FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 13:30
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 + 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 $385.86 $425.00 May 15 '26 (9d) — OTM -9.2% 92% safe, excess sigma
8% breach		 −$24,925 −$6,529
@ $425		 ✓ SKIP →

✓ SKIP   TSLA · 5c · U10001299

STOCK$385.86
ENTRY ~$420.00
CHG%-8.1%
SAFE STRIKE$421.00
SS DIST-9.1%
NET DEBIT *$121.00
CC STATUSOTM -9.2%
CC SIGMA1.42σ (92%)
LC DTE625d
CAP LOCKED *$60,500
WEEKLY GATE · 🟢 NEUTRAL %B 38 · RSI 48 · MACD bearish (rising) · 1σw 5.1%
ref $471 · UBBMA $405spot $389.37LBB $3400MACD -3.507030RSI 48── 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: $421.00.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$385.86
CURRENT CC$425May 15 '26 · 9d
FORTRESS P/L (EX-CC)$-24,925
CC BUYBACK-$947.50
CLOSE P/L$-25,873
STOCK FLAT$-24,925
STOCK @ $425$-6,529
Δ ABOVE CAP / PT$0/ptsynth Δ 0.94
REASON CC $425.00 is 9.2% OTM. Safe. Earning $1.90/sh time value. Normal operations. Hold-to-expiry: stock flat $-24,925 · at cap $-6,529. Weekly gate: NEUTRAL. Reference Upper BB (CC ceiling) at $470.55. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $300.00 Jan 21 '28 625d $152.97 0.80 -0.077 $85.86 $67.11 44% extr delta 0.80
SP $400.00 Jan 21 '28 625d $90.55 0.37 -0.055 $14.14 $76.41 ITM 3.5% ITM
HP $355.00 Jun 18 '26 43d $8.73 0.24 -0.186 $0.00 $8.73 ACTIVE floor 92%
CC $425.00 May 15 '26 9d $1.90 0.13 -0.321 $0.00 $1.90 OTM 9.2% OTM · 1.42σ (92%) · close $947.50
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)

U10001299 · TSLA · 5c · CAPPED → ROLL + ROLL-DOWN SUGGESTIONS

STOCK$385.86
FORTRESS P/L (EX-CC)$-24,925
SAFE STRIKE$421.00
SS DIST-8.3%
CURRENT CC$425.00May 15 '26 · 9d
BUYBACK-$947.50
HOLD FLAT$-24,925
HOLD @ $425$-6,529
SURV%92%
RIDE E[P/L]$-23,506
SYNTH Δ0.94
Δ ABOVE CAP / PT$0/pt
SHARES500
Expiries scanned May 06 '26 (0d) · May 08 '26 (2d) · May 11 '26 (5d) · May 13 '26 (7d) · May 15 '26 (9d) · May 18 '26 (12d) · May 22 '26 (16d) · May 29 '26 (23d)
WEEKLY GATE · 🟢 NEUTRAL %B 38 · RSI 48 · MACD bearish (rising) · 1σw 5.1%
ref $471 · UBBMA $405spot $389.37LBB $3400MACD -3.507030RSI 48── 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: $421.00.
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. 25 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 @ $5.25/sh (0.23Δ, 0.97σ, 83% survival) → E[P/L] $-20,194 · flat $-23,248 · cap $-4,852 · net credit $1,678.
● SAFEST VIABLE: roll to 5 × May 22 '26 $422.50C @ $4.03/sh (0.21Δ, 1.06σ, 85% survival) → E[P/L] $-21,356 · flat $-23,860 · cap $-6,639 · net credit $1,065.
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]
$430.00 MBB-UBB (-9%) May 18 '26 12d +11.4% $1.85 $-22.50 0.12 1.46σ 93% $0/pt $-24,948 $-4,202 $-23,462
$440.00 MBB-UBB (-6%) May 18 '26 12d +14.0% $1.20 $-347.50 0.08 1.72σ 96% $0/pt $-25,273 $173.23 $-24,191
$450.00 MBB-UBB (-4%) May 18 '26 12d +16.6% $0.84 $-527.50 0.06 1.95σ 97% $0/pt $-25,453 $4,693 $-24,678
● $422.50 MBB-UBB (-10%) May 22 '26 16d +9.5% $4.03 $1,065 0.21 1.06σ 85% $0/pt $-23,860 $-6,639 $-21,356
$425.00 MBB-UBB (-10%) May 22 '26 16d +10.1% $3.65 $877.50 0.19 1.12σ 87% $0/pt $-24,048 $-5,652 $-21,643
$427.50 MBB-UBB (-9%) May 22 '26 16d +10.8% $3.30 $702.50 0.17 1.19σ 88% $0/pt $-24,223 $-4,652 $-21,925
$430.00 MBB-UBB (-9%) May 22 '26 16d +11.4% $3.01 $560.00 0.16 1.25σ 89% $0/pt $-24,365 $-3,619 $-22,183
$432.50 MBB-UBB (-8%) May 22 '26 16d +12.1% $2.72 $412.50 0.15 1.32σ 91% $0/pt $-24,513 $-2,592 $-22,445
$435.00 MBB-UBB (-8%) May 22 '26 16d +12.7% $2.48 $292.50 0.14 1.38σ 92% $0/pt $-24,633 $-1,537 $-22,681
$437.50 MBB-UBB (-7%) May 22 '26 16d +13.4% $2.25 $180.00 0.13 1.43σ 92% $0/pt $-24,745 $-474.26 $-22,908
$440.00 MBB-UBB (-6%) May 22 '26 16d +14.0% $2.06 $85.00 0.12 1.49σ 93% $0/pt $-24,840 $605.73 $-23,112
$442.50 MBB-UBB (-6%) May 22 '26 16d +14.7% $1.89 $-5.00 0.11 1.55σ 94% $0/pt $-24,930 $1,691 $-23,311
$445.00 MBB-UBB (-5%) May 22 '26 16d +15.3% $1.73 $-82.50 0.10 1.60σ 95% $0/pt $-25,008 $2,788 $-23,493
$447.50 MBB-UBB (-5%) May 22 '26 16d +16.0% $1.59 $-152.50 0.09 1.66σ 95% $0/pt $-25,078 $3,893 $-23,661
$450.00 MBB-UBB (-4%) May 22 '26 16d +16.6% $1.46 $-215.00 0.08 1.71σ 96% $0/pt $-25,140 $5,006 $-23,814
$452.50 MBB-UBB (-4%) May 22 '26 16d +17.3% $1.35 $-272.50 0.08 1.76σ 96% $0/pt $-25,198 $6,123 $-23,960
$455.00 MBB-UBB (-3%) May 22 '26 16d +17.9% $1.25 $-322.50 0.07 1.80σ 96% $0/pt $-25,248 $7,248 $-24,091
$457.50 MBB-UBB (-3%) May 22 '26 16d +18.6% $1.16 $-367.50 0.07 1.85σ 97% $0/pt $-25,293 $8,378 $-24,212
$460.00 MBB-UBB (-2%) May 22 '26 16d +19.2% $1.08 $-405.00 0.06 1.90σ 97% $0/pt $-25,330 $9,516 $-24,319
$467.50 MBB-UBB (-1%) May 22 '26 16d +21.2% $0.89 $-502.50 0.05 2.02σ 98% $0/pt $-25,428 $12,943 $-24,599
▶ $425.00 MBB-UBB (-10%) May 29 '26 23d +10.1% $5.25 $1,678 0.23 0.97σ 83% $0/pt $-23,248 $-4,852 $-20,194
$430.00 MBB-UBB (-9%) May 29 '26 23d +11.4% $4.45 $1,278 0.20 1.08σ 86% $0/pt $-23,648 $-2,902 $-20,764
$435.00 MBB-UBB (-8%) May 29 '26 23d +12.7% $3.75 $927.50 0.17 1.20σ 88% $0/pt $-23,998 $-901.76 $-21,321
$440.00 MBB-UBB (-6%) May 29 '26 23d +14.0% $3.20 $652.50 0.15 1.30σ 90% $0/pt $-24,273 $1,173 $-21,822
$445.00 MBB-UBB (-5%) May 29 '26 23d +15.3% $2.73 $415.00 0.13 1.41σ 92% $0/pt $-24,510 $3,286 $-22,289
$450.00 MBB-UBB (-4%) May 29 '26 23d +16.6% $2.33 $220.00 0.11 1.50σ 93% $0/pt $-24,705 $5,441 $-22,709
$455.00 MBB-UBB (-3%) May 29 '26 23d +17.9% $2.01 $60.00 0.10 1.60σ 95% $0/pt $-24,865 $7,631 $-23,081
$460.00 MBB-UBB (-2%) May 29 '26 23d +19.2% $1.75 $-70.00 0.09 1.69σ 95% $0/pt $-24,995 $9,851 $-23,406
$465.00 MBB-UBB (-1%) May 29 '26 23d +20.5% $1.54 $-180.00 0.08 1.78σ 96% $0/pt $-25,105 $12,091 $-23,695
$470.00 MBB-UBB (-0%) May 29 '26 23d +21.8% $1.35 $-272.50 0.07 1.86σ 97% $0/pt $-25,198 $14,348 $-23,944
$475.00 +UBB 1% (+1%) May 29 '26 23d +23.1% $1.20 $-347.50 0.06 1.93σ 97% $0/pt $-25,273 $16,623 $-24,154
$480.00 +UBB 2% (+2%) May 29 '26 23d +24.4% $1.07 $-412.50 0.05 2.01σ 98% $0/pt $-25,338 $18,908 $-24,342
▶ BEST EV: roll down to 5 × May 15 '26 $422.50C @ $2.15/sh (0.15Δ, 1.35σ, 91% survival) → E[P/L] $-23,264 · flat $-24,800 · cap $-7,579 · net credit $125.00.
⚠ RISKY HARVEST: roll down to 5 × May 08 '26 $400.00C @ $2.88/sh (0.28Δ, 1.02σ, 85% survival) → E[P/L] $-23,412 · flat $-24,430 · cap $-17,784 · net credit $495.00 · ⚠ on assignment locks in $10,500 ($21.00/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]
$385.00 ⚠<SS LBB-MBB (-18%) May 06 '26 0d -0.2% $6.33 $2,215 0.69 0.00σ 50% $0/pt $-22,710 $-22,710 $-22,710
$387.50 ⚠<SS LBB-MBB (-18%) May 06 '26 0d +0.4% $4.78 $1,440 0.40 0.00σ 50% $0/pt $-23,485 $-22,714 $-23,100
$390.00 ⚠<SS LBB-MBB (-17%) May 06 '26 0d +1.1% $3.48 $790.00 0.25 0.00σ 50% $0/pt $-24,135 $-22,189 $-23,162
$392.50 ⚠<SS LBB-MBB (-17%) May 06 '26 0d +1.7% $2.46 $280.00 0.14 0.00σ 50% $0/pt $-24,645 $-21,524 $-23,085
$395.00 ⚠<SS LBB-MBB (-16%) May 06 '26 0d +2.4% $1.67 $-110.00 0.07 0.00σ 50% $0/pt $-25,035 $-20,739 $-22,887
$400.00 ⚠<SS LBB-MBB (-15%) May 06 '26 0d +3.7% $0.73 $-580.00 0.15 0.00σ 50% $0/pt $-25,505 $-18,859 $-22,182
$402.50 ⚠<SS LBB-MBB (-14%) May 06 '26 0d +4.3% $0.48 $-705.00 0.11 0.00σ 50% $0/pt $-25,630 $-17,809 $-21,720
$405.00 ⚠<SS LBB-MBB (-14%) May 06 '26 0d +5.0% $0.32 $-790.00 0.07 0.00σ 50% $0/pt $-25,715 $-16,719 $-21,217
$407.50 ⚠<SS MBB-UBB (-13%) May 06 '26 0d +5.6% $0.21 $-840.00 0.05 0.00σ 50% $0/pt $-25,765 $-15,594 $-20,680
$382.50 ⚠<SS LBB-MBB (-19%) May 08 '26 2d -0.9% $10.68 $4,390 0.67 -0.25σ 50% $0/pt $-20,535 $-20,535 $-20,535
$385.00 ⚠<SS LBB-MBB (-18%) May 08 '26 2d -0.2% $9.10 $3,602 0.62 -0.06σ 50% $0/pt $-21,323 $-21,323 $-21,323
$387.50 ⚠<SS LBB-MBB (-18%) May 08 '26 2d +0.4% $7.62 $2,865 0.56 0.12σ 55% $0/pt $-22,060 $-21,289 $-21,712
$390.00 ⚠<SS LBB-MBB (-17%) May 08 '26 2d +1.1% $6.45 $2,278 0.50 0.31σ 62% $0/pt $-22,648 $-20,702 $-21,909
$392.50 ⚠<SS LBB-MBB (-17%) May 08 '26 2d +1.7% $5.33 $1,715 0.44 0.49σ 69% $0/pt $-23,210 $-20,089 $-22,238
$395.00 ⚠<SS LBB-MBB (-16%) May 08 '26 2d +2.4% $4.35 $1,227 0.38 0.67σ 75% $0/pt $-23,698 $-19,402 $-22,623
$397.50 ⚠<SS LBB-MBB (-16%) May 08 '26 2d +3.0% $3.55 $827.50 0.33 0.85σ 80% $0/pt $-24,098 $-18,627 $-23,018
⚠ $400.00 ⚠<SS LBB-MBB (-15%) May 08 '26 2d +3.7% $2.88 $495.00 0.28 1.02σ 85% $0/pt $-24,430 $-17,784 $-23,412
$402.50 ⚠<SS LBB-MBB (-14%) May 08 '26 2d +4.3% $2.33 $217.50 0.24 1.20σ 88% $0/pt $-24,708 $-16,887 $-23,803
$405.00 ⚠<SS LBB-MBB (-14%) May 08 '26 2d +5.0% $1.86 $-15.00 0.20 1.36σ 91% $0/pt $-24,940 $-15,944 $-24,165
$407.50 ⚠<SS MBB-UBB (-13%) May 08 '26 2d +5.6% $1.50 $-200.00 0.16 1.52σ 94% $0/pt $-25,125 $-14,954 $-24,476
$410.00 ⚠<SS MBB-UBB (-13%) May 08 '26 2d +6.3% $1.19 $-352.50 0.13 1.68σ 95% $0/pt $-25,278 $-13,932 $-24,753
$412.50 ⚠<SS MBB-UBB (-12%) May 08 '26 2d +6.9% $0.94 $-477.50 0.11 1.84σ 97% $0/pt $-25,403 $-12,882 $-24,987
$415.00 ⚠<SS MBB-UBB (-12%) May 08 '26 2d +7.6% $0.74 $-575.00 0.09 1.99σ 98% $0/pt $-25,500 $-11,804 $-25,178
$417.50 ⚠<SS MBB-UBB (-11%) May 08 '26 2d +8.2% $0.59 $-650.00 0.07 2.13σ 98% $0/pt $-25,575 $-10,704 $-25,328
$420.00 ⚠<SS MBB-UBB (-11%) May 08 '26 2d +8.8% $0.48 $-707.50 0.06 2.27σ 99% $0/pt $-25,633 $-9,587 $-25,446
$422.50 MBB-UBB (-10%) May 11 '26 5d +9.5% $0.88 $-510.00 0.08 1.79σ 96% $0/pt $-25,435 $-8,214 $-24,808
$422.50 MBB-UBB (-10%) May 13 '26 7d +9.5% $1.49 $-202.50 0.12 1.52σ 94% $0/pt $-25,128 $-7,907 $-24,018
▶ $422.50 MBB-UBB (-10%) May 15 '26 9d +9.5% $2.15 $125.00 0.15 1.35σ 91% $0/pt $-24,800 $-7,579 $-23,264
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