FORTRESS FIGHT: APP @ $422.29

BE SS: $588.00  |  CC-SS: $605.84  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-04 21:40

APP @ $422.29   UNDERWATER $165.71 (28.2% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
APP reports 2026-08-05 (Wed), TOMORROW. The recommended CC (3d) 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: $605.84 (banked floor $585.84)  |  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$5,824/mo95% ann ROI on ML
Hedge rolling cost$53/mo
Unrealized P&L$-19,415fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,912/mo
HEDGE COVER
$53/mo
NORMAL INCOME
$5,824/mo (ATM CC, chain)
IC VELOCITY
2.2 mo to earn back $12,800
ML VELOCITY
8.3 mo to earn back $48,300
Deep drawdown confirmed: a CC at CC-SS $605.84 (probe: $610C 17d) brings only $194/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)
$17,304
was $19,415 · 11% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$605.84 → $585.84
? 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)
WEEKLYNEUTRAL · %B 33 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 45 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $583.41 (+38%) · daily UBB $494.51 · 1-wk expected move ±$62 (chain IV)
SETUPNo tilt: engine default. (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 $500 / 3d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($2,912/mo); it brings $3,300/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 × $475/3d for $6,700/mo, but breach risk rises to 18% (+8pp 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 × $575/3d (99% survival, $250/mo).
Downside anchor: the primary mortgages $10,254 (80% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-19,475 and cuts bleed by $53/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: THIS FRIDAY · 7 Aug 2026 (3d) · sell 1 × $500, 90% survival, $3,300/mo (E[net] $321/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆7 Aug 2026 · 3d1 × $50090%$3,300$321
NEXT FRIDAY14 Aug 2026 · 10d1 × $47578%$3,000$-574
E[net] arithmetic on the grand pick: keep $330 with probability 86%; on the 14% touch you roll, paying $2,329 to close and taking $536 back from the best priced door (net cash $1,793) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 7 Aug 2026 · 3d · E[net] $321/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $500 (50% normal), 90% survival, breach 10%, $3,300/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $510 rung (🛡 safe yield) lifts survival to 92% (breach 10% → 8%) for $950/mo less (29% income) buys safety you do not really need here.
APP  spot $422.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $5757 Aug3d36.2%99%hist 99%2%hist 1%+1pp$25$250-$3,050$3,059
Sell 1 × $575 36.2% OTM over spot $422.29 7 Aug 2026 (3d, $0.45 mid)
= $25 credit for the 3d cycle → $250/mo projected
Survival (stays ≤ $575)
99%
Breach risk
1%
POP (stays ≤ $575.45)
99%
EV / mo
+$182
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
62% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$145/mo
median; plan ~$99/mo after 68% keep · $260 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.5-2.1], 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)
2%
Flat exit net (mid-life)
-$2,654
Free roll-up
+$8/wk
Safest escape (by 28 Aug 2026)
$603 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $37.87/sh now → $26.79 mid-life → ≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$26.54/sh  |  roll rows are incremental, the banked premium stays yours
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)~$57514 Aug 20268d left+$3.79/sh+$379
cycle +$404
67%
surv 53%
-$2,442 NOT
cap gain +$16,973
Up-and-out for even (raise the cap, free)~$58314 Aug 20268d left+$0.45/sh+$45
cycle +$70
69%
surv 57%
-$1,939 NOT
cap gain +$17,476
Max even-money escape in the band~$60328 Aug 202622d left+$1.44/sh+$144
cycle +$169
73%
surv 64%
+$329 SAFE
cap gain +$19,744
reaches SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$250/mo
vs 50% target ($2,912/mo)-91%
vs normal income ($5,824/mo)4% covered
Net income (after hedge)$197/mo
Downside budget
⚠ $575 is $31 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,059
… as % of IC ($12,800)23.9%
… as % of ML ($48,300)6.3%
Recovery months (at normal income)0.5 mo
Surgical close (1 ct)$-19,435
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 ≥ $575.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $575)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $569.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$569-575.45
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
≥ $575.45
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$575.00 (3.8σ)$25$-2,821+$16,594+$5
+2.5%$589.38 (4.1σ)$-1,412$-2,699+$16,716-$1,432
+5%$603.75 (4.5σ)$-2,850$-2,577+$16,838-$1,495
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $575): -$3,059
Total Position P&L @ SS: $-2,559 (+$16,856 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-1,495, the opportunity cost of earning $250/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$816, position total $-2,749 (+$16,666 vs today)
33% normal1 × $5157 Aug3d22.0%93%hist 99%14%hist 6%+3pp$195$1,950-$1,350$8,889
Sell 1 × $515 22.0% OTM over spot $422.29 7 Aug 2026 (3d, $2.38 mid)
= $195 credit for the 3d cycle → $1,950/mo projected
Survival (stays ≤ $515)
93%
Breach risk
7%
POP (stays ≤ $517.38)
94%
EV / mo
+$919
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
68% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,209/mo
median; plan ~$822/mo after 68% keep · $2,965 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.4], measured ONLY among the 68% 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)
9%
Flat exit net (mid-life)
-$2,204
Free roll-up
+$8/wk
Safest escape (by 28 Aug 2026)
$553 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $33.92/sh now → $23.99 mid-life (likely $22.35–$42.88)≈ $0 at expiry  |  you banked $1.95/sh, so a flat mid-life exit nets -$22.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 280 simulated challenges: the $515 strike is typically first touched on day 2 of 3, at $538 (overshoots $23.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$51514 Aug 20268d left+$5.07/sh+$507
cycle +$702
[+$176…+$902] · 83% credit
67%
surv 53%
-$8,654 NOT
cap gain +$10,761
Up-and-out for even (raise the cap, free)~$52314 Aug 20268d left+$1.77/sh+$177
cycle +$372
[-$237…+$517] · 62% credit
69%
surv 57%
-$8,148 NOT
cap gain +$11,267
Reliable up-and-out (highest cap still free ≥60%)~$54328 Aug 202622d left+$3.00/sh+$300
cycle +$495
[-$346…+$671] · 60% credit
73%
surv 64%
-$5,855 NOT
cap gain +$13,560
Max even-money escape in the band~$55328 Aug 202622d left+$0.10/sh+$10
cycle +$205
[-$686…+$363] · 48% credit
75%
surv 68%
-$5,060 NOT
cap gain +$14,355
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$1,950/mo
vs 50% target ($2,912/mo)-33%
vs normal income ($5,824/mo)33% covered
Net income (after hedge)$1,897/mo
Downside budget
⚠ $515 is $91 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,889
… as % of IC ($12,800)69.4%
… as % of ML ($48,300)18.4%
Recovery months (at normal income)1.5 mo
Surgical close (1 ct)$-19,458
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.95 collected) or spot ≥ $517.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $515)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $509.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$510-517.38
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
≥ $517.38
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$515.00 (2.3σ)$195$-9,161+$10,254+$175
+2.5%$527.88 (2.6σ)$-1,092$-9,052+$10,363-$1,112
+5%$540.75 (2.9σ)$-2,380$-8,942+$10,473-$2,400
SS (= V-bounce)$588.00 (4.1σ)$-7,105$-8,540+$10,875-$7,125
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $515): -$8,889
Total Position P&L @ SS: $-8,389 (+$11,026 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-7,325, the opportunity cost of earning $1,950/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,646, position total $-8,579 (+$10,836 vs today)
🛡 safe yield1 × $5107 Aug3d20.8%92%hist 99%16%hist 6%+3pp$235$2,350-$950$9,349
Sell 1 × $510 20.8% OTM over spot $422.29 7 Aug 2026 (3d, $3.22 mid)
= $235 credit for the 3d cycle → $2,350/mo projected
Survival (stays ≤ $510)
92%
Breach risk
8%
POP (stays ≤ $513.23)
93%
EV / mo
+$1,080
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
70% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,482/mo
median; plan ~$1,008/mo after 68% keep · $2,829 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-1.7], measured ONLY among the 70% 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)
11%
Flat exit net (mid-life)
-$2,141
Free roll-up
+$8/wk
Safest escape (by 28 Aug 2026)
$548 @ 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $33.59/sh now → $23.76 mid-life (likely $23.03–$43.75)≈ $0 at expiry  |  you banked $2.35/sh, so a flat mid-life exit nets -$21.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $510 strike is typically first touched on day 2 of 3, at $535 (overshoots $25.10). 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)~$51014 Aug 20268d left+$5.16/sh+$516
cycle +$751
[+$192…+$861] · 85% credit
67%
surv 53%
-$9,148 NOT
cap gain +$10,267
Reliable up-and-out (highest cap still free ≥60%)~$53328 Aug 202622d left+$5.18/sh+$518
cycle +$753
[-$115…+$869] · 72% credit
72%
surv 63%
-$6,681 NOT
cap gain +$12,734
Up-and-out for even (raise the cap, free)~$51814 Aug 20268d left+$1.86/sh+$186
cycle +$421
[-$231…+$506] · 64% credit
69%
surv 57%
-$8,641 NOT
cap gain +$10,774
Max even-money escape in the band~$54828 Aug 202622d left+$0.20/sh+$20
cycle +$255
[-$764…+$317] · 47% credit
75%
surv 68%
-$5,552 NOT
cap gain +$13,863
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$2,350/mo
vs 50% target ($2,912/mo)-19%
vs normal income ($5,824/mo)40% covered
Net income (after hedge)$2,297/mo
Downside budget
⚠ $510 is $96 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,349
… as % of IC ($12,800)73.0%
… as % of ML ($48,300)19.4%
Recovery months (at normal income)1.6 mo
Surgical close (1 ct)$-19,503
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.59/sh (~25% of the $2.35 collected) or spot ≥ $513.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $510)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $504.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$505-513.23
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
≥ $513.23
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$510.00 (2.2σ)$235$-9,663+$9,752+$215
+2.5%$522.75 (2.5σ)$-1,040$-9,555+$9,860-$1,060
+5%$535.50 (2.8σ)$-2,315$-9,447+$9,968-$2,335
SS (= V-bounce)$588.00 (4.1σ)$-7,565$-9,000+$10,415-$7,585
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $510): -$9,349
Total Position P&L @ SS: $-8,849 (+$10,566 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-7,785, the opportunity cost of earning $2,350/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,106, position total $-9,039 (+$10,376 vs today)
🎯 50% normal1 × $5007 Aug3d18.4%90%hist 95%21%hist 18%+4pp$330$3,300$10,254
Sell 1 × $500 18.4% OTM over spot $422.29 7 Aug 2026 (3d, $3.90 mid)
= $330 credit for the 3d cycle → $3,300/mo projected
Survival (stays ≤ $500)
90%
Breach risk
10%
POP (stays ≤ $503.90)
91%
EV / mo
+$1,399
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
64% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,759/mo
median; plan ~$1,196/mo after 68% keep · $4,422 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 mo [0.4-2.0], measured ONLY among the 64% 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)
-$1,999
Free roll-up
+$13/wk
Safest escape (by 28 Aug 2026)
$538 @ 76% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $32.93/sh now → $23.29 mid-life (likely $23.42–$44.64)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$19.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 421 simulated challenges: the $500 strike is typically first touched on day 2 of 3, at $526 (overshoots $25.97). 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)~$50014 Aug 20268d left+$5.33/sh+$533
cycle +$863
[+$113…+$832] · 79% credit
67%
surv 53%
-$10,121 NOT
cap gain +$9,294
Reliable up-and-out (highest cap still free ≥60%)~$52328 Aug 202622d left+$5.36/sh+$536
cycle +$866
[-$126…+$814] · 68% credit
72%
surv 63%
-$7,653 NOT
cap gain +$11,762
Up-and-out for even (raise the cap, free)~$51314 Aug 20268d left+$0.10/sh+$10
cycle +$340
[-$535…+$257] · 46% credit
71%
surv 60%
-$9,265 NOT
cap gain +$10,150
Max even-money escape in the band~$53828 Aug 202622d left+$0.41/sh+$41
cycle +$371
[-$790…+$276] · 41% credit
76%
surv 68%
-$6,521 NOT
cap gain +$12,894
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$3,300/mo
vs 50% target ($2,912/mo)+13%
vs normal income ($5,824/mo)57% covered
Net income (after hedge)$3,247/mo
Downside budget
⚠ $500 is $106 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,254
… as % of IC ($12,800)80.1%
… as % of ML ($48,300)21.2%
Recovery months (at normal income)1.8 mo
Surgical close (1 ct)$-19,475
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 ≥ $503.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $500)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $495.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$495-503.90
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
≥ $503.90
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$500.00 (1.9σ)$330$-10,653+$8,762+$310
+2.5%$512.50 (2.2σ)$-920$-10,547+$8,868-$940
+5%$525.00 (2.5σ)$-2,170$-10,441+$8,974-$2,190
SS (= V-bounce)$588.00 (4.1σ)$-8,470$-9,905+$9,510-$8,490
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $500): -$10,254
Total Position P&L @ SS: $-9,754 (+$9,661 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-8,690, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,011, position total $-9,944 (+$9,471 vs today)
100% normal1 × $4757 Aug3d12.5%82%hist 95%38%hist 22%+9pp$670$6,700+$3,400$12,414
Sell 1 × $475 12.5% OTM over spot $422.29 7 Aug 2026 (3d, $8.55 mid)
= $670 credit for the 3d cycle → $6,700/mo projected
Survival (stays ≤ $475)
82%
Breach risk
18%
POP (stays ≤ $483.55)
85%
EV / mo
+$1,942
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
76% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,374/mo
median; plan ~$2,295/mo after 68% keep · $5,325 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-1.8], measured ONLY among the 76% 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)
25%
Flat exit net (mid-life)
-$1,543
Free roll-up
+$13/wk
Safest escape (by 28 Aug 2026)
$513 @ 76% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $31.28/sh now → $22.13 mid-life (likely $24.11–$42.29)≈ $0 at expiry  |  you banked $6.70/sh, so a flat mid-life exit nets -$15.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 747 simulated challenges: the $475 strike is typically first touched on day 2 of 3, at $498 (overshoots $22.53). 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
Roll out (same strike, buy time)~$47514 Aug 20268d left+$5.70/sh+$570
cycle +$1,240
[+$100…+$824] · 81% credit
67%
surv 53%
-$12,456 NOT
cap gain +$6,959
Reliable up-and-out (highest cap still free ≥60%)~$49828 Aug 202622d left+$5.74/sh+$574
cycle +$1,244
[-$162…+$788] · 67% credit
73%
surv 63%
-$9,987 NOT
cap gain +$9,428
Up-and-out for even (raise the cap, free)~$48814 Aug 20268d left+$0.50/sh+$50
cycle +$720
[-$561…+$245] · 39% credit
71%
surv 60%
-$11,597 NOT
cap gain +$7,818
Max even-money escape in the band~$51328 Aug 202622d left+$0.84/sh+$84
cycle +$754
[-$800…+$258] · 36% credit
76%
surv 68%
-$8,850 NOT
cap gain +$10,565
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$6,700/mo
vs 50% target ($2,912/mo)+130%
vs normal income ($5,824/mo)115% covered
Net income (after hedge)$6,647/mo
Downside budget
⚠ $475 is $131 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,414
… as % of IC ($12,800)97.0%
… as % of ML ($48,300)25.7%
Recovery months (at normal income)2.1 mo
Surgical close (1 ct)$-19,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.68/sh (~25% of the $6.70 collected) or spot ≥ $483.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $475)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $470.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$470-483.55
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
≥ $483.55
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$475.00 (1.3σ)$670$-13,026+$6,389+$650
+2.5%$486.87 (1.6σ)$-517$-12,925+$6,490-$537
+5%$498.75 (1.9σ)$-1,705$-12,824+$6,591-$1,725
SS (= V-bounce)$588.00 (4.1σ)$-10,630$-12,065+$7,350-$10,650
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $475): -$12,414
Total Position P&L @ SS: $-11,914 (+$7,501 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-10,850, the opportunity cost of earning $6,700/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,171, position total $-12,104 (+$7,311 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.

📅 NEXT FRIDAY · 14 Aug 2026 · 10d · E[net] $-574/mo

🎯 Engine pick: sell 1 × $475 (50% normal), 78% survival, breach 22%, $3,000/mo.
⚖️ Worth a safer step: the $490 rung (33% normal) lifts survival to 83% (breach 22% → 17%) for $930/mo less (31% 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 $490 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $422.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $59014 Aug10d39.7%98%hist 99%4%hist 1%+0pp$20$60-$2,940$1,564
Sell 1 × $590 39.7% OTM over spot $422.29 14 Aug 2026 (10d, $0.95 mid)
= $20 credit for the 10d cycle → $60/mo projected
Survival (stays ≤ $590)
98%
Breach risk
2%
POP (stays ≤ $590.95)
98%
EV / mo
$-13
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
53% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-3/mo
median; plan ~$-2/mo after 68% keep · $-8 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 53% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$3,415
Free roll-up
none
Safest escape (by 28 Aug 2026)
$598 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $48.55/sh now → $34.35 mid-life (likely $20.70–$41.96)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$34.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 102 simulated challenges: the $590 strike is typically first touched on day 8 of 10, at $608 (overshoots $17.75). 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~$59328 Aug 202619d left+$2.09/sh+$209
cycle +$229
[+$155…+$1,591] · 83% credit
68%
surv 54%
-$695 NOT
cap gain +$18,720
Reliable up-and-out (highest cap still free ≥60%)~$59828 Aug 202619d left-$0.40/sh-$40
cycle -$20
[-$122…+$1,331] · 70% credit
69%
surv 56%
-$402 NOT
cap gain +$19,013
Roll out (same strike, buy time)~$59021 Aug 202612d left-$2.02/sh-$202
cycle -$182
[-$241…+$1,019] · 60% credit
67%
surv 53%
-$1,401 NOT
cap gain +$18,014
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$60/mo
vs 50% target ($2,912/mo)-98%
vs normal income ($5,824/mo)1% covered
Net income (after hedge)$7/mo
Downside budget
⚠ $590 is $16 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,564
… as % of IC ($12,800)12.2%
… as % of ML ($48,300)3.2%
Recovery months (at normal income)0.3 mo
Surgical close (1 ct)$-19,490
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 ≥ $590.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $590)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $584.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$584-590.95
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
≥ $590.95
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$590.00 (2.3σ)$20$-1,198+$18,217+$0
+2.5%$604.75 (2.5σ)$-1,455$-1,073+$18,342+$0
+5%$619.50 (2.7σ)$-2,930$-948+$18,467+$0
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $590): -$1,564
Total Position P&L @ SS: $-1,064 (+$18,351 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: +$0, the opportunity cost of earning $60/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$0, position total $-1,933 (+$17,482 vs today)
🛡 safe yield1 × $52014 Aug10d23.1%91%hist 99%19%hist 6%+3pp$340$1,020-$1,980$8,244
Sell 1 × $520 23.1% OTM over spot $422.29 14 Aug 2026 (10d, $4.70 mid)
= $340 credit for the 10d cycle → $1,020/mo projected
Survival (stays ≤ $520)
91%
Breach risk
9%
POP (stays ≤ $524.70)
92%
EV / mo
+$367
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
61% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$597/mo
median; plan ~$406/mo after 68% keep · $2,582 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-3.6], measured ONLY among the 61% 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)
16%
Flat exit net (mid-life)
-$2,688
Free roll-up
+$0/wk
Safest escape (by 28 Aug 2026)
$533 @ 70% POP
59% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $42.79/sh now → $30.28 mid-life (likely $26.77–$44.58)≈ $0 at expiry  |  you banked $3.40/sh, so a flat mid-life exit nets -$26.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 494 simulated challenges: the $520 strike is typically first touched on day 7 of 10, at $537 (overshoots $17.48). 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%)~$52828 Aug 202619d left+$2.28/sh+$228
cycle +$568
[-$248…+$867] · 60% credit
69%
surv 57%
-$7,409 NOT
cap gain +$12,006
Roll out (same strike, buy time)~$52021 Aug 202612d left+$0.62/sh+$62
cycle +$402
[-$316…+$624] · 54% credit
67%
surv 53%
-$8,412 NOT
cap gain +$11,003
Up-and-out for even (raise the cap, free)~$52021 Aug 202612d left+$0.54/sh+$54
cycle +$394
[-$325…+$615] · 53% credit
67%
surv 53%
-$8,397 NOT
cap gain +$11,018
Max even-money escape in the band~$53328 Aug 202619d left+$0.14/sh+$14
cycle +$354
[-$511…+$602] · 48% credit
70%
surv 59%
-$7,081 NOT
cap gain +$12,334
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$1,020/mo
vs 50% target ($2,912/mo)-65%
vs normal income ($5,824/mo)18% covered
Net income (after hedge)$967/mo
Downside budget
⚠ $520 is $86 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,244
… as % of IC ($12,800)64.4%
… as % of ML ($48,300)17.1%
Recovery months (at normal income)1.4 mo
Surgical close (1 ct)$-19,545
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 ≥ $524.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $520)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $514.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$515-524.70
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
≥ $524.70
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$520.00 (1.3σ)$340$-8,473+$10,942+$320
+2.5%$533.00 (1.5σ)$-960$-8,363+$11,052-$980
+5%$546.00 (1.7σ)$-2,260$-8,252+$11,163-$2,280
SS (= V-bounce)$588.00 (2.2σ)$-6,460$-7,895+$11,520-$6,480
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $520): -$8,244
Total Position P&L @ SS: $-7,744 (+$11,671 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-6,680, the opportunity cost of earning $1,020/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,001, position total $-7,934 (+$11,481 vs today)
33% normal ← lean1 × $49014 Aug10d16.0%83%hist 95%35%hist 22%+8pp$690$2,070-$930$10,894
Sell 1 × $490 16.0% OTM over spot $422.29 14 Aug 2026 (10d, $8.40 mid)
= $690 credit for the 10d cycle → $2,070/mo projected
Survival (stays ≤ $490)
83%
Breach risk
17%
POP (stays ≤ $498.40)
86%
EV / mo
+$523
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
60% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$999/mo
median; plan ~$679/mo after 68% keep · $4,640 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.5], 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)
30%
Flat exit net (mid-life)
-$2,163
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$518 @ 74% POP
65% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $40.32/sh now → $28.53 mid-life (likely $28.05–$43.20)≈ $0 at expiry  |  you banked $6.90/sh, so a flat mid-life exit nets -$21.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 900 simulated challenges: the $490 strike is typically first touched on day 6 of 10, at $506 (overshoots $15.74). 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%)~$49328 Aug 202619d left+$5.61/sh+$561
cycle +$1,251
[+$60…+$935] · 80% credit
68%
surv 55%
-$10,523 NOT
cap gain +$8,892
Roll out (same strike, buy time)~$49021 Aug 202612d left+$1.55/sh+$155
cycle +$845
[-$271…+$460] · 50% credit
67%
surv 53%
-$11,224 NOT
cap gain +$8,191
Max even-money escape in the band~$50328 Aug 202619d left+$1.05/sh+$105
cycle +$795
[-$461…+$417] · 43% credit
70%
surv 59%
-$9,894 NOT
cap gain +$9,521
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)~$49321 Aug 202612d left+$0.08/sh+$8
cycle +$698
[-$444…+$290] · 39% credit
68%
surv 55%
-$11,077 NOT
cap gain +$8,338
Safety roll (pay small debit, max POP)~$51828 Aug 202619d left-$5.17/sh-$517
cycle +$173
[-$1,200…-$304] · 16% credit
74%
surv 65%
-$8,889 NOT
cap gain +$10,526
budget: banked $690 debit $517 (75% used ≈ 1.1 wk of income) → whole cycle still +$173 cash · rolled 1 ct earn ≈ $3,688/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$2,070/mo
vs 50% target ($2,912/mo)-29%
vs normal income ($5,824/mo)36% covered
Net income (after hedge)$2,017/mo
Downside budget
⚠ $490 is $116 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,894
… as % of IC ($12,800)85.1%
… as % of ML ($48,300)22.6%
Recovery months (at normal income)1.9 mo
Surgical close (1 ct)$-19,565
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.73/sh (~25% of the $6.90 collected) or spot ≥ $498.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $490)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $485.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$485-498.40
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
≥ $498.40
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$490.00 (≤1σ, normal week)$690$-11,378+$8,037+$670
+2.5%$502.25 (1.1σ)$-535$-11,274+$8,141-$555
+5%$514.50 (1.2σ)$-1,760$-11,170+$8,245-$1,780
SS (= V-bounce)$588.00 (2.2σ)$-9,110$-10,545+$8,870-$9,130
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $490): -$10,894
Total Position P&L @ SS: $-10,394 (+$9,021 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-9,330, the opportunity cost of earning $2,070/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,651, position total $-10,584 (+$8,831 vs today)
🎯 50% normal1 × $47514 Aug10d12.5%78%hist 92%46%hist 32%+7pp$1,000$3,000$12,084
Sell 1 × $475 12.5% OTM over spot $422.29 14 Aug 2026 (10d, $12.40 mid)
= $1,000 credit for the 10d cycle → $3,000/mo projected
Survival (stays ≤ $475)
78%
Breach risk
22%
POP (stays ≤ $487.40)
82%
EV / mo
+$693
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
62% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,327/mo
median; plan ~$903/mo after 68% keep · $5,194 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.7-2.8], 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)
38%
Flat exit net (mid-life)
-$1,766
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$513 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $39.09/sh now → $27.66 mid-life (likely $29.94–$44.52)≈ $0 at expiry  |  you banked $10.00/sh, so a flat mid-life exit nets -$17.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,129 simulated challenges: the $475 strike is typically first touched on day 5 of 10, at $491 (overshoots $15.58). 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%)~$47828 Aug 202619d left+$6.00/sh+$600
cycle +$1,600
[-$5…+$708] · 75% credit
69%
surv 55%
-$11,802 NOT
cap gain +$7,613
Roll out (same strike, buy time)~$47521 Aug 202612d left+$1.97/sh+$197
cycle +$1,197
[-$315…+$276] · 42% credit
68%
surv 53%
-$12,499 NOT
cap gain +$6,916
Max even-money escape in the band~$48828 Aug 202619d left+$1.46/sh+$146
cycle +$1,146
[-$528…+$201] · 32% credit
71%
surv 59%
-$11,171 NOT
cap gain +$8,244
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)~$47821 Aug 202612d left+$0.50/sh+$50
cycle +$1,050
[-$488…+$109] · 30% credit
68%
surv 55%
-$12,352 NOT
cap gain +$7,063
Safety roll (pay small debit, max POP)~$51328 Aug 202619d left-$7.56/sh-$756
cycle +$244
[-$1,606…-$785] · 6% credit
76%
surv 69%
-$9,360 NOT
cap gain +$10,055
budget: banked $1,000 debit $756 (76% used ≈ 1.1 wk of income) → whole cycle still +$244 cash · rolled 1 ct earn ≈ $3,173/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$3,000/mo
vs 50% target ($2,912/mo)+3%
vs normal income ($5,824/mo)52% covered
Net income (after hedge)$2,947/mo
Downside budget
⚠ $475 is $131 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,084
… as % of IC ($12,800)94.4%
… as % of ML ($48,300)25.0%
Recovery months (at normal income)2.1 mo
Surgical close (1 ct)$-19,655
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.50/sh (~25% of the $10.00 collected) or spot ≥ $487.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $475)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $470.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$470-487.40
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
≥ $487.40
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$475.00 (≤1σ, normal week)$1,000$-12,696+$6,719+$980
+2.5%$486.87 (≤1σ, normal week)$-187$-12,595+$6,820-$207
+5%$498.75 (1.0σ)$-1,375$-12,494+$6,921-$1,395
SS (= V-bounce)$588.00 (2.2σ)$-10,300$-11,735+$7,680-$10,320
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $475): -$12,084
Total Position P&L @ SS: $-11,584 (+$7,831 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-10,520, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,841, position total $-11,774 (+$7,641 vs today)
100% normal1 × $44014 Aug10d4.2%63%hist 78%80%hist 59%+11pp$2,000$6,000+$3,000$14,584
Sell 1 × $440 4.2% OTM over spot $422.29 14 Aug 2026 (10d, $23.00 mid)
= $2,000 credit for the 10d cycle → $6,000/mo projected
Survival (stays ≤ $440)
63%
Breach risk
37%
POP (stays ≤ $463.00)
73%
EV / mo
+$700
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
70% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,171/mo
median; plan ~$1,476/mo after 68% keep · $6,227 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-3.1], measured ONLY among the 70% 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)
66%
Flat exit net (mid-life)
-$562
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$518 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $36.21/sh now → $25.62 mid-life (likely $33.41–$46.42)≈ $0 at expiry  |  you banked $20.00/sh, so a flat mid-life exit nets -$5.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,989 simulated challenges: the $440 strike is typically first touched on day 3 of 10, at $455 (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%)~$44328 Aug 202619d left+$6.75/sh+$675
cycle +$2,675
[-$101…+$370] · 63% credit
69%
surv 55%
-$14,525 NOT
cap gain +$4,890
Roll out (same strike, buy time)~$44021 Aug 202612d left+$2.84/sh+$284
cycle +$2,284
[-$370…+$25] · 27% credit
68%
surv 53%
-$15,210 NOT
cap gain +$4,205
Up-and-out for even (raise the cap, free)~$44521 Aug 202612d left+$0.11/sh+$11
cycle +$2,011
[-$708…-$273] · 13% credit
69%
surv 56%
-$14,917 NOT
cap gain +$4,498
Max even-money escape in the band~$45828 Aug 202619d left+$0.09/sh+$9
cycle +$2,009
[-$902…-$350] · 13% credit
72%
surv 62%
-$13,563 NOT
cap gain +$5,852
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$51821 Aug 202612d left-$19.44/sh-$1,944
cycle +$56
[-$3,370…-$2,491]
88%
surv 86%
-$9,005 NOT
cap gain +$10,410
budget: banked $2,000 debit $1,944 (97% used ≈ 1.4 wk of income) → whole cycle still +$56 cash · rolled 1 ct earn ≈ $1,546/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$6,000/mo
vs 50% target ($2,912/mo)+106%
vs normal income ($5,824/mo)103% covered
Net income (after hedge)$5,947/mo
Downside budget
⚠ $440 is $166 below CC-SS $605.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,584
… as % of IC ($12,800)113.9%
… as % of ML ($48,300)30.2%
Recovery months (at normal income)2.5 mo
Surgical close (1 ct)$-19,715
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $5.00/sh (~25% of the $20.00 collected) or spot ≥ $463.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $440)); NOT the premium you collected. Momentum override: two daily closes above $494.51 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $435.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$436-463.00
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
≥ $463.00
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 1.08 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$440.00 (≤1σ, normal week)$2,000$-15,493+$3,922+$1,980
+2.5%$451.00 (≤1σ, normal week)$900$-15,400+$4,015+$880
+5%$462.00 (≤1σ, normal week)$-200$-15,306+$4,109-$220
SS (= V-bounce)$588.00 (2.2σ)$-12,800$-14,235+$5,180-$12,820
V-BOUNCE STRESS (stock → CC-SS $605.84, where you are whole again, by expiry)
Starting unrealized P&L: $-19,415
+ Fortress recovery (un-capped): +$19,915
− CC assignment net of premium (1 × $440): -$14,584
Total Position P&L @ SS: $-14,084 (+$5,331 vs today)
Do-nothing baseline at SS: $-1,064 (this trade vs do-nothing: $-13,020, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $583.41 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,341, position total $-14,274 (+$5,141 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 (62 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 62 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: 1.085 (IBKR)  |  Recovery@SS: +$19,915 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,064

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$5003d7 Aug 2026$3.301/1$3,300$3,24790%91%+$1,399-$10,25480.1%$-9,754 (vs do-nothing $-8,690)
$4953d7 Aug 2026$3.701/1$3,700$3,64789%90%+$1,392-$10,71483.7%$-10,214 (vs do-nothing $-9,150)
$4903d7 Aug 2026$4.001/1$4,000$3,94787%89%+$1,212-$11,18487.4%$-10,684 (vs do-nothing $-9,620)
$4853d7 Aug 2026$5.001/1$5,000$4,94785%87%+$1,650-$11,58490.5%$-11,084 (vs do-nothing $-10,020)
$4803d7 Aug 2026$5.801/1$5,800$5,74783%86%+$1,796-$12,00493.8%$-11,504 (vs do-nothing $-10,440)
$4753d7 Aug 2026$6.701/1$6,700$6,64782%85%+$1,942-$12,41497.0%$-11,914 (vs do-nothing $-10,850)
$4703d7 Aug 2026$7.501/1$7,500$7,44779%83%+$1,875-$12,834100.3%$-12,334 (vs do-nothing $-11,270)
$47510d14 Aug 2026$10.001/1$3,000$2,94778%82%+$693-$12,08494.4%$-11,584 (vs do-nothing $-10,520)
$4653d7 Aug 2026$7.901/1$7,900$7,84777%82%+$1,288-$13,294103.9%$-12,794 (vs do-nothing $-11,730)
$47010d14 Aug 2026$10.901/1$3,270$3,21776%81%+$648-$12,49497.6%$-11,994 (vs do-nothing $-10,930)
$4603d7 Aug 2026$10.101/1$10,100$10,04775%80%+$2,369-$13,574106.0%$-13,074 (vs do-nothing $-12,010)
$46510d14 Aug 2026$11.801/1$3,540$3,48774%80%+$570-$12,904100.8%$-12,404 (vs do-nothing $-11,340)
$4553d7 Aug 2026$10.801/1$10,800$10,74772%78%+$1,809-$14,004109.4%$-13,504 (vs do-nothing $-12,440)
Show 49 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$46010d14 Aug 2026$14.201/1$4,260$4,20772%78%+$905-$13,164102.8%$-12,664 (vs do-nothing $-11,600)
$46017d21 Aug 2026$18.001/1$3,176$3,12370%77%+$574-$12,78499.9%$-12,284 (vs do-nothing $-11,220)
$45510d14 Aug 2026$15.001/1$4,500$4,44770%77%+$721-$13,584106.1%$-13,084 (vs do-nothing $-12,020)
$4503d7 Aug 2026$12.701/1$12,700$12,64769%77%+$2,300-$14,314111.8%$-13,814 (vs do-nothing $-12,750)
$45010d14 Aug 2026$17.201/1$5,160$5,10767%75%+$917-$13,864108.3%$-13,364 (vs do-nothing $-12,300)
$45517d21 Aug 2026$19.801/1$3,494$3,44167%74%$-55-$13,104102.4%$-12,604 (vs do-nothing $-11,540)
$4453d7 Aug 2026$14.401/1$14,400$14,34767%75%+$2,433-$14,644114.4%$-14,144 (vs do-nothing $-13,080)
$45024d28 Aug 2026$25.001/1$3,125$3,07265%75%+$499-$13,084102.2%$-12,584 (vs do-nothing $-11,520)
$442.503d7 Aug 2026$14.001/1$14,000$13,94765%74%+$1,187-$14,934116.7%$-14,434 (vs do-nothing $-13,370)
$45017d21 Aug 2026$21.501/1$3,794$3,74165%73%$-42-$13,434105.0%$-12,934 (vs do-nothing $-11,870)
$44510d14 Aug 2026$18.001/1$5,400$5,34765%74%+$650-$14,284111.6%$-13,784 (vs do-nothing $-12,720)
$4403d7 Aug 2026$16.001/1$16,000$15,94764%73%+$2,300-$14,984117.1%$-14,484 (vs do-nothing $-13,420)
$44524d28 Aug 2026$27.001/1$3,375$3,32264%74%+$522-$13,384104.6%$-12,884 (vs do-nothing $-11,820)
$44517d21 Aug 2026$23.001/1$4,059$4,00563%72%$-83-$13,784107.7%$-13,284 (vs do-nothing $-12,220)
$44010d14 Aug 2026$20.001/1$6,000$5,94763%73%+$700-$14,584113.9%$-14,084 (vs do-nothing $-13,020)
$442.5017d21 Aug 2026$24.001/1$4,235$4,18263%72%$-66-$13,934108.9%$-13,434 (vs do-nothing $-12,370)
$437.503d7 Aug 2026$16.001/1$16,000$15,94762%73%+$1,370-$15,234119.0%$-14,734 (vs do-nothing $-13,670)
$44024d28 Aug 2026$29.001/1$3,625$3,57262%73%+$531-$13,684106.9%$-13,184 (vs do-nothing $-12,120)
$44017d21 Aug 2026$25.401/1$4,482$4,42962%71%+$16-$14,044109.7%$-13,544 (vs do-nothing $-12,480)
$437.5017d21 Aug 2026$26.001/1$4,588$4,53561%73%+$623-$14,234111.2%$-13,734 (vs do-nothing $-12,670)
$4353d7 Aug 2026$17.101/1$17,100$17,04761%72%+$1,496-$15,374120.1%$-14,874 (vs do-nothing $-13,810)
$43510d14 Aug 2026$23.001/1$6,900$6,84760%72%+$1,005-$14,784115.5%$-14,284 (vs do-nothing $-13,220)
$43517d21 Aug 2026$27.001/1$4,765$4,71160%72%+$620-$14,384112.4%$-13,884 (vs do-nothing $-12,820)
$43524d28 Aug 2026$31.201/1$3,900$3,84760%72%+$551-$13,964109.1%$-13,464 (vs do-nothing $-12,400)
$432.503d7 Aug 2026$18.601/1$18,600$18,54759%71%+$1,978-$15,474120.9%$-14,974 (vs do-nothing $-13,910)
$432.5017d21 Aug 2026$28.301/1$4,994$4,94159%71%+$664-$14,504113.3%$-14,004 (vs do-nothing $-12,940)
$4303d7 Aug 2026$19.801/1$19,800$19,74758%70%+$2,115-$15,604121.9%$-15,104 (vs do-nothing $-14,040)
$43024d28 Aug 2026$33.301/1$4,162$4,10958%71%+$544-$14,254111.4%$-13,754 (vs do-nothing $-12,690)
$43010d14 Aug 2026$24.901/1$7,470$7,41758%71%+$934-$15,094117.9%$-14,594 (vs do-nothing $-13,530)
$43017d21 Aug 2026$29.601/1$5,224$5,17058%71%+$702-$14,624114.3%$-14,124 (vs do-nothing $-13,060)
$427.5017d21 Aug 2026$30.301/1$5,347$5,29456%70%+$628-$14,804115.7%$-14,304 (vs do-nothing $-13,240)
$427.503d7 Aug 2026$20.401/1$20,400$20,34756%69%+$1,607-$15,794123.4%$-15,294 (vs do-nothing $-14,230)
$42524d28 Aug 2026$35.701/1$4,462$4,40956%70%+$560-$14,514113.4%$-14,014 (vs do-nothing $-12,950)
$42517d21 Aug 2026$31.601/1$5,576$5,52355%69%+$654-$14,924116.6%$-14,424 (vs do-nothing $-13,360)
$42510d14 Aug 2026$27.001/1$8,100$8,04755%69%+$876-$15,384120.2%$-14,884 (vs do-nothing $-13,820)
$4253d7 Aug 2026$21.901/1$21,900$21,84755%68%+$1,953-$15,894124.2%$-15,394 (vs do-nothing $-14,330)
$422.5017d21 Aug 2026$33.001/1$5,824$5,77054%69%+$691-$15,034117.5%$-14,534 (vs do-nothing $-13,470)
$42024d28 Aug 2026$37.401/1$4,675$4,62254%69%+$473-$14,844116.0%$-14,344 (vs do-nothing $-13,280)
$422.503d7 Aug 2026$23.201/1$23,200$23,14753%68%+$2,054-$16,014125.1%$-15,514 (vs do-nothing $-14,450)
$42017d21 Aug 2026$33.901/1$5,982$5,92953%69%+$635-$15,194118.7%$-14,694 (vs do-nothing $-13,630)
$42010d14 Aug 2026$29.101/1$8,730$8,67752%68%+$771-$15,674122.5%$-15,174 (vs do-nothing $-14,110)
$417.5017d21 Aug 2026$35.101/1$6,194$6,14152%68%+$625-$15,324119.7%$-14,824 (vs do-nothing $-13,760)
$41524d28 Aug 2026$40.301/1$5,038$4,98452%68%+$522-$15,054117.6%$-14,554 (vs do-nothing $-13,490)
$4203d7 Aug 2026$24.201/1$24,200$24,14752%67%+$1,808-$16,164126.3%$-15,664 (vs do-nothing $-14,600)
$417.5010d14 Aug 2026$30.301/1$9,090$9,03751%68%+$745-$15,804123.5%$-15,304 (vs do-nothing $-14,240)
$41517d21 Aug 2026$36.101/1$6,371$6,31751%68%+$573-$15,474120.9%$-14,974 (vs do-nothing $-13,910)
$417.503d7 Aug 2026$25.101/1$25,100$25,04750%67%+$1,416-$16,324127.5%$-15,824 (vs do-nothing $-14,760)
$41510d14 Aug 2026$31.901/1$9,570$9,51750%67%+$828-$15,894124.2%$-15,394 (vs do-nothing $-14,330)
$4153d7 Aug 2026$26.501/1$26,500$26,44748%66%+$1,479-$16,434128.4%$-15,934 (vs do-nothing $-14,870)

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  |  2026-08-04 21:40