FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-07 23:18
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: U10001299, U13190865, U18827291, U6241782
2 fortress structure(s) scanned · 4 account(s)
⏲ HOLD TO EXPIRY: 2
▼ CC SUGGESTIONS: 2 capped
CAPPEDIRENIREN
SUMMARY (sorted by urgency)
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK STOCK FLAT STOCK @ CAP DECISION
U10001299 IREN · 20c $60.84 $57.00 Jun 05 '26 (29d) 1d ITM +6.7% 42% ITM, assignment risk
58% breach		 +$15,024 CAPPED ⏲ HOLD TO EXPIRY →
U6241782 IREN · 20c $60.84 $57.00 Jun 05 '26 (29d) 1d ITM +6.7% 42% ITM, assignment risk
58% breach		 +$15,024 CAPPED ⏲ HOLD TO EXPIRY →

⏲ HOLD TO EXPIRY   IREN · 20c · U10001299 MULTI_ACCOUNT(2)

⚠ EARNINGS · IMMINENT 2026-05-08 (Fri) tomorrow
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
STOCK$60.84
ENTRY ~$45.00
CHG%+35.2%
SAFE STRIKE$44.00
SS DIST+27.7%
NET DEBIT *$16.00
CC STATUSITM +6.7%
CC SIGMA-0.20σ (42%)
LC DTE624d
CAP LOCKED *$32,000
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 64 · MACD bullish (rising) · 1σw 14.6%
ref $70spot $60.98UBB $60MA $45LBB $300MACD +0.937030RSI 64── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($59.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $69.90.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$60.84
CURRENT CC$57.00Jun 05 '26 · 29d
FORTRESS P/L (EX-CC)$22,700
CC BUYBACK-$19,050
CLOSE P/L$3,650
STOCK FLAT$15,024
STOCK @ CAPCAPPED
Δ ABOVE CAP / PT$61/pt+0.03δ/sh
REASON CC $57.00 is 6.7% ITM with 29d left (60% time value). roll credit only $-1.00/sh (-1.64%, below 0.3%); sigma 0.13σ < 0.5σ (55% survival, need ≥65%). Buyback costs $19,050 — let theta work. If CC expires worthless: sell fresh CC at a higher strike. If assigned: rebuild the fortress at current levels. Stock flat P/L: $15,024. Hold-to-expiry: stock flat $15,024. Weekly gate: OVERBOUGHT. Reference Upper BB + 1σ (extension cap) at $69.90. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $25.00 Jan 21 '28 624d $43.00 0.92 -0.011 $35.84 $7.16 17% extr delta 0.92
SP $47.00 Jan 21 '28 624d $17.10 0.20 -0.014 $0.00 $17.10 DEAD 29.4% OTM
HP $35.00 Jul 17 '26 71d $1.45 0.08 -0.033 $0.00 $1.45 ACTIVE floor 58%
CC $57.00 Jun 05 '26 29d $9.53 0.65 -0.124 $3.84 $5.69 ITM +6.7% ITM · -0.20σ (42%) · close $19,050
✗ NO VIABLE ROLL: credit -1.64% < 0.3% min; σ 0.13 < 0.5 min (55% surv, need 65%)
ROLL CANDIDATES EVALUATED — none met thresholds Current CC: $57.00 · Jun 05 '26
# STRIKE BB ZONE EXPIRY DTE CREDIT/SH TOTAL HEADROOM SIGMA SURV% DELTA EST MO INC E[P/L] P/L @ CAP
1 $64.0 +UBB 7% (-8%) Jun 26 '26 50d $-1.00 $-2,000 +5.2% 0.13σ 55% 0.54 $10,230 $23,629 $27,218
2 $66.0 +UBB 11% (-6%) Jun 26 '26 50d $-1.15 $-2,300 +8.5% 0.21σ 58% 0.51 $10,050 $24,846 $31,041
3 $64.0 +UBB 7% (-8%) Jun 12 '26 36d $-1.53 $-3,050 +5.2% 0.15σ 56% 0.52 $13,333 $22,520 $26,168
4 $65.0 +UBB 9% (-7%) Jun 26 '26 50d $-1.55 $-3,100 +6.8% 0.17σ 57% 0.52 $9,570 $23,319 $28,179
5 $63.0 +UBB 6% (-10%) Jun 12 '26 36d $-1.75 $-3,500 +3.6% 0.10σ 54% 0.53 $12,958 $21,246 $23,657
6 $65.0 +UBB 9% (-7%) Jun 18 '26 42d $-2.00 $-4,000 +6.8% 0.18σ 57% 0.51 $10,750 $22,368 $27,279
7 $67.0 +UBB 12% (-4%) Jun 26 '26 50d $-2.03 $-4,050 +10.1% 0.25σ 60% 0.49 $9,000 $23,759 $31,352
8 $68.0 +UBB 14% (-3%) Jun 26 '26 50d $-2.35 $-4,700 +11.8% 0.29σ 61% 0.48 $8,610 $23,712 $32,763
9 $65.0 +UBB 9% (-7%) Jun 12 '26 36d $-2.43 $-4,850 +6.8% 0.20σ 58% 0.50 $11,833 $21,468 $26,429
10 $69.0 +UBB 16% (-1%) Jun 26 '26 50d $-2.65 $-5,300 +13.4% 0.33σ 63% 0.46 $8,250 $23,654 $34,224

⏲ HOLD TO EXPIRY   IREN · 20c · U6241782 MULTI_ACCOUNT(2)

⚠ EARNINGS · IMMINENT 2026-05-08 (Fri) tomorrow
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
STOCK$60.84
ENTRY ~$45.00
CHG%+35.2%
SAFE STRIKE$44.00
SS DIST+27.7%
NET DEBIT *$16.00
CC STATUSITM +6.7%
CC SIGMA-0.20σ (42%)
LC DTE624d
CAP LOCKED *$32,000
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 64 · MACD bullish (rising) · 1σw 14.6%
ref $70spot $60.98UBB $60MA $45LBB $300MACD +0.937030RSI 64── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($59.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $69.90.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$60.84
CURRENT CC$57.00Jun 05 '26 · 29d
FORTRESS P/L (EX-CC)$22,700
CC BUYBACK-$19,050
CLOSE P/L$3,650
STOCK FLAT$15,024
STOCK @ CAPCAPPED
Δ ABOVE CAP / PT$61/pt+0.03δ/sh
REASON CC $57.00 is 6.7% ITM with 29d left (60% time value). roll credit only $-1.00/sh (-1.64%, below 0.3%); sigma 0.13σ < 0.5σ (55% survival, need ≥65%). Buyback costs $19,050 — let theta work. If CC expires worthless: sell fresh CC at a higher strike. If assigned: rebuild the fortress at current levels. Stock flat P/L: $15,024. Hold-to-expiry: stock flat $15,024. Weekly gate: OVERBOUGHT. Reference Upper BB + 1σ (extension cap) at $69.90. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $25.00 Jan 21 '28 624d $43.00 0.92 -0.011 $35.84 $7.16 17% extr delta 0.92
SP $47.00 Jan 21 '28 624d $17.10 0.20 -0.014 $0.00 $17.10 DEAD 29.4% OTM
HP $35.00 Jul 17 '26 71d $1.45 0.08 -0.033 $0.00 $1.45 ACTIVE floor 58%
CC $57.00 Jun 05 '26 29d $9.53 0.65 -0.124 $3.84 $5.69 ITM +6.7% ITM · -0.20σ (42%) · close $19,050
✗ NO VIABLE ROLL: credit -1.64% < 0.3% min; σ 0.13 < 0.5 min (55% surv, need 65%)
ROLL CANDIDATES EVALUATED — none met thresholds Current CC: $57.00 · Jun 05 '26
# STRIKE BB ZONE EXPIRY DTE CREDIT/SH TOTAL HEADROOM SIGMA SURV% DELTA EST MO INC E[P/L] P/L @ CAP
1 $64.0 +UBB 7% (-8%) Jun 26 '26 50d $-1.00 $-2,000 +5.2% 0.13σ 55% 0.54 $10,230 $23,629 $27,218
2 $66.0 +UBB 11% (-6%) Jun 26 '26 50d $-1.15 $-2,300 +8.5% 0.21σ 58% 0.51 $10,050 $24,846 $31,041
3 $64.0 +UBB 7% (-8%) Jun 12 '26 36d $-1.53 $-3,050 +5.2% 0.15σ 56% 0.52 $13,333 $22,520 $26,168
4 $65.0 +UBB 9% (-7%) Jun 26 '26 50d $-1.55 $-3,100 +6.8% 0.17σ 57% 0.52 $9,570 $23,319 $28,179
5 $63.0 +UBB 6% (-10%) Jun 12 '26 36d $-1.75 $-3,500 +3.6% 0.10σ 54% 0.53 $12,958 $21,246 $23,657
6 $65.0 +UBB 9% (-7%) Jun 18 '26 42d $-2.00 $-4,000 +6.8% 0.18σ 57% 0.51 $10,750 $22,368 $27,279
7 $67.0 +UBB 12% (-4%) Jun 26 '26 50d $-2.03 $-4,050 +10.1% 0.25σ 60% 0.49 $9,000 $23,759 $31,352
8 $68.0 +UBB 14% (-3%) Jun 26 '26 50d $-2.35 $-4,700 +11.8% 0.29σ 61% 0.48 $8,610 $23,712 $32,763
9 $65.0 +UBB 9% (-7%) Jun 12 '26 36d $-2.43 $-4,850 +6.8% 0.20σ 58% 0.50 $11,833 $21,468 $26,429
10 $69.0 +UBB 16% (-1%) Jun 26 '26 50d $-2.65 $-5,300 +13.4% 0.33σ 63% 0.46 $8,250 $23,654 $34,224
CC SUGGESTIONS
2 capped position(s) · expiries ≤ 20d · delta band 0.05–0.40 · up to 3 algorithmic picks per ticker (▶ EV · ● safest · ⚠ risky harvest, drawdown rolldowns only)

U10001299 · IREN · 20c · CAPPED → ROLL SUGGESTIONS

⚠ EARNINGS · IMMINENT 2026-05-08 (Fri) tomorrow
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
STOCK$60.84
FORTRESS P/L (EX-CC)$22,700
SAFE STRIKE$44.00
SS DIST+38.3%
CURRENT CC$57.00Jun 05 '26 · 29d
BUYBACK-$19,050
HOLD FLAT$15,024
SURV%42%
RIDE E[P/L]$15,024
SYNTH Δ1.03
Δ ABOVE CAP / PT$61/pt
SHARES2,000
Expiries scanned Jun 12 '26 (36d) · Jun 18 '26 (42d)
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 64 · MACD bullish (rising) · 1σw 14.6%
ref $70spot $60.98UBB $60MA $45LBB $300MACD +0.937030RSI 64── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($59.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $69.90.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
▶ BEST EV: roll to 20 × Jun 12 '26 $71.00C @ $5.50/sh (0.40Δ, 0.48σ, 68% survival) → E[P/L] $21,263 · flat $14,650 · cap $35,597 · net credit $-8,050.
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% Δ ABOVE CAP STOCK FLAT P/L @ CAP E[P/L]
▶ $71.00 +UBB 19% (+2%) Jun 12 '26 36d +16.7% $5.50 $-8,050 0.40 0.48σ 68% $61/pt $14,650 $35,597 $21,263
$72.00 +UBB 21% (+3%) Jun 12 '26 36d +18.3% $5.12 $-8,800 0.38 0.53σ 70% $61/pt $13,900 $36,908 $20,786
$75.00 +UBB 26% (+7%) Jun 12 '26 36d +23.3% $3.95 $-11,150 0.34 0.67σ 75% $61/pt $11,550 $40,742 $18,936
$80.00 +UBB 34% (+14%) Jun 12 '26 36d +31.5% $3.10 $-12,850 0.28 0.89σ 81% $61/pt $9,850 $49,349 $17,205
$85.00 +UBB 43% (+22%) Jun 12 '26 36d +39.7% $2.43 $-14,190 0.23 1.11σ 87% $61/pt $8,510 $58,315 $15,169
$90.00 +UBB 51% (+29%) Jun 12 '26 36d +47.9% $2.39 $-14,280 0.19 1.31σ 91% $61/pt $8,420 $68,532 $14,107
$75.00 +UBB 26% (+7%) Jun 18 '26 42d +23.3% $4.75 $-9,550 0.36 0.61σ 73% $61/pt $13,150 $42,342 $21,032
$80.00 +UBB 34% (+14%) Jun 18 '26 42d +31.5% $3.77 $-11,500 0.31 0.82σ 79% $61/pt $11,200 $50,699 $19,329
$85.00 +UBB 43% (+22%) Jun 18 '26 42d +39.7% $3.02 $-13,000 0.26 1.02σ 85% $61/pt $9,700 $59,505 $17,320
$90.00 +UBB 51% (+29%) Jun 18 '26 42d +47.9% $2.43 $-14,190 0.21 1.22σ 89% $61/pt $8,510 $68,622 $15,188
$95.00 +UBB 59% (+36%) Jun 18 '26 42d +56.2% $2.01 $-15,030 0.18 1.41σ 92% $61/pt $7,670 $78,089 $13,233
$100.00 +UBB 68% (+43%) Jun 18 '26 42d +64.4% $1.67 $-15,700 0.15 1.60σ 94% $61/pt $7,000 $87,725 $11,440
$105.00 +UBB 76% (+50%) Jun 18 '26 42d +72.6% $1.50 $-16,040 0.13 1.78σ 96% $61/pt $6,660 $97,692 $10,083
$110.00 +UBB 85% (+57%) Jun 18 '26 42d +80.8% $1.19 $-16,660 0.11 1.96σ 97% $61/pt $6,040 $107,378 $8,604

U6241782 · IREN · 20c · CAPPED → ROLL SUGGESTIONS

⚠ EARNINGS · IMMINENT 2026-05-08 (Fri) tomorrow
Any expiration on or after this date carries earnings-gap risk. Consider further-OTM strikes or shorter expirations.
STOCK$60.84
FORTRESS P/L (EX-CC)$22,700
SAFE STRIKE$44.00
SS DIST+38.3%
CURRENT CC$57.00Jun 05 '26 · 29d
BUYBACK-$19,050
HOLD FLAT$15,024
SURV%42%
RIDE E[P/L]$15,024
SYNTH Δ1.03
Δ ABOVE CAP / PT$61/pt
SHARES2,000
Expiries scanned Jun 12 '26 (36d) · Jun 18 '26 (42d)
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 64 · MACD bullish (rising) · 1σw 14.6%
ref $70spot $60.98UBB $60MA $45LBB $300MACD +0.937030RSI 64── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched. Do not sell new CCs near-money. Roll any existing CC to a strike above the upper BB ($59.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $69.90.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
▶ BEST EV: roll to 20 × Jun 12 '26 $71.00C @ $5.50/sh (0.40Δ, 0.48σ, 68% survival) → E[P/L] $21,263 · flat $14,650 · cap $35,597 · net credit $-8,050.
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% Δ ABOVE CAP STOCK FLAT P/L @ CAP E[P/L]
▶ $71.00 +UBB 19% (+2%) Jun 12 '26 36d +16.7% $5.50 $-8,050 0.40 0.48σ 68% $61/pt $14,650 $35,597 $21,263
$72.00 +UBB 21% (+3%) Jun 12 '26 36d +18.3% $5.12 $-8,800 0.38 0.53σ 70% $61/pt $13,900 $36,908 $20,786
$75.00 +UBB 26% (+7%) Jun 12 '26 36d +23.3% $3.95 $-11,150 0.34 0.67σ 75% $61/pt $11,550 $40,742 $18,936
$80.00 +UBB 34% (+14%) Jun 12 '26 36d +31.5% $3.10 $-12,850 0.28 0.89σ 81% $61/pt $9,850 $49,349 $17,205
$85.00 +UBB 43% (+22%) Jun 12 '26 36d +39.7% $2.43 $-14,190 0.23 1.11σ 87% $61/pt $8,510 $58,315 $15,169
$90.00 +UBB 51% (+29%) Jun 12 '26 36d +47.9% $2.39 $-14,280 0.19 1.31σ 91% $61/pt $8,420 $68,532 $14,107
$75.00 +UBB 26% (+7%) Jun 18 '26 42d +23.3% $4.75 $-9,550 0.36 0.61σ 73% $61/pt $13,150 $42,342 $21,032
$80.00 +UBB 34% (+14%) Jun 18 '26 42d +31.5% $3.77 $-11,500 0.31 0.82σ 79% $61/pt $11,200 $50,699 $19,329
$85.00 +UBB 43% (+22%) Jun 18 '26 42d +39.7% $3.02 $-13,000 0.26 1.02σ 85% $61/pt $9,700 $59,505 $17,320
$90.00 +UBB 51% (+29%) Jun 18 '26 42d +47.9% $2.43 $-14,190 0.21 1.22σ 89% $61/pt $8,510 $68,622 $15,188
$95.00 +UBB 59% (+36%) Jun 18 '26 42d +56.2% $2.01 $-15,030 0.18 1.41σ 92% $61/pt $7,670 $78,089 $13,233
$100.00 +UBB 68% (+43%) Jun 18 '26 42d +64.4% $1.67 $-15,700 0.15 1.60σ 94% $61/pt $7,000 $87,725 $11,440
$105.00 +UBB 76% (+50%) Jun 18 '26 42d +72.6% $1.50 $-16,040 0.13 1.78σ 96% $61/pt $6,660 $97,692 $10,083
$110.00 +UBB 85% (+57%) Jun 18 '26 42d +80.8% $1.19 $-16,660 0.11 1.96σ 97% $61/pt $6,040 $107,378 $8,604
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