FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 14:10
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: U10001299, U13190865, U18827291, U6241782
1 fortress structure(s) scanned · 4 account(s)
✓ SKIP: 1
▼ CC SUGGESTIONS: 1 capped
CAPPEDMRVL
SUMMARY (sorted by urgency)
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK STOCK FLAT STOCK @ CAP DECISION
U13190865 MRVL · 3c $170.86 $175.00 May 08 '26 (2d) — OTM -2.4% 65% tight, ~1 in 3 breach
35% breach		 +$4,915 +$6,240
@ $175		 ✓ SKIP →

✓ SKIP   MRVL · 3c · U13190865

STOCK$170.86
ENTRY ~$154.00
CHG%+10.9%
SAFE STRIKE$149.10
SS DIST+12.7%
NET DEBIT *$34.10
CC STATUSOTM -2.4%
CC SIGMA0.39σ (65%)
LC DTE625d
CAP LOCKED *$10,230
WEEKLY GATE · 🔴 OVERBOUGHT %B 103 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $183spot $168.75UBB $165MA $103LBB $410MACD +9.137030RSI 86── 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 ($164.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $182.91.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$170.86
CURRENT CC$175May 08 '26 · 2d
FORTRESS P/L (EX-CC)$4,915
CC BUYBACK-$792.00
CLOSE P/L$4,123
STOCK FLAT$4,915
STOCK @ $175$6,240
Δ ABOVE CAP / PT$20/pt+0.07δ/sh
REASON CC $175.00 is 2.4% OTM with 2d left. Expiring worthless. Next round: sell ~$176.00 CC (~0.77/sh ≈ $231.00 for 3 ct). Confirm strike/premium in TWS. Weekly gate: OVERBOUGHT. Reference Upper BB + 1σ (extension cap) at $182.91. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $115.00 Jan 21 '28 625d $85.12 0.83 -0.037 $55.86 $29.27 34% extr delta 0.83
SP $140.00 Jan 21 '28 625d $35.05 0.24 -0.032 $0.00 $35.05 DEAD 22.0% OTM
HP $50.00 Aug 21 '26 107d $0.41 0.00 -0.004 $0.00 $0.41 DEAD floor 29% ⚠ SYNTH
CC $175.00 May 08 '26 2d $2.64 0.33 -0.846 $0.00 $2.64 OTM 2.4% OTM · 0.39σ (65%) · close $792.00
CC SUGGESTIONS
1 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)

U13190865 · MRVL · 3c · CAPPED → ROLL SUGGESTIONS

STOCK$170.86
FORTRESS P/L (EX-CC)$4,915
SAFE STRIKE$149.10
SS DIST+14.6%
CURRENT CC$175.00May 08 '26 · 2d
BUYBACK-$792.00
HOLD FLAT$4,915
HOLD @ $175$6,240
SURV%65%
RIDE E[P/L]$5,374
SYNTH Δ1.07
Δ ABOVE CAP / PT$20/pt
SHARES300
Expiries scanned May 15 '26 (9d) · May 22 '26 (16d) · May 29 '26 (23d) · Jun 05 '26 (30d)
WEEKLY GATE · 🔴 OVERBOUGHT %B 103 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $183spot $168.75UBB $165MA $103LBB $410MACD +9.137030RSI 86── 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 ($164.59) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $182.91.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
▶ BEST EV: roll to 3 × May 22 '26 $182.50C @ $5.55/sh (0.35Δ, 0.44σ, 67% survival) → E[P/L] $7,016 · flat $5,788 · cap $9,510 · net credit $873.00.
● SAFEST VIABLE: roll to 3 × May 22 '26 $190.00C @ $3.83/sh (0.26Δ, 0.71σ, 76% survival) → E[P/L] $6,728 · flat $5,271 · cap $11,390 · net credit $355.50.
▶ ALSO CONSIDER (within 30d): roll to 3 × 20260605 $190.00C @ $10.18/sh (0.38Δ, 0.44σ, 67% survival) → E[P/L] $9,198 · +31% E[P/L] vs 20d pick, commits 14 more days.
● ALSO CONSIDER (within 30d): roll to 3 × 20260605 $195.00C @ $8.88/sh (0.07Δ, 1.64σ, 95% survival) → E[P/L] $7,173 · +19pp survival vs 20d pick, commits 14 more days.
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]
$180.00 +UBB 9% (-2%) May 15 '26 9d +5.4% $4.12 $445.50 0.33 0.46σ 68% $20/pt $5,361 $8,284 $6,307
$185.00 +UBB 12% (+1%) May 15 '26 9d +8.3% $2.97 $99.00 0.25 0.70σ 76% $20/pt $5,014 $9,536 $6,107
$190.00 +UBB 15% (+4%) May 15 '26 9d +11.2% $2.13 $-153.00 0.19 0.94σ 83% $20/pt $4,762 $10,882 $5,829
$195.00 +UBB 18% (+7%) May 15 '26 9d +14.1% $1.43 $-364.50 0.15 1.16σ 88% $20/pt $4,551 $12,269 $5,494
$200.00 +UBB 22% (+9%) May 15 '26 9d +17.1% $1.06 $-475.50 0.11 1.38σ 92% $20/pt $4,440 $13,756 $5,217
$205.00 +UBB 25% (+12%) May 15 '26 9d +20.0% $0.77 $-562.50 0.08 1.59σ 94% $20/pt $4,353 $15,267 $4,964
$210.00 +UBB 28% (+15%) May 15 '26 9d +22.9% $0.59 $-613.50 0.06 1.79σ 96% $20/pt $4,302 $16,814 $4,765
$180.00 +UBB 9% (-2%) May 22 '26 16d +5.4% $6.35 $1,113 0.38 0.35σ 64% $20/pt $6,028 $8,951 $7,093
▶ $182.50 +UBB 11% (-0%) May 22 '26 16d +6.8% $5.55 $873.00 0.35 0.44σ 67% $20/pt $5,788 $9,510 $7,016
$185.00 +UBB 12% (+1%) May 22 '26 16d +8.3% $4.97 $700.50 0.32 0.53σ 70% $20/pt $5,616 $10,137 $6,961
$187.50 +UBB 14% (+3%) May 22 '26 16d +9.7% $4.35 $513.00 0.29 0.62σ 73% $20/pt $5,428 $10,749 $6,848
● $190.00 +UBB 15% (+4%) May 22 '26 16d +11.2% $3.83 $355.50 0.26 0.71σ 76% $20/pt $5,271 $11,390 $6,728
$192.50 +UBB 17% (+5%) May 22 '26 16d +12.7% $3.30 $198.00 0.24 0.80σ 79% $20/pt $5,113 $12,032 $6,576
$195.00 +UBB 18% (+7%) May 22 '26 16d +14.1% $2.92 $85.50 0.22 0.89σ 81% $20/pt $5,001 $12,719 $6,443
$197.50 +UBB 20% (+8%) May 22 '26 16d +15.6% $2.63 $-3.00 0.19 0.98σ 84% $20/pt $4,912 $13,429 $6,312
$200.00 +UBB 22% (+9%) May 22 '26 16d +17.1% $2.30 $-102.00 0.18 1.06σ 86% $20/pt $4,813 $14,129 $6,153
$202.50 +UBB 23% (+11%) May 22 '26 16d +18.5% $1.99 $-195.00 0.16 1.15σ 87% $20/pt $4,720 $14,835 $5,985
$205.00 +UBB 25% (+12%) May 22 '26 16d +20.0% $1.75 $-265.50 0.14 1.24σ 89% $20/pt $4,650 $15,564 $5,832
$207.50 +UBB 26% (+13%) May 22 '26 16d +21.4% $1.57 $-321.00 0.13 1.32σ 91% $20/pt $4,594 $16,308 $5,685
$210.00 +UBB 28% (+15%) May 22 '26 16d +22.9% $1.36 $-384.00 0.11 1.41σ 92% $20/pt $4,531 $17,044 $5,527
$212.50 +UBB 29% (+16%) May 22 '26 16d +24.4% $1.21 $-430.50 0.10 1.49σ 93% $20/pt $4,485 $17,796 $5,383
$215.00 +UBB 31% (+18%) May 22 '26 16d +25.8% $1.07 $-469.50 0.09 1.58σ 94% $20/pt $4,446 $18,557 $5,248
$217.50 +UBB 32% (+19%) May 22 '26 16d +27.3% $0.96 $-504.00 0.08 1.67σ 95% $20/pt $4,411 $19,321 $5,119
$220.00 +UBB 34% (+20%) May 22 '26 16d +28.8% $0.80 $-552.00 0.07 1.76σ 96% $20/pt $4,363 $20,072 $4,980
$225.00 +UBB 37% (+23%) May 22 '26 16d +31.7% $0.68 $-588.00 0.05 1.94σ 97% $20/pt $4,327 $21,635 $4,777
30d $175.00 +UBB 6% (-4%) May 29 '26 23d +2.4% $13.90 $3,378 0.39 0.32σ 63% $20/pt $8,293 $9,618 $8,788
30d $177.50 +UBB 8% (-3%) May 29 '26 23d +3.9% $12.62 $2,996 0.32 0.52σ 70% $20/pt $7,911 $10,035 $8,554
30d $180.00 +UBB 9% (-2%) May 29 '26 23d +5.4% $11.73 $2,726 0.26 0.71σ 76% $20/pt $7,641 $10,564 $8,338
30d $185.00 +UBB 12% (+1%) May 29 '26 23d +8.3% $9.95 $2,193 0.15 1.10σ 86% $20/pt $7,108 $11,630 $7,722
30d $187.50 +UBB 14% (+3%) May 29 '26 23d +9.7% $9.57 $2,080 0.12 1.29σ 90% $20/pt $6,996 $12,316 $7,516
30d $190.00 +UBB 15% (+4%) May 29 '26 23d +11.2% $8.55 $1,773 0.08 1.49σ 93% $20/pt $6,688 $12,808 $7,107
30d $192.50 +UBB 17% (+5%) May 29 '26 23d +12.7% $8.05 $1,623 0.33 0.55σ 71% $20/pt $6,538 $13,457 $8,560
30d $220.00 +UBB 34% (+20%) May 29 '26 23d +28.8% $3.02 $112.50 0.16 1.24σ 89% $20/pt $5,028 $20,737 $6,715
30d $177.50 +UBB 8% (-3%) Jun 05 '26 30d +3.9% $14.20 $3,468 0.34 0.45σ 67% $20/pt $8,383 $10,507 $9,075
30d $180.00 +UBB 9% (-2%) Jun 05 '26 30d +5.4% $13.23 $3,176 0.29 0.62σ 73% $20/pt $8,091 $11,014 $8,871
30d $182.50 +UBB 11% (-0%) Jun 05 '26 30d +6.8% $12.50 $2,958 0.23 0.79σ 79% $20/pt $7,873 $11,595 $8,670
30d $187.50 +UBB 14% (+3%) Jun 05 '26 30d +9.7% $10.95 $2,493 0.39 0.38σ 65% $20/pt $7,408 $12,729 $9,277
▶ $190.00 +UBB 15% (+4%) Jun 05 '26 30d +11.2% $10.18 $2,261 0.38 0.44σ 67% $20/pt $7,176 $13,295 $9,198
30d $192.50 +UBB 17% (+5%) Jun 05 '26 30d +12.7% $9.52 $2,065 0.36 0.50σ 69% $20/pt $6,981 $13,899 $9,127
● $195.00 +UBB 18% (+7%) Jun 05 '26 30d +14.1% $8.88 $1,870 0.07 1.64σ 95% $20/pt $6,786 $14,504 $7,173
30d $200.00 +UBB 22% (+9%) Jun 05 '26 30d +17.1% $7.75 $1,533 0.31 0.66σ 75% $20/pt $6,448 $15,764 $8,809
30d $205.00 +UBB 25% (+12%) Jun 05 '26 30d +20.0% $6.70 $1,218 0.27 0.78σ 78% $20/pt $6,133 $17,048 $8,521
30d $210.00 +UBB 28% (+15%) Jun 05 '26 30d +22.9% $5.82 $955.50 0.24 0.89σ 81% $20/pt $5,871 $18,383 $8,209
30d $215.00 +UBB 31% (+18%) Jun 05 '26 30d +25.8% $4.85 $663.00 0.22 1.00σ 84% $20/pt $5,578 $19,689 $7,803
30d $225.00 +UBB 37% (+23%) Jun 05 '26 30d +31.7% $3.77 $340.50 0.17 1.24σ 89% $20/pt $5,256 $22,563 $7,120
30d $230.00 +UBB 40% (+26%) Jun 05 '26 30d +34.6% $3.09 $136.50 0.14 1.36σ 91% $20/pt $5,052 $23,957 $6,691
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