FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-07 23:28
Cutoff: LEAPS expiring by 2026-08-31
Accounts: U10001299, U13190865, U18827291, U6241782
1 fortress structure(s) scanned · 4 account(s)
○ WAIT: 1
▼ CC SUGGESTIONS: 1 capped + 1 roll-down
CAPPEDTSLA
SUMMARY (sorted by urgency)
ACCOUNT TICKER · CT STOCK CC STRIKE CC EXPIRY EARN CC STATUS CC SURV% OUTLOOK STOCK FLAT STOCK @ CAP DECISION
U10001299 TSLA · 5c $408.67 $425.00 May 15 '26 (8d) — OTM -3.8% 73% drifting toward danger
27% breach		 −$15,475 −$7,245
@ $425		 ○ WAIT →

○ WAIT   TSLA · 5c · U10001299

STOCK$408.67
ENTRY ~$420.00
CHG%-2.7%
SAFE STRIKE$421.00
SS DIST-3.0%
NET DEBIT *$121.00
CC STATUSOTM -3.8%
CC SIGMA0.61σ (73%)
LC DTE624d
CAP LOCKED *$60,500
WEEKLY GATE · 🟢 NEUTRAL %B 52 · RSI 53 · MACD bearish (rising) · 1σw 5.2%
ref $471 · UBBspot $408.57 · MALBB $3410MACD -2.287030RSI 53── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Normal CC writing territory. Sell at or above the fortress safe strike. 1-sigma weekly move above spot is a reasonable floor. Suggested CC floor: $429.77.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$408.67
CURRENT CC$425May 15 '26 · 8d
FORTRESS P/L (EX-CC)$-15,475
CC BUYBACK-$2,425
CLOSE P/L$-17,900
STOCK FLAT$-15,475
STOCK @ $425$-7,245
Δ ABOVE CAP / PT$4/pt+0.01δ/sh
REASON CC $425.00 is 3.8% OTM (0.61σ, 73% survival — borderline). Theta -$0.56/d with 8d left is doing the work. Monitor; if stock breaks $425.00 or sigma drops below 0.50, roll options appear. Hold-to-expiry: stock flat $-15,475 · at cap $-7,245. Weekly gate: NEUTRAL. Reference Upper BB (CC ceiling) at $471.12. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $300.00 Jan 21 '28 624d $168.75 0.82 -0.080 $108.67 $60.08 36% extr delta 0.82
SP $400.00 Jan 21 '28 624d $84.20 0.34 -0.058 $0.00 $84.20 ALIVE 2.2% OTM
HP $355.00 Jun 18 '26 42d $5.50 0.16 -0.174 $0.00 $5.50 ACTIVE floor 87%
CC $425.00 May 15 '26 8d $4.85 0.29 -0.564 $0.00 $4.85 OTM 3.8% OTM · 0.61σ (73%) · close $2,425
CC SUGGESTIONS
1 capped + 1 roll-down position(s) · expiries ≤ 20d · delta band 0.05–0.40 · up to 3 algorithmic picks per ticker (▶ EV · ● safest · ⚠ risky harvest, drawdown rolldowns only)
Note: 1 position(s) below are in non-SKIP states (WAIT MARGINAL, ROLL CC, HOLD TO EXPIRY, REBUILD, etc.). cc-suggest shows forward rolls only and ranks by E[P/L]; their canonical recommendation lives in the per-fortress block above (linked from each entry's decision badge).

U10001299 · TSLA · 5c · CAPPED → ROLL + ROLL-DOWN SUGGESTIONS ⏳ WAIT · advisory only · see fortress block above

STOCK$408.67
FORTRESS P/L (EX-CC)$-15,475
SAFE STRIKE$421.00
SS DIST-2.9%
CURRENT CC$425.00May 15 '26 · 8d
BUYBACK-$2,425
HOLD FLAT$-15,475
HOLD @ $425$-7,245
SURV%73%
RIDE E[P/L]$-13,232
SYNTH Δ1.01
Δ ABOVE CAP / PT$4/pt
SHARES500
Expiries scanned May 08 '26 (1d) · May 11 '26 (4d) · May 13 '26 (6d) · May 15 '26 (8d) · May 18 '26 (11d) · May 20 '26 (13d) · May 22 '26 (15d) · May 29 '26 (22d) · Jun 05 '26 (29d) · Jun 12 '26 (36d)
WEEKLY GATE · 🟢 NEUTRAL %B 52 · RSI 53 · MACD bearish (rising) · 1σw 5.2%
ref $471 · UBBspot $408.57 · MALBB $3410MACD -2.287030RSI 53── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Normal CC writing territory. Sell at or above the fortress safe strike. 1-sigma weekly move above spot is a reasonable floor. Suggested CC floor: $429.77.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
⚠ Fortress below Safe Strike ($421.00). CCs written below SS cap the fortress below structural breakeven — if stock recovers to SS, assignment locks in a permanent loss. Recommendations below are gated to strikes ≥ SS. 1 below-SS row(s) across the tables shown for reference (⚠<SS badge) but excluded from markers.
▶ BEST EV: roll to 5 × May 29 '26 $425.00C @ $10.43/sh (0.38Δ, 0.39σ, 65% survival) → E[P/L] $-9,815 · flat $-12,688 · cap $-4,457 · net credit $2,788.
● SAFEST VIABLE: roll to 5 × May 29 '26 $435.00C @ $7.58/sh (0.30Δ, 0.62σ, 73% survival) → E[P/L] $-10,565 · flat $-14,112 · cap $-842.32 · net credit $1,363.
▶ ALSO CONSIDER (within 30d): roll to 5 × 20260612 $430.00C @ $13.72/sh (0.38Δ, 0.39σ, 65% survival) → E[P/L] $-7,300 · +26% E[P/L] 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]
$422.50 MBB-UBB (-10%) May 18 '26 11d +3.4% $6.38 $762.50 0.34 0.47σ 68% $4/pt $-14,712 $-7,742 $-12,489
$425.00 MBB-UBB (-10%) May 18 '26 11d +4.0% $5.67 $412.50 0.31 0.55σ 71% $4/pt $-15,062 $-6,832 $-12,674
$427.50 MBB-UBB (-9%) May 18 '26 11d +4.6% $5.05 $100.00 0.28 0.63σ 74% $4/pt $-15,375 $-5,885 $-12,879
$430.00 MBB-UBB (-9%) May 18 '26 11d +5.2% $4.53 $-162.50 0.26 0.71σ 76% $4/pt $-15,638 $-4,887 $-13,082
$432.50 MBB-UBB (-8%) May 18 '26 11d +5.8% $4.03 $-412.50 0.24 0.79σ 79% $4/pt $-15,888 $-3,877 $-13,315
$435.00 MBB-UBB (-8%) May 18 '26 11d +6.4% $3.58 $-637.50 0.22 0.87σ 81% $4/pt $-16,112 $-2,842 $-13,558
$437.50 MBB-UBB (-7%) May 18 '26 11d +7.1% $3.17 $-837.50 0.19 0.94σ 83% $4/pt $-16,312 $-1,782 $-13,803
$440.00 MBB-UBB (-7%) May 18 '26 11d +7.7% $2.86 $-995.00 0.18 1.02σ 85% $4/pt $-16,470 $-679.88 $-14,029
$442.50 MBB-UBB (-6%) May 18 '26 11d +8.3% $2.56 $-1,145 0.16 1.09σ 86% $4/pt $-16,620 $430.08 $-14,264
$445.00 MBB-UBB (-6%) May 18 '26 11d +8.9% $2.29 $-1,277 0.15 1.16σ 88% $4/pt $-16,752 $1,558 $-14,493
$447.50 MBB-UBB (-5%) May 18 '26 11d +9.5% $2.06 $-1,395 0.13 1.23σ 89% $4/pt $-16,870 $2,700 $-14,715
$450.00 MBB-UBB (-4%) May 18 '26 11d +10.1% $1.85 $-1,497 0.12 1.29σ 90% $4/pt $-16,972 $3,857 $-14,927
$452.50 MBB-UBB (-4%) May 18 '26 11d +10.7% $1.67 $-1,590 0.11 1.36σ 91% $4/pt $-17,065 $5,025 $-15,130
$455.00 MBB-UBB (-3%) May 18 '26 11d +11.3% $1.50 $-1,672 0.10 1.42σ 92% $4/pt $-17,148 $6,202 $-15,324
$457.50 MBB-UBB (-3%) May 18 '26 11d +11.9% $1.36 $-1,742 0.09 1.48σ 93% $4/pt $-17,218 $7,392 $-15,502
$460.00 MBB-UBB (-2%) May 18 '26 11d +12.6% $1.24 $-1,805 0.08 1.54σ 94% $4/pt $-17,280 $8,590 $-15,671
$462.50 MBB-UBB (-2%) May 18 '26 11d +13.2% $1.13 $-1,860 0.07 1.59σ 94% $4/pt $-17,335 $9,795 $-15,829
$465.00 MBB-UBB (-1%) May 18 '26 11d +13.8% $1.03 $-1,910 0.07 1.65σ 95% $4/pt $-17,385 $11,005 $-15,977
$467.50 MBB-UBB (-1%) May 18 '26 11d +14.4% $0.95 $-1,952 0.06 1.70σ 96% $4/pt $-17,428 $12,222 $-16,111
$470.00 MBB-UBB (-0%) May 18 '26 11d +15.0% $0.86 $-1,992 0.06 1.75σ 96% $4/pt $-17,468 $13,442 $-16,237
$472.50 +UBB 0% (+0%) May 18 '26 11d +15.6% $0.79 $-2,027 0.05 1.80σ 96% $4/pt $-17,502 $14,667 $-16,354
$422.50 MBB-UBB (-10%) May 20 '26 13d +3.4% $7.60 $1,375 0.36 0.42σ 66% $4/pt $-14,100 $-7,130 $-11,758
$425.00 MBB-UBB (-10%) May 20 '26 13d +4.0% $6.85 $1,000 0.33 0.50σ 69% $4/pt $-14,475 $-6,245 $-11,930
$427.50 MBB-UBB (-9%) May 20 '26 13d +4.6% $6.17 $662.50 0.30 0.57σ 72% $4/pt $-14,812 $-5,322 $-12,120
$430.00 MBB-UBB (-9%) May 20 '26 13d +5.2% $5.58 $362.50 0.28 0.64σ 74% $4/pt $-15,112 $-4,362 $-12,323
$432.50 MBB-UBB (-8%) May 20 '26 13d +5.8% $5.03 $87.50 0.26 0.72σ 76% $4/pt $-15,388 $-3,377 $-12,543
$435.00 MBB-UBB (-8%) May 20 '26 13d +6.4% $4.53 $-162.50 0.24 0.79σ 78% $4/pt $-15,638 $-2,367 $-12,776
$437.50 MBB-UBB (-7%) May 20 '26 13d +7.1% $4.08 $-387.50 0.22 0.86σ 80% $4/pt $-15,862 $-1,332 $-13,016
$440.00 MBB-UBB (-7%) May 20 '26 13d +7.7% $3.67 $-587.50 0.20 0.92σ 82% $4/pt $-16,062 $-272.38 $-13,258
$442.50 MBB-UBB (-6%) May 20 '26 13d +8.3% $3.33 $-762.50 0.18 0.99σ 84% $4/pt $-16,238 $812.58 $-13,496
$445.00 MBB-UBB (-6%) May 20 '26 13d +8.9% $3.00 $-925.00 0.17 1.06σ 85% $4/pt $-16,400 $1,910 $-13,738
$447.50 MBB-UBB (-5%) May 20 '26 13d +9.5% $2.71 $-1,070 0.16 1.12σ 87% $4/pt $-16,545 $3,025 $-13,975
$450.00 MBB-UBB (-4%) May 20 '26 13d +10.1% $2.46 $-1,197 0.14 1.18σ 88% $4/pt $-16,672 $4,157 $-14,206
$452.50 MBB-UBB (-4%) May 20 '26 13d +10.7% $2.23 $-1,312 0.13 1.24σ 89% $4/pt $-16,788 $5,302 $-14,428
$455.00 MBB-UBB (-3%) May 20 '26 13d +11.3% $2.02 $-1,415 0.12 1.30σ 90% $4/pt $-16,890 $6,460 $-14,641
$457.50 MBB-UBB (-3%) May 20 '26 13d +11.9% $1.84 $-1,505 0.11 1.36σ 91% $4/pt $-16,980 $7,630 $-14,844
$460.00 MBB-UBB (-2%) May 20 '26 13d +12.6% $1.67 $-1,588 0.10 1.42σ 92% $4/pt $-17,062 $8,807 $-15,039
$462.50 MBB-UBB (-2%) May 20 '26 13d +13.2% $1.54 $-1,657 0.09 1.47σ 93% $4/pt $-17,132 $9,997 $-15,220
$465.00 MBB-UBB (-1%) May 20 '26 13d +13.8% $1.41 $-1,722 0.08 1.53σ 94% $4/pt $-17,198 $11,192 $-15,395
$467.50 MBB-UBB (-1%) May 20 '26 13d +14.4% $1.29 $-1,780 0.08 1.58σ 94% $4/pt $-17,255 $12,395 $-15,556
$470.00 MBB-UBB (-0%) May 20 '26 13d +15.0% $1.19 $-1,830 0.07 1.63σ 95% $4/pt $-17,305 $13,605 $-15,704
$472.50 +UBB 0% (+0%) May 20 '26 13d +15.6% $1.10 $-1,875 0.07 1.68σ 95% $4/pt $-17,350 $14,820 $-15,844
$475.00 +UBB 1% (+1%) May 20 '26 13d +16.2% $1.02 $-1,917 0.06 1.72σ 96% $4/pt $-17,392 $16,037 $-15,978
$477.50 +UBB 1% (+1%) May 20 '26 13d +16.8% $0.94 $-1,955 0.06 1.77σ 96% $4/pt $-17,430 $17,260 $-16,101
$480.00 +UBB 2% (+2%) May 20 '26 13d +17.5% $0.88 $-1,987 0.05 1.82σ 97% $4/pt $-17,462 $18,487 $-16,215
$422.50 MBB-UBB (-10%) May 22 '26 15d +3.4% $8.77 $1,962 0.38 0.39σ 65% $4/pt $-13,512 $-6,542 $-11,076
$425.00 MBB-UBB (-10%) May 22 '26 15d +4.0% $7.98 $1,563 0.35 0.46σ 68% $4/pt $-13,912 $-5,682 $-11,243
$427.50 MBB-UBB (-9%) May 22 '26 15d +4.6% $7.25 $1,200 0.33 0.52σ 70% $4/pt $-14,275 $-4,785 $-11,427
$430.00 MBB-UBB (-9%) May 22 '26 15d +5.2% $6.60 $875.00 0.30 0.59σ 72% $4/pt $-14,600 $-3,850 $-11,623
$432.50 MBB-UBB (-8%) May 22 '26 15d +5.8% $6.00 $575.00 0.28 0.66σ 75% $4/pt $-14,900 $-2,890 $-11,840
$435.00 MBB-UBB (-8%) May 22 '26 15d +6.4% $5.45 $300.00 0.26 0.73σ 77% $4/pt $-15,175 $-1,905 $-12,070
$437.50 MBB-UBB (-7%) May 22 '26 15d +7.1% $4.95 $50.00 0.24 0.79σ 79% $4/pt $-15,425 $-894.85 $-12,310
$440.00 MBB-UBB (-7%) May 22 '26 15d +7.7% $4.50 $-175.00 0.22 0.86σ 80% $4/pt $-15,650 $140.12 $-12,552
$442.50 MBB-UBB (-6%) May 22 '26 15d +8.3% $4.10 $-375.00 0.21 0.92σ 82% $4/pt $-15,850 $1,200 $-12,795
$445.00 MBB-UBB (-6%) May 22 '26 15d +8.9% $3.72 $-562.50 0.19 0.98σ 84% $4/pt $-16,038 $2,273 $-13,046
$447.50 MBB-UBB (-5%) May 22 '26 15d +9.5% $3.40 $-725.00 0.18 1.04σ 85% $4/pt $-16,200 $3,370 $-13,286
$450.00 MBB-UBB (-4%) May 22 '26 15d +10.1% $3.10 $-875.00 0.16 1.10σ 86% $4/pt $-16,350 $4,480 $-13,525
$452.50 MBB-UBB (-4%) May 22 '26 15d +10.7% $2.83 $-1,012 0.15 1.16σ 88% $4/pt $-16,488 $5,602 $-13,762
$455.00 MBB-UBB (-3%) May 22 '26 15d +11.3% $2.58 $-1,132 0.14 1.21σ 89% $4/pt $-16,608 $6,742 $-13,988
$457.50 MBB-UBB (-3%) May 22 '26 15d +11.9% $2.37 $-1,242 0.13 1.27σ 90% $4/pt $-16,718 $7,892 $-14,207
$460.00 MBB-UBB (-2%) May 22 '26 15d +12.6% $2.17 $-1,340 0.12 1.32σ 91% $4/pt $-16,815 $9,055 $-14,414
$462.50 MBB-UBB (-2%) May 22 '26 15d +13.2% $1.99 $-1,430 0.11 1.38σ 92% $4/pt $-16,905 $10,225 $-14,618
$465.00 MBB-UBB (-1%) May 22 '26 15d +13.8% $1.83 $-1,510 0.10 1.43σ 92% $4/pt $-16,985 $11,405 $-14,808
$467.50 MBB-UBB (-1%) May 22 '26 15d +14.4% $1.69 $-1,580 0.09 1.48σ 93% $4/pt $-17,055 $12,595 $-14,985
$470.00 MBB-UBB (-0%) May 22 '26 15d +15.0% $1.56 $-1,642 0.09 1.53σ 94% $4/pt $-17,118 $13,792 $-15,155
$472.50 +UBB 0% (+0%) May 22 '26 15d +15.6% $1.44 $-1,705 0.08 1.57σ 94% $4/pt $-17,180 $14,990 $-15,321
$475.00 +UBB 1% (+1%) May 22 '26 15d +16.2% $1.33 $-1,757 0.08 1.62σ 95% $4/pt $-17,232 $16,197 $-15,471
$477.50 +UBB 1% (+1%) May 22 '26 15d +16.8% $1.25 $-1,802 0.07 1.66σ 95% $4/pt $-17,278 $17,412 $-15,609
$480.00 +UBB 2% (+2%) May 22 '26 15d +17.5% $1.16 $-1,845 0.07 1.71σ 96% $4/pt $-17,320 $18,630 $-15,742
$482.50 +UBB 2% (+2%) May 22 '26 15d +18.1% $1.08 $-1,885 0.06 1.75σ 96% $4/pt $-17,360 $19,850 $-15,868
$485.00 +UBB 3% (+3%) May 22 '26 15d +18.7% $1.01 $-1,920 0.06 1.79σ 96% $4/pt $-17,395 $21,075 $-15,987
$487.50 +UBB 3% (+3%) May 22 '26 15d +19.3% $0.94 $-1,955 0.05 1.83σ 97% $4/pt $-17,430 $22,300 $-16,099
$490.00 +UBB 4% (+4%) May 22 '26 15d +19.9% $0.88 $-1,985 0.05 1.87σ 97% $4/pt $-17,460 $23,529 $-16,202
▶ $425.00 MBB-UBB (-10%) May 29 '26 22d +4.0% $10.43 $2,788 0.38 0.39σ 65% $4/pt $-12,688 $-4,457 $-9,815
$430.00 MBB-UBB (-9%) May 29 '26 22d +5.2% $8.88 $2,013 0.34 0.51σ 69% $4/pt $-13,462 $-2,712 $-10,165
● $435.00 MBB-UBB (-8%) May 29 '26 22d +6.4% $7.58 $1,363 0.30 0.62σ 73% $4/pt $-14,112 $-842.32 $-10,565
$440.00 MBB-UBB (-7%) May 29 '26 22d +7.7% $6.45 $800.00 0.26 0.73σ 77% $4/pt $-14,675 $1,115 $-11,021
$445.00 MBB-UBB (-6%) May 29 '26 22d +8.9% $5.50 $325.00 0.23 0.85σ 80% $4/pt $-15,150 $3,160 $-11,506
$450.00 MBB-UBB (-4%) May 29 '26 22d +10.1% $4.70 $-75.00 0.20 0.95σ 83% $4/pt $-15,550 $5,280 $-12,001
$455.00 MBB-UBB (-3%) May 29 '26 22d +11.3% $4.00 $-425.00 0.18 1.06σ 85% $4/pt $-15,900 $7,450 $-12,505
$460.00 MBB-UBB (-2%) May 29 '26 22d +12.6% $3.45 $-700.00 0.15 1.16σ 88% $4/pt $-16,175 $9,695 $-12,975
$465.00 MBB-UBB (-1%) May 29 '26 22d +13.8% $2.96 $-947.50 0.13 1.25σ 89% $4/pt $-16,422 $11,967 $-13,439
$470.00 MBB-UBB (-0%) May 29 '26 22d +15.0% $2.55 $-1,148 0.12 1.35σ 91% $4/pt $-16,622 $14,287 $-13,862
$475.00 +UBB 1% (+1%) May 29 '26 22d +16.2% $2.22 $-1,315 0.10 1.43σ 92% $4/pt $-16,790 $16,640 $-14,256
$480.00 +UBB 2% (+2%) May 29 '26 22d +17.5% $1.94 $-1,457 0.09 1.52σ 94% $4/pt $-16,932 $19,017 $-14,617
$485.00 +UBB 3% (+3%) May 29 '26 22d +18.7% $1.71 $-1,572 0.08 1.60σ 95% $4/pt $-17,048 $21,422 $-14,939
$490.00 +UBB 4% (+4%) May 29 '26 22d +19.9% $1.50 $-1,672 0.07 1.68σ 95% $4/pt $-17,148 $23,842 $-15,233
$495.00 +UBB 5% (+5%) May 29 '26 22d +21.1% $1.34 $-1,755 0.06 1.75σ 96% $4/pt $-17,230 $26,279 $-15,498
$500.00 +UBB 6% (+6%) May 29 '26 22d +22.3% $1.20 $-1,825 0.06 1.82σ 97% $4/pt $-17,300 $28,729 $-15,730
$505.00 +UBB 7% (+7%) May 29 '26 22d +23.6% $1.08 $-1,885 0.05 1.89σ 97% $4/pt $-17,360 $31,189 $-15,942
30d $430.00 MBB-UBB (-9%) Jun 05 '26 29d +5.2% $11.32 $3,238 0.36 0.44σ 67% $4/pt $-12,238 $-1,487 $-8,690
30d $435.00 MBB-UBB (-8%) Jun 05 '26 29d +6.4% $9.88 $2,512 0.33 0.54σ 71% $4/pt $-12,962 $307.68 $-9,057
30d $440.00 MBB-UBB (-7%) Jun 05 '26 29d +7.7% $8.62 $1,888 0.30 0.64σ 74% $4/pt $-13,588 $2,203 $-9,466
30d $445.00 MBB-UBB (-6%) Jun 05 '26 29d +8.9% $7.53 $1,338 0.27 0.74σ 77% $4/pt $-14,138 $4,173 $-9,923
30d $450.00 MBB-UBB (-4%) Jun 05 '26 29d +10.1% $6.53 $837.50 0.24 0.83σ 80% $4/pt $-14,638 $6,192 $-10,428
30d $455.00 MBB-UBB (-3%) Jun 05 '26 29d +11.3% $5.72 $437.50 0.21 0.93σ 82% $4/pt $-15,038 $8,312 $-10,909
30d $460.00 MBB-UBB (-2%) Jun 05 '26 29d +12.6% $5.00 $75.00 0.19 1.02σ 85% $4/pt $-15,400 $10,470 $-11,411
30d $465.00 MBB-UBB (-1%) Jun 05 '26 29d +13.8% $4.38 $-237.50 0.17 1.11σ 87% $4/pt $-15,712 $12,677 $-11,905
30d $470.00 MBB-UBB (-0%) Jun 05 '26 29d +15.0% $3.83 $-512.50 0.15 1.19σ 88% $4/pt $-15,988 $14,922 $-12,390
30d $475.00 +UBB 1% (+1%) Jun 05 '26 29d +16.2% $3.38 $-737.50 0.13 1.28σ 90% $4/pt $-16,212 $17,217 $-12,839
30d $480.00 +UBB 2% (+2%) Jun 05 '26 29d +17.5% $3.00 $-927.50 0.12 1.36σ 91% $4/pt $-16,402 $19,547 $-13,261
30d $485.00 +UBB 3% (+3%) Jun 05 '26 29d +18.7% $2.64 $-1,105 0.11 1.43σ 92% $4/pt $-16,580 $21,890 $-13,668
30d $490.00 +UBB 4% (+4%) Jun 05 '26 29d +19.9% $2.35 $-1,250 0.10 1.51σ 93% $4/pt $-16,725 $24,264 $-14,040
30d $495.00 +UBB 5% (+5%) Jun 05 '26 29d +21.1% $2.10 $-1,372 0.09 1.58σ 94% $4/pt $-16,848 $26,662 $-14,376
30d $500.00 +UBB 6% (+6%) Jun 05 '26 29d +22.3% $1.89 $-1,480 0.08 1.65σ 95% $4/pt $-16,955 $29,074 $-14,686
30d $505.00 +UBB 7% (+7%) Jun 05 '26 29d +23.6% $1.71 $-1,572 0.07 1.72σ 96% $4/pt $-17,048 $31,502 $-14,970
30d $510.00 +UBB 8% (+8%) Jun 05 '26 29d +24.8% $1.54 $-1,652 0.06 1.78σ 96% $4/pt $-17,128 $33,942 $-15,228
30d $515.00 +UBB 9% (+9%) Jun 05 '26 29d +26.0% $1.40 $-1,722 0.06 1.85σ 97% $4/pt $-17,198 $36,392 $-15,461
30d $520.00 +UBB 10% (+10%) Jun 05 '26 29d +27.2% $1.29 $-1,782 0.05 1.91σ 97% $4/pt $-17,258 $38,852 $-15,670
30d $525.00 +UBB 11% (+11%) Jun 05 '26 29d +28.5% $1.17 $-1,838 0.05 1.97σ 98% $4/pt $-17,312 $41,317 $-15,864
▶ $430.00 MBB-UBB (-9%) Jun 12 '26 36d +5.2% $13.72 $4,438 0.38 0.39σ 65% $4/pt $-11,038 $-287.25 $-7,300
30d $435.00 MBB-UBB (-8%) Jun 12 '26 36d +6.4% $12.20 $3,675 0.35 0.48σ 68% $4/pt $-11,800 $1,470 $-7,619
30d $440.00 MBB-UBB (-7%) Jun 12 '26 36d +7.7% $10.82 $2,988 0.32 0.57σ 72% $4/pt $-12,488 $3,303 $-8,002
30d $445.00 MBB-UBB (-6%) Jun 12 '26 36d +8.9% $9.60 $2,375 0.29 0.66σ 74% $4/pt $-13,100 $5,210 $-8,427
30d $450.00 MBB-UBB (-4%) Jun 12 '26 36d +10.1% $8.50 $1,825 0.27 0.74σ 77% $4/pt $-13,650 $7,180 $-8,895
30d $455.00 MBB-UBB (-3%) Jun 12 '26 36d +11.3% $7.55 $1,350 0.24 0.83σ 80% $4/pt $-14,125 $9,225 $-9,373
30d $460.00 MBB-UBB (-2%) Jun 12 '26 36d +12.6% $6.70 $925.00 0.22 0.91σ 82% $4/pt $-14,550 $11,320 $-9,873
30d $465.00 MBB-UBB (-1%) Jun 12 '26 36d +13.8% $5.95 $550.00 0.20 0.99σ 84% $4/pt $-14,925 $13,465 $-10,377
30d $470.00 MBB-UBB (-0%) Jun 12 '26 36d +15.0% $5.30 $225.00 0.18 1.07σ 86% $4/pt $-15,250 $15,660 $-10,870
30d $475.00 +UBB 1% (+1%) Jun 12 '26 36d +16.2% $4.72 $-62.50 0.17 1.15σ 88% $4/pt $-15,538 $17,892 $-11,359
30d $480.00 +UBB 2% (+2%) Jun 12 '26 36d +17.5% $4.22 $-312.50 0.15 1.23σ 89% $4/pt $-15,788 $20,162 $-11,826
30d $485.00 +UBB 3% (+3%) Jun 12 '26 36d +18.7% $3.80 $-525.00 0.14 1.30σ 90% $4/pt $-16,000 $22,470 $-12,268
30d $490.00 +UBB 4% (+4%) Jun 12 '26 36d +19.9% $3.40 $-725.00 0.12 1.37σ 91% $4/pt $-16,200 $24,789 $-12,704
30d $495.00 +UBB 5% (+5%) Jun 12 '26 36d +21.1% $3.08 $-887.50 0.11 1.44σ 92% $4/pt $-16,362 $27,147 $-13,099
30d $500.00 +UBB 6% (+6%) Jun 12 '26 36d +22.3% $2.79 $-1,032 0.10 1.51σ 93% $4/pt $-16,508 $29,522 $-13,474
30d $505.00 +UBB 7% (+7%) Jun 12 '26 36d +23.6% $2.52 $-1,167 0.09 1.57σ 94% $4/pt $-16,642 $31,907 $-13,831
30d $510.00 +UBB 8% (+8%) Jun 12 '26 36d +24.8% $2.29 $-1,280 0.09 1.64σ 95% $4/pt $-16,755 $34,314 $-14,156
30d $515.00 +UBB 9% (+9%) Jun 12 '26 36d +26.0% $2.09 $-1,380 0.08 1.70σ 96% $4/pt $-16,855 $36,734 $-14,454
30d $520.00 +UBB 10% (+10%) Jun 12 '26 36d +27.2% $1.92 $-1,467 0.07 1.76σ 96% $4/pt $-16,942 $39,167 $-14,732
30d $525.00 +UBB 11% (+11%) Jun 12 '26 36d +28.5% $1.76 $-1,545 0.07 1.82σ 97% $4/pt $-17,020 $41,609 $-14,986
30d $530.00 +UBB 12% (+12%) Jun 12 '26 36d +29.7% $1.62 $-1,612 0.06 1.87σ 97% $4/pt $-17,088 $44,061 $-15,222
30d $535.00 +UBB 14% (+14%) Jun 12 '26 36d +30.9% $1.50 $-1,672 0.06 1.93σ 97% $4/pt $-17,148 $46,521 $-15,435
30d $540.00 +UBB 15% (+15%) Jun 12 '26 36d +32.1% $1.40 $-1,727 0.05 1.98σ 98% $4/pt $-17,202 $48,986 $-15,634
▶ BEST EV: roll down to 5 × May 15 '26 $422.50C @ $5.60/sh (0.32Δ, 0.52σ, 70% survival) → E[P/L] $-12,986 · flat $-15,100 · cap $-8,130 · net credit $375.00.
⚠ RISKY HARVEST: roll down to 5 × May 15 '26 $417.50C @ $7.20/sh (0.32Δ, 0.49σ, 69% survival) → E[P/L] $-12,906 · flat $-14,300 · cap $-9,850 · net credit $1,175 · ⚠ on assignment locks in $1,750 ($3.50/sh) loss vs SS.
ROLL-DOWN · same or earlier expiry, lower strike · 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]
$422.50 MBB-UBB (-10%) May 08 '26 1d +3.4% $1.00 $-1,925 0.15 1.14σ 87% $4/pt $-17,400 $-10,430 $-16,511
$422.50 MBB-UBB (-10%) May 11 '26 4d +3.4% $2.30 $-1,275 0.22 0.79σ 79% $4/pt $-16,750 $-9,780 $-15,260
$422.50 MBB-UBB (-10%) May 13 '26 6d +3.4% $4.20 $-325.00 0.20 0.88σ 81% $4/pt $-15,800 $-8,830 $-14,479
⚠ $417.50 ⚠<SS MBB-UBB (-11%) May 15 '26 8d +2.2% $7.20 $1,175 0.32 0.49σ 69% $4/pt $-14,300 $-9,850 $-12,906
▶ $422.50 MBB-UBB (-10%) May 15 '26 8d +3.4% $5.60 $375.00 0.32 0.52σ 70% $4/pt $-15,100 $-8,130 $-12,986
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