FORTRESS FIGHT: APP @ $312.23

BE SS: $588.00  |  CC-SS: $608.96  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-04 21:36

APP @ $312.23   UNDERWATER $275.77 (46.9% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $608.96 (banked floor $589.11)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $460 exp 2028-01-21 (entry $287.732/sh)
SP: $540 exp 2028-01-21 (entry $160.484/sh)
HP: $185 exp 2026-11-20 (entry $2.582/sh)

Economics

Max Loss$48,300(ND $128.00 + SW $355) x 100
Normal income ref$2,507/mo95% ann ROI on ML
Hedge rolling cost$92/mo
Unrealized P&L$-31,638fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,254/mo
HEDGE COVER
$92/mo
NORMAL INCOME
$2,507/mo (ATM CC, chain)
IC VELOCITY
5.1 mo to earn back $12,800
ML VELOCITY
19.3 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $608.96 in the fetched chain; the deepest available is $440C (14d, $11/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; 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 2026-07-02
$2,111
Hole (after banked)
$29,527
was $31,638 · 7% earned back
Cycles closed
6
Credit in flight
$237
CC-SS · banked floor (info)
$608.96 → $589.11
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
1x $360C 4 Sep 2026U18827291$2.37$2372026-08-19
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 12 (live) · RSI 37 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 37 · %B 55 · hist rising (nightly)
LEVELS20W MA (bounce target) $441.02 (+41%) · daily UBB $321.10 · 1-wk expected move ±$23 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $325 / 7d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($1,254/mo); it brings $1,457/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 1 × $315/7d for $2,914/mo, but breach risk rises to 44% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $355/7d (96% survival, $107/mo).
Downside anchor: the primary mortgages $28,056 (219% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 11.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-31,738 and cuts bleed by $92/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 1 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 · 11 Sep 2026 (7d) · sell 1 × $325, 72% survival, $1,457/mo (E[net] $-275/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆11 Sep 2026 · 7d1 × $32572%$1,457$-275
E[net] arithmetic on the grand pick: keep $340 with probability 56%; on the 44% touch you roll, paying $822 to close and taking $237 back from the best priced door (net cash $584) 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 · 11 Sep 2026 · 7d · E[net] $-275/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $325 (50% normal), 72% survival, breach 28%, $1,457/mo.
⚖️ Worth a safer step: the $332.50 rung (33% normal) lifts survival to 81% (breach 28% → 19%) for $514/mo less (35% 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 $332.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $312.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $35511 Sep7d13.7%96%hist 96%7%hist 2%+1pp$25$107-$1,350$25,371
Sell 1 × $355 13.7% OTM over spot $312.23 11 Sep 2026 (7d, $0.62 mid)
= $25 credit for the 7d cycle → $107/mo projected
Survival (stays ≤ $355)
96%
Breach risk
4%
POP (stays ≤ $355.62)
97%
EV / mo
+$43
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
11% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$0/mo
median; plan ~$0/mo after 68% keep · $1 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo, measured ONLY among the 11% 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)
5%
Flat exit net (mid-life)
-$873
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$373 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.69/sh now → $8.98 mid-life (likely $5.98–$11.18)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$8.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 144 simulated challenges: the $355 strike is typically first touched on day 6 of 7, at $360 (overshoots $5.25). 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 (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$35518 Sep 202610d left+$1.46/sh+$146
cycle +$171
[+$148…+$400] · 85% credit
66%
surv 52%
-$26,805 NOT
cap gain +$4,833
Up-and-out for even (raise the cap, free)~$35818 Sep 202610d left+$0.67/sh+$67
cycle +$92
[+$58…+$308] · 79% credit
68%
surv 55%
-$26,581 NOT
cap gain +$5,056
Max even-money escape in the band~$3732 Oct 202624d left+$0.35/sh+$35
cycle +$60
[-$45…+$313] · 72% credit
75%
surv 68%
-$24,979 NOT
cap gain +$6,659
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
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$107/mo
vs 50% target ($1,254/mo)-91%
vs normal income ($2,507/mo)4% covered
Net income (after hedge)$16/mo
Downside budget
⚠ $355 is $254 below CC-SS $608.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,371
… as % of IC ($12,800)198.2%
… as % of ML ($48,300)52.5%
Recovery months (at normal income)10.1 mo
Surgical close (1 ct)$-31,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $355.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $355)); NOT the premium you collected. Momentum override: two daily closes above $321.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $351.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$351-355.62
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
≥ $355.62
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$355.00 (1.9σ)$25$-26,951+$4,687+$20
+2.5%$363.87 (2.3σ)$-862$-26,871+$4,767-$867
+5%$372.75 (2.6σ)$-1,750$-26,791+$4,847-$1,755
SS (= V-bounce)$588.00 (12.0σ)$-23,275$-24,854+$6,784-$8,480
V-BOUNCE STRESS (stock → CC-SS $608.96, where you are whole again, by expiry)
Starting unrealized P&L: $-31,638
+ Fortress recovery (un-capped): +$32,343
− CC assignment net of premium (1 × $355): -$25,371
Total Position P&L @ SS: $-24,665 (+$6,973 vs today)
Do-nothing baseline at SS: $-16,185 (this trade vs do-nothing: $-8,480, the opportunity cost of earning $107/mo FIGHT income now)
BB-reversion stress (→ $441.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,577, position total $-26,176 (+$5,461 vs today)
🛡 safe yield1 × $342.5011 Sep7d9.7%90%hist 96%20%hist 13%+1pp$85$364-$1,093$26,561
Sell 1 × $342.50 9.7% OTM over spot $312.23 11 Sep 2026 (7d, $2.92 mid)
= $85 credit for the 7d cycle → $364/mo projected
Survival (stays ≤ $342.50)
90%
Breach risk
10%
POP (stays ≤ $345.43)
92%
EV / mo
+$100
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
10% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$172/mo
median; plan ~$117/mo after 68% keep · $1,490 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo, measured ONLY among the 10% 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)
-$781
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$365 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.25/sh now → $8.66 mid-life (likely $7.35–$13.01)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$7.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 406 simulated challenges: the $342 strike is typically first touched on day 5 of 7, at $348 (overshoots $5.14). 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 (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34218 Sep 202610d left+$1.75/sh+$175
cycle +$260
[+$40…+$307] · 83% credit
66%
surv 52%
-$28,078 NOT
cap gain +$3,559
Reliable up-and-out (highest cap still free ≥60%)~$3552 Oct 202624d left+$2.03/sh+$203
cycle +$288
[-$15…+$342] · 73% credit
72%
surv 64%
-$26,658 NOT
cap gain +$4,980
Up-and-out for even (raise the cap, free)~$34518 Sep 202610d left+$0.96/sh+$96
cycle +$181
[-$47…+$220] · 65% credit
68%
surv 56%
-$27,855 NOT
cap gain +$3,783
Max even-money escape in the band~$3602 Oct 202624d left+$0.64/sh+$64
cycle +$149
[-$174…+$199] · 54% credit
75%
surv 68%
-$26,252 NOT
cap gain +$5,385
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3652 Oct 202624d left-$0.38/sh-$38
cycle +$47
[-$292…+$96] · 37% credit
77%
surv 72%
-$25,809 NOT
cap gain +$5,829
budget: banked $85 debit $38 (44% used ≈ 0.4 wk of income) → whole cycle still +$47 cash · rolled 1 ct earn ≈ $1,035/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$364/mo
vs 50% target ($1,254/mo)-71%
vs normal income ($2,507/mo)15% covered
Net income (after hedge)$273/mo
Downside budget
⚠ $342.50 is $266 below CC-SS $608.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,561
… as % of IC ($12,800)207.5%
… as % of ML ($48,300)55.0%
Recovery months (at normal income)10.6 mo
Surgical close (1 ct)$-31,845
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $345.43 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $342)); NOT the premium you collected. Momentum override: two daily closes above $321.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $339.07Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$339-345.43
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
≥ $345.43
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$342.50 (1.3σ)$85$-28,253+$3,384+$80
+2.5%$351.06 (1.7σ)$-771$-28,176+$3,461-$776
+5%$359.62 (2.1σ)$-1,628$-28,099+$3,539-$1,632
SS (= V-bounce)$588.00 (12.0σ)$-24,465$-26,044+$5,594-$9,670
V-BOUNCE STRESS (stock → CC-SS $608.96, where you are whole again, by expiry)
Starting unrealized P&L: $-31,638
+ Fortress recovery (un-capped): +$32,343
− CC assignment net of premium (1 × $342.50): -$26,561
Total Position P&L @ SS: $-25,855 (+$5,783 vs today)
Do-nothing baseline at SS: $-16,185 (this trade vs do-nothing: $-9,670, the opportunity cost of earning $364/mo FIGHT income now)
BB-reversion stress (→ $441.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,767, position total $-27,366 (+$4,271 vs today)
33% normal ← lean1 × $332.5011 Sep7d6.5%81%hist 86%38%hist 31%+4pp$220$943-$514$27,426
Sell 1 × $332.50 6.5% OTM over spot $312.23 11 Sep 2026 (7d, $2.75 mid)
= $220 credit for the 7d cycle → $943/mo projected
Survival (stays ≤ $332.50)
81%
Breach risk
19%
POP (stays ≤ $335.25)
84%
EV / mo
+$227
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
16% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$443/mo
median; plan ~$301/mo after 68% keep · $3,858 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [4.2-7.6], measured ONLY among the 16% 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)
26%
Flat exit net (mid-life)
-$621
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$360 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.89/sh now → $8.41 mid-life (likely $8.20–$13.22)≈ $0 at expiry  |  you banked $2.20/sh, so a flat mid-life exit nets -$6.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 792 simulated challenges: the $332 strike is typically first touched on day 4 of 7, at $338 (overshoots $5.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$33218 Sep 202610d left+$1.96/sh+$196
cycle +$416
[+$24…+$261] · 79% credit
66%
surv 52%
-$29,012 NOT
cap gain +$2,625
Reliable up-and-out (highest cap still free ≥60%)~$3452 Oct 202624d left+$2.24/sh+$224
cycle +$444
[-$40…+$276] · 68% credit
72%
surv 64%
-$27,592 NOT
cap gain +$4,045
Up-and-out for even (raise the cap, free)~$33518 Sep 202610d left+$1.18/sh+$118
cycle +$338
[-$65…+$170] · 59% credit
68%
surv 56%
-$28,789 NOT
cap gain +$2,849
Max even-money escape in the band~$3502 Oct 202624d left+$0.84/sh+$84
cycle +$304
[-$201…+$128] · 42% credit
75%
surv 68%
-$27,187 NOT
cap gain +$4,451
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3602 Oct 202624d left-$1.70/sh-$170
cycle +$50
[-$493…-$138] · 14% credit
80%
surv 75%
-$26,351 NOT
cap gain +$5,286
budget: banked $220 debit $170 (77% used ≈ 0.8 wk of income) → whole cycle still +$50 cash · rolled 1 ct earn ≈ $839/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$943/mo
vs 50% target ($1,254/mo)-25%
vs normal income ($2,507/mo)38% covered
Net income (after hedge)$851/mo
Downside budget
⚠ $332.50 is $276 below CC-SS $608.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,426
… as % of IC ($12,800)214.3%
… as % of ML ($48,300)56.8%
Recovery months (at normal income)10.9 mo
Surgical close (1 ct)$-31,692
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.20 collected) or spot ≥ $335.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $332)); NOT the premium you collected. Momentum override: two daily closes above $321.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $329.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$329-335.25
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
≥ $335.25
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$332.50 (≤1σ, normal week)$220$-29,208+$2,429+$215
+2.5%$340.81 (1.2σ)$-611$-29,133+$2,504-$616
+5%$349.12 (1.6σ)$-1,442$-29,058+$2,579-$1,448
SS (= V-bounce)$588.00 (12.0σ)$-25,330$-26,909+$4,729-$10,535
V-BOUNCE STRESS (stock → CC-SS $608.96, where you are whole again, by expiry)
Starting unrealized P&L: $-31,638
+ Fortress recovery (un-capped): +$32,343
− CC assignment net of premium (1 × $332.50): -$27,426
Total Position P&L @ SS: $-26,720 (+$4,918 vs today)
Do-nothing baseline at SS: $-16,185 (this trade vs do-nothing: $-10,535, the opportunity cost of earning $943/mo FIGHT income now)
BB-reversion stress (→ $441.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,632, position total $-28,231 (+$3,406 vs today)
🎯 50% normal1 × $32511 Sep7d4.1%72%hist 84%57%hist 43%+5pp$340$1,457$28,056
Sell 1 × $325 4.1% OTM over spot $312.23 11 Sep 2026 (7d, $4.40 mid)
= $340 credit for the 7d cycle → $1,457/mo projected
Survival (stays ≤ $325)
72%
Breach risk
28%
POP (stays ≤ $329.40)
78%
EV / mo
+$145
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
14% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~6.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$564/mo
median; plan ~$383/mo after 68% keep · $4,956 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.6 mo, measured ONLY among the 14% 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)
44%
Flat exit net (mid-life)
-$482
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$358 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.62/sh now → $8.22 mid-life (likely $9.38–$13.98)≈ $0 at expiry  |  you banked $3.40/sh, so a flat mid-life exit nets -$4.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,312 simulated challenges: the $325 strike is typically first touched on day 3 of 7, at $330 (overshoots $5.11). 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 (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$32518 Sep 202610d left+$2.11/sh+$211
cycle +$551
[-$8…+$195] · 73% credit
66%
surv 52%
-$29,695 NOT
cap gain +$1,943
Reliable up-and-out (highest cap still free ≥60%)~$3382 Oct 202624d left+$2.37/sh+$237
cycle +$577
[-$85…+$190] · 61% credit
72%
surv 64%
-$28,276 NOT
cap gain +$3,361
Up-and-out for even (raise the cap, free)~$32818 Sep 202610d left+$1.32/sh+$132
cycle +$472
[-$94…+$105] · 48% credit
68%
surv 56%
-$29,471 NOT
cap gain +$2,166
Max even-money escape in the band~$3432 Oct 202624d left+$0.98/sh+$98
cycle +$438
[-$245…+$48] · 31% credit
75%
surv 68%
-$27,870 NOT
cap gain +$3,767
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3582 Oct 202624d left-$2.08/sh-$208
cycle +$132
[-$602…-$280] · 7% credit
82%
surv 79%
-$26,541 NOT
cap gain +$5,096
budget: banked $340 debit $208 (61% used ≈ 0.6 wk of income) → whole cycle still +$132 cash · rolled 1 ct earn ≈ $768/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$1,457/mo
vs 50% target ($1,254/mo)+16%
vs normal income ($2,507/mo)58% covered
Net income (after hedge)$1,366/mo
Downside budget
⚠ $325 is $284 below CC-SS $608.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,056
… as % of IC ($12,800)219.2%
… as % of ML ($48,300)58.1%
Recovery months (at normal income)11.2 mo
Surgical close (1 ct)$-31,738
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.85/sh (~25% of the $3.40 collected) or spot ≥ $329.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $325)); NOT the premium you collected. Momentum override: two daily closes above $321.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $321.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$322-329.40
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
≥ $329.40
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$325.00 (≤1σ, normal week)$340$-29,906+$1,732+$335
+2.5%$333.12 (≤1σ, normal week)$-472$-29,832+$1,805-$477
+5%$341.25 (1.3σ)$-1,285$-29,759+$1,878-$1,290
SS (= V-bounce)$588.00 (12.0σ)$-25,960$-27,539+$4,099-$11,165
V-BOUNCE STRESS (stock → CC-SS $608.96, where you are whole again, by expiry)
Starting unrealized P&L: $-31,638
+ Fortress recovery (un-capped): +$32,343
− CC assignment net of premium (1 × $325): -$28,056
Total Position P&L @ SS: $-27,350 (+$4,288 vs today)
Do-nothing baseline at SS: $-16,185 (this trade vs do-nothing: $-11,165, the opportunity cost of earning $1,457/mo FIGHT income now)
BB-reversion stress (→ $441.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,262, position total $-28,861 (+$2,776 vs today)
100% normal1 × $31511 Sep7d0.9%56%hist 69%90%hist 79%+4pp$680$2,914+$1,457$28,716
Sell 1 × $315 0.9% OTM over spot $312.23 11 Sep 2026 (7d, $7.70 mid)
= $680 credit for the 7d cycle → $2,914/mo projected
Survival (stays ≤ $315)
56%
Breach risk
44%
POP (stays ≤ $322.70)
69%
EV / mo
+$213
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
12% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~13.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$809/mo
median; plan ~$550/mo after 68% keep · $7,169 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo, measured ONLY among the 12% 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)
-$117
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$373 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.26/sh now → $7.97 mid-life (likely $10.96–$15.74)≈ $0 at expiry  |  you banked $6.80/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,118 simulated challenges: the $315 strike is typically first touched on day 2 of 7, at $321 (overshoots $5.70). 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 (1 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%)~$3232 Oct 202624d left+$4.50/sh+$450
cycle +$1,130
[+$54…+$272] · 81% credit
70%
surv 60%
-$29,359 NOT
cap gain +$2,279
Roll out (same strike, buy time)~$31518 Sep 202610d left+$2.29/sh+$229
cycle +$909
[-$69…+$94] · 59% credit
66%
surv 52%
-$30,426 NOT
cap gain +$1,211
Up-and-out for even (raise the cap, free)~$31818 Sep 202610d left+$1.51/sh+$151
cycle +$831
[-$155…+$16] · 31% credit
68%
surv 56%
-$30,203 NOT
cap gain +$1,435
Max even-money escape in the band~$3382 Oct 202624d left+$0.15/sh+$15
cycle +$695
[-$465…-$185] · 7% credit
78%
surv 72%
-$28,159 NOT
cap gain +$3,479
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3732 Oct 202624d left-$5.97/sh-$597
cycle +$83
[-$1,266…-$854]
91%
surv 91%
-$24,956 NOT
cap gain +$6,682
budget: banked $680 debit $597 (88% used ≈ 0.9 wk of income) → whole cycle still +$83 cash · rolled 1 ct earn ≈ $249/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$2,914/mo
vs 50% target ($1,254/mo)+132%
vs normal income ($2,507/mo)116% covered
Net income (after hedge)$2,823/mo
Downside budget
⚠ $315 is $294 below CC-SS $608.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,716
… as % of IC ($12,800)224.3%
… as % of ML ($48,300)59.5%
Recovery months (at normal income)11.5 mo
Surgical close (1 ct)$-31,728
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.70/sh (~25% of the $6.80 collected) or spot ≥ $322.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $315)); NOT the premium you collected. Momentum override: two daily closes above $321.10 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $311.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$312-322.70
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
≥ $322.70
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$315.00 (≤1σ, normal week)$680$-30,656+$982+$675
+2.5%$322.88 (≤1σ, normal week)$-108$-30,585+$1,053-$112
+5%$330.75 (≤1σ, normal week)$-895$-30,514+$1,124-$900
SS (= V-bounce)$588.00 (12.0σ)$-26,620$-28,199+$3,439-$11,825
V-BOUNCE STRESS (stock → CC-SS $608.96, where you are whole again, by expiry)
Starting unrealized P&L: $-31,638
+ Fortress recovery (un-capped): +$32,343
− CC assignment net of premium (1 × $315): -$28,716
Total Position P&L @ SS: $-28,010 (+$3,628 vs today)
Do-nothing baseline at SS: $-16,185 (this trade vs do-nothing: $-11,825, the opportunity cost of earning $2,914/mo FIGHT income now)
BB-reversion stress (→ $441.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,922, position total $-29,521 (+$2,116 vs today)
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 APP are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 24 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: 1.090 (IBKR)  |  Recovery@SS: +$32,343 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-16,185

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3257d11 Sep 2026$3.401/1$1,457$1,36672%78%+$145-$28,056219.2%$-27,350 (vs do-nothing $-11,165)
$327.5014d18 Sep 2026$6.101/1$1,307$1,21670%77%+$190-$27,536215.1%$-26,830 (vs do-nothing $-10,645)
$322.507d11 Sep 2026$3.501/1$1,500$1,40869%75%$-88-$28,296221.1%$-27,590 (vs do-nothing $-11,405)
$32514d18 Sep 2026$6.501/1$1,393$1,30167%75%+$105-$27,746216.8%$-27,040 (vs do-nothing $-10,855)
$3207d11 Sep 2026$4.901/1$2,100$2,00865%74%+$192-$28,406221.9%$-27,700 (vs do-nothing $-11,515)
$32521d25 Sep 2026$9.701/1$1,386$1,29465%75%+$189-$27,426214.3%$-26,720 (vs do-nothing $-10,535)
$322.5014d18 Sep 2026$7.801/1$1,671$1,58064%73%+$214-$27,866217.7%$-27,160 (vs do-nothing $-10,975)
$32014d18 Sep 2026$9.101/1$1,950$1,85861%72%+$305-$27,986218.6%$-27,280 (vs do-nothing $-11,095)
$317.507d11 Sep 2026$5.701/1$2,443$2,35161%71%+$164-$28,576223.2%$-27,870 (vs do-nothing $-11,685)
$32021d25 Sep 2026$11.801/1$1,686$1,59460%72%+$235-$27,716216.5%$-27,010 (vs do-nothing $-10,825)
$32028d2 Oct 2026$13.501/1$1,446$1,35560%72%+$147-$27,546215.2%$-26,840 (vs do-nothing $-10,655)
$317.5014d18 Sep 2026$9.201/1$1,971$1,88058%71%+$120-$28,226220.5%$-27,520 (vs do-nothing $-11,335)
$3157d11 Sep 2026$6.801/1$2,914$2,82356%69%+$213-$28,716224.3%$-28,010 (vs do-nothing $-11,825)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$31514d18 Sep 2026$11.101/1$2,379$2,28755%69%+$301-$28,286221.0%$-27,580 (vs do-nothing $-11,395)
$31528d2 Oct 2026$15.701/1$1,682$1,59155%70%+$139-$27,826217.4%$-27,120 (vs do-nothing $-10,935)
$31521d25 Sep 2026$12.601/1$1,800$1,70855%69%+$53-$28,136219.8%$-27,430 (vs do-nothing $-11,245)
$312.5014d18 Sep 2026$11.701/1$2,507$2,41652%67%+$184-$28,476222.5%$-27,770 (vs do-nothing $-11,585)
$312.507d11 Sep 2026$7.501/1$3,214$3,12352%68%+$34-$28,896225.7%$-28,190 (vs do-nothing $-12,005)
$31028d2 Oct 2026$18.101/1$1,939$1,84851%67%+$143-$28,086219.4%$-27,380 (vs do-nothing $-11,195)
$31021d25 Sep 2026$15.401/1$2,200$2,10850%67%+$114-$28,356221.5%$-27,650 (vs do-nothing $-11,465)
$31014d18 Sep 2026$12.801/1$2,743$2,65149%66%+$154-$28,616223.6%$-27,910 (vs do-nothing $-11,725)
$3107d11 Sep 2026$8.901/1$3,814$3,72347%65%+$97-$29,006226.6%$-28,300 (vs do-nothing $-12,115)
$307.5014d18 Sep 2026$14.301/1$3,064$2,97346%65%+$189-$28,716224.3%$-28,010 (vs do-nothing $-11,825)
$307.507d11 Sep 2026$9.901/1$4,243$4,15143%63%$-69-$29,156227.8%$-28,450 (vs do-nothing $-12,265)

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 1 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-04 21:36