FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 01:33
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 $172.40 $175.00 May 08 '26 (2d) — OTM -1.5% 59% tight, ~1 in 3 breach
41% breach		 +$5,778 +$6,607
@ $175		 ✓ SKIP →

✓ SKIP   MRVL · 3c · U13190865

STOCK$172.40
ENTRY ~$154.00
CHG%+11.9%
SAFE STRIKE$149.10
SS DIST+13.5%
NET DEBIT *$34.10
CC STATUSOTM -1.5%
CC SIGMA0.23σ (59%)
LC DTE625d
CAP LOCKED *$10,230
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $187spot $172.09UBB $165MA $103LBB $400MACD +9.357030RSI 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 ($165.49) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $186.55.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$172.40
CURRENT CC$175May 08 '26 · 2d
FORTRESS P/L (EX-CC)$5,778
CC BUYBACK-$1,327
CLOSE P/L$4,450
STOCK FLAT$5,778
STOCK @ $175$6,607
Δ ABOVE CAP / PT$19/pt+0.06δ/sh
REASON CC $175.00 is 1.5% OTM with 2d left. Expiring worthless. Next round: sell ~$178.00 CC (~0.78/sh ≈ $234.00 for 3 ct). Confirm strike/premium in TWS. Weekly gate: OVERBOUGHT. Reference Upper BB + 1σ (extension cap) at $186.55. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $115.00 Jan 21 '28 625d $87.85 0.83 -0.037 $57.40 $30.45 35% extr delta 0.83
SP $140.00 Jan 21 '28 625d $34.90 0.23 -0.031 $0.00 $34.90 DEAD 23.1% 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 $4.42 0.44 -0.972 $0.00 $4.42 OTM 1.5% OTM · 0.23σ (59%) · close $1,327
CC SUGGESTIONS
1 capped position(s) · expiries ≤ 20d · delta band 0.05–0.40 · 3 algorithmic picks per ticker (▶ EV · ◆ credit/day · ● safest)

U13190865 · MRVL · 3c · CAPPED → ROLL SUGGESTIONS

STOCK$172.40
FORTRESS P/L (EX-CC)$5,778
SAFE STRIKE$149.10
SS DIST+15.6%
CURRENT CC$175.00May 08 '26 · 2d
BUYBACK-$1,328
HOLD FLAT$5,778
HOLD @ $175$6,607
SURV%59%
RIDE E[P/L]$6,116
SYNTH Δ1.06
Δ ABOVE CAP / PT$19/pt
SHARES300
Expiries scanned May 15 '26 (9d) · May 22 '26 (16d)
WEEKLY GATE · 🔴 OVERBOUGHT %B 105 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $187spot $172.09UBB $165MA $103LBB $400MACD +9.357030RSI 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 ($165.49) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $186.55.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
▶ ◆ BEST EV + BEST CREDIT/DAY: roll to 3 × May 22 '26 $185.00C @ $6.60/sh (0.37Δ, 0.46σ, 68% survival) → E[P/L] $7,732 · flat $6,430 · cap $10,452 · net credit $652.50 · $0.136/sh/day × 68% surv.
● SAFEST VIABLE: roll to 3 × May 22 '26 $187.50C @ $5.92/sh (0.34Δ, 0.55σ, 71% survival) → E[P/L] $7,637 · flat $6,228 · cap $11,048 · net credit $450.00.
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]
$180.00 +UBB 9% (-4%) May 15 '26 9d +4.4% $5.80 $412.50 0.40 0.36σ 64% $19/pt $6,190 $8,616 $7,058
$185.00 +UBB 12% (-1%) May 15 '26 9d +7.3% $4.28 $-45.00 0.32 0.60σ 73% $19/pt $5,733 $9,755 $6,835
$190.00 +UBB 15% (+2%) May 15 '26 9d +10.2% $3.10 $-397.50 0.25 0.83σ 80% $19/pt $5,380 $10,998 $6,518
$195.00 +UBB 18% (+5%) May 15 '26 9d +13.1% $2.25 $-651.00 0.19 1.06σ 85% $19/pt $5,127 $12,341 $6,174
$200.00 +UBB 21% (+7%) May 15 '26 9d +16.0% $1.63 $-838.50 0.15 1.27σ 90% $19/pt $4,939 $13,749 $5,832
$205.00 +UBB 24% (+10%) May 15 '26 9d +18.9% $1.18 $-975.00 0.11 1.48σ 93% $19/pt $4,803 $15,209 $5,523
$210.00 +UBB 27% (+13%) May 15 '26 9d +21.8% $0.85 $-1,071 0.09 1.68σ 95% $19/pt $4,707 $16,709 $5,262
$215.00 +UBB 30% (+15%) May 15 '26 9d +24.7% $0.63 $-1,138 0.07 1.87σ 97% $19/pt $4,639 $18,237 $5,054
$220.00 +UBB 33% (+18%) May 15 '26 9d +27.6% $0.45 $-1,194 0.05 2.06σ 98% $19/pt $4,584 $19,778 $4,883
▶ ◆ $185.00 +UBB 12% (-1%) May 22 '26 16d +7.3% $6.60 $652.50 0.37 0.46σ 68% $19/pt $6,430 $10,452 $7,732
● $187.50 +UBB 13% (+1%) May 22 '26 16d +8.8% $5.92 $450.00 0.34 0.55σ 71% $19/pt $6,228 $11,048 $7,637
$190.00 +UBB 15% (+2%) May 22 '26 16d +10.2% $5.20 $232.50 0.31 0.64σ 74% $19/pt $6,010 $11,628 $7,486
$192.50 +UBB 16% (+3%) May 22 '26 16d +11.7% $4.57 $45.00 0.28 0.72σ 77% $19/pt $5,823 $12,239 $7,328
$195.00 +UBB 18% (+5%) May 22 '26 16d +13.1% $4.08 $-105.00 0.26 0.81σ 79% $19/pt $5,673 $12,887 $7,177
$197.50 +UBB 19% (+6%) May 22 '26 16d +14.6% $3.58 $-255.00 0.24 0.90σ 82% $19/pt $5,523 $13,535 $6,998
$200.00 +UBB 21% (+7%) May 22 '26 16d +16.0% $3.15 $-382.50 0.21 0.99σ 84% $19/pt $5,395 $14,205 $6,820
$202.50 +UBB 22% (+9%) May 22 '26 16d +17.5% $2.76 $-499.50 0.19 1.08σ 86% $19/pt $5,278 $14,886 $6,634
$205.00 +UBB 24% (+10%) May 22 '26 16d +18.9% $2.42 $-603.00 0.17 1.16σ 88% $19/pt $5,175 $15,581 $6,447
$207.50 +UBB 25% (+11%) May 22 '26 16d +20.4% $2.12 $-691.50 0.16 1.25σ 89% $19/pt $5,086 $16,290 $6,266
$210.00 +UBB 27% (+13%) May 22 '26 16d +21.8% $1.88 $-763.50 0.14 1.34σ 91% $19/pt $5,014 $17,016 $6,094
$212.50 +UBB 28% (+14%) May 22 '26 16d +23.3% $1.61 $-843.00 0.12 1.43σ 92% $19/pt $4,935 $17,735 $5,911
$215.00 +UBB 30% (+15%) May 22 '26 16d +24.7% $1.42 $-901.50 0.11 1.52σ 94% $19/pt $4,876 $18,474 $5,749
$217.50 +UBB 31% (+17%) May 22 '26 16d +26.2% $1.25 $-954.00 0.10 1.61σ 95% $19/pt $4,824 $19,220 $5,594
$220.00 +UBB 33% (+18%) May 22 '26 16d +27.6% $1.14 $-985.50 0.09 1.71σ 96% $19/pt $4,792 $19,986 $5,462
$222.50 +UBB 34% (+19%) May 22 '26 16d +29.1% $0.96 $-1,040 0.08 1.80σ 96% $19/pt $4,738 $20,730 $5,312
$225.00 +UBB 36% (+21%) May 22 '26 16d +30.5% $0.83 $-1,078 0.06 1.90σ 97% $19/pt $4,699 $21,489 $5,183
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