FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 12:18
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 $170.43 $175.00 May 08 '26 (2d) — OTM -2.6% 67% drifting toward danger
33% breach		 +$4,915 +$6,376
@ $175		 ✓ SKIP →

✓ SKIP   MRVL · 3c · U13190865

STOCK$170.43
ENTRY ~$154.00
CHG%+10.7%
SAFE STRIKE$149.10
SS DIST+12.5%
NET DEBIT *$34.10
CC STATUSOTM -2.6%
CC SIGMA0.44σ (67%)
LC DTE625d
CAP LOCKED *$10,230
WEEKLY GATE · 🔴 OVERBOUGHT %B 104 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $184spot $169.40UBB $165MA $103LBB $400MACD +9.187030RSI 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 ($164.77) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $183.61.
Dashed line on chart: Upper BB + 1σ (extension cap). Roll table below has matching BB ZONE column.
STOCK$170.43
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$6,376
Δ ABOVE CAP / PT$20/pt+0.07δ/sh
REASON CC $175.00 is 2.6% 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 $183.61. 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 $55.43 $29.69 35% extr delta 0.83
SP $140.00 Jan 21 '28 625d $35.05 0.24 -0.032 $0.00 $35.05 DEAD 21.7% 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 2.6% OTM · 0.44σ (67%) · close $792.00
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$170.43
FORTRESS P/L (EX-CC)$4,915
SAFE STRIKE$149.10
SS DIST+14.3%
CURRENT CC$175.00May 08 '26 · 2d
BUYBACK-$792.00
HOLD FLAT$4,915
HOLD @ $175$6,376
SURV%67%
RIDE E[P/L]$5,399
SYNTH Δ1.07
Δ ABOVE CAP / PT$20/pt
SHARES300
Expiries scanned May 15 '26 (9d) · May 22 '26 (16d)
WEEKLY GATE · 🔴 OVERBOUGHT %B 104 · RSI 86 · MACD bullish (rising) · 1σw 8.4%
ref $184spot $169.40UBB $165MA $103LBB $400MACD +9.187030RSI 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 ($164.77) and wait for a pullback to the 20W MA. Sold-early premium gives back hard if the breakout continues. Suggested CC floor: $183.61.
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 $182.50C @ $5.55/sh (0.35Δ, 0.46σ, 68% survival) → E[P/L] $7,037 · flat $5,788 · cap $9,646 · net credit $873.00 · $0.182/sh/day × 68% surv.
● SAFEST VIABLE: roll to 3 × May 22 '26 $190.00C @ $3.83/sh (0.26Δ, 0.73σ, 77% survival) → E[P/L] $6,726 · flat $5,271 · cap $11,526 · net credit $355.50.
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 +5.6% $4.12 $445.50 0.33 0.48σ 68% $20/pt $5,361 $8,420 $6,326
$185.00 +UBB 12% (+1%) May 15 '26 9d +8.5% $2.97 $99.00 0.25 0.72σ 77% $20/pt $5,014 $9,671 $6,107
$190.00 +UBB 15% (+3%) May 15 '26 9d +11.5% $2.13 $-153.00 0.19 0.96σ 83% $20/pt $4,762 $11,018 $5,816
$195.00 +UBB 18% (+6%) May 15 '26 9d +14.4% $1.43 $-364.50 0.15 1.19σ 88% $20/pt $4,551 $12,404 $5,473
$200.00 +UBB 21% (+9%) May 15 '26 9d +17.4% $1.06 $-475.50 0.11 1.41σ 92% $20/pt $4,440 $13,892 $5,195
$205.00 +UBB 24% (+12%) May 15 '26 9d +20.3% $0.77 $-562.50 0.08 1.61σ 95% $20/pt $4,353 $15,403 $4,943
$210.00 +UBB 27% (+14%) May 15 '26 9d +23.2% $0.59 $-613.50 0.06 1.81σ 96% $20/pt $4,302 $16,950 $4,746
$180.00 +UBB 9% (-2%) May 22 '26 16d +5.6% $6.35 $1,113 0.38 0.36σ 64% $20/pt $6,028 $9,087 $7,123
▶ ◆ $182.50 +UBB 11% (-1%) May 22 '26 16d +7.1% $5.55 $873.00 0.35 0.46σ 68% $20/pt $5,788 $9,646 $7,037
$185.00 +UBB 12% (+1%) May 22 '26 16d +8.5% $4.97 $700.50 0.32 0.55σ 71% $20/pt $5,616 $10,273 $6,973
$187.50 +UBB 14% (+2%) May 22 '26 16d +10.0% $4.35 $513.00 0.29 0.64σ 74% $20/pt $5,428 $10,885 $6,853
● $190.00 +UBB 15% (+3%) May 22 '26 16d +11.5% $3.83 $355.50 0.26 0.73σ 77% $20/pt $5,271 $11,526 $6,726
$192.50 +UBB 17% (+5%) May 22 '26 16d +12.9% $3.30 $198.00 0.24 0.82σ 79% $20/pt $5,113 $12,168 $6,569
$195.00 +UBB 18% (+6%) May 22 '26 16d +14.4% $2.92 $85.50 0.22 0.91σ 82% $20/pt $5,001 $12,854 $6,431
$197.50 +UBB 20% (+8%) May 22 '26 16d +15.9% $2.63 $-3.00 0.19 0.99σ 84% $20/pt $4,912 $13,565 $6,296
$200.00 +UBB 21% (+9%) May 22 '26 16d +17.4% $2.30 $-102.00 0.18 1.08σ 86% $20/pt $4,813 $14,265 $6,134
$202.50 +UBB 23% (+10%) May 22 '26 16d +18.8% $1.99 $-195.00 0.16 1.17σ 88% $20/pt $4,720 $14,971 $5,965
$205.00 +UBB 24% (+12%) May 22 '26 16d +20.3% $1.75 $-265.50 0.14 1.25σ 90% $20/pt $4,650 $15,700 $5,809
$207.50 +UBB 26% (+13%) May 22 '26 16d +21.8% $1.57 $-321.00 0.13 1.34σ 91% $20/pt $4,594 $16,444 $5,662
$210.00 +UBB 27% (+14%) May 22 '26 16d +23.2% $1.36 $-384.00 0.11 1.43σ 92% $20/pt $4,531 $17,180 $5,502
$212.50 +UBB 29% (+16%) May 22 '26 16d +24.7% $1.21 $-430.50 0.10 1.51σ 93% $20/pt $4,485 $17,932 $5,360
$215.00 +UBB 30% (+17%) May 22 '26 16d +26.2% $1.07 $-469.50 0.09 1.60σ 95% $20/pt $4,446 $18,692 $5,225
$217.50 +UBB 32% (+18%) May 22 '26 16d +27.6% $0.96 $-504.00 0.08 1.69σ 95% $20/pt $4,411 $19,457 $5,097
$220.00 +UBB 34% (+20%) May 22 '26 16d +29.1% $0.80 $-552.00 0.07 1.78σ 96% $20/pt $4,363 $20,208 $4,960
$222.50 +UBB 35% (+21%) May 22 '26 16d +30.6% $0.88 $-528.00 0.06 1.87σ 97% $20/pt $4,387 $21,031 $4,900
$225.00 +UBB 37% (+23%) May 22 '26 16d +32.0% $0.68 $-588.00 0.05 1.96σ 98% $20/pt $4,327 $21,770 $4,761
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