FORTRESS FIGHT: APP @ $349.16

BE SS: $588.00  |  CC-SS: $609.47  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

APP @ $349.16   UNDERWATER $238.84 (40.6% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $609.47 (banked floor $589.45)  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$48,300(ND $128.00 + SW $355) x 100
Normal income ref$4,000/mo95% ann ROI on ML
Hedge rolling cost$153/mo
Unrealized P&L$-27,310fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,000/mo
HEDGE COVER
$153/mo
NORMAL INCOME
$4,000/mo (ATM CC, chain)
IC VELOCITY
3.2 mo to earn back $12,800
ML VELOCITY
12.1 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $609.47 in the fetched chain; the deepest available is $530C (15d, $20/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,111
Hole (after banked)
$25,199
was $27,310 · 8% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$609.47 → $589.45
? 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 7 (live) · RSI 38 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 31 · %B -9 · hist falling (nightly)
LEVELS20W MA (bounce target) $460.27 (+32%) · daily UBB $464.84 · 1-wk expected move ±$38 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $375 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,000/mo); it brings $2,362/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 × $357.50/8d for $4,238/mo, but breach risk rises to 40% (+14pp 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 × $600/22d (99+% survival, $14/mo).
Downside anchor: the primary mortgages $22,817 (178% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 5.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-27,445 and cuts bleed by $153/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 · 14 Aug 2026 (8d) · sell 1 × $375, 75% survival, $2,362/mo (E[net] $-49/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 🏆14 Aug 2026 · 8d1 × $37575%$2,362$-49
E[net] arithmetic on the grand pick: keep $630 with probability 61%; on the 39% touch you roll, paying $1,402 to close and taking $400 back from the best priced door (net cash $1,002) 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 · 14 Aug 2026 · 8d · E[net] $-49/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $375 (50% normal), 75% survival, breach 25%, $2,362/mo.
⚖️ Worth a safer step: the $390 rung (33% normal) lifts survival to 84% (breach 25% → 16%) for $975/mo less (41% 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 $390 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $349.16 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $43514 Aug8d24.6%96%hist 99%8%hist 1%+1pp$55$206-$2,156$17,392
Sell 1 × $435 24.6% OTM over spot $349.16 14 Aug 2026 (8d, $1.18 mid)
= $55 credit for the 8d cycle → $206/mo projected
Survival (stays ≤ $435)
96%
Breach risk
4%
POP (stays ≤ $436.18)
96%
EV / mo
+$58
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
29% whole by 9mo vs 28% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1/mo
median; plan ~$-1/mo after 68% keep · $-7 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.8-5.1], measured ONLY among the 29% 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)
4%
Flat exit net (mid-life)
-$1,571
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$446 @ 68% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $22.99/sh now → $16.26 mid-life (likely $11.82–$21.62)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$15.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 124 simulated challenges: the $435 strike is typically first touched on day 6 of 8, at $445 (overshoots $10.08). 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)~$43521 Aug 202611d left+$2.73/sh+$273
cycle +$328
[+$223…+$721] · 94% credit
66%
surv 52%
-$17,892 NOT
cap gain +$9,418
Up-and-out for even (raise the cap, free)~$43621 Aug 202611d left+$2.37/sh+$237
cycle +$292
[+$177…+$681] · 89% credit
67%
surv 53%
-$17,839 NOT
cap gain +$9,471
Max even-money escape in the band~$44628 Aug 202618d left+$0.40/sh+$40
cycle +$95
[-$162…+$502] · 64% credit
68%
surv 59%
-$16,977 NOT
cap gain +$10,333
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$206/mo
vs 50% target ($2,000/mo)-90%
vs normal income ($4,000/mo)5% covered
Net income (after hedge)$53/mo
Downside budget
⚠ $435 is $174 below CC-SS $609.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,392
… as % of IC ($12,800)135.9%
… as % of ML ($48,300)36.0%
Recovery months (at normal income)4.3 mo
Surgical close (1 ct)$-27,373
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $436.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $435)); NOT the premium you collected. Momentum override: two daily closes above $464.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $430.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$431-436.18
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
≥ $436.18
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$435.00 (2.1σ)$55$-18,165+$9,145+$45
+2.5%$445.87 (2.4σ)$-1,032$-18,100+$9,210-$1,042
+5%$456.75 (2.7σ)$-2,120$-18,036+$9,274-$2,130
SS (= V-bounce)$588.00 (5.9σ)$-15,245$-17,262+$10,048-$9,455
V-BOUNCE STRESS (stock → CC-SS $609.47, where you are whole again, by expiry)
Starting unrealized P&L: $-27,310
+ Fortress recovery (un-capped): +$27,567
− CC assignment net of premium (1 × $435): -$17,392
Total Position P&L @ SS: $-17,135 (+$10,175 vs today)
Do-nothing baseline at SS: $-7,680 (this trade vs do-nothing: $-9,455, the opportunity cost of earning $206/mo FIGHT income now)
BB-reversion stress (→ $460.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,472, position total $-18,015 (+$9,295 vs today)
🛡 safe yield1 × $407.5014 Aug8d16.7%90%hist 99%20%hist 6%+3pp$190$712-$1,650$20,007
Sell 1 × $407.50 16.7% OTM over spot $349.16 14 Aug 2026 (8d, $4.30 mid)
= $190 credit for the 8d cycle → $712/mo projected
Survival (stays ≤ $407.50)
90%
Breach risk
10%
POP (stays ≤ $411.80)
92%
EV / mo
+$236
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
32% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$295/mo
median; plan ~$200/mo after 68% keep · $2,100 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.1-5.2], measured ONLY among the 32% 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)
-$1,333
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$423 @ 70% POP
63% 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: $21.54/sh now → $15.23 mid-life (likely $12.67–$22.10)≈ $0 at expiry  |  you banked $1.90/sh, so a flat mid-life exit nets -$13.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $408 strike is typically first touched on day 6 of 8, at $417 (overshoots $9.82). 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)~$40821 Aug 202611d left+$3.38/sh+$338
cycle +$528
[+$180…+$600] · 89% credit
66%
surv 52%
-$20,604 NOT
cap gain +$6,706
Up-and-out for even (raise the cap, free)~$40821 Aug 202611d left+$3.02/sh+$302
cycle +$492
[+$138…+$562] · 87% credit
67%
surv 53%
-$20,551 NOT
cap gain +$6,759
Reliable up-and-out (highest cap still free ≥60%)~$41328 Aug 202618d left+$2.96/sh+$296
cycle +$486
[+$50…+$598] · 77% credit
67%
surv 57%
-$20,027 NOT
cap gain +$7,283
Max even-money escape in the band~$41828 Aug 202618d left+$1.03/sh+$103
cycle +$293
[-$192…+$384] · 57% credit
69%
surv 60%
-$19,691 NOT
cap gain +$7,619
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$42328 Aug 202618d left-$0.96/sh-$96
cycle +$94
[-$432…+$178] · 38% credit
70%
surv 63%
-$19,360 NOT
cap gain +$7,950
budget: banked $190 debit $96 (51% used ≈ 0.6 wk of income) → whole cycle still +$94 cash · rolled 1 ct earn ≈ $2,379/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$712/mo
vs 50% target ($2,000/mo)-64%
vs normal income ($4,000/mo)18% covered
Net income (after hedge)$560/mo
Downside budget
⚠ $407.50 is $202 below CC-SS $609.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,007
… as % of IC ($12,800)156.3%
… as % of ML ($48,300)41.4%
Recovery months (at normal income)5.0 mo
Surgical close (1 ct)$-27,550
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.90 collected) or spot ≥ $411.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $408)); NOT the premium you collected. Momentum override: two daily closes above $464.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $403.43Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$403-411.80
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
≥ $411.80
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$407.50 (1.4σ)$190$-20,942+$6,368+$180
+2.5%$417.69 (1.7σ)$-829$-20,882+$6,428-$839
+5%$427.88 (1.9σ)$-1,848$-20,822+$6,488-$1,858
SS (= V-bounce)$588.00 (5.9σ)$-17,860$-19,877+$7,433-$12,070
V-BOUNCE STRESS (stock → CC-SS $609.47, where you are whole again, by expiry)
Starting unrealized P&L: $-27,310
+ Fortress recovery (un-capped): +$27,567
− CC assignment net of premium (1 × $407.50): -$20,007
Total Position P&L @ SS: $-19,750 (+$7,560 vs today)
Do-nothing baseline at SS: $-7,680 (this trade vs do-nothing: $-12,070, the opportunity cost of earning $712/mo FIGHT income now)
BB-reversion stress (→ $460.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,087, position total $-20,630 (+$6,680 vs today)
33% normal ← lean1 × $39014 Aug8d11.7%84%hist 95%34%hist 22%+6pp$370$1,388-$975$21,577
Sell 1 × $390 11.7% OTM over spot $349.16 14 Aug 2026 (8d, $4.55 mid)
= $370 credit for the 8d cycle → $1,388/mo projected
Survival (stays ≤ $390)
84%
Breach risk
16%
POP (stays ≤ $394.55)
86%
EV / mo
+$377
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
36% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$594/mo
median; plan ~$404/mo after 68% keep · $4,409 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.5-6.0], measured ONLY among the 36% 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)
24%
Flat exit net (mid-life)
-$1,088
Free roll-up
+$1/wk
Safest escape (by 28 Aug 2026)
$411 @ 72% POP
66% 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: $20.61/sh now → $14.58 mid-life (likely $13.99–$22.64)≈ $0 at expiry  |  you banked $3.70/sh, so a flat mid-life exit nets -$10.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 723 simulated challenges: the $390 strike is typically first touched on day 5 of 8, at $400 (overshoots $9.76). 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)~$39021 Aug 202611d left+$3.73/sh+$373
cycle +$743
[+$152…+$528] · 89% credit
66%
surv 53%
-$22,242 NOT
cap gain +$5,068
Up-and-out for even (raise the cap, free)~$39121 Aug 202611d left+$3.37/sh+$337
cycle +$707
[+$112…+$488] · 85% credit
67%
surv 53%
-$22,189 NOT
cap gain +$5,121
Reliable up-and-out (highest cap still free ≥60%)~$39628 Aug 202618d left+$3.31/sh+$331
cycle +$701
[-$1…+$482] · 75% credit
67%
surv 57%
-$21,666 NOT
cap gain +$5,644
Max even-money escape in the band~$40128 Aug 202618d left+$1.37/sh+$137
cycle +$507
[-$244…+$258] · 49% credit
69%
surv 60%
-$21,330 NOT
cap gain +$5,980
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$41128 Aug 202618d left-$2.46/sh-$246
cycle +$124
[-$703…-$146] · 17% credit
72%
surv 66%
-$20,654 NOT
cap gain +$6,656
budget: banked $370 debit $246 (66% used ≈ 0.8 wk of income) → whole cycle still +$124 cash · rolled 1 ct earn ≈ $2,020/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$1,388/mo
vs 50% target ($2,000/mo)-31%
vs normal income ($4,000/mo)35% covered
Net income (after hedge)$1,235/mo
Downside budget
⚠ $390 is $219 below CC-SS $609.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,577
… as % of IC ($12,800)168.6%
… as % of ML ($48,300)44.7%
Recovery months (at normal income)5.4 mo
Surgical close (1 ct)$-27,395
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.93/sh (~25% of the $3.70 collected) or spot ≥ $394.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $390)); NOT the premium you collected. Momentum override: two daily closes above $464.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $386.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$386-394.55
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
≥ $394.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$390.00 (1.0σ)$370$-22,615+$4,695+$360
+2.5%$399.75 (1.2σ)$-605$-22,558+$4,752-$615
+5%$409.50 (1.5σ)$-1,580$-22,500+$4,810-$1,590
SS (= V-bounce)$588.00 (5.9σ)$-19,430$-21,447+$5,863-$13,640
V-BOUNCE STRESS (stock → CC-SS $609.47, where you are whole again, by expiry)
Starting unrealized P&L: $-27,310
+ Fortress recovery (un-capped): +$27,567
− CC assignment net of premium (1 × $390): -$21,577
Total Position P&L @ SS: $-21,320 (+$5,990 vs today)
Do-nothing baseline at SS: $-7,680 (this trade vs do-nothing: $-13,640, the opportunity cost of earning $1,388/mo FIGHT income now)
BB-reversion stress (→ $460.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,657, position total $-22,200 (+$5,110 vs today)
🎯 50% normal1 × $37514 Aug8d7.4%75%hist 92%53%hist 43%+10pp$630$2,362$22,817
Sell 1 × $375 7.4% OTM over spot $349.16 14 Aug 2026 (8d, $7.65 mid)
= $630 credit for the 8d cycle → $2,362/mo projected
Survival (stays ≤ $375)
75%
Breach risk
25%
POP (stays ≤ $382.65)
80%
EV / mo
+$460
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
43% whole by 9mo vs 33% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$814/mo
median; plan ~$554/mo after 68% keep · $6,045 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.0 mo [2.4-6.1], measured ONLY among the 43% 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)
39%
Flat exit net (mid-life)
-$772
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$411 @ 77% POP
73% 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: $19.82/sh now → $14.02 mid-life (likely $15.96–$22.76)≈ $0 at expiry  |  you banked $6.30/sh, so a flat mid-life exit nets -$7.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,182 simulated challenges: the $375 strike is typically first touched on day 4 of 8, at $384 (overshoots $8.63). 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)~$37521 Aug 202611d left+$4.00/sh+$400
cycle +$1,030
[+$129…+$398] · 90% credit
66%
surv 53%
-$23,544 NOT
cap gain +$3,766
Reliable up-and-out (highest cap still free ≥60%)~$38128 Aug 202618d left+$3.57/sh+$357
cycle +$987
[-$36…+$327] · 69% credit
68%
surv 57%
-$22,968 NOT
cap gain +$4,342
Max even-money escape in the band~$38628 Aug 202618d left+$1.63/sh+$163
cycle +$793
[-$280…+$110] · 35% credit
69%
surv 60%
-$22,633 NOT
cap gain +$4,677
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)~$38121 Aug 202611d left+$0.06/sh+$6
cycle +$636
[-$357…-$38] · 21% credit
68%
surv 57%
-$23,319 NOT
cap gain +$3,991
Safety roll (pay small debit, max POP)~$41128 Aug 202618d left-$6.28/sh-$628
cycle +$2
[-$1,239…-$757] · 2% credit
77%
surv 73%
-$20,776 NOT
cap gain +$6,534
budget: banked $630 debit $628 (100% used ≈ 1.2 wk of income) → whole cycle still +$2 cash · rolled 1 ct earn ≈ $1,290/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$2,362/mo
vs 50% target ($2,000/mo)+18%
vs normal income ($4,000/mo)59% covered
Net income (after hedge)$2,210/mo
Downside budget
⚠ $375 is $234 below CC-SS $609.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,817
… as % of IC ($12,800)178.3%
… as % of ML ($48,300)47.2%
Recovery months (at normal income)5.7 mo
Surgical close (1 ct)$-27,445
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.57/sh (~25% of the $6.30 collected) or spot ≥ $382.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $375)); NOT the premium you collected. Momentum override: two daily closes above $464.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $371.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$371-382.65
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
≥ $382.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$375.00 (≤1σ, normal week)$630$-23,944+$3,366+$620
+2.5%$384.37 (≤1σ, normal week)$-307$-23,888+$3,422-$317
+5%$393.75 (1.1σ)$-1,245$-23,833+$3,477-$1,255
SS (= V-bounce)$588.00 (5.9σ)$-20,670$-22,687+$4,623-$14,880
V-BOUNCE STRESS (stock → CC-SS $609.47, where you are whole again, by expiry)
Starting unrealized P&L: $-27,310
+ Fortress recovery (un-capped): +$27,567
− CC assignment net of premium (1 × $375): -$22,817
Total Position P&L @ SS: $-22,560 (+$4,750 vs today)
Do-nothing baseline at SS: $-7,680 (this trade vs do-nothing: $-14,880, the opportunity cost of earning $2,362/mo FIGHT income now)
BB-reversion stress (→ $460.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,897, position total $-23,440 (+$3,870 vs today)
100% normal1 × $357.5014 Aug8d2.4%60%hist 78%83%hist 81%+11pp$1,130$4,238+$1,875$24,067
Sell 1 × $357.50 2.4% OTM over spot $349.16 14 Aug 2026 (8d, $12.80 mid)
= $1,130 credit for the 8d cycle → $4,238/mo projected
Survival (stays ≤ $357.50)
60%
Breach risk
40%
POP (stays ≤ $370.30)
71%
EV / mo
+$429
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
45% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~8.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,081/mo
median; plan ~$735/mo after 68% keep · $8,207 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.8], measured ONLY among the 45% 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)
-$206
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$408 @ 87% POP
85% 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: $18.89/sh now → $13.36 mid-life (likely $17.74–$24.75)≈ $0 at expiry  |  you banked $11.30/sh, so a flat mid-life exit nets -$2.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,981 simulated challenges: the $358 strike is typically first touched on day 3 of 8, at $367 (overshoots $9.00). 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%)~$35828 Aug 202618d left+$7.64/sh+$764
cycle +$1,894
[+$327…+$580] · 97% credit
67%
surv 54%
-$24,444 NOT
cap gain +$2,866
Roll out (same strike, buy time)~$35821 Aug 202611d left+$4.27/sh+$427
cycle +$1,557
[+$65…+$276] · 84% credit
67%
surv 53%
-$24,870 NOT
cap gain +$2,440
Max even-money escape in the band~$36828 Aug 202618d left+$1.88/sh+$188
cycle +$1,318
[-$402…-$48] · 20% credit
69%
surv 60%
-$23,961 NOT
cap gain +$3,349
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)~$36321 Aug 202611d left+$0.37/sh+$37
cycle +$1,167
[-$443…-$155] · 13% credit
68%
surv 57%
-$24,641 NOT
cap gain +$2,669
Safety roll (pay small debit, max POP)~$40821 Aug 202611d left-$9.92/sh-$992
cycle +$138
[-$1,831…-$1,303]
87%
surv 85%
-$20,904 NOT
cap gain +$6,406
budget: banked $1,130 debit $992 (88% used ≈ 1.0 wk of income) → whole cycle still +$138 cash · rolled 1 ct earn ≈ $940/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$4,238/mo
vs 50% target ($2,000/mo)+112%
vs normal income ($4,000/mo)106% covered
Net income (after hedge)$4,085/mo
Downside budget
⚠ $357.50 is $252 below CC-SS $609.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,067
… as % of IC ($12,800)188.0%
… as % of ML ($48,300)49.8%
Recovery months (at normal income)6.0 mo
Surgical close (1 ct)$-27,460
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.83/sh (~25% of the $11.30 collected) or spot ≥ $370.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $358)); NOT the premium you collected. Momentum override: two daily closes above $464.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $353.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$354-370.30
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
≥ $370.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$357.50 (≤1σ, normal week)$1,130$-25,297+$2,013+$1,120
+2.5%$366.44 (≤1σ, normal week)$236$-25,244+$2,066+$226
+5%$375.38 (≤1σ, normal week)$-658$-25,191+$2,119-$668
SS (= V-bounce)$588.00 (5.9σ)$-21,920$-23,937+$3,373-$16,130
V-BOUNCE STRESS (stock → CC-SS $609.47, where you are whole again, by expiry)
Starting unrealized P&L: $-27,310
+ Fortress recovery (un-capped): +$27,567
− CC assignment net of premium (1 × $357.50): -$24,067
Total Position P&L @ SS: $-23,810 (+$3,500 vs today)
Do-nothing baseline at SS: $-7,680 (this trade vs do-nothing: $-16,130, the opportunity cost of earning $4,238/mo FIGHT income now)
BB-reversion stress (→ $460.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,147, position total $-24,690 (+$2,620 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.059 (IBKR)  |  Recovery@SS: +$27,567 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-7,680

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3758d14 Aug 2026$6.301/1$2,362$2,21075%80%+$460-$22,817178.3%$-22,560 (vs do-nothing $-14,880)
$3708d14 Aug 2026$5.501/1$2,062$1,91071%78%$-272-$23,397182.8%$-23,140 (vs do-nothing $-15,460)
$367.508d14 Aug 2026$6.301/1$2,362$2,21069%77%$-219-$23,567184.1%$-23,310 (vs do-nothing $-15,630)
$37015d21 Aug 2026$10.001/1$2,000$1,84767%74%$-122-$22,947179.3%$-22,690 (vs do-nothing $-15,010)
$3658d14 Aug 2026$7.401/1$2,775$2,62267%75%$-76-$23,707185.2%$-23,450 (vs do-nothing $-15,770)
$362.508d14 Aug 2026$8.401/1$3,150$2,99765%74%+$5-$23,857186.4%$-23,600 (vs do-nothing $-15,920)
$36515d21 Aug 2026$12.001/1$2,400$2,24764%73%$-51-$23,247181.6%$-22,990 (vs do-nothing $-15,310)
$36522d28 Aug 2026$15.001/1$2,045$1,89363%72%$-169-$22,947179.3%$-22,690 (vs do-nothing $-15,010)
$3608d14 Aug 2026$9.301/1$3,488$3,33563%72%+$23-$24,017187.6%$-23,760 (vs do-nothing $-16,080)
$36015d21 Aug 2026$14.001/1$2,800$2,64761%71%$-17-$23,547184.0%$-23,290 (vs do-nothing $-15,610)
$357.508d14 Aug 2026$11.301/1$4,238$4,08560%71%+$429-$24,067188.0%$-23,810 (vs do-nothing $-16,130)
$36022d28 Aug 2026$17.001/1$2,318$2,16560%71%$-154-$23,247181.6%$-22,990 (vs do-nothing $-15,310)
$3558d14 Aug 2026$11.401/1$4,275$4,12258%71%+$94-$24,307189.9%$-24,050 (vs do-nothing $-16,370)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$35515d21 Aug 2026$16.201/1$3,240$3,08757%70%+$18-$23,827186.2%$-23,570 (vs do-nothing $-15,890)
$35522d28 Aug 2026$19.001/1$2,591$2,43857%70%$-57-$23,547184.0%$-23,290 (vs do-nothing $-15,610)
$352.508d14 Aug 2026$12.001/1$4,500$4,34756%70%$-81-$24,497191.4%$-24,240 (vs do-nothing $-16,560)
$35022d28 Aug 2026$23.001/1$3,136$2,98454%69%+$192-$23,647184.7%$-23,390 (vs do-nothing $-15,710)
$35015d21 Aug 2026$20.001/1$4,000$3,84754%68%+$332-$23,947187.1%$-23,690 (vs do-nothing $-16,010)
$3508d14 Aug 2026$14.301/1$5,362$5,21053%68%+$353-$24,517191.5%$-24,260 (vs do-nothing $-16,580)
$34522d28 Aug 2026$24.001/1$3,273$3,12051%67%+$5-$24,047187.9%$-23,790 (vs do-nothing $-16,110)
$347.508d14 Aug 2026$15.201/1$5,700$5,54751%68%+$233-$24,677192.8%$-24,420 (vs do-nothing $-16,740)
$34515d21 Aug 2026$22.101/1$4,420$4,26750%67%+$263-$24,237189.4%$-23,980 (vs do-nothing $-16,300)
$3458d14 Aug 2026$16.501/1$6,188$6,03548%67%+$235-$24,797193.7%$-24,540 (vs do-nothing $-16,860)
$342.508d14 Aug 2026$17.901/1$6,712$6,56046%64%+$244-$24,907194.6%$-24,650 (vs do-nothing $-16,970)

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  |  2026-08-06 21:36