FORTRESS FIGHT: APP @ $392.30

BE SS: $588.00  |  CC-SS: $606.95  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 21:39

APP @ $392.30   UNDERWATER $195.70 (33.3% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
APP reports 2026-08-05 (Wed), in 6 days. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. No priced expiry closes before the print, so waiting for it is the only clean option.

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $606.95 (banked floor $586.94)  |  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 2026-09-18 (entry $0.752/sh)

Economics

Max Loss$48,300(ND $128.00 + SW $355) x 100
Normal income ref$6,200/mo95% ann ROI on ML
Hedge rolling cost$48/mo
Unrealized P&L$-22,714fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,100/mo
HEDGE COVER
$48/mo
NORMAL INCOME
$6,200/mo (ATM CC, chain)
IC VELOCITY
2.1 mo to earn back $12,800
ML VELOCITY
7.8 mo to earn back $48,300
Deep drawdown confirmed: a CC at CC-SS $606.95 (probe: $595C 15d) brings only $10/mo (<20% of normal), 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)
$20,603
was $22,714 · 9% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$606.95 → $586.94
? 1 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)
WEEKLYPULLBACK · %B 20 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B 23 · hist rising (nightly)
LEVELS20W MA (bounce target) $464.75 (+18%) · daily UBB $543.61 · 1-wk expected move ±$53 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-05: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $445 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($3,100/mo); it brings $3,338/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 × $415/8d for $7,200/mo, but breach risk rises to 32% (+12pp 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 × $560/8d (98% survival, $75/mo).
Downside anchor: the primary mortgages $15,305 (120% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 2.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-22,899 and cuts bleed by $48/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 · 7 Aug 2026 (8d) · sell 1 × $445, 80% survival, $3,338/mo (E[net] $-203/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 🏆7 Aug 2026 · 8d1 × $44580%$3,338$-203
E[net] arithmetic on the grand pick: keep $890 with probability 68%; on the 32% touch you roll, paying $2,706 to close and taking $689 back from the best priced door (net cash $2,018) 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 · 7 Aug 2026 · 8d · E[net] $-203/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $445 (50% normal), 80% survival, breach 20%, $3,338/mo.
⚖️ Worth a safer step: the $470 rung (33% normal) lifts survival to 88% (breach 20% → 12%) for $1,162/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 $470 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $392.30 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $5607 Aug8d42.7%98%hist 100%3%hist 1%+1pp$20$75-$3,262$4,675
Sell 1 × $560 42.7% OTM over spot $392.30 7 Aug 2026 (8d, $1.80 mid)
= $20 credit for the 8d cycle → $75/mo projected
Survival (stays ≤ $560)
98%
Breach risk
2%
POP (stays ≤ $561.80)
98%
EV / mo
+$5
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
52% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7/mo
median; plan ~$5/mo after 68% keep · $19 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.8-3.5], measured ONLY among the 52% 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)
2%
Flat exit net (mid-life)
-$3,386
Free roll-up
none
Safest escape (by 21 Aug 2026)
$565 @ 69% POP
56% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $48.14/sh now → $34.06 mid-life (likely $22.66–$47.23)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$33.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 51 simulated challenges: the $560 strike is typically first touched on day 6 of 8, at $579 (overshoots $18.62). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$56321 Aug 202618d left+$1.16/sh+$116
cycle +$136
[-$187…+$1,294] · 69% credit
68%
surv 55%
-$4,054 NOT
cap gain +$18,660
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$56521 Aug 202618d left-$0.42/sh-$42
cycle -$22
[-$255…+$1,155] · 63% credit
69%
surv 56%
-$3,941 NOT
cap gain +$18,773
Roll out (same strike, buy time)~$56014 Aug 202611d left-$2.68/sh-$268
cycle -$248
[-$437…+$818] · 57% credit
68%
surv 53%
-$4,733 NOT
cap gain +$17,981
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$75/mo
vs 50% target ($3,100/mo)-98%
vs normal income ($6,200/mo)1% covered
Net income (after hedge)$27/mo
Downside budget
⚠ $560 is $47 below CC-SS $606.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,675
… as % of IC ($12,800)36.5%
… as % of ML ($48,300)9.7%
Recovery months (at normal income)0.8 mo
Surgical close (1 ct)$-22,874
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $561.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $560)); NOT the premium you collected. Momentum override: two daily closes above $543.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $554.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$554-561.80
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
≥ $561.80
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$560.00 (3.0σ)$20$-4,464+$18,250+$15
+2.5%$574.00 (3.2σ)$-1,380$-4,343+$18,371-$1,385
+5%$588.00 (3.5σ)$-2,780$-4,221+$18,493-$2,785
V-BOUNCE STRESS (stock → CC-SS $606.95, where you are whole again, by expiry)
Starting unrealized P&L: $-22,714
+ Fortress recovery (un-capped): +$23,333
− CC assignment net of premium (1 × $560): -$4,675
Total Position P&L @ SS: $-4,056 (+$18,658 vs today)
Do-nothing baseline at SS: $-1,071 (this trade vs do-nothing: $-2,985, the opportunity cost of earning $75/mo FIGHT income now)
BB-reversion stress (→ $464.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-14,838 (+$7,876 vs today)
🛡 safe yield1 × $4807 Aug8d22.4%90%hist 100%20%hist 13%+5pp$360$1,350-$1,988$12,335
Sell 1 × $480 22.4% OTM over spot $392.30 7 Aug 2026 (8d, $4.80 mid)
= $360 credit for the 8d cycle → $1,350/mo projected
Survival (stays ≤ $480)
90%
Breach risk
10%
POP (stays ≤ $484.80)
91%
EV / mo
+$548
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
49% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$700/mo
median; plan ~$476/mo after 68% keep · $4,016 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [0.9-4.2], measured ONLY among the 49% 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)
-$2,559
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$498 @ 72% POP
61% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $41.26/sh now → $29.19 mid-life (likely $25.98–$43.74)≈ $0 at expiry  |  you banked $3.60/sh, so a flat mid-life exit nets -$25.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 421 simulated challenges: the $480 strike is typically first touched on day 5 of 8, at $497 (overshoots $16.84). 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 (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%)~$48521 Aug 202618d left+$2.72/sh+$272
cycle +$632
[-$173…+$851] · 64% credit
69%
surv 56%
-$11,983 NOT
cap gain +$10,731
Roll out (same strike, buy time)~$48014 Aug 202611d left+$0.41/sh+$41
cycle +$401
[-$317…+$559] · 51% credit
68%
surv 53%
-$12,779 NOT
cap gain +$9,935
Up-and-out for even (raise the cap, free)~$48014 Aug 202611d left+$0.33/sh+$33
cycle +$393
[-$327…+$550] · 50% credit
68%
surv 53%
-$12,765 NOT
cap gain +$9,949
Max even-money escape in the band~$49021 Aug 202618d left+$0.67/sh+$67
cycle +$427
[-$413…+$611] · 49% credit
70%
surv 58%
-$11,644 NOT
cap gain +$11,070
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$49821 Aug 202618d left-$3.39/sh-$339
cycle +$21
[-$904…+$188] · 29% credit
72%
surv 61%
-$11,235 NOT
cap gain +$11,479
budget: banked $360 debit $339 (94% used ≈ 1.1 wk of income) → whole cycle still +$21 cash · rolled 1 ct earn ≈ $4,300/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$1,350/mo
vs 50% target ($3,100/mo)-56%
vs normal income ($6,200/mo)22% covered
Net income (after hedge)$1,302/mo
Downside budget
⚠ $480 is $127 below CC-SS $606.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,335
… as % of IC ($12,800)96.4%
… as % of ML ($48,300)25.5%
Recovery months (at normal income)2.0 mo
Surgical close (1 ct)$-22,834
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.90/sh (~25% of the $3.60 collected) or spot ≥ $484.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $480)); NOT the premium you collected. Momentum override: two daily closes above $543.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $475.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$475-484.80
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
≥ $484.80
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$480.00 (1.5σ)$360$-12,820+$9,894+$355
+2.5%$492.00 (1.8σ)$-840$-12,716+$9,998-$845
+5%$504.00 (2.0σ)$-2,040$-12,612+$10,102-$2,045
SS (= V-bounce)$588.00 (3.5σ)$-10,440$-11,881+$10,833-$10,445
V-BOUNCE STRESS (stock → CC-SS $606.95, where you are whole again, by expiry)
Starting unrealized P&L: $-22,714
+ Fortress recovery (un-capped): +$23,333
− CC assignment net of premium (1 × $480): -$12,335
Total Position P&L @ SS: $-11,716 (+$10,998 vs today)
Do-nothing baseline at SS: $-1,071 (this trade vs do-nothing: $-10,645, the opportunity cost of earning $1,350/mo FIGHT income now)
BB-reversion stress (→ $464.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-14,838 (+$7,876 vs today)
33% normal ← lean1 × $4707 Aug8d19.8%88%hist 99%25%hist 13%+5pp$580$2,175-$1,162$13,115
Sell 1 × $470 19.8% OTM over spot $392.30 7 Aug 2026 (8d, $6.75 mid)
= $580 credit for the 8d cycle → $2,175/mo projected
Survival (stays ≤ $470)
88%
Breach risk
12%
POP (stays ≤ $476.75)
90%
EV / mo
+$1,086
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
58% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,139/mo
median; plan ~$774/mo after 68% keep · $5,545 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.3], measured ONLY among the 58% 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)
19%
Flat exit net (mid-life)
-$2,278
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$493 @ 73% POP
64% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $40.40/sh now → $28.58 mid-life (likely $26.54–$44.78)≈ $0 at expiry  |  you banked $5.80/sh, so a flat mid-life exit nets -$22.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 574 simulated challenges: the $470 strike is typically first touched on day 5 of 8, at $487 (overshoots $16.53). 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%)~$47321 Aug 202618d left+$4.27/sh+$427
cycle +$1,007
[-$186…+$880] · 65% credit
68%
surv 55%
-$12,966 NOT
cap gain +$9,748
Roll out (same strike, buy time)~$47014 Aug 202611d left+$0.74/sh+$74
cycle +$654
[-$389…+$505] · 50% credit
68%
surv 53%
-$13,614 NOT
cap gain +$9,100
Up-and-out for even (raise the cap, free)~$47014 Aug 202611d left+$0.65/sh+$65
cycle +$645
[-$399…+$496] · 50% credit
68%
surv 53%
-$13,600 NOT
cap gain +$9,114
Max even-money escape in the band~$48021 Aug 202618d left+$0.99/sh+$99
cycle +$679
[-$504…+$557] · 49% credit
70%
surv 58%
-$12,479 NOT
cap gain +$10,235
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$49321 Aug 202618d left-$5.08/sh-$508
cycle +$72
[-$1,224…-$133] · 21% credit
73%
surv 64%
-$11,728 NOT
cap gain +$10,986
budget: banked $580 debit $508 (88% used ≈ 1.0 wk of income) → whole cycle still +$72 cash · rolled 1 ct earn ≈ $3,917/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$2,175/mo
vs 50% target ($3,100/mo)-30%
vs normal income ($6,200/mo)35% covered
Net income (after hedge)$2,127/mo
Downside budget
⚠ $470 is $137 below CC-SS $606.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,115
… as % of IC ($12,800)102.5%
… as % of ML ($48,300)27.2%
Recovery months (at normal income)2.1 mo
Surgical close (1 ct)$-22,809
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.45/sh (~25% of the $5.80 collected) or spot ≥ $476.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $470)); NOT the premium you collected. Momentum override: two daily closes above $543.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $465.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$465-476.75
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
≥ $476.75
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$470.00 (1.4σ)$580$-13,687+$9,027+$575
+2.5%$481.75 (1.6σ)$-595$-13,585+$9,129-$600
+5%$493.50 (1.8σ)$-1,770$-13,483+$9,231-$1,775
SS (= V-bounce)$588.00 (3.5σ)$-11,220$-12,661+$10,053-$11,225
V-BOUNCE STRESS (stock → CC-SS $606.95, where you are whole again, by expiry)
Starting unrealized P&L: $-22,714
+ Fortress recovery (un-capped): +$23,333
− CC assignment net of premium (1 × $470): -$13,115
Total Position P&L @ SS: $-12,496 (+$10,218 vs today)
Do-nothing baseline at SS: $-1,071 (this trade vs do-nothing: $-11,425, the opportunity cost of earning $2,175/mo FIGHT income now)
BB-reversion stress (→ $464.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-14,838 (+$7,876 vs today)
🎯 50% normal1 × $4457 Aug8d13.4%80%hist 96%42%hist 28%+9pp$890$3,338$15,305
Sell 1 × $445 13.4% OTM over spot $392.30 7 Aug 2026 (8d, $10.75 mid)
= $890 credit for the 8d cycle → $3,338/mo projected
Survival (stays ≤ $445)
80%
Breach risk
20%
POP (stays ≤ $455.75)
84%
EV / mo
+$1,071
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
60% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,506/mo
median; plan ~$1,024/mo after 68% keep · $6,874 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.7], measured ONLY among the 60% 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)
32%
Flat exit net (mid-life)
-$1,816
Free roll-up
+$3/wk
Safest escape (by 21 Aug 2026)
$480 @ 76% POP
69% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $38.25/sh now → $27.06 mid-life (likely $28.59–$44.46)≈ $0 at expiry  |  you banked $8.90/sh, so a flat mid-life exit nets -$18.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 974 simulated challenges: the $445 strike is typically first touched on day 4 of 8, at $460 (overshoots $15.22). 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%)~$44521 Aug 202618d left+$6.89/sh+$689
cycle +$1,579
[-$6…+$890] · 75% credit
68%
surv 54%
-$15,384 NOT
cap gain +$7,330
Roll out (same strike, buy time)~$44514 Aug 202611d left+$1.48/sh+$148
cycle +$1,038
[-$416…+$333] · 40% credit
68%
surv 53%
-$15,947 NOT
cap gain +$6,767
Max even-money escape in the band~$45821 Aug 202618d left+$0.69/sh+$69
cycle +$959
[-$679…+$235] · 33% credit
71%
surv 60%
-$14,645 NOT
cap gain +$8,069
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$44814 Aug 202611d left+$0.37/sh+$37
cycle +$927
[-$546…+$209] · 32% credit
69%
surv 55%
-$15,764 NOT
cap gain +$6,950
Safety roll (pay small debit, max POP)~$48021 Aug 202618d left-$8.03/sh-$803
cycle +$87
[-$1,770…-$782] · 9% credit
76%
surv 69%
-$13,071 NOT
cap gain +$9,643
budget: banked $890 debit $803 (90% used ≈ 1.0 wk of income) → whole cycle still +$87 cash · rolled 1 ct earn ≈ $3,172/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$3,338/mo
vs 50% target ($3,100/mo)+8%
vs normal income ($6,200/mo)54% covered
Net income (after hedge)$3,290/mo
Downside budget
⚠ $445 is $162 below CC-SS $606.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,305
… as % of IC ($12,800)119.6%
… as % of ML ($48,300)31.7%
Recovery months (at normal income)2.5 mo
Surgical close (1 ct)$-22,899
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.23/sh (~25% of the $8.90 collected) or spot ≥ $455.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $445)); NOT the premium you collected. Momentum override: two daily closes above $543.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $440.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$441-455.75
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
≥ $455.75
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$445.00 (≤1σ, normal week)$890$-16,095+$6,619+$885
+2.5%$456.12 (1.1σ)$-222$-15,998+$6,716-$227
+5%$467.25 (1.3σ)$-1,335$-15,901+$6,813-$1,340
SS (= V-bounce)$588.00 (3.5σ)$-13,410$-14,851+$7,863-$13,415
V-BOUNCE STRESS (stock → CC-SS $606.95, where you are whole again, by expiry)
Starting unrealized P&L: $-22,714
+ Fortress recovery (un-capped): +$23,333
− CC assignment net of premium (1 × $445): -$15,305
Total Position P&L @ SS: $-14,686 (+$8,028 vs today)
Do-nothing baseline at SS: $-1,071 (this trade vs do-nothing: $-13,615, the opportunity cost of earning $3,338/mo FIGHT income now)
BB-reversion stress (→ $464.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,085, position total $-15,923 (+$6,791 vs today)
100% normal1 × $4157 Aug8d5.8%68%hist 80%68%hist 51%+14pp$1,920$7,200+$3,862$17,275
Sell 1 × $415 5.8% OTM over spot $392.30 7 Aug 2026 (8d, $20.70 mid)
= $1,920 credit for the 8d cycle → $7,200/mo projected
Survival (stays ≤ $415)
68%
Breach risk
32%
POP (stays ≤ $435.70)
79%
EV / mo
+$3,285
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
62% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,531/mo
median; plan ~$1,721/mo after 68% keep · $11,802 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.6], measured ONLY among the 62% 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)
58%
Flat exit net (mid-life)
-$604
Free roll-up
+$3/wk
Safest escape (by 21 Aug 2026)
$503 @ 88% POP
86% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $35.67/sh now → $25.24 mid-life (likely $31.67–$45.52)≈ $0 at expiry  |  you banked $19.20/sh, so a flat mid-life exit nets -$6.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,726 simulated challenges: the $415 strike is typically first touched on day 3 of 8, at $429 (overshoots $14.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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%)~$41521 Aug 202618d left+$7.47/sh+$747
cycle +$2,667
[-$107…+$498] · 68% credit
68%
surv 54%
-$17,557 NOT
cap gain +$5,157
Roll out (same strike, buy time)~$41514 Aug 202611d left+$2.26/sh+$226
cycle +$2,146
[-$476…+$19] · 26% credit
68%
surv 53%
-$18,100 NOT
cap gain +$4,614
Up-and-out for even (raise the cap, free)~$41814 Aug 202611d left+$1.15/sh+$115
cycle +$2,035
[-$606…-$98] · 20% credit
69%
surv 55%
-$17,917 NOT
cap gain +$4,797
Max even-money escape in the band~$42821 Aug 202618d left+$1.41/sh+$141
cycle +$2,061
[-$769…-$133] · 19% credit
71%
surv 60%
-$16,804 NOT
cap gain +$5,910
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$50321 Aug 202618d left-$18.85/sh-$1,885
cycle +$35
[-$3,471…-$2,400]
88%
surv 86%
-$10,678 NOT
cap gain +$12,036
budget: banked $1,920 debit $1,885 (98% used ≈ 1.1 wk of income) → whole cycle still +$35 cash · rolled 1 ct earn ≈ $1,065/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$7,200/mo
vs 50% target ($3,100/mo)+132%
vs normal income ($6,200/mo)116% covered
Net income (after hedge)$7,152/mo
Downside budget
⚠ $415 is $192 below CC-SS $606.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,275
… as % of IC ($12,800)135.0%
… as % of ML ($48,300)35.8%
Recovery months (at normal income)2.8 mo
Surgical close (1 ct)$-22,864
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $4.80/sh (~25% of the $19.20 collected) or spot ≥ $435.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $415)); NOT the premium you collected. Momentum override: two daily closes above $543.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $410.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$411-435.70
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
≥ $435.70
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$415.00 (≤1σ, normal week)$1,920$-18,326+$4,388+$1,915
+2.5%$425.37 (≤1σ, normal week)$883$-18,236+$4,478+$878
+5%$435.75 (≤1σ, normal week)$-155$-18,145+$4,569-$160
SS (= V-bounce)$588.00 (3.5σ)$-15,380$-16,821+$5,893-$15,385
V-BOUNCE STRESS (stock → CC-SS $606.95, where you are whole again, by expiry)
Starting unrealized P&L: $-22,714
+ Fortress recovery (un-capped): +$23,333
− CC assignment net of premium (1 × $415): -$17,275
Total Position P&L @ SS: $-16,656 (+$6,058 vs today)
Do-nothing baseline at SS: $-1,071 (this trade vs do-nothing: $-15,585, the opportunity cost of earning $7,200/mo FIGHT income now)
BB-reversion stress (→ $464.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,055, position total $-17,893 (+$4,821 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 (55 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 55 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: 1.087 (IBKR)  |  Recovery@SS: +$23,333 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,071

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4458d7 Aug 2026$8.901/1$3,338$3,29080%84%+$1,071-$15,305119.6%$-14,686 (vs do-nothing $-13,615)
$442.508d7 Aug 2026$9.001/1$3,375$3,32779%83%+$943-$15,545121.4%$-14,926 (vs do-nothing $-13,855)
$4408d7 Aug 2026$9.101/1$3,412$3,36478%82%+$806-$15,785123.3%$-15,166 (vs do-nothing $-14,095)
$437.508d7 Aug 2026$10.201/1$3,825$3,77777%82%+$1,033-$15,925124.4%$-15,306 (vs do-nothing $-14,235)
$4358d7 Aug 2026$11.401/1$4,275$4,22776%81%+$1,286-$16,055125.4%$-15,436 (vs do-nothing $-14,365)
$432.508d7 Aug 2026$12.101/1$4,538$4,49075%81%+$1,341-$16,235126.8%$-15,616 (vs do-nothing $-14,545)
$4308d7 Aug 2026$13.701/1$5,138$5,09074%80%+$1,721-$16,325127.5%$-15,706 (vs do-nothing $-14,635)
$427.508d7 Aug 2026$13.301/1$4,988$4,94072%79%+$1,338-$16,615129.8%$-15,996 (vs do-nothing $-14,925)
$4258d7 Aug 2026$14.001/1$5,250$5,20271%79%+$1,356-$16,795131.2%$-16,176 (vs do-nothing $-15,105)
$4208d7 Aug 2026$15.601/1$5,850$5,80271%80%+$2,469-$17,135133.9%$-16,516 (vs do-nothing $-15,445)
$422.508d7 Aug 2026$14.801/1$5,550$5,50270%78%+$1,397-$16,965132.5%$-16,346 (vs do-nothing $-15,275)
$42515d14 Aug 2026$17.001/1$3,400$3,35269%77%+$624-$16,495128.9%$-15,876 (vs do-nothing $-14,805)
$417.508d7 Aug 2026$16.001/1$6,000$5,95269%79%+$2,359-$17,345135.5%$-16,726 (vs do-nothing $-15,655)
Show 42 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4158d7 Aug 2026$19.201/1$7,200$7,15268%79%+$3,285-$17,275135.0%$-16,656 (vs do-nothing $-15,585)
$42015d14 Aug 2026$19.001/1$3,800$3,75267%76%+$718-$16,795131.2%$-16,176 (vs do-nothing $-15,105)
$412.508d7 Aug 2026$18.001/1$6,750$6,70266%78%+$2,544-$17,645137.9%$-17,026 (vs do-nothing $-15,955)
$417.5015d14 Aug 2026$19.301/1$3,860$3,81266%75%+$616-$17,015132.9%$-16,396 (vs do-nothing $-15,325)
$417.5022d21 Aug 2026$23.001/1$3,136$3,08865%75%+$494-$16,645130.0%$-16,026 (vs do-nothing $-14,955)
$41515d14 Aug 2026$20.501/1$4,100$4,05265%75%+$687-$17,145133.9%$-16,526 (vs do-nothing $-15,455)
$4108d7 Aug 2026$21.401/1$8,025$7,97765%78%+$3,511-$17,555137.1%$-16,936 (vs do-nothing $-15,865)
$41522d21 Aug 2026$24.001/1$3,273$3,22564%74%+$510-$16,795131.2%$-16,176 (vs do-nothing $-15,105)
$412.5015d14 Aug 2026$22.001/1$4,400$4,35264%74%+$811-$17,245134.7%$-16,626 (vs do-nothing $-15,555)
$412.5022d21 Aug 2026$25.001/1$3,409$3,36163%74%+$521-$16,945132.4%$-16,326 (vs do-nothing $-15,255)
$407.508d7 Aug 2026$20.201/1$7,575$7,52763%76%+$2,737-$17,925140.0%$-17,306 (vs do-nothing $-16,235)
$41015d14 Aug 2026$23.001/1$4,600$4,55263%74%+$829-$17,395135.9%$-16,776 (vs do-nothing $-15,705)
$41022d21 Aug 2026$26.001/1$3,545$3,49762%73%+$529-$17,095133.6%$-16,476 (vs do-nothing $-15,405)
$4058d7 Aug 2026$21.001/1$7,875$7,82762%75%+$2,695-$18,095141.4%$-17,476 (vs do-nothing $-16,405)
$407.5015d14 Aug 2026$24.001/1$4,800$4,75261%73%+$840-$17,545137.1%$-16,926 (vs do-nothing $-15,855)
$407.5022d21 Aug 2026$27.001/1$3,682$3,63461%73%+$532-$17,245134.7%$-16,626 (vs do-nothing $-15,555)
$40515d14 Aug 2026$25.001/1$5,000$4,95260%73%+$843-$17,695138.2%$-17,076 (vs do-nothing $-16,005)
$40522d21 Aug 2026$29.001/1$3,955$3,90760%72%+$667-$17,295135.1%$-16,676 (vs do-nothing $-15,605)
$402.508d7 Aug 2026$22.001/1$8,250$8,20260%75%+$2,710-$18,245142.5%$-17,626 (vs do-nothing $-16,555)
$402.5015d14 Aug 2026$26.001/1$5,200$5,15259%72%+$840-$17,845139.4%$-17,226 (vs do-nothing $-16,155)
$402.5022d21 Aug 2026$30.001/1$4,091$4,04359%72%+$661-$17,445136.3%$-16,826 (vs do-nothing $-15,755)
$4008d7 Aug 2026$23.001/1$8,625$8,57758%74%+$2,707-$18,395143.7%$-17,776 (vs do-nothing $-16,705)
$40022d21 Aug 2026$31.001/1$4,227$4,17958%72%+$651-$17,595137.5%$-16,976 (vs do-nothing $-15,905)
$40015d14 Aug 2026$27.001/1$5,400$5,35258%72%+$830-$17,995140.6%$-17,376 (vs do-nothing $-16,305)
$397.5022d21 Aug 2026$32.001/1$4,364$4,31657%71%+$636-$17,745138.6%$-17,126 (vs do-nothing $-16,055)
$397.5015d14 Aug 2026$28.001/1$5,600$5,55257%71%+$812-$18,145141.8%$-17,526 (vs do-nothing $-16,455)
$397.508d7 Aug 2026$24.001/1$9,000$8,95256%73%+$2,686-$18,545144.9%$-17,926 (vs do-nothing $-16,855)
$39522d21 Aug 2026$33.001/1$4,500$4,45256%70%+$330-$17,895139.8%$-17,276 (vs do-nothing $-16,205)
$39515d14 Aug 2026$30.001/1$6,000$5,95255%71%+$987-$18,195142.1%$-17,576 (vs do-nothing $-16,505)
$3958d7 Aug 2026$25.001/1$9,375$9,32755%70%+$1,404-$18,695146.1%$-18,076 (vs do-nothing $-17,005)
$392.5022d21 Aug 2026$35.001/1$4,773$4,72555%70%+$448-$17,945140.2%$-17,326 (vs do-nothing $-16,255)
$392.5015d14 Aug 2026$31.001/1$6,200$6,15254%70%+$954-$18,345143.3%$-17,726 (vs do-nothing $-16,655)
$39022d21 Aug 2026$36.001/1$4,909$4,86154%69%+$426-$18,095141.4%$-17,476 (vs do-nothing $-16,405)
$392.508d7 Aug 2026$27.001/1$10,125$10,07754%70%+$1,711-$18,745146.4%$-18,126 (vs do-nothing $-17,055)
$39015d14 Aug 2026$32.001/1$6,400$6,35253%69%+$914-$18,495144.5%$-17,876 (vs do-nothing $-16,805)
$387.5022d21 Aug 2026$37.001/1$5,045$4,99753%69%+$400-$18,245142.5%$-17,626 (vs do-nothing $-16,555)
$3908d7 Aug 2026$28.001/1$10,500$10,45252%69%+$1,626-$18,895147.6%$-18,276 (vs do-nothing $-17,205)
$38522d21 Aug 2026$38.001/1$5,182$5,13452%68%+$369-$18,395143.7%$-17,776 (vs do-nothing $-16,705)
$387.5015d14 Aug 2026$33.001/1$6,600$6,55251%69%+$866-$18,645145.7%$-18,026 (vs do-nothing $-16,955)
$387.508d7 Aug 2026$29.001/1$10,875$10,82751%69%+$1,524-$19,045148.8%$-18,426 (vs do-nothing $-17,355)
$38515d14 Aug 2026$35.001/1$7,000$6,95250%68%+$1,010-$18,695146.1%$-18,076 (vs do-nothing $-17,005)
$3858d7 Aug 2026$32.801/1$12,300$12,25249%69%+$2,455-$18,915147.8%$-18,296 (vs do-nothing $-17,225)

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  |  2026-07-30 21:39