GENERATED2026-06-12 22:36
FORTRESS REBUILDLifecycle Manager v1.2
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: U6241782
1 fortress structure(s) scanned · 1 account(s)
✓ SKIP: 1
▼ CC SUGGESTIONS: 1 capped + 1 roll-down
CAPPEDCOPX
SUMMARY (sorted by urgency)
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK STOCK FLAT STOCK @ CAP DECISION
U6241782 COPX · 20c $85.48 $95.00 Jun 26 '26 (14d) — OTM -10.0% 88% comfortable
12% breach		 −$16,400 +$2,160
@ $95.00		 ✓ SKIP →

✓ SKIP   COPX · 20c · U6241782

STOCK$85.48
ENTRY ~$93.00
CHG%-8.1%
SAFE STRIKE$93.40
SS DIST-9.3%
NET DEBIT *$28.40
CC STATUSOTM -10.0%
CC SIGMA1.16σ (88%)
LC DTE588d
CAP LOCKED *$56,800
STOCK$85.48
CURRENT CC$95.00Jun 26 '26 · 14d
FORTRESS P/L (EX-CC)$-16,400
CC BUYBACK-$1,750
CLOSE P/L$-18,150
STOCK FLAT$-16,400
STOCK @ $95.00$2,160
Δ ABOVE CAP / PT$0/ptsynth Δ 0.98
REASON CC $95.00 is 10.0% OTM. Safe. Earning $0.88/sh time value. Normal operations. Hold-to-expiry: stock flat $-16,400 · at cap $2,160.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $65.00 Jan 21 '28 588d $32.15 0.81 -0.016 $20.48 $11.66 36% extr delta 0.81
SP $90.00 Jan 21 '28 588d $21.70 0.40 -0.013 $4.52 $17.18 ITM 5.0% ITM
HP $68.00 Jan 21 '28 588d $9.75 0.23 -0.011 $0.00 $9.75 ACTIVE floor 80%
CC $95.00 Jun 26 '26 14d $0.88 0.15 -0.069 $0.00 $0.88 OTM 10.0% OTM · 1.16σ (88%) · close $1,750
CC SUGGESTIONS
1 capped + 1 roll-down position(s) · expiries ≤ 20d · delta band 0.05–0.40 · up to 3 algorithmic picks per ticker (▶ EV · ● safest · ⚠ risky harvest, drawdown rolldowns only)

U6241782 · COPX · 20c · CAPPED → ROLL + ROLL-DOWN SUGGESTIONS

STOCK$85.48
FORTRESS P/L (EX-CC)$-16,400
SAFE STRIKE$93.40
SS DIST-8.5%
CURRENT CC$95.00Jun 26 '26 · 14d
BUYBACK-$1,750
HOLD FLAT$-16,400
HOLD @ $95.00$2,160
SURV%88%
RIDE E[P/L]$-14,104
SYNTH Δ0.98
Δ ABOVE CAP / PT$0/pt
SHARES2,000
Expiries scanned Jun 12 '26 (0d) · Jun 18 '26 (6d) · Jun 26 '26 (14d) · Jul 02 '26 (20d) · Jul 10 '26 (28d) · Jul 17 '26 (35d) · Jul 24 '26 (42d)
⚠ Fortress below Safe Strike ($93.40). CCs written below SS cap the fortress below structural breakeven — if stock recovers to SS, assignment locks in a permanent loss. Recommendations below are gated to strikes ≥ SS. 33 below-SS row(s) across the tables shown for reference (⚠<SS badge) but excluded from markers.
PICKACTIONEXPIRY · STRIKEMIDΔσSURV%NET CREDITFLATCAPE[P/L]NOTES
▶ BEST EV (≥65% SURV)roll to 20×Jul 10 '26
$93.50C · 28d		$1.530.280.74σ77%+$1,300$-15,100$534.06$-11,498—
● SAFEST VIABLEroll to 20×Jul 17 '26
$96.00C · 35d		$1.800.250.84σ80%+$1,850$-14,550$5,961$-10,429—
▶ ALSO CONSIDER
(within 30d)		roll to 20×Jul 24 '26
$93.50C · 42d		$2.550.330.61σ73%+$3,350$-13,050$2,584$-8,824+23% E[P/L] vs 20d · +14d
FORWARD ROLLS · new expiry past current CC · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
  STRIKE EXPIRY DTE %OTM MID NET CREDIT $ Δ SIGMA SURV% CAP GAIN STOCK FLAT E[P/L] P/L @ CAP
$85.00 ⚠<SS Jul 02 '26 20d -0.6% $4.25 $6,750 0.55 -0.05σ 50% $-11,810 $-9,650 $-9,650 $-9,650
$85.50 ⚠<SS Jul 02 '26 20d +0.0% $3.75 $5,750 0.51 0.04σ 52% $-12,781 $-10,650 $-10,636 $-10,621
$86.00 ⚠<SS Jul 02 '26 20d +0.6% $3.47 $5,200 0.48 0.12σ 55% $-12,355 $-11,200 $-10,746 $-10,195
$86.50 ⚠<SS Jul 02 '26 20d +1.2% $3.25 $4,750 0.45 0.20σ 58% $-11,830 $-11,650 $-10,819 $-9,670
$87.00 ⚠<SS Jul 02 '26 20d +1.8% $3.20 $4,650 0.41 0.29σ 61% $-10,955 $-11,750 $-10,604 $-8,795
$87.50 ⚠<SS Jul 02 '26 20d +2.4% $2.80 $3,850 0.38 0.37σ 64% $-10,779 $-12,550 $-11,147 $-8,620
$88.00 ⚠<SS Jul 02 '26 20d +2.9% $3.10 $4,450 0.35 0.45σ 67% $-9,204 $-11,950 $-10,345 $-7,044
$89.00 ⚠<SS Jul 02 '26 20d +4.1% $2.58 $3,400 0.30 0.61σ 73% $-8,304 $-13,000 $-11,140 $-6,144
$90.00 ⚠<SS Jul 02 '26 20d +5.3% $2.20 $2,650 0.24 0.77σ 78% $-7,103 $-13,750 $-11,802 $-4,943
$91.00 ⚠<SS Jul 02 '26 20d +6.5% $1.57 $1,400 0.20 0.93σ 82% $-6,402 $-15,000 $-13,092 $-4,242
$92.00 ⚠<SS Jul 02 '26 20d +7.6% $1.35 $950.00 0.16 1.08σ 86% $-4,902 $-15,450 $-13,673 $-2,742
▶ $93.50 Jul 10 '26 28d +9.4% $1.53 $1,300 0.28 0.74σ 77% $-1,626 $-15,100 $-11,498 $534.06
$94.00 Jul 10 '26 28d +10.0% $1.38 $1,000 0.27 0.78σ 78% $-950.60 $-15,400 $-11,768 $1,209
$95.00 Jul 10 '26 28d +11.1% $1.18 $600.00 0.11 1.31σ 91% $600.00 $-15,800 $-14,041 $2,760
30d $94.00 Jul 17 '26 35d +10.0% $2.30 $2,850 0.30 0.70σ 76% $899.40 $-13,550 $-9,547 $3,059
30d $95.00 Jul 17 '26 35d +11.1% $2.03 $2,300 0.27 0.77σ 78% $2,300 $-14,100 $-10,013 $4,460
● 30d $96.00 Jul 17 '26 35d +12.3% $1.80 $1,850 0.25 0.84σ 80% $3,801 $-14,550 $-10,429 $5,961
30d $97.00 Jul 17 '26 35d +13.5% $1.62 $1,500 0.23 0.90σ 82% $5,401 $-14,900 $-10,790 $7,561
30d $98.00 Jul 17 '26 35d +14.6% $1.47 $1,200 0.21 0.97σ 83% $7,052 $-15,200 $-11,135 $9,212
30d $99.00 Jul 17 '26 35d +15.8% $1.30 $850.00 0.19 1.03σ 85% $8,652 $-15,550 $-11,561 $10,812
30d $100.00 Jul 17 '26 35d +17.0% $1.15 $550.00 0.18 1.09σ 86% $10,303 $-15,850 $-11,960 $12,463
30d $105.00 Jul 17 '26 35d +22.8% $0.57 $-600.00 0.11 1.37σ 92% $18,906 $-17,000 $-13,780 $21,066
▶ $93.50 Jul 24 '26 42d +9.4% $2.55 $3,350 0.33 0.61σ 73% $424.10 $-13,050 $-8,824 $2,584
30d $94.00 Jul 24 '26 42d +10.0% $2.47 $3,200 0.32 0.64σ 74% $1,249 $-13,200 $-8,877 $3,409
30d $94.50 Jul 24 '26 42d +10.5% $2.38 $3,000 0.31 0.67σ 75% $2,025 $-13,400 $-8,993 $4,185
30d $95.00 Jul 24 '26 42d +11.1% $2.33 $2,900 0.30 0.70σ 76% $2,900 $-13,500 $-9,012 $5,060
30d $95.50 Jul 24 '26 42d +11.7% $2.17 $2,600 0.29 0.73σ 77% $3,575 $-13,800 $-9,256 $5,735
30d $96.00 Jul 24 '26 42d +12.3% $2.10 $2,450 0.28 0.76σ 78% $4,401 $-13,950 $-9,362 $6,561
30d $96.50 Jul 24 '26 42d +12.9% $1.95 $2,150 0.27 0.79σ 78% $5,076 $-14,250 $-9,628 $7,236
30d $100.00 Jul 24 '26 42d +17.0% $1.40 $1,050 0.21 0.99σ 84% $10,803 $-15,350 $-10,766 $12,963
30d $105.00 Jul 24 '26 42d +22.8% $0.97 $200.00 0.14 1.25σ 89% $19,706 $-16,200 $-12,173 $21,866
30d $110.00 Jul 24 '26 42d +28.7% $0.75 $-250.00 0.10 1.49σ 93% $29,009 $-16,650 $-13,365 $31,169
PICKACTIONEXPIRY · STRIKEMIDΔσSURV%NET CREDITFLATCAPE[P/L]NOTES
▶ BEST EV (≥65% SURV)roll down to 20×Jun 26 '26
$94.00C · 14d		$0.620.181.05σ85%$-500.00$-16,900$-290.64$-14,465—
⚠ RISKY HARVESTroll down to 20×Jun 26 '26
$89.00C · 14d		$2.350.360.48σ69%+$2,950$-13,450$-6,594$-11,294⚠ locks in $8,800 ($4.40/sh) loss vs SS
ROLL-DOWN · same or earlier expiry, lower strike · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
  STRIKE EXPIRY DTE %OTM MID NET CREDIT $ Δ SIGMA SURV% CAP GAIN STOCK FLAT E[P/L] P/L @ CAP
$84.50 ⚠<SS Jun 12 '26 0d -1.2% $1.62 $1,500 0.70 0.00σ 50% $-17,060 $-14,900 $-14,900 $-14,900
$85.00 ⚠<SS Jun 12 '26 0d -0.6% $1.52 $1,300 0.62 0.00σ 50% $-17,260 $-15,100 $-15,100 $-15,100
$85.50 ⚠<SS Jun 12 '26 0d +0.0% $0.80 $-150.00 0.53 0.00σ 50% $-18,681 $-16,550 $-16,535 $-16,521
$86.00 ⚠<SS Jun 12 '26 0d +0.6% $0.68 $-400.00 0.43 0.00σ 50% $-17,955 $-16,800 $-16,298 $-15,795
$83.00 ⚠<SS Jun 18 '26 6d -2.9% $3.67 $5,600 0.69 -0.41σ 50% $-12,960 $-10,800 $-10,800 $-10,800
$83.50 ⚠<SS Jun 18 '26 6d -2.3% $3.38 $5,000 0.66 -0.32σ 50% $-13,560 $-11,400 $-11,400 $-11,400
$84.00 ⚠<SS Jun 18 '26 6d -1.7% $3.05 $4,350 0.63 -0.23σ 50% $-14,210 $-12,050 $-12,050 $-12,050
$84.50 ⚠<SS Jun 18 '26 6d -1.2% $2.90 $4,050 0.60 -0.14σ 50% $-14,510 $-12,350 $-12,350 $-12,350
$85.00 ⚠<SS Jun 18 '26 6d -0.6% $2.88 $4,000 0.56 -0.05σ 50% $-14,560 $-12,400 $-12,400 $-12,400
$85.50 ⚠<SS Jun 18 '26 6d +0.0% $2.62 $3,500 0.53 0.04σ 51% $-15,031 $-12,900 $-12,886 $-12,871
$86.00 ⚠<SS Jun 18 '26 6d +0.6% $2.27 $2,800 0.49 0.12σ 55% $-14,755 $-13,600 $-13,147 $-12,595
$86.50 ⚠<SS Jun 18 '26 6d +1.2% $1.95 $2,150 0.45 0.21σ 58% $-14,430 $-14,250 $-13,427 $-12,270
$87.00 ⚠<SS Jun 18 '26 6d +1.8% $1.77 $1,800 0.42 0.30σ 62% $-13,805 $-14,600 $-13,472 $-11,645
$87.50 ⚠<SS Jun 18 '26 6d +2.4% $1.50 $1,250 0.39 0.39σ 65% $-13,379 $-15,150 $-13,780 $-11,220
$88.00 ⚠<SS Jun 18 '26 6d +2.9% $1.23 $700.00 0.36 0.48σ 68% $-12,954 $-15,700 $-14,145 $-10,794
$88.50 ⚠<SS Jun 18 '26 6d +3.5% $1.07 $400.00 0.33 0.56σ 71% $-12,279 $-16,000 $-14,314 $-10,119
$89.00 ⚠<SS Jun 18 '26 6d +4.1% $0.90 $50.00 0.30 0.65σ 74% $-11,654 $-16,350 $-14,580 $-9,494
$89.50 ⚠<SS Jun 18 '26 6d +4.7% $0.95 $150.00 0.27 0.73σ 77% $-10,578 $-16,250 $-14,438 $-8,418
$90.00 ⚠<SS Jun 18 '26 6d +5.3% $0.68 $-400.00 0.24 0.82σ 79% $-10,153 $-16,800 $-14,980 $-7,993
$91.00 ⚠<SS Jun 18 '26 6d +6.5% $0.57 $-600.00 0.19 0.98σ 84% $-8,402 $-17,000 $-15,251 $-6,242
$93.00 ⚠<SS Jun 18 '26 6d +8.8% $0.28 $-1,200 0.12 1.30σ 90% $-5,101 $-17,600 $-16,185 $-2,941
⚠ $89.00 ⚠<SS Jun 26 '26 14d +4.1% $2.35 $2,950 0.36 0.48σ 69% $-8,754 $-13,450 $-11,294 $-6,594
▶ $94.00 Jun 26 '26 14d +10.0% $0.62 $-500.00 0.18 1.05σ 85% $-2,451 $-16,900 $-14,465 $-290.64
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 trading python3 fortress_rebuild.py --help