FORTRESS FIGHT: AMZN @ $250.84

BE SS: $267.92  |  CC-SS: $270.33  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-17 21:49

AMZN @ $250.84   UNDERWATER $17.08 (6.4% below BE SS)

5 contracts (500 sh)  |  BE SS: $267.92  |  CC-SS: $270.33 (banked floor $268.55)  |  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$5,262/mo75% ann ROI on ML
Hedge rolling cost$809/mo
Unrealized P&L$-10,173fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,631/mo
HEDGE COVER
$809/mo
NORMAL INCOME
$5,262/mo (ATM CC, chain)
IC VELOCITY
6.5 mo to earn back $33,960
ML VELOCITY
9.8 mo to earn back $51,460
Deep drawdown confirmed: a CC at CC-SS $270.33 (probe: $270C 13d) brings only $485/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)
$9,193
was $10,173 · 10% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$270.33 → $268.55
? 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 42 (live) · RSI 50 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 48 · %B 24 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $281.39 (+12%) · daily UBB $265.76 · 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: 5 contracts at $257.50 / 8d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($2,631/mo); it brings $3,169/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 × $252.50/8d for $6,188/mo, but breach risk rises to 43% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $275/22d (90% survival, $586/mo).
Downside anchor: the primary mortgages $5,572 (16% of IC) ONLY on a full V-bounce all the way to SS $268, recoverable in 1.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-10,198 and cuts bleed by $809/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: NEXT FRIDAY · 25 Sep 2026 (8d) · sell 5 × $257.50, 74% survival, $3,169/mo (E[net] $442/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆25 Sep 2026 · 8d5 × $257.5074%$3,169$442
E[net] arithmetic on the grand pick: keep $845 with probability 57%; on the 43% touch you roll, paying $1,520 to close and taking $690 back from the best priced door (net cash $829) 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.

📅 NEXT FRIDAY · 25 Sep 2026 · 8d · E[net] $442/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $257.50 (50% normal), 74% survival, breach 26%, $3,169/mo.
⚖️ Worth a safer step: the $260 rung (33% normal) lifts survival to 80% (breach 26% → 20%) for $1,399/mo less (44% 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 $260 rung, unless you need the income to cover the hedge bleed, or you expect AMZN to stay flat-to-down near term.
AMZN  spot $250.84 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $26525 Sep8d5.6%90%hist 96%20%hist 26%+2pp$260$975-$2,194$2,407
Sell 5 × $265 5.6% OTM over spot $250.84 25 Sep 2026 (8d, $0.54 mid)
= $260 credit for the 8d cycle → $975/mo projected
Survival (stays ≤ $265)
90%
Breach risk
10%
POP (stays ≤ $265.55)
91%
EV / mo
+$436
📈 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
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-63/mo
median; plan ~$-43/mo after 68% keep · $-117 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.6], 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)
15%
Flat exit net (mid-life)
-$1,304
Free roll-up
none
Safest escape (by 9 Oct 2026)
$274 @ 79% POP
73% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.42/sh now → $3.13 mid-life (likely $2.72–$4.76)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$2.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 438 simulated challenges: the $265 strike is typically first touched on day 6 of 8, at $267 (overshoots $2.47). 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
Max even-money escape in the band~$2699 Oct 202618d left+$1.19/sh+$595
cycle +$855
[+$395…+$859] · 96% credit
72%
surv 62%
+$402 SAFE
cap gain +$10,574
reaches SS ✓
Roll out (same strike, buy time)~$26528 Sep 20267d left+$0.21/sh+$107
cycle +$367
[+$14…+$303] · 78% credit
64%
surv 51%
-$2,294 NOT
cap gain +$7,879
Safety roll (pay small debit, max POP)~$2749 Oct 202618d left-$0.43/sh-$215
cycle +$45
[-$605…-$14] · 24% credit
79%
surv 73%
+$2,244 SAFE
cap gain +$12,417
budget: banked $260 debit $215 (83% used ≈ 1.0 wk of income) → whole cycle still +$45 cash · rolled 5 ct earn ≈ $2,249/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$975/mo
vs 50% target ($2,631/mo)-63%
vs normal income ($5,262/mo)19% covered
Net income (after hedge)$166/mo
Downside budget
⚠ $265 is $5 below CC-SS $270.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,407
… as % of IC ($33,960)7.1%
… as % of ML ($51,460)4.7%
Recovery months (at normal income)0.5 mo
Surgical close (5 ct)$-10,185
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $265.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $265)); NOT the premium you collected. Momentum override: two daily closes above $265.76 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $262.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$262-265.55
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
≥ $265.55
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$265.00 (1.4σ)$260$-2,401+$7,772+$75
+2.5%$271.62 (2.0σ)$-3,052$-2,199+$7,974-$1,175
+5%$278.25 (2.6σ)$-6,365$-1,996+$8,176-$1,175
V-BOUNCE STRESS (stock → CC-SS $270.33, where you are whole again, by expiry)
Starting unrealized P&L: $-10,173
+ Fortress recovery (un-capped): +$10,342
− CC assignment net of premium (5 × $265): -$2,407
Total Position P&L @ SS: $-2,238 (+$7,935 vs today)
Do-nothing baseline at SS: $-1,063 (this trade vs do-nothing: $-1,175, the opportunity cost of earning $975/mo FIGHT income now)
33% normal ← lean4 × $26025 Sep8d3.7%80%hist 86%39%hist 30%+3pp$472$1,770-$1,399$3,662
Sell 4 × $260 3.7% OTM over spot $250.84 25 Sep 2026 (8d, $1.20 mid)
= $472 credit for the 8d cycle → $1,770/mo projected
Survival (stays ≤ $260)
80%
Breach risk
20%
POP (stays ≤ $261.20)
83%
EV / mo
+$577
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
77% whole by 9mo vs 74% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$429/mo
median; plan ~$292/mo after 68% keep · $687 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.0], measured ONLY among the 77% 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)
29%
Flat exit net (mid-life)
-$755
Free roll-up
none
Safest escape (by 9 Oct 2026)
$269 @ 78% POP
73% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.34/sh now → $3.07 mid-life (likely $3.24–$5.00)≈ $0 at expiry  |  you banked $1.18/sh, so a flat mid-life exit nets -$1.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 871 simulated challenges: the $260 strike is typically first touched on day 4 of 8, at $262 (overshoots $2.35). 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
Max even-money escape in the band~$2649 Oct 202618d left+$1.32/sh+$528
cycle +$1,000
[+$299…+$581] · 97% credit
72%
surv 62%
-$2,070 NOT
cap gain +$8,103
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$26028 Sep 20267d left+$0.31/sh+$125
cycle +$597
[-$4…+$176] · 74% credit
64%
surv 51%
-$4,679 NOT
cap gain +$5,493
Safety roll (pay small debit, max POP)~$2699 Oct 202618d left-$0.31/sh-$123
cycle +$349
[-$494…-$132] · 15% credit
78%
surv 73%
-$234 NOT
cap gain +$9,939
budget: banked $472 debit $123 (26% used ≈ 0.3 wk of income) → whole cycle still +$349 cash · rolled 4 ct earn ≈ $1,841/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$1,770/mo
vs 50% target ($2,631/mo)-33%
vs normal income ($5,262/mo)34% covered
Net income (after hedge)$1,062/mo
Downside budget
⚠ $260 is $10 below CC-SS $270.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,662
… as % of IC ($33,960)10.8%
… as % of ML ($51,460)7.1%
Recovery months (at normal income)0.7 mo
Surgical close (4 ct)$-8,146
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.18 collected) or spot ≥ $261.20 (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 $265.76 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $257.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$257-261.20
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
≥ $261.20
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$260.00 (≤1σ, normal week)$472$-4,804+$5,368+$324
+2.5%$266.50 (1.5σ)$-2,128$-3,956+$6,217-$2,276
+5%$273.00 (2.1σ)$-4,728$-3,658+$6,515-$2,676
V-BOUNCE STRESS (stock → CC-SS $270.33, where you are whole again, by expiry)
Starting unrealized P&L: $-10,173
+ Fortress recovery (un-capped): +$10,342
− CC assignment net of premium (4 × $260): -$3,662
− Conservative CC assignment net of premium (1 × $267.50): -$246
Total Position P&L @ SS: $-3,739 (+$6,434 vs today)
Do-nothing baseline at SS: $-1,063 (this trade vs do-nothing: $-2,676, the opportunity cost of earning $1,770/mo FIGHT income now)
🎯 50% normal5 × $257.5025 Sep8d2.7%74%hist 84%53%hist 44%+6pp$845$3,169$5,572
Sell 5 × $257.50 2.7% OTM over spot $250.84 25 Sep 2026 (8d, $1.74 mid)
= $845 credit for the 8d cycle → $3,169/mo projected
Survival (stays ≤ $257.50)
74%
Breach risk
26%
POP (stays ≤ $259.24)
79%
EV / mo
+$787
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
77% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$890/mo
median; plan ~$605/mo after 68% keep · $1,567 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.5], measured ONLY among the 77% 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)
43%
Flat exit net (mid-life)
-$675
Free roll-up
none
Safest escape (by 9 Oct 2026)
$272 @ 85% POP
82% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.30/sh now → $3.04 mid-life (likely $3.34–$5.00)≈ $0 at expiry  |  you banked $1.69/sh, so a flat mid-life exit nets -$1.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,303 simulated challenges: the $258 strike is typically first touched on day 4 of 8, at $260 (overshoots $2.21). 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
Max even-money escape in the band~$2629 Oct 202618d left+$1.38/sh+$690
cycle +$1,535
[+$381…+$692] · 97% credit
72%
surv 62%
-$2,897 NOT
cap gain +$7,275
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 20267d left+$0.36/sh+$180
cycle +$1,025
[-$3…+$204] · 74% credit
64%
surv 51%
-$5,615 NOT
cap gain +$4,558
Safety roll (pay small debit, max POP)~$2729 Oct 202618d left-$1.31/sh-$655
cycle +$190
[-$1,268…-$748] · 1% credit
85%
surv 82%
+$1,063 SAFE
cap gain +$11,235
budget: banked $845 debit $655 (77% used ≈ 0.9 wk of income) → whole cycle still +$190 cash · rolled 5 ct earn ≈ $1,442/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$3,169/mo
vs 50% target ($2,631/mo)+20%
vs normal income ($5,262/mo)60% covered
Net income (after hedge)$2,360/mo
Downside budget
⚠ $257.50 is $13 below CC-SS $270.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,572
… as % of IC ($33,960)16.4%
… as % of ML ($51,460)10.8%
Recovery months (at normal income)1.1 mo
Surgical close (5 ct)$-10,198
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.69 collected) or spot ≥ $259.24 (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 $265.76 (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
$255-259.24
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
≥ $259.24
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$257.50 (≤1σ, normal week)$845$-5,794+$4,378+$660
+2.5%$263.94 (1.3σ)$-2,374$-5,598+$4,574-$2,559
+5%$270.38 (1.9σ)$-5,592$-5,402+$4,771-$4,340
V-BOUNCE STRESS (stock → CC-SS $270.33, where you are whole again, by expiry)
Starting unrealized P&L: $-10,173
+ Fortress recovery (un-capped): +$10,342
− CC assignment net of premium (5 × $257.50): -$5,572
Total Position P&L @ SS: $-5,403 (+$4,770 vs today)
Do-nothing baseline at SS: $-1,063 (this trade vs do-nothing: $-4,340, the opportunity cost of earning $3,169/mo FIGHT income now)
100% normal5 × $252.5025 Sep8d0.7%57%hist 70%87%hist 79%+12pp$1,650$6,188+$3,019$7,267
Sell 5 × $252.50 0.7% OTM over spot $250.84 25 Sep 2026 (8d, $3.42 mid)
= $1,650 credit for the 8d cycle → $6,188/mo projected
Survival (stays ≤ $252.50)
57%
Breach risk
43%
POP (stays ≤ $255.93)
69%
EV / mo
+$776
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
80% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,500/mo
median; plan ~$1,020/mo after 68% keep · $2,006 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 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)
71%
Flat exit net (mid-life)
+$160
Free roll-up
none
Safest escape (by 2 Oct 2026)
$269 @ 92% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.21/sh now → $2.98 mid-life (likely $4.02–$5.60)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets +$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,117 simulated challenges: the $252 strike is typically first touched on day 2 of 8, at $255 (overshoots $2.42). 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%)~$2579 Oct 202618d left+$1.50/sh+$749
cycle +$2,399
[+$332…+$554] · 97% credit
72%
surv 62%
-$4,686 NOT
cap gain +$5,487
Roll out (same strike, buy time)~$25228 Sep 20267d left+$0.45/sh+$226
cycle +$1,876
[-$20…+$109] · 69% credit
64%
surv 51%
-$7,416 NOT
cap gain +$2,756
Max even-money escape in the band~$2572 Oct 202611d left+$0.08/sh+$41
cycle +$1,691
[-$373…-$149] · 11% credit
73%
surv 64%
-$5,394 NOT
cap gain +$4,778
SS $268 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2692 Oct 202611d left-$2.39/sh-$1,196
cycle +$454
[-$2,151…-$1,571]
92%
surv 91%
+$1 SAFE
cap gain +$10,173
budget: banked $1,650 debit $1,196 (72% used ≈ 0.8 wk of income) → whole cycle still +$454 cash · rolled 5 ct earn ≈ $803/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$6,188/mo
vs 50% target ($2,631/mo)+135%
vs normal income ($5,262/mo)118% covered
Net income (after hedge)$5,379/mo
Downside budget
⚠ $252.50 is $18 below CC-SS $270.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,267
… as % of IC ($33,960)21.4%
… as % of ML ($51,460)14.1%
Recovery months (at normal income)1.4 mo
Surgical close (5 ct)$-10,235
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 ≥ $255.93 (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 $265.76 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $249.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$250-255.93
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
≥ $255.93
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$252.50 (≤1σ, normal week)$1,650$-7,642+$2,531+$1,465
+2.5%$258.81 (≤1σ, normal week)$-1,506$-7,449+$2,723-$1,691
+5%$265.12 (1.4σ)$-4,662$-7,257+$2,916-$4,848
SS (= V-bounce)$267.92 (1.6σ)$-6,060$-7,172+$3,001-$6,035
V-BOUNCE STRESS (stock → CC-SS $270.33, where you are whole again, by expiry)
Starting unrealized P&L: $-10,173
+ Fortress recovery (un-capped): +$10,342
− CC assignment net of premium (5 × $252.50): -$7,267
Total Position P&L @ SS: $-7,098 (+$3,075 vs today)
Do-nothing baseline at SS: $-1,063 (this trade vs do-nothing: $-6,035, the opportunity cost of earning $6,188/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 (30 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (7 expiries scanned, 30 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: 1.061 (IBKR)  |  Recovery@SS: +$10,342 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,063

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$257.506d23 Sep 2026$1.095/5$2,725$1,91677%81%+$674-$5,87217.3%$-5,703 (vs do-nothing $-4,640)
$2554d21 Sep 2026$0.924/5$2,760$2,05274%79%+$622-$5,76617.0%$-5,843 (vs do-nothing $-4,780)
$257.508d25 Sep 2026$1.695/5$3,169$2,36074%79%+$787-$5,57216.4%$-5,403 (vs do-nothing $-4,340)
$257.5013d30 Sep 2026$2.355/5$2,712$1,90370%76%+$377-$5,24215.4%$-5,073 (vs do-nothing $-4,010)
$257.5015d2 Oct 2026$3.005/5$3,000$2,19169%76%+$723-$4,91714.5%$-4,748 (vs do-nothing $-3,685)
$2556d23 Sep 2026$1.684/5$3,360$2,65269%75%+$569-$5,46216.1%$-5,539 (vs do-nothing $-4,476)
$2558d25 Sep 2026$2.423/5$2,722$2,11666%74%+$525-$3,87411.4%$-4,198 (vs do-nothing $-3,135)
$25511d28 Sep 2026$2.754/5$3,000$2,29264%73%+$414-$5,03414.8%$-5,111 (vs do-nothing $-4,048)
$25513d30 Sep 2026$3.154/5$2,908$2,20063%72%+$321-$4,87414.4%$-4,951 (vs do-nothing $-3,888)
$25515d2 Oct 2026$3.854/5$3,080$2,37262%72%+$616-$4,59413.5%$-4,671 (vs do-nothing $-3,608)
$25522d9 Oct 2026$5.154/5$2,809$2,10161%72%+$593-$4,07412.0%$-4,151 (vs do-nothing $-3,088)
$252.504d21 Sep 2026$1.643/5$3,690$3,08361%70%+$411-$4,85814.3%$-5,182 (vs do-nothing $-4,119)
$252.506d23 Sep 2026$2.533/5$3,795$3,18858%69%+$406-$4,59113.5%$-4,915 (vs do-nothing $-3,852)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$252.508d25 Sep 2026$3.303/5$3,712$3,10657%69%+$465-$4,36012.8%$-4,684 (vs do-nothing $-3,621)
$252.5011d28 Sep 2026$3.653/5$2,986$2,38056%69%+$257-$4,25512.5%$-4,579 (vs do-nothing $-3,516)
$252.5013d30 Sep 2026$4.103/5$2,838$2,23256%68%+$211-$4,12012.1%$-4,444 (vs do-nothing $-3,381)
$252.5015d2 Oct 2026$4.903/5$2,940$2,33356%69%+$497-$3,88011.4%$-4,204 (vs do-nothing $-3,141)
$25022d9 Oct 2026$7.403/5$3,027$2,42049%66%+$457-$3,88011.4%$-4,204 (vs do-nothing $-3,141)
$25015d2 Oct 2026$6.053/5$3,630$3,02349%66%+$471-$4,28512.6%$-4,609 (vs do-nothing $-3,546)
$25013d30 Sep 2026$5.403/5$3,738$3,13249%65%+$266-$4,48013.2%$-4,804 (vs do-nothing $-3,741)
$25011d28 Sep 2026$4.653/5$3,805$3,19848%65%+$81-$4,70513.9%$-5,029 (vs do-nothing $-3,966)
$2508d25 Sep 2026$4.502/5$3,375$2,86948%64%+$303-$3,1679.3%$-3,737 (vs do-nothing $-2,674)
$2506d23 Sep 2026$3.652/5$3,650$3,14447%64%+$191-$3,3379.8%$-3,907 (vs do-nothing $-2,844)
$2504d21 Sep 2026$2.722/5$4,080$3,57445%62%+$85-$3,52310.4%$-4,093 (vs do-nothing $-3,030)
$247.5015d2 Oct 2026$7.402/5$2,960$2,45442%63%+$295-$3,0879.1%$-3,657 (vs do-nothing $-2,594)
$247.5013d30 Sep 2026$6.602/5$3,046$2,54041%62%+$63-$3,2479.6%$-3,817 (vs do-nothing $-2,754)
$247.5011d28 Sep 2026$5.952/5$3,245$2,74040%61%$-36-$3,3779.9%$-3,947 (vs do-nothing $-2,884)
$247.508d25 Sep 2026$5.852/5$4,388$3,88239%60%+$197-$3,39710.0%$-3,967 (vs do-nothing $-2,904)
$247.506d23 Sep 2026$5.052/5$5,050$4,54436%59%+$49-$3,55710.5%$-4,127 (vs do-nothing $-3,064)
$247.504d21 Sep 2026$4.151/5$3,113$2,70831%56%$-132-$1,8685.5%$-2,685 (vs do-nothing $-1,622)

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  |  2026-09-17 21:49