FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 23:23
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: U10001299, U13190865, U18827291, U6241782
2 fortress structure(s) scanned · 4 account(s)
⚠ REBUILD: 1✓ SKIP: 1
▼ CC SUGGESTIONS: 1 capped + 1 roll-down
CAPPEDGOOG
SUMMARY (sorted by urgency)
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK STOCK FLAT STOCK @ CAP DECISION
U18827291 UAMY · 25c $12.21 $12.50 May 22 '26 (16d) — OTM -2.4% 53% nearly ATM, act now
47% breach		 +$648.92 +$1,340
@ $12.50		 ⚠ REBUILD →
U13190865 GOOG · 15c $391.96 $415.00 May 15 '26 (9d) — OTM -5.6% 89% safe, excess sigma
11% breach		 +$75,693 +$106,691
@ $415		 ✓ SKIP →

⚠ REBUILD   UAMY · 25c · U18827291

STOCK$12.21
ENTRY ~$12.42
CHG%-1.7%
SAFE STRIKE$12.46
SS DIST-2.1%
NET DEBIT$2.42
CC STATUSOTM -2.4%
CC SIGMA0.08σ (53%)
LC DTE198d
CAP LOCKED$6,046
STOCK$12.21
CURRENT CC$12.50May 22 '26 · 16d
FORTRESS P/L (EX-CC)$648.92
CC BUYBACK-$3,250
CLOSE P/L$-2,601
STOCK FLAT$648.92
STOCK @ $12.50$1,340
Δ ABOVE CAP / PT$0/ptsynth Δ 0.94
REASON LC has only 198d left. Rebuild with fresh LEAPS regardless of CC status. Time decay accelerates sharply under 9 months. Close all legs, pocket $-2,601 profit, rebuild at $12.21. Hold-to-expiry: stock flat $648.92 · at cap $1,340.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $10.00 Nov 20 '26 198d $4.95 0.75 -0.009 $2.21 $2.74 55% extr delta 0.75
SP $12.50 Nov 20 '26 198d $4.40 0.34 -0.009 $0.29 $4.11 ITM 2.4% ITM
HP $7.50 Nov 20 '26 198d $1.48 0.16 -0.006 $0.00 $1.48 ACTIVE floor 61%
CC $12.50 May 22 '26 16d $1.30 0.53 -0.044 $0.00 $1.30 OTM 2.4% OTM · 0.08σ (53%) · close $3,250

✓ SKIP   GOOG · 15c · U13190865

STOCK$391.96
ENTRY ~$373.02
CHG%+5.1%
SAFE STRIKE$373.02
SS DIST+4.8%
NET DEBIT$73.02
CC STATUSOTM -5.6%
CC SIGMA1.22σ (89%)
LC DTE625d
CAP LOCKED$109,524
STOCK$391.96
CURRENT CC$415May 15 '26 · 9d
FORTRESS P/L (EX-CC)$75,693
CC BUYBACK-$1,853
CLOSE P/L$73,841
STOCK FLAT$75,693
STOCK @ $415$106,691
Δ ABOVE CAP / PT$0/ptsynth Δ 0.90
REASON CC $415.00 is 5.6% OTM. Safe. Earning $1.24/sh time value. Normal operations. Hold-to-expiry: stock flat $75,693 · at cap $106,691.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $300.00 Jan 21 '28 625d $134.75 0.82 -0.059 $91.96 $42.79 32% extr delta 0.82
SP $345.00 Jan 21 '28 625d $38.95 0.27 -0.036 $0.00 $38.95 DYING 13.6% OTM
HP $310.00 Jan 21 '28 625d $26.43 0.20 -0.033 $0.00 $26.43 ACTIVE floor 79%
CC $415.00 May 15 '26 9d $1.24 0.13 -0.224 $0.00 $1.24 OTM 5.6% OTM · 1.22σ (89%) · close $1,853
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)

U13190865 · GOOG · 15c · CAPPED → ROLL + ROLL-DOWN SUGGESTIONS

STOCK$391.96
FORTRESS P/L (EX-CC)$75,693
SAFE STRIKE$373.02
SS DIST+5.1%
CURRENT CC$415.00May 15 '26 · 9d
BUYBACK-$1,853
HOLD FLAT$75,693
HOLD @ $415$106,691
SURV%89%
RIDE E[P/L]$79,168
SYNTH Δ0.90
Δ ABOVE CAP / PT$0/pt
SHARES1,500
Expiries scanned May 08 '26 (2d) · May 15 '26 (9d) · May 22 '26 (16d) · May 29 '26 (23d) · Jun 05 '26 (30d) · Jun 12 '26 (37d)
▶ BEST EV: roll to 15 × May 29 '26 $405.00C @ $7.00/sh (0.35Δ, 0.44σ, 67% survival) → E[P/L] $90,118 · flat $84,341 · cap $101,884 · net credit $8,648.
● SAFEST VIABLE: roll to 15 × May 22 '26 $415.00C @ $3.12/sh (0.19Δ, 0.94σ, 83% survival) → E[P/L] $83,943 · flat $78,528 · cap $109,526 · net credit $2,835.
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% Δ ABOVE CAP STOCK FLAT P/L @ CAP E[P/L]
$402.50 May 22 '26 16d +2.7% $6.32 $7,635 0.36 0.41σ 66% $0/pt $83,328 $97,508 $88,155
$405.00 May 22 '26 16d +3.3% $5.65 $6,622 0.31 0.53σ 70% $0/pt $82,316 $99,859 $87,547
$407.50 May 22 '26 16d +4.0% $4.90 $5,498 0.28 0.63σ 74% $0/pt $81,191 $102,098 $86,710
$410.00 May 22 '26 16d +4.6% $4.20 $4,447 0.25 0.73σ 77% $0/pt $80,141 $104,411 $85,769
● $415.00 May 22 '26 16d +5.9% $3.12 $2,835 0.19 0.94σ 83% $0/pt $78,528 $109,526 $83,943
$420.00 May 22 '26 16d +7.2% $2.42 $1,777 0.14 1.14σ 87% $0/pt $77,471 $115,195 $82,277
$425.00 May 22 '26 16d +8.4% $1.77 $810.00 0.10 1.34σ 91% $0/pt $76,503 $120,954 $80,495
$430.00 May 22 '26 16d +9.7% $1.31 $120.00 0.07 1.55σ 94% $0/pt $75,813 $126,991 $78,945
▶ $405.00 May 29 '26 23d +3.3% $7.00 $8,648 0.35 0.44σ 67% $0/pt $84,341 $101,884 $90,118
$410.00 May 29 '26 23d +4.6% $5.60 $6,547 0.29 0.61σ 73% $0/pt $82,241 $106,511 $88,806
$415.00 May 29 '26 23d +5.9% $4.38 $4,710 0.24 0.78σ 78% $0/pt $80,403 $111,401 $87,145
$420.00 May 29 '26 23d +7.2% $3.35 $3,172 0.19 0.95σ 83% $0/pt $78,866 $116,590 $85,320
$425.00 May 29 '26 23d +8.4% $2.56 $1,995 0.15 1.12σ 87% $0/pt $77,688 $122,139 $83,533
$430.00 May 29 '26 23d +9.7% $1.98 $1,110 0.12 1.29σ 90% $0/pt $76,803 $127,981 $81,854
$440.00 May 29 '26 23d +12.3% $1.09 $-210.00 0.07 1.63σ 95% $0/pt $75,483 $140,115 $78,831
30d $405.00 Jun 05 '26 30d +3.3% $8.62 $11,085 0.37 0.39σ 65% $0/pt $86,778 $104,322 $92,908
30d $410.00 Jun 05 '26 30d +4.6% $6.90 $8,498 0.32 0.54σ 70% $0/pt $84,191 $108,461 $91,382
30d $415.00 Jun 05 '26 30d +5.9% $5.55 $6,472 0.27 0.68σ 75% $0/pt $82,166 $113,163 $89,828
30d $420.00 Jun 05 '26 30d +7.2% $4.32 $4,635 0.22 0.83σ 80% $0/pt $80,328 $118,052 $87,979
30d $425.00 Jun 05 '26 30d +8.4% $3.50 $3,397 0.18 0.98σ 84% $0/pt $79,091 $123,542 $86,358
30d $430.00 Jun 05 '26 30d +9.7% $2.87 $2,452 0.15 1.13σ 87% $0/pt $78,146 $129,324 $84,778
30d $440.00 Jun 05 '26 30d +12.3% $1.75 $772.50 0.10 1.43σ 92% $0/pt $76,466 $141,097 $81,449
30d $450.00 Jun 05 '26 30d +14.8% $1.03 $-307.50 0.06 1.72σ 96% $0/pt $75,386 $153,471 $78,712
30d $405.00 Jun 12 '26 37d +3.3% $10.65 $14,123 0.38 0.35σ 64% $0/pt $89,816 $107,359 $96,198
30d $410.00 Jun 12 '26 37d +4.6% $8.98 $11,610 0.34 0.48σ 68% $0/pt $87,303 $111,574 $94,948
30d $415.00 Jun 12 '26 37d +5.9% $7.30 $9,098 0.30 0.62σ 73% $0/pt $84,791 $115,788 $93,070
30d $420.00 Jun 12 '26 37d +7.2% $5.75 $6,772 0.26 0.76σ 78% $0/pt $82,466 $120,190 $90,950
30d $425.00 Jun 12 '26 37d +8.4% $4.80 $5,347 0.22 0.89σ 81% $0/pt $81,041 $125,492 $89,366
30d $430.00 Jun 12 '26 37d +9.7% $4.03 $4,185 0.19 1.02σ 85% $0/pt $79,878 $131,056 $87,785
30d $440.00 Jun 12 '26 37d +12.3% $2.38 $1,717 0.14 1.26σ 90% $0/pt $77,411 $142,042 $84,081
30d $450.00 Jun 12 '26 37d +14.8% $1.61 $562.50 0.10 1.49σ 93% $0/pt $76,256 $154,341 $81,589
▶ BEST EV: roll down to 15 × May 15 '26 $400.00C @ $4.35/sh (0.36Δ, 0.44σ, 67% survival) → E[P/L] $83,928 · flat $80,366 · cap $91,182 · net credit $4,672.
● SAFEST VIABLE: roll down to 15 × May 15 '26 $407.50C @ $2.34/sh (0.23Δ, 0.84σ, 80% survival) → E[P/L] $81,538 · flat $77,351 · cap $98,258 · net credit $1,657.
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% Δ ABOVE CAP STOCK FLAT P/L @ CAP E[P/L]
$387.50 May 08 '26 2d -1.1% $6.95 $8,572 0.69 -0.47σ 50% $0/pt $84,266 $84,266 $84,266
$390.00 May 08 '26 2d -0.5% $5.35 $6,172 0.60 -0.21σ 50% $0/pt $81,866 $81,866 $81,866
$392.50 May 08 '26 2d +0.1% $3.90 $3,998 0.50 0.06σ 52% $0/pt $79,691 $80,417 $80,037
$395.00 May 08 '26 2d +0.8% $2.88 $2,475 0.40 0.32σ 62% $0/pt $78,168 $82,258 $79,702
$397.50 May 08 '26 2d +1.4% $2.00 $1,147 0.31 0.57σ 72% $0/pt $76,841 $84,294 $78,951
$400.00 May 08 '26 2d +2.1% $1.42 $277.50 0.23 0.82σ 79% $0/pt $75,971 $86,787 $78,204
$402.50 May 08 '26 2d +2.7% $0.97 $-405.00 0.17 1.05σ 85% $0/pt $75,288 $89,468 $77,370
$405.00 May 08 '26 2d +3.3% $0.66 $-870.00 0.07 1.50σ 93% $0/pt $74,823 $92,367 $76,000
$385.00 May 15 '26 9d -1.8% $11.72 $15,735 0.66 -0.38σ 50% $0/pt $91,428 $91,428 $91,428
$387.50 May 15 '26 9d -1.1% $10.12 $13,335 0.62 -0.24σ 50% $0/pt $89,028 $89,028 $89,028
$390.00 May 15 '26 9d -0.5% $8.72 $11,235 0.57 -0.11σ 50% $0/pt $86,928 $86,928 $86,928
$392.50 May 15 '26 9d +0.1% $7.40 $9,248 0.51 0.03σ 51% $0/pt $84,941 $85,667 $85,295
$395.00 May 15 '26 9d +0.8% $6.17 $7,410 0.46 0.17σ 57% $0/pt $83,103 $87,193 $84,876
$397.50 May 15 '26 9d +1.4% $5.10 $5,797 0.41 0.31σ 62% $0/pt $81,491 $88,944 $84,324
▶ $400.00 May 15 '26 9d +2.1% $4.35 $4,672 0.36 0.44σ 67% $0/pt $80,366 $91,182 $83,928
$402.50 May 15 '26 9d +2.7% $3.45 $3,322 0.30 0.58σ 72% $0/pt $79,016 $93,196 $83,016
$405.00 May 15 '26 9d +3.3% $2.93 $2,542 0.27 0.71σ 76% $0/pt $78,236 $95,779 $82,427
● $407.50 May 15 '26 9d +4.0% $2.34 $1,657 0.23 0.84σ 80% $0/pt $77,351 $98,258 $81,538
$410.00 May 15 '26 9d +4.6% $1.92 $1,020 0.19 0.97σ 83% $0/pt $76,713 $100,984 $80,752
$412.50 May 15 '26 9d +5.2% $1.53 $442.50 0.16 1.09σ 86% $0/pt $76,136 $103,770 $79,924
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