FORTRESS FIGHT: APP @ $328.00

BE SS: $588.00  |  CC-SS: $611.02  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-03 21:35

APP @ $328.00   UNDERWATER $260.00 (44.2% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $611.02 (banked floor $591.17)  |  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$2,740/mo95% ann ROI on ML
Hedge rolling cost$81/mo
Unrealized P&L$-30,202fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,370/mo
HEDGE COVER
$81/mo
NORMAL INCOME
$2,740/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $12,800
ML VELOCITY
17.6 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $611.02 in the fetched chain; the deepest available is $440C (15d, $10/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)
$28,092
was $30,202 · 7% earned back
Cycles closed
6
Credit in flight
$237
CC-SS · banked floor (info)
$611.02 → $591.17
? 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 17 (live) · RSI 38 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 39 · %B 78 · hist rising (nightly)
LEVELS20W MA (bounce target) $441.36 (+35%) · daily UBB $338.32 · 1-wk expected move ±$24 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $345 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($1,370/mo); it brings $1,575/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 × $332.50/8d for $2,888/mo, but breach risk rises to 42% (+17pp 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 × $375/8d (96% survival, $131/mo).
Downside anchor: the primary mortgages $26,182 (205% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 9.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-30,317 and cuts bleed by $81/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 1 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 11 Sep 2026 (8d) · sell 1 × $345, 75% survival, $1,575/mo (E[net] $-75/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆11 Sep 2026 · 8d1 × $34575%$1,575$-75
E[net] arithmetic on the grand pick: keep $420 with probability 60%; on the 40% touch you roll, paying $981 to close and taking $291 back from the best priced door (net cash $689) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 11 Sep 2026 · 8d · E[net] $-75/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $345 (50% normal), 75% survival, breach 25%, $1,575/mo.
⚖️ Worth a safer step: the $352.50 rung (33% normal) lifts survival to 83% (breach 25% → 17%) for $656/mo less (42% 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 $352.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $328.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $37511 Sep8d14.3%96%hist 96%9%hist 2%+1pp$35$131-$1,444$23,567
Sell 1 × $375 14.3% OTM over spot $328.00 11 Sep 2026 (8d, $0.68 mid)
= $35 credit for the 8d cycle → $131/mo projected
Survival (stays ≤ $375)
96%
Breach risk
4%
POP (stays ≤ $375.68)
96%
EV / mo
+$52
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
14% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$28/mo
median; plan ~$19/mo after 68% keep · $226 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo, measured ONLY among the 14% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$1,031
Free roll-up
+$2/wk
Safest escape (by 18 Sep 2026)
$377 @ 68% POP
54% 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: $15.08/sh now → $10.66 mid-life (likely $7.64–$14.47)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$10.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 165 simulated challenges: the $375 strike is typically first touched on day 6 of 8, at $381 (overshoots $5.76). 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)~$37518 Sep 202611d left+$1.55/sh+$155
cycle +$190
[+$83…+$445] · 86% credit
67%
surv 52%
-$24,856 NOT
cap gain +$5,346
Reliable up-and-out (highest cap still free ≥60%)~$37725 Sep 202618d left+$2.17/sh+$217
cycle +$252
[+$93…+$538] · 86% credit
66%
surv 54%
-$24,575 NOT
cap gain +$5,627
Up-and-out for even (raise the cap, free)~$37718 Sep 202611d left+$0.73/sh+$73
cycle +$108
[-$9…+$348] · 72% credit
68%
surv 54%
-$24,720 NOT
cap gain +$5,483
Max even-money escape in the band~$37718 Sep 202611d left+$0.73/sh+$73
cycle +$108
[-$9…+$348] · 72% credit
68%
surv 54%
-$24,720 NOT
cap gain +$5,483
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$131/mo
vs 50% target ($1,370/mo)-90%
vs normal income ($2,740/mo)5% covered
Net income (after hedge)$50/mo
Downside budget
⚠ $375 is $236 below CC-SS $611.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,567
… as % of IC ($12,800)184.1%
… as % of ML ($48,300)48.8%
Recovery months (at normal income)8.6 mo
Surgical close (1 ct)$-30,235
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $375.68 (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 $338.32 (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
$371-375.68
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
≥ $375.68
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$375.00 (1.8σ)$35$-25,012+$5,191+$30
+2.5%$384.37 (2.2σ)$-902$-24,921+$5,282-$907
+5%$393.75 (2.6σ)$-1,840$-24,830+$5,373-$1,845
SS (= V-bounce)$588.00 (10.2σ)$-21,265$-22,946+$7,257-$6,470
V-BOUNCE STRESS (stock → CC-SS $611.02, where you are whole again, by expiry)
Starting unrealized P&L: $-30,202
+ Fortress recovery (un-capped): +$31,048
− CC assignment net of premium (1 × $375): -$23,567
Total Position P&L @ SS: $-22,722 (+$7,480 vs today)
Do-nothing baseline at SS: $-16,252 (this trade vs do-nothing: $-6,470, the opportunity cost of earning $131/mo FIGHT income now)
BB-reversion stress (→ $441.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,601, position total $-24,368 (+$5,835 vs today)
🛡 safe yield1 × $36511 Sep8d11.3%92%hist 96%16%hist 13%+2pp$105$394-$1,181$24,497
Sell 1 × $365 11.3% OTM over spot $328.00 11 Sep 2026 (8d, $1.40 mid)
= $105 credit for the 8d cycle → $394/mo projected
Survival (stays ≤ $365)
92%
Breach risk
8%
POP (stays ≤ $366.40)
93%
EV / mo
+$192
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
14% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$216/mo
median; plan ~$147/mo after 68% keep · $1,832 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo, measured ONLY among the 14% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$933
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$372 @ 69% 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: $14.67/sh now → $10.38 mid-life (likely $8.38–$14.12)≈ $0 at expiry  |  you banked $1.05/sh, so a flat mid-life exit nets -$9.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 365 simulated challenges: the $365 strike is typically first touched on day 6 of 8, at $371 (overshoots $5.50). 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)~$36518 Sep 202611d left+$1.82/sh+$182
cycle +$287
[+$79…+$376] · 86% credit
67%
surv 52%
-$25,857 NOT
cap gain +$4,346
Reliable up-and-out (highest cap still free ≥60%)~$36725 Sep 202618d left+$2.44/sh+$244
cycle +$349
[+$99…+$460] · 85% credit
66%
surv 54%
-$25,575 NOT
cap gain +$4,627
Up-and-out for even (raise the cap, free)~$36718 Sep 202611d left+$1.00/sh+$100
cycle +$205
[-$13…+$282] · 73% credit
68%
surv 54%
-$25,720 NOT
cap gain +$4,483
Max even-money escape in the band~$37225 Sep 202618d left+$0.27/sh+$27
cycle +$132
[-$148…+$240] · 55% credit
69%
surv 59%
-$25,244 NOT
cap gain +$4,959
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$394/mo
vs 50% target ($1,370/mo)-71%
vs normal income ($2,740/mo)14% covered
Net income (after hedge)$313/mo
Downside budget
⚠ $365 is $246 below CC-SS $611.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,497
… as % of IC ($12,800)191.4%
… as % of ML ($48,300)50.7%
Recovery months (at normal income)8.9 mo
Surgical close (1 ct)$-30,237
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.05 collected) or spot ≥ $366.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $365)); NOT the premium you collected. Momentum override: two daily closes above $338.32 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $361.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$361-366.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $366.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$365.00 (1.4σ)$105$-26,039+$4,164+$100
+2.5%$374.12 (1.8σ)$-807$-25,950+$4,252-$812
+5%$383.25 (2.2σ)$-1,720$-25,862+$4,341-$1,725
SS (= V-bounce)$588.00 (10.2σ)$-22,195$-23,876+$6,327-$7,400
V-BOUNCE STRESS (stock → CC-SS $611.02, where you are whole again, by expiry)
Starting unrealized P&L: $-30,202
+ Fortress recovery (un-capped): +$31,048
− CC assignment net of premium (1 × $365): -$24,497
Total Position P&L @ SS: $-23,652 (+$6,550 vs today)
Do-nothing baseline at SS: $-16,252 (this trade vs do-nothing: $-7,400, the opportunity cost of earning $394/mo FIGHT income now)
BB-reversion stress (→ $441.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,531, position total $-25,298 (+$4,905 vs today)
33% normal ← lean1 × $352.5011 Sep8d7.5%83%hist 86%34%hist 31%+5pp$245$919-$656$25,607
Sell 1 × $352.50 7.5% OTM over spot $328.00 11 Sep 2026 (8d, $3.33 mid)
= $245 credit for the 8d cycle → $919/mo projected
Survival (stays ≤ $352.50)
83%
Breach risk
17%
POP (stays ≤ $355.82)
86%
EV / mo
+$323
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
20% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$460/mo
median; plan ~$313/mo after 68% keep · $3,897 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [4.4-7.6], measured ONLY among the 20% 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)
-$757
Free roll-up
+$2/wk
Safest escape (by 18 Sep 2026)
$364 @ 75% POP
67% 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: $14.17/sh now → $10.02 mid-life (likely $9.72–$15.47)≈ $0 at expiry  |  you banked $2.45/sh, so a flat mid-life exit nets -$7.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 712 simulated challenges: the $352 strike is typically first touched on day 5 of 8, at $358 (overshoots $5.60). 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)~$35218 Sep 202611d left+$2.13/sh+$213
cycle +$458
[+$34…+$319] · 82% credit
67%
surv 52%
-$27,057 NOT
cap gain +$3,146
Reliable up-and-out (highest cap still free ≥60%)~$35425 Sep 202618d left+$2.74/sh+$274
cycle +$519
[+$30…+$380] · 79% credit
67%
surv 54%
-$26,776 NOT
cap gain +$3,427
Up-and-out for even (raise the cap, free)~$35418 Sep 202611d left+$1.31/sh+$131
cycle +$376
[-$55…+$223] · 64% credit
68%
surv 54%
-$26,920 NOT
cap gain +$3,283
Max even-money escape in the band~$36025 Sep 202618d left+$0.58/sh+$58
cycle +$303
[-$226…+$145] · 43% credit
69%
surv 59%
-$26,444 NOT
cap gain +$3,758
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$36418 Sep 202611d left-$2.14/sh-$214
cycle +$31
[-$465…-$166] · 11% credit
75%
surv 67%
-$26,168 NOT
cap gain +$4,035
budget: banked $245 debit $214 (87% used ≈ 1.0 wk of income) → whole cycle still +$31 cash · rolled 1 ct earn ≈ $2,149/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$919/mo
vs 50% target ($1,370/mo)-33%
vs normal income ($2,740/mo)34% covered
Net income (after hedge)$838/mo
Downside budget
⚠ $352.50 is $259 below CC-SS $611.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,607
… as % of IC ($12,800)200.1%
… as % of ML ($48,300)53.0%
Recovery months (at normal income)9.3 mo
Surgical close (1 ct)$-30,290
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.61/sh (~25% of the $2.45 collected) or spot ≥ $355.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $352)); NOT the premium you collected. Momentum override: two daily closes above $338.32 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $348.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$349-355.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $355.82
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$352.50 (≤1σ, normal week)$245$-27,270+$2,933+$240
+2.5%$361.31 (1.3σ)$-636$-27,184+$3,018-$641
+5%$370.12 (1.6σ)$-1,518$-27,099+$3,104-$1,522
SS (= V-bounce)$588.00 (10.2σ)$-23,305$-24,986+$5,217-$8,510
V-BOUNCE STRESS (stock → CC-SS $611.02, where you are whole again, by expiry)
Starting unrealized P&L: $-30,202
+ Fortress recovery (un-capped): +$31,048
− CC assignment net of premium (1 × $352.50): -$25,607
Total Position P&L @ SS: $-24,762 (+$5,440 vs today)
Do-nothing baseline at SS: $-16,252 (this trade vs do-nothing: $-8,510, the opportunity cost of earning $919/mo FIGHT income now)
BB-reversion stress (→ $441.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,641, position total $-26,408 (+$3,795 vs today)
🎯 50% normal1 × $34511 Sep8d5.2%75%hist 84%50%hist 43%+5pp$420$1,575$26,182
Sell 1 × $345 5.2% OTM over spot $328.00 11 Sep 2026 (8d, $5.35 mid)
= $420 credit for the 8d cycle → $1,575/mo projected
Survival (stays ≤ $345)
75%
Breach risk
25%
POP (stays ≤ $350.35)
81%
EV / mo
+$505
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
19% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$667/mo
median; plan ~$454/mo after 68% keep · $5,712 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.4 mo [4.0-7.2], measured ONLY among the 19% 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)
-$561
Free roll-up
+$4/wk
Safest escape (by 18 Sep 2026)
$362 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.87/sh now → $9.81 mid-life (likely $10.75–$15.86)≈ $0 at expiry  |  you banked $4.20/sh, so a flat mid-life exit nets -$5.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,190 simulated challenges: the $345 strike is typically first touched on day 4 of 8, at $350 (overshoots $5.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34518 Sep 202611d left+$2.31/sh+$231
cycle +$651
[+$27…+$246] · 81% credit
67%
surv 52%
-$27,687 NOT
cap gain +$2,516
Reliable up-and-out (highest cap still free ≥60%)~$34725 Sep 202618d left+$2.91/sh+$291
cycle +$711
[+$4…+$288] · 76% credit
67%
surv 54%
-$27,407 NOT
cap gain +$2,796
Max even-money escape in the band~$35225 Sep 202618d left+$0.75/sh+$75
cycle +$495
[-$245…+$57] · 31% credit
69%
surv 59%
-$27,075 NOT
cap gain +$3,128
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)~$35018 Sep 202611d left+$0.05/sh+$5
cycle +$425
[-$244…-$7] · 24% credit
69%
surv 58%
-$27,419 NOT
cap gain +$2,783
Safety roll (pay small debit, max POP)~$36218 Sep 202611d left-$4.11/sh-$411
cycle +$9
[-$755…-$464] · 0% credit
78%
surv 72%
-$26,464 NOT
cap gain +$3,739
budget: banked $420 debit $411 (98% used ≈ 1.1 wk of income) → whole cycle still +$9 cash · rolled 1 ct earn ≈ $1,554/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$1,575/mo
vs 50% target ($1,370/mo)+15%
vs normal income ($2,740/mo)57% covered
Net income (after hedge)$1,494/mo
Downside budget
⚠ $345 is $266 below CC-SS $611.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,182
… as % of IC ($12,800)204.6%
… as % of ML ($48,300)54.2%
Recovery months (at normal income)9.6 mo
Surgical close (1 ct)$-30,317
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.05/sh (~25% of the $4.20 collected) or spot ≥ $350.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $345)); NOT the premium you collected. Momentum override: two daily closes above $338.32 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $341.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$342-350.35
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
≥ $350.35
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$345.00 (≤1σ, normal week)$420$-27,918+$2,285+$415
+2.5%$353.62 (1.0σ)$-442$-27,834+$2,369-$447
+5%$362.25 (1.3σ)$-1,305$-27,750+$2,452-$1,310
SS (= V-bounce)$588.00 (10.2σ)$-23,880$-25,560+$4,642-$9,085
V-BOUNCE STRESS (stock → CC-SS $611.02, where you are whole again, by expiry)
Starting unrealized P&L: $-30,202
+ Fortress recovery (un-capped): +$31,048
− CC assignment net of premium (1 × $345): -$26,182
Total Position P&L @ SS: $-25,337 (+$4,865 vs today)
Do-nothing baseline at SS: $-16,252 (this trade vs do-nothing: $-9,085, the opportunity cost of earning $1,575/mo FIGHT income now)
BB-reversion stress (→ $441.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,216, position total $-26,983 (+$3,220 vs today)
100% normal1 × $332.5011 Sep8d1.4%58%hist 69%86%hist 79%+5pp$770$2,888+$1,312$27,082
Sell 1 × $332.50 1.4% OTM over spot $328.00 11 Sep 2026 (8d, $9.65 mid)
= $770 credit for the 8d cycle → $2,888/mo projected
Survival (stays ≤ $332.50)
58%
Breach risk
42%
POP (stays ≤ $342.15)
72%
EV / mo
+$384
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
18% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~10.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$851/mo
median; plan ~$579/mo after 68% keep · $7,396 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.8 mo [4.0-7.4], 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)
69%
Flat exit net (mid-life)
-$175
Free roll-up
+$4/wk
Safest escape (by 25 Sep 2026)
$380 @ 88% POP
87% 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: $13.37/sh now → $9.45 mid-life (likely $12.67–$17.74)≈ $0 at expiry  |  you banked $7.70/sh, so a flat mid-life exit nets -$1.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,074 simulated challenges: the $332 strike is typically first touched on day 3 of 8, at $338 (overshoots $5.74). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$33218 Sep 202611d left+$2.58/sh+$258
cycle +$1,028
[-$27…+$137] · 69% credit
67%
surv 52%
-$28,681 NOT
cap gain +$1,521
Reliable up-and-out (highest cap still free ≥60%)~$33425 Sep 202618d left+$3.17/sh+$317
cycle +$1,087
[-$77…+$151] · 62% credit
67%
surv 54%
-$28,402 NOT
cap gain +$1,800
Max even-money escape in the band~$34025 Sep 202618d left+$1.02/sh+$102
cycle +$872
[-$338…-$81] · 16% credit
69%
surv 59%
-$28,069 NOT
cap gain +$2,133
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 202611d left+$0.32/sh+$32
cycle +$802
[-$307…-$110] · 12% credit
70%
surv 58%
-$28,413 NOT
cap gain +$1,789
Safety roll (pay small debit, max POP)~$38025 Sep 202618d left-$7.51/sh-$751
cycle +$19
[-$1,455…-$1,023]
88%
surv 87%
-$24,534 NOT
cap gain +$5,668
budget: banked $770 debit $751 (98% used ≈ 1.1 wk of income) → whole cycle still +$19 cash · rolled 1 ct earn ≈ $323/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$2,888/mo
vs 50% target ($1,370/mo)+111%
vs normal income ($2,740/mo)105% covered
Net income (after hedge)$2,807/mo
Downside budget
⚠ $332.50 is $279 below CC-SS $611.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,082
… as % of IC ($12,800)211.6%
… as % of ML ($48,300)56.1%
Recovery months (at normal income)9.9 mo
Surgical close (1 ct)$-30,397
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 ≥ $342.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $332)); NOT the premium you collected. Momentum override: two daily closes above $338.32 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $329.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$329-342.15
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
≥ $342.15
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$332.50 (≤1σ, normal week)$770$-28,939+$1,264+$765
+2.5%$340.81 (≤1σ, normal week)$-61$-28,858+$1,344-$66
+5%$349.12 (≤1σ, normal week)$-892$-28,778+$1,425-$898
SS (= V-bounce)$588.00 (10.2σ)$-24,780$-26,460+$3,742-$9,985
V-BOUNCE STRESS (stock → CC-SS $611.02, where you are whole again, by expiry)
Starting unrealized P&L: $-30,202
+ Fortress recovery (un-capped): +$31,048
− CC assignment net of premium (1 × $332.50): -$27,082
Total Position P&L @ SS: $-26,237 (+$3,965 vs today)
Do-nothing baseline at SS: $-16,252 (this trade vs do-nothing: $-9,985, the opportunity cost of earning $2,888/mo FIGHT income now)
BB-reversion stress (→ $441.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,116, position total $-27,883 (+$2,320 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 22 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: 1.097 (IBKR)  |  Recovery@SS: +$31,048 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-16,252

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3458d11 Sep 2026$4.201/1$1,575$1,49475%81%+$505-$26,182204.6%$-25,337 (vs do-nothing $-9,085)
$342.508d11 Sep 2026$4.701/1$1,762$1,68272%79%+$478-$26,382206.1%$-25,537 (vs do-nothing $-9,285)
$34515d18 Sep 2026$7.401/1$1,480$1,39970%77%+$367-$25,862202.1%$-25,017 (vs do-nothing $-8,765)
$3408d11 Sep 2026$5.301/1$1,988$1,90769%77%+$454-$26,572207.6%$-25,727 (vs do-nothing $-9,475)
$337.508d11 Sep 2026$6.001/1$2,250$2,16966%76%+$432-$26,752209.0%$-25,907 (vs do-nothing $-9,655)
$34015d18 Sep 2026$9.801/1$1,960$1,87965%75%+$554-$26,122204.1%$-25,277 (vs do-nothing $-9,025)
$34022d25 Sep 2026$10.501/1$1,432$1,35163%73%+$141-$26,052203.5%$-25,207 (vs do-nothing $-8,955)
$3358d11 Sep 2026$6.901/1$2,588$2,50762%73%+$447-$26,912210.3%$-26,067 (vs do-nothing $-9,815)
$33515d18 Sep 2026$10.601/1$2,120$2,03960%72%+$359-$26,542207.4%$-25,697 (vs do-nothing $-9,445)
$33522d25 Sep 2026$11.801/1$1,609$1,52859%71%+$67-$26,422206.4%$-25,577 (vs do-nothing $-9,325)
$332.508d11 Sep 2026$7.701/1$2,888$2,80758%72%+$384-$27,082211.6%$-26,237 (vs do-nothing $-9,985)
$332.5015d18 Sep 2026$11.701/1$2,340$2,25957%70%+$378-$26,682208.5%$-25,837 (vs do-nothing $-9,585)
$3308d11 Sep 2026$9.201/1$3,450$3,36955%70%+$541-$27,182212.4%$-26,337 (vs do-nothing $-10,085)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$33022d25 Sep 2026$14.001/1$1,909$1,82854%69%+$79-$26,702208.6%$-25,857 (vs do-nothing $-9,605)
$33015d18 Sep 2026$13.201/1$2,640$2,55954%70%+$459-$26,782209.2%$-25,937 (vs do-nothing $-9,685)
$327.5015d18 Sep 2026$14.201/1$2,840$2,75952%69%+$423-$26,932210.4%$-26,087 (vs do-nothing $-9,835)
$327.508d11 Sep 2026$10.701/1$4,012$3,93251%69%+$655-$27,282213.1%$-26,437 (vs do-nothing $-10,185)
$32522d25 Sep 2026$16.001/1$2,182$2,10150%67%+$23-$27,002211.0%$-26,157 (vs do-nothing $-9,905)
$32515d18 Sep 2026$15.801/1$3,160$3,07949%68%+$490-$27,022211.1%$-26,177 (vs do-nothing $-9,925)
$3258d11 Sep 2026$11.301/1$4,238$4,15747%67%+$388-$27,472214.6%$-26,627 (vs do-nothing $-10,375)
$322.5015d18 Sep 2026$17.201/1$3,440$3,35946%67%+$499-$27,132212.0%$-26,287 (vs do-nothing $-10,035)
$322.508d11 Sep 2026$13.001/1$4,875$4,79443%66%+$491-$27,552215.3%$-26,707 (vs do-nothing $-10,455)

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  |  2026-09-03 21:35