FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-06 13:55
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 $386.45 $425.00 May 15 '26 (9d) — OTM -9.1% 92% safe, excess sigma
8% breach		 −$24,925 −$6,807
@ $425		 ✓ SKIP →

✓ SKIP   TSLA · 5c · U10001299

STOCK$386.45
ENTRY ~$420.00
CHG%-8.0%
SAFE STRIKE$421.00
SS DIST-8.9%
NET DEBIT *$121.00
CC STATUSOTM -9.1%
CC SIGMA1.40σ (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$386.45
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 @ $425$-6,807
Δ ABOVE CAP / PT$0/ptsynth Δ 0.94
REASON CC $425.00 is 9.1% OTM. Safe. Earning $1.90/sh time value. Normal operations. Hold-to-expiry: stock flat $-24,925 · at cap $-6,807. 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 $86.45 $66.53 43% extr delta 0.80
SP $400.00 Jan 21 '28 625d $90.55 0.37 -0.055 $13.55 $77.00 ITM 3.4% 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 9.1% OTM · 1.40σ (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$386.45
FORTRESS P/L (EX-CC)$-24,925
SAFE STRIKE$421.00
SS DIST-8.2%
CURRENT CC$425.00May 15 '26 · 9d
BUYBACK-$947.50
HOLD FLAT$-24,925
HOLD @ $425$-6,807
SURV%92%
RIDE E[P/L]$-23,465
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) · Jun 05 '26 (30d) · Jun 12 '26 (37d)
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. 26 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, 0.95σ, 83% survival) → E[P/L] $-20,166 · flat $-23,248 · cap $-5,129 · net credit $1,678.
● SAFEST VIABLE: roll to 5 × May 22 '26 $422.50C @ $4.03/sh (0.21Δ, 1.04σ, 85% survival) → E[P/L] $-21,324 · flat $-23,860 · cap $-6,917 · 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 +11.3% $1.85 $-22.50 0.12 1.44σ 93% $0/pt $-24,948 $-4,479 $-23,421
$440.00 MBB-UBB (-6%) May 18 '26 12d +13.9% $1.20 $-347.50 0.08 1.70σ 96% $0/pt $-25,273 $-104.07 $-24,155
$450.00 MBB-UBB (-4%) May 18 '26 12d +16.4% $0.84 $-527.50 0.06 1.93σ 97% $0/pt $-25,453 $4,416 $-24,646
● $422.50 MBB-UBB (-10%) May 22 '26 16d +9.3% $4.03 $1,065 0.21 1.04σ 85% $0/pt $-23,860 $-6,917 $-21,324
$425.00 MBB-UBB (-10%) May 22 '26 16d +10.0% $3.65 $877.50 0.19 1.10σ 87% $0/pt $-24,048 $-5,929 $-21,607
$427.50 MBB-UBB (-9%) May 22 '26 16d +10.6% $3.30 $702.50 0.17 1.17σ 88% $0/pt $-24,223 $-4,929 $-21,886
$430.00 MBB-UBB (-9%) May 22 '26 16d +11.3% $3.01 $560.00 0.16 1.23σ 89% $0/pt $-24,365 $-3,897 $-22,142
$432.50 MBB-UBB (-8%) May 22 '26 16d +11.9% $2.72 $412.50 0.15 1.30σ 90% $0/pt $-24,513 $-2,869 $-22,404
$435.00 MBB-UBB (-8%) May 22 '26 16d +12.6% $2.48 $292.50 0.14 1.36σ 91% $0/pt $-24,633 $-1,814 $-22,638
$437.50 MBB-UBB (-7%) May 22 '26 16d +13.2% $2.25 $180.00 0.13 1.42σ 92% $0/pt $-24,745 $-751.56 $-22,864
$440.00 MBB-UBB (-6%) May 22 '26 16d +13.9% $2.06 $85.00 0.12 1.47σ 93% $0/pt $-24,840 $328.43 $-23,071
$442.50 MBB-UBB (-6%) May 22 '26 16d +14.5% $1.89 $-5.00 0.11 1.53σ 94% $0/pt $-24,930 $1,413 $-23,268
$445.00 MBB-UBB (-5%) May 22 '26 16d +15.2% $1.73 $-82.50 0.10 1.58σ 94% $0/pt $-25,008 $2,511 $-23,450
$447.50 MBB-UBB (-5%) May 22 '26 16d +15.8% $1.59 $-152.50 0.09 1.64σ 95% $0/pt $-25,078 $3,616 $-23,620
$450.00 MBB-UBB (-4%) May 22 '26 16d +16.4% $1.46 $-215.00 0.08 1.69σ 95% $0/pt $-25,140 $4,728 $-23,775
$452.50 MBB-UBB (-4%) May 22 '26 16d +17.1% $1.35 $-272.50 0.08 1.74σ 96% $0/pt $-25,198 $5,846 $-23,922
$455.00 MBB-UBB (-3%) May 22 '26 16d +17.7% $1.25 $-322.50 0.07 1.79σ 96% $0/pt $-25,248 $6,971 $-24,052
$457.50 MBB-UBB (-3%) May 22 '26 16d +18.4% $1.16 $-367.50 0.07 1.83σ 97% $0/pt $-25,293 $8,101 $-24,174
$460.00 MBB-UBB (-2%) May 22 '26 16d +19.0% $1.08 $-405.00 0.06 1.88σ 97% $0/pt $-25,330 $9,238 $-24,286
▶ $425.00 MBB-UBB (-10%) May 29 '26 23d +10.0% $5.25 $1,678 0.23 0.95σ 83% $0/pt $-23,248 $-5,129 $-20,166
$430.00 MBB-UBB (-9%) May 29 '26 23d +11.3% $4.45 $1,278 0.20 1.07σ 86% $0/pt $-23,648 $-3,179 $-20,729
$435.00 MBB-UBB (-8%) May 29 '26 23d +12.6% $3.75 $927.50 0.17 1.18σ 88% $0/pt $-23,998 $-1,179 $-21,280
$440.00 MBB-UBB (-6%) May 29 '26 23d +13.9% $3.20 $652.50 0.15 1.29σ 90% $0/pt $-24,273 $895.93 $-21,778
$445.00 MBB-UBB (-5%) May 29 '26 23d +15.2% $2.73 $415.00 0.13 1.39σ 92% $0/pt $-24,510 $3,008 $-22,242
$450.00 MBB-UBB (-4%) May 29 '26 23d +16.4% $2.33 $220.00 0.11 1.49σ 93% $0/pt $-24,705 $5,163 $-22,665
$455.00 MBB-UBB (-3%) May 29 '26 23d +17.7% $2.01 $60.00 0.10 1.58σ 94% $0/pt $-24,865 $7,353 $-23,038
$460.00 MBB-UBB (-2%) May 29 '26 23d +19.0% $1.75 $-70.00 0.09 1.67σ 95% $0/pt $-24,995 $9,573 $-23,367
$465.00 MBB-UBB (-1%) May 29 '26 23d +20.3% $1.54 $-180.00 0.08 1.76σ 96% $0/pt $-25,105 $11,813 $-23,654
$470.00 MBB-UBB (-0%) May 29 '26 23d +21.6% $1.35 $-272.50 0.07 1.84σ 97% $0/pt $-25,198 $14,071 $-23,906
$475.00 +UBB 1% (+1%) May 29 '26 23d +22.9% $1.20 $-347.50 0.06 1.92σ 97% $0/pt $-25,273 $16,346 $-24,124
$480.00 +UBB 2% (+2%) May 29 '26 23d +24.2% $1.07 $-412.50 0.05 1.99σ 98% $0/pt $-25,338 $18,631 $-24,313
30d $425.00 MBB-UBB (-10%) Jun 05 '26 30d +10.0% $7.08 $2,590 0.26 0.84σ 80% $0/pt $-22,335 $-4,217 $-18,686
30d $430.00 MBB-UBB (-9%) Jun 05 '26 30d +11.3% $6.12 $2,115 0.23 0.94σ 83% $0/pt $-22,810 $-2,342 $-19,257
30d $435.00 MBB-UBB (-8%) Jun 05 '26 30d +12.6% $5.30 $1,702 0.21 1.04σ 85% $0/pt $-23,223 $-404.06 $-19,823
30d $440.00 MBB-UBB (-6%) Jun 05 '26 30d +13.9% $4.60 $1,352 0.18 1.14σ 87% $0/pt $-23,573 $1,596 $-20,366
30d $445.00 MBB-UBB (-5%) Jun 05 '26 30d +15.2% $4.00 $1,052 0.16 1.23σ 89% $0/pt $-23,873 $3,646 $-20,884
30d $450.00 MBB-UBB (-4%) Jun 05 '26 30d +16.4% $3.47 $790.00 0.14 1.33σ 91% $0/pt $-24,135 $5,733 $-21,375
30d $460.00 MBB-UBB (-2%) Jun 05 '26 30d +19.0% $2.66 $382.50 0.11 1.50σ 93% $0/pt $-24,543 $10,026 $-22,237
30d $465.00 MBB-UBB (-1%) Jun 05 '26 30d +20.3% $2.34 $225.00 0.10 1.58σ 94% $0/pt $-24,700 $12,218 $-22,607
30d $470.00 MBB-UBB (-0%) Jun 05 '26 30d +21.6% $2.08 $92.50 0.09 1.66σ 95% $0/pt $-24,833 $14,436 $-22,936
30d $475.00 +UBB 1% (+1%) Jun 05 '26 30d +22.9% $1.85 $-22.50 0.08 1.74σ 96% $0/pt $-24,948 $16,671 $-23,233
30d $480.00 +UBB 2% (+2%) Jun 05 '26 30d +24.2% $1.65 $-120.00 0.07 1.81σ 96% $0/pt $-25,045 $18,923 $-23,497
30d $485.00 +UBB 3% (+3%) Jun 05 '26 30d +25.5% $1.49 $-202.50 0.07 1.88σ 97% $0/pt $-25,128 $21,191 $-23,729
30d $425.00 MBB-UBB (-10%) Jun 12 '26 37d +10.0% $8.95 $3,528 0.17 1.04σ 85% $0/pt $-21,398 $-3,279 $-18,712
30d $430.00 MBB-UBB (-9%) Jun 12 '26 37d +11.3% $7.88 $2,990 0.14 1.18σ 88% $0/pt $-21,935 $-1,467 $-19,499
30d $435.00 MBB-UBB (-8%) Jun 12 '26 37d +12.6% $6.92 $2,515 0.24 0.93σ 82% $0/pt $-22,410 $408.44 $-18,414
30d $440.00 MBB-UBB (-6%) Jun 12 '26 37d +13.9% $6.12 $2,115 0.21 1.02σ 85% $0/pt $-22,810 $2,358 $-18,962
30d $445.00 MBB-UBB (-5%) Jun 12 '26 37d +15.2% $5.38 $1,740 0.19 1.11σ 87% $0/pt $-23,185 $4,333 $-19,522
30d $450.00 MBB-UBB (-4%) Jun 12 '26 37d +16.4% $4.78 $1,440 0.17 1.20σ 88% $0/pt $-23,485 $6,383 $-20,032
30d $455.00 MBB-UBB (-3%) Jun 12 '26 37d +17.7% $4.20 $1,152 0.16 1.28σ 90% $0/pt $-23,773 $8,446 $-20,544
30d $460.00 MBB-UBB (-2%) Jun 12 '26 37d +19.0% $3.72 $915.00 0.14 1.36σ 91% $0/pt $-24,010 $10,558 $-21,013
30d $465.00 MBB-UBB (-1%) Jun 12 '26 37d +20.3% $3.33 $715.00 0.13 1.44σ 92% $0/pt $-24,210 $12,708 $-21,437
30d $470.00 MBB-UBB (-0%) Jun 12 '26 37d +21.6% $2.96 $535.00 0.12 1.51σ 94% $0/pt $-24,390 $14,878 $-21,841
30d $475.00 +UBB 1% (+1%) Jun 12 '26 37d +22.9% $2.66 $382.50 0.10 1.59σ 94% $0/pt $-24,543 $17,076 $-22,204
30d $480.00 +UBB 2% (+2%) Jun 12 '26 37d +24.2% $2.39 $247.50 0.09 1.66σ 95% $0/pt $-24,678 $19,291 $-22,536
30d $485.00 +UBB 3% (+3%) Jun 12 '26 37d +25.5% $2.16 $132.50 0.09 1.73σ 96% $0/pt $-24,793 $21,526 $-22,838
30d $490.00 +UBB 4% (+4%) Jun 12 '26 37d +26.8% $1.96 $32.50 0.08 1.79σ 96% $0/pt $-24,893 $23,776 $-23,111
30d $495.00 +UBB 5% (+5%) Jun 12 '26 37d +28.1% $1.79 $-55.00 0.07 1.86σ 97% $0/pt $-24,980 $26,038 $-23,358
30d $500.00 +UBB 6% (+6%) Jun 12 '26 37d +29.4% $1.64 $-130.00 0.07 1.92σ 97% $0/pt $-25,055 $28,313 $-23,577
30d $505.00 +UBB 7% (+7%) Jun 12 '26 37d +30.7% $1.50 $-195.00 0.06 1.97σ 98% $0/pt $-25,120 $30,598 $-23,777
30d $510.00 +UBB 8% (+8%) Jun 12 '26 37d +32.0% $1.39 $-252.50 0.06 2.03σ 98% $0/pt $-25,178 $32,891 $-23,952
30d $515.00 +UBB 9% (+9%) Jun 12 '26 37d +33.3% $1.29 $-305.00 0.05 2.09σ 98% $0/pt $-25,230 $35,188 $-24,112
▶ BEST EV: roll down to 5 × May 15 '26 $422.50C @ $2.15/sh (0.15Δ, 1.32σ, 91% survival) → E[P/L] $-23,224 · flat $-24,800 · cap $-7,857 · net credit $125.00.
⚠ RISKY HARVEST: roll down to 5 × May 08 '26 $400.00C @ $2.88/sh (0.28Δ, 0.98σ, 84% survival) → E[P/L] $-23,386 · flat $-24,430 · cap $-18,062 · 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 -0.4% $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 +0.3% $4.78 $1,440 0.58 0.00σ 50% $0/pt $-23,485 $-22,992 $-23,238
$390.00 ⚠<SS LBB-MBB (-17%) May 06 '26 0d +0.9% $3.48 $790.00 0.48 0.00σ 50% $0/pt $-24,135 $-22,467 $-23,301
$392.50 ⚠<SS LBB-MBB (-17%) May 06 '26 0d +1.6% $2.46 $280.00 0.37 0.00σ 50% $0/pt $-24,645 $-21,802 $-23,223
$395.00 ⚠<SS LBB-MBB (-16%) May 06 '26 0d +2.2% $1.67 $-110.00 0.29 0.00σ 50% $0/pt $-25,035 $-21,017 $-23,026
$397.50 ⚠<SS LBB-MBB (-16%) May 06 '26 0d +2.9% $1.12 $-387.50 0.21 0.00σ 50% $0/pt $-25,313 $-20,119 $-22,716
$400.00 ⚠<SS LBB-MBB (-15%) May 06 '26 0d +3.5% $0.73 $-580.00 0.15 0.00σ 50% $0/pt $-25,505 $-19,137 $-22,321
$402.50 ⚠<SS LBB-MBB (-14%) May 06 '26 0d +4.2% $0.48 $-705.00 0.11 0.00σ 50% $0/pt $-25,630 $-18,087 $-21,858
$405.00 ⚠<SS LBB-MBB (-14%) May 06 '26 0d +4.8% $0.32 $-790.00 0.07 0.00σ 50% $0/pt $-25,715 $-16,997 $-21,356
$407.50 ⚠<SS MBB-UBB (-13%) May 06 '26 0d +5.4% $0.21 $-840.00 0.05 0.00σ 50% $0/pt $-25,765 $-15,872 $-20,818
$382.50 ⚠<SS LBB-MBB (-19%) May 08 '26 2d -1.0% $10.68 $4,390 0.67 -0.29σ 50% $0/pt $-20,535 $-20,535 $-20,535
$385.00 ⚠<SS LBB-MBB (-18%) May 08 '26 2d -0.4% $9.10 $3,602 0.62 -0.11σ 50% $0/pt $-21,323 $-21,323 $-21,323
$387.50 ⚠<SS LBB-MBB (-18%) May 08 '26 2d +0.3% $7.62 $2,865 0.56 0.08σ 53% $0/pt $-22,060 $-21,567 $-21,829
$390.00 ⚠<SS LBB-MBB (-17%) May 08 '26 2d +0.9% $6.45 $2,278 0.50 0.26σ 60% $0/pt $-22,648 $-20,979 $-21,986
$392.50 ⚠<SS LBB-MBB (-17%) May 08 '26 2d +1.6% $5.33 $1,715 0.44 0.45σ 67% $0/pt $-23,210 $-20,367 $-22,279
$395.00 ⚠<SS LBB-MBB (-16%) May 08 '26 2d +2.2% $4.35 $1,227 0.38 0.63σ 74% $0/pt $-23,698 $-19,679 $-22,635
$397.50 ⚠<SS LBB-MBB (-16%) May 08 '26 2d +2.9% $3.55 $827.50 0.33 0.81σ 79% $0/pt $-24,098 $-18,904 $-23,007
⚠ $400.00 ⚠<SS LBB-MBB (-15%) May 08 '26 2d +3.5% $2.88 $495.00 0.28 0.98σ 84% $0/pt $-24,430 $-18,062 $-23,386
$402.50 ⚠<SS LBB-MBB (-14%) May 08 '26 2d +4.2% $2.33 $217.50 0.24 1.15σ 88% $0/pt $-24,708 $-17,164 $-23,769
$405.00 ⚠<SS LBB-MBB (-14%) May 08 '26 2d +4.8% $1.86 $-15.00 0.20 1.32σ 91% $0/pt $-24,940 $-16,222 $-24,127
$407.50 ⚠<SS MBB-UBB (-13%) May 08 '26 2d +5.4% $1.50 $-200.00 0.16 1.48σ 93% $0/pt $-25,125 $-15,232 $-24,437
$410.00 ⚠<SS MBB-UBB (-13%) May 08 '26 2d +6.1% $1.19 $-352.50 0.13 1.64σ 95% $0/pt $-25,278 $-14,209 $-24,717
$412.50 ⚠<SS MBB-UBB (-12%) May 08 '26 2d +6.7% $0.94 $-477.50 0.11 1.79σ 96% $0/pt $-25,403 $-13,159 $-24,956
$415.00 ⚠<SS MBB-UBB (-12%) May 08 '26 2d +7.4% $0.74 $-575.00 0.09 1.94σ 97% $0/pt $-25,500 $-12,082 $-25,151
$417.50 ⚠<SS MBB-UBB (-11%) May 08 '26 2d +8.0% $0.59 $-650.00 0.07 2.09σ 98% $0/pt $-25,575 $-10,982 $-25,306
$420.00 ⚠<SS MBB-UBB (-11%) May 08 '26 2d +8.7% $0.48 $-707.50 0.06 2.23σ 99% $0/pt $-25,633 $-9,864 $-25,428
$422.50 MBB-UBB (-10%) May 11 '26 5d +9.3% $0.88 $-510.00 0.08 1.76σ 96% $0/pt $-25,435 $-8,492 $-24,774
$422.50 MBB-UBB (-10%) May 13 '26 7d +9.3% $1.49 $-202.50 0.12 1.49σ 93% $0/pt $-25,128 $-8,184 $-23,979
▶ $422.50 MBB-UBB (-10%) May 15 '26 9d +9.3% $2.15 $125.00 0.15 1.32σ 91% $0/pt $-24,800 $-7,857 $-23,224
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