FORTRESS FIGHT: IREN-LC50 @ $37.32

BE SS: $63.43  |  CC-SS: $67.38  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

IREN-LC50 @ $37.32   UNDERWATER $26.11 (41.2% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
IREN reports 2026-08-27 (Thu), in 21 days. The recommended CC (8d) 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: $67.38 (banked floor $66.99)  |  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 2026-10-16 (entry $1.351/sh)

Economics

Max Loss$107,700(ND $6.85 + SW $47) x 2000
Normal income ref$14,200/mo95% ann ROI on ML
Hedge rolling cost$1,361/mo
Unrealized P&L$-63,030fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,100/mo
HEDGE COVER
$1,361/mo
NORMAL INCOME
$14,200/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $13,700
ML VELOCITY
7.6 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.38 (probe: $65C 15d) brings only $320/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
$853
Hole (after banked)
$62,177
was $63,030 · 1% earned back
Cycles closed
12
Credit in flight
$0
CC-SS · banked floor (info)
$67.38 → $66.99
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 26 (live) · RSI 44 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 46 · %B 47 · hist falling (nightly)
LEVELS20W MA (bounce target) $46.71 (+25%) · daily UBB $43.53 · 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 2026-08-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 20 contracts at $43 / 8d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($7,100/mo); it brings $7,200/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 20 × $39.50/8d for $14,850/mo, but breach risk rises to 34% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $70/15d (99% survival, $240/mo).
Downside anchor: the primary mortgages $46,847 (342% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 3.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-63,170 and cuts bleed by $1,361/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 · 14 Aug 2026 (8d) · sell 20 × $43, 81% survival, $7,200/mo (E[net] $1,786/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆14 Aug 2026 · 8d20 × $4381%$7,200$1,786
E[net] arithmetic on the grand pick: keep $1,920 with probability 71%; on the 29% touch you roll, paying $5,381 to close and taking $2,271 back from the best priced door (net cash $3,110) 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 · 14 Aug 2026 · 8d · E[net] $1,786/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $43 (50% normal), 81% survival, breach 19%, $7,200/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $45 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $2,497/mo less (35% income) buys safety you do not really need here.
IREN  spot $37.32 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge16 × $5014 Aug8d34.0%96%hist 99%8%hist 1%+2pp$368$1,380-$5,820$27,446
Sell 16 × $50 34.0% OTM over spot $37.32 14 Aug 2026 (8d, $0.26 mid)
= $368 credit for the 8d cycle → $1,380/mo projected
Survival (stays ≤ $50)
96%
Breach risk
4%
POP (stays ≤ $50.26)
96%
EV / mo
+$1,039
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
38% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-376/mo
median; plan ~$-256/mo after 68% keep · $-2,581 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-5.2], measured ONLY among the 38% 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)
5%
Flat exit net (mid-life)
-$5,013
Free roll-up
+$4/wk
Safest escape (by 28 Aug 2026)
$59 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.75/sh now → $3.36 mid-life (likely $2.30–$4.48)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$3.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 148 simulated challenges: the $50 strike is typically first touched on day 6 of 8, at $52 (overshoots $1.79). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (16 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5021 Aug 202611d left+$1.42/sh+$2,269
cycle +$2,637
[+$2,243…+$3,753] · 99% credit
69%
surv 55%
-$34,468 NOT
cap gain +$28,562
Up-and-out for even (raise the cap, free)~$5421 Aug 202611d left+$0.20/sh+$319
cycle +$687
[+$47…+$1,582] · 76% credit
76%
surv 67%
-$28,904 NOT
cap gain +$34,126
Max even-money escape in the band~$5828 Aug 202618d left+$0.05/sh+$79
cycle +$447
[-$423…+$1,613] · 66% credit
79%
surv 73%
-$20,976 NOT
cap gain +$42,054
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 202618d left-$0.22/sh-$348
cycle +$20
[-$932…+$1,164] · 54% credit
80%
surv 75%
-$19,361 NOT
cap gain +$43,669
budget: banked $368 debit $348 (94% used ≈ 1.1 wk of income) → whole cycle still +$20 cash · rolled 16 ct earn ≈ $8,389/mo while parked; 4 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$1,380/mo
vs 50% target ($7,100/mo)-81%
vs normal income ($14,200/mo)10% covered
Net income (after hedge)$83/mo
Downside budget
⚠ $50 is $17 below CC-SS $67.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,446
… as % of IC ($13,700)200.3%
… as % of ML ($107,700)25.5%
Recovery months (at normal income)1.9 mo
Surgical close (16 ct)$-50,472
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 $0.23 collected) or spot ≥ $50.26 (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 $43.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.26
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
≥ $50.26
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (2.0σ)$368$-36,737+$26,293+$240
+2.5%$51.25 (2.1σ)$-1,632$-36,185+$26,845-$1,760
+5%$52.50 (2.3σ)$-3,632$-35,632+$27,398-$3,760
SS (= V-bounce)$63.43 (4.0σ)$-21,120$-30,801+$32,229-$21,248
V-BOUNCE STRESS (stock → CC-SS $67.38, where you are whole again, by expiry)
Starting unrealized P&L: $-63,030
+ Fortress recovery (un-capped): +$61,390
− CC assignment net of premium (16 × $50): -$27,446
− Conservative CC assignment net of premium (4 × $65): -$921
Total Position P&L @ SS: $-30,007 (+$33,023 vs today)
Do-nothing baseline at SS: $-6,247 (this trade vs do-nothing: $-23,760, the opportunity cost of earning $1,380/mo FIGHT income now)
BB-reversion stress (→ $46.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-43,824 (+$19,206 vs today)
🛡 safe yield20 × $4714 Aug8d25.9%91%hist 99%18%hist 6%+3pp$740$2,775-$4,425$40,027
Sell 20 × $47 25.9% OTM over spot $37.32 14 Aug 2026 (8d, $0.43 mid)
= $740 credit for the 8d cycle → $2,775/mo projected
Survival (stays ≤ $47)
91%
Breach risk
9%
POP (stays ≤ $47.44)
92%
EV / mo
+$1,354
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
37% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$167/mo
median; plan ~$113/mo after 68% keep · $892 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.4-4.6], measured ONLY among the 37% 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)
11%
Flat exit net (mid-life)
-$5,394
Free roll-up
+$4/wk
Safest escape (by 28 Aug 2026)
$55 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.33/sh now → $3.07 mid-life (likely $2.54–$4.26)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$2.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $47 strike is typically first touched on day 6 of 8, 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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4721 Aug 202611d left+$1.29/sh+$2,587
cycle +$3,327
[+$2,384…+$3,750] · 100% credit
69%
surv 55%
-$39,936 NOT
cap gain +$23,094
Max even-money escape in the band~$5428 Aug 202618d left+$0.20/sh+$396
cycle +$1,136
[-$355…+$1,538] · 66% credit
79%
surv 73%
-$28,487 NOT
cap gain +$34,543
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)~$5121 Aug 202611d left+$0.05/sh+$94
cycle +$834
[-$407…+$992] · 59% credit
77%
surv 68%
-$34,915 NOT
cap gain +$28,115
Safety roll (pay small debit, max POP)~$5528 Aug 202618d left-$0.14/sh-$287
cycle +$453
[-$1,152…+$862] · 43% credit
80%
surv 75%
-$27,128 NOT
cap gain +$35,902
budget: banked $740 debit $287 (39% used ≈ 0.4 wk of income) → whole cycle still +$453 cash · rolled 20 ct earn ≈ $9,745/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$2,775/mo
vs 50% target ($7,100/mo)-61%
vs normal income ($14,200/mo)20% covered
Net income (after hedge)$1,414/mo
Downside budget
⚠ $47 is $20 below CC-SS $67.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,027
… as % of IC ($13,700)292.2%
… as % of ML ($107,700)37.2%
Recovery months (at normal income)2.8 mo
Surgical close (20 ct)$-63,160
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $47.44 (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 $43.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.44
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
≥ $47.44
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.5σ)$740$-42,523+$20,507+$580
+2.5%$48.17 (1.7σ)$-1,610$-42,474+$20,556-$1,770
+5%$49.35 (1.9σ)$-3,960$-42,425+$20,605-$4,120
SS (= V-bounce)$63.43 (4.0σ)$-32,120$-41,833+$21,197-$32,280
V-BOUNCE STRESS (stock → CC-SS $67.38, where you are whole again, by expiry)
Starting unrealized P&L: $-63,030
+ Fortress recovery (un-capped): +$61,390
− CC assignment net of premium (20 × $47): -$40,027
Total Position P&L @ SS: $-41,667 (+$21,363 vs today)
Do-nothing baseline at SS: $-6,247 (this trade vs do-nothing: $-35,420, the opportunity cost of earning $2,775/mo FIGHT income now)
BB-reversion stress (→ $46.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-43,856 (+$19,174 vs today)
33% normal19 × $4514 Aug8d20.6%87%hist 95%27%hist 18%+6pp$1,254$4,702-$2,497$41,275
Sell 19 × $45 20.6% OTM over spot $37.32 14 Aug 2026 (8d, $0.70 mid)
= $1,254 credit for the 8d cycle → $4,702/mo projected
Survival (stays ≤ $45)
87%
Breach risk
13%
POP (stays ≤ $45.70)
89%
EV / mo
+$2,395
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
46% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,015/mo
median; plan ~$690/mo after 68% keep · $5,349 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-4.5], measured ONLY among the 46% 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)
19%
Flat exit net (mid-life)
-$4,211
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$54 @ 82% POP
78% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.06/sh now → $2.88 mid-life (likely $2.66–$4.54)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$2.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 582 simulated challenges: the $45 strike is typically first touched on day 5 of 8, at $47 (overshoots $1.74). 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)~$4521 Aug 202611d left+$1.21/sh+$2,306
cycle +$3,560
[+$1,755…+$3,110] · 100% credit
69%
surv 54%
-$43,780 NOT
cap gain +$19,250
Up-and-out for even (raise the cap, free)~$4821 Aug 202611d left+$0.25/sh+$468
cycle +$1,722
[-$225…+$1,111] · 64% credit
75%
surv 65%
-$40,144 NOT
cap gain +$22,886
Reliable up-and-out (highest cap still free ≥60%)~$5128 Aug 202618d left+$0.36/sh+$690
cycle +$1,944
[-$358…+$1,433] · 61% credit
78%
surv 71%
-$33,797 NOT
cap gain +$29,233
Max even-money escape in the band~$5228 Aug 202618d left+$0.06/sh+$120
cycle +$1,374
[-$1,057…+$815] · 44% credit
79%
surv 73%
-$32,325 NOT
cap gain +$30,705
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5428 Aug 202618d left-$0.50/sh-$956
cycle +$298
[-$2,390…-$363] · 18% credit
82%
surv 78%
-$29,317 NOT
cap gain +$33,713
budget: banked $1,254 debit $956 (76% used ≈ 0.9 wk of income) → whole cycle still +$298 cash · rolled 19 ct earn ≈ $7,515/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$4,702/mo
vs 50% target ($7,100/mo)-34%
vs normal income ($14,200/mo)33% covered
Net income (after hedge)$3,358/mo
Downside budget
⚠ $45 is $22 below CC-SS $67.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,275
… as % of IC ($13,700)301.3%
… as % of ML ($107,700)38.3%
Recovery months (at normal income)2.9 mo
Surgical close (19 ct)$-59,954
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.66 collected) or spot ≥ $45.70 (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 $43.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.70
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
≥ $45.70
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.2σ)$1,254$-46,085+$16,945+$1,102
+2.5%$46.12 (1.4σ)$-883$-45,926+$17,104-$1,035
+5%$47.25 (1.5σ)$-3,021$-45,766+$17,264-$3,173
SS (= V-bounce)$63.43 (4.0σ)$-33,763$-43,468+$19,562-$33,915
V-BOUNCE STRESS (stock → CC-SS $67.38, where you are whole again, by expiry)
Starting unrealized P&L: $-63,030
+ Fortress recovery (un-capped): +$61,390
− CC assignment net of premium (19 × $45): -$41,275
− Conservative CC assignment net of premium (1 × $65): -$230
Total Position P&L @ SS: $-43,145 (+$19,885 vs today)
Do-nothing baseline at SS: $-6,247 (this trade vs do-nothing: $-36,898, the opportunity cost of earning $4,702/mo FIGHT income now)
BB-reversion stress (→ $46.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,995, position total $-45,843 (+$17,187 vs today)
🎯 50% normal20 × $4314 Aug8d15.2%81%hist 95%39%hist 22%+6pp$1,920$7,200$46,847
Sell 20 × $43 15.2% OTM over spot $37.32 14 Aug 2026 (8d, $1.03 mid)
= $1,920 credit for the 8d cycle → $7,200/mo projected
Survival (stays ≤ $43)
81%
Breach risk
19%
POP (stays ≤ $44.03)
85%
EV / mo
+$3,083
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
40% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,717/mo
median; plan ~$1,168/mo after 68% keep · $10,079 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.7-5.0], 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)
29%
Flat exit net (mid-life)
-$3,461
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$53 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.80/sh now → $2.69 mid-life (likely $2.78–$4.36)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$1.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 861 simulated challenges: the $43 strike is typically first touched on day 5 of 8, at $45 (overshoots $1.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4321 Aug 202611d left+$1.14/sh+$2,271
cycle +$4,191
[+$1,646…+$2,742] · 100% credit
69%
surv 54%
-$47,241 NOT
cap gain +$15,789
Reliable up-and-out (highest cap still free ≥60%)~$4828 Aug 202618d left+$0.57/sh+$1,134
cycle +$3,054
[+$68…+$1,459] · 78% credit
77%
surv 69%
-$38,821 NOT
cap gain +$24,209
Up-and-out for even (raise the cap, free)~$4621 Aug 202611d left+$0.16/sh+$313
cycle +$2,233
[-$485…+$582] · 45% credit
75%
surv 65%
-$43,726 NOT
cap gain +$19,304
Max even-money escape in the band~$4928 Aug 202618d left+$0.23/sh+$452
cycle +$2,372
[-$746…+$726] · 44% credit
78%
surv 72%
-$37,461 NOT
cap gain +$25,569
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5328 Aug 202618d left-$0.84/sh-$1,674
cycle +$246
[-$3,430…-$1,604] · 6% credit
84%
surv 80%
-$31,419 NOT
cap gain +$31,611
budget: banked $1,920 debit $1,674 (87% used ≈ 1.0 wk of income) → whole cycle still +$246 cash · rolled 20 ct earn ≈ $6,178/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,200/mo
vs 50% target ($7,100/mo)+1%
vs normal income ($14,200/mo)51% covered
Net income (after hedge)$5,839/mo
Downside budget
⚠ $43 is $24 below CC-SS $67.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,847
… as % of IC ($13,700)341.9%
… as % of ML ($107,700)43.5%
Recovery months (at normal income)3.3 mo
Surgical close (20 ct)$-63,170
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $44.03 (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 $43.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-44.03
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
≥ $44.03
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.00 (≤1σ, normal week)$1,920$-49,511+$13,519+$1,760
+2.5%$44.07 (1.0σ)$-230$-49,466+$13,564-$390
+5%$45.15 (1.2σ)$-2,380$-49,421+$13,609-$2,540
SS (= V-bounce)$63.43 (4.0σ)$-38,940$-48,653+$14,377-$39,100
V-BOUNCE STRESS (stock → CC-SS $67.38, where you are whole again, by expiry)
Starting unrealized P&L: $-63,030
+ Fortress recovery (un-capped): +$61,390
− CC assignment net of premium (20 × $43): -$46,847
Total Position P&L @ SS: $-48,487 (+$14,543 vs today)
Do-nothing baseline at SS: $-6,247 (this trade vs do-nothing: $-42,240, the opportunity cost of earning $7,200/mo FIGHT income now)
BB-reversion stress (→ $46.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,500, position total $-49,356 (+$13,674 vs today)
100% normal20 × $39.5014 Aug8d5.8%66%hist 78%72%hist 59%+11pp$3,960$14,850+$7,650$51,807
Sell 20 × $39.50 5.8% OTM over spot $37.32 14 Aug 2026 (8d, $2.07 mid)
= $3,960 credit for the 8d cycle → $14,850/mo projected
Survival (stays ≤ $39.50)
66%
Breach risk
34%
POP (stays ≤ $41.57)
76%
EV / mo
+$4,877
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
44% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~6.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,928/mo
median; plan ~$1,991/mo after 68% keep · $18,334 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.9-4.7], 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)
58%
Flat exit net (mid-life)
-$798
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$55 @ 92% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.36/sh now → $2.38 mid-life (likely $3.06–$4.36)≈ $0 at expiry  |  you banked $1.98/sh, so a flat mid-life exit nets -$0.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,729 simulated challenges: the $40 strike is typically first touched on day 3 of 8, at $41 (overshoots $1.47). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4021 Aug 202611d left+$1.00/sh+$2,009
cycle +$5,969
[+$1,150…+$1,718] · 99% credit
69%
surv 54%
-$52,610 NOT
cap gain +$10,420
Reliable up-and-out (highest cap still free ≥60%)~$4228 Aug 202618d left+$0.83/sh+$1,662
cycle +$5,622
[+$359…+$1,187] · 86% credit
74%
surv 65%
-$47,484 NOT
cap gain +$15,546
Up-and-out for even (raise the cap, free)~$4221 Aug 202611d left+$0.01/sh+$18
cycle +$3,978
[-$1,051…-$401] · 14% credit
76%
surv 67%
-$49,127 NOT
cap gain +$13,903
Max even-money escape in the band~$4528 Aug 202618d left+$0.00/sh+$9
cycle +$3,969
[-$1,606…-$608] · 13% credit
79%
surv 74%
-$43,011 NOT
cap gain +$20,019
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5528 Aug 202618d left-$1.62/sh-$3,232
cycle +$728
[-$5,996…-$4,212]
92%
surv 91%
-$25,832 NOT
cap gain +$37,198
budget: banked $3,960 debit $3,232 (82% used ≈ 0.9 wk of income) → whole cycle still +$728 cash · rolled 20 ct earn ≈ $2,542/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$14,850/mo
vs 50% target ($7,100/mo)+109%
vs normal income ($14,200/mo)105% covered
Net income (after hedge)$13,489/mo
Downside budget
⚠ $39.50 is $28 below CC-SS $67.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,807
… as % of IC ($13,700)378.2%
… as % of ML ($107,700)48.1%
Recovery months (at normal income)3.6 mo
Surgical close (20 ct)$-63,210
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.98 collected) or spot ≥ $41.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $40)); NOT the premium you collected. Momentum override: two daily closes above $43.53 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $39.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$39-41.57
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
≥ $41.57
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$39.50 (≤1σ, normal week)$3,960$-54,618+$8,412+$3,800
+2.5%$40.49 (≤1σ, normal week)$1,985$-54,577+$8,453+$1,825
+5%$41.48 (≤1σ, normal week)$10$-54,535+$8,495-$150
SS (= V-bounce)$63.43 (4.0σ)$-43,900$-53,613+$9,417-$44,060
V-BOUNCE STRESS (stock → CC-SS $67.38, where you are whole again, by expiry)
Starting unrealized P&L: $-63,030
+ Fortress recovery (un-capped): +$61,390
− CC assignment net of premium (20 × $39.50): -$51,807
Total Position P&L @ SS: $-53,447 (+$9,583 vs today)
Do-nothing baseline at SS: $-6,247 (this trade vs do-nothing: $-47,200, the opportunity cost of earning $14,850/mo FIGHT income now)
BB-reversion stress (→ $46.71 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,460, position total $-54,316 (+$8,714 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 (25 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 25 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.021 (IBKR)  |  Recovery@SS: +$61,390 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-6,247

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$438d14 Aug 2026$0.9620/20$7,200$5,83981%85%+$3,083-$46,847341.9%$-48,487 (vs do-nothing $-42,240)
$428d14 Aug 2026$1.2616/20$7,560$6,26378%83%+$3,292-$38,598281.7%$-41,159 (vs do-nothing $-34,912)
$4215d21 Aug 2026$1.9818/20$7,128$5,79974%80%+$2,507-$42,126307.5%$-44,227 (vs do-nothing $-37,980)
$418d14 Aug 2026$1.4813/20$7,215$5,96673%80%+$2,740-$32,375236.3%$-35,627 (vs do-nothing $-29,380)
$4222d28 Aug 2026$2.8019/20$7,255$5,91071%78%+$2,045-$42,909313.2%$-44,779 (vs do-nothing $-38,532)
$4115d21 Aug 2026$2.3715/20$7,110$5,82970%78%+$2,488-$36,020262.9%$-38,812 (vs do-nothing $-32,565)
$408d14 Aug 2026$1.8011/20$7,425$6,20869%77%+$2,568-$28,142205.4%$-31,855 (vs do-nothing $-25,608)
$4122d28 Aug 2026$3.0018/20$7,364$6,03568%77%+$1,713-$42,090307.2%$-44,191 (vs do-nothing $-37,944)
$4015d21 Aug 2026$2.6614/20$7,448$6,18366%76%+$2,291-$34,613252.6%$-37,635 (vs do-nothing $-31,388)
$39.508d14 Aug 2026$1.9810/20$7,425$6,22466%76%+$2,438-$25,904189.1%$-29,847 (vs do-nothing $-23,600)
$4022d28 Aug 2026$3.3016/20$7,200$5,90365%75%+$1,462-$38,534281.3%$-41,095 (vs do-nothing $-34,848)
$39.5015d21 Aug 2026$2.8513/20$7,410$6,16164%75%+$1,890-$32,544237.5%$-35,796 (vs do-nothing $-29,549)
$398d14 Aug 2026$2.199/20$7,391$6,20763%75%+$2,334-$23,574172.1%$-27,748 (vs do-nothing $-21,501)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3915d21 Aug 2026$3.0012/20$7,200$5,96762%74%+$1,669-$30,460222.3%$-33,943 (vs do-nothing $-27,696)
$3922d28 Aug 2026$3.6515/20$7,466$6,18562%73%+$1,336-$37,100270.8%$-39,892 (vs do-nothing $-33,645)
$38.508d14 Aug 2026$2.408/20$7,200$6,03161%74%+$2,147-$21,187154.6%$-25,591 (vs do-nothing $-19,344)
$38.5015d21 Aug 2026$3.1512/20$7,560$6,32760%72%+$1,565-$30,880225.4%$-34,363 (vs do-nothing $-28,116)
$3822d28 Aug 2026$4.0513/20$7,180$5,93158%72%+$1,144-$32,934240.4%$-36,186 (vs do-nothing $-29,939)
$3815d21 Aug 2026$3.3511/20$7,370$6,15358%71%+$1,421-$28,637209.0%$-32,350 (vs do-nothing $-26,103)
$388d14 Aug 2026$2.618/20$7,830$6,66158%72%+$2,165-$21,419156.3%$-25,823 (vs do-nothing $-19,576)
$37.5015d21 Aug 2026$3.5510/20$7,100$5,89956%71%+$1,255-$26,334192.2%$-30,277 (vs do-nothing $-24,030)
$3722d28 Aug 2026$4.7511/20$7,125$5,90855%71%+$1,342-$28,197205.8%$-31,910 (vs do-nothing $-25,663)
$37.508d14 Aug 2026$2.807/20$7,350$6,19755%71%+$1,810-$18,958138.4%$-23,593 (vs do-nothing $-17,346)
$3715d21 Aug 2026$3.8010/20$7,600$6,39953%70%+$1,291-$26,584194.0%$-30,527 (vs do-nothing $-24,280)
$378d14 Aug 2026$3.007/20$7,875$6,72251%70%+$1,701-$19,168139.9%$-23,803 (vs do-nothing $-17,556)

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  |  2026-08-06 21:36