FORTRESS FIGHT: IREN-LC50 @ $46.91

BE SS: $63.43  |  CC-SS: $67.08  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-08 21:37

IREN-LC50 @ $46.91   UNDERWATER $16.52 (26.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $67.08 (banked floor $65.44)  |  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$12,529/mo95% ann ROI on ML
Hedge rolling cost$300/mo
Unrealized P&L$-44,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,265/mo
HEDGE COVER
$300/mo
NORMAL INCOME
$12,529/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $13,700
ML VELOCITY
8.6 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $67.08 (probe: $65C 17d) brings only $1,165/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
$3,610
Hole (after banked)
$40,790
was $44,400 · 8% earned back
Cycles closed
19
Credit in flight
$0
CC-SS · banked floor (info)
$67.08 → $65.44
⚠ ASSIGNMENT recorded: 20x $40C 20260904 on 2026-09-08. Premium kept, but check the position: assignment below CC-SS locks the cap give-up.
? 4 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)
WEEKLYNEUTRAL · %B 49 (live) · RSI 52 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 61 · %B 90 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.51 (+40%) · daily UBB $48.09 · 1-wk expected move ±$7 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-05: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 18 contracts at $53 / 3d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($6,265/mo); it brings $6,480/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 × $51/3d for $12,600/mo, but breach risk rises to 19% (+8pp 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 × $65/3d (99+% survival, $300/mo).
Downside anchor: the primary mortgages $24,699 (180% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 2.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-39,987 and cuts bleed by $270/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 · 11 Sep 2026 (3d) · sell 18 × $53, 89% survival, $6,480/mo (E[net] $5,593/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆11 Sep 2026 · 3d18 × $5389%$6,480$5,593
NEXT FRIDAY18 Sep 2026 · 10d20 × $5378%$6,480$1,128
E[net] arithmetic on the grand pick: keep $648 with probability 88%; on the 12% touch you roll, paying $2,955 to close and taking $2,854 back from the best priced door (net cash $101) 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.

📅 THIS FRIDAY · 11 Sep 2026 · 3d · E[net] $5,593/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $53 (50% normal), 89% survival, breach 11%, $6,480/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $54 rung (🛡 safe yield) lifts survival to 91% (breach 11% → 9%) for $1,280/mo less (20% income) buys safety you do not really need here.
IREN  spot $46.91 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge15 × $6511 Sep3d38.6%99+%hist 96%0%hist 3%-1pp$30$300-$6,180$3,093
Sell 15 × $65 38.6% OTM over spot $46.91 11 Sep 2026 (3d, $0.03 mid)
= $30 credit for the 3d cycle → $300/mo projected
Survival (stays ≤ $65)
99+%
Breach risk
0%
POP (stays ≤ $65.03)
99+%
EV / mo
+$299
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
55% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-40/mo
median; plan ~$-27/mo after 68% keep · $-252 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.6-2.9], measured ONLY among the 55% 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)
0%
Flat exit net (mid-life)
-$3,329
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$83 @ 83% POP
80% 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 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.17/sh now → $2.24 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$2.22/sh  |  roll rows are incremental, the banked premium stays yours
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)~$6518 Sep 20268d left+$2.16/sh+$3,242
cycle +$3,272
67%
surv 54%
-$338 NOT
cap gain +$44,062
Up-and-out for even (raise the cap, free)~$7118 Sep 20268d left+$0.05/sh+$80
cycle +$110
77%
surv 72%
+$7,164 SAFE
cap gain +$51,564
Max even-money escape in the band~$839 Oct 202630d left+$0.28/sh+$420
cycle +$450
83%
surv 80%
+$28,504 SAFE
cap gain +$72,904
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$300/mo
vs 50% target ($6,265/mo)-95%
vs normal income ($12,529/mo)2% covered
Net income (after hedge)$240/mo
Downside budget
⚠ $65 is $2 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,093
… as % of IC ($13,700)22.6%
… as % of ML ($107,700)2.9%
Recovery months (at normal income)0.2 mo
Surgical close (15 ct)$-33,308
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.02 collected) or spot ≥ $65.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $65)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-65.03
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
≥ $65.03
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$65.00 (4.0σ)$30$-3,580+$40,820-$210
+2.5%$66.62 (4.3σ)$-2,408$-3,173+$41,227-$210
+5%$68.25 (4.7σ)$-4,845$-2,767+$41,633-$210
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (15 × $65): -$3,093
− Conservative CC assignment net of premium (5 × $65): -$961
Total Position P&L @ SS: $-3,059 (+$41,341 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-210, the opportunity cost of earning $300/mo FIGHT income now)
33% normal16 × $5411 Sep3d15.1%91%hist 96%18%hist 13%+5pp$416$4,160-$2,320$20,515
Sell 16 × $54 15.1% OTM over spot $46.91 11 Sep 2026 (3d, $0.29 mid)
= $416 credit for the 3d cycle → $4,160/mo projected
Survival (stays ≤ $54)
91%
Breach risk
9%
POP (stays ≤ $54.28)
92%
EV / mo
+$2,204
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
62% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,427/mo
median; plan ~$1,651/mo after 68% keep · $9,806 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.1], measured ONLY among the 62% 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)
8%
Flat exit net (mid-life)
-$2,285
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$72 @ 87% POP
85% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.39/sh now → $1.69 mid-life (likely $1.61–$3.04)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 240 simulated challenges: the $54 strike is typically first touched on day 2 of 3, at $56 (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 (16 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5418 Sep 20268d left+$1.63/sh+$2,609
cycle +$3,025
[+$2,258…+$2,938] · 99% credit
67%
surv 53%
-$25,351 NOT
cap gain +$19,049
Reliable up-and-out (highest cap still free ≥60%)~$7223 Oct 202644d left+$0.72/sh+$1,155
cycle +$1,571
[+$238…+$1,465] · 82% credit
86%
surv 84%
+$11,069 SAFE
cap gain +$55,469
Max even-money escape in the band~$7216 Oct 202636d left+$0.43/sh+$692
cycle +$1,108
[-$344…+$979] · 66% credit
87%
surv 85%
+$10,605 SAFE
cap gain +$55,005
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5818 Sep 20268d left+$0.18/sh+$283
cycle +$699
[-$698…+$482] · 52% credit
76%
surv 70%
-$18,466 NOT
cap gain +$25,934
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$4,160/mo
vs 50% target ($6,265/mo)-34%
vs normal income ($12,529/mo)33% covered
Net income (after hedge)$4,052/mo
Downside budget
⚠ $54 is $13 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,515
… as % of IC ($13,700)149.7%
… as % of ML ($107,700)19.0%
Recovery months (at normal income)1.6 mo
Surgical close (16 ct)$-35,560
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $54.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $53.46Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$53-54.28
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
≥ $54.28
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (1.6σ)$416$-27,960+$16,440+$160
+2.5%$55.35 (1.8σ)$-1,744$-27,082+$17,318-$2,000
+5%$56.70 (2.1σ)$-3,904$-26,205+$18,195-$4,160
SS (= V-bounce)$63.43 (3.6σ)$-14,672$-21,830+$22,570-$14,928
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (16 × $54): -$20,515
− Conservative CC assignment net of premium (4 × $65): -$769
Total Position P&L @ SS: $-20,289 (+$24,111 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-17,440, the opportunity cost of earning $4,160/mo FIGHT income now)
🛡 safe yield20 × $5411 Sep3d15.1%91%hist 96%18%hist 13%+5pp$520$5,200-$1,280$25,643
Sell 20 × $54 15.1% OTM over spot $46.91 11 Sep 2026 (3d, $0.29 mid)
= $520 credit for the 3d cycle → $5,200/mo projected
Survival (stays ≤ $54)
91%
Breach risk
9%
POP (stays ≤ $54.28)
92%
EV / mo
+$2,755
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
64% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,870/mo
median; plan ~$1,952/mo after 68% keep · $9,236 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.6], measured ONLY among the 64% 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)
8%
Flat exit net (mid-life)
-$2,856
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$72 @ 87% POP
85% 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 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.39/sh now → $1.69 mid-life (likely $1.56–$2.94)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 255 simulated challenges: the $54 strike is typically first touched on day 2 of 3, at $56 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5418 Sep 20268d left+$1.63/sh+$3,261
cycle +$3,781
[+$2,872…+$3,755] · 99% credit
67%
surv 53%
-$24,659 NOT
cap gain +$19,741
Reliable up-and-out (highest cap still free ≥60%)~$7223 Oct 202644d left+$0.72/sh+$1,444
cycle +$1,964
[+$415…+$1,954] · 80% credit
86%
surv 84%
+$14,235 SAFE
cap gain +$58,635
Max even-money escape in the band~$7216 Oct 202636d left+$0.43/sh+$865
cycle +$1,385
[-$252…+$1,358] · 70% credit
87%
surv 85%
+$13,656 SAFE
cap gain +$58,056
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5818 Sep 20268d left+$0.18/sh+$354
cycle +$874
[-$661…+$679] · 56% credit
76%
surv 70%
-$18,355 NOT
cap gain +$26,045
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$5,200/mo
vs 50% target ($6,265/mo)-17%
vs normal income ($12,529/mo)42% covered
Net income (after hedge)$4,900/mo
Downside budget
⚠ $54 is $13 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,643
… as % of IC ($13,700)187.2%
… as % of ML ($107,700)23.8%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-44,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $54.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $53.46Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$53-54.28
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
≥ $54.28
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (1.6σ)$520$-27,920+$16,480+$200
+2.5%$55.35 (1.8σ)$-2,180$-27,582+$16,818-$2,500
+5%$56.70 (2.1σ)$-4,880$-27,245+$17,155-$5,200
SS (= V-bounce)$63.43 (3.6σ)$-18,340$-25,562+$18,838-$18,660
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (20 × $54): -$25,643
Total Position P&L @ SS: $-24,649 (+$19,751 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-21,800, the opportunity cost of earning $5,200/mo FIGHT income now)
🎯 50% normal18 × $5311 Sep3d13.0%89%hist 86%23%hist 26%+5pp$648$6,480$24,699
Sell 18 × $53 13.0% OTM over spot $46.91 11 Sep 2026 (3d, $0.38 mid)
= $648 credit for the 3d cycle → $6,480/mo projected
Survival (stays ≤ $53)
89%
Breach risk
11%
POP (stays ≤ $53.38)
90%
EV / mo
+$3,264
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
64% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,501/mo
median; plan ~$2,381/mo after 68% keep · $12,082 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.6], measured ONLY among the 64% 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)
-$2,307
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$71 @ 88% POP
86% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.32/sh now → $1.64 mid-life (likely $1.55–$2.89)≈ $0 at expiry  |  you banked $0.36/sh, so a flat mid-life exit nets -$1.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 355 simulated challenges: the $53 strike is typically first touched on day 2 of 3, at $55 (overshoots $1.64). 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)~$5318 Sep 20268d left+$1.59/sh+$2,854
cycle +$3,502
[+$2,398…+$3,221] · 97% credit
67%
surv 53%
-$27,156 NOT
cap gain +$17,244
Reliable up-and-out (highest cap still free ≥60%)~$7123 Oct 202644d left+$0.61/sh+$1,098
cycle +$1,746
[+$62…+$1,474] · 76% credit
87%
surv 85%
+$10,580 SAFE
cap gain +$54,980
Max even-money escape in the band~$7116 Oct 202636d left+$0.34/sh+$605
cycle +$1,253
[-$524…+$953] · 59% credit
88%
surv 86%
+$10,087 SAFE
cap gain +$54,487
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5718 Sep 20268d left+$0.14/sh+$256
cycle +$904
[-$776…+$496] · 50% credit
76%
surv 70%
-$20,544 NOT
cap gain +$23,856
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$6,480/mo
vs 50% target ($6,265/mo)+3%
vs normal income ($12,529/mo)52% covered
Net income (after hedge)$6,276/mo
Downside budget
⚠ $53 is $14 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,699
… as % of IC ($13,700)180.3%
… as % of ML ($107,700)22.9%
Recovery months (at normal income)2.0 mo
Surgical close (18 ct)$-39,987
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 $0.36 collected) or spot ≥ $53.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $53)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-53.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $53.38
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$53.00 (1.3σ)$648$-30,010+$14,390+$360
+2.5%$54.32 (1.6σ)$-1,737$-29,413+$14,987-$2,025
+5%$55.65 (1.9σ)$-4,122$-28,817+$15,583-$4,410
SS (= V-bounce)$63.43 (3.6σ)$-18,126$-25,316+$19,084-$18,414
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (18 × $53): -$24,699
− Conservative CC assignment net of premium (2 × $65): -$384
Total Position P&L @ SS: $-24,089 (+$20,311 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-21,240, the opportunity cost of earning $6,480/mo FIGHT income now)
100% normal20 × $5111 Sep3d8.7%81%hist 86%40%hist 31%+9pp$1,260$12,600+$6,120$30,903
Sell 20 × $51 8.7% OTM over spot $46.91 11 Sep 2026 (3d, $0.64 mid)
= $1,260 credit for the 3d cycle → $12,600/mo projected
Survival (stays ≤ $51)
81%
Breach risk
19%
POP (stays ≤ $51.64)
84%
EV / mo
+$4,967
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
67% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,507/mo
median; plan ~$3,745/mo after 68% keep · $20,125 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 67% 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)
24%
Flat exit net (mid-life)
-$1,840
Free roll-up
+$4/wk
Safest escape (by 16 Oct 2026)
$69 @ 88% POP
87% 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 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.19/sh now → $1.55 mid-life (likely $1.60–$2.86)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 727 simulated challenges: the $51 strike is typically first touched on day 2 of 3, at $53 (overshoots $1.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5118 Sep 20268d left+$1.50/sh+$2,994
cycle +$4,254
[+$2,432…+$3,313] · 99% credit
67%
surv 53%
-$30,935 NOT
cap gain +$13,465
Reliable up-and-out (highest cap still free ≥60%)~$6423 Oct 202644d left+$1.16/sh+$2,314
cycle +$3,574
[+$1,223…+$2,628] · 91% credit
84%
surv 80%
-$2,155 NOT
cap gain +$42,245
Max even-money escape in the band~$6916 Oct 202636d left+$0.16/sh+$312
cycle +$1,572
[-$1,201…+$506] · 40% credit
88%
surv 87%
+$7,093 SAFE
cap gain +$51,493
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5518 Sep 20268d left+$0.07/sh+$149
cycle +$1,409
[-$1,079…+$256] · 36% credit
77%
surv 71%
-$24,570 NOT
cap gain +$19,830
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$12,600/mo
vs 50% target ($6,265/mo)+101%
vs normal income ($12,529/mo)101% covered
Net income (after hedge)$12,300/mo
Downside budget
⚠ $51 is $16 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,903
… as % of IC ($13,700)225.6%
… as % of ML ($107,700)28.7%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-44,420
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $51.64 (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 $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.64
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
≥ $51.64
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (≤1σ, normal week)$1,260$-33,930+$10,470+$940
+2.5%$52.27 (1.2σ)$-1,290$-33,611+$10,789-$1,610
+5%$53.55 (1.5σ)$-3,840$-33,292+$11,108-$4,160
SS (= V-bounce)$63.43 (3.6σ)$-23,600$-30,822+$13,578-$23,920
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (20 × $51): -$30,903
Total Position P&L @ SS: $-29,909 (+$14,491 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-27,060, the opportunity cost of earning $12,600/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on IREN are the tiebreakers.

📅 NEXT FRIDAY · 18 Sep 2026 · 10d · E[net] $1,128/mo

🎯 Engine pick: sell 20 × $53 (50% normal), 78% survival, breach 22%, $6,480/mo.
⚖️ Worth a safer step: the $55 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $2,322/mo less (36% 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 $55 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $46.91 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $6518 Sep10d38.6%97%hist 96%6%hist 3%+0pp$112$336-$6,144$1,345
Sell 7 × $65 38.6% OTM over spot $46.91 18 Sep 2026 (10d, $0.17 mid)
= $112 credit for the 10d cycle → $336/mo projected
Survival (stays ≤ $65)
97%
Breach risk
3%
POP (stays ≤ $65.17)
97%
EV / mo
+$239
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
63% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$578/mo
median; plan ~$393/mo after 68% keep · $2,340 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.6-3.1], measured ONLY among the 63% 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)
4%
Flat exit net (mid-life)
-$2,389
Free roll-up
+$3/wk
Safest escape (by 16 Oct 2026)
$83 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.05/sh now → $3.57 mid-life (likely $2.14–$4.07)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$3.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 127 simulated challenges: the $65 strike is typically first touched on day 8 of 10, at $67 (overshoots $2.08). 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 (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6525 Sep 202612d left+$1.37/sh+$956
cycle +$1,068
[+$1,067…+$1,678] · 100% credit
67%
surv 55%
-$2,413 NOT
cap gain +$41,987
Reliable up-and-out (highest cap still free ≥60%)~$8323 Oct 202640d left+$0.53/sh+$371
cycle +$483
[+$454…+$1,345] · 95% credit
84%
surv 80%
+$14,190 SAFE
cap gain +$58,590
Up-and-out for even (raise the cap, free)~$6825 Sep 202612d left+$0.15/sh+$106
cycle +$218
[+$89…+$783] · 80% credit
71%
surv 62%
-$325 NOT
cap gain +$44,075
Max even-money escape in the band~$8316 Oct 202633d left+$0.01/sh+$8
cycle +$120
[+$12…+$925] · 76% credit
84%
surv 81%
+$13,827 SAFE
cap gain +$58,227
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$336/mo
vs 50% target ($6,265/mo)-95%
vs normal income ($12,529/mo)3% covered
Net income (after hedge)$660/mo
Downside budget
⚠ $65 is $2 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,345
… as % of IC ($13,700)9.8%
… as % of ML ($107,700)1.2%
Recovery months (at normal income)0.1 mo
Surgical close (7 ct)$-15,551
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 $0.16 collected) or spot ≥ $65.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $65)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $64.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$64-65.17
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
≥ $65.17
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$65.00 (2.2σ)$112$-3,370+$41,030+$0
+2.5%$66.62 (2.4σ)$-1,026$-2,963+$41,437+$0
+5%$68.25 (2.6σ)$-2,163$-2,557+$41,843+$0
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (7 × $65): -$1,345
− Conservative CC assignment net of premium (13 × $65): -$2,498
Total Position P&L @ SS: $-2,849 (+$41,551 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-0, the opportunity cost of earning $336/mo FIGHT income now)
🛡 safe yield20 × $6018 Sep10d27.9%93%hist 96%15%hist 13%+2pp$680$2,040-$4,440$13,483
Sell 20 × $60 27.9% OTM over spot $46.91 18 Sep 2026 (10d, $0.36 mid)
= $680 credit for the 10d cycle → $2,040/mo projected
Survival (stays ≤ $60)
93%
Breach risk
7%
POP (stays ≤ $60.36)
93%
EV / mo
+$993
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
56% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,029/mo
median; plan ~$700/mo after 68% keep · $4,247 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.2], measured ONLY among the 56% 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)
10%
Flat exit net (mid-life)
-$5,639
Free roll-up
+$3/wk
Safest escape (by 23 Oct 2026)
$78 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.46/sh now → $3.16 mid-life (likely $2.50–$4.34)≈ $0 at expiry  |  you banked $0.34/sh, so a flat mid-life exit nets -$2.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 307 simulated challenges: the $60 strike is typically first touched on day 7 of 10, at $62 (overshoots $2.14). 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)~$6025 Sep 202612d left+$1.21/sh+$2,418
cycle +$3,098
[+$2,344…+$3,745] · 100% credit
67%
surv 54%
-$11,842 NOT
cap gain +$32,558
Reliable up-and-out (highest cap still free ≥60%)~$7323 Oct 202640d left+$0.91/sh+$1,820
cycle +$2,500
[+$1,537…+$3,655] · 98% credit
82%
surv 77%
+$17,021 SAFE
cap gain +$61,421
Max even-money escape in the band~$7316 Oct 202633d left+$0.15/sh+$309
cycle +$989
[-$538…+$1,857] · 64% credit
80%
surv 77%
+$15,510 SAFE
cap gain +$59,910
reaches SS ✓
Safety roll (pay small debit, max POP)~$7823 Oct 202640d left-$0.00/sh-$9
cycle +$671
[-$653…+$1,649] · 60% credit
85%
surv 82%
+$26,441 SAFE
cap gain +$70,841
budget: banked $680 debit $9 (1% used ≈ 0.0 wk of income) → whole cycle still +$671 cash · rolled 20 ct earn ≈ $4,732/mo while parked; 0 ct free to re-sell · clears SS ✓
Up-and-out for even (raise the cap, free)~$6325 Sep 202612d left+$0.02/sh+$47
cycle +$727
[-$497…+$1,117] · 59% credit
71%
surv 63%
-$7,252 NOT
cap gain +$37,148
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$2,040/mo
vs 50% target ($6,265/mo)-67%
vs normal income ($12,529/mo)16% covered
Net income (after hedge)$1,740/mo
Downside budget
⚠ $60 is $7 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,483
… as % of IC ($13,700)98.4%
… as % of ML ($107,700)12.5%
Recovery months (at normal income)1.1 mo
Surgical close (20 ct)$-44,440
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 $0.34 collected) or spot ≥ $60.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $60)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $59.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$59-60.36
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
≥ $60.36
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$60.00 (1.6σ)$680$-14,260+$30,140+$360
+2.5%$61.50 (1.7σ)$-2,320$-13,885+$30,515-$2,640
+5%$63.00 (1.9σ)$-5,320$-13,510+$30,890-$5,640
SS (= V-bounce)$63.43 (2.0σ)$-6,180$-13,402+$30,998-$6,500
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (20 × $60): -$13,483
Total Position P&L @ SS: $-12,489 (+$31,911 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-9,640, the opportunity cost of earning $2,040/mo FIGHT income now)
33% normal ← lean18 × $5518 Sep10d17.3%84%hist 86%34%hist 31%+4pp$1,386$4,158-$2,322$20,361
Sell 18 × $55 17.3% OTM over spot $46.91 18 Sep 2026 (10d, $0.80 mid)
= $1,386 credit for the 10d cycle → $4,158/mo projected
Survival (stays ≤ $55)
84%
Breach risk
16%
POP (stays ≤ $55.80)
86%
EV / mo
+$1,036
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
60% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,914/mo
median; plan ~$1,302/mo after 68% keep · $8,441 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.8-3.1], measured ONLY among the 60% 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)
24%
Flat exit net (mid-life)
-$3,599
Free roll-up
+$2/wk
Safest escape (by 23 Oct 2026)
$73 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.91/sh now → $2.77 mid-life (likely $2.77–$4.20)≈ $0 at expiry  |  you banked $0.77/sh, so a flat mid-life exit nets -$2.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 731 simulated challenges: the $55 strike is typically first touched on day 6 of 10, at $57 (overshoots $1.89). 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)~$5525 Sep 202612d left+$1.06/sh+$1,908
cycle +$3,294
[+$1,461…+$2,417] · 100% credit
66%
surv 54%
-$22,864 NOT
cap gain +$21,536
Max even-money escape in the band~$6823 Oct 202640d left+$0.37/sh+$665
cycle +$2,051
[-$286…+$1,324] · 63% credit
83%
surv 79%
+$4,735 SAFE
cap gain +$49,135
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5725 Sep 202612d left+$0.25/sh+$444
cycle +$1,830
[-$215…+$803] · 61% credit
70%
surv 61%
-$19,617 NOT
cap gain +$24,783
Safety roll (pay small debit, max POP)~$7323 Oct 202640d left-$0.45/sh-$808
cycle +$578
[-$2,004…-$320] · 18% credit
87%
surv 85%
+$13,512 SAFE
cap gain +$57,912
budget: banked $1,386 debit $808 (58% used ≈ 0.8 wk of income) → whole cycle still +$578 cash · rolled 18 ct earn ≈ $3,133/mo while parked; 2 ct free to re-sell · clears SS ✓
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$4,158/mo
vs 50% target ($6,265/mo)-34%
vs normal income ($12,529/mo)33% covered
Net income (after hedge)$3,954/mo
Downside budget
⚠ $55 is $12 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,361
… as % of IC ($13,700)148.6%
… as % of ML ($107,700)18.9%
Recovery months (at normal income)1.6 mo
Surgical close (18 ct)$-40,023
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.77 collected) or spot ≥ $55.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $55)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $54.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$54-55.80
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
≥ $55.80
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$55.00 (≤1σ, normal week)$1,386$-24,772+$19,628+$1,098
+2.5%$56.37 (1.1σ)$-1,089$-24,153+$20,247-$1,377
+5%$57.75 (1.3σ)$-3,564$-23,534+$20,866-$3,852
SS (= V-bounce)$63.43 (2.0σ)$-13,788$-20,978+$23,422-$14,076
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (18 × $55): -$20,361
− Conservative CC assignment net of premium (2 × $65): -$384
Total Position P&L @ SS: $-19,751 (+$24,649 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-16,902, the opportunity cost of earning $4,158/mo FIGHT income now)
🎯 50% normal20 × $5318 Sep10d13.0%78%hist 83%46%hist 39%+4pp$2,160$6,480$26,003
Sell 20 × $53 13.0% OTM over spot $46.91 18 Sep 2026 (10d, $1.12 mid)
= $2,160 credit for the 10d cycle → $6,480/mo projected
Survival (stays ≤ $53)
78%
Breach risk
22%
POP (stays ≤ $54.12)
81%
EV / mo
+$1,118
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
65% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,820/mo
median; plan ~$1,917/mo after 68% keep · $8,946 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.7], measured ONLY among the 65% 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)
37%
Flat exit net (mid-life)
-$3,079
Free roll-up
+$2/wk
Safest escape (by 16 Oct 2026)
$71 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.70/sh now → $2.62 mid-life (likely $2.70–$4.17)≈ $0 at expiry  |  you banked $1.08/sh, so a flat mid-life exit nets -$1.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,107 simulated challenges: the $53 strike is typically first touched on day 5 of 10, at $55 (overshoots $1.83). 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)~$5325 Sep 202612d left+$1.00/sh+$2,006
cycle +$4,166
[+$1,431…+$2,437] · 100% credit
66%
surv 54%
-$26,524 NOT
cap gain +$17,876
Reliable up-and-out (highest cap still free ≥60%)~$6123 Oct 202640d left+$1.28/sh+$2,565
cycle +$4,725
[+$1,625…+$3,233] · 100% credit
79%
surv 73%
-$7,755 NOT
cap gain +$36,645
Up-and-out for even (raise the cap, free)~$5525 Sep 202612d left+$0.20/sh+$393
cycle +$2,553
[-$423…+$605] · 46% credit
70%
surv 61%
-$23,426 NOT
cap gain +$20,974
Max even-money escape in the band~$6623 Oct 202640d left+$0.18/sh+$352
cycle +$2,512
[-$900…+$714] · 40% credit
83%
surv 80%
+$1,282 SAFE
cap gain +$45,682
reaches SS ✓
Safety roll (pay small debit, max POP)~$7116 Oct 202633d left-$0.89/sh-$1,788
cycle +$372
[-$3,451…-$1,609] · 5% credit
88%
surv 87%
+$10,393 SAFE
cap gain +$54,793
budget: banked $2,160 debit $1,788 (83% used ≈ 1.2 wk of income) → whole cycle still +$372 cash · rolled 20 ct earn ≈ $3,138/mo while parked; 0 ct free to re-sell · clears SS ✓
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$6,480/mo
vs 50% target ($6,265/mo)+3%
vs normal income ($12,529/mo)52% covered
Net income (after hedge)$6,180/mo
Downside budget
⚠ $53 is $14 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,003
… as % of IC ($13,700)189.8%
… as % of ML ($107,700)24.1%
Recovery months (at normal income)2.1 mo
Surgical close (20 ct)$-44,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.08 collected) or spot ≥ $54.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $53)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-54.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $54.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$53.00 (≤1σ, normal week)$2,160$-28,530+$15,870+$1,840
+2.5%$54.32 (≤1σ, normal week)$-490$-28,198+$16,202-$810
+5%$55.65 (1.0σ)$-3,140$-27,867+$16,533-$3,460
SS (= V-bounce)$63.43 (2.0σ)$-18,700$-25,922+$18,478-$19,020
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (20 × $53): -$26,003
Total Position P&L @ SS: $-25,009 (+$19,391 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-22,160, the opportunity cost of earning $6,480/mo FIGHT income now)
100% normal20 × $4918 Sep10d4.5%63%hist 65%79%hist 64%+8pp$4,220$12,660+$6,180$31,943
Sell 20 × $49 4.5% OTM over spot $46.91 18 Sep 2026 (10d, $2.16 mid)
= $4,220 credit for the 10d cycle → $12,660/mo projected
Survival (stays ≤ $49)
63%
Breach risk
37%
POP (stays ≤ $51.16)
72%
EV / mo
+$875
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
67% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~4.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,055/mo
median; plan ~$2,758/mo after 68% keep · $14,443 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.2], measured ONLY among the 67% 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)
64%
Flat exit net (mid-life)
-$443
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$67 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.29/sh now → $2.33 mid-life (likely $3.07–$4.21)≈ $0 at expiry  |  you banked $2.11/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,928 simulated challenges: the $49 strike is typically first touched on day 3 of 10, at $51 (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)~$4925 Sep 202612d left+$0.89/sh+$1,785
cycle +$6,005
[+$1,062…+$1,466] · 100% credit
66%
surv 54%
-$33,684 NOT
cap gain +$10,716
Reliable up-and-out (highest cap still free ≥60%)~$5723 Oct 202640d left+$0.85/sh+$1,707
cycle +$5,927
[+$419…+$1,127] · 93% credit
80%
surv 74%
-$15,552 NOT
cap gain +$28,848
Max even-money escape in the band~$5716 Oct 202633d left+$0.49/sh+$974
cycle +$5,194
[-$331…+$396] · 44% credit
80%
surv 75%
-$16,286 NOT
cap gain +$28,114
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)~$5125 Sep 202612d left+$0.10/sh+$204
cycle +$4,424
[-$833…-$269] · 15% credit
71%
surv 62%
-$30,556 NOT
cap gain +$13,844
Safety roll (pay small debit, max POP)~$672 Oct 202619d left-$1.86/sh-$3,719
cycle +$501
[-$6,597…-$4,883]
92%
surv 92%
+$1,522 SAFE
cap gain +$45,922
budget: banked $4,220 debit $3,719 (88% used ≈ 1.3 wk of income) → whole cycle still +$501 cash · rolled 20 ct earn ≈ $1,491/mo while parked; 0 ct free to re-sell · clears SS ✓
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$12,660/mo
vs 50% target ($6,265/mo)+102%
vs normal income ($12,529/mo)101% covered
Net income (after hedge)$12,360/mo
Downside budget
⚠ $49 is $18 below CC-SS $67.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,943
… as % of IC ($13,700)233.2%
… as % of ML ($107,700)29.7%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-44,490
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.11 collected) or spot ≥ $51.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $49)); NOT the premium you collected. Momentum override: two daily closes above $48.09 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-51.16
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
≥ $51.16
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (≤1σ, normal week)$4,220$-35,470+$8,930+$3,900
+2.5%$50.22 (≤1σ, normal week)$1,770$-35,163+$9,237+$1,450
+5%$51.45 (≤1σ, normal week)$-680$-34,857+$9,543-$1,000
SS (= V-bounce)$63.43 (2.0σ)$-24,640$-31,862+$12,538-$24,960
V-BOUNCE STRESS (stock → CC-SS $67.08, where you are whole again, by expiry)
Starting unrealized P&L: $-44,400
+ Fortress recovery (un-capped): +$45,394
− CC assignment net of premium (20 × $49): -$31,943
Total Position P&L @ SS: $-30,949 (+$13,451 vs today)
Do-nothing baseline at SS: $-2,849 (this trade vs do-nothing: $-28,100, the opportunity cost of earning $12,660/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 (49 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (7 expiries scanned, 49 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: 1.125 (IBKR)  |  Recovery@SS: +$45,394 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,849

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$533d11 Sep 2026$0.3618/20$6,480$6,27689%90%+$3,264-$24,699180.3%$-24,089 (vs do-nothing $-21,240)
$523d11 Sep 2026$0.4714/20$6,580$6,56885%87%+$2,916-$20,456149.3%$-20,615 (vs do-nothing $-17,766)
$513d11 Sep 2026$0.6310/20$6,300$6,48081%84%+$2,484-$15,452112.8%$-16,379 (vs do-nothing $-13,530)
$5310d18 Sep 2026$1.0820/20$6,480$6,18078%81%+$1,118-$26,003189.8%$-25,009 (vs do-nothing $-22,160)
$503d11 Sep 2026$0.848/20$6,720$6,99675%80%+$2,314-$12,99394.8%$-14,305 (vs do-nothing $-11,456)
$5210d18 Sep 2026$1.2817/20$6,528$6,37275%79%+$918-$23,463171.3%$-23,045 (vs do-nothing $-20,196)
$49.503d11 Sep 2026$0.957/20$6,650$6,97472%78%+$2,042-$11,64285.0%$-13,146 (vs do-nothing $-10,297)
$5217d25 Sep 2026$1.9119/20$6,404$6,15271%76%+$183-$25,026182.7%$-24,224 (vs do-nothing $-21,375)
$5110d18 Sep 2026$1.5214/20$6,384$6,37271%77%+$738-$20,386148.8%$-20,545 (vs do-nothing $-17,696)
$493d11 Sep 2026$1.106/20$6,600$6,97269%76%+$1,899-$10,18974.4%$-11,885 (vs do-nothing $-9,036)
$5117d25 Sep 2026$2.1717/20$6,510$6,35468%75%+$93-$23,650172.6%$-23,232 (vs do-nothing $-20,383)
$5010d18 Sep 2026$1.8112/20$6,516$6,60067%74%+$645-$18,326133.8%$-18,869 (vs do-nothing $-16,020)
$5124d2 Oct 2026$2.7419/20$6,508$6,25667%74%$-158-$25,349185.0%$-24,547 (vs do-nothing $-21,698)
Show 36 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$5017d25 Sep 2026$2.4715/20$6,538$6,47865%73%+$34-$21,918160.0%$-21,884 (vs do-nothing $-19,035)
$48.503d11 Sep 2026$1.246/20$7,440$7,81265%74%+$1,867-$10,40575.9%$-12,101 (vs do-nothing $-9,252)
$5024d2 Oct 2026$3.0517/20$6,481$6,32564%72%$-190-$23,854174.1%$-23,436 (vs do-nothing $-20,587)
$5031d9 Oct 2026$3.6018/20$6,271$6,06764%72%$-232-$24,267177.1%$-23,657 (vs do-nothing $-20,808)
$5038d16 Oct 2026$4.2019/20$6,300$6,04864%72%$-98-$24,475178.7%$-23,673 (vs do-nothing $-20,824)
$4910d18 Sep 2026$2.1110/20$6,330$6,51063%72%+$438-$15,972116.6%$-16,899 (vs do-nothing $-14,050)
$4945d23 Oct 2026$4.9519/20$6,270$6,01862%71%$-219-$24,950182.1%$-24,148 (vs do-nothing $-21,299)
$4917d25 Sep 2026$2.8013/20$6,424$6,46062%71%$-29-$19,866145.0%$-20,217 (vs do-nothing $-17,368)
$4938d16 Oct 2026$4.6018/20$6,537$6,33362%71%$-51-$24,267177.1%$-23,657 (vs do-nothing $-20,808)
$4924d2 Oct 2026$3.3515/20$6,281$6,22162%71%$-289-$22,098161.3%$-22,064 (vs do-nothing $-19,215)
$4931d9 Oct 2026$3.9017/20$6,416$6,26062%71%$-332-$24,109176.0%$-23,691 (vs do-nothing $-20,842)
$483d11 Sep 2026$1.425/20$7,100$7,52061%72%+$1,618-$8,83164.5%$-10,719 (vs do-nothing $-7,870)
$4845d23 Oct 2026$5.3518/20$6,420$6,21660%71%$-202-$24,717180.4%$-24,107 (vs do-nothing $-21,258)
$4838d16 Oct 2026$5.0016/20$6,316$6,20859%70%$-42-$22,531164.5%$-22,305 (vs do-nothing $-19,456)
$4831d9 Oct 2026$4.3016/20$6,658$6,55059%70%$-310-$23,651172.6%$-23,425 (vs do-nothing $-20,576)
$4824d2 Oct 2026$3.8014/20$6,650$6,63859%69%$-178-$21,394156.2%$-21,553 (vs do-nothing $-18,704)
$4810d18 Sep 2026$2.469/20$6,642$6,87059%69%+$303-$14,960109.2%$-16,079 (vs do-nothing $-13,230)
$4817d25 Sep 2026$3.1512/20$6,671$6,75559%69%$-121-$19,118139.5%$-19,661 (vs do-nothing $-16,812)
$4738d16 Oct 2026$5.3515/20$6,336$6,27657%69%$-128-$22,098161.3%$-22,064 (vs do-nothing $-19,215)
$47.503d11 Sep 2026$1.614/20$6,440$6,90857%70%+$1,288-$7,18952.5%$-9,269 (vs do-nothing $-6,420)
$4745d23 Oct 2026$5.7517/20$6,517$6,36157%71%+$855-$24,364177.8%$-23,946 (vs do-nothing $-21,097)
$4731d9 Oct 2026$4.7014/20$6,368$6,35656%68%$-309-$21,534157.2%$-21,693 (vs do-nothing $-18,844)
$47.5010d18 Sep 2026$2.688/20$6,432$6,70856%68%+$289-$13,52198.7%$-14,833 (vs do-nothing $-11,984)
$4724d2 Oct 2026$4.1513/20$6,744$6,78056%68%$-299-$20,711151.2%$-21,062 (vs do-nothing $-18,213)
$4717d25 Sep 2026$3.5510/20$6,265$6,44555%67%$-163-$16,532120.7%$-17,459 (vs do-nothing $-14,610)
$4638d16 Oct 2026$5.8014/20$6,411$6,39955%68%$-123-$21,394156.2%$-21,553 (vs do-nothing $-18,704)
$4710d18 Sep 2026$2.888/20$6,912$7,18854%67%+$229-$13,761100.4%$-15,073 (vs do-nothing $-12,224)
$4645d23 Oct 2026$6.3015/20$6,300$6,24054%70%+$841-$22,173161.8%$-22,139 (vs do-nothing $-19,290)
$4631d9 Oct 2026$5.2013/20$6,542$6,57854%67%$-237-$20,646150.7%$-20,997 (vs do-nothing $-18,148)
$473d11 Sep 2026$1.854/20$7,400$7,86853%68%+$1,378-$7,29353.2%$-9,373 (vs do-nothing $-6,524)
$4624d2 Oct 2026$4.6511/20$6,394$6,52653%67%$-209-$18,075131.9%$-18,810 (vs do-nothing $-15,961)
$46.5010d18 Sep 2026$3.107/20$6,510$6,83452%66%+$159-$12,23789.3%$-13,741 (vs do-nothing $-10,892)
$4617d25 Sep 2026$4.059/20$6,432$6,66051%66%$-112-$15,329111.9%$-16,448 (vs do-nothing $-13,599)
$4610d18 Sep 2026$3.357/20$7,035$7,35949%65%+$152-$12,41290.6%$-13,916 (vs do-nothing $-11,067)
$46.503d11 Sep 2026$2.074/20$8,280$8,74848%66%+$1,279-$7,40554.0%$-9,485 (vs do-nothing $-6,636)
$463d11 Sep 2026$2.333/20$6,990$7,50644%64%+$922-$5,62641.1%$-7,898 (vs do-nothing $-5,049)

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  |  2026-09-08 21:37