FORTRESS REBUILDLifecycle Manager v1.2
Generated: 2026-05-13 23:41
Cutoff: LEAPS expiring by none (all fortresses)
Accounts: U10001299, U13190865, U18827291, U6241782
1 fortress structure(s) scanned · 4 account(s)
🛡 ROLL CC (DEFENSIVE): 1
▼ CC SUGGESTIONS: 1 capped
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 $453.18 $440.00 Jun 05 '26 (23d) — ITM +3.0% 41% ITM, assignment risk
59% breach		 +$6,097 CAPPED 🛡 ROLL CC (DEFENSIVE) →

🛡 ROLL CC (DEFENSIVE)   TSLA · 5c · U10001299 HP_STRIKE_DRIFT(CSV=$355,IBKR=$360)

STOCK$453.18
ENTRY ~$420.00
CHG%+7.9%
SAFE STRIKE$421.00
SS DIST+7.1%
NET DEBIT *$121.00
CC STATUSITM +3.0%
CC SIGMA-0.23σ (41%)
LC DTE618d
CAP LOCKED *$60,500
WEEKLY GATE · 🟠 EXTENDED %B 84 · RSI 60 · MACD bullish (rising) · 1σw 5.4%
ref $467 · UBBspot $447.51MA $406LBB $3450MACD +2.807030RSI 60── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($466.64). Keep size small, watch for MACD roll-over. Suggested CC floor: $471.54.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
STOCK$453.18
CURRENT CC$440Jun 05 '26 · 23d
FORTRESS P/L (EX-CC)$12,688
CC BUYBACK-$15,088
CLOSE P/L$-2,400
STOCK FLAT$6,097
STOCK @ CAPCAPPED
Δ ABOVE CAP / PT$0/ptsynth Δ 0.97
REASON CC $440.00 is 3.0% ITM, fortress underwater ($-2,400). Credit rolls exist but none meet both gates (need credit ≥0.3% AND σ≥0.5, surv≥65%). DEFENSIVE OPTION (EV-max): pay $0.55/sh ($275.00) to roll to $455 Jun 26 '26 (44d). New headroom: 0.4% · 0.02σ · 51% survival · E[P/L] $13,398 (vs $-2,400 close-now). Selected as highest expected-value candidate above the 40% survival floor. If you skip the defensive roll: stock flat $6,097. Weekly gate: EXTENDED. Reference Upper BB (CC ceiling) at $466.64. See BB ZONE in roll table below.
LEG STRIKE EXPIRY DTE MARK DELTA THETA INTR EXTR STATUS
LC $300.00 Jan 21 '28 618d $210.62 0.85 -0.083 $153.18 $57.44 27% extr delta 0.85
SP $400.00 Jan 21 '28 618d $76.17 0.28 -0.065 $0.00 $76.17 DYING 13.3% OTM
HP $360.00 Aug 21 '26 100d $11.93 0.16 -0.135 $0.00 $11.93 ACTIVE floor 79%
CC $440.00 Jun 05 '26 23d $30.17 0.62 -0.488 $13.18 $16.99 ITM +3.0% ITM · -0.23σ (41%) · close $15,088
✓ VIABLE ROLL: $455.0 (0.02σ, 51% survival)
ROLL CANDIDATES — BEST: $455.0 (0.02σ) · P/L @ cap $13,849 Current CC: $440.00 · Jun 05 '26
# STRIKE BB ZONE EXPIRY DTE CREDIT/SH TOTAL HEADROOM SIGMA SURV% DELTA EST MO INC E[P/L] P/L @ CAP
▶ 1 $455.0 MBB-UBB (-2%) Jun 26 '26 44d $+0.55 $275.00 +0.4% 0.02σ 51% 0.54 $10,474 $13,398 $13,849
CC SUGGESTIONS
1 capped 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 SUGGESTIONS 🔴 ROLL CC (DEFENSIVE) · forward rolls only · primary recommendation in analyze_rolls above

STOCK$453.18
FORTRESS P/L (EX-CC)$12,688
SAFE STRIKE$421.00
SS DIST+7.6%
CURRENT CC$440.00Jun 05 '26 · 23d
BUYBACK-$15,087
HOLD FLAT$6,097
SURV%41%
RIDE E[P/L]$6,097
SYNTH Δ0.97
Δ ABOVE CAP / PT$0/pt
SHARES500
Expiries scanned Jun 12 '26 (30d) · Jun 18 '26 (36d) · Jun 26 '26 (44d)
WEEKLY GATE · 🟠 EXTENDED %B 84 · RSI 60 · MACD bullish (rising) · 1σw 5.4%
ref $467 · UBBspot $447.51MA $406LBB $3450MACD +2.807030RSI 60── weekly close · ┈┈ BB(20,2) · █/█ MACD(12,26,9) hist · ── RSI(14) · 78w
Read: Stretched but not exhausted. If selling CCs, stay at or above the upper BB ($466.64). Keep size small, watch for MACD roll-over. Suggested CC floor: $471.54.
Dashed line on chart: Upper BB (CC ceiling). Roll table below has matching BB ZONE column.
▶ BEST EV: roll to 5 × Jun 18 '26 $485.00C @ $17.20/sh (0.37Δ, 0.44σ, 67% survival) → E[P/L] $11,328 · flat $6,200 · cap $21,707 · net credit $-6,487.
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]
$480.00 +UBB 3% (+3%) Jun 12 '26 30d +5.9% $16.40 $-6,887 0.38 0.40σ 66% $0/pt $5,800 $18,870 $10,288
$485.00 +UBB 4% (+4%) Jun 12 '26 30d +7.0% $15.00 $-7,587 0.36 0.48σ 68% $0/pt $5,100 $20,607 $10,019
$490.00 +UBB 5% (+5%) Jun 12 '26 30d +8.1% $13.68 $-8,250 0.33 0.55σ 71% $0/pt $4,438 $22,381 $9,681
$495.00 +UBB 6% (+6%) Jun 12 '26 30d +9.2% $12.50 $-8,837 0.31 0.62σ 73% $0/pt $3,850 $24,230 $9,324
$500.00 +UBB 7% (+7%) Jun 12 '26 30d +10.3% $11.40 $-9,388 0.29 0.69σ 75% $0/pt $3,300 $26,117 $8,920
$505.00 +UBB 8% (+8%) Jun 12 '26 30d +11.4% $10.43 $-9,875 0.27 0.75σ 77% $0/pt $2,813 $28,066 $8,505
$510.00 +UBB 9% (+9%) Jun 12 '26 30d +12.5% $9.52 $-10,325 0.25 0.82σ 79% $0/pt $2,362 $30,053 $8,064
$515.00 +UBB 10% (+10%) Jun 12 '26 30d +13.6% $8.73 $-10,725 0.23 0.89σ 81% $0/pt $1,963 $32,090 $7,617
$520.00 +UBB 11% (+11%) Jun 12 '26 30d +14.7% $7.98 $-11,100 0.21 0.95σ 83% $0/pt $1,588 $34,151 $7,149
$525.00 +UBB 13% (+13%) Jun 12 '26 30d +15.8% $7.30 $-11,437 0.20 1.01σ 84% $0/pt $1,250 $36,251 $6,686
$530.00 +UBB 14% (+14%) Jun 12 '26 30d +17.0% $6.70 $-11,737 0.18 1.08σ 86% $0/pt $950.00 $38,387 $6,225
$535.00 +UBB 15% (+15%) Jun 12 '26 30d +18.1% $6.15 $-12,012 0.17 1.14σ 87% $0/pt $675.00 $40,549 $5,771
$540.00 +UBB 16% (+16%) Jun 12 '26 30d +19.2% $5.67 $-12,250 0.16 1.20σ 88% $0/pt $437.50 $42,748 $5,333
$545.00 +UBB 17% (+17%) Jun 12 '26 30d +20.3% $5.22 $-12,475 0.15 1.26σ 90% $0/pt $212.50 $44,960 $4,898
$550.00 +UBB 18% (+18%) Jun 12 '26 30d +21.4% $4.83 $-12,675 0.14 1.31σ 91% $0/pt $12.50 $47,197 $4,481
$555.00 +UBB 19% (+19%) Jun 12 '26 30d +22.5% $4.42 $-12,875 0.13 1.37σ 91% $0/pt $-187.50 $49,433 $4,055
$560.00 +UBB 20% (+20%) Jun 12 '26 30d +23.6% $4.10 $-13,037 0.12 1.42σ 92% $0/pt $-350.00 $51,707 $3,669
$565.00 +UBB 21% (+21%) Jun 12 '26 30d +24.7% $3.80 $-13,187 0.11 1.48σ 93% $0/pt $-500.00 $53,994 $3,298
$570.00 +UBB 22% (+22%) Jun 12 '26 30d +25.8% $3.53 $-13,325 0.10 1.53σ 94% $0/pt $-637.50 $56,293 $2,943
$575.00 +UBB 23% (+23%) Jun 12 '26 30d +26.9% $3.28 $-13,450 0.10 1.58σ 94% $0/pt $-762.50 $58,605 $2,604
$580.00 +UBB 24% (+24%) Jun 12 '26 30d +28.0% $3.05 $-13,562 0.09 1.63σ 95% $0/pt $-875.00 $60,929 $2,283
$585.00 +UBB 25% (+25%) Jun 12 '26 30d +29.1% $2.83 $-13,672 0.08 1.68σ 95% $0/pt $-985.00 $63,256 $1,970
$590.00 +UBB 26% (+26%) Jun 12 '26 30d +30.2% $2.64 $-13,767 0.08 1.73σ 96% $0/pt $-1,080 $65,598 $1,687
$595.00 +UBB 28% (+28%) Jun 12 '26 30d +31.3% $2.46 $-13,857 0.07 1.78σ 96% $0/pt $-1,170 $67,944 $1,415
$600.00 +UBB 29% (+29%) Jun 12 '26 30d +32.4% $2.30 $-13,935 0.07 1.83σ 97% $0/pt $-1,247 $70,303 $1,157
$605.00 +UBB 30% (+30%) Jun 12 '26 30d +33.5% $2.17 $-14,002 0.06 1.88σ 97% $0/pt $-1,315 $72,673 $926.83
$610.00 +UBB 31% (+31%) Jun 12 '26 30d +34.6% $2.01 $-14,080 0.06 1.92σ 97% $0/pt $-1,392 $75,032 $693.88
$615.00 +UBB 32% (+32%) Jun 12 '26 30d +35.7% $1.90 $-14,140 0.06 1.97σ 98% $0/pt $-1,452 $77,409 $479.59
$620.00 +UBB 33% (+33%) Jun 12 '26 30d +36.8% $1.78 $-14,197 0.05 2.01σ 98% $0/pt $-1,510 $79,788 $286.68
$625.00 +UBB 34% (+34%) Jun 12 '26 30d +37.9% $1.67 $-14,250 0.05 2.06σ 98% $0/pt $-1,562 $82,172 $103.81
$480.00 +UBB 3% (+3%) Jun 18 '26 36d +5.9% $18.68 $-5,750 0.40 0.37σ 64% $0/pt $6,938 $20,008 $11,580
▶ $485.00 +UBB 4% (+4%) Jun 18 '26 36d +7.0% $17.20 $-6,487 0.37 0.44σ 67% $0/pt $6,200 $21,707 $11,328
$490.00 +UBB 5% (+5%) Jun 18 '26 36d +8.1% $15.82 $-7,175 0.35 0.50σ 69% $0/pt $5,513 $23,456 $11,023
$495.00 +UBB 6% (+6%) Jun 18 '26 36d +9.2% $14.57 $-7,800 0.33 0.57σ 72% $0/pt $4,888 $25,268 $10,688
$500.00 +UBB 7% (+7%) Jun 18 '26 36d +10.3% $13.43 $-8,375 0.31 0.63σ 74% $0/pt $4,313 $27,130 $10,316
$505.00 +UBB 8% (+8%) Jun 18 '26 36d +11.4% $12.38 $-8,900 0.29 0.70σ 76% $0/pt $3,788 $29,041 $9,919
$510.00 +UBB 9% (+9%) Jun 18 '26 36d +12.5% $11.38 $-9,400 0.27 0.76σ 78% $0/pt $3,288 $30,978 $9,479
$515.00 +UBB 10% (+10%) Jun 18 '26 36d +13.6% $10.52 $-9,825 0.25 0.82σ 79% $0/pt $2,862 $32,990 $9,057
$520.00 +UBB 11% (+11%) Jun 18 '26 36d +14.7% $9.68 $-10,250 0.24 0.88σ 81% $0/pt $2,438 $35,001 $8,582
$525.00 +UBB 13% (+13%) Jun 18 '26 36d +15.8% $8.93 $-10,625 0.22 0.94σ 83% $0/pt $2,063 $37,063 $8,114
$530.00 +UBB 14% (+14%) Jun 18 '26 36d +17.0% $8.25 $-10,962 0.21 1.00σ 84% $0/pt $1,725 $39,162 $7,651
$535.00 +UBB 15% (+15%) Jun 18 '26 36d +18.1% $7.62 $-11,275 0.19 1.06σ 86% $0/pt $1,413 $41,286 $7,186
$540.00 +UBB 16% (+16%) Jun 18 '26 36d +19.2% $7.08 $-11,550 0.18 1.12σ 87% $0/pt $1,138 $43,448 $6,735
$545.00 +UBB 17% (+17%) Jun 18 '26 36d +20.3% $6.55 $-11,812 0.17 1.17σ 88% $0/pt $875.00 $45,622 $6,280
$550.00 +UBB 18% (+18%) Jun 18 '26 36d +21.4% $6.10 $-12,037 0.16 1.23σ 89% $0/pt $650.00 $47,834 $5,854
$555.00 +UBB 19% (+19%) Jun 18 '26 36d +22.5% $5.65 $-12,262 0.15 1.28σ 90% $0/pt $425.00 $50,046 $5,417
$560.00 +UBB 20% (+20%) Jun 18 '26 36d +23.6% $5.25 $-12,462 0.14 1.33σ 91% $0/pt $225.00 $52,282 $4,999
$565.00 +UBB 21% (+21%) Jun 18 '26 36d +24.7% $4.90 $-12,638 0.13 1.38σ 92% $0/pt $50.00 $54,544 $4,600
$570.00 +UBB 22% (+22%) Jun 18 '26 36d +25.8% $4.55 $-12,812 0.12 1.43σ 92% $0/pt $-125.00 $56,806 $4,207
$575.00 +UBB 23% (+23%) Jun 18 '26 36d +26.9% $4.25 $-12,962 0.12 1.48σ 93% $0/pt $-275.00 $59,092 $3,839
$580.00 +UBB 24% (+24%) Jun 18 '26 36d +28.0% $4.00 $-13,087 0.11 1.53σ 94% $0/pt $-400.00 $61,404 $3,494
$585.00 +UBB 25% (+25%) Jun 18 '26 36d +29.1% $3.75 $-13,212 0.10 1.58σ 94% $0/pt $-525.00 $63,716 $3,156
$590.00 +UBB 26% (+26%) Jun 18 '26 36d +30.2% $3.50 $-13,337 0.09 1.62σ 95% $0/pt $-650.00 $66,028 $2,824
$595.00 +UBB 28% (+28%) Jun 18 '26 36d +31.3% $3.30 $-13,437 0.09 1.67σ 95% $0/pt $-750.00 $68,364 $2,519
$600.00 +UBB 29% (+29%) Jun 18 '26 36d +32.4% $3.08 $-13,550 0.08 1.72σ 96% $0/pt $-862.50 $70,688 $2,214
$605.00 +UBB 30% (+30%) Jun 18 '26 36d +33.5% $2.91 $-13,635 0.08 1.76σ 96% $0/pt $-947.50 $73,040 $1,945
$610.00 +UBB 31% (+31%) Jun 18 '26 36d +34.6% $2.73 $-13,720 0.08 1.80σ 96% $0/pt $-1,032 $75,392 $1,681
$615.00 +UBB 32% (+32%) Jun 18 '26 36d +35.7% $2.58 $-13,800 0.07 1.85σ 97% $0/pt $-1,112 $77,749 $1,435
$620.00 +UBB 33% (+33%) Jun 18 '26 36d +36.8% $2.42 $-13,875 0.07 1.89σ 97% $0/pt $-1,187 $80,110 $1,195
$630.00 +UBB 35% (+35%) Jun 18 '26 36d +39.0% $2.17 $-14,002 0.06 1.98σ 98% $0/pt $-1,315 $84,856 $761.72
$640.00 +UBB 37% (+37%) Jun 18 '26 36d +41.2% $1.94 $-14,117 0.05 2.06σ 98% $0/pt $-1,430 $89,614 $363.58
30d $485.00 +UBB 4% (+4%) Jun 26 '26 44d +7.0% $19.70 $-5,237 0.39 0.40σ 66% $0/pt $7,450 $22,957 $12,770
30d $490.00 +UBB 5% (+5%) Jun 26 '26 44d +8.1% $18.18 $-6,000 0.37 0.47σ 68% $0/pt $6,688 $24,631 $12,446
30d $495.00 +UBB 6% (+6%) Jun 26 '26 44d +9.2% $16.92 $-6,625 0.35 0.53σ 70% $0/pt $6,062 $26,443 $12,164
30d $500.00 +UBB 7% (+7%) Jun 26 '26 44d +10.3% $15.70 $-7,237 0.33 0.59σ 72% $0/pt $5,450 $28,267 $11,814
30d $505.00 +UBB 8% (+8%) Jun 26 '26 44d +11.4% $14.57 $-7,800 0.31 0.65σ 74% $0/pt $4,888 $30,141 $11,436
30d $510.00 +UBB 9% (+9%) Jun 26 '26 44d +12.5% $13.53 $-8,325 0.29 0.70σ 76% $0/pt $4,362 $32,053 $11,028
30d $515.00 +UBB 10% (+10%) Jun 26 '26 44d +13.6% $12.53 $-8,825 0.27 0.76σ 78% $0/pt $3,862 $33,990 $10,581
30d $520.00 +UBB 11% (+11%) Jun 26 '26 44d +14.7% $11.68 $-9,250 0.26 0.82σ 79% $0/pt $3,438 $36,001 $10,159
30d $525.00 +UBB 13% (+13%) Jun 26 '26 44d +15.8% $10.85 $-9,662 0.24 0.88σ 81% $0/pt $3,025 $38,026 $9,700
30d $530.00 +UBB 14% (+14%) Jun 26 '26 44d +17.0% $10.07 $-10,050 0.23 0.93σ 82% $0/pt $2,638 $40,075 $9,223
30d $535.00 +UBB 15% (+15%) Jun 26 '26 44d +18.1% $9.38 $-10,400 0.21 0.99σ 84% $0/pt $2,288 $42,161 $8,751
30d $540.00 +UBB 16% (+16%) Jun 26 '26 44d +19.2% $8.75 $-10,712 0.20 1.04σ 85% $0/pt $1,975 $44,286 $8,292
30d $545.00 +UBB 17% (+17%) Jun 26 '26 44d +20.3% $8.15 $-11,012 0.19 1.09σ 86% $0/pt $1,675 $46,422 $7,819
30d $550.00 +UBB 18% (+18%) Jun 26 '26 44d +21.4% $7.62 $-11,275 0.18 1.14σ 87% $0/pt $1,413 $48,597 $7,362
30d $555.00 +UBB 19% (+19%) Jun 26 '26 44d +22.5% $7.12 $-11,525 0.17 1.20σ 88% $0/pt $1,163 $50,783 $6,909
30d $560.00 +UBB 20% (+20%) Jun 26 '26 44d +23.6% $6.62 $-11,775 0.16 1.25σ 89% $0/pt $912.50 $52,970 $6,441
30d $565.00 +UBB 21% (+21%) Jun 26 '26 44d +24.7% $6.22 $-11,975 0.15 1.30σ 90% $0/pt $712.50 $55,207 $6,020
30d $570.00 +UBB 22% (+22%) Jun 26 '26 44d +25.8% $5.83 $-12,175 0.14 1.35σ 91% $0/pt $512.50 $57,443 $5,591
30d $575.00 +UBB 23% (+23%) Jun 26 '26 44d +26.9% $5.45 $-12,362 0.13 1.39σ 92% $0/pt $325.00 $59,692 $5,175
30d $580.00 +UBB 24% (+24%) Jun 26 '26 44d +28.0% $5.10 $-12,537 0.12 1.44σ 93% $0/pt $150.00 $61,954 $4,773
30d $585.00 +UBB 25% (+25%) Jun 26 '26 44d +29.1% $4.80 $-12,687 0.12 1.49σ 93% $0/pt $0.00 $64,241 $4,394
30d $590.00 +UBB 26% (+26%) Jun 26 '26 44d +30.2% $4.50 $-12,837 0.11 1.53σ 94% $0/pt $-150.00 $66,528 $4,017
30d $595.00 +UBB 28% (+28%) Jun 26 '26 44d +31.3% $4.25 $-12,962 0.11 1.58σ 94% $0/pt $-275.00 $68,839 $3,678
30d $600.00 +UBB 29% (+29%) Jun 26 '26 44d +32.4% $4.00 $-13,087 0.10 1.62σ 95% $0/pt $-400.00 $71,151 $3,342
30d $605.00 +UBB 30% (+30%) Jun 26 '26 44d +33.5% $3.77 $-13,200 0.09 1.67σ 95% $0/pt $-512.50 $73,475 $3,024
30d $610.00 +UBB 31% (+31%) Jun 26 '26 44d +34.6% $3.52 $-13,325 0.09 1.71σ 96% $0/pt $-637.50 $75,787 $2,695
30d $615.00 +UBB 32% (+32%) Jun 26 '26 44d +35.7% $3.35 $-13,412 0.08 1.75σ 96% $0/pt $-725.00 $78,136 $2,422
30d $620.00 +UBB 33% (+33%) Jun 26 '26 44d +36.8% $3.17 $-13,500 0.08 1.79σ 96% $0/pt $-812.50 $80,485 $2,147
30d $625.00 +UBB 34% (+34%) Jun 26 '26 44d +37.9% $3.00 $-13,590 0.08 1.83σ 97% $0/pt $-902.50 $82,832 $1,886
30d $630.00 +UBB 35% (+35%) Jun 26 '26 44d +39.0% $2.84 $-13,667 0.07 1.87σ 97% $0/pt $-980.00 $85,191 $1,640
30d $640.00 +UBB 37% (+37%) Jun 26 '26 44d +41.2% $2.54 $-13,820 0.06 1.95σ 97% $0/pt $-1,132 $89,912 $1,180
30d $650.00 +UBB 39% (+39%) Jun 26 '26 44d +43.4% $2.29 $-13,945 0.06 2.03σ 98% $0/pt $-1,257 $94,660 $775.96
30d $660.00 +UBB 41% (+41%) Jun 26 '26 44d +45.6% $2.06 $-14,055 0.05 2.10σ 98% $0/pt $-1,367 $99,424 $416.50
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