Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($411.39) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $441.49.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$413.66
CURRENT CC$455Jun 05 '26 · 35d
FORTRESS P/L (EX-CC)$6,929
CC BUYBACK-$2,405
CLOSE P/L$4,524
STOCK FLAT$6,929
STOCK @ $455$15,813
Δ ABOVE CAP / PT$15/pt+0.07δ/sh
REASONCC $455.00 is 9.1% OTM. Safe. Earning $12.02/sh time value. Normal operations. Hold-to-expiry: stock flat $6,929 · at cap $15,813. Weekly gate: OVERBOUGHT. Reference Upper BB + 1σ (extension cap) at $441.49. See BB ZONE in roll table below.
LEG
STRIKE
EXPIRY
DTE
MARK
DELTA
THETA
INTR
EXTR
STATUS
LC
$300.00
Jan 21 '28
630d
$169.82
0.82
-0.076
$113.66
$56.16
33% extr delta 0.82
SP
$350.00
Jan 21 '28
630d
$61.05
0.26
-0.055
$0.00
$61.05
DYING 18.2% OTM
HP
$155.00
Jul 17 '26
77d
$0.23
0.00
-0.005
$0.00
$0.23
DEAD floor 37%
CC
$455.00
Jun 05 '26
35d
$12.02
0.31
-0.350
$0.00
$12.02
OTM 9.1% OTM · 0.63σ (74%) · close $2,405
Safe Strike = max(LC+ND, (LC+SP+ND)/2)Decisions driven by CC status + LC runway + sigma survival + proactive rolls (v1.2)Read-only — review each action in TWS before tradingpython3 fortress_rebuild.py --help