FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-08 23:10
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 $10.68 — — — NO CC — — −$4,109 — ⚠ REBUILD →
U13190865 GOOG · 15c $395.75 $415.00 May 15 '26 (7d) — OTM -4.6% 89% safe, excess sigma
11% breach		 +$81,431 +$107,398
@ $415		 ✓ SKIP →

⚠ REBUILD   UAMY · 25c · U18827291

STOCK$10.68
ENTRY ~$12.42
CHG%-14.0%
SAFE STRIKE$12.46
SS DIST-16.7%
NET DEBIT$2.42
CC STATUSNO CC
LC DTE196d
CAP LOCKED$6,046
STOCK$10.68
CURRENT CC—
FORTRESS P/L (EX-CC)$-4,109
CLOSE P/L$-4,109
STOCK FLAT—
STOCK @ CAPCAPPED
REASON LC has only 196d left. Rebuild with fresh LEAPS regardless of CC status. Time decay accelerates sharply under 9 months. Close all legs, pocket $-4,109 profit, rebuild at $10.68.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $10.00 Nov 20 '26 196d $3.95 0.70 -0.009 $0.68 $3.27 83% extr delta 0.70
SP $12.50 Nov 20 '26 196d $4.75 0.40 -0.008 $1.82 $2.93 ITM 14.6% ITM
HP $7.50 Nov 20 '26 196d $1.57 0.19 -0.006 $0.00 $1.57 ACTIVE floor 70%
CC— not present —

✓ SKIP   GOOG · 15c · U13190865

STOCK$395.75
ENTRY ~$373.02
CHG%+6.1%
SAFE STRIKE$373.02
SS DIST+5.7%
NET DEBIT$73.02
CC STATUSOTM -4.6%
CC SIGMA1.22σ (89%)
LC DTE623d
CAP LOCKED$109,524
STOCK$395.75
CURRENT CC$415May 15 '26 · 7d
FORTRESS P/L (EX-CC)$81,431
CC BUYBACK-$1,545
CLOSE P/L$79,886
STOCK FLAT$81,431
STOCK @ $415$107,398
Δ ABOVE CAP / PT$0/ptsynth Δ 0.90
REASON CC $415.00 is 4.6% OTM. Safe. Earning $1.03/sh time value. Normal operations. Hold-to-expiry: stock flat $81,431 · at cap $107,398. Next round in 7d: sell ~$410.00 (~1.78/sh).
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $300.00 Jan 21 '28 623d $138.00 0.83 -0.060 $95.75 $42.25 31% extr delta 0.83
SP $345.00 Jan 21 '28 623d $38.65 0.27 -0.037 $0.00 $38.65 DYING 14.7% OTM
HP $310.00 Jan 21 '28 623d $26.70 0.20 -0.034 $0.00 $26.70 ACTIVE floor 78%
CC $415.00 May 15 '26 7d $1.03 0.13 -0.229 $0.00 $1.03 OTM 4.6% OTM · 1.22σ (89%) · close $1,545
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$395.75
FORTRESS P/L (EX-CC)$81,431
SAFE STRIKE$373.02
SS DIST+6.1%
CURRENT CC$415.00May 15 '26 · 7d
BUYBACK-$1,545
HOLD FLAT$81,431
HOLD @ $415$107,398
SURV%89%
RIDE E[P/L]$84,317
SYNTH Δ0.90
Δ ABOVE CAP / PT$0/pt
SHARES1,500
Expiries scanned May 08 '26 (0d) · May 15 '26 (7d) · May 22 '26 (14d) · May 29 '26 (21d) · Jun 05 '26 (28d) · Jun 12 '26 (35d)
▶ BEST EV: roll to 15 × May 29 '26 $410.00C @ $6.00/sh (0.34Δ, 0.50σ, 69% survival) → E[P/L] $94,798 · flat $88,886 · cap $108,108 · net credit $7,455.
● SAFEST VIABLE: roll to 15 × May 29 '26 $420.00C @ $3.58/sh (0.23Δ, 0.85σ, 80% survival) → E[P/L] $91,725 · flat $85,248 · cap $117,960 · net credit $3,818.
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]
$405.00 May 22 '26 14d +2.3% $6.22 $7,792 0.37 0.39σ 65% $0/pt $89,223 $101,701 $93,577
$407.50 May 22 '26 14d +3.0% $5.28 $6,368 0.34 0.49σ 69% $0/pt $87,798 $103,648 $92,726
$410.00 May 22 '26 14d +3.6% $4.50 $5,205 0.30 0.60σ 73% $0/pt $86,636 $105,858 $91,918
$415.00 May 22 '26 14d +4.9% $3.25 $3,330 0.23 0.81σ 79% $0/pt $84,761 $110,728 $90,219
$420.00 May 22 '26 14d +6.1% $2.32 $1,935 0.18 1.01σ 84% $0/pt $83,366 $116,077 $88,485
$425.00 May 22 '26 14d +7.4% $1.66 $945.00 0.14 1.21σ 89% $0/pt $82,376 $121,832 $86,874
$430.00 May 22 '26 14d +8.7% $1.21 $262.50 0.10 1.39σ 92% $0/pt $81,693 $127,894 $85,463
$435.00 May 22 '26 14d +9.9% $0.81 $-322.50 0.08 1.57σ 94% $0/pt $81,108 $134,054 $84,158
$440.00 May 22 '26 14d +11.2% $0.59 $-652.50 0.06 1.75σ 96% $0/pt $80,778 $140,469 $83,196
$405.00 May 29 '26 21d +2.3% $7.72 $10,042 0.40 0.33σ 63% $0/pt $91,473 $103,951 $96,116
▶ $410.00 May 29 '26 21d +3.6% $6.00 $7,455 0.34 0.50σ 69% $0/pt $88,886 $108,108 $94,798
$415.00 May 29 '26 21d +4.9% $4.62 $5,392 0.28 0.68σ 75% $0/pt $86,823 $112,790 $93,294
● $420.00 May 29 '26 21d +6.1% $3.58 $3,818 0.23 0.85σ 80% $0/pt $85,248 $117,960 $91,725
$425.00 May 29 '26 21d +7.4% $2.69 $2,490 0.18 1.02σ 85% $0/pt $83,921 $123,377 $90,017
$430.00 May 29 '26 21d +8.7% $2.07 $1,567 0.14 1.18σ 88% $0/pt $82,998 $129,199 $88,478
$435.00 May 29 '26 21d +9.9% $1.55 $787.50 0.11 1.34σ 91% $0/pt $82,218 $135,164 $86,957
$440.00 May 29 '26 21d +11.2% $1.11 $127.50 0.09 1.50σ 93% $0/pt $81,558 $141,249 $85,528
$445.00 May 29 '26 21d +12.4% $0.85 $-262.50 0.07 1.66σ 95% $0/pt $81,168 $147,603 $84,397
$450.00 May 29 '26 21d +13.7% $0.67 $-540.00 0.05 1.81σ 97% $0/pt $80,891 $154,070 $83,445
30d $410.00 Jun 05 '26 28d +3.6% $7.75 $10,080 0.36 0.44σ 67% $0/pt $91,511 $110,733 $97,858
30d $415.00 Jun 05 '26 28d +4.9% $6.17 $7,717 0.31 0.59σ 72% $0/pt $89,148 $115,115 $96,323
30d $420.00 Jun 05 '26 28d +6.1% $5.03 $5,992 0.26 0.75σ 77% $0/pt $87,423 $120,135 $94,862
30d $425.00 Jun 05 '26 28d +7.4% $3.88 $4,268 0.22 0.90σ 82% $0/pt $85,698 $125,154 $92,966
30d $430.00 Jun 05 '26 28d +8.7% $2.98 $2,925 0.18 1.05σ 85% $0/pt $84,356 $130,557 $91,143
30d $435.00 Jun 05 '26 28d +9.9% $2.30 $1,912 0.14 1.20σ 88% $0/pt $83,343 $136,289 $89,458
30d $440.00 Jun 05 '26 28d +11.2% $1.94 $1,358 0.12 1.34σ 91% $0/pt $82,788 $142,479 $88,136
30d $445.00 Jun 05 '26 28d +12.4% $1.52 $742.50 0.09 1.49σ 93% $0/pt $82,173 $148,608 $86,737
30d $450.00 Jun 05 '26 28d +13.7% $1.09 $90.00 0.07 1.63σ 95% $0/pt $81,521 $154,700 $85,333
30d $455.00 Jun 05 '26 28d +15.0% $0.85 $-270.00 0.06 1.76σ 96% $0/pt $81,161 $161,085 $84,286
30d $410.00 Jun 12 '26 35d +3.6% $9.55 $12,780 0.38 0.39σ 65% $0/pt $94,211 $113,433 $100,935
30d $415.00 Jun 12 '26 35d +4.9% $8.05 $10,530 0.33 0.52σ 70% $0/pt $91,961 $117,928 $99,774
30d $420.00 Jun 12 '26 35d +6.1% $6.18 $7,718 0.29 0.66σ 74% $0/pt $89,148 $121,860 $97,503
30d $425.00 Jun 12 '26 35d +7.4% $5.32 $6,442 0.25 0.79σ 79% $0/pt $87,873 $127,329 $96,317
30d $430.00 Jun 12 '26 35d +8.7% $4.28 $4,868 0.21 0.93σ 82% $0/pt $86,298 $132,499 $94,476
30d $435.00 Jun 12 '26 35d +9.9% $3.42 $3,592 0.18 1.06σ 86% $0/pt $85,023 $137,969 $92,674
30d $440.00 Jun 12 '26 35d +11.2% $2.74 $2,565 0.15 1.19σ 88% $0/pt $83,996 $143,686 $90,944
30d $445.00 Jun 12 '26 35d +12.4% $2.08 $1,582 0.12 1.33σ 91% $0/pt $83,013 $149,448 $89,165
30d $450.00 Jun 12 '26 35d +13.7% $1.71 $1,020 0.10 1.46σ 93% $0/pt $82,451 $155,630 $87,763
30d $455.00 Jun 12 '26 35d +15.0% $1.34 $465.00 0.08 1.59σ 94% $0/pt $81,896 $161,820 $86,387
30d $460.00 Jun 12 '26 35d +16.2% $1.03 $0.00 0.06 1.72σ 96% $0/pt $81,431 $168,100 $85,140
30d $465.00 Jun 12 '26 35d +17.5% $0.87 $-240.00 0.05 1.85σ 97% $0/pt $81,191 $174,604 $84,180
▶ BEST EV: roll down to 15 × May 15 '26 $402.50C @ $3.60/sh (0.35Δ, 0.44σ, 67% survival) → E[P/L] $88,286 · flat $85,286 · cap $94,391 · net credit $3,855.
● SAFEST VIABLE: roll down to 15 × May 15 '26 $407.50C @ $2.21/sh (0.24Δ, 0.76σ, 78% survival) → E[P/L] $86,718 · flat $83,193 · cap $99,043 · net credit $1,762.
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]
$395.00 May 08 '26 0d -0.2% $1.78 $1,125 0.59 0.00σ 50% $0/pt $82,556 $82,556 $82,556
$397.50 May 08 '26 0d +0.4% $0.69 $-510.00 0.39 0.00σ 50% $0/pt $80,921 $83,281 $82,101
$400.00 May 08 '26 0d +1.1% $0.22 $-1,208 0.25 0.00σ 50% $0/pt $80,223 $85,956 $83,090
$402.50 May 08 '26 0d +1.7% $0.08 $-1,418 0.14 0.00σ 50% $0/pt $80,013 $89,118 $84,566
$390.00 May 15 '26 7d -1.5% $9.85 $13,230 0.66 -0.37σ 50% $0/pt $94,661 $94,661 $94,661
$392.50 May 15 '26 7d -0.8% $8.18 $10,718 0.60 -0.21σ 50% $0/pt $92,148 $92,148 $92,148
$395.00 May 15 '26 7d -0.2% $6.83 $8,692 0.54 -0.05σ 50% $0/pt $90,123 $90,123 $90,123
$397.50 May 15 '26 7d +0.4% $5.50 $6,705 0.47 0.11σ 55% $0/pt $88,136 $90,496 $89,209
$400.00 May 15 '26 7d +1.1% $4.50 $5,205 0.41 0.28σ 61% $0/pt $86,636 $92,369 $88,875
▶ $402.50 May 15 '26 7d +1.7% $3.60 $3,855 0.35 0.44σ 67% $0/pt $85,286 $94,391 $88,286
$405.00 May 15 '26 7d +2.3% $2.79 $2,632 0.29 0.60σ 73% $0/pt $84,063 $96,541 $87,469
● $407.50 May 15 '26 7d +3.0% $2.21 $1,762 0.24 0.76σ 78% $0/pt $83,193 $99,043 $86,718
$410.00 May 15 '26 7d +3.6% $1.77 $1,103 0.20 0.92σ 82% $0/pt $82,533 $101,755 $85,964
$412.50 May 15 '26 7d +4.2% $1.32 $435.00 0.16 1.07σ 86% $0/pt $81,866 $104,460 $85,065
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