FORTRESS FIGHT: IREN-LC50 @ $42.81

BE SS: $63.43  |  CC-SS: $66.88  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-15 21:51

IREN-LC50 @ $42.81   UNDERWATER $20.62 (32.5% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $63.43  |  CC-SS: $66.88 (banked floor $65.24)  |  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$10,059/mo95% ann ROI on ML
Hedge rolling cost$418/mo
Unrealized P&L$-52,780fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,029/mo
HEDGE COVER
$418/mo
NORMAL INCOME
$10,059/mo (ATM CC, chain)
IC VELOCITY
1.4 mo to earn back $13,700
ML VELOCITY
10.7 mo to earn back $107,700
Deep drawdown confirmed: a CC at CC-SS $66.88 (probe: $65C 17d) brings only $353/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)
$49,170
was $52,780 · 7% earned back
Cycles closed
19
Credit in flight
$0
CC-SS · banked floor (info)
$66.88 → $65.24
⚠ 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 39 (live) · RSI 49 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 52 · %B 60 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $65.35 (+53%) · daily UBB $47.37 · 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: 17 contracts at $47 / 3d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($5,029/mo); it brings $5,100/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 × $45.50/3d for $10,080/mo, but breach risk rises to 23% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 14 × $54/3d (99% survival, $420/mo).
Downside anchor: the primary mortgages $33,286 (243% of IC) ONLY on a full V-bounce all the way to SS $63, recoverable in 3.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-44,905 and cuts bleed by $355/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 · 18 Sep 2026 (3d) · sell 17 × $47, 86% survival, $5,100/mo (E[net] $4,199/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 🏆18 Sep 2026 · 3d17 × $4786%$5,100$4,199
NEXT FRIDAY25 Sep 2026 · 10d19 × $4777%$5,187$893
E[net] arithmetic on the grand pick: keep $510 with probability 84%; on the 16% touch you roll, paying $2,086 to close and taking $2,033 back from the best priced door (net cash $53) 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 · 18 Sep 2026 · 3d · E[net] $4,199/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $47 (50% normal), 86% survival, breach 14%, $5,100/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $48 rung (🛡 safe yield) lifts survival to 90% (breach 14% → 10%) for $1,100/mo less (22% income) buys safety you do not really need here.
IREN  spot $42.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge14 × $5418 Sep3d26.1%99%hist 96%3%hist 3%+1pp$42$420-$4,680$17,990
Sell 14 × $54 26.1% OTM over spot $42.81 18 Sep 2026 (3d, $0.04 mid)
= $42 credit for the 3d cycle → $420/mo projected
Survival (stays ≤ $54)
99%
Breach risk
1%
POP (stays ≤ $54.03)
99%
EV / mo
+$304
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
48% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1/mo
median; plan ~$-0/mo after 68% keep · $-2 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.9-3.9], measured ONLY among the 48% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$2,095
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$66 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.16/sh now → $1.53 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$1.50/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5425 Sep 20268d left+$1.52/sh+$2,122
cycle +$2,164
68%
surv 53%
-$25,714 NOT
cap gain +$27,066
Up-and-out for even (raise the cap, free)~$5825 Sep 20268d left+$0.05/sh+$64
cycle +$106
78%
surv 72%
-$18,471 NOT
cap gain +$34,309
Max even-money escape in the band~$669 Oct 202622d left+$0.03/sh+$45
cycle +$87
85%
surv 83%
-$1,444 NOT
cap gain +$51,336
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$420/mo
vs 50% target ($5,029/mo)-92%
vs normal income ($10,059/mo)4% covered
Net income (after hedge)$108/mo
Downside budget
⚠ $54 is $13 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,990
… as % of IC ($13,700)131.3%
… as % of ML ($107,700)16.7%
Recovery months (at normal income)1.8 mo
Surgical close (14 ct)$-36,953
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 $0.03 collected) or spot ≥ $54.03 (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 $47.37 (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
$53-54.03
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
≥ $54.03
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (3.5σ)$42$-27,836+$24,944-$98
+2.5%$55.35 (3.9σ)$-1,848$-26,729+$26,051-$1,988
+5%$56.70 (4.3σ)$-3,738$-25,622+$27,158-$3,878
SS (= V-bounce)$63.43 (6.4σ)$-13,160$-20,104+$32,676-$13,300
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (14 × $54): -$17,990
− Conservative CC assignment net of premium (6 × $65): -$1,068
Total Position P&L @ SS: $-18,403 (+$34,377 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-15,498, the opportunity cost of earning $420/mo FIGHT income now)
33% normal17 × $4818 Sep3d12.1%90%hist 96%20%hist 14%+6pp$340$3,400-$1,700$31,756
Sell 17 × $48 12.1% OTM over spot $42.81 18 Sep 2026 (3d, $0.22 mid)
= $340 credit for the 3d cycle → $3,400/mo projected
Survival (stays ≤ $48)
90%
Breach risk
10%
POP (stays ≤ $48.22)
91%
EV / mo
+$1,558
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,702/mo
median; plan ~$1,158/mo after 68% keep · $9,742 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.3], 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)
10%
Flat exit net (mid-life)
-$1,816
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$59 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.79/sh now → $1.27 mid-life (likely $1.16–$2.20)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 309 simulated challenges: the $48 strike is typically first touched on day 2 of 3, at $49 (overshoots $1.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4825 Sep 20268d left+$1.24/sh+$2,107
cycle +$2,447
[+$2,038…+$2,507] · 100% credit
67%
surv 53%
-$38,781 NOT
cap gain +$13,999
Reliable up-and-out (highest cap still free ≥60%)~$569 Oct 202622d left+$0.27/sh+$455
cycle +$795
[-$248…+$741] · 66% credit
83%
surv 79%
-$22,251 NOT
cap gain +$30,529
Max even-money escape in the band~$579 Oct 202622d left+$0.16/sh+$272
cycle +$612
[-$470…+$543] · 57% credit
84%
surv 81%
-$20,215 NOT
cap gain +$32,565
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 20268d left+$0.08/sh+$128
cycle +$468
[-$432…+$350] · 54% credit
77%
surv 71%
-$33,678 NOT
cap gain +$19,102
Safety roll (pay small debit, max POP)~$599 Oct 202622d left-$0.16/sh-$276
cycle +$64
[-$1,181…-$29] · 23% credit
87%
surv 85%
-$16,322 NOT
cap gain +$36,458
budget: banked $340 debit $276 (81% used ≈ 0.4 wk of income) → whole cycle still +$64 cash · rolled 17 ct earn ≈ $2,564/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,400/mo
vs 50% target ($5,029/mo)-32%
vs normal income ($10,059/mo)34% covered
Net income (after hedge)$3,035/mo
Downside budget
⚠ $48 is $19 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,756
… as % of IC ($13,700)231.8%
… as % of ML ($107,700)29.5%
Recovery months (at normal income)3.2 mo
Surgical close (17 ct)$-44,897
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $48.22 (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 $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.22
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
≥ $48.22
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$48.00 (1.6σ)$340$-40,888+$11,892+$170
+2.5%$49.20 (2.0σ)$-1,700$-40,264+$12,516-$1,870
+5%$50.40 (2.3σ)$-3,740$-39,640+$13,140-$3,910
SS (= V-bounce)$63.43 (6.4σ)$-25,891$-32,865+$19,915-$26,061
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (17 × $48): -$31,756
− Conservative CC assignment net of premium (3 × $65): -$534
Total Position P&L @ SS: $-31,635 (+$21,145 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-28,730, the opportunity cost of earning $3,400/mo FIGHT income now)
🛡 safe yield20 × $4818 Sep3d12.1%90%hist 96%20%hist 14%+6pp$400$4,000-$1,100$37,360
Sell 20 × $48 12.1% OTM over spot $42.81 18 Sep 2026 (3d, $0.22 mid)
= $400 credit for the 3d cycle → $4,000/mo projected
Survival (stays ≤ $48)
90%
Breach risk
10%
POP (stays ≤ $48.22)
91%
EV / mo
+$1,833
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,927/mo
median; plan ~$1,310/mo after 68% keep · $10,280 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-3.8], 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)
10%
Flat exit net (mid-life)
-$2,136
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$59 @ 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: $1.79/sh now → $1.27 mid-life (likely $1.23–$2.35)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 315 simulated challenges: the $48 strike is typically first touched on day 2 of 3, at $49 (overshoots $1.39). 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)~$4825 Sep 20268d left+$1.24/sh+$2,479
cycle +$2,879
[+$2,296…+$2,885] · 100% credit
67%
surv 53%
-$38,379 NOT
cap gain +$14,401
Reliable up-and-out (highest cap still free ≥60%)~$569 Oct 202622d left+$0.27/sh+$536
cycle +$936
[-$509…+$805] · 63% credit
83%
surv 79%
-$22,141 NOT
cap gain +$30,639
Max even-money escape in the band~$579 Oct 202622d left+$0.16/sh+$319
cycle +$719
[-$758…+$576] · 54% credit
84%
surv 81%
-$20,137 NOT
cap gain +$32,643
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 20268d left+$0.08/sh+$151
cycle +$551
[-$654…+$362] · 52% credit
77%
surv 71%
-$33,625 NOT
cap gain +$19,155
Safety roll (pay small debit, max POP)~$599 Oct 202622d left-$0.16/sh-$324
cycle +$76
[-$1,615…-$109] · 19% credit
87%
surv 85%
-$16,341 NOT
cap gain +$36,439
budget: banked $400 debit $324 (81% used ≈ 0.4 wk of income) → whole cycle still +$76 cash · rolled 20 ct earn ≈ $3,016/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,000/mo
vs 50% target ($5,029/mo)-20%
vs normal income ($10,059/mo)40% covered
Net income (after hedge)$3,582/mo
Downside budget
⚠ $48 is $19 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,360
… as % of IC ($13,700)272.7%
… as % of ML ($107,700)34.7%
Recovery months (at normal income)3.7 mo
Surgical close (20 ct)$-52,820
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $48.22 (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 $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.22
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
≥ $48.22
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$48.00 (1.6σ)$400$-40,858+$11,922+$200
+2.5%$49.20 (2.0σ)$-2,000$-40,594+$12,186-$2,200
+5%$50.40 (2.3σ)$-4,400$-40,330+$12,450-$4,600
SS (= V-bounce)$63.43 (6.4σ)$-30,460$-37,464+$15,316-$30,660
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (20 × $48): -$37,360
Total Position P&L @ SS: $-36,705 (+$16,075 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-33,800, the opportunity cost of earning $4,000/mo FIGHT income now)
🎯 50% normal17 × $4718 Sep3d9.8%86%hist 86%28%hist 26%+8pp$510$5,100$33,286
Sell 17 × $47 9.8% OTM over spot $42.81 18 Sep 2026 (3d, $0.32 mid)
= $510 credit for the 3d cycle → $5,100/mo projected
Survival (stays ≤ $47)
86%
Breach risk
14%
POP (stays ≤ $47.33)
88%
EV / mo
+$2,051
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
54% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,452/mo
median; plan ~$1,667/mo after 68% keep · $13,176 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.5], measured ONLY among the 54% 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)
16%
Flat exit net (mid-life)
-$1,576
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$58 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.74/sh now → $1.23 mid-life (likely $1.18–$2.26)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$0.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 480 simulated challenges: the $47 strike is typically first touched on day 2 of 3, at $48 (overshoots $1.28). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4725 Sep 20268d left+$1.20/sh+$2,033
cycle +$2,543
[+$1,821…+$2,326] · 100% credit
67%
surv 53%
-$40,905 NOT
cap gain +$11,875
Reliable up-and-out (highest cap still free ≥60%)~$549 Oct 202622d left+$0.42/sh+$714
cycle +$1,224
[-$49…+$945] · 73% credit
81%
surv 78%
-$26,263 NOT
cap gain +$26,517
Max even-money escape in the band~$569 Oct 202622d left+$0.10/sh+$164
cycle +$674
[-$735…+$360] · 45% credit
85%
surv 82%
-$22,372 NOT
cap gain +$30,408
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)~$5025 Sep 20268d left+$0.04/sh+$70
cycle +$580
[-$613…+$240] · 43% credit
77%
surv 71%
-$35,786 NOT
cap gain +$16,994
Safety roll (pay small debit, max POP)~$589 Oct 202622d left-$0.21/sh-$359
cycle +$151
[-$1,423…-$190] · 13% credit
87%
surv 85%
-$18,456 NOT
cap gain +$34,324
budget: banked $510 debit $359 (70% used ≈ 0.3 wk of income) → whole cycle still +$151 cash · rolled 17 ct earn ≈ $2,355/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,100/mo
vs 50% target ($5,029/mo)+1%
vs normal income ($10,059/mo)51% covered
Net income (after hedge)$4,735/mo
Downside budget
⚠ $47 is $20 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,286
… as % of IC ($13,700)243.0%
… as % of ML ($107,700)30.9%
Recovery months (at normal income)3.3 mo
Surgical close (17 ct)$-44,905
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 $0.30 collected) or spot ≥ $47.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $47.33
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$47.00 (1.3σ)$510$-42,938+$9,842+$340
+2.5%$48.17 (1.7σ)$-1,487$-42,327+$10,453-$1,657
+5%$49.35 (2.0σ)$-3,485$-41,716+$11,064-$3,655
SS (= V-bounce)$63.43 (6.4σ)$-27,421$-34,395+$18,385-$27,591
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (17 × $47): -$33,286
− Conservative CC assignment net of premium (3 × $65): -$534
Total Position P&L @ SS: $-33,165 (+$19,615 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-30,260, the opportunity cost of earning $5,100/mo FIGHT income now)
100% normal18 × $45.5018 Sep3d6.3%77%hist 84%47%hist 39%+10pp$1,008$10,080+$4,980$37,476
Sell 18 × $45.50 6.3% OTM over spot $42.81 18 Sep 2026 (3d, $0.58 mid)
= $1,008 credit for the 3d cycle → $10,080/mo projected
Survival (stays ≤ $45.50)
77%
Breach risk
23%
POP (stays ≤ $46.09)
81%
EV / mo
+$3,273
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
58% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,910/mo
median; plan ~$2,659/mo after 68% keep · $19,764 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.3-4.3], measured ONLY among the 58% 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)
30%
Flat exit net (mid-life)
-$1,093
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$59 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.65/sh now → $1.17 mid-life (likely $1.32–$2.24)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$0.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 899 simulated challenges: the $46 strike is typically first touched on day 2 of 3, at $47 (overshoots $1.22). 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)~$4625 Sep 20268d left+$1.13/sh+$2,038
cycle +$3,046
[+$1,778…+$2,287] · 100% credit
67%
surv 53%
-$43,742 NOT
cap gain +$9,038
Reliable up-and-out (highest cap still free ≥60%)~$539 Oct 202622d left+$0.32/sh+$570
cycle +$1,578
[-$341…+$616] · 61% credit
82%
surv 78%
-$29,249 NOT
cap gain +$23,531
Up-and-out for even (raise the cap, free)~$4825 Sep 20268d left+$0.15/sh+$278
cycle +$1,286
[-$404…+$334] · 47% credit
76%
surv 69%
-$39,531 NOT
cap gain +$13,249
Max even-money escape in the band~$559 Oct 202622d left+$0.01/sh+$13
cycle +$1,021
[-$1,054…+$3] · 25% credit
85%
surv 83%
-$25,365 NOT
cap gain +$27,415
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$599 Oct 202622d left-$0.48/sh-$865
cycle +$143
[-$2,237…-$971]
90%
surv 89%
-$17,364 NOT
cap gain +$35,416
budget: banked $1,008 debit $865 (86% used ≈ 0.4 wk of income) → whole cycle still +$143 cash · rolled 18 ct earn ≈ $1,685/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$10,080/mo
vs 50% target ($5,029/mo)+100%
vs normal income ($10,059/mo)100% covered
Net income (after hedge)$9,697/mo
Downside budget
⚠ $45.50 is $21 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,476
… as % of IC ($13,700)273.5%
… as % of ML ($107,700)34.8%
Recovery months (at normal income)3.7 mo
Surgical close (18 ct)$-47,547
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $46.09 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.09
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
≥ $46.09
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$45.50 (≤1σ, normal week)$1,008$-45,780+$7,000+$828
+2.5%$46.64 (1.2σ)$-1,039$-45,302+$7,478-$1,219
+5%$47.77 (1.5σ)$-3,087$-44,825+$7,955-$3,267
SS (= V-bounce)$63.43 (6.4σ)$-31,266$-38,250+$14,530-$31,446
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (18 × $45.50): -$37,476
− Conservative CC assignment net of premium (2 × $65): -$356
Total Position P&L @ SS: $-37,177 (+$15,603 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-34,272, the opportunity cost of earning $10,080/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 · 25 Sep 2026 · 10d · E[net] $893/mo

🎯 Engine pick: sell 19 × $47 (50% normal), 77% survival, breach 23%, $5,187/mo.
⚖️ Worth a safer step: the $49 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $1,707/mo less (33% 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 $42.81 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $5825 Sep10d35.5%97%hist 96%6%hist 3%+0pp$144$432-$4,755$15,840
Sell 18 × $58 35.5% OTM over spot $42.81 25 Sep 2026 (10d, $0.11 mid)
= $144 credit for the 10d cycle → $432/mo projected
Survival (stays ≤ $58)
97%
Breach risk
3%
POP (stays ≤ $58.12)
97%
EV / mo
+$236
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
48% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-67/mo
median; plan ~$-45/mo after 68% keep · $-365 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.4-4.1], measured ONLY among the 48% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$4,922
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$64 @ 77% POP
71% 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: $3.98/sh now → $2.81 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$2.73/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)~$582 Oct 202612d left+$1.20/sh+$2,154
cycle +$2,298
68%
surv 54%
-$16,740 NOT
cap gain +$36,040
Up-and-out for even (raise the cap, free)~$612 Oct 202612d left+$0.12/sh+$211
cycle +$355
72%
surv 63%
-$12,711 NOT
cap gain +$40,069
Max even-money escape in the band~$649 Oct 202619d left+$0.07/sh+$133
cycle +$277
77%
surv 71%
-$5,019 NOT
cap gain +$47,761
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$432/mo
vs 50% target ($5,029/mo)-91%
vs normal income ($10,059/mo)4% covered
Net income (after hedge)$49/mo
Downside budget
⚠ $58 is $9 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,840
… as % of IC ($13,700)115.6%
… as % of ML ($107,700)14.7%
Recovery months (at normal income)1.6 mo
Surgical close (18 ct)$-47,565
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $58.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $58)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $57.42Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$57-58.12
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
≥ $58.12
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$58.00 (2.6σ)$144$-18,894+$33,886-$36
+2.5%$59.45 (2.8σ)$-2,466$-18,285+$34,495-$2,646
+5%$60.90 (3.1σ)$-5,076$-17,676+$35,104-$5,256
SS (= V-bounce)$63.43 (3.5σ)$-9,630$-16,614+$36,166-$9,810
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (18 × $58): -$15,840
− Conservative CC assignment net of premium (2 × $65): -$356
Total Position P&L @ SS: $-15,541 (+$37,239 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-12,636, the opportunity cost of earning $432/mo FIGHT income now)
🛡 safe yield20 × $5225 Sep10d21.5%91%hist 96%18%hist 14%+3pp$580$1,740-$3,447$29,180
Sell 20 × $52 21.5% OTM over spot $42.81 25 Sep 2026 (10d, $0.33 mid)
= $580 credit for the 10d cycle → $1,740/mo projected
Survival (stays ≤ $52)
91%
Breach risk
9%
POP (stays ≤ $52.34)
92%
EV / mo
+$740
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
49% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$668/mo
median; plan ~$454/mo after 68% keep · $3,916 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.4-4.6], measured ONLY among the 49% 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)
9%
Flat exit net (mid-life)
-$4,117
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$58 @ 79% POP
74% 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: $3.32/sh now → $2.35 mid-life (likely $1.87–$3.16)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 259 simulated challenges: the $52 strike is typically first touched on day 7 of 10, at $53 (overshoots $1.32). 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)~$522 Oct 202612d left+$1.00/sh+$1,999
cycle +$2,579
[+$1,914…+$2,889] · 100% credit
67%
surv 53%
-$29,799 NOT
cap gain +$22,981
Reliable up-and-out (highest cap still free ≥60%)~$569 Oct 202619d left+$0.31/sh+$614
cycle +$1,194
[+$217…+$1,538] · 83% credit
75%
surv 68%
-$21,883 NOT
cap gain +$30,897
Up-and-out for even (raise the cap, free)~$542 Oct 202612d left+$0.18/sh+$366
cycle +$946
[+$74…+$1,082] · 78% credit
72%
surv 63%
-$26,571 NOT
cap gain +$26,209
Max even-money escape in the band~$579 Oct 202619d left+$0.05/sh+$98
cycle +$678
[-$384…+$981] · 60% credit
77%
surv 71%
-$20,179 NOT
cap gain +$32,601
SS $63 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$589 Oct 202619d left-$0.22/sh-$433
cycle +$147
[-$1,020…+$419] · 40% credit
79%
surv 74%
-$18,490 NOT
cap gain +$34,290
budget: banked $580 debit $433 (75% used ≈ 1.1 wk of income) → whole cycle still +$147 cash · rolled 20 ct earn ≈ $6,732/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$1,740/mo
vs 50% target ($5,029/mo)-65%
vs normal income ($10,059/mo)17% covered
Net income (after hedge)$1,322/mo
Downside budget
⚠ $52 is $15 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,180
… as % of IC ($13,700)213.0%
… as % of ML ($107,700)27.1%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-52,870
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 $0.29 collected) or spot ≥ $52.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $52)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $51.48Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$51-52.34
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
≥ $52.34
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$52.00 (1.6σ)$580$-31,798+$20,982+$380
+2.5%$53.30 (1.8σ)$-2,020$-31,512+$21,268-$2,220
+5%$54.60 (2.0σ)$-4,620$-31,226+$21,554-$4,820
SS (= V-bounce)$63.43 (3.5σ)$-22,280$-29,284+$23,496-$22,480
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (20 × $52): -$29,180
Total Position P&L @ SS: $-28,525 (+$24,255 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-25,620, the opportunity cost of earning $1,740/mo FIGHT income now)
33% normal ← lean20 × $4925 Sep10d14.5%84%hist 86%33%hist 30%+4pp$1,160$3,480-$1,707$34,600
Sell 20 × $49 14.5% OTM over spot $42.81 25 Sep 2026 (10d, $0.63 mid)
= $1,160 credit for the 10d cycle → $3,480/mo projected
Survival (stays ≤ $49)
84%
Breach risk
16%
POP (stays ≤ $49.63)
86%
EV / mo
+$1,163
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
48% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,360/mo
median; plan ~$925/mo after 68% keep · $8,695 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-5.0], measured ONLY among the 48% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
24%
Flat exit net (mid-life)
-$3,101
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$56 @ 81% POP
78% 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: $3.01/sh now → $2.13 mid-life (likely $1.94–$3.12)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$1.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 711 simulated challenges: the $49 strike is typically first touched on day 6 of 10, at $50 (overshoots $1.27). 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)~$492 Oct 202612d left+$0.91/sh+$1,815
cycle +$2,975
[+$1,577…+$2,439] · 100% credit
67%
surv 53%
-$36,063 NOT
cap gain +$16,717
Reliable up-and-out (highest cap still free ≥60%)~$529 Oct 202619d left+$0.45/sh+$901
cycle +$2,061
[+$362…+$1,416] · 90% credit
74%
surv 66%
-$29,895 NOT
cap gain +$22,885
Max even-money escape in the band~$539 Oct 202619d left+$0.16/sh+$319
cycle +$1,479
[-$304…+$795] · 56% credit
76%
surv 69%
-$28,258 NOT
cap gain +$24,522
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)~$512 Oct 202612d left+$0.09/sh+$184
cycle +$1,344
[-$264…+$546] · 52% credit
73%
surv 64%
-$32,832 NOT
cap gain +$19,948
Safety roll (pay small debit, max POP)~$569 Oct 202619d left-$0.55/sh-$1,098
cycle +$62
[-$1,978…-$731] · 12% credit
81%
surv 78%
-$23,015 NOT
cap gain +$29,765
budget: banked $1,160 debit $1,098 (95% used ≈ 1.4 wk of income) → whole cycle still +$62 cash · rolled 20 ct earn ≈ $4,994/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$3,480/mo
vs 50% target ($5,029/mo)-31%
vs normal income ($10,059/mo)35% covered
Net income (after hedge)$3,062/mo
Downside budget
⚠ $49 is $18 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,600
… as % of IC ($13,700)252.6%
… as % of ML ($107,700)32.1%
Recovery months (at normal income)3.4 mo
Surgical close (20 ct)$-52,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.58 collected) or spot ≥ $49.63 (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 $47.37 (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
$49-49.63
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $49.63
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$49.00 (1.0σ)$1,160$-37,878+$14,902+$960
+2.5%$50.22 (1.3σ)$-1,290$-37,609+$15,171-$1,490
+5%$51.45 (1.5σ)$-3,740$-37,339+$15,441-$3,940
SS (= V-bounce)$63.43 (3.5σ)$-27,700$-34,704+$18,076-$27,900
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (20 × $49): -$34,600
Total Position P&L @ SS: $-33,945 (+$18,835 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-31,040, the opportunity cost of earning $3,480/mo FIGHT income now)
🎯 50% normal19 × $4725 Sep10d9.8%77%hist 84%49%hist 39%+6pp$1,729$5,187$36,043
Sell 19 × $47 9.8% OTM over spot $42.81 25 Sep 2026 (10d, $0.96 mid)
= $1,729 credit for the 10d cycle → $5,187/mo projected
Survival (stays ≤ $47)
77%
Breach risk
23%
POP (stays ≤ $47.95)
81%
EV / mo
+$1,339
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,852/mo
median; plan ~$1,260/mo after 68% keep · $11,494 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.3-5.1], 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)
37%
Flat exit net (mid-life)
-$2,054
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$55 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.81/sh now → $1.99 mid-life (likely $2.09–$3.12)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$1.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,101 simulated challenges: the $47 strike is typically first touched on day 5 of 10, at $48 (overshoots $1.20). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$472 Oct 202612d left+$0.85/sh+$1,612
cycle +$3,341
[+$1,228…+$1,877] · 100% credit
67%
surv 53%
-$40,127 NOT
cap gain +$12,653
Reliable up-and-out (highest cap still free ≥60%)~$509 Oct 202619d left+$0.35/sh+$670
cycle +$2,399
[-$35…+$821] · 72% credit
74%
surv 67%
-$33,987 NOT
cap gain +$18,793
Max even-money escape in the band~$519 Oct 202619d left+$0.07/sh+$128
cycle +$1,857
[-$662…+$229] · 34% credit
76%
surv 70%
-$32,309 NOT
cap gain +$20,471
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)~$492 Oct 202612d left+$0.03/sh+$66
cycle +$1,795
[-$495…+$143] · 32% credit
73%
surv 64%
-$36,811 NOT
cap gain +$15,969
Safety roll (pay small debit, max POP)~$559 Oct 202619d left-$0.81/sh-$1,543
cycle +$186
[-$2,702…-$1,604] · 2% credit
84%
surv 81%
-$25,100 NOT
cap gain +$27,680
budget: banked $1,729 debit $1,543 (89% used ≈ 1.3 wk of income) → whole cycle still +$186 cash · rolled 19 ct earn ≈ $3,537/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,187/mo
vs 50% target ($5,029/mo)+3%
vs normal income ($10,059/mo)52% covered
Net income (after hedge)$4,786/mo
Downside budget
⚠ $47 is $20 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,043
… as % of IC ($13,700)263.1%
… as % of ML ($107,700)33.5%
Recovery months (at normal income)3.6 mo
Surgical close (19 ct)$-50,226
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $47.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $47.95
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$47.00 (≤1σ, normal week)$1,729$-41,739+$11,041+$1,539
+2.5%$48.17 (≤1σ, normal week)$-503$-41,363+$11,417-$693
+5%$49.35 (1.1σ)$-2,736$-40,987+$11,793-$2,926
SS (= V-bounce)$63.43 (3.5σ)$-29,488$-36,482+$16,298-$29,678
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (19 × $47): -$36,043
− Conservative CC assignment net of premium (1 × $65): -$178
Total Position P&L @ SS: $-35,566 (+$17,214 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-32,661, the opportunity cost of earning $5,187/mo FIGHT income now)
100% normal19 × $4425 Sep10d2.8%61%hist 65%83%hist 79%+10pp$3,363$10,089+$4,902$40,109
Sell 19 × $44 2.8% OTM over spot $42.81 25 Sep 2026 (10d, $1.83 mid)
= $3,363 credit for the 10d cycle → $10,089/mo projected
Survival (stays ≤ $44)
61%
Breach risk
39%
POP (stays ≤ $45.83)
71%
EV / mo
+$1,571
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
51% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,643/mo
median; plan ~$1,798/mo after 68% keep · $16,837 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.7-5.1], measured ONLY among the 51% 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)
68%
Flat exit net (mid-life)
-$38
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$56 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.53/sh now → $1.79 mid-life (likely $2.42–$3.30)≈ $0 at expiry  |  you banked $1.77/sh, so a flat mid-life exit nets -$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,043 simulated challenges: the $44 strike is typically first touched on day 3 of 10, at $45 (overshoots $1.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$442 Oct 202612d left+$0.76/sh+$1,450
cycle +$4,813
[+$950…+$1,206] · 100% credit
67%
surv 53%
-$45,315 NOT
cap gain +$7,465
Reliable up-and-out (highest cap still free ≥60%)~$469 Oct 202619d left+$0.49/sh+$940
cycle +$4,303
[+$74…+$505] · 80% credit
73%
surv 64%
-$40,963 NOT
cap gain +$11,817
Max even-money escape in the band~$479 Oct 202619d left+$0.21/sh+$408
cycle +$3,771
[-$583…-$69] · 21% credit
75%
surv 68%
-$39,275 NOT
cap gain +$13,505
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)~$462 Oct 202612d left+$0.09/sh+$167
cycle +$3,530
[-$570…-$190] · 14% credit
72%
surv 63%
-$42,846 NOT
cap gain +$9,934
Safety roll (pay small debit, max POP)~$569 Oct 202619d left-$1.29/sh-$2,443
cycle +$920
[-$4,455…-$3,297]
91%
surv 90%
-$22,147 NOT
cap gain +$30,633
budget: banked $3,363 debit $2,443 (73% used ≈ 1.1 wk of income) → whole cycle still +$920 cash · rolled 19 ct earn ≈ $1,512/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,089/mo
vs 50% target ($5,029/mo)+101%
vs normal income ($10,059/mo)100% covered
Net income (after hedge)$9,688/mo
Downside budget
⚠ $44 is $23 below CC-SS $66.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,109
… as % of IC ($13,700)292.8%
… as % of ML ($107,700)37.2%
Recovery months (at normal income)4.0 mo
Surgical close (19 ct)$-50,255
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.44/sh (~25% of the $1.77 collected) or spot ≥ $45.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $47.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.83
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.83
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$44.00 (≤1σ, normal week)$3,363$-46,765+$6,015+$3,173
+2.5%$45.10 (≤1σ, normal week)$1,273$-46,413+$6,367+$1,083
+5%$46.20 (≤1σ, normal week)$-817$-46,061+$6,719-$1,007
SS (= V-bounce)$63.43 (3.5σ)$-33,554$-40,548+$12,232-$33,744
V-BOUNCE STRESS (stock → CC-SS $66.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,780
+ Fortress recovery (un-capped): +$53,436
− CC assignment net of premium (19 × $44): -$40,109
− Conservative CC assignment net of premium (1 × $65): -$178
Total Position P&L @ SS: $-39,632 (+$13,148 vs today)
Do-nothing baseline at SS: $-2,905 (this trade vs do-nothing: $-36,727, the opportunity cost of earning $10,089/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 (38 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 38 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: 1.110 (IBKR)  |  Recovery@SS: +$53,436 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,905

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$473d18 Sep 2026$0.3017/20$5,100$4,73586%88%+$2,051-$33,286243.0%$-33,165 (vs do-nothing $-30,260)
$46.503d18 Sep 2026$0.3614/20$5,040$4,72884%86%+$1,810-$28,028204.6%$-28,441 (vs do-nothing $-25,536)
$463d18 Sep 2026$0.4512/20$5,400$5,12381%84%+$1,848-$24,516178.9%$-25,285 (vs do-nothing $-22,380)
$45.503d18 Sep 2026$0.569/20$5,040$4,81677%81%+$1,637-$18,738136.8%$-20,041 (vs do-nothing $-17,136)
$4710d25 Sep 2026$0.9119/20$5,187$4,78677%81%+$1,339-$36,043263.1%$-35,566 (vs do-nothing $-32,661)
$46.5010d25 Sep 2026$1.0217/20$5,202$4,83774%79%+$1,253-$32,912240.2%$-32,791 (vs do-nothing $-29,886)
$453d18 Sep 2026$0.678/20$5,360$5,15473%79%+$1,518-$16,968123.9%$-18,449 (vs do-nothing $-15,544)
$4717d2 Oct 2026$1.4520/20$5,118$4,69973%78%+$1,092-$36,860269.1%$-36,205 (vs do-nothing $-33,300)
$4610d25 Sep 2026$1.1315/20$5,085$4,75572%78%+$1,094-$29,625216.2%$-29,860 (vs do-nothing $-26,955)
$46.5017d2 Oct 2026$1.6118/20$5,114$4,73171%77%+$1,082-$33,786246.6%$-33,487 (vs do-nothing $-30,582)
$45.5010d25 Sep 2026$1.2913/20$5,031$4,73669%76%+$1,077-$26,117190.6%$-26,708 (vs do-nothing $-23,803)
$44.503d18 Sep 2026$0.807/20$5,600$5,41169%76%+$1,361-$15,106110.3%$-16,765 (vs do-nothing $-13,860)
$4617d2 Oct 2026$1.7517/20$5,250$4,88569%76%+$1,021-$32,521237.4%$-32,400 (vs do-nothing $-29,495)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4624d9 Oct 2026$2.2418/20$5,040$4,65767%75%+$824-$33,552244.9%$-33,253 (vs do-nothing $-30,348)
$4510d25 Sep 2026$1.4412/20$5,184$4,90767%75%+$1,020-$24,528179.0%$-25,297 (vs do-nothing $-22,392)
$45.5017d2 Oct 2026$1.8816/20$5,308$4,96167%75%+$897-$31,200227.7%$-31,257 (vs do-nothing $-28,352)
$4517d2 Oct 2026$2.1014/20$5,188$4,87664%74%+$920-$27,692202.1%$-28,105 (vs do-nothing $-25,200)
$443d18 Sep 2026$0.956/20$5,700$5,52964%73%+$1,157-$13,15896.0%$-14,995 (vs do-nothing $-12,090)
$44.5010d25 Sep 2026$1.6111/20$5,313$5,05464%73%+$969-$22,847166.8%$-23,794 (vs do-nothing $-20,889)
$4524d9 Oct 2026$2.5216/20$5,040$4,69263%73%+$726-$30,976226.1%$-31,033 (vs do-nothing $-28,128)
$44.5017d2 Oct 2026$2.2313/20$5,116$4,82162%72%+$743-$26,195191.2%$-26,786 (vs do-nothing $-23,881)
$4410d25 Sep 2026$1.7710/20$5,310$5,06861%71%+$827-$21,110154.1%$-22,235 (vs do-nothing $-19,330)
$4417d2 Oct 2026$2.4212/20$5,125$4,84860%71%+$680-$24,552179.2%$-25,321 (vs do-nothing $-22,416)
$4424d9 Oct 2026$2.8814/20$5,040$4,72859%71%+$619-$28,000204.4%$-28,413 (vs do-nothing $-25,508)
$43.503d18 Sep 2026$1.145/20$5,700$5,54759%71%+$1,013-$11,12081.2%$-13,135 (vs do-nothing $-10,230)
$43.5010d25 Sep 2026$1.979/20$5,319$5,09557%70%+$751-$19,269140.7%$-20,572 (vs do-nothing $-17,667)
$43.5017d2 Oct 2026$2.6311/20$5,105$4,84657%70%+$630-$22,825166.6%$-23,772 (vs do-nothing $-20,867)
$4324d9 Oct 2026$3.3013/20$5,362$5,06855%69%+$573-$26,754195.3%$-27,345 (vs do-nothing $-24,440)
$4317d2 Oct 2026$2.8510/20$5,029$4,78855%68%+$570-$21,030153.5%$-22,155 (vs do-nothing $-19,250)
$4310d25 Sep 2026$2.178/20$5,208$5,00254%68%+$626-$17,368126.8%$-18,849 (vs do-nothing $-15,944)
$433d18 Sep 2026$1.344/20$5,360$5,22454%68%+$765-$9,01665.8%$-11,209 (vs do-nothing $-8,304)
$42.5017d2 Oct 2026$3.0010/20$5,294$5,05252%67%+$417-$21,380156.1%$-22,505 (vs do-nothing $-19,600)
$42.5010d25 Sep 2026$2.417/20$5,061$4,87251%67%+$552-$15,379112.3%$-17,038 (vs do-nothing $-14,133)
$4224d9 Oct 2026$3.8511/20$5,294$5,03451%67%+$586-$23,133168.9%$-24,080 (vs do-nothing $-21,175)
$4217d2 Oct 2026$3.209/20$5,082$4,85849%66%+$293-$19,512142.4%$-20,815 (vs do-nothing $-17,910)
$42.503d18 Sep 2026$1.554/20$6,200$6,06448%65%+$631-$9,13266.7%$-11,325 (vs do-nothing $-8,420)
$4210d25 Sep 2026$2.687/20$5,628$5,43947%65%+$574-$15,540113.4%$-17,199 (vs do-nothing $-14,294)
$423d18 Sep 2026$1.843/20$5,520$5,40243%63%+$515-$6,91250.5%$-9,283 (vs do-nothing $-6,378)

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  |  2026-09-15 21:51