FORTRESS FIGHT: APP @ $313.05

BE SS: $588.00  |  CC-SS: $612.81  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-02 23:51

APP @ $313.05   UNDERWATER $274.95 (46.8% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $612.81 (banked floor $592.96)  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$48,300(ND $128.00 + SW $355) x 100
Normal income ref$2,409/mo95% ann ROI on ML
Hedge rolling cost$76/mo
Unrealized P&L$-31,950fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,205/mo
HEDGE COVER
$76/mo
NORMAL INCOME
$2,409/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $12,800
ML VELOCITY
20.0 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $612.81 in the fetched chain; the deepest available is $440C (16d, $9/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,111
Hole (after banked)
$29,839
was $31,950 · 7% earned back
Cycles closed
6
Credit in flight
$237
CC-SS · banked floor (info)
$612.81 → $592.96
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
1x $360C 4 Sep 2026U18827291$2.37$2372026-08-19
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 13 (live) · RSI 36 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 31 · %B 46 · hist rising (nightly)
LEVELS20W MA (bounce target) $440.68 (+41%) · daily UBB $338.23 · 1-wk expected move ±$22 (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 $330 / 2d. This is the safest strike (survival 87%, breach 13%) that still earns 50% of normal income ($1,205/mo); it brings $1,500/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 × $325/2d for $2,700/mo, but breach risk rises to 21% (+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 × $340/2d (96% survival, $450/mo).
Downside anchor: the primary mortgages $28,181 (220% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 11.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-31,965 and cuts bleed by $76/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 · 4 Sep 2026 (2d) · sell 1 × $330, 87% survival, $1,500/mo (E[net] $994/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 🏆4 Sep 2026 · 2d1 × $33087%$1,500$994
NEXT FRIDAY11 Sep 2026 · 9d1 × $33076%$1,267$72
E[net] arithmetic on the grand pick: keep $100 with probability 84%; on the 16% touch you roll, paying $504 to close and taking $389 back from the best priced door (net cash $115) 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 · 4 Sep 2026 · 2d · E[net] $994/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $330 (33% normal), 87% survival, breach 13%, $1,500/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $335 rung (🛡 safe yield) lifts survival to 92% (breach 13% → 8%) for $750/mo less (50% income) buys safety you do not really need here.
APP  spot $313.05 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $3404 Sep2d8.6%96%hist 96%9%hist 2%+3pp$30$450-$1,050$27,251
Sell 1 × $340 8.6% OTM over spot $313.05 4 Sep 2026 (2d, $0.38 mid)
= $30 credit for the 2d cycle → $450/mo projected
Survival (stays ≤ $340)
96%
Breach risk
4%
POP (stays ≤ $340.38)
96%
EV / mo
+$267
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
25% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$305/mo
median; plan ~$207/mo after 68% keep · $2,337 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.2-6.3], measured ONLY among the 25% 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)
-$489
Free roll-up
+$9/wk
Safest escape (by 25 Sep 2026)
$372 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.34/sh now → $5.19 mid-life (likely $5.30–$9.39)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$4.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 121 simulated challenges: the $340 strike is typically first touched on day 2 of 2, at $345 (overshoots $5.09). 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)~$34011 Sep 20268d left+$3.76/sh+$376
cycle +$406
[+$273…+$424] · 93% credit
66%
surv 51%
-$28,606 NOT
cap gain +$3,344
Reliable up-and-out (highest cap still free ≥60%)~$36725 Sep 202622d left+$1.67/sh+$167
cycle +$197
[-$89…+$181] · 63% credit
80%
surv 75%
-$25,878 NOT
cap gain +$6,072
Max even-money escape in the band~$37225 Sep 202622d left+$0.48/sh+$48
cycle +$78
[-$235…+$55] · 39% credit
82%
surv 79%
-$25,452 NOT
cap gain +$6,498
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)~$34911 Sep 20268d left+$0.10/sh+$10
cycle +$40
[-$201…+$21] · 33% credit
74%
surv 66%
-$27,942 NOT
cap gain +$4,008
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$450/mo
vs 50% target ($1,205/mo)-63%
vs normal income ($2,409/mo)19% covered
Net income (after hedge)$374/mo
Downside budget
⚠ $340 is $273 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,251
… as % of IC ($12,800)212.9%
… as % of ML ($48,300)56.4%
Recovery months (at normal income)11.3 mo
Surgical close (1 ct)$-31,957
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $340.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $340)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $336.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$337-340.38
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
≥ $340.38
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$340.00 (2.2σ)$30$-28,982+$2,968+$25
+2.5%$348.50 (2.9σ)$-820$-28,906+$3,044-$825
+5%$357.00 (3.7σ)$-1,670$-28,829+$3,121-$1,675
SS (= V-bounce)$588.00 (22.9σ)$-24,770$-26,750+$5,200-$9,975
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $340): -$27,251
Total Position P&L @ SS: $-26,527 (+$5,423 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-9,975, the opportunity cost of earning $450/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,038, position total $-28,076 (+$3,874 vs today)
🛡 safe yield1 × $3354 Sep2d7.0%92%hist 96%16%hist 13%+4pp$50$750-$750$27,731
Sell 1 × $335 7.0% OTM over spot $313.05 4 Sep 2026 (2d, $0.68 mid)
= $50 credit for the 2d cycle → $750/mo projected
Survival (stays ≤ $335)
92%
Breach risk
8%
POP (stays ≤ $335.68)
93%
EV / mo
+$326
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
22% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$486/mo
median; plan ~$330/mo after 68% keep · $3,907 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.2-6.4], measured ONLY among the 22% 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)
7%
Flat exit net (mid-life)
-$461
Free roll-up
+$9/wk
Safest escape (by 25 Sep 2026)
$372 @ 84% POP
82% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.23/sh now → $5.11 mid-life (likely $5.60–$10.64)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$4.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 215 simulated challenges: the $335 strike is typically first touched on day 2 of 2, at $341 (overshoots $6.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$33511 Sep 20268d left+$3.83/sh+$383
cycle +$433
[+$221…+$401] · 92% credit
66%
surv 51%
-$29,125 NOT
cap gain +$2,825
Reliable up-and-out (highest cap still free ≥60%)~$35725 Sep 202622d left+$3.02/sh+$302
cycle +$352
[-$15…+$290] · 72% credit
78%
surv 72%
-$26,813 NOT
cap gain +$5,137
Max even-money escape in the band~$36725 Sep 202622d left+$0.54/sh+$54
cycle +$104
[-$328…+$32] · 32% credit
82%
surv 79%
-$25,971 NOT
cap gain +$5,979
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)~$34411 Sep 20268d left+$0.17/sh+$17
cycle +$67
[-$271…+$2] · 26% credit
74%
surv 66%
-$28,460 NOT
cap gain +$3,490
Safety roll (pay small debit, max POP)~$37225 Sep 202622d left-$0.35/sh-$35
cycle +$15
[-$442…-$64] · 13% credit
84%
surv 82%
-$25,515 NOT
cap gain +$6,435
budget: banked $50 debit $35 (71% used ≈ 0.2 wk of income) → whole cycle still +$15 cash · rolled 1 ct earn ≈ $649/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$750/mo
vs 50% target ($1,205/mo)-38%
vs normal income ($2,409/mo)31% covered
Net income (after hedge)$674/mo
Downside budget
⚠ $335 is $278 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,731
… as % of IC ($12,800)216.6%
… as % of ML ($48,300)57.4%
Recovery months (at normal income)11.5 mo
Surgical close (1 ct)$-31,967
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $335.68 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $335)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $331.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$332-335.68
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $335.68
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$335.00 (1.8σ)$50$-29,507+$2,443+$45
+2.5%$343.37 (2.5σ)$-787$-29,432+$2,518-$792
+5%$351.75 (3.2σ)$-1,625$-29,357+$2,593-$1,630
SS (= V-bounce)$588.00 (22.9σ)$-25,250$-27,230+$4,720-$10,455
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $335): -$27,731
Total Position P&L @ SS: $-27,007 (+$4,943 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-10,455, the opportunity cost of earning $750/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,518, position total $-28,556 (+$3,394 vs today)
🎯 33% normal1 × $3304 Sep2d5.4%87%hist 86%27%hist 27%+11pp$100$1,500$28,181
Sell 1 × $330 5.4% OTM over spot $313.05 4 Sep 2026 (2d, $1.15 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $330)
87%
Breach risk
13%
POP (stays ≤ $331.15)
88%
EV / mo
+$584
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
26% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~6.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$935/mo
median; plan ~$635/mo after 68% keep · $7,575 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.8-7.2], measured ONLY among the 26% 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)
-$404
Free roll-up
+$9/wk
Safest escape (by 25 Sep 2026)
$367 @ 84% POP
82% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.12/sh now → $5.04 mid-life (likely $5.52–$10.54)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$4.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 471 simulated challenges: the $330 strike is typically first touched on day 2 of 2, at $336 (overshoots $5.71). 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)~$33011 Sep 20268d left+$3.89/sh+$389
cycle +$489
[+$225…+$407] · 91% credit
66%
surv 51%
-$29,614 NOT
cap gain +$2,336
Reliable up-and-out (highest cap still free ≥60%)~$35225 Sep 202622d left+$3.07/sh+$307
cycle +$407
[-$8…+$298] · 74% credit
78%
surv 72%
-$27,303 NOT
cap gain +$4,647
Max even-money escape in the band~$36225 Sep 202622d left+$0.59/sh+$59
cycle +$159
[-$320…+$36] · 35% credit
82%
surv 79%
-$26,461 NOT
cap gain +$5,489
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)~$33911 Sep 20268d left+$0.23/sh+$23
cycle +$123
[-$260…+$9] · 28% credit
74%
surv 66%
-$28,949 NOT
cap gain +$3,001
Safety roll (pay small debit, max POP)~$36725 Sep 202622d left-$0.30/sh-$30
cycle +$70
[-$433…-$58] · 16% credit
84%
surv 82%
-$26,005 NOT
cap gain +$5,945
budget: banked $100 debit $30 (30% used ≈ 0.1 wk of income) → whole cycle still +$70 cash · rolled 1 ct earn ≈ $646/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$1,500/mo
vs 50% target ($1,205/mo)+25%
vs normal income ($2,409/mo)62% covered
Net income (after hedge)$1,424/mo
Downside budget
⚠ $330 is $283 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,181
… as % of IC ($12,800)220.2%
… as % of ML ($48,300)58.3%
Recovery months (at normal income)11.7 mo
Surgical close (1 ct)$-31,965
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $331.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $330)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $326.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$327-331.15
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
≥ $331.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$330.00 (1.4σ)$100$-30,002+$1,948+$95
+2.5%$338.25 (2.1σ)$-725$-29,928+$2,022-$730
+5%$346.50 (2.8σ)$-1,550$-29,854+$2,096-$1,555
SS (= V-bounce)$588.00 (22.9σ)$-25,700$-27,680+$4,270-$10,905
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $330): -$28,181
Total Position P&L @ SS: $-27,457 (+$4,493 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-10,905, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,968, position total $-29,006 (+$2,944 vs today)
100% normal1 × $3254 Sep2d3.8%79%hist 84%42%hist 38%+14pp$180$2,700+$1,200$28,601
Sell 1 × $325 3.8% OTM over spot $313.05 4 Sep 2026 (2d, $2.00 mid)
= $180 credit for the 2d cycle → $2,700/mo projected
Survival (stays ≤ $325)
79%
Breach risk
21%
POP (stays ≤ $327.00)
83%
EV / mo
+$858
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
30% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~10.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,418/mo
median; plan ~$964/mo after 68% keep · $11,168 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.5 mo [3.4-7.0], measured ONLY among the 30% 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)
-$316
Free roll-up
+$9/wk
Safest escape (by 25 Sep 2026)
$367 @ 86% POP
84% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.02/sh now → $4.96 mid-life (likely $5.52–$10.50)≈ $0 at expiry  |  you banked $1.80/sh, so a flat mid-life exit nets -$3.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 727 simulated challenges: the $325 strike is typically first touched on day 2 of 2, at $331 (overshoots $5.55). 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)~$32511 Sep 20268d left+$3.94/sh+$394
cycle +$574
[+$231…+$392] · 93% credit
66%
surv 51%
-$30,073 NOT
cap gain +$1,877
Reliable up-and-out (highest cap still free ≥60%)~$34725 Sep 202622d left+$3.11/sh+$311
cycle +$491
[-$8…+$288] · 74% credit
78%
surv 72%
-$27,764 NOT
cap gain +$4,186
Max even-money escape in the band~$35725 Sep 202622d left+$0.64/sh+$64
cycle +$244
[-$316…+$33] · 34% credit
82%
surv 79%
-$26,921 NOT
cap gain +$5,029
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)~$33411 Sep 20268d left+$0.29/sh+$29
cycle +$209
[-$252…+$7] · 27% credit
74%
surv 67%
-$29,408 NOT
cap gain +$2,542
Safety roll (pay small debit, max POP)~$36725 Sep 202622d left-$1.03/sh-$103
cycle +$77
[-$529…-$141] · 3% credit
86%
surv 84%
-$25,998 NOT
cap gain +$5,952
budget: banked $180 debit $103 (57% used ≈ 0.2 wk of income) → whole cycle still +$77 cash · rolled 1 ct earn ≈ $536/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$2,700/mo
vs 50% target ($1,205/mo)+124%
vs normal income ($2,409/mo)112% covered
Net income (after hedge)$2,624/mo
Downside budget
⚠ $325 is $288 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,601
… as % of IC ($12,800)223.4%
… as % of ML ($48,300)59.2%
Recovery months (at normal income)11.9 mo
Surgical close (1 ct)$-31,970
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.80 collected) or spot ≥ $327.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $325)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $321.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$322-327.00
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
≥ $327.00
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$325.00 (≤1σ, normal week)$180$-30,467+$1,483+$175
+2.5%$333.12 (1.7σ)$-632$-30,394+$1,556-$637
+5%$341.25 (2.3σ)$-1,445$-30,321+$1,629-$1,450
SS (= V-bounce)$588.00 (22.9σ)$-26,120$-28,100+$3,850-$11,325
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $325): -$28,601
Total Position P&L @ SS: $-27,877 (+$4,073 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-11,325, the opportunity cost of earning $2,700/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,388, position total $-29,426 (+$2,524 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 · 11 Sep 2026 · 9d · E[net] $72/mo

🎯 Engine pick: sell 1 × $330 (50% normal), 76% survival, breach 24%, $1,267/mo.
⚖️ Worth a safer step: the $335 rung (33% normal) lifts survival to 81% (breach 24% → 19%) for $417/mo less (33% 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 $335 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $313.05 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $37011 Sep9d18.2%97%hist 96%5%hist 2%+0pp$25$83-$1,183$24,256
Sell 1 × $370 18.2% OTM over spot $313.05 11 Sep 2026 (9d, $0.50 mid)
= $25 credit for the 9d cycle → $83/mo projected
Survival (stays ≤ $370)
97%
Breach risk
3%
POP (stays ≤ $370.50)
97%
EV / mo
+$45
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
12% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-5/mo
median; plan ~$-3/mo after 68% keep · $-39 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo, measured ONLY among the 12% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$927
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$382 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.46/sh now → $9.52 mid-life (likely $6.86–$11.84)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$9.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 65 simulated challenges: the $370 strike is typically first touched on day 8 of 9, at $376 (overshoots $5.83). 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)~$37018 Sep 202612d left+$1.93/sh+$193
cycle +$218
[+$215…+$460] · 98% credit
66%
surv 52%
-$25,525 NOT
cap gain +$6,425
Up-and-out for even (raise the cap, free)~$37218 Sep 202612d left+$1.46/sh+$146
cycle +$171
[+$160…+$397] · 97% credit
68%
surv 54%
-$25,359 NOT
cap gain +$6,591
Max even-money escape in the band~$38225 Sep 202618d left+$0.54/sh+$54
cycle +$79
[+$18…+$312] · 77% credit
73%
surv 64%
-$24,361 NOT
cap gain +$7,589
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$83/mo
vs 50% target ($1,205/mo)-93%
vs normal income ($2,409/mo)3% covered
Net income (after hedge)$7/mo
Downside budget
⚠ $370 is $243 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,256
… as % of IC ($12,800)189.5%
… as % of ML ($48,300)50.2%
Recovery months (at normal income)10.1 mo
Surgical close (1 ct)$-31,975
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 ≥ $370.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $370)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $366.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$366-370.50
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
≥ $370.50
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$370.00 (2.2σ)$25$-25,717+$6,233+$20
+2.5%$379.25 (2.6σ)$-900$-25,634+$6,316-$905
+5%$388.50 (3.0σ)$-1,825$-25,551+$6,399-$1,830
SS (= V-bounce)$588.00 (10.8σ)$-21,775$-23,755+$8,195-$6,980
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $370): -$24,256
Total Position P&L @ SS: $-23,532 (+$8,418 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-6,980, the opportunity cost of earning $83/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,043, position total $-25,081 (+$6,869 vs today)
🛡 safe yield1 × $347.5011 Sep9d11.0%90%hist 96%20%hist 13%+1pp$115$383-$883$26,416
Sell 1 × $347.50 11.0% OTM over spot $313.05 11 Sep 2026 (9d, $1.42 mid)
= $115 credit for the 9d cycle → $383/mo projected
Survival (stays ≤ $347.50)
90%
Breach risk
10%
POP (stays ≤ $348.93)
91%
EV / mo
+$142
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
12% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$195/mo
median; plan ~$133/mo after 68% keep · $1,711 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo, measured ONLY among the 12% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$779
Free roll-up
+$4/wk
Safest escape (by 25 Sep 2026)
$364 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.65/sh now → $8.94 mid-life (likely $7.73–$12.09)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$7.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 351 simulated challenges: the $348 strike is typically first touched on day 6 of 9, at $352 (overshoots $4.98). 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)~$34818 Sep 202612d left+$2.50/sh+$250
cycle +$365
[+$181…+$391] · 98% credit
66%
surv 52%
-$27,829 NOT
cap gain +$4,121
Max even-money escape in the band~$35925 Sep 202618d left+$1.12/sh+$112
cycle +$227
[-$18…+$230] · 72% credit
74%
surv 64%
-$26,666 NOT
cap gain +$5,284
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)~$35218 Sep 202612d left+$0.01/sh+$1
cycle +$116
[-$110…+$110] · 48% credit
69%
surv 58%
-$27,594 NOT
cap gain +$4,356
Safety roll (pay small debit, max POP)~$36425 Sep 202618d left-$0.54/sh-$54
cycle +$61
[-$209…+$48] · 34% credit
76%
surv 69%
-$26,286 NOT
cap gain +$5,664
budget: banked $115 debit $54 (47% used ≈ 0.6 wk of income) → whole cycle still +$61 cash · rolled 1 ct earn ≈ $1,400/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$383/mo
vs 50% target ($1,205/mo)-68%
vs normal income ($2,409/mo)16% covered
Net income (after hedge)$307/mo
Downside budget
⚠ $347.50 is $265 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,416
… as % of IC ($12,800)206.4%
… as % of ML ($48,300)54.7%
Recovery months (at normal income)11.0 mo
Surgical close (1 ct)$-31,977
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $348.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $348)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $344.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$344-348.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $348.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$347.50 (1.4σ)$115$-28,080+$3,870+$110
+2.5%$356.19 (1.7σ)$-754$-28,002+$3,948-$759
+5%$364.88 (2.0σ)$-1,622$-27,924+$4,026-$1,628
SS (= V-bounce)$588.00 (10.8σ)$-23,935$-25,915+$6,035-$9,140
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $347.50): -$26,416
Total Position P&L @ SS: $-25,692 (+$6,258 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-9,140, the opportunity cost of earning $383/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,203, position total $-27,241 (+$4,709 vs today)
33% normal ← lean1 × $33511 Sep9d7.0%81%hist 86%39%hist 31%+3pp$255$850-$417$27,526
Sell 1 × $335 7.0% OTM over spot $313.05 11 Sep 2026 (9d, $2.97 mid)
= $255 credit for the 9d cycle → $850/mo projected
Survival (stays ≤ $335)
81%
Breach risk
19%
POP (stays ≤ $337.98)
84%
EV / mo
+$203
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
13% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$398/mo
median; plan ~$271/mo after 68% keep · $3,495 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.4 mo, measured ONLY among the 13% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
29%
Flat exit net (mid-life)
-$607
Free roll-up
+$4/wk
Safest escape (by 25 Sep 2026)
$357 @ 79% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.19/sh now → $8.62 mid-life (likely $8.64–$13.48)≈ $0 at expiry  |  you banked $2.55/sh, so a flat mid-life exit nets -$6.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 867 simulated challenges: the $335 strike is typically first touched on day 5 of 9, at $340 (overshoots $5.40). 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)~$33518 Sep 202612d left+$2.79/sh+$279
cycle +$534
[+$152…+$346] · 96% credit
66%
surv 52%
-$29,024 NOT
cap gain +$2,926
Reliable up-and-out (highest cap still free ≥60%)~$34225 Sep 202618d left+$3.27/sh+$327
cycle +$582
[+$151…+$388] · 93% credit
71%
surv 60%
-$28,218 NOT
cap gain +$3,732
Max even-money escape in the band~$34725 Sep 202618d left+$1.39/sh+$139
cycle +$394
[-$69…+$176] · 60% credit
74%
surv 65%
-$27,861 NOT
cap gain +$4,089
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)~$33918 Sep 202612d left+$0.30/sh+$30
cycle +$285
[-$148…+$66] · 37% credit
69%
surv 58%
-$28,788 NOT
cap gain +$3,162
Safety roll (pay small debit, max POP)~$35725 Sep 202618d left-$1.70/sh-$170
cycle +$85
[-$439…-$155] · 11% credit
79%
surv 73%
-$27,080 NOT
cap gain +$4,870
budget: banked $255 debit $170 (67% used ≈ 0.9 wk of income) → whole cycle still +$85 cash · rolled 1 ct earn ≈ $1,154/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$850/mo
vs 50% target ($1,205/mo)-29%
vs normal income ($2,409/mo)35% covered
Net income (after hedge)$774/mo
Downside budget
⚠ $335 is $278 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,526
… as % of IC ($12,800)215.0%
… as % of ML ($48,300)57.0%
Recovery months (at normal income)11.4 mo
Surgical close (1 ct)$-31,992
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.55 collected) or spot ≥ $337.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $335)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $331.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$332-337.98
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
≥ $337.98
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$335.00 (≤1σ, normal week)$255$-29,302+$2,648+$250
+2.5%$343.37 (1.2σ)$-582$-29,227+$2,723-$587
+5%$351.75 (1.5σ)$-1,420$-29,152+$2,798-$1,425
SS (= V-bounce)$588.00 (10.8σ)$-25,045$-27,025+$4,925-$10,250
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $335): -$27,526
Total Position P&L @ SS: $-26,802 (+$5,148 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-10,250, the opportunity cost of earning $850/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,313, position total $-28,351 (+$3,599 vs today)
🎯 50% normal1 × $33011 Sep9d5.4%76%hist 84%50%hist 43%+6pp$380$1,267$27,901
Sell 1 × $330 5.4% OTM over spot $313.05 11 Sep 2026 (9d, $4.15 mid)
= $380 credit for the 9d cycle → $1,267/mo projected
Survival (stays ≤ $330)
76%
Breach risk
24%
POP (stays ≤ $334.15)
80%
EV / mo
+$330
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
15% whole by 9mo vs 9% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$535/mo
median; plan ~$364/mo after 68% keep · $4,729 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.7 mo [4.7-7.8], measured ONLY among the 15% 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)
40%
Flat exit net (mid-life)
-$469
Free roll-up
+$7/wk
Safest escape (by 25 Sep 2026)
$357 @ 81% POP
77% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.01/sh now → $8.49 mid-life (likely $9.19–$13.69)≈ $0 at expiry  |  you banked $3.80/sh, so a flat mid-life exit nets -$4.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,204 simulated challenges: the $330 strike is typically first touched on day 5 of 9, at $335 (overshoots $5.16). 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)~$33018 Sep 202612d left+$2.89/sh+$289
cycle +$669
[+$147…+$307] · 96% credit
66%
surv 52%
-$29,433 NOT
cap gain +$2,517
Reliable up-and-out (highest cap still free ≥60%)~$33725 Sep 202618d left+$3.37/sh+$337
cycle +$717
[+$144…+$347] · 92% credit
71%
surv 60%
-$28,628 NOT
cap gain +$3,322
Max even-money escape in the band~$34225 Sep 202618d left+$1.49/sh+$149
cycle +$529
[-$75…+$140] · 55% credit
74%
surv 65%
-$28,271 NOT
cap gain +$3,679
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)~$33718 Sep 202612d left+$0.00/sh+$0
cycle +$380
[-$188…-$11] · 24% credit
71%
surv 61%
-$28,965 NOT
cap gain +$2,985
Safety roll (pay small debit, max POP)~$35725 Sep 202618d left-$2.81/sh-$281
cycle +$99
[-$595…-$321] · 4% credit
81%
surv 77%
-$27,066 NOT
cap gain +$4,884
budget: banked $380 debit $281 (74% used ≈ 1.0 wk of income) → whole cycle still +$99 cash · rolled 1 ct earn ≈ $947/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$1,267/mo
vs 50% target ($1,205/mo)+5%
vs normal income ($2,409/mo)53% covered
Net income (after hedge)$1,191/mo
Downside budget
⚠ $330 is $283 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,901
… as % of IC ($12,800)218.0%
… as % of ML ($48,300)57.8%
Recovery months (at normal income)11.6 mo
Surgical close (1 ct)$-31,985
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.95/sh (~25% of the $3.80 collected) or spot ≥ $334.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $330)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $326.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$327-334.15
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
≥ $334.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$330.00 (≤1σ, normal week)$380$-29,722+$2,228+$375
+2.5%$338.25 (≤1σ, normal week)$-445$-29,648+$2,302-$450
+5%$346.50 (1.3σ)$-1,270$-29,574+$2,376-$1,275
SS (= V-bounce)$588.00 (10.8σ)$-25,420$-27,400+$4,550-$10,625
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $330): -$27,901
Total Position P&L @ SS: $-27,177 (+$4,773 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-10,625, the opportunity cost of earning $1,267/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,688, position total $-28,726 (+$3,224 vs today)
100% normal1 × $317.5011 Sep9d1.4%59%hist 70%85%hist 79%+5pp$770$2,567+$1,300$28,761
Sell 1 × $317.50 1.4% OTM over spot $313.05 11 Sep 2026 (9d, $8.50 mid)
= $770 credit for the 9d cycle → $2,567/mo projected
Survival (stays ≤ $317.50)
59%
Breach risk
41%
POP (stays ≤ $326.00)
71%
EV / mo
+$401
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
18% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~10.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$764/mo
median; plan ~$520/mo after 68% keep · $6,640 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.7-6.9], measured ONLY among the 18% 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)
68%
Flat exit net (mid-life)
-$47
Free roll-up
+$7/wk
Safest escape (by 25 Sep 2026)
$369 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.55/sh now → $8.17 mid-life (likely $11.04–$15.27)≈ $0 at expiry  |  you banked $7.70/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,054 simulated challenges: the $318 strike is typically first touched on day 3 of 9, at $323 (overshoots $5.47). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$31818 Sep 202612d left+$3.13/sh+$313
cycle +$1,083
[+$122…+$220] · 94% credit
66%
surv 52%
-$30,382 NOT
cap gain +$1,568
Reliable up-and-out (highest cap still free ≥60%)~$32425 Sep 202618d left+$3.58/sh+$358
cycle +$1,128
[+$94…+$236] · 89% credit
71%
surv 60%
-$29,579 NOT
cap gain +$2,371
Up-and-out for even (raise the cap, free)~$32418 Sep 202612d left+$0.25/sh+$25
cycle +$795
[-$230…-$88] · 9% credit
71%
surv 61%
-$29,913 NOT
cap gain +$2,037
Max even-money escape in the band~$33425 Sep 202618d left+$0.07/sh+$7
cycle +$777
[-$337…-$143] · 8% credit
76%
surv 69%
-$28,840 NOT
cap gain +$3,110
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$36925 Sep 202618d left-$6.29/sh-$629
cycle +$141
[-$1,206…-$859]
91%
surv 91%
-$25,661 NOT
cap gain +$6,289
budget: banked $770 debit $629 (82% used ≈ 1.1 wk of income) → whole cycle still +$141 cash · rolled 1 ct earn ≈ $314/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$2,567/mo
vs 50% target ($1,205/mo)+113%
vs normal income ($2,409/mo)107% covered
Net income (after hedge)$2,491/mo
Downside budget
⚠ $317.50 is $295 below CC-SS $612.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,761
… as % of IC ($12,800)224.7%
… as % of ML ($48,300)59.5%
Recovery months (at normal income)11.9 mo
Surgical close (1 ct)$-32,030
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.93/sh (~25% of the $7.70 collected) or spot ≥ $326.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $318)); NOT the premium you collected. Momentum override: two daily closes above $338.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $314.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$314-326.00
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
≥ $326.00
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$317.50 (≤1σ, normal week)$770$-30,695+$1,255+$765
+2.5%$325.44 (≤1σ, normal week)$-24$-30,624+$1,326-$29
+5%$333.38 (≤1σ, normal week)$-818$-30,552+$1,398-$822
SS (= V-bounce)$588.00 (10.8σ)$-26,280$-28,260+$3,690-$11,485
V-BOUNCE STRESS (stock → CC-SS $612.81, where you are whole again, by expiry)
Starting unrealized P&L: $-31,950
+ Fortress recovery (un-capped): +$32,674
− CC assignment net of premium (1 × $317.50): -$28,761
Total Position P&L @ SS: $-28,037 (+$3,913 vs today)
Do-nothing baseline at SS: $-16,552 (this trade vs do-nothing: $-11,485, the opportunity cost of earning $2,567/mo FIGHT income now)
BB-reversion stress (→ $440.68 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,548, position total $-29,586 (+$2,364 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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 31 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.090 (IBKR)  |  Recovery@SS: +$32,674 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-16,552

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3302d4 Sep 2026$1.001/1$1,500$1,42487%88%+$584-$28,181220.2%$-27,457 (vs do-nothing $-10,905)
$3252d4 Sep 2026$1.801/1$2,700$2,62479%83%+$858-$28,601223.4%$-27,877 (vs do-nothing $-11,325)
$3309d11 Sep 2026$3.801/1$1,267$1,19176%80%+$330-$27,901218.0%$-27,177 (vs do-nothing $-10,625)
$327.509d11 Sep 2026$4.101/1$1,367$1,29173%78%+$247-$28,121219.7%$-27,397 (vs do-nothing $-10,845)
$33016d18 Sep 2026$6.901/1$1,294$1,21870%77%+$272-$27,591215.6%$-26,867 (vs do-nothing $-10,315)
$3259d11 Sep 2026$4.901/1$1,633$1,55769%76%+$302-$28,291221.0%$-27,567 (vs do-nothing $-11,015)
$3202d4 Sep 2026$2.951/1$4,425$4,34969%76%+$975-$28,986226.5%$-28,262 (vs do-nothing $-11,710)
$327.5016d18 Sep 2026$7.901/1$1,481$1,40568%76%+$366-$27,741216.7%$-27,017 (vs do-nothing $-10,465)
$33023d25 Sep 2026$9.801/1$1,278$1,20268%76%+$305-$27,301213.3%$-26,577 (vs do-nothing $-10,025)
$322.509d11 Sep 2026$5.701/1$1,900$1,82466%75%+$325-$28,461222.4%$-27,737 (vs do-nothing $-11,185)
$32516d18 Sep 2026$8.901/1$1,669$1,59366%74%+$408-$27,891217.9%$-27,167 (vs do-nothing $-10,615)
$32523d25 Sep 2026$11.501/1$1,500$1,42464%74%+$319-$27,631215.9%$-26,907 (vs do-nothing $-10,355)
$322.5016d18 Sep 2026$9.701/1$1,819$1,74363%73%+$398-$28,061219.2%$-27,337 (vs do-nothing $-10,785)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3209d11 Sep 2026$6.701/1$2,233$2,15762%72%+$381-$28,611223.5%$-27,887 (vs do-nothing $-11,335)
$32016d18 Sep 2026$10.401/1$1,950$1,87460%72%+$355-$28,241220.6%$-27,517 (vs do-nothing $-10,965)
$32023d25 Sep 2026$13.401/1$1,748$1,67259%71%+$325-$27,941218.3%$-27,217 (vs do-nothing $-10,665)
$317.509d11 Sep 2026$7.701/1$2,567$2,49159%71%+$401-$28,761224.7%$-28,037 (vs do-nothing $-11,485)
$317.5016d18 Sep 2026$10.701/1$2,006$1,93057%70%+$222-$28,461222.4%$-27,737 (vs do-nothing $-11,185)
$3152d4 Sep 2026$4.701/1$7,050$6,97456%70%+$1,024-$29,311229.0%$-28,587 (vs do-nothing $-12,035)
$3159d11 Sep 2026$8.601/1$2,867$2,79155%69%+$349-$28,921225.9%$-28,197 (vs do-nothing $-11,645)
$31523d25 Sep 2026$15.601/1$2,035$1,95954%69%+$332-$28,221220.5%$-27,497 (vs do-nothing $-10,945)
$31516d18 Sep 2026$12.901/1$2,419$2,34354%69%+$429-$28,491222.6%$-27,767 (vs do-nothing $-11,215)
$312.5016d18 Sep 2026$13.401/1$2,512$2,43752%67%+$302-$28,691224.1%$-27,967 (vs do-nothing $-11,415)
$312.509d11 Sep 2026$9.601/1$3,200$3,12451%67%+$291-$29,071227.1%$-28,347 (vs do-nothing $-11,795)
$31023d25 Sep 2026$18.101/1$2,361$2,28550%67%+$340-$28,471222.4%$-27,747 (vs do-nothing $-11,195)
$31016d18 Sep 2026$14.401/1$2,700$2,62449%66%+$252-$28,841225.3%$-28,117 (vs do-nothing $-11,565)
$3109d11 Sep 2026$11.101/1$3,700$3,62447%65%+$360-$29,171227.9%$-28,447 (vs do-nothing $-11,895)
$307.5016d18 Sep 2026$13.801/1$2,588$2,51246%64%$-115-$29,151227.7%$-28,427 (vs do-nothing $-11,875)
$307.509d11 Sep 2026$11.001/1$3,667$3,59143%63%$-145-$29,431229.9%$-28,707 (vs do-nothing $-12,155)
$3102d4 Sep 2026$6.301/1$9,450$9,37442%63%$-351-$29,651231.6%$-28,927 (vs do-nothing $-12,375)
$307.502d4 Sep 2026$7.801/1$11,700$11,62436%61%$-462-$29,751232.4%$-29,027 (vs do-nothing $-12,475)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 1 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-02 23:51