Read: Cooling off inside the range. Good CC entry slightly OTM above spot, around the 1-sigma weekly move. Premium should be healthy because IV is usually elevated here. Suggested CC floor: $382.55.
Dashed line on chart: 20W MA (bounce target). Roll table below has matching BB ZONE column.
STOCK$369.87
CURRENT CC$380Jul 06 '26 · 5d
FORTRESS P/L (EX-CC)$-61,788
CC BUYBACK-$622.50
CLOSE P/L$-62,410
STOCK FLAT$-61,788
STOCK @ $380$-56,016
Δ ABOVE CAP / PT$70/pt+0.14δ/sh
REASONCC $380.00 is 2.7% OTM (0.98σ, 84% survival). Monitor. If stock breaks $380.00, roll options appear below. Hold-to-expiry: stock flat $-61,788 · at cap $-56,016. Weekly gate: PULLBACK. Reference 20W MA (bounce target) at $423.89. See BB ZONE in roll table below.
Read: Cooling off inside the range. Good CC entry slightly OTM above spot, around the 1-sigma weekly move. Premium should be healthy because IV is usually elevated here. Suggested CC floor: $382.55.
Dashed line on chart: 20W MA (bounce target). Roll table below has matching BB ZONE column.
STOCK$369.87
CURRENT CC$410Jul 31 '26 · 30d
FORTRESS P/L (EX-CC)$-61,788
CC BUYBACK-$610.00
CLOSE P/L$-62,398
STOCK FLAT$-61,788
STOCK @ $410$-38,924
Δ ABOVE CAP / PT$70/pt+0.14δ/sh
REASONCC $410.00 is 9.8% OTM. Safe. Earning $1.22/sh time value. Normal operations. Hold-to-expiry: stock flat $-61,788 · at cap $-38,924. Weekly gate: PULLBACK. Reference 20W MA (bounce target) at $423.89. See BB ZONE in roll table below.
LEG
STRIKE
EXPIRY
DTE
MARK
DELTA
THETA
INTR
EXTR
STATUS
LC
$320.00
Jan 21 '28
569d
$85.53
0.80
-0.053
$49.87
$35.66
42% extr delta 0.80
SP
$450.00
Jan 21 '28
569d
$85.70
0.73
-0.014
$80.13
$5.57
ITM 17.8% ITM
HP
$362.00
Sep 30 '26
91d
$12.60
0.38
-0.081
$0.00
$12.60
ACTIVE floor 98%
CC
$410.00
Jul 31 '26
30d
$1.22
0.10
-0.088
$0.00
$1.22
OTM 9.8% OTM · 1.44σ (93%) · close $610.00
CC SUGGESTIONS
2 capped + 2 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)
Note: 1 position(s) below are in non-SKIP states (WAIT MARGINAL, ROLL CC, HOLD TO EXPIRY, REBUILD, etc.). cc-suggest shows forward rolls only and ranks by E[P/L]; their canonical recommendation lives in the per-fortress block above (linked from each entry's decision badge).
Read: Cooling off inside the range. Good CC entry slightly OTM above spot, around the 1-sigma weekly move. Premium should be healthy because IV is usually elevated here. Suggested CC floor: $382.55.
Dashed line on chart: 20W MA (bounce target). Roll table below has matching BB ZONE column.
⚠ No CC-safe roll. The CC-Safe Strike is above every available strike, so the current CC and every roll candidate would lock a loss if capped. The closest-to-safe option per expiry is shown below for reference (tagged NOT CC-safe); the rest are collapsed.
Forward roll suggestions
⚠ NO VIABLE ABOVE-SS PICK: Stock ($369.87) is below Safe Strike ($456.00) and no candidate in this table reaches SS within the delta band. Selling ANY of the below-SS strikes would cap the fortress below breakeven. Consider: (1) ride uncapped until stock recovers, (2) rebuild with a lower LC, or (3) close and re-enter at current levels. Below-SS rows shown for reference only.
FORWARD ROLLS · new expiry past current CC · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
STRIKE
BB ZONE
EXPIRY
DTE
%OTM
MID
NET CREDIT $
Δ
SIGMA
SURV%
CAP GAIN
STOCK FLAT
E[P/L]
P/L @ CAP
$385.00 ✗<CC-safe
LBB-MBB (-9%)
Jul 08 '26
7d
+4.1%
$1.08
$-80.00
0.16
1.15σ
87%
$2,769
$-61,868
$-60,784
$-53,247
$390.00 ✗<CC-safe
LBB-MBB (-8%)
Jul 10 '26
9d
+5.4%
$0.94
$-155.00
0.12
1.30σ
90%
$5,542
$-61,942
$-60,838
$-50,473
$393.00 ✗<CC-safe
LBB-MBB (-7%)
Jul 13 '26
12d
+6.3%
$0.89
$-177.50
0.11
1.35σ
91%
$7,229
$-61,965
$-60,799
$-48,787
$384.00 ✗<CC-safe
LBB-MBB (-9%)
Jul 15 '26
14d
+3.8%
$2.55
$652.50
0.24
0.81σ
79%
$2,931
$-61,135
$-59,456
$-53,084
$400.00 ✗<CC-safe
LBB-MBB (-6%)
Jul 17 '26
16d
+8.1%
$0.84
$-200.00
0.09
1.48σ
93%
$11,195
$-61,988
$-60,800
$-44,821
$410.00 ✗<CC-safe
LBB-MBB (-3%)
Jul 24 '26
23d
+10.8%
$0.77
$-237.50
0.07
1.61σ
95%
$16,855
$-62,025
$-60,786
$-39,161
30d
$425.00 ✗<CC-safe
MBB-UBB (+0%)
Jul 31 '26
30d
+14.9%
$0.60
$-320.00
0.06
1.66σ
95%
$25,319
$-62,108
$-60,581
$-30,697
⚠ 198 more near-money roll(s) hidden — all below the CC-Safe Strike, each would lock a loss if capped. The closest-to-safe few are shown (tagged NOT CC-safe) for reference.
Roll-down suggestions
ROLL DOWN63 roll-down candidates suppressed — all below Safe Strike, same trap as primary table above.
Read: Cooling off inside the range. Good CC entry slightly OTM above spot, around the 1-sigma weekly move. Premium should be healthy because IV is usually elevated here. Suggested CC floor: $382.55.
Dashed line on chart: 20W MA (bounce target). Roll table below has matching BB ZONE column.
⚠ No CC-safe roll. The CC-Safe Strike is above every available strike, so the current CC and every roll candidate would lock a loss if capped. The closest-to-safe option per expiry is shown below for reference (tagged NOT CC-safe); the rest are collapsed.
Forward roll suggestions
STATUSDrawdown SKIP — no CC action. Stock $369.87 is below Safe Strike $456.00, so every candidate in the delta band would cap the fortress below breakeven. Current CC $410.00 · Jul 31 '26 (30d) is OTM with 93% survival and ~$610.00 of extrinsic still to decay. Hold — reconsider once stock recovers above SS. Table below trimmed to top 10 candidates for reference.
⚠ NO VIABLE ABOVE-SS PICK: Stock ($369.87) is below Safe Strike ($456.00) and no candidate in this table reaches SS within the delta band. Selling ANY of the below-SS strikes would cap the fortress below breakeven. Consider: (1) ride uncapped until stock recovers, (2) rebuild with a lower LC, or (3) close and re-enter at current levels. Below-SS rows shown for reference only.
FORWARD ROLLS · new expiry past current CC · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
STRIKE
BB ZONE
EXPIRY
DTE
%OTM
MID
NET CREDIT $
Δ
SIGMA
SURV%
CAP GAIN
STOCK FLAT
E[P/L]
P/L @ CAP
$378.00 ✗<CC-safe
LBB-MBB (-11%)
Aug 07 '26
37d
+2.2%
$8.57
$3,677
0.42
0.32σ
63%
$-14,554
$-58,110
$-56,378
$-53,478
⚠ 9 more near-money roll(s) hidden — all below the CC-Safe Strike, each would lock a loss if capped. The closest-to-safe few are shown (tagged NOT CC-safe) for reference.
Roll-down suggestions
ROLL DOWN375 roll-down candidates suppressed — all below Safe Strike, same trap as primary table above.
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