FORTRESS FIGHT: IREN-LC50 @ $39.88

BE SS: $63.43  |  CC-SS: $66.82  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-31 21:46

IREN-LC50 @ $39.88   UNDERWATER $23.55 (37.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
IREN reports 2026-08-27 (Thu), in 27 days. The recommended CC (7d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-08-27.

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.82  |  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$11,786/mo95% ann ROI on ML
Hedge rolling cost$1,604/mo
Unrealized P&L$-57,180fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,893/mo
HEDGE COVER
$1,604/mo
NORMAL INCOME
$11,786/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $13,700
ML VELOCITY
9.1 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.82 (probe: $65C 14d) brings only $43/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (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
$-300
Hole (after banked)
$57,480
was $57,180 · -1% earned back
Cycles closed
11
Credit in flight
$1,153
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
20x $40.5C 31 Jul 2026U18827291$0.58$1,1532026-07-28
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 46 · MACD bearish, hist falling
DAILYRISING (provisional) · RSI 47 · %B 61 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $66.15 (+66%) · daily UBB $44.96 · 1-wk expected move ±$7 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 17 contracts at $44 / 7d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($5,893/mo); it brings $5,901/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 × $41/7d for $11,803/mo, but breach risk rises to 40% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 19 × $50/7d (91% survival, $1,629/mo).
Downside anchor: the primary mortgages $37,413 (273% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 3.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-48,747 and cuts bleed by $1,363/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 7 Aug 2026 (7d) · sell 17 × $44, 74% survival, $5,901/mo (E[net] $1,635/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 7d17 × $4474%$5,901$1,635
E[net] arithmetic on the grand pick: keep $1,377 with probability 58%; on the 42% touch you roll, paying $2,869 to close and taking $1,857 back from the best priced door (net cash $1,012) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 7d · E[net] $1,635/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $44 (50% normal), 74% survival, breach 26%, $5,901/mo.
Stay at the pick. Stepping safer (the $45 rung (33% normal) lifts survival to 78% (breach 26% → 22%) for $2,001/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
IREN  spot $39.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $507 Aug7d25.4%91%hist 100%19%hist 5%+3pp$380$1,629-$4,273$31,574
Sell 19 × $50 25.4% OTM over spot $39.88 7 Aug 2026 (7d, $0.23 mid)
= $380 credit for the 7d cycle → $1,629/mo projected
Survival (stays ≤ $50)
91%
Breach risk
9%
POP (stays ≤ $50.23)
91%
EV / mo
$-152
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
40% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-727/mo
median; plan ~$-494/mo after 68% keep · $-5,865 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.2-3.9], measured ONLY among the 40% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$3,469
Free roll-up
+$4/wk
Safest escape (by 28 Aug 2026)
$60 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.86/sh now → $2.03 mid-life (likely $1.73–$2.93)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 350 simulated challenges: the $50 strike is typically first touched on day 5 of 7, at $52 (overshoots $1.96). 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)~$5014 Aug 202610d left+$1.32/sh+$2,505
cycle +$2,885
[+$2,643…+$3,431] · 100% credit
66%
surv 54%
-$33,154 NOT
cap gain +$24,026
Max even-money escape in the band~$6028 Aug 202624d left+$0.38/sh+$723
cycle +$1,103
[+$210…+$1,392] · 83% credit
80%
surv 76%
-$13,796 NOT
cap gain +$43,384
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)~$5414 Aug 202610d left+$0.01/sh+$22
cycle +$402
[-$386…+$508] · 51% credit
74%
surv 68%
-$27,037 NOT
cap gain +$30,143
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$1,629/mo
vs 50% target ($5,893/mo)-72%
vs normal income ($11,786/mo)14% covered
Net income (after hedge)$27/mo
Downside budget
⚠ $50 is $17 below CC-SS $66.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,574
… as % of IC ($13,700)230.5%
… as % of ML ($107,700)29.3%
Recovery months (at normal income)2.7 mo
Surgical close (19 ct)$-54,368
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $50.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $44.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.23
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $50.23
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.5σ)$380$-35,659+$21,521+$361
+2.5%$51.25 (1.7σ)$-1,995$-35,421+$21,759-$2,014
+5%$52.50 (1.9σ)$-4,370$-35,184+$21,996-$4,389
SS (= V-bounce)$63.43 (3.5σ)$-25,137$-33,107+$24,073-$25,156
V-BOUNCE STRESS (stock → CC-SS $66.82, where you are whole again, by expiry)
Starting unrealized P&L: $-57,180
+ Fortress recovery (un-capped): +$56,289
− CC assignment net of premium (19 × $50): -$31,574
− Conservative CC assignment net of premium (1 × $65): -$181
Total Position P&L @ SS: $-32,645 (+$24,535 vs today)
Do-nothing baseline at SS: $-4,506 (this trade vs do-nothing: $-28,139, the opportunity cost of earning $1,629/mo FIGHT income now)
33% normal14 × $457 Aug7d12.8%78%hist 96%47%hist 28%+3pp$910$3,900-$2,001$29,635
Sell 14 × $45 12.8% OTM over spot $39.88 7 Aug 2026 (7d, $0.71 mid)
= $910 credit for the 7d cycle → $3,900/mo projected
Survival (stays ≤ $45)
78%
Breach risk
22%
POP (stays ≤ $45.71)
80%
EV / mo
$-740
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
44% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-51/mo
median; plan ~$-35/mo after 68% keep · $-266 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.2-4.4], measured ONLY among the 44% of futures that got whole
🛡 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)
35%
Flat exit net (mid-life)
-$1,529
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$60 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life (likely $1.89–$2.90)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$1.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,057 simulated challenges: the $45 strike is typically first touched on day 4 of 7, at $47 (overshoots $1.75). 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 (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4514 Aug 202610d left+$1.13/sh+$1,580
cycle +$2,490
[+$1,399…+$1,880] · 100% credit
65%
surv 54%
-$43,994 NOT
cap gain +$13,186
Reliable up-and-out (highest cap still free ≥60%)~$5228 Aug 202624d left+$0.42/sh+$588
cycle +$1,498
[-$39…+$676] · 72% credit
77%
surv 73%
-$30,115 NOT
cap gain +$27,065
Up-and-out for even (raise the cap, free)~$4814 Aug 202610d left+$0.10/sh+$141
cycle +$1,051
[-$291…+$192] · 40% credit
72%
surv 66%
-$38,922 NOT
cap gain +$18,258
Max even-money escape in the band~$5528 Aug 202624d left+$0.08/sh+$113
cycle +$1,023
[-$571…+$157] · 31% credit
81%
surv 78%
-$24,320 NOT
cap gain +$32,860
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$6028 Aug 202624d left-$0.47/sh-$654
cycle +$256
[-$1,509…-$685] · 8% credit
87%
surv 85%
-$14,638 NOT
cap gain +$42,542
budget: banked $910 debit $654 (72% used ≈ 0.7 wk of income) → whole cycle still +$256 cash · rolled 14 ct earn ≈ $2,231/mo while parked; 6 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$3,900/mo
vs 50% target ($5,893/mo)-34%
vs normal income ($11,786/mo)33% covered
Net income (after hedge)$2,309/mo
Downside budget
⚠ $45 is $22 below CC-SS $66.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,635
… as % of IC ($13,700)216.3%
… as % of ML ($107,700)27.5%
Recovery months (at normal income)2.5 mo
Surgical close (14 ct)$-40,110
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 ≥ $45.71 (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 $44.96 (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
$45-45.71
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
≥ $45.71
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$910$-45,574+$11,606+$896
+2.5%$46.12 (≤1σ, normal week)$-665$-44,797+$12,383-$679
+5%$47.25 (1.1σ)$-2,240$-44,021+$13,159-$2,254
SS (= V-bounce)$63.43 (3.5σ)$-24,892$-32,857+$24,323-$24,906
V-BOUNCE STRESS (stock → CC-SS $66.82, where you are whole again, by expiry)
Starting unrealized P&L: $-57,180
+ Fortress recovery (un-capped): +$56,289
− CC assignment net of premium (14 × $45): -$29,635
− Conservative CC assignment net of premium (6 × $65): -$1,085
Total Position P&L @ SS: $-31,610 (+$25,570 vs today)
Do-nothing baseline at SS: $-4,506 (this trade vs do-nothing: $-27,104, the opportunity cost of earning $3,900/mo FIGHT income now)
🎯 50% normal17 × $447 Aug7d10.3%74%hist 96%55%hist 43%+3pp$1,377$5,901$37,413
Sell 17 × $44 10.3% OTM over spot $39.88 7 Aug 2026 (7d, $0.90 mid)
= $1,377 credit for the 7d cycle → $5,901/mo projected
Survival (stays ≤ $44)
74%
Breach risk
26%
POP (stays ≤ $44.90)
77%
EV / mo
$-1,250
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
44% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$470/mo
median; plan ~$319/mo after 68% keep · $1,564 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-3.6], measured ONLY among the 44% of futures that got whole
🛡 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)
-$1,492
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$59 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.39/sh now → $1.69 mid-life (likely $1.92–$2.90)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,250 simulated challenges: the $44 strike is typically first touched on day 3 of 7, at $46 (overshoots $1.68). 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)~$4414 Aug 202610d left+$1.09/sh+$1,857
cycle +$3,234
[+$1,630…+$1,999] · 100% credit
65%
surv 54%
-$45,343 NOT
cap gain +$11,837
Reliable up-and-out (highest cap still free ≥60%)~$4928 Aug 202624d left+$1.02/sh+$1,726
cycle +$3,103
[+$1,113…+$1,809] · 99% credit
75%
surv 69%
-$34,783 NOT
cap gain +$22,397
Up-and-out for even (raise the cap, free)~$4714 Aug 202610d left+$0.07/sh+$124
cycle +$1,501
[-$459…+$108] · 30% credit
73%
surv 67%
-$40,565 NOT
cap gain +$16,615
Max even-money escape in the band~$5428 Aug 202624d left+$0.03/sh+$46
cycle +$1,423
[-$883…-$26] · 24% credit
82%
surv 79%
-$26,014 NOT
cap gain +$31,166
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5928 Aug 202624d left-$0.51/sh-$864
cycle +$513
[-$1,999…-$1,032] · 6% credit
87%
surv 86%
-$16,473 NOT
cap gain +$40,707
budget: banked $1,377 debit $864 (63% used ≈ 0.6 wk of income) → whole cycle still +$513 cash · rolled 17 ct earn ≈ $2,507/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,901/mo
vs 50% target ($5,893/mo)+0%
vs normal income ($11,786/mo)50% covered
Net income (after hedge)$4,304/mo
Downside budget
⚠ $44 is $23 below CC-SS $66.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,413
… as % of IC ($13,700)273.1%
… as % of ML ($107,700)34.7%
Recovery months (at normal income)3.2 mo
Surgical close (17 ct)$-48,747
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 $0.81 collected) or spot ≥ $44.90 (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 $44.96 (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
$44-44.90
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $44.90
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (≤1σ, normal week)$1,377$-47,200+$9,980+$1,360
+2.5%$45.10 (≤1σ, normal week)$-493$-46,771+$10,409-$510
+5%$46.20 (≤1σ, normal week)$-2,363$-46,342+$10,838-$2,380
SS (= V-bounce)$63.43 (3.5σ)$-31,654$-39,622+$17,558-$31,671
V-BOUNCE STRESS (stock → CC-SS $66.82, where you are whole again, by expiry)
Starting unrealized P&L: $-57,180
+ Fortress recovery (un-capped): +$56,289
− CC assignment net of premium (17 × $44): -$37,413
− Conservative CC assignment net of premium (3 × $65): -$542
Total Position P&L @ SS: $-38,846 (+$18,334 vs today)
Do-nothing baseline at SS: $-4,506 (this trade vs do-nothing: $-34,340, the opportunity cost of earning $5,901/mo FIGHT income now)
100% normal18 × $417 Aug7d2.8%60%hist 79%86%hist 80%+7pp$2,754$11,803+$5,901$43,718
Sell 18 × $41 2.8% OTM over spot $39.88 7 Aug 2026 (7d, $1.62 mid)
= $2,754 credit for the 7d cycle → $11,803/mo projected
Survival (stays ≤ $41)
60%
Breach risk
40%
POP (stays ≤ $42.62)
68%
EV / mo
$-2,987
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
48% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~8.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,242/mo
median; plan ~$844/mo after 68% keep · $5,872 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.2-3.8], measured ONLY among the 48% of futures that got whole
🛡 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)
69%
Flat exit net (mid-life)
+$3
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$56 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.16/sh now → $1.53 mid-life (likely $2.06–$3.00)≈ $0 at expiry  |  you banked $1.53/sh, so a flat mid-life exit nets +$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,071 simulated challenges: the $41 strike is typically first touched on day 2 of 7, at $43 (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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4114 Aug 202610d left+$0.99/sh+$1,775
cycle +$4,529
[+$1,445…+$1,703] · 100% credit
65%
surv 54%
-$50,319 NOT
cap gain +$6,861
Reliable up-and-out (highest cap still free ≥60%)~$4628 Aug 202624d left+$0.81/sh+$1,450
cycle +$4,204
[+$605…+$1,085] · 95% credit
75%
surv 70%
-$39,953 NOT
cap gain +$17,227
Up-and-out for even (raise the cap, free)~$4314 Aug 202610d left+$0.29/sh+$525
cycle +$3,279
[-$75…+$263] · 67% credit
71%
surv 64%
-$47,148 NOT
cap gain +$10,032
Max even-money escape in the band~$4828 Aug 202624d left+$0.21/sh+$375
cycle +$3,129
[-$790…-$118] · 19% credit
78%
surv 75%
-$36,848 NOT
cap gain +$20,332
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5621 Aug 202618d left-$1.02/sh-$1,838
cycle +$916
[-$3,657…-$2,518]
91%
surv 90%
-$22,341 NOT
cap gain +$34,839
budget: banked $2,754 debit $1,838 (67% used ≈ 0.7 wk of income) → whole cycle still +$916 cash · rolled 18 ct earn ≈ $1,523/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$11,803/mo
vs 50% target ($5,893/mo)+100%
vs normal income ($11,786/mo)100% covered
Net income (after hedge)$10,203/mo
Downside budget
⚠ $41 is $26 below CC-SS $66.82: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,718
… as % of IC ($13,700)319.1%
… as % of ML ($107,700)40.6%
Recovery months (at normal income)3.7 mo
Surgical close (18 ct)$-51,624
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.53 collected) or spot ≥ $42.62 (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 $44.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $40.59Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-42.62
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
≥ $42.62
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$41.00 (≤1σ, normal week)$2,754$-52,094+$5,086+$2,736
+2.5%$42.02 (≤1σ, normal week)$909$-51,796+$5,384+$891
+5%$43.05 (≤1σ, normal week)$-936$-51,499+$5,681-$954
SS (= V-bounce)$63.43 (3.5σ)$-37,620$-45,589+$11,591-$37,638
V-BOUNCE STRESS (stock → CC-SS $66.82, where you are whole again, by expiry)
Starting unrealized P&L: $-57,180
+ Fortress recovery (un-capped): +$56,289
− CC assignment net of premium (18 × $41): -$43,718
− Conservative CC assignment net of premium (2 × $65): -$362
Total Position P&L @ SS: $-44,970 (+$12,210 vs today)
Do-nothing baseline at SS: $-4,506 (this trade vs do-nothing: $-40,464, the opportunity cost of earning $11,803/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 (4 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: 1.045 (IBKR)  |  Recovery@SS: +$56,289 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,506

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$447d7 Aug 2026$0.8117/20$5,901$4,30474%77%$-1,250-$37,413273.1%$-38,846 (vs do-nothing $-34,340)
$4414d14 Aug 2026$1.5618/20$6,017$4,41770%75%$-672-$38,264279.3%$-39,516 (vs do-nothing $-35,010)
$437d7 Aug 2026$1.0214/20$6,120$4,52970%74%$-1,303-$31,917233.0%$-33,892 (vs do-nothing $-29,386)
$4421d21 Aug 2026$2.2519/20$6,107$4,50568%74%$-539-$39,079285.2%$-40,150 (vs do-nothing $-35,644)
$4314d14 Aug 2026$1.7816/20$6,103$4,50767%73%$-865-$35,260257.4%$-36,874 (vs do-nothing $-32,368)
$4321d21 Aug 2026$2.5217/20$6,120$4,52266%73%$-601-$36,206264.3%$-37,639 (vs do-nothing $-33,133)
$4328d28 Aug 2026$2.9519/20$6,005$4,40365%73%$-790-$39,649289.4%$-40,720 (vs do-nothing $-36,214)
$427d7 Aug 2026$1.2611/20$5,940$4,35565%71%$-1,353-$25,913189.1%$-28,431 (vs do-nothing $-23,925)
$4214d14 Aug 2026$2.0914/20$6,270$4,67963%71%$-849-$31,819232.3%$-33,794 (vs do-nothing $-29,288)
$4221d21 Aug 2026$2.8215/20$6,043$4,44963%71%$-643-$32,996240.9%$-34,791 (vs do-nothing $-30,285)
$4228d28 Aug 2026$3.2018/20$6,171$4,57263%71%$-984-$38,912284.0%$-40,164 (vs do-nothing $-35,658)
$4128d28 Aug 2026$3.4516/20$5,914$4,31960%72%$-1,141-$35,788261.2%$-37,402 (vs do-nothing $-32,896)
$417d7 Aug 2026$1.539/20$5,901$4,32160%68%$-1,494-$21,859159.6%$-24,738 (vs do-nothing $-20,232)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4121d21 Aug 2026$3.1514/20$6,300$4,70960%69%$-717-$31,735231.6%$-33,710 (vs do-nothing $-29,204)
$4114d14 Aug 2026$2.2813/20$6,351$4,76259%69%$-1,337-$30,599223.3%$-32,755 (vs do-nothing $-28,249)
$4028d28 Aug 2026$3.8515/20$6,188$4,59457%69%$-1,133-$34,451251.5%$-36,246 (vs do-nothing $-31,740)
$4021d21 Aug 2026$3.5012/20$6,000$4,41356%68%$-745-$27,981204.2%$-30,318 (vs do-nothing $-25,812)
$4014d14 Aug 2026$2.7510/20$5,893$4,31055%66%$-956-$24,068175.7%$-26,766 (vs do-nothing $-22,260)
$39.5021d21 Aug 2026$3.7012/20$6,343$4,75655%67%$-793-$28,341206.9%$-30,678 (vs do-nothing $-26,172)
$407d7 Aug 2026$1.858/20$6,343$4,76454%64%$-1,725-$19,974145.8%$-23,034 (vs do-nothing $-18,528)
$39.5014d14 Aug 2026$2.9310/20$6,279$4,69653%65%$-1,078-$24,388178.0%$-27,086 (vs do-nothing $-22,580)
$39.507d7 Aug 2026$2.037/20$6,090$4,51451%63%$-1,700-$17,701129.2%$-20,942 (vs do-nothing $-16,436)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-31 21:46