FORTRESS FIGHT: APP @ $307.22

BE SS: $588.00  |  CC-SS: $612.31  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-10 21:51

APP @ $307.22   UNDERWATER $280.78 (47.8% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $612.31 (banked floor $590.24)  |  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$2,700/mo95% ann ROI on ML
Hedge rolling cost$82/mo
Unrealized P&L$-32,548fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,350/mo
HEDGE COVER
$82/mo
NORMAL INCOME
$2,700/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $12,800
ML VELOCITY
17.9 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $612.31 in the fetched chain; the deepest available is $415C (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
$2,348
Hole (after banked)
$30,200
was $32,548 · 7% earned back
Cycles closed
7
Credit in flight
$250
CC-SS · banked floor (info)
$612.31 → $590.24
? 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 $332.5C 11 Sep 2026U18827291$2.50$2502026-09-08
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 15 (live) · RSI 36 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 37 · %B 32 · hist falling (nightly)
LEVELS20W MA (bounce target) $434.27 (+41%) · daily UBB $320.87 · 1-wk expected move ±$24 (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 $325 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($1,350/mo); it brings $1,537/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 × $312.50/8d for $2,962/mo, but breach risk rises to 40% (+16pp 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 × $370/8d (98% survival, $94/mo).
Downside anchor: the primary mortgages $28,321 (221% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 10.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-32,563 and cuts bleed by $82/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 · 18 Sep 2026 (8d) · sell 1 × $325, 76% survival, $1,537/mo (E[net] $501/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆18 Sep 2026 · 8d1 × $32576%$1,537$501
E[net] arithmetic on the grand pick: keep $410 with probability 61%; on the 39% touch you roll, paying $849 to close and taking $546 back from the best priced door (net cash $303) 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 · 18 Sep 2026 · 8d · E[net] $501/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $325 (50% normal), 76% survival, breach 24%, $1,537/mo.
⚖️ Worth a safer step: the $332.50 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $600/mo less (39% 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 $332.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $307.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $37018 Sep8d20.4%98%hist 96%4%hist 3%+1pp$25$94-$1,444$24,206
Sell 1 × $370 20.4% OTM over spot $307.22 18 Sep 2026 (8d, $0.30 mid)
= $25 credit for the 8d cycle → $94/mo projected
Survival (stays ≤ $370)
98%
Breach risk
2%
POP (stays ≤ $370.30)
98%
EV / mo
+$59
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
13% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-2/mo
median; plan ~$-1/mo after 68% keep · $-18 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 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)
2%
Flat exit net (mid-life)
-$941
Free roll-up
+$3/wk
Safest escape (by 2 Oct 2026)
$383 @ 72% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.67/sh now → $9.66 mid-life (likely $7.35–$13.30)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$9.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 55 simulated challenges: the $370 strike is typically first touched on day 7 of 8, at $378 (overshoots $7.81). 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)~$37025 Sep 202611d left+$2.39/sh+$239
cycle +$264
[+$219…+$491] · 93% credit
66%
surv 52%
-$25,434 NOT
cap gain +$7,113
Up-and-out for even (raise the cap, free)~$37325 Sep 202611d left+$0.88/sh+$88
cycle +$113
[+$60…+$324] · 82% credit
68%
surv 55%
-$25,281 NOT
cap gain +$7,266
Max even-money escape in the band~$3832 Oct 202618d left+$0.09/sh+$9
cycle +$34
[-$90…+$250] · 60% credit
72%
surv 64%
-$24,270 NOT
cap gain +$8,277
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$94/mo
vs 50% target ($1,350/mo)-93%
vs normal income ($2,700/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $370 is $242 below CC-SS $612.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,206
… as % of IC ($12,800)189.1%
… as % of ML ($48,300)50.1%
Recovery months (at normal income)9.0 mo
Surgical close (1 ct)$-32,553
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 ≥ $370.30 (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 $320.87 (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
$366-370.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $370.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$370.00 (2.4σ)$25$-25,673+$6,874+$20
+2.5%$379.25 (2.8σ)$-900$-25,589+$6,958-$905
+5%$388.50 (3.1σ)$-1,825$-25,505+$7,043-$1,830
SS (= V-bounce)$588.00 (10.8σ)$-21,775$-23,689+$8,858-$4,480
V-BOUNCE STRESS (stock → CC-SS $612.31, where you are whole again, by expiry)
Starting unrealized P&L: $-32,548
+ Fortress recovery (un-capped): +$33,286
− CC assignment net of premium (1 × $370): -$24,206
Total Position P&L @ SS: $-23,468 (+$9,079 vs today)
Do-nothing baseline at SS: $-18,988 (this trade vs do-nothing: $-4,480, the opportunity cost of earning $94/mo FIGHT income now)
BB-reversion stress (→ $434.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,402, position total $-25,088 (+$7,459 vs today)
🛡 safe yield1 × $34518 Sep8d12.3%91%hist 96%18%hist 13%+2pp$115$431-$1,106$26,616
Sell 1 × $345 12.3% OTM over spot $307.22 18 Sep 2026 (8d, $1.40 mid)
= $115 credit for the 8d cycle → $431/mo projected
Survival (stays ≤ $345)
91%
Breach risk
9%
POP (stays ≤ $346.40)
92%
EV / mo
+$185
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
16% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$220/mo
median; plan ~$150/mo after 68% keep · $1,907 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.7 mo [3.3-6.7], measured ONLY among the 16% 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)
-$786
Free roll-up
+$5/wk
Safest escape (by 2 Oct 2026)
$358 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.74/sh now → $9.01 mid-life (likely $7.67–$12.77)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$7.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 361 simulated challenges: the $345 strike is typically first touched on day 6 of 8, at $351 (overshoots $5.85). 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)~$34525 Sep 202611d left+$2.98/sh+$298
cycle +$413
[+$231…+$451] · 97% credit
66%
surv 52%
-$28,013 NOT
cap gain +$4,534
Up-and-out for even (raise the cap, free)~$35025 Sep 202611d left+$0.56/sh+$56
cycle +$171
[-$57…+$192] · 63% credit
69%
surv 58%
-$27,679 NOT
cap gain +$4,869
Max even-money escape in the band~$3582 Oct 202618d left+$0.67/sh+$67
cycle +$182
[-$90…+$214] · 59% credit
73%
surv 64%
-$26,849 NOT
cap gain +$5,699
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$431/mo
vs 50% target ($1,350/mo)-68%
vs normal income ($2,700/mo)16% covered
Net income (after hedge)$349/mo
Downside budget
⚠ $345 is $267 below CC-SS $612.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,616
… as % of IC ($12,800)207.9%
… as % of ML ($48,300)55.1%
Recovery months (at normal income)9.9 mo
Surgical close (1 ct)$-32,573
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 ≥ $346.40 (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 $320.87 (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
$342-346.40
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
≥ $346.40
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$345.00 (1.4σ)$115$-28,311+$4,237+$110
+2.5%$353.62 (1.8σ)$-747$-28,232+$4,315-$752
+5%$362.25 (2.1σ)$-1,610$-28,154+$4,394-$1,615
SS (= V-bounce)$588.00 (10.8σ)$-24,185$-26,099+$6,448-$6,890
V-BOUNCE STRESS (stock → CC-SS $612.31, where you are whole again, by expiry)
Starting unrealized P&L: $-32,548
+ Fortress recovery (un-capped): +$33,286
− CC assignment net of premium (1 × $345): -$26,616
Total Position P&L @ SS: $-25,878 (+$6,669 vs today)
Do-nothing baseline at SS: $-18,988 (this trade vs do-nothing: $-6,890, the opportunity cost of earning $431/mo FIGHT income now)
BB-reversion stress (→ $434.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,812, position total $-27,498 (+$5,049 vs today)
33% normal ← lean1 × $332.5018 Sep8d8.2%83%hist 86%35%hist 31%+3pp$250$938-$600$27,731
Sell 1 × $332.50 8.2% OTM over spot $307.22 18 Sep 2026 (8d, $2.95 mid)
= $250 credit for the 8d cycle → $938/mo projected
Survival (stays ≤ $332.50)
83%
Breach risk
17%
POP (stays ≤ $335.45)
85%
EV / mo
+$294
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
15% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$451/mo
median; plan ~$307/mo after 68% keep · $3,946 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 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)
26%
Flat exit net (mid-life)
-$619
Free roll-up
+$5/wk
Safest escape (by 2 Oct 2026)
$355 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.28/sh now → $8.69 mid-life (likely $8.41–$13.47)≈ $0 at expiry  |  you banked $2.50/sh, so a flat mid-life exit nets -$6.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 776 simulated challenges: the $332 strike is typically first touched on day 5 of 8, at $338 (overshoots $5.84). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3352 Oct 202618d left+$5.33/sh+$533
cycle +$783
[+$396…+$653] · 99% credit
68%
surv 55%
-$28,703 NOT
cap gain +$3,845
Roll out (same strike, buy time)~$33225 Sep 202611d left+$3.23/sh+$323
cycle +$573
[+$217…+$432] · 98% credit
66%
surv 52%
-$29,217 NOT
cap gain +$3,331
Up-and-out for even (raise the cap, free)~$33825 Sep 202611d left+$0.82/sh+$82
cycle +$332
[-$73…+$152] · 58% credit
70%
surv 59%
-$28,882 NOT
cap gain +$3,666
Max even-money escape in the band~$3452 Oct 202618d left+$0.92/sh+$92
cycle +$342
[-$126…+$160] · 51% credit
73%
surv 65%
-$28,053 NOT
cap gain +$4,494
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3552 Oct 202618d left-$1.64/sh-$164
cycle +$86
[-$434…-$107] · 14% credit
78%
surv 73%
-$27,218 NOT
cap gain +$5,329
budget: banked $250 debit $164 (66% used ≈ 0.8 wk of income) → whole cycle still +$86 cash · rolled 1 ct earn ≈ $1,174/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$938/mo
vs 50% target ($1,350/mo)-31%
vs normal income ($2,700/mo)35% covered
Net income (after hedge)$855/mo
Downside budget
⚠ $332.50 is $280 below CC-SS $612.31: 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)216.7%
… as % of ML ($48,300)57.4%
Recovery months (at normal income)10.3 mo
Surgical close (1 ct)$-32,593
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.50 collected) or spot ≥ $335.45 (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 $320.87 (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
$329-335.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $335.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$332.50 (≤1σ, normal week)$250$-29,539+$3,008+$245
+2.5%$340.81 (1.3σ)$-581$-29,464+$3,084-$586
+5%$349.12 (1.6σ)$-1,412$-29,388+$3,159-$1,418
SS (= V-bounce)$588.00 (10.8σ)$-25,300$-27,214+$5,333-$8,005
V-BOUNCE STRESS (stock → CC-SS $612.31, where you are whole again, by expiry)
Starting unrealized P&L: $-32,548
+ Fortress recovery (un-capped): +$33,286
− CC assignment net of premium (1 × $332.50): -$27,731
Total Position P&L @ SS: $-26,993 (+$5,554 vs today)
Do-nothing baseline at SS: $-18,988 (this trade vs do-nothing: $-8,005, the opportunity cost of earning $938/mo FIGHT income now)
BB-reversion stress (→ $434.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,927, position total $-28,613 (+$3,934 vs today)
🎯 50% normal1 × $32518 Sep8d5.8%76%hist 83%50%hist 39%+4pp$410$1,537$28,321
Sell 1 × $325 5.8% OTM over spot $307.22 18 Sep 2026 (8d, $4.25 mid)
= $410 credit for the 8d cycle → $1,537/mo projected
Survival (stays ≤ $325)
76%
Breach risk
24%
POP (stays ≤ $329.25)
80%
EV / mo
+$435
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
18% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$636/mo
median; plan ~$433/mo after 68% keep · $5,520 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.5 mo [4.2-7.6], 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)
39%
Flat exit net (mid-life)
-$439
Free roll-up
+$5/wk
Safest escape (by 2 Oct 2026)
$358 @ 83% POP
80% 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: $12.00/sh now → $8.49 mid-life (likely $9.25–$14.18)≈ $0 at expiry  |  you banked $4.10/sh, so a flat mid-life exit nets -$4.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,163 simulated challenges: the $325 strike is typically first touched on day 4 of 8, at $331 (overshoots $5.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3282 Oct 202618d left+$5.46/sh+$546
cycle +$956
[+$361…+$571] · 99% credit
68%
surv 55%
-$29,349 NOT
cap gain +$3,199
Roll out (same strike, buy time)~$32525 Sep 202611d left+$3.36/sh+$336
cycle +$746
[+$191…+$364] · 97% credit
66%
surv 52%
-$29,861 NOT
cap gain +$2,686
Up-and-out for even (raise the cap, free)~$33025 Sep 202611d left+$0.96/sh+$96
cycle +$506
[-$93…+$93] · 47% credit
70%
surv 59%
-$29,526 NOT
cap gain +$3,022
Max even-money escape in the band~$3382 Oct 202618d left+$1.05/sh+$105
cycle +$515
[-$159…+$93] · 42% credit
73%
surv 65%
-$28,698 NOT
cap gain +$3,850
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3582 Oct 202618d left-$3.83/sh-$383
cycle +$27
[-$764…-$432] · 1% credit
83%
surv 80%
-$27,005 NOT
cap gain +$5,543
budget: banked $410 debit $383 (93% used ≈ 1.1 wk of income) → whole cycle still +$27 cash · rolled 1 ct earn ≈ $776/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$1,537/mo
vs 50% target ($1,350/mo)+14%
vs normal income ($2,700/mo)57% covered
Net income (after hedge)$1,455/mo
Downside budget
⚠ $325 is $287 below CC-SS $612.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,321
… as % of IC ($12,800)221.3%
… as % of ML ($48,300)58.6%
Recovery months (at normal income)10.5 mo
Surgical close (1 ct)$-32,563
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.02/sh (~25% of the $4.10 collected) or spot ≥ $329.25 (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 $320.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $321.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$322-329.25
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
≥ $329.25
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)$410$-30,198+$2,350+$405
+2.5%$333.12 (≤1σ, normal week)$-402$-30,124+$2,424-$407
+5%$341.25 (1.3σ)$-1,215$-30,050+$2,498-$1,220
SS (= V-bounce)$588.00 (10.8σ)$-25,890$-27,804+$4,743-$8,595
V-BOUNCE STRESS (stock → CC-SS $612.31, where you are whole again, by expiry)
Starting unrealized P&L: $-32,548
+ Fortress recovery (un-capped): +$33,286
− CC assignment net of premium (1 × $325): -$28,321
Total Position P&L @ SS: $-27,583 (+$4,964 vs today)
Do-nothing baseline at SS: $-18,988 (this trade vs do-nothing: $-8,595, the opportunity cost of earning $1,537/mo FIGHT income now)
BB-reversion stress (→ $434.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,517, position total $-29,203 (+$3,344 vs today)
100% normal1 × $312.5018 Sep8d1.7%60%hist 70%83%hist 79%+8pp$790$2,962+$1,425$29,191
Sell 1 × $312.50 1.7% OTM over spot $307.22 18 Sep 2026 (8d, $8.45 mid)
= $790 credit for the 8d cycle → $2,962/mo projected
Survival (stays ≤ $312.50)
60%
Breach risk
40%
POP (stays ≤ $320.95)
71%
EV / mo
+$490
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
24% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~10.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$896/mo
median; plan ~$609/mo after 68% keep · $7,699 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo [4.1-7.4], measured ONLY among the 24% 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)
67%
Flat exit net (mid-life)
-$26
Free roll-up
+$8/wk
Safest escape (by 2 Oct 2026)
$365 @ 91% POP
90% 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: $11.54/sh now → $8.16 mid-life (likely $10.91–$15.25)≈ $0 at expiry  |  you banked $7.90/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,023 simulated challenges: the $312 strike is typically first touched on day 3 of 8, at $318 (overshoots $5.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3152 Oct 202618d left+$5.63/sh+$563
cycle +$1,353
[+$325…+$461] · 99% credit
68%
surv 55%
-$30,315 NOT
cap gain +$2,233
Roll out (same strike, buy time)~$31225 Sep 202611d left+$3.57/sh+$357
cycle +$1,147
[+$172…+$277] · 98% credit
66%
surv 52%
-$30,824 NOT
cap gain +$1,723
Max even-money escape in the band~$3252 Oct 202618d left+$1.25/sh+$125
cycle +$915
[-$207…-$12] · 23% credit
73%
surv 65%
-$29,662 NOT
cap gain +$2,886
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)~$32025 Sep 202611d left+$0.20/sh+$20
cycle +$810
[-$244…-$90] · 12% credit
71%
surv 62%
-$30,313 NOT
cap gain +$2,235
Safety roll (pay small debit, max POP)~$3652 Oct 202618d left-$5.93/sh-$593
cycle +$197
[-$1,147…-$803]
91%
surv 90%
-$26,016 NOT
cap gain +$6,531
budget: banked $790 debit $593 (75% used ≈ 0.9 wk of income) → whole cycle still +$197 cash · rolled 1 ct earn ≈ $372/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$2,962/mo
vs 50% target ($1,350/mo)+119%
vs normal income ($2,700/mo)110% covered
Net income (after hedge)$2,880/mo
Downside budget
⚠ $312.50 is $300 below CC-SS $612.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,191
… as % of IC ($12,800)228.1%
… as % of ML ($48,300)60.4%
Recovery months (at normal income)10.8 mo
Surgical close (1 ct)$-32,603
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.98/sh (~25% of the $7.90 collected) or spot ≥ $320.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $312)); NOT the premium you collected. Momentum override: two daily closes above $320.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $309.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$309-320.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $320.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$312.50 (≤1σ, normal week)$790$-31,181+$1,366+$785
+2.5%$320.31 (≤1σ, normal week)$9$-31,110+$1,437+$4
+5%$328.12 (≤1σ, normal week)$-772$-31,039+$1,508-$778
SS (= V-bounce)$588.00 (10.8σ)$-26,760$-28,674+$3,873-$9,465
V-BOUNCE STRESS (stock → CC-SS $612.31, where you are whole again, by expiry)
Starting unrealized P&L: $-32,548
+ Fortress recovery (un-capped): +$33,286
− CC assignment net of premium (1 × $312.50): -$29,191
Total Position P&L @ SS: $-28,453 (+$4,094 vs today)
Do-nothing baseline at SS: $-18,988 (this trade vs do-nothing: $-9,465, the opportunity cost of earning $2,962/mo FIGHT income now)
BB-reversion stress (→ $434.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,387, position total $-30,073 (+$2,474 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (24 clear the floor), click to expand

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

Fortress delta: 1.091 (IBKR)  |  Recovery@SS: +$33,286 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-18,988

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3258d18 Sep 2026$4.101/1$1,537$1,45576%80%+$435-$28,321221.3%$-27,583 (vs do-nothing $-8,595)
$322.508d18 Sep 2026$4.401/1$1,650$1,56873%78%+$341-$28,541223.0%$-27,803 (vs do-nothing $-8,815)
$32515d25 Sep 2026$6.901/1$1,380$1,29871%77%+$270-$28,041219.1%$-27,303 (vs do-nothing $-8,315)
$3208d18 Sep 2026$5.401/1$2,025$1,94370%77%+$478-$28,691224.2%$-27,953 (vs do-nothing $-8,965)
$322.5015d25 Sep 2026$7.501/1$1,500$1,41868%76%+$253-$28,231220.6%$-27,493 (vs do-nothing $-8,505)
$317.508d18 Sep 2026$6.001/1$2,250$2,16867%75%+$432-$28,881225.6%$-28,143 (vs do-nothing $-9,155)
$32015d25 Sep 2026$8.501/1$1,700$1,61866%74%+$301-$28,381221.7%$-27,643 (vs do-nothing $-8,655)
$32022d2 Oct 2026$10.801/1$1,473$1,39064%73%+$188-$28,151219.9%$-27,413 (vs do-nothing $-8,425)
$317.5015d25 Sep 2026$9.601/1$1,920$1,83863%73%+$355-$28,521222.8%$-27,783 (vs do-nothing $-8,795)
$3158d18 Sep 2026$6.601/1$2,475$2,39363%73%+$349-$29,071227.1%$-28,333 (vs do-nothing $-9,345)
$31515d25 Sep 2026$10.201/1$2,040$1,95861%71%+$293-$28,711224.3%$-27,973 (vs do-nothing $-8,985)
$31522d2 Oct 2026$10.501/1$1,432$1,34960%70%$-105-$28,681224.1%$-27,943 (vs do-nothing $-8,955)
$312.508d18 Sep 2026$7.901/1$2,962$2,88060%71%+$490-$29,191228.1%$-28,453 (vs do-nothing $-9,465)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$312.5015d25 Sep 2026$11.201/1$2,240$2,15858%70%+$296-$28,861225.5%$-28,123 (vs do-nothing $-9,135)
$3108d18 Sep 2026$8.901/1$3,338$3,25556%69%+$504-$29,341229.2%$-28,603 (vs do-nothing $-9,615)
$31015d25 Sep 2026$12.101/1$2,420$2,33855%69%+$261-$29,021226.7%$-28,283 (vs do-nothing $-9,295)
$31022d2 Oct 2026$15.301/1$2,086$2,00455%69%+$264-$28,701224.2%$-27,963 (vs do-nothing $-8,975)
$307.5015d25 Sep 2026$13.501/1$2,700$2,61853%68%+$310-$29,131227.6%$-28,393 (vs do-nothing $-9,405)
$307.508d18 Sep 2026$10.001/1$3,750$3,66852%67%+$487-$29,481230.3%$-28,743 (vs do-nothing $-9,755)
$30522d2 Oct 2026$15.001/1$2,045$1,96351%66%$-100-$29,231228.4%$-28,493 (vs do-nothing $-9,505)
$30515d25 Sep 2026$14.701/1$2,940$2,85850%67%+$302-$29,261228.6%$-28,523 (vs do-nothing $-9,535)
$3058d18 Sep 2026$11.201/1$4,200$4,11848%66%+$557-$29,611231.3%$-28,873 (vs do-nothing $-9,885)
$302.5015d25 Sep 2026$16.001/1$3,200$3,11847%66%+$297-$29,381229.5%$-28,643 (vs do-nothing $-9,655)
$302.508d18 Sep 2026$12.501/1$4,688$4,60545%64%+$407-$29,731232.3%$-28,993 (vs do-nothing $-10,005)

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  |  2026-09-10 21:51