FORTRESS FIGHT: AMZN @ $247.34

BE SS: $267.92  |  CC-SS: $270.37  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

AMZN @ $247.34   UNDERWATER $20.58 (7.7% below BE SS)

5 contracts (500 sh)  |  BE SS: $267.92  |  CC-SS: $270.37 (banked floor $268.58)  |  IV: MEDIUM  |  Accounts: Joint:1782

LC: $200 exp 2028-01-21 (entry $94.731/sh)
SP: $250 exp 2028-01-21 (entry $29.636/sh)
HP: $215 exp 2026-11-20 (entry $2.831/sh)

Economics

Max Loss$51,460(ND $67.92 + SW $35) x 500
Normal income ref$6,268/mo75% ann ROI on ML
Hedge rolling cost$923/mo
Unrealized P&L$-11,910fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,134/mo
HEDGE COVER
$923/mo
NORMAL INCOME
$6,268/mo (ATM CC, chain)
IC VELOCITY
5.4 mo to earn back $33,960
ML VELOCITY
8.2 mo to earn back $51,460
Deep drawdown confirmed: a CC at CC-SS $270.37 (probe: $270C 14d) brings only $471/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-08-13; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-08-13
$980
Hole (after banked)
$10,930
was $11,910 · 8% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$270.37 → $268.58
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 36 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 4 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $281.38 (+14%) · daily UBB $266.17 · 1-wk expected move ±$10 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $255 / 2d. This is the safest strike (survival 87%, breach 13%) that still earns 50% of normal income ($3,134/mo); it brings $3,240/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 5 × $252.50/2d for $7,275/mo, but breach risk rises to 22% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $260/2d (96% survival, $1,080/mo).
Downside anchor: the primary mortgages $5,933 (17% of IC) ONLY on a full V-bounce all the way to SS $268, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-9,540 and cuts bleed by $738/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 5 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: THIS FRIDAY · 18 Sep 2026 (2d) · sell 4 × $255, 87% survival, $3,240/mo (E[net] $2,777/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 2d4 × $25587%$3,240$2,777
NEXT FRIDAY25 Sep 2026 · 9d5 × $25574%$3,500$676
E[net] arithmetic on the grand pick: keep $216 with probability 86%; on the 14% touch you roll, paying $869 to close and taking $913 back from the best priced door (net cash $0) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 18 Sep 2026 · 2d · E[net] $2,777/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $255 (50% normal), 87% survival, breach 13%, $3,240/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $257.50 rung (33% normal) lifts survival to 93% (breach 13% → 7%) for $1,140/mo less (35% income) buys safety you do not really need here.
AMZN  spot $247.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $26018 Sep2d5.1%96%hist 96%8%hist 3%+2pp$72$1,080-$2,160$4,077
Sell 4 × $260 5.1% OTM over spot $247.34 18 Sep 2026 (2d, $0.19 mid)
= $72 credit for the 2d cycle → $1,080/mo projected
Survival (stays ≤ $260)
96%
Breach risk
4%
POP (stays ≤ $260.19)
96%
EV / mo
+$771
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
71% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$44/mo
median; plan ~$30/mo after 68% keep · $57 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.4], measured ONLY among the 71% of futures that got whole
🛡 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)
3%
Flat exit net (mid-life)
-$814
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$273 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.13/sh now → $2.21 mid-life (likely $1.96–$3.83)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$2.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 99 simulated challenges: the $260 strike is typically first touched on day 2 of 2, at $262 (overshoots $2.17). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2689 Oct 202622d left+$2.18/sh+$870
cycle +$942
[+$589…+$992] · 93% credit
75%
surv 67%
-$396 NOT
cap gain +$11,514
Roll out (same strike, buy time)~$26021 Sep 20264d left+$0.70/sh+$279
cycle +$351
[+$197…+$359] · 91% credit
66%
surv 51%
-$4,951 NOT
cap gain +$6,959
Up-and-out for even (raise the cap, free)~$26021 Sep 20264d left+$0.61/sh+$244
cycle +$316
[+$147…+$321] · 88% credit
67%
surv 51%
-$4,903 NOT
cap gain +$7,007
Max even-money escape in the band~$2739 Oct 202622d left+$0.80/sh+$320
cycle +$392
[-$63…+$426] · 73% credit
81%
surv 76%
+$1,151 SAFE
cap gain +$13,061
reaches 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$1,080/mo
vs 50% target ($3,134/mo)-66%
vs normal income ($6,268/mo)17% covered
Net income (after hedge)$234/mo
Downside budget
⚠ $260 is $10 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,077
… as % of IC ($33,960)12.0%
… as % of ML ($51,460)7.9%
Recovery months (at normal income)0.7 mo
Surgical close (4 ct)$-9,532
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $260.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $260)); NOT the premium you collected. Momentum override: two daily closes above $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $257.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$257-260.19
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
≥ $260.19
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$260.00 (2.3σ)$72$-5,230+$6,680-$52
+2.5%$266.50 (3.4σ)$-2,528$-4,453+$7,457-$2,652
+5%$273.00 (4.6σ)$-5,128$-4,227+$7,683-$3,052
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (4 × $260): -$4,077
− Conservative CC assignment net of premium (1 × $267.50): -$256
Total Position P&L @ SS: $-4,278 (+$7,632 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-3,052, the opportunity cost of earning $1,080/mo FIGHT income now)
33% normal5 × $257.5018 Sep2d4.1%93%hist 96%15%hist 14%+6pp$140$2,100-$1,140$6,296
Sell 5 × $257.50 4.1% OTM over spot $247.34 18 Sep 2026 (2d, $0.32 mid)
= $140 credit for the 2d cycle → $2,100/mo projected
Survival (stays ≤ $257.50)
93%
Breach risk
7%
POP (stays ≤ $257.81)
93%
EV / mo
+$1,273
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
73% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$640/mo
median; plan ~$436/mo after 68% keep · $1,058 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.1], measured ONLY among the 73% of futures that got whole
🛡 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)
-$957
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$275 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.10/sh now → $2.19 mid-life (likely $2.11–$4.08)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 189 simulated challenges: the $258 strike is typically first touched on day 2 of 2, at $260 (overshoots $2.16). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2659 Oct 202622d left+$2.23/sh+$1,115
cycle +$1,255
[+$684…+$1,225] · 93% credit
75%
surv 67%
-$1,398 NOT
cap gain +$10,512
Roll out (same strike, buy time)~$25821 Sep 20264d left+$0.74/sh+$368
cycle +$508
[+$226…+$450] · 90% credit
66%
surv 51%
-$6,124 NOT
cap gain +$5,786
Up-and-out for even (raise the cap, free)~$25821 Sep 20264d left+$0.65/sh+$324
cycle +$464
[+$163…+$401] · 88% credit
67%
surv 51%
-$6,085 NOT
cap gain +$5,825
Max even-money escape in the band~$2709 Oct 202622d left+$0.85/sh+$426
cycle +$566
[-$143…+$506] · 70% credit
81%
surv 76%
+$511 SAFE
cap gain +$12,421
reaches SS ✓
Safety roll (pay small debit, max POP)~$2759 Oct 202622d left-$0.25/sh-$126
cycle +$14
[-$822…-$68] · 18% credit
86%
surv 83%
+$2,556 SAFE
cap gain +$14,466
budget: banked $140 debit $126 (90% used ≈ 0.3 wk of income) → whole cycle still +$14 cash · rolled 5 ct earn ≈ $1,323/mo while parked; 0 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$2,100/mo
vs 50% target ($3,134/mo)-33%
vs normal income ($6,268/mo)34% covered
Net income (after hedge)$1,177/mo
Downside budget
⚠ $257.50 is $13 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,296
… as % of IC ($33,960)18.5%
… as % of ML ($51,460)12.2%
Recovery months (at normal income)1.0 mo
Surgical close (5 ct)$-11,927
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $257.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $258)); NOT the premium you collected. Momentum override: two daily closes above $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $254.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$255-257.81
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
≥ $257.81
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$257.50 (1.8σ)$140$-6,492+$5,418-$15
+2.5%$263.94 (3.0σ)$-3,079$-6,366+$5,544-$3,234
+5%$270.38 (4.1σ)$-6,298$-6,241+$5,669-$5,015
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $257.50): -$6,296
Total Position P&L @ SS: $-6,241 (+$5,669 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-5,015, the opportunity cost of earning $2,100/mo FIGHT income now)
🛡 safe yield5 × $257.5018 Sep2d4.1%93%hist 96%15%hist 14%+6pp$140$2,100-$1,140$6,296
Sell 5 × $257.50 4.1% OTM over spot $247.34 18 Sep 2026 (2d, $0.32 mid)
= $140 credit for the 2d cycle → $2,100/mo projected
Survival (stays ≤ $257.50)
93%
Breach risk
7%
POP (stays ≤ $257.81)
93%
EV / mo
+$1,273
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
73% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$640/mo
median; plan ~$436/mo after 68% keep · $1,058 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.1], measured ONLY among the 73% of futures that got whole
🛡 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)
-$957
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$275 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.10/sh now → $2.19 mid-life (likely $2.11–$4.08)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 189 simulated challenges: the $258 strike is typically first touched on day 2 of 2, at $260 (overshoots $2.16). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2659 Oct 202622d left+$2.23/sh+$1,115
cycle +$1,255
[+$684…+$1,225] · 93% credit
75%
surv 67%
-$1,398 NOT
cap gain +$10,512
Roll out (same strike, buy time)~$25821 Sep 20264d left+$0.74/sh+$368
cycle +$508
[+$226…+$450] · 90% credit
66%
surv 51%
-$6,124 NOT
cap gain +$5,786
Up-and-out for even (raise the cap, free)~$25821 Sep 20264d left+$0.65/sh+$324
cycle +$464
[+$163…+$401] · 88% credit
67%
surv 51%
-$6,085 NOT
cap gain +$5,825
Max even-money escape in the band~$2709 Oct 202622d left+$0.85/sh+$426
cycle +$566
[-$143…+$506] · 70% credit
81%
surv 76%
+$511 SAFE
cap gain +$12,421
reaches SS ✓
Safety roll (pay small debit, max POP)~$2759 Oct 202622d left-$0.25/sh-$126
cycle +$14
[-$822…-$68] · 18% credit
86%
surv 83%
+$2,556 SAFE
cap gain +$14,466
budget: banked $140 debit $126 (90% used ≈ 0.3 wk of income) → whole cycle still +$14 cash · rolled 5 ct earn ≈ $1,323/mo while parked; 0 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$2,100/mo
vs 50% target ($3,134/mo)-33%
vs normal income ($6,268/mo)34% covered
Net income (after hedge)$1,177/mo
Downside budget
⚠ $257.50 is $13 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,296
… as % of IC ($33,960)18.5%
… as % of ML ($51,460)12.2%
Recovery months (at normal income)1.0 mo
Surgical close (5 ct)$-11,927
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $257.81 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $258)); NOT the premium you collected. Momentum override: two daily closes above $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $254.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$255-257.81
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
≥ $257.81
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$257.50 (1.8σ)$140$-6,492+$5,418-$15
+2.5%$263.94 (3.0σ)$-3,079$-6,366+$5,544-$3,234
+5%$270.38 (4.1σ)$-6,298$-6,241+$5,669-$5,015
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $257.50): -$6,296
Total Position P&L @ SS: $-6,241 (+$5,669 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-5,015, the opportunity cost of earning $2,100/mo FIGHT income now)
🎯 50% normal4 × $25518 Sep2d3.1%87%hist 86%26%hist 26%+8pp$216$3,240$5,933
Sell 4 × $255 3.1% OTM over spot $247.34 18 Sep 2026 (2d, $0.57 mid)
= $216 credit for the 2d cycle → $3,240/mo projected
Survival (stays ≤ $255)
87%
Breach risk
13%
POP (stays ≤ $255.57)
89%
EV / mo
+$1,738
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
82% whole by 9mo vs 74% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,279/mo
median; plan ~$870/mo after 68% keep · $1,770 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.5], measured ONLY among the 82% of futures that got whole
🛡 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)
14%
Flat exit net (mid-life)
-$653
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$273 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.07/sh now → $2.17 mid-life (likely $2.34–$4.68)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets -$1.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 429 simulated challenges: the $255 strike is typically first touched on day 2 of 2, at $258 (overshoots $2.54). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2639 Oct 202622d left+$2.28/sh+$913
cycle +$1,129
[+$422…+$912] · 90% credit
75%
surv 67%
-$2,792 NOT
cap gain +$9,118
Roll out (same strike, buy time)~$25521 Sep 20264d left+$0.77/sh+$309
cycle +$525
[+$130…+$337] · 87% credit
66%
surv 51%
-$7,375 NOT
cap gain +$4,535
Up-and-out for even (raise the cap, free)~$25521 Sep 20264d left+$0.68/sh+$274
cycle +$490
[+$78…+$295] · 81% credit
67%
surv 51%
-$7,327 NOT
cap gain +$4,583
Max even-money escape in the band~$2689 Oct 202622d left+$0.90/sh+$361
cycle +$577
[-$258…+$337] · 62% credit
81%
surv 76%
-$762 NOT
cap gain +$11,148
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2739 Oct 202622d left-$0.21/sh-$83
cycle +$133
[-$826…-$124] · 12% credit
86%
surv 83%
+$891 SAFE
cap gain +$12,801
budget: banked $216 debit $83 (39% used ≈ 0.1 wk of income) → whole cycle still +$133 cash · rolled 4 ct earn ≈ $1,071/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$3,240/mo
vs 50% target ($3,134/mo)+3%
vs normal income ($6,268/mo)52% covered
Net income (after hedge)$2,394/mo
Downside budget
⚠ $255 is $15 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,933
… as % of IC ($33,960)17.5%
… as % of ML ($51,460)11.5%
Recovery months (at normal income)0.9 mo
Surgical close (4 ct)$-9,540
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.54 collected) or spot ≥ $255.57 (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 $266.17 (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
$252-255.57
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
≥ $255.57
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$255.00 (1.4σ)$216$-7,684+$4,226+$92
+2.5%$261.38 (2.5σ)$-2,334$-6,922+$4,988-$2,458
+5%$267.75 (3.6σ)$-4,884$-6,185+$5,725-$4,908
SS (= V-bounce)$267.92 (3.7σ)$-4,952$-6,182+$5,728-$4,908
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (4 × $255): -$5,933
− Conservative CC assignment net of premium (1 × $267.50): -$256
Total Position P&L @ SS: $-6,134 (+$5,776 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-4,908, the opportunity cost of earning $3,240/mo FIGHT income now)
100% normal5 × $252.5018 Sep2d2.1%78%hist 84%44%hist 39%+15pp$485$7,275+$4,035$8,451
Sell 5 × $252.50 2.1% OTM over spot $247.34 18 Sep 2026 (2d, $1.01 mid)
= $485 credit for the 2d cycle → $7,275/mo projected
Survival (stays ≤ $252.50)
78%
Breach risk
22%
POP (stays ≤ $253.51)
82%
EV / mo
+$3,058
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
87% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,743/mo
median; plan ~$1,865/mo after 68% keep · $3,416 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.3], measured ONLY among the 87% of futures that got whole
🛡 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)
27%
Flat exit net (mid-life)
-$590
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$275 @ 90% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.04/sh now → $2.15 mid-life (likely $2.59–$4.91)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 809 simulated challenges: the $252 strike is typically first touched on day 1 of 2, at $255 (overshoots $2.84). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2609 Oct 202622d left+$2.33/sh+$1,166
cycle +$1,651
[+$480…+$1,089] · 88% credit
75%
surv 67%
-$3,599 NOT
cap gain +$8,311
Roll out (same strike, buy time)~$25221 Sep 20264d left+$0.81/sh+$404
cycle +$889
[+$147…+$385] · 85% credit
66%
surv 51%
-$8,340 NOT
cap gain +$3,570
Up-and-out for even (raise the cap, free)~$25321 Sep 20264d left+$0.72/sh+$360
cycle +$845
[+$82…+$337] · 81% credit
67%
surv 51%
-$8,301 NOT
cap gain +$3,609
Max even-money escape in the band~$2659 Oct 202622d left+$0.95/sh+$475
cycle +$960
[-$387…+$357] · 56% credit
81%
surv 76%
-$1,693 NOT
cap gain +$10,217
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2759 Oct 202622d left-$0.92/sh-$459
cycle +$26
[-$1,609…-$634]
90%
surv 88%
+$2,569 SAFE
cap gain +$14,479
budget: banked $485 debit $459 (95% used ≈ 0.3 wk of income) → whole cycle still +$26 cash · rolled 5 ct earn ≈ $840/mo while parked; 0 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$7,275/mo
vs 50% target ($3,134/mo)+132%
vs normal income ($6,268/mo)116% covered
Net income (after hedge)$6,352/mo
Downside budget
⚠ $252.50 is $18 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,451
… as % of IC ($33,960)24.9%
… as % of ML ($51,460)16.4%
Recovery months (at normal income)1.3 mo
Surgical close (5 ct)$-11,930
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $253.51 (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 $266.17 (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
$250-253.51
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
≥ $253.51
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$252.50 (≤1σ, normal week)$485$-8,744+$3,166+$330
+2.5%$258.81 (2.1σ)$-2,671$-8,621+$3,289-$2,826
+5%$265.12 (3.2σ)$-5,828$-8,498+$3,412-$5,982
SS (= V-bounce)$267.92 (3.7σ)$-7,225$-8,444+$3,466-$7,170
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $252.50): -$8,451
Total Position P&L @ SS: $-8,396 (+$3,514 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-7,170, the opportunity cost of earning $7,275/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.

📅 NEXT FRIDAY · 25 Sep 2026 · 9d · E[net] $676/mo

🎯 Engine pick: sell 5 × $255 (50% normal), 74% survival, breach 26%, $3,500/mo.
⚖️ Worth a safer step: the $257.50 rung (33% normal) lifts survival to 80% (breach 26% → 20%) for $967/mo less (28% 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 $257.50 rung, unless you need the income to cover the hedge bleed, or you expect AMZN to stay flat-to-down near term.
AMZN  spot $247.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $262.5025 Sep9d6.1%89%hist 86%22%hist 26%+4pp$312$1,040-$2,460$2,837
Sell 4 × $262.50 6.1% OTM over spot $247.34 25 Sep 2026 (9d, $0.83 mid)
= $312 credit for the 9d cycle → $1,040/mo projected
Survival (stays ≤ $262.50)
89%
Breach risk
11%
POP (stays ≤ $263.33)
90%
EV / mo
+$528
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
69% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-92/mo
median; plan ~$-63/mo after 68% keep · $-272 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.6], measured ONLY among the 69% of futures that got whole
🛡 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)
15%
Flat exit net (mid-life)
-$1,305
Free roll-up
none
Safest escape (by 9 Oct 2026)
$270 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.72/sh now → $4.04 mid-life (likely $3.37–$5.88)≈ $0 at expiry  |  you banked $0.78/sh, so a flat mid-life exit nets -$3.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 450 simulated challenges: the $262 strike is typically first touched on day 6 of 9, at $265 (overshoots $2.40). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2659 Oct 202618d left+$1.67/sh+$668
cycle +$980
[+$468…+$955] · 98% credit
70%
surv 58%
-$1,641 NOT
cap gain +$10,269
Max even-money escape in the band~$2652 Oct 202612d left+$0.18/sh+$72
cycle +$384
[-$139…+$287] · 57% credit
70%
surv 59%
-$2,238 NOT
cap gain +$9,672
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$26228 Sep 20268d left-$0.06/sh-$26
cycle +$286
[-$151…+$185] · 50% credit
65%
surv 51%
-$3,717 NOT
cap gain +$8,193
Safety roll (pay small debit, max POP)~$2709 Oct 202618d left-$0.27/sh-$108
cycle +$204
[-$446…+$126] · 36% credit
76%
surv 69%
-$86 NOT
cap gain +$11,824
budget: banked $312 debit $108 (35% used ≈ 0.5 wk of income) → whole cycle still +$204 cash · rolled 4 ct earn ≈ $2,515/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$1,040/mo
vs 50% target ($3,134/mo)-67%
vs normal income ($6,268/mo)17% covered
Net income (after hedge)$194/mo
Downside budget
⚠ $262.50 is $8 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,837
… as % of IC ($33,960)8.4%
… as % of ML ($51,460)5.5%
Recovery months (at normal income)0.5 mo
Surgical close (4 ct)$-9,548
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.78 collected) or spot ≥ $263.33 (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 $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $259.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$260-263.33
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
≥ $263.33
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$262.50 (1.3σ)$312$-3,691+$8,219+$188
+2.5%$269.06 (1.8σ)$-2,313$-3,063+$8,847-$1,812
+5%$275.62 (2.4σ)$-4,938$-2,935+$8,975-$1,812
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (4 × $262.50): -$2,837
− Conservative CC assignment net of premium (1 × $267.50): -$256
Total Position P&L @ SS: $-3,038 (+$8,872 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-1,812, the opportunity cost of earning $1,040/mo FIGHT income now)
33% normal ← lean5 × $257.5025 Sep9d4.1%80%hist 86%40%hist 39%+6pp$760$2,533-$967$5,676
Sell 5 × $257.50 4.1% OTM over spot $247.34 25 Sep 2026 (9d, $1.60 mid)
= $760 credit for the 9d cycle → $2,533/mo projected
Survival (stays ≤ $257.50)
80%
Breach risk
20%
POP (stays ≤ $259.11)
84%
EV / mo
+$994
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
73% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$597/mo
median; plan ~$406/mo after 68% keep · $1,332 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.9], measured ONLY among the 73% of futures that got whole
🛡 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)
30%
Flat exit net (mid-life)
-$1,223
Free roll-up
none
Safest escape (by 9 Oct 2026)
$270 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.61/sh now → $3.97 mid-life (likely $4.02–$6.19)≈ $0 at expiry  |  you banked $1.52/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 899 simulated challenges: the $258 strike is typically first touched on day 5 of 9, at $260 (overshoots $2.38). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2609 Oct 202618d left+$1.81/sh+$905
cycle +$1,665
[+$535…+$1,037] · 98% credit
70%
surv 58%
-$3,585 NOT
cap gain +$8,325
Max even-money escape in the band~$2602 Oct 202612d left+$0.31/sh+$153
cycle +$913
[-$187…+$214] · 47% credit
70%
surv 59%
-$4,337 NOT
cap gain +$7,573
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$25828 Sep 20268d left+$0.05/sh+$26
cycle +$786
[-$218…+$129] · 37% credit
65%
surv 51%
-$5,845 NOT
cap gain +$6,065
Safety roll (pay small debit, max POP)~$2709 Oct 202618d left-$1.45/sh-$725
cycle +$35
[-$1,384…-$723] · 4% credit
82%
surv 78%
-$20 NOT
cap gain +$11,890
budget: banked $760 debit $725 (95% used ≈ 1.2 wk of income) → whole cycle still +$35 cash · rolled 5 ct earn ≈ $2,098/mo while parked; 0 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$2,533/mo
vs 50% target ($3,134/mo)-19%
vs normal income ($6,268/mo)40% covered
Net income (after hedge)$1,610/mo
Downside budget
⚠ $257.50 is $13 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,676
… as % of IC ($33,960)16.7%
… as % of ML ($51,460)11.0%
Recovery months (at normal income)0.9 mo
Surgical close (5 ct)$-11,952
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.52 collected) or spot ≥ $259.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $258)); NOT the premium you collected. Momentum override: two daily closes above $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $254.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$255-259.11
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
≥ $259.11
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$257.50 (≤1σ, normal week)$760$-5,872+$6,038+$605
+2.5%$263.94 (1.4σ)$-2,459$-5,746+$6,164-$2,614
+5%$270.38 (1.9σ)$-5,678$-5,621+$6,289-$4,395
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $257.50): -$5,676
Total Position P&L @ SS: $-5,621 (+$6,289 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-4,395, the opportunity cost of earning $2,533/mo FIGHT income now)
🎯 50% normal5 × $25525 Sep9d3.1%74%hist 84%52%hist 44%+9pp$1,050$3,500$6,636
Sell 5 × $255 3.1% OTM over spot $247.34 25 Sep 2026 (9d, $2.17 mid)
= $1,050 credit for the 9d cycle → $3,500/mo projected
Survival (stays ≤ $255)
74%
Breach risk
26%
POP (stays ≤ $257.17)
80%
EV / mo
+$1,186
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
73% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$915/mo
median; plan ~$622/mo after 68% keep · $1,989 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-2.7], measured ONLY among the 73% of futures that got whole
🛡 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)
41%
Flat exit net (mid-life)
-$914
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$268 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.55/sh now → $3.93 mid-life (likely $4.34–$6.28)≈ $0 at expiry  |  you banked $2.10/sh, so a flat mid-life exit nets -$1.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,225 simulated challenges: the $255 strike is typically first touched on day 4 of 9, at $257 (overshoots $2.37). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2589 Oct 202618d left+$1.88/sh+$939
cycle +$1,989
[+$541…+$957] · 98% credit
70%
surv 58%
-$4,560 NOT
cap gain +$7,350
Max even-money escape in the band~$2582 Oct 202612d left+$0.37/sh+$183
cycle +$1,233
[-$182…+$175] · 44% credit
70%
surv 59%
-$5,315 NOT
cap gain +$6,595
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$25528 Sep 20268d left+$0.11/sh+$55
cycle +$1,105
[-$209…+$73] · 33% credit
65%
surv 51%
-$6,826 NOT
cap gain +$5,084
Up-and-out for even (raise the cap, free)~$25528 Sep 20268d left+$0.04/sh+$19
cycle +$1,069
[-$251…+$35] · 28% credit
66%
surv 51%
-$6,779 NOT
cap gain +$5,131
Safety roll (pay small debit, max POP)~$2689 Oct 202618d left-$1.39/sh-$693
cycle +$357
[-$1,390…-$808] · 3% credit
82%
surv 78%
-$997 NOT
cap gain +$10,913
budget: banked $1,050 debit $693 (66% used ≈ 0.9 wk of income) → whole cycle still +$357 cash · rolled 5 ct earn ≈ $2,118/mo while parked; 0 ct free to re-sell
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$3,500/mo
vs 50% target ($3,134/mo)+12%
vs normal income ($6,268/mo)56% covered
Net income (after hedge)$2,577/mo
Downside budget
⚠ $255 is $15 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,636
… as % of IC ($33,960)19.5%
… as % of ML ($51,460)12.9%
Recovery months (at normal income)1.1 mo
Surgical close (5 ct)$-11,945
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.10 collected) or spot ≥ $257.17 (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 $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $252.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$252-257.17
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
≥ $257.17
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$255.00 (≤1σ, normal week)$1,050$-6,881+$5,029+$895
+2.5%$261.38 (1.2σ)$-2,138$-6,756+$5,154-$2,292
+5%$267.75 (1.7σ)$-5,325$-6,632+$5,278-$5,355
SS (= V-bounce)$267.92 (1.7σ)$-5,410$-6,629+$5,281-$5,355
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $255): -$6,636
Total Position P&L @ SS: $-6,581 (+$5,329 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-5,355, the opportunity cost of earning $3,500/mo FIGHT income now)
100% normal5 × $25025 Sep9d1.1%60%hist 70%82%hist 79%+13pp$1,900$6,333+$2,833$8,286
Sell 5 × $250 1.1% OTM over spot $247.34 25 Sep 2026 (9d, $3.92 mid)
= $1,900 credit for the 9d cycle → $6,333/mo projected
Survival (stays ≤ $250)
60%
Breach risk
40%
POP (stays ≤ $253.93)
71%
EV / mo
+$1,501
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
80% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~3.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,579/mo
median; plan ~$1,073/mo after 68% keep · $2,655 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.4-2.6], measured ONLY among the 80% of futures that got whole
🛡 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)
-$25
Free roll-up
+$0/wk
Safest escape (by 9 Oct 2026)
$273 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.45/sh now → $3.85 mid-life (likely $5.13–$6.96)≈ $0 at expiry  |  you banked $3.80/sh, so a flat mid-life exit nets -$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,011 simulated challenges: the $250 strike is typically first touched on day 3 of 9, at $252 (overshoots $2.49). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2539 Oct 202618d left+$2.01/sh+$1,003
cycle +$2,903
[+$485…+$768] · 98% credit
70%
surv 58%
-$6,243 NOT
cap gain +$5,667
Roll out (same strike, buy time)~$25028 Sep 20268d left+$0.22/sh+$110
cycle +$2,010
[-$240…-$46] · 20% credit
65%
surv 51%
-$8,518 NOT
cap gain +$3,392
Up-and-out for even (raise the cap, free)~$25028 Sep 20268d left+$0.15/sh+$74
cycle +$1,974
[-$282…-$87] · 16% credit
66%
surv 51%
-$8,471 NOT
cap gain +$3,439
Max even-money escape in the band~$2589 Oct 202618d left+$0.06/sh+$30
cycle +$1,930
[-$687…-$280] · 10% credit
76%
surv 69%
-$4,619 NOT
cap gain +$7,291
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2739 Oct 202618d left-$2.93/sh-$1,464
cycle +$436
[-$2,702…-$1,958]
91%
surv 91%
+$1,680 SAFE
cap gain +$13,590
budget: banked $1,900 debit $1,464 (77% used ≈ 1.0 wk of income) → whole cycle still +$436 cash · rolled 5 ct earn ≈ $769/mo while parked; 0 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$6,333/mo
vs 50% target ($3,134/mo)+102%
vs normal income ($6,268/mo)101% covered
Net income (after hedge)$5,410/mo
Downside budget
⚠ $250 is $20 below CC-SS $270.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,286
… as % of IC ($33,960)24.4%
… as % of ML ($51,460)16.1%
Recovery months (at normal income)1.3 mo
Surgical close (5 ct)$-11,972
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.95/sh (~25% of the $3.80 collected) or spot ≥ $253.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $250)); NOT the premium you collected. Momentum override: two daily closes above $266.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $247.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$248-253.93
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
≥ $253.93
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$250.00 (≤1σ, normal week)$1,900$-8,628+$3,282+$1,745
+2.5%$256.25 (≤1σ, normal week)$-1,225$-8,506+$3,404-$1,380
+5%$262.50 (1.3σ)$-4,350$-8,384+$3,526-$4,505
SS (= V-bounce)$267.92 (1.7σ)$-7,060$-8,279+$3,631-$7,005
V-BOUNCE STRESS (stock → CC-SS $270.37, where you are whole again, by expiry)
Starting unrealized P&L: $-11,910
+ Fortress recovery (un-capped): +$11,965
− CC assignment net of premium (5 × $250): -$8,286
Total Position P&L @ SS: $-8,231 (+$3,679 vs today)
Do-nothing baseline at SS: $-1,226 (this trade vs do-nothing: $-7,005, the opportunity cost of earning $6,333/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 (40 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (8 expiries scanned, 40 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: 1.039 (IBKR)  |  Recovery@SS: +$11,965 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,226

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2552d18 Sep 2026$0.544/5$3,240$2,39487%89%+$1,738-$5,93317.5%$-6,134 (vs do-nothing $-4,908)
$252.502d18 Sep 2026$0.973/5$4,365$3,59778%82%+$1,835-$5,07114.9%$-5,528 (vs do-nothing $-4,302)
$2559d25 Sep 2026$2.105/5$3,500$2,57774%80%+$1,186-$6,63619.5%$-6,581 (vs do-nothing $-5,355)
$252.505d21 Sep 2026$1.414/5$3,384$2,53874%79%+$1,148-$6,58519.4%$-6,786 (vs do-nothing $-5,560)
$252.507d23 Sep 2026$2.064/5$3,531$2,68670%76%+$852-$6,32518.6%$-6,526 (vs do-nothing $-5,300)
$25516d2 Oct 2026$3.505/5$3,281$2,35869%77%+$984-$5,93617.5%$-5,881 (vs do-nothing $-4,655)
$252.509d25 Sep 2026$2.844/5$3,787$2,94167%76%+$1,073-$6,01317.7%$-6,214 (vs do-nothing $-4,988)
$252.5012d28 Sep 2026$2.955/5$3,688$2,76466%75%+$739-$7,46122.0%$-7,406 (vs do-nothing $-6,180)
$2502d18 Sep 2026$1.702/5$5,100$4,40966%75%+$1,639-$3,73411.0%$-4,448 (vs do-nothing $-3,222)
$252.5014d30 Sep 2026$3.605/5$3,857$2,93465%74%+$871-$7,13621.0%$-7,081 (vs do-nothing $-5,855)
$252.5016d2 Oct 2026$4.304/5$3,225$2,37964%74%+$808-$5,42916.0%$-5,630 (vs do-nothing $-4,404)
$2505d21 Sep 2026$2.213/5$3,978$3,21063%73%+$1,035-$5,44916.0%$-5,906 (vs do-nothing $-4,680)
$2507d23 Sep 2026$2.993/5$3,844$3,07661%72%+$801-$5,21515.4%$-5,672 (vs do-nothing $-4,446)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2509d25 Sep 2026$3.803/5$3,800$3,03260%71%+$901-$4,97214.6%$-5,429 (vs do-nothing $-4,203)
$25012d28 Sep 2026$3.804/5$3,800$2,95459%71%+$527-$6,62919.5%$-6,830 (vs do-nothing $-5,604)
$25014d30 Sep 2026$4.654/5$3,986$3,14058%71%+$793-$6,28918.5%$-6,490 (vs do-nothing $-5,264)
$25016d2 Oct 2026$5.354/5$4,012$3,16758%71%+$880-$6,00917.7%$-6,210 (vs do-nothing $-4,984)
$25023d9 Oct 2026$6.704/5$3,496$2,65057%70%+$756-$5,46916.1%$-5,670 (vs do-nothing $-4,444)
$247.5016d2 Oct 2026$6.553/5$3,684$2,91652%68%+$704-$4,89714.4%$-5,354 (vs do-nothing $-4,128)
$247.5014d30 Sep 2026$5.853/5$3,761$2,99352%68%+$630-$5,10715.0%$-5,564 (vs do-nothing $-4,338)
$247.5012d28 Sep 2026$5.103/5$3,825$3,05752%67%+$514-$5,33215.7%$-5,789 (vs do-nothing $-4,563)
$247.509d25 Sep 2026$4.952/5$3,300$2,60952%68%+$628-$3,58410.6%$-4,298 (vs do-nothing $-3,072)
$247.502d18 Sep 2026$2.791/5$4,185$3,57252%68%+$959-$2,0085.9%$-2,978 (vs do-nothing $-1,752)
$247.507d23 Sep 2026$4.102/5$3,514$2,82451%67%+$560-$3,75411.1%$-4,468 (vs do-nothing $-3,242)
$247.505d21 Sep 2026$3.252/5$3,900$3,20951%68%+$672-$3,92411.6%$-4,638 (vs do-nothing $-3,412)
$24523d9 Oct 2026$9.153/5$3,580$2,81247%66%+$558-$4,86714.3%$-5,324 (vs do-nothing $-4,098)
$24516d2 Oct 2026$7.853/5$4,416$3,64845%65%+$682-$5,25715.5%$-5,714 (vs do-nothing $-4,488)
$24514d30 Sep 2026$7.153/5$4,596$3,82845%65%+$594-$5,46716.1%$-5,924 (vs do-nothing $-4,698)
$24512d28 Sep 2026$6.203/5$4,650$3,88244%64%+$311-$5,75216.9%$-6,209 (vs do-nothing $-4,983)
$2459d25 Sep 2026$6.202/5$4,133$3,44343%64%+$552-$3,83411.3%$-4,548 (vs do-nothing $-3,322)
$2457d23 Sep 2026$5.252/5$4,500$3,80942%63%+$370-$4,02411.9%$-4,738 (vs do-nothing $-3,512)
$2455d21 Sep 2026$4.652/5$5,580$4,88939%63%+$636-$4,14412.2%$-4,858 (vs do-nothing $-3,632)
$242.5016d2 Oct 2026$9.402/5$3,525$2,83439%63%+$462-$3,69410.9%$-4,408 (vs do-nothing $-3,182)
$242.5014d30 Sep 2026$8.652/5$3,707$3,01738%62%+$370-$3,84411.3%$-4,558 (vs do-nothing $-3,332)
$242.5012d28 Sep 2026$7.752/5$3,875$3,18437%61%+$186-$4,02411.9%$-4,738 (vs do-nothing $-3,512)
$2452d18 Sep 2026$4.201/5$6,300$5,68737%63%+$902-$2,1176.2%$-3,087 (vs do-nothing $-1,861)
$242.509d25 Sep 2026$7.852/5$5,233$4,54335%61%+$578-$4,00411.8%$-4,718 (vs do-nothing $-3,492)
$242.507d23 Sep 2026$6.802/5$5,829$5,13833%60%+$281-$4,21412.4%$-4,928 (vs do-nothing $-3,702)
$242.505d21 Sep 2026$6.351/5$3,810$3,19729%59%+$274-$2,1526.3%$-3,122 (vs do-nothing $-1,896)
$242.502d18 Sep 2026$5.901/5$8,850$8,23724%58%+$661-$2,1976.5%$-3,167 (vs do-nothing $-1,941)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 5 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-16 21:50