +$10,198
Reliable up-and-out (highest cap still free ≥60%)~$4231 Jul 202612d left+$0.59/sh+$1,184
cycle +$5,744
[+$256…+$757] · 89% credit
71%
surv 59%
-$48,184 NOT
cap gain +$11,346
Up-and-out for even (raise the cap, free)~$4431 Jul 202612d left+$0.16/sh+$315
cycle +$4,875
[-$862…-$218] · 16% credit
74%
surv 65%
-$46,008 NOT
cap gain +$13,522
Max even-money escape in the band~$4431 Jul 202612d left+$0.16/sh+$315
cycle +$4,875
[-$862…-$218] · 16% credit
74%
surv 65%
-$46,008 NOT
cap gain +$13,522
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5431 Jul 202612d left-$1.92/sh-$3,835
cycle +$725
[-$6,772…-$5,006]
91%
surv 91%
-$29,857 NOT
cap gain +$29,673
budget: banked $4,560 debit $3,835 (84% used ≈ 1.1 wk of income) → whole cycle still +$725 cash · rolled 20 ct earn ≈ $2,468/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$15,200/mo
vs 50% target ($7,312/mo)+108%
vs normal income ($14,625/mo)104% covered
Net income (after hedge)$13,640/mo
Downside budget
⚠ $41 is $27 below CC-SS $67.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$49,360
… as % of IC ($13,700)360.3%
… as % of ML ($107,700)45.8%
Recovery months (at normal income)3.4 mo
Surgical close (20 ct)$-59,710
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.57/sh (~25% of the $2.28 collected) or spot ≥ $43.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $41)); NOT the premium you collected. Momentum override: two daily closes above $61.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $40.59Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-43.37
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
≥ $43.37
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$41.00 (≤1σ, normal week)$4,560$-51,661+$7,869+$4,360
+2.5%$42.02 (≤1σ, normal week)$2,510$-51,630+$7,900+$2,310
+5%$43.05 (≤1σ, normal week)$460$-51,600+$7,930+$260
SS (= V-bounce)$63.43 (3.3σ)$-40,300$-50,988+$8,542-$39,640
V-BOUNCE STRESS (stock → CC-SS $67.96, where you are whole again, by expiry)
Starting unrealized P&L: $-59,530
+ Fortress recovery (un-capped): +$58,038
− CC assignment net of premium (20 × $41): -$49,360
Total Position P&L @ SS: $-50,852 (+$8,678 vs today)
Do-nothing baseline at SS: $-11,212 (this trade vs do-nothing: $-39,640, the opportunity cost of earning $15,200/mo FIGHT income now)
BB-reversion stress (→ $47.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,200, position total $-51,470 (+$8,060 vs today)
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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 29 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: 1.015 (IBKR)  |  Recovery@SS: +$58,038 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,212

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$432d17 Jul 2026$0.3813/20$7,410$5,98185%87%+$3,552-$31,954233.2%$-36,848 (vs do-nothing $-25,636)
$44.509d24 Jul 2026$1.1120/20$7,400$5,84078%82%+$2,456-$44,700326.3%$-46,192 (vs do-nothing $-34,980)
$422d17 Jul 2026$0.599/20$7,965$6,61177%82%+$3,150-$22,833166.7%$-29,671 (vs do-nothing $-18,459)
$449d24 Jul 2026$1.2418/20$7,440$5,91876%81%+$2,365-$40,896298.5%$-43,360 (vs do-nothing $-32,148)
$43.509d24 Jul 2026$1.3916/20$7,413$5,92874%80%+$2,281-$36,912269.4%$-40,348 (vs do-nothing $-29,136)
$4516d31 Jul 2026$1.9920/20$7,462$5,90274%80%+$1,757-$41,940306.1%$-43,432 (vs do-nothing $-32,220)
$44.5016d31 Jul 2026$2.1519/20$7,659$6,11873%79%+$1,777-$40,489295.5%$-42,467 (vs do-nothing $-31,255)
$4416d31 Jul 2026$2.2718/20$7,661$6,13971%78%+$1,621-$39,042285.0%$-41,506 (vs do-nothing $-30,294)
$42.509d24 Jul 2026$1.6913/20$7,323$5,89570%77%+$1,969-$30,901225.6%$-35,795 (vs do-nothing $-24,583)
$43.5016d31 Jul 2026$2.4716/20$7,410$5,92570%77%+$1,597-$35,184256.8%$-38,620 (vs do-nothing $-27,408)
$412d17 Jul 2026$0.916/20$8,190$6,89269%77%+$2,717-$15,630114.1%$-23,926 (vs do-nothing $-12,714)
$4316d31 Jul 2026$2.6215/20$7,369$5,90368%76%+$1,475-$33,510244.6%$-37,432 (vs do-nothing $-26,220)
$429d24 Jul 2026$1.8912/20$7,560$6,15067%76%+$1,985-$28,884210.8%$-34,264 (vs do-nothing $-23,052)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.5016d31 Jul 2026$2.7914/20$7,324$5,87666%75%+$1,382-$31,738231.7%$-36,146 (vs do-nothing $-24,934)
$41.509d24 Jul 2026$1.5814/20$7,373$5,92665%74%+$58-$34,832254.2%$-39,240 (vs do-nothing $-28,028)
$4216d31 Jul 2026$2.9814/20$7,822$6,37565%74%+$1,412-$32,172234.8%$-36,580 (vs do-nothing $-25,368)
$41.5016d31 Jul 2026$3.0013/20$7,312$5,88463%74%+$1,332-$30,498222.6%$-35,392 (vs do-nothing $-24,180)
$419d24 Jul 2026$2.2810/20$7,600$6,22862%73%+$1,743-$24,680180.1%$-31,032 (vs do-nothing $-19,820)
$4116d31 Jul 2026$3.2013/20$7,800$6,37161%73%+$1,366-$30,888225.5%$-35,782 (vs do-nothing $-24,570)
$40.509d24 Jul 2026$2.509/20$7,500$6,14660%72%+$1,611-$22,464164.0%$-29,302 (vs do-nothing $-18,090)
$40.5016d31 Jul 2026$3.4012/20$7,650$6,24059%72%+$1,267-$28,872210.7%$-34,252 (vs do-nothing $-23,040)
$402d17 Jul 2026$1.374/20$8,220$6,96059%72%+$2,370-$10,63677.6%$-19,904 (vs do-nothing $-8,692)
$4016d31 Jul 2026$3.6511/20$7,528$6,13757%71%+$1,248-$26,741195.2%$-32,607 (vs do-nothing $-21,395)
$409d24 Jul 2026$2.729/20$8,160$6,80657%71%+$1,602-$22,716165.8%$-29,554 (vs do-nothing $-18,342)
$39.5016d31 Jul 2026$3.9010/20$7,312$5,94055%70%+$1,191-$24,560179.3%$-30,912 (vs do-nothing $-19,700)
$39.509d24 Jul 2026$2.968/20$7,893$6,55854%70%+$1,425-$20,400148.9%$-27,724 (vs do-nothing $-16,512)
$3916d31 Jul 2026$4.2010/20$7,875$6,50253%70%+$1,319-$24,760180.7%$-31,112 (vs do-nothing $-19,900)
$399d24 Jul 2026$3.108/20$8,267$6,93252%68%+$1,115-$20,688151.0%$-28,012 (vs do-nothing $-16,800)
$392d17 Jul 2026$1.833/20$8,235$6,99448%67%+$1,620-$8,13959.4%$-17,893 (vs do-nothing $-6,681)

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  |  2026-07-15 21:39