FORTRESS FIGHT: IREN-LC50 @ $43.88

BE SS: $63.43  |  CC-SS: $66.78  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-11 22:01

IREN-LC50 @ $43.88   UNDERWATER $19.55 (30.8% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.78 (banked floor $65.13)  |  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 2026-11-20 (entry $0.377/sh)

Economics

Max Loss$107,700(ND $6.85 + SW $47) x 2000
Normal income ref$11,057/mo95% ann ROI on ML
Hedge rolling cost$386/mo
Unrealized P&L$-50,110fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,529/mo
HEDGE COVER
$386/mo
NORMAL INCOME
$11,057/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $13,700
ML VELOCITY
9.7 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.78 (probe: $65C 14d) brings only $300/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)
$46,500
was $50,110 · 7% earned back
Cycles closed
19
Credit in flight
$0
CC-SS · banked floor (info)
$66.78 → $65.13
⚠ 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 42 (live) · RSI 50 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 56 · %B 68 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $65.41 (+49%) · daily UBB $47.65 · 1-wk expected move ±$5 (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 $47.50 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($5,529/mo); it brings $5,554/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 18 × $45/7d for $11,340/mo, but breach risk rises to 39% (+17pp 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 × $65/7d (99% survival, $171/mo).
Downside anchor: the primary mortgages $33,400 (244% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 3.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-45,162 and cuts bleed by $347/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 · 18 Sep 2026 (7d) · sell 18 × $47.50, 78% survival, $5,554/mo (E[net] $2,098/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆18 Sep 2026 · 7d18 × $47.5078%$5,554$2,098
E[net] arithmetic on the grand pick: keep $1,296 with probability 67%; on the 33% touch you roll, paying $2,904 to close and taking $1,785 back from the best priced door (net cash $1,119) 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 · 18 Sep 2026 · 7d · E[net] $2,098/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $47.50 (50% normal), 78% survival, breach 22%, $5,554/mo.
⚖️ Worth a safer step: the $49 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,697/mo less (31% 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 $49 rung, unless you need the income to cover the hedge bleed, or you expect IREN to stay flat-to-down near term.
IREN  spot $43.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $5618 Sep7d27.6%97%hist 96%6%hist 3%-0pp$90$386-$5,169$19,306
Sell 18 × $56 27.6% OTM over spot $43.88 18 Sep 2026 (7d, $0.09 mid)
= $90 credit for the 7d cycle → $386/mo projected
Survival (stays ≤ $56)
97%
Breach risk
3%
POP (stays ≤ $56.09)
97%
EV / mo
+$158
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
50% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-65/mo
median; plan ~$-44/mo after 68% keep · $-293 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.4-4.4], measured ONLY among the 50% 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)
1%
Flat exit net (mid-life)
-$3,740
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$67 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.01/sh now → $2.13 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.08/sh  |  roll rows are incremental, the banked premium stays yours
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)~$5625 Sep 202610d left+$1.31/sh+$2,355
cycle +$2,445
68%
surv 53%
-$20,817 NOT
cap gain +$29,293
Up-and-out for even (raise the cap, free)~$5925 Sep 202610d left+$0.07/sh+$118
cycle +$208
75%
surv 67%
-$16,147 NOT
cap gain +$33,963
Max even-money escape in the band~$679 Oct 202624d left+$0.04/sh+$77
cycle +$167
83%
surv 80%
+$501 SAFE
cap gain +$50,611
reaches 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$386/mo
vs 50% target ($5,529/mo)-93%
vs normal income ($11,057/mo)3% covered
Net income (after hedge)$30/mo
Downside budget
⚠ $56 is $11 below CC-SS $66.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,306
… as % of IC ($13,700)140.9%
… as % of ML ($107,700)17.9%
Recovery months (at normal income)1.7 mo
Surgical close (18 ct)$-45,171
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 $0.05 collected) or spot ≥ $56.09 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $56)); NOT the premium you collected. Momentum override: two daily closes above $47.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $55.44Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$55-56.09
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $56.09
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$56.00 (2.6σ)$90$-23,172+$26,938-$36
+2.5%$57.40 (2.9σ)$-2,430$-22,592+$27,518-$2,556
+5%$58.80 (3.2σ)$-4,950$-22,013+$28,097-$5,076
SS (= V-bounce)$63.43 (4.1σ)$-13,284$-20,382+$29,728-$10,836
V-BOUNCE STRESS (stock → CC-SS $66.78, where you are whole again, by expiry)
Starting unrealized P&L: $-50,110
+ Fortress recovery (un-capped): +$50,691
− CC assignment net of premium (18 × $56): -$19,306
− Conservative CC assignment net of premium (2 × $62): -$941
Total Position P&L @ SS: $-19,666 (+$30,444 vs today)
Do-nothing baseline at SS: $-8,830 (this trade vs do-nothing: $-10,836, the opportunity cost of earning $386/mo FIGHT income now)
🛡 safe yield20 × $5118 Sep7d16.2%91%hist 96%19%hist 13%+4pp$520$2,229-$3,326$31,031
Sell 20 × $51 16.2% OTM over spot $43.88 18 Sep 2026 (7d, $0.29 mid)
= $520 credit for the 7d cycle → $2,229/mo projected
Survival (stays ≤ $51)
91%
Breach risk
9%
POP (stays ≤ $51.29)
92%
EV / mo
+$1,057
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
46% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,007/mo
median; plan ~$685/mo after 68% keep · $6,016 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.1], 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)
10%
Flat exit net (mid-life)
-$3,114
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$60 @ 83% POP
79% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.57/sh now → $1.82 mid-life (likely $1.45–$2.59)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$1.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 307 simulated challenges: the $51 strike is typically first touched on day 5 of 7, at $52 (overshoots $1.17). 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)~$5125 Sep 202610d left+$1.12/sh+$2,234
cycle +$2,754
[+$2,209…+$3,093] · 100% credit
68%
surv 53%
-$31,592 NOT
cap gain +$18,518
Reliable up-and-out (highest cap still free ≥60%)~$589 Oct 202624d left+$0.27/sh+$540
cycle +$1,060
[-$51…+$1,281] · 73% credit
80%
surv 75%
-$17,523 NOT
cap gain +$32,587
Up-and-out for even (raise the cap, free)~$5425 Sep 202610d left+$0.06/sh+$129
cycle +$649
[-$269…+$675] · 58% credit
75%
surv 66%
-$27,896 NOT
cap gain +$22,214
Max even-money escape in the band~$599 Oct 202624d left+$0.05/sh+$91
cycle +$611
[-$573…+$784] · 54% credit
81%
surv 77%
-$15,757 NOT
cap gain +$34,353
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$609 Oct 202624d left-$0.16/sh-$323
cycle +$197
[-$1,073…+$329] · 38% credit
83%
surv 79%
-$13,957 NOT
cap gain +$36,153
budget: banked $520 debit $323 (62% used ≈ 0.6 wk of income) → whole cycle still +$197 cash · rolled 20 ct earn ≈ $4,139/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$2,229/mo
vs 50% target ($5,529/mo)-60%
vs normal income ($11,057/mo)20% covered
Net income (after hedge)$1,843/mo
Downside budget
⚠ $51 is $16 below CC-SS $66.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,031
… as % of IC ($13,700)226.5%
… as % of ML ($107,700)28.8%
Recovery months (at normal income)2.8 mo
Surgical close (20 ct)$-50,170
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $51.29 (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 $47.65 (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
$50-51.29
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
≥ $51.29
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.5σ)$520$-33,826+$16,284+$380
+2.5%$52.27 (1.8σ)$-2,030$-33,553+$16,557-$2,170
+5%$53.55 (2.0σ)$-4,580$-33,280+$16,830-$4,720
SS (= V-bounce)$63.43 (4.1σ)$-24,340$-31,166+$18,944-$21,620
V-BOUNCE STRESS (stock → CC-SS $66.78, where you are whole again, by expiry)
Starting unrealized P&L: $-50,110
+ Fortress recovery (un-capped): +$50,691
− CC assignment net of premium (20 × $51): -$31,031
Total Position P&L @ SS: $-30,450 (+$19,660 vs today)
Do-nothing baseline at SS: $-8,830 (this trade vs do-nothing: $-21,620, the opportunity cost of earning $2,229/mo FIGHT income now)
33% normal ← lean18 × $4918 Sep7d11.7%85%hist 86%31%hist 31%+8pp$900$3,857-$1,697$31,096
Sell 18 × $49 11.7% OTM over spot $43.88 18 Sep 2026 (7d, $0.52 mid)
= $900 credit for the 7d cycle → $3,857/mo projected
Survival (stays ≤ $49)
85%
Breach risk
15%
POP (stays ≤ $49.52)
87%
EV / mo
+$1,731
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
53% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,709/mo
median; plan ~$1,162/mo after 68% keep · $10,543 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.4-4.4], measured ONLY among the 53% 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)
22%
Flat exit net (mid-life)
-$2,158
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$60 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.40/sh now → $1.70 mid-life (likely $1.53–$2.61)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 668 simulated challenges: the $49 strike is typically first touched on day 5 of 7, at $50 (overshoots $1.14). 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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4925 Sep 202610d left+$1.04/sh+$1,880
cycle +$2,780
[+$1,723…+$2,452] · 100% credit
68%
surv 53%
-$35,980 NOT
cap gain +$14,130
Reliable up-and-out (highest cap still free ≥60%)~$559 Oct 202624d left+$0.40/sh+$720
cycle +$1,620
[+$141…+$1,174] · 82% credit
80%
surv 74%
-$23,590 NOT
cap gain +$26,520
Max even-money escape in the band~$569 Oct 202624d left+$0.15/sh+$266
cycle +$1,166
[-$434…+$670] · 52% credit
81%
surv 76%
-$21,831 NOT
cap gain +$28,279
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)~$5225 Sep 202610d left+$0.00/sh+$6
cycle +$906
[-$479…+$306] · 41% credit
75%
surv 67%
-$32,054 NOT
cap gain +$18,056
Safety roll (pay small debit, max POP)~$609 Oct 202624d left-$0.38/sh-$676
cycle +$224
[-$1,563…-$313] · 17% credit
86%
surv 84%
-$13,916 NOT
cap gain +$36,194
budget: banked $900 debit $676 (75% used ≈ 0.8 wk of income) → whole cycle still +$224 cash · rolled 18 ct earn ≈ $2,978/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,857/mo
vs 50% target ($5,529/mo)-30%
vs normal income ($11,057/mo)35% covered
Net income (after hedge)$3,501/mo
Downside budget
⚠ $49 is $18 below CC-SS $66.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,096
… as % of IC ($13,700)227.0%
… as % of ML ($107,700)28.9%
Recovery months (at normal income)2.8 mo
Surgical close (18 ct)$-45,135
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $49.52 (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 $47.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-49.52
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
≥ $49.52
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (1.1σ)$900$-37,860+$12,250+$774
+2.5%$50.22 (1.3σ)$-1,305$-37,353+$12,757-$1,431
+5%$51.45 (1.6σ)$-3,510$-36,846+$13,264-$3,636
SS (= V-bounce)$63.43 (4.1σ)$-25,074$-32,172+$17,938-$22,626
V-BOUNCE STRESS (stock → CC-SS $66.78, where you are whole again, by expiry)
Starting unrealized P&L: $-50,110
+ Fortress recovery (un-capped): +$50,691
− CC assignment net of premium (18 × $49): -$31,096
− Conservative CC assignment net of premium (2 × $62): -$941
Total Position P&L @ SS: $-31,456 (+$18,654 vs today)
Do-nothing baseline at SS: $-8,830 (this trade vs do-nothing: $-22,626, the opportunity cost of earning $3,857/mo FIGHT income now)
🎯 50% normal18 × $47.5018 Sep7d8.3%78%hist 83%45%hist 39%+10pp$1,296$5,554$33,400
Sell 18 × $47.50 8.3% OTM over spot $43.88 18 Sep 2026 (7d, $0.76 mid)
= $1,296 credit for the 7d cycle → $5,554/mo projected
Survival (stays ≤ $47.50)
78%
Breach risk
22%
POP (stays ≤ $48.26)
82%
EV / mo
+$1,913
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
52% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,257/mo
median; plan ~$1,535/mo after 68% keep · $14,400 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-5.2], measured ONLY among the 52% 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)
33%
Flat exit net (mid-life)
-$1,608
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$60 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.28/sh now → $1.61 mid-life (likely $1.73–$2.62)≈ $0 at expiry  |  you banked $0.72/sh, so a flat mid-life exit nets -$0.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,002 simulated challenges: the $48 strike is typically first touched on day 4 of 7, at $49 (overshoots $1.07). 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)~$4825 Sep 202610d left+$0.99/sh+$1,785
cycle +$3,081
[+$1,507…+$2,063] · 100% credit
68%
surv 53%
-$39,000 NOT
cap gain +$11,110
Reliable up-and-out (highest cap still free ≥60%)~$549 Oct 202624d left+$0.30/sh+$534
cycle +$1,830
[-$218…+$624] · 62% credit
80%
surv 75%
-$26,701 NOT
cap gain +$23,409
Up-and-out for even (raise the cap, free)~$5025 Sep 202610d left+$0.14/sh+$251
cycle +$1,547
[-$264…+$315] · 50% credit
74%
surv 65%
-$35,840 NOT
cap gain +$14,270
Max even-money escape in the band~$559 Oct 202624d left+$0.06/sh+$111
cycle +$1,407
[-$768…+$166] · 31% credit
81%
surv 77%
-$24,910 NOT
cap gain +$25,200
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$609 Oct 202624d left-$0.69/sh-$1,249
cycle +$47
[-$2,456…-$1,298] · 2% credit
88%
surv 87%
-$15,200 NOT
cap gain +$34,910
budget: banked $1,296 debit $1,249 (96% used ≈ 1.0 wk of income) → whole cycle still +$47 cash · rolled 18 ct earn ≈ $2,068/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,554/mo
vs 50% target ($5,529/mo)+0%
vs normal income ($11,057/mo)50% covered
Net income (after hedge)$5,199/mo
Downside budget
⚠ $47.50 is $19 below CC-SS $66.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,400
… as % of IC ($13,700)243.8%
… as % of ML ($107,700)31.0%
Recovery months (at normal income)3.0 mo
Surgical close (18 ct)$-45,162
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.72 collected) or spot ≥ $48.26 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $47.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.26
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
≥ $48.26
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.50 (≤1σ, normal week)$1,296$-40,785+$9,325+$1,170
+2.5%$48.69 (1.0σ)$-841$-40,293+$9,817-$967
+5%$49.88 (1.3σ)$-2,979$-39,802+$10,308-$3,105
SS (= V-bounce)$63.43 (4.1σ)$-27,378$-34,476+$15,634-$24,930
V-BOUNCE STRESS (stock → CC-SS $66.78, where you are whole again, by expiry)
Starting unrealized P&L: $-50,110
+ Fortress recovery (un-capped): +$50,691
− CC assignment net of premium (18 × $47.50): -$33,400
− Conservative CC assignment net of premium (2 × $62): -$941
Total Position P&L @ SS: $-33,760 (+$16,350 vs today)
Do-nothing baseline at SS: $-8,830 (this trade vs do-nothing: $-24,930, the opportunity cost of earning $5,554/mo FIGHT income now)
100% normal18 × $4518 Sep7d2.6%61%hist 65%80%hist 79%+14pp$2,646$11,340+$5,786$36,550
Sell 18 × $45 2.6% OTM over spot $43.88 18 Sep 2026 (7d, $1.48 mid)
= $2,646 credit for the 7d cycle → $11,340/mo projected
Survival (stays ≤ $45)
61%
Breach risk
39%
POP (stays ≤ $46.48)
72%
EV / mo
+$2,698
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
59% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~7.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,096/mo
median; plan ~$2,105/mo after 68% keep · $19,564 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.6-5.2], measured ONLY among the 59% 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)
62%
Flat exit net (mid-life)
-$9
Free roll-up
+$2/wk
Safest escape (by 2 Oct 2026)
$55 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.09/sh now → $1.48 mid-life (likely $1.96–$2.82)≈ $0 at expiry  |  you banked $1.47/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,866 simulated challenges: the $45 strike is typically first touched on day 2 of 7, at $46 (overshoots $1.16). 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)~$4525 Sep 202610d left+$0.91/sh+$1,632
cycle +$4,278
[+$1,231…+$1,519] · 100% credit
68%
surv 53%
-$43,338 NOT
cap gain +$6,772
Reliable up-and-out (highest cap still free ≥60%)~$499 Oct 202624d left+$0.70/sh+$1,259
cycle +$3,905
[+$342…+$904] · 89% credit
77%
surv 70%
-$34,590 NOT
cap gain +$15,520
Max even-money escape in the band~$519 Oct 202624d left+$0.14/sh+$245
cycle +$2,891
[-$853…-$189] · 17% credit
81%
surv 77%
-$31,175 NOT
cap gain +$18,935
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)~$4725 Sep 202610d left+$0.06/sh+$114
cycle +$2,760
[-$613…-$180] · 14% credit
75%
surv 66%
-$40,162 NOT
cap gain +$9,948
Safety roll (pay small debit, max POP)~$552 Oct 202618d left-$0.89/sh-$1,593
cycle +$1,053
[-$3,151…-$2,185]
90%
surv 89%
-$24,158 NOT
cap gain +$25,952
budget: banked $2,646 debit $1,593 (60% used ≈ 0.6 wk of income) → whole cycle still +$1,053 cash · rolled 18 ct earn ≈ $1,769/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,340/mo
vs 50% target ($5,529/mo)+105%
vs normal income ($11,057/mo)103% covered
Net income (after hedge)$10,984/mo
Downside budget
⚠ $45 is $22 below CC-SS $66.78: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,550
… as % of IC ($13,700)266.8%
… as % of ML ($107,700)33.9%
Recovery months (at normal income)3.3 mo
Surgical close (18 ct)$-45,126
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.37/sh (~25% of the $1.47 collected) or spot ≥ $46.48 (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 $47.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.48
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $46.48
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$2,646$-44,970+$5,140+$2,520
+2.5%$46.12 (≤1σ, normal week)$621$-44,504+$5,606+$495
+5%$47.25 (≤1σ, normal week)$-1,404$-44,039+$6,071-$1,530
SS (= V-bounce)$63.43 (4.1σ)$-30,528$-37,626+$12,484-$28,080
V-BOUNCE STRESS (stock → CC-SS $66.78, where you are whole again, by expiry)
Starting unrealized P&L: $-50,110
+ Fortress recovery (un-capped): +$50,691
− CC assignment net of premium (18 × $45): -$36,550
− Conservative CC assignment net of premium (2 × $62): -$941
Total Position P&L @ SS: $-36,910 (+$13,200 vs today)
Do-nothing baseline at SS: $-8,830 (this trade vs do-nothing: $-28,080, the opportunity cost of earning $11,340/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 (26 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 26 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: 1.107 (IBKR)  |  Recovery@SS: +$50,691 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-8,830

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$47.507d18 Sep 2026$0.7218/20$5,554$5,19978%82%+$1,913-$33,400243.8%$-33,760 (vs do-nothing $-24,930)
$477d18 Sep 2026$0.8416/20$5,760$5,43475%80%+$1,892-$30,297221.1%$-31,598 (vs do-nothing $-22,768)
$47.5014d25 Sep 2026$1.3220/20$5,657$5,27172%78%+$1,445-$35,911262.1%$-35,330 (vs do-nothing $-26,500)
$46.507d18 Sep 2026$0.9614/20$5,760$5,46472%78%+$1,723-$27,042197.4%$-29,284 (vs do-nothing $-20,454)
$4714d25 Sep 2026$1.4618/20$5,631$5,27670%77%+$1,324-$32,968240.6%$-33,328 (vs do-nothing $-24,498)
$467d18 Sep 2026$1.0513/20$5,850$5,56969%76%+$1,390-$25,643187.2%$-28,356 (vs do-nothing $-19,526)
$4721d2 Oct 2026$2.1219/20$5,754$5,38468%76%+$1,357-$33,546244.9%$-33,435 (vs do-nothing $-24,605)
$46.5014d25 Sep 2026$1.6117/20$5,865$5,52468%76%+$1,292-$31,732231.6%$-32,562 (vs do-nothing $-23,732)
$4728d9 Oct 2026$2.6020/20$5,571$5,18666%75%+$1,129-$34,351250.7%$-33,770 (vs do-nothing $-24,940)
$45.507d18 Sep 2026$1.2111/20$5,704$5,45465%74%+$1,231-$22,072161.1%$-25,726 (vs do-nothing $-16,896)
$4614d25 Sep 2026$1.7915/20$5,754$5,44365%74%+$1,224-$28,479207.9%$-30,250 (vs do-nothing $-21,420)
$4621d2 Oct 2026$2.4316/20$5,554$5,22963%73%+$1,118-$29,353214.3%$-30,654 (vs do-nothing $-21,824)
$4628d9 Oct 2026$2.9118/20$5,612$5,25663%73%+$971-$32,158234.7%$-32,518 (vs do-nothing $-23,688)
Show 13 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$45.5014d25 Sep 2026$1.9714/20$5,910$5,61462%73%+$1,173-$27,028197.3%$-29,270 (vs do-nothing $-20,440)
$457d18 Sep 2026$1.479/20$5,670$5,44961%72%+$1,349-$18,275133.4%$-22,870 (vs do-nothing $-14,040)
$4514d25 Sep 2026$2.2112/20$5,683$5,41760%71%+$1,142-$23,479171.4%$-26,662 (vs do-nothing $-17,832)
$4521d2 Oct 2026$2.8114/20$5,620$5,32459%71%+$989-$26,552193.8%$-28,794 (vs do-nothing $-19,964)
$4528d9 Oct 2026$3.3016/20$5,657$5,33159%71%+$882-$29,561215.8%$-30,862 (vs do-nothing $-22,032)
$44.507d18 Sep 2026$1.609/20$6,171$5,95157%70%+$1,095-$18,608135.8%$-23,203 (vs do-nothing $-14,373)
$44.5014d25 Sep 2026$2.4411/20$5,751$5,50157%70%+$1,107-$21,819159.3%$-25,473 (vs do-nothing $-16,643)
$4428d9 Oct 2026$3.7514/20$5,625$5,32955%70%+$804-$26,636194.4%$-28,878 (vs do-nothing $-20,048)
$4421d2 Oct 2026$3.2013/20$5,943$5,66254%69%+$840-$25,448185.8%$-28,161 (vs do-nothing $-19,331)
$4414d25 Sep 2026$2.5810/20$5,529$5,29354%69%+$829-$20,196147.4%$-24,320 (vs do-nothing $-15,490)
$447d18 Sep 2026$1.828/20$6,240$6,03453%68%+$968-$16,765122.4%$-21,830 (vs do-nothing $-13,000)
$43.5014d25 Sep 2026$2.8210/20$6,043$5,80751%67%+$825-$20,456149.3%$-24,580 (vs do-nothing $-15,750)
$43.507d18 Sep 2026$2.137/20$6,390$6,19949%67%+$1,033-$14,802108.0%$-20,338 (vs do-nothing $-11,508)

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  |  2026-09-11 22:01