Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$54.33
CURRENT CC$65.00Jun 26 '26 · 44d
FORTRESS P/L (EX-CC)$11,050
CC BUYBACK-$9,000
CLOSE P/L$2,050
STOCK FLAT$11,050
STOCK @ $65.00$32,831
Δ ABOVE CAP / PT$40/pt+0.02δ/sh
REASONCC $65.00 is 16.4% OTM. Safe. Earning $4.50/sh time value. Normal operations. Hold-to-expiry: stock flat $11,050 · at cap $32,831. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $60.78. See BB ZONE in roll table below.
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$54.33
CURRENT CC$65.00Jun 26 '26 · 44d
FORTRESS P/L (EX-CC)$11,050
CC BUYBACK-$9,000
CLOSE P/L$2,050
STOCK FLAT$11,050
STOCK @ $65.00$32,831
Δ ABOVE CAP / PT$40/pt+0.02δ/sh
REASONCC $65.00 is 16.4% OTM. Safe. Earning $4.50/sh time value. Normal operations. Hold-to-expiry: stock flat $11,050 · at cap $32,831. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $60.78. See BB ZONE in roll table below.
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$54.33
CURRENT CC—
FORTRESS P/L (EX-CC)$-6,360
CLOSE P/L$-6,360
STOCK FLAT—
STOCK @ CAPCAPPED
REASONNo CC sold. Position is riding uncapped (gear mode). LC delta=0.79, theta=$-0.017/d. Cheapest directional exposure you own. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $60.78. See BB ZONE in roll table below.
LEG
STRIKE
EXPIRY
DTE
MARK
DELTA
THETA
INTR
EXTR
STATUS
LC
$45.00
Jan 21 '28
618d
$29.48
0.79
-0.017
$9.33
$20.15
68% extr delta 0.79
SP
$65.00
Jan 21 '28
618d
$30.07
0.32
-0.015
$10.67
$19.40
ITM 16.4% ITM
HP
$21.00
Aug 21 '26
100d
$0.42
0.03
-0.008
$0.00
$0.42
DEAD floor 39%
CC
— not present —
CC SUGGESTIONS
1 uncapped + 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
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
▶BEST EV: roll to 20 × Jul 17 '26 $70.00C @ $4.90/sh (0.37Δ, 0.65σ, 74% survival) → E[P/L] $20,047 · flat $11,850 · cap $43,833 · net credit $800.00.
FORWARD ROLLS · new expiry past current CC · net credit = (new mid - current buyback) × shares · E[P/L] = surv% × flat + (1-surv%) × cap
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
▶BEST EV: roll to 20 × Jul 17 '26 $70.00C @ $4.90/sh (0.37Δ, 0.65σ, 74% survival) → E[P/L] $20,047 · flat $11,850 · cap $43,833 · net credit $800.00.
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]
▶30d
$70.00
+UBB 15% (+15%)
Jul 17 '26
65d
+28.9%
$4.90
$800.00
0.37
0.65σ
74%
$40/pt
$11,850
$43,833
$20,047
30d
$75.00
+UBB 23% (+23%)
Jul 17 '26
65d
+38.1%
$3.97
$-1,050
0.31
0.85σ
80%
$40/pt
$10,000
$52,185
$18,315
30d
$80.00
+UBB 32% (+32%)
Jul 17 '26
65d
+47.3%
$3.27
$-2,450
0.27
1.04σ
85%
$40/pt
$8,600
$60,986
$16,369
30d
$85.00
+UBB 40% (+40%)
Jul 17 '26
65d
+56.5%
$2.74
$-3,530
0.23
1.23σ
89%
$40/pt
$7,520
$70,108
$14,348
30d
$90.00
+UBB 48% (+48%)
Jul 17 '26
65d
+65.7%
$2.29
$-4,420
0.20
1.42σ
92%
$40/pt
$6,630
$79,420
$12,329
30d
$95.00
+UBB 56% (+56%)
Jul 17 '26
65d
+74.9%
$1.95
$-5,100
0.17
1.60σ
95%
$40/pt
$5,950
$88,942
$10,490
30d
$100.00
+UBB 65% (+65%)
Jul 17 '26
65d
+84.1%
$1.72
$-5,560
0.15
1.79σ
96%
$40/pt
$5,490
$98,684
$8,929
30d
$105.00
+UBB 73% (+73%)
Jul 17 '26
65d
+93.3%
$1.51
$-5,990
0.12
1.98σ
98%
$40/pt
$5,060
$108,455
$7,541
30d
$110.00
+UBB 81% (+81%)
Jul 17 '26
65d
+102.5%
$1.38
$-6,250
0.11
2.18σ
99%
$40/pt
$4,800
$118,397
$6,470
U13190865 · IREN · 20c · UNCAPPED → CC SUGGESTIONS
STOCK$54.33
FORTRESS P/L (EX-CC)$-6,360
SAFE STRIKE$56.50
SS DIST-3.8%
SYNTH Δ1.09
Δ ABOVE CAP / PT$175/pt
SHARES2,000
Expiries scanned
May 15 '26 (2d) · May 22 '26 (9d) · May 29 '26 (16d)
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($60.78). Keep size small, watch for MACD roll-over. Suggested CC floor: $61.79.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
CC CANDIDATES · credit at mid · E[P/L] = surv% × flat + (1-surv%) × cap
STRIKE
BB ZONE
EXPIRY
DTE
%OTM
MID
CREDIT $
Δ
SIGMA
SURV%
Δ ABOVE CAP
STOCK FLAT
P/L @ CAP
E[P/L]
$57.00
MBB-UBB (-6%)
May 15 '26
2d
+4.9%
$1.11
$2,230
0.33
0.52σ
70%
$175/pt
$-4,130
$1,689
$-2,375
$58.00
MBB-UBB (-5%)
May 15 '26
2d
+6.8%
$0.89
$1,770
0.27
0.70σ
76%
$175/pt
$-4,590
$3,405
$-2,667
$59.00
MBB-UBB (-3%)
May 15 '26
2d
+8.6%
$0.71
$1,410
0.22
0.88σ
81%
$175/pt
$-4,950
$5,220
$-3,027
$60.00
MBB-UBB (-1%)
May 15 '26
2d
+10.4%
$0.53
$1,060
0.18
1.05σ
85%
$175/pt
$-5,300
$7,046
$-3,484
$61.00
+UBB 0% (+0%)
May 15 '26
2d
+12.3%
$0.43
$860.00
0.15
1.21σ
89%
$175/pt
$-5,500
$9,021
$-3,846
$62.00
+UBB 2% (+2%)
May 15 '26
2d
+14.1%
$0.33
$670.00
0.12
1.35σ
91%
$175/pt
$-5,690
$11,007
$-4,222
$63.00
+UBB 4% (+4%)
May 15 '26
2d
+16.0%
$0.28
$550.00
0.10
1.49σ
93%
$175/pt
$-5,810
$13,062
$-4,530
$64.00
+UBB 5% (+5%)
May 15 '26
2d
+17.8%
$0.22
$440.00
0.09
1.62σ
95%
$175/pt
$-5,920
$15,128
$-4,823
$65.00
+UBB 7% (+7%)
May 15 '26
2d
+19.7%
$0.17
$330.00
0.07
1.75σ
96%
$175/pt
$-6,030
$17,193
$-5,108
$66.00
+UBB 9% (+9%)
May 15 '26
2d
+21.5%
$0.14
$280.00
0.06
1.88σ
97%
$175/pt
$-6,080
$19,319
$-5,321
$58.00
MBB-UBB (-5%)
May 22 '26
9d
+6.8%
$2.48
$4,970
0.40
0.37σ
65%
$175/pt
$-1,390
$6,605
$1,439
$59.00
MBB-UBB (-3%)
May 22 '26
9d
+8.6%
$2.21
$4,430
0.36
0.47σ
68%
$175/pt
$-1,930
$8,240
$1,300
$60.00
MBB-UBB (-1%)
May 22 '26
9d
+10.4%
$1.96
$3,920
0.33
0.57σ
72%
$175/pt
$-2,440
$9,906
$1,059
$61.00
+UBB 0% (+0%)
May 22 '26
9d
+12.3%
$1.66
$3,310
0.30
0.67σ
75%
$175/pt
$-3,050
$11,471
$602.10
$62.00
+UBB 2% (+2%)
May 22 '26
9d
+14.1%
$1.54
$3,070
0.27
0.77σ
78%
$175/pt
$-3,290
$13,407
$416.67
$63.00
+UBB 4% (+4%)
May 22 '26
9d
+16.0%
$1.34
$2,690
0.24
0.86σ
80%
$175/pt
$-3,670
$15,202
$10.08
$64.00
+UBB 5% (+5%)
May 22 '26
9d
+17.8%
$1.21
$2,410
0.22
0.95σ
83%
$175/pt
$-3,950
$17,098
$-363.48
$65.00
+UBB 7% (+7%)
May 22 '26
9d
+19.7%
$1.06
$2,130
0.20
1.04σ
85%
$175/pt
$-4,230
$18,993
$-786.01
$66.00
+UBB 9% (+9%)
May 22 '26
9d
+21.5%
$0.95
$1,890
0.18
1.13σ
87%
$175/pt
$-4,470
$20,929
$-1,209
$67.00
+UBB 10% (+10%)
May 22 '26
9d
+23.3%
$0.99
$1,980
0.16
1.22σ
89%
$175/pt
$-4,380
$23,194
$-1,325
$68.00
+UBB 12% (+12%)
May 22 '26
9d
+25.2%
$0.75
$1,500
0.14
1.31σ
90%
$175/pt
$-4,860
$24,890
$-2,028
$69.00
+UBB 14% (+14%)
May 22 '26
9d
+27.0%
$0.80
$1,600
0.13
1.40σ
92%
$175/pt
$-4,760
$27,165
$-2,158
$70.00
+UBB 15% (+15%)
May 22 '26
9d
+28.9%
$0.58
$1,170
0.12
1.48σ
93%
$175/pt
$-5,190
$28,910
$-2,820
$71.00
+UBB 17% (+17%)
May 22 '26
9d
+30.7%
$0.61
$1,230
0.11
1.56σ
94%
$175/pt
$-5,130
$31,146
$-2,986
$72.00
+UBB 18% (+18%)
May 22 '26
9d
+32.5%
$0.58
$1,170
0.09
1.64σ
95%
$175/pt
$-5,190
$33,261
$-3,260
$73.00
+UBB 20% (+20%)
May 22 '26
9d
+34.4%
$0.53
$1,060
0.09
1.72σ
96%
$175/pt
$-5,300
$35,327
$-3,577
$74.00
+UBB 22% (+22%)
May 22 '26
9d
+36.2%
$0.48
$970.00
0.08
1.80σ
96%
$175/pt
$-5,390
$37,412
$-3,858
$75.00
+UBB 23% (+23%)
May 22 '26
9d
+38.1%
$0.35
$700.00
0.07
1.88σ
97%
$175/pt
$-5,660
$39,318
$-4,302
$76.00
+UBB 25% (+25%)
May 22 '26
9d
+39.9%
$0.53
$1,070
0.06
1.95σ
97%
$175/pt
$-5,290
$41,863
$-4,092
$77.00
+UBB 27% (+27%)
May 22 '26
9d
+41.7%
$0.49
$980.00
0.06
2.03σ
98%
$175/pt
$-5,380
$43,949
$-4,324
●
$78.00
+UBB 28% (+28%)
May 22 '26
9d
+43.6%
$0.45
$900.00
0.05
2.10σ
98%
$175/pt
$-5,460
$46,044
$-4,533
▶
$60.00
MBB-UBB (-1%)
May 29 '26
16d
+10.4%
$2.82
$5,630
0.37
0.46σ
68%
$175/pt
$-730.00
$11,616
$3,238
$61.00
+UBB 0% (+0%)
May 29 '26
16d
+12.3%
$2.57
$5,140
0.35
0.54σ
71%
$175/pt
$-1,220
$13,301
$3,041
$62.00
+UBB 2% (+2%)
May 29 '26
16d
+14.1%
$2.31
$4,630
0.32
0.62σ
73%
$175/pt
$-1,730
$14,967
$2,726
$63.00
+UBB 4% (+4%)
May 29 '26
16d
+16.0%
$2.12
$4,250
0.30
0.70σ
76%
$175/pt
$-2,110
$16,762
$2,455
$64.00
+UBB 5% (+5%)
May 29 '26
16d
+17.8%
$1.94
$3,870
0.28
0.78σ
78%
$175/pt
$-2,490
$18,558
$2,109
$65.00
+UBB 7% (+7%)
May 29 '26
16d
+19.7%
$1.74
$3,470
0.26
0.85σ
80%
$175/pt
$-2,890
$20,333
$1,676
$66.00
+UBB 9% (+9%)
May 29 '26
16d
+21.5%
$1.59
$3,190
0.24
0.93σ
82%
$175/pt
$-3,170
$22,229
$1,310
$67.00
+UBB 10% (+10%)
May 29 '26
16d
+23.3%
$1.45
$2,900
0.22
1.00σ
84%
$175/pt
$-3,460
$24,114
$888.43
$68.00
+UBB 12% (+12%)
May 29 '26
16d
+25.2%
$1.33
$2,670
0.20
1.08σ
86%
$175/pt
$-3,690
$26,060
$489.81
$69.00
+UBB 14% (+14%)
May 29 '26
16d
+27.0%
$1.19
$2,370
0.19
1.15σ
88%
$175/pt
$-3,990
$27,935
$-5.76
$70.00
+UBB 15% (+15%)
May 29 '26
16d
+28.9%
$1.10
$2,200
0.17
1.22σ
89%
$175/pt
$-4,160
$29,940
$-391.90
$71.00
+UBB 17% (+17%)
May 29 '26
16d
+30.7%
$0.92
$1,840
0.16
1.30σ
90%
$175/pt
$-4,520
$31,756
$-979.47
$72.00
+UBB 18% (+18%)
May 29 '26
16d
+32.5%
$0.92
$1,830
0.15
1.37σ
91%
$175/pt
$-4,530
$33,921
$-1,223
$75.00
+UBB 23% (+23%)
May 29 '26
16d
+38.1%
$0.71
$1,410
0.11
1.57σ
94%
$175/pt
$-4,950
$40,028
$-2,350
$80.00
+UBB 32% (+32%)
May 29 '26
16d
+47.3%
$0.47
$950.00
0.08
1.90σ
97%
$175/pt
$-5,410
$50,445
$-3,813
$85.00
+UBB 40% (+40%)
May 29 '26
16d
+56.5%
$0.26
$520.00
0.05
2.20σ
99%
$175/pt
$-5,840
$60,893
$-4,919
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