FORTRESS FIGHT: AMZN @ $245.70

BE SS: $256.25  |  CC-SS: $235.11  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 13:38

AMZN @ $245.70   UNDERWATER $10.55 (4.1% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $256.25  |  CC-SS: $235.11  |  IV: MEDIUM  |  Accounts: Joint:1782

LC: $215 exp 2027-07-16 (entry $53.971/sh)
SP: $260 exp 2027-07-16 (entry $44.413/sh)
HP: $230 exp 2027-07-16 (entry $27.904/sh)

Economics

Max Loss$67,500(ND $37.50 + SW $30) x 1000
Normal income ref$13,615/mo75% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $2,059/mo (info only, already in marks)
Unrealized P&L$7,490fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,808/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$13,615/mo (ATM CC, chain)
IC VELOCITY
2.8 mo to earn back $37,500
ML VELOCITY
5.0 mo to earn back $67,500
NOT a deep drawdown: a CC at CC-SS $235.11 (probe: $242.5C 13d) still earns $11,077/mo (81% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,835
Hole (after banked)
$0
Cycles closed
6
Credit in flight
$0
CC-SS ratchet
$245.70 → $235.11
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 57 (live) · RSI 53 · MACD bearish, hist falling
DAILYRISING (provisional) · RSI 50 · %B 74 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $287.13 (+17%) · daily UBB $251.61 · 1-wk expected move ±$11 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 9 contracts at $252.50 / 6d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($6,808/mo); it brings $7,380/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 9 × $247.50/6d for $14,850/mo, but breach risk rises to 42% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 10 × $262.50/6d (94% survival, $1,900/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $256, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $6,687 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 10 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (6d) · sell 9 × $252.50, 75% survival, $7,380/mo (E[net] $2,217/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 6d9 × $252.5075%$7,380$2,217

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,217/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $252.50 (primary), 75% survival, breach 25%, $7,380/mo.
⚖️ Worth a safer step: the $255 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $2,340/mo less (32% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $255 rung, unless you need the income to cover the hedge bleed, or you expect AMZN to stay flat-to-down near term.
AMZN  spot $245.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $262.5017 Jul6d6.8%94%12%$380$1,900-$5,480$0
Sell 10 × $262.50 6.8% OTM over spot $245.70 17 Jul 2026 (6d, $0.39 mid)
= $380 credit for the 6d cycle → $1,900/mo projected
Survival (stays ≤ $262.50)
94%
Breach risk
6%
POP (stays ≤ $262.89)
94%
EV / mo
+$1,240
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$2,812
Free roll-up
none
Safest escape (by 31 Jul 2026)
$282 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.51/sh now → $3.19 mid-life (likely $2.69–$4.52)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$2.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 188 simulated challenges: the $262 strike is typically first touched on day 5 of 6, at $265 (overshoots $2.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$26220 Jul 20266d left+$0.35/sh+$346
cycle +$726
[+$264…+$899] · 92% credit
66%
surv 51%
+$23,336 SAFE
cap gain +$15,846
Reliable up-and-out (highest cap still free ≥60%)~$27731 Jul 202617d left+$1.19/sh+$1,190
cycle +$1,570
[+$462…+$1,499] · 84% credit
79%
surv 74%
+$37,050 SAFE
cap gain +$29,560
Max even-money escape in the band~$28231 Jul 202617d left+$0.05/sh+$53
cycle +$433
[-$815…+$361] · 45% credit
83%
surv 80%
+$40,413 SAFE
cap gain +$32,923
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,900/mo
vs 50% target ($6,808/mo)-72%
vs normal income ($13,615/mo)14% covered
Net income (after hedge)$1,900/mo
Downside budget
✓ $262.50 is at/above CC-SS $235.11: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($37,500)0.0%
… as % of ML ($67,500)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$7,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $262.89 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $262)); NOT the premium you collected. Momentum override: two daily closes above $251.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $259.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$260-262.89
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $262.89
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$262.50 (1.7σ)$380$22,990+$15,500+$4,120
+2.5%$269.06 (2.3σ)$-6,182$22,334+$14,844+$4,120
+5%$275.62 (3.0σ)$-12,745$21,678+$14,188+$4,120
V-BOUNCE STRESS (stock → CC-SS $235.11, where you are whole again, by expiry)
Starting unrealized P&L: $7,490
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (10 × $262.50): -$0
Total Position P&L @ SS: $7,490 (+$0 vs today)
Do-nothing baseline at SS: $8,750 (this trade vs do-nothing: $-1,260, the opportunity cost of earning $1,900/mo FIGHT income now)
33% normal ← lean9 × $25517 Jul6d3.8%82%36%$1,008$5,040-$2,340$0
Sell 9 × $255 3.8% OTM over spot $245.70 17 Jul 2026 (6d, $1.18 mid)
= $1,008 credit for the 6d cycle → $5,040/mo projected
Survival (stays ≤ $255)
82%
Breach risk
18%
POP (stays ≤ $256.18)
85%
EV / mo
+$2,126
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
26%
Flat exit net (mid-life)
-$1,783
Free roll-up
none
Safest escape (by 31 Jul 2026)
$279 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.39/sh now → $3.10 mid-life (likely $3.00–$4.92)≈ $0 at expiry  |  you banked $1.12/sh, so a flat mid-life exit nets -$1.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 795 simulated challenges: the $255 strike is typically first touched on day 4 of 6, at $257 (overshoots $2.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$25520 Jul 20266d left+$0.49/sh+$441
cycle +$1,449
[+$162…+$689] · 88% credit
66%
surv 51%
+$17,435 SAFE
cap gain +$9,945
Reliable up-and-out (highest cap still free ≥60%)~$26931 Jul 202617d left+$1.28/sh+$1,156
cycle +$2,164
[+$269…+$1,220] · 83% credit
79%
surv 74%
+$29,840 SAFE
cap gain +$22,350
Max even-money escape in the band~$27431 Jul 202617d left+$0.15/sh+$134
cycle +$1,142
[-$943…+$160] · 32% credit
83%
surv 80%
+$32,818 SAFE
cap gain +$25,328
reaches SS ✓
Safety roll (pay small debit, max POP)~$27931 Jul 202617d left-$0.77/sh-$697
cycle +$311
[-$1,929…-$699] · 8% credit
86%
surv 84%
+$35,987 SAFE
cap gain +$28,497
budget: banked $1,008 debit $697 (69% used ≈ 0.6 wk of income) → whole cycle still +$311 cash · rolled 9 ct earn ≈ $3,695/mo while parked; 1 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,040/mo
vs 50% target ($6,808/mo)-26%
vs normal income ($13,615/mo)37% covered
Net income (after hedge)$5,384/mo
Downside budget
✓ $255 is at/above CC-SS $235.11: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($37,500)0.0%
… as % of ML ($67,500)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$6,691
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.12 collected) or spot ≥ $256.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $255)); NOT the premium you collected. Momentum override: two daily closes above $251.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $252.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$252-256.18
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $256.18
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$255.00 (≤1σ, normal week)$1,008$16,994+$9,504-$126
+2.5%$261.38 (1.6σ)$-4,730$16,607+$9,117-$2,376
+5%$267.75 (2.2σ)$-10,467$15,969+$8,479-$2,376
V-BOUNCE STRESS (stock → CC-SS $235.11, where you are whole again, by expiry)
Starting unrealized P&L: $7,490
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (9 × $255): -$0
+ Conservative CC premium (1 × $257.50): +$126
Total Position P&L @ SS: $7,616 (+$126 vs today)
Do-nothing baseline at SS: $8,750 (this trade vs do-nothing: $-1,134, the opportunity cost of earning $5,040/mo FIGHT income now)
🎯 50% normal9 × $252.5017 Jul6d2.8%75%37%$1,476$7,380$0
Sell 9 × $252.50 2.8% OTM over spot $245.70 17 Jul 2026 (6d, $1.70 mid)
= $1,476 credit for the 6d cycle → $7,380/mo projected
Survival (stays ≤ $252.50)
75%
Breach risk
25%
POP (stays ≤ $254.20)
80%
EV / mo
+$2,599
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
37%
Flat exit net (mid-life)
-$1,287
Free roll-up
none
Safest escape (by 31 Jul 2026)
$282 @ 90% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.34/sh now → $3.07 mid-life (likely $3.32–$5.28)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$1.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,121 simulated challenges: the $252 strike is typically first touched on day 3 of 6, at $255 (overshoots $2.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$25220 Jul 20266d left+$0.54/sh+$483
cycle +$1,959
[+$126…+$617] · 88% credit
66%
surv 51%
+$15,695 SAFE
cap gain +$8,205
Reliable up-and-out (highest cap still free ≥60%)~$26731 Jul 202617d left+$1.31/sh+$1,182
cycle +$2,658
[+$149…+$1,073] · 79% credit
79%
surv 74%
+$28,334 SAFE
cap gain +$20,844
Max even-money escape in the band~$27231 Jul 202617d left+$0.18/sh+$160
cycle +$1,636
[-$1,057…+$0] · 25% credit
83%
surv 80%
+$31,312 SAFE
cap gain +$23,822
reaches SS ✓
Safety roll (pay small debit, max POP)~$28231 Jul 202617d left-$1.39/sh-$1,249
cycle +$227
[-$2,781…-$1,464]
90%
surv 88%
+$37,903 SAFE
cap gain +$30,413
budget: banked $1,476 debit $1,249 (85% used ≈ 0.7 wk of income) → whole cycle still +$227 cash · rolled 9 ct earn ≈ $2,673/mo while parked; 1 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,380/mo
vs 50% target ($6,808/mo)+8%
vs normal income ($13,615/mo)54% covered
Net income (after hedge)$7,724/mo
Downside budget
✓ $252.50 is at/above CC-SS $235.11: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($37,500)0.0%
… as % of ML ($67,500)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$6,687
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.64 collected) or spot ≥ $254.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $252)); NOT the premium you collected. Momentum override: two daily closes above $251.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $249.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$250-254.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $254.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$252.50 (≤1σ, normal week)$1,476$15,212+$7,722+$342
+2.5%$258.81 (1.3σ)$-4,205$15,081+$7,591-$4,158
+5%$265.12 (1.9σ)$-9,886$14,450+$6,960-$4,158
V-BOUNCE STRESS (stock → CC-SS $235.11, where you are whole again, by expiry)
Starting unrealized P&L: $7,490
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (9 × $252.50): -$0
+ Conservative CC premium (1 × $257.50): +$126
Total Position P&L @ SS: $7,616 (+$126 vs today)
Do-nothing baseline at SS: $8,750 (this trade vs do-nothing: $-1,134, the opportunity cost of earning $7,380/mo FIGHT income now)
100% normal9 × $247.5017 Jul6d0.7%58%85%$2,970$14,850+$7,470$0
Sell 9 × $247.50 0.7% OTM over spot $245.70 17 Jul 2026 (6d, $3.38 mid)
= $2,970 credit for the 6d cycle → $14,850/mo projected
Survival (stays ≤ $247.50)
58%
Breach risk
42%
POP (stays ≤ $250.88)
70%
EV / mo
+$3,288
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
67%
Flat exit net (mid-life)
+$261
Free roll-up
none
Safest escape (by 31 Jul 2026)
$282 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.26/sh now → $3.01 mid-life (likely $4.00–$5.92)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets +$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,006 simulated challenges: the $248 strike is typically first touched on day 2 of 6, at $250 (overshoots $2.62). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$24820 Jul 20266d left+$0.63/sh+$563
cycle +$3,533
[+$64…+$368] · 81% credit
66%
surv 51%
+$12,769 SAFE
cap gain +$5,279
Reliable up-and-out (highest cap still free ≥60%)~$26231 Jul 202617d left+$1.37/sh+$1,229
cycle +$4,199
[-$81…+$814] · 72% credit
79%
surv 74%
+$25,875 SAFE
cap gain +$18,385
Max even-money escape in the band~$26731 Jul 202617d left+$0.23/sh+$208
cycle +$3,178
[-$1,331…-$283] · 11% credit
83%
surv 80%
+$28,854 SAFE
cap gain +$21,364
reaches SS ✓
Safety roll (pay small debit, max POP)~$28231 Jul 202617d left-$1.81/sh-$1,631
cycle +$1,339
[-$3,725…-$2,311]
92%
surv 91%
+$39,015 SAFE
cap gain +$31,525
budget: banked $2,970 debit $1,631 (55% used ≈ 0.5 wk of income) → whole cycle still +$1,339 cash · rolled 9 ct earn ≈ $1,901/mo while parked; 1 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$14,850/mo
vs 50% target ($6,808/mo)+118%
vs normal income ($13,615/mo)109% covered
Net income (after hedge)$15,194/mo
Downside budget
✓ $247.50 is at/above CC-SS $235.11: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($37,500)0.0%
… as % of ML ($67,500)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$6,673
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.82/sh (~25% of the $3.30 collected) or spot ≥ $250.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $248)); NOT the premium you collected. Momentum override: two daily closes above $251.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $245.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$245-250.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $250.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$247.50 (≤1σ, normal week)$2,970$12,206+$4,716+$1,836
+2.5%$253.69 (≤1σ, normal week)$-2,599$12,206+$4,716-$3,733
+5%$259.88 (1.4σ)$-8,168$11,969+$4,479-$7,164
V-BOUNCE STRESS (stock → CC-SS $235.11, where you are whole again, by expiry)
Starting unrealized P&L: $7,490
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (9 × $247.50): -$0
+ Conservative CC premium (1 × $257.50): +$126
Total Position P&L @ SS: $7,616 (+$126 vs today)
Do-nothing baseline at SS: $8,750 (this trade vs do-nothing: $-1,134, the opportunity cost of earning $14,850/mo FIGHT income now)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on AMZN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 28 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $8,750

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$252.504d15 Jul 2026$0.9510/10$7,125$7,12581%84%+$3,015-$00.0%$8,440 (vs do-nothing $-310)
$252.506d17 Jul 2026$1.649/10$7,380$7,72475%80%+$2,599-$00.0%$9,092 (vs do-nothing +$342)
$252.509d20 Jul 2026$2.0510/10$6,833$6,83373%79%+$2,160-$00.0%$9,540 (vs do-nothing +$790)
$26020d31 Jul 2026$5.109/10$6,885$7,22972%78%+$2,046-$00.0%$12,206 (vs do-nothing +$3,456)
$2504d15 Jul 2026$1.536/10$6,885$8,26071%78%+$2,254-$00.0%$8,912 (vs do-nothing +$162)
$252.5011d22 Jul 2026$2.5610/10$6,982$6,98270%77%+$1,458-$00.0%$10,050 (vs do-nothing +$1,300)
$252.5013d24 Jul 2026$3.509/10$7,269$7,61368%76%+$1,892-$00.0%$10,766 (vs do-nothing +$2,016)
$25520d31 Jul 2026$6.657/10$6,983$8,01366%75%+$1,747-$00.0%$12,523 (vs do-nothing +$3,773)
$2509d20 Jul 2026$2.658/10$7,067$7,75466%74%+$1,458-$00.0%$9,862 (vs do-nothing +$1,112)
$25011d22 Jul 2026$3.358/10$7,309$7,99663%73%+$1,180-$00.0%$10,422 (vs do-nothing +$1,672)
$25013d24 Jul 2026$4.407/10$7,108$8,13962%72%+$1,602-$00.0%$10,948 (vs do-nothing +$2,198)
$247.504d15 Jul 2026$2.374/10$7,110$9,17260%71%+$1,666-$00.0%$9,194 (vs do-nothing +$444)
$25020d31 Jul 2026$8.406/10$7,560$8,93559%71%+$1,444-$00.0%$13,034 (vs do-nothing +$4,284)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$247.506d17 Jul 2026$3.305/10$8,250$9,96858%70%+$1,827-$00.0%$9,770 (vs do-nothing +$1,020)
$247.509d20 Jul 2026$3.606/10$7,200$8,57557%70%+$1,100-$00.0%$10,154 (vs do-nothing +$1,404)
$247.5011d22 Jul 2026$4.157/10$7,923$8,95456%69%+$668-$00.0%$10,773 (vs do-nothing +$2,023)
$247.5013d24 Jul 2026$5.406/10$7,477$8,85156%69%+$1,372-$00.0%$11,234 (vs do-nothing +$2,484)
$24520d31 Jul 2026$10.805/10$8,100$9,81851%67%+$1,306-$00.0%$13,520 (vs do-nothing +$4,770)
$24513d24 Jul 2026$6.605/10$7,615$9,33449%66%+$1,150-$00.0%$11,420 (vs do-nothing +$2,670)
$24511d22 Jul 2026$5.755/10$7,841$9,55949%66%+$1,008-$00.0%$10,995 (vs do-nothing +$2,245)
$2459d20 Jul 2026$4.805/10$8,000$9,71849%66%+$894-$00.0%$10,520 (vs do-nothing +$1,770)
$2456d17 Jul 2026$4.454/10$8,900$10,96248%66%+$1,401-$00.0%$10,026 (vs do-nothing +$1,276)
$2454d15 Jul 2026$3.453/10$7,762$10,16847%65%+$1,067-$00.0%$9,407 (vs do-nothing +$657)
$242.5013d24 Jul 2026$8.004/10$7,385$9,44643%64%+$927-$00.0%$11,446 (vs do-nothing +$2,696)
$242.5011d22 Jul 2026$6.704/10$7,309$9,37142%62%+$280-$00.0%$10,926 (vs do-nothing +$2,176)
$242.509d20 Jul 2026$6.004/10$8,000$10,06240%61%+$340-$00.0%$10,646 (vs do-nothing +$1,896)
$242.506d17 Jul 2026$5.903/10$8,850$11,25538%62%+$1,004-$00.0%$10,142 (vs do-nothing +$1,392)
$242.504d15 Jul 2026$4.802/10$7,200$9,94935%60%+$408-$00.0%$9,458 (vs do-nothing +$708)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 10 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-11 13:38