FORTRESS FIGHT: APP @ $312.89

BE SS: $588.00  |  CC-SS: $606.69  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-11 22:01

APP @ $312.89   UNDERWATER $275.11 (46.8% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $606.69 (banked floor $584.61)  |  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$2,702/mo95% ann ROI on ML
Hedge rolling cost$92/mo
Unrealized P&L$-31,330fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,351/mo
HEDGE COVER
$92/mo
NORMAL INCOME
$2,702/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 $606.69 in the fetched chain; the deepest available is $415C (14d, $11/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)
$28,982
was $31,330 · 7% earned back
Cycles closed
7
Credit in flight
$250
CC-SS · banked floor (info)
$606.69 → $584.61
? 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 16 (live) · RSI 37 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 42 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $434.52 (+39%) · daily UBB $321.06 · 1-wk expected move ±$23 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (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 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($1,351/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 × $317.50/7d for $3,214/mo, but breach risk rises to 41% (+18pp 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 × $360/7d (96% survival, $129/mo).
Downside anchor: the primary mortgages $27,319 (213% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 10.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-31,355 and cuts bleed by $92/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 (7d) · sell 1 × $330, 77% survival, $1,500/mo (E[net] $420/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 · 7d1 × $33077%$1,500$420
E[net] arithmetic on the grand pick: keep $350 with probability 67%; on the 33% touch you roll, paying $804 to close and taking $400 back from the best priced door (net cash $404) 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 · 7d · E[net] $420/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $330 (50% normal), 77% survival, breach 23%, $1,500/mo.
⚖️ Worth a safer step: the $335 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $407/mo less (27% 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 $312.89 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $36018 Sep7d15.1%96%hist 96%8%hist 3%+1pp$30$129-$1,371$24,639
Sell 1 × $360 15.1% OTM over spot $312.89 18 Sep 2026 (7d, $0.45 mid)
= $30 credit for the 7d cycle → $129/mo projected
Survival (stays ≤ $360)
96%
Breach risk
4%
POP (stays ≤ $360.45)
96%
EV / mo
+$51
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
15% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$17/mo
median; plan ~$11/mo after 68% keep · $128 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [4.0-6.7], 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)
3%
Flat exit net (mid-life)
-$847
Free roll-up
+$5/wk
Safest escape (by 9 Oct 2026)
$382 @ 77% POP
71% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.40/sh now → $8.77 mid-life (likely $6.83–$12.16)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$8.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 95 simulated challenges: the $360 strike is typically first touched on day 5 of 7, at $366 (overshoots $5.68). 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)~$36025 Sep 202610d left+$2.57/sh+$257
cycle +$287
[+$208…+$470] · 95% credit
67%
surv 52%
-$25,890 NOT
cap gain +$5,440
Reliable up-and-out (highest cap still free ≥60%)~$3729 Oct 202624d left+$3.39/sh+$339
cycle +$369
[+$239…+$562] · 89% credit
73%
surv 63%
-$24,482 NOT
cap gain +$6,848
Up-and-out for even (raise the cap, free)~$36525 Sep 202610d left+$0.35/sh+$35
cycle +$65
[-$42…+$219] · 64% credit
70%
surv 58%
-$25,606 NOT
cap gain +$5,724
Max even-money escape in the band~$3829 Oct 202624d left+$0.30/sh+$30
cycle +$60
[-$140…+$225] · 56% credit
77%
surv 71%
-$23,697 NOT
cap gain +$7,633
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$129/mo
vs 50% target ($1,351/mo)-90%
vs normal income ($2,702/mo)5% covered
Net income (after hedge)$36/mo
Downside budget
⚠ $360 is $247 below CC-SS $606.69: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,639
… as % of IC ($12,800)192.5%
… as % of ML ($48,300)51.0%
Recovery months (at normal income)9.1 mo
Surgical close (1 ct)$-31,345
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 ≥ $360.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $360)); NOT the premium you collected. Momentum override: two daily closes above $321.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $356.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$356-360.45
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
≥ $360.45
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$360.00 (2.0σ)$30$-26,146+$5,184+$25
+2.5%$369.00 (2.4σ)$-870$-26,062+$5,268-$875
+5%$378.00 (2.8σ)$-1,770$-25,977+$5,353-$1,775
SS (= V-bounce)$588.00 (11.9σ)$-22,770$-24,003+$7,327-$6,975
V-BOUNCE STRESS (stock → CC-SS $606.69, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$32,141
− CC assignment net of premium (1 × $360): -$24,639
Total Position P&L @ SS: $-23,827 (+$7,503 vs today)
Do-nothing baseline at SS: $-16,852 (this trade vs do-nothing: $-6,975, the opportunity cost of earning $129/mo FIGHT income now)
BB-reversion stress (→ $434.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,422, position total $-25,446 (+$5,884 vs today)
🛡 safe yield1 × $34518 Sep7d10.3%90%hist 96%19%hist 13%+3pp$120$514-$986$26,049
Sell 1 × $345 10.3% OTM over spot $312.89 18 Sep 2026 (7d, $1.40 mid)
= $120 credit for the 7d cycle → $514/mo projected
Survival (stays ≤ $345)
90%
Breach risk
10%
POP (stays ≤ $346.40)
91%
EV / mo
+$239
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
14% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$282/mo
median; plan ~$192/mo after 68% keep · $2,413 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.2 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)
-$720
Free roll-up
+$5/wk
Safest escape (by 9 Oct 2026)
$372 @ 79% POP
74% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.88/sh now → $8.40 mid-life (likely $7.41–$13.26)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$7.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 375 simulated challenges: the $345 strike is typically first touched on day 5 of 7, at $351 (overshoots $6.15). 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 202610d left+$2.90/sh+$290
cycle +$410
[+$199…+$433] · 94% credit
67%
surv 52%
-$27,407 NOT
cap gain +$3,923
Reliable up-and-out (highest cap still free ≥60%)~$3579 Oct 202624d left+$3.72/sh+$372
cycle +$492
[+$187…+$508] · 88% credit
73%
surv 63%
-$26,000 NOT
cap gain +$5,330
Up-and-out for even (raise the cap, free)~$35025 Sep 202610d left+$0.69/sh+$69
cycle +$189
[-$75…+$178] · 63% credit
70%
surv 58%
-$27,123 NOT
cap gain +$4,207
Max even-money escape in the band~$3679 Oct 202624d left+$0.64/sh+$64
cycle +$184
[-$184…+$185] · 51% credit
77%
surv 71%
-$25,214 NOT
cap gain +$6,116
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3729 Oct 202624d left-$0.57/sh-$57
cycle +$63
[-$348…+$55] · 31% credit
79%
surv 74%
-$24,788 NOT
cap gain +$6,542
budget: banked $120 debit $57 (47% used ≈ 0.5 wk of income) → whole cycle still +$63 cash · rolled 1 ct earn ≈ $979/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$514/mo
vs 50% target ($1,351/mo)-62%
vs normal income ($2,702/mo)19% covered
Net income (after hedge)$422/mo
Downside budget
⚠ $345 is $262 below CC-SS $606.69: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,049
… as % of IC ($12,800)203.5%
… as % of ML ($48,300)53.9%
Recovery months (at normal income)9.6 mo
Surgical close (1 ct)$-31,350
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.20 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 $321.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d 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)$120$-27,697+$3,633+$115
+2.5%$353.62 (1.8σ)$-742$-27,616+$3,714-$747
+5%$362.25 (2.1σ)$-1,605$-27,535+$3,795-$1,610
SS (= V-bounce)$588.00 (11.9σ)$-24,180$-25,413+$5,917-$8,385
V-BOUNCE STRESS (stock → CC-SS $606.69, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$32,141
− CC assignment net of premium (1 × $345): -$26,049
Total Position P&L @ SS: $-25,237 (+$6,093 vs today)
Do-nothing baseline at SS: $-16,852 (this trade vs do-nothing: $-8,385, the opportunity cost of earning $514/mo FIGHT income now)
BB-reversion stress (→ $434.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,832, position total $-26,856 (+$4,474 vs today)
33% normal ← lean1 × $33518 Sep7d7.1%83%hist 86%35%hist 31%+5pp$255$1,093-$407$26,914
Sell 1 × $335 7.1% OTM over spot $312.89 18 Sep 2026 (7d, $2.83 mid)
= $255 credit for the 7d cycle → $1,093/mo projected
Survival (stays ≤ $335)
83%
Breach risk
17%
POP (stays ≤ $337.82)
86%
EV / mo
+$451
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
15% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$535/mo
median; plan ~$364/mo after 68% keep · $4,633 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [4.0-7.1], 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)
25%
Flat exit net (mid-life)
-$561
Free roll-up
+$5/wk
Safest escape (by 9 Oct 2026)
$372 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.54/sh now → $8.16 mid-life (likely $8.02–$13.42)≈ $0 at expiry  |  you banked $2.55/sh, so a flat mid-life exit nets -$5.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 755 simulated challenges: the $335 strike is typically first touched on day 4 of 7, at $341 (overshoots $5.54). 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)~$33525 Sep 202610d left+$3.10/sh+$310
cycle +$565
[+$175…+$383] · 96% credit
67%
surv 52%
-$28,346 NOT
cap gain +$2,984
Reliable up-and-out (highest cap still free ≥60%)~$3479 Oct 202624d left+$3.91/sh+$391
cycle +$646
[+$158…+$438] · 90% credit
73%
surv 63%
-$26,940 NOT
cap gain +$4,390
Up-and-out for even (raise the cap, free)~$34025 Sep 202610d left+$0.90/sh+$90
cycle +$345
[-$91…+$127] · 55% credit
70%
surv 58%
-$28,062 NOT
cap gain +$3,268
Max even-money escape in the band~$3579 Oct 202624d left+$0.84/sh+$84
cycle +$339
[-$201…+$122] · 44% credit
77%
surv 71%
-$26,153 NOT
cap gain +$5,177
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3729 Oct 202624d left-$2.50/sh-$250
cycle +$5
[-$618…-$226] · 7% credit
83%
surv 80%
-$24,846 NOT
cap gain +$6,484
budget: banked $255 debit $250 (98% used ≈ 1.0 wk of income) → whole cycle still +$5 cash · rolled 1 ct earn ≈ $707/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$1,093/mo
vs 50% target ($1,351/mo)-19%
vs normal income ($2,702/mo)40% covered
Net income (after hedge)$1,001/mo
Downside budget
⚠ $335 is $272 below CC-SS $606.69: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,914
… as % of IC ($12,800)210.3%
… as % of ML ($48,300)55.7%
Recovery months (at normal income)10.0 mo
Surgical close (1 ct)$-31,358
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 ≥ $337.82 (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 $321.06 (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
$332-337.82
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
≥ $337.82
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 1.09 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$335.00 (≤1σ, normal week)$255$-28,656+$2,674+$250
+2.5%$343.37 (1.3σ)$-582$-28,577+$2,753-$587
+5%$351.75 (1.7σ)$-1,420$-28,499+$2,831-$1,425
SS (= V-bounce)$588.00 (11.9σ)$-25,045$-26,278+$5,052-$9,250
V-BOUNCE STRESS (stock → CC-SS $606.69, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$32,141
− CC assignment net of premium (1 × $335): -$26,914
Total Position P&L @ SS: $-26,102 (+$5,228 vs today)
Do-nothing baseline at SS: $-16,852 (this trade vs do-nothing: $-9,250, the opportunity cost of earning $1,093/mo FIGHT income now)
BB-reversion stress (→ $434.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,697, position total $-27,721 (+$3,609 vs today)
🎯 50% normal1 × $33018 Sep7d5.5%77%hist 83%46%hist 39%+6pp$350$1,500$27,319
Sell 1 × $330 5.5% OTM over spot $312.89 18 Sep 2026 (7d, $3.75 mid)
= $350 credit for the 7d cycle → $1,500/mo projected
Survival (stays ≤ $330)
77%
Breach risk
23%
POP (stays ≤ $333.75)
82%
EV / mo
+$536
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
21% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$649/mo
median; plan ~$441/mo after 68% keep · $5,592 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.9 mo [4.4-7.1], measured ONLY among the 21% 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)
33%
Flat exit net (mid-life)
-$454
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$372 @ 85% POP
83% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.37/sh now → $8.04 mid-life (likely $8.60–$13.21)≈ $0 at expiry  |  you banked $3.50/sh, so a flat mid-life exit nets -$4.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,002 simulated challenges: the $330 strike is typically first touched on day 4 of 7, at $335 (overshoots $5.21). 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)~$33025 Sep 202610d left+$3.20/sh+$320
cycle +$670
[+$175…+$351] · 97% credit
67%
surv 52%
-$28,788 NOT
cap gain +$2,542
Reliable up-and-out (highest cap still free ≥60%)~$3429 Oct 202624d left+$4.00/sh+$400
cycle +$750
[+$164…+$420] · 91% credit
73%
surv 63%
-$27,384 NOT
cap gain +$3,946
Max even-money escape in the band~$3529 Oct 202624d left+$0.93/sh+$93
cycle +$443
[-$194…+$96] · 38% credit
77%
surv 71%
-$26,596 NOT
cap gain +$4,734
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)~$33725 Sep 202610d left+$0.02/sh+$2
cycle +$352
[-$205…+$6] · 25% credit
72%
surv 62%
-$28,329 NOT
cap gain +$3,001
Safety roll (pay small debit, max POP)~$3729 Oct 202624d left-$3.26/sh-$326
cycle +$24
[-$706…-$356] · 2% credit
85%
surv 83%
-$24,827 NOT
cap gain +$6,503
budget: banked $350 debit $326 (93% used ≈ 0.9 wk of income) → whole cycle still +$24 cash · rolled 1 ct earn ≈ $597/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 ($1,351/mo)+11%
vs normal income ($2,702/mo)56% covered
Net income (after hedge)$1,408/mo
Downside budget
⚠ $330 is $277 below CC-SS $606.69: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,319
… as % of IC ($12,800)213.4%
… as % of ML ($48,300)56.6%
Recovery months (at normal income)10.1 mo
Surgical close (1 ct)$-31,355
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.88/sh (~25% of the $3.50 collected) or spot ≥ $333.75 (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 $321.06 (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
$327-333.75
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
≥ $333.75
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)$350$-29,108+$2,222+$345
+2.5%$338.25 (1.1σ)$-475$-29,031+$2,299-$480
+5%$346.50 (1.5σ)$-1,300$-28,953+$2,377-$1,305
SS (= V-bounce)$588.00 (11.9σ)$-25,450$-26,683+$4,647-$9,655
V-BOUNCE STRESS (stock → CC-SS $606.69, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$32,141
− CC assignment net of premium (1 × $330): -$27,319
Total Position P&L @ SS: $-26,507 (+$4,823 vs today)
Do-nothing baseline at SS: $-16,852 (this trade vs do-nothing: $-9,655, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $434.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,102, position total $-28,126 (+$3,204 vs today)
100% normal1 × $317.5018 Sep7d1.5%59%hist 70%84%hist 79%+8pp$750$3,214+$1,714$28,169
Sell 1 × $317.50 1.5% OTM over spot $312.89 18 Sep 2026 (7d, $8.00 mid)
= $750 credit for the 7d cycle → $3,214/mo projected
Survival (stays ≤ $317.50)
59%
Breach risk
41%
POP (stays ≤ $325.50)
72%
EV / mo
+$732
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
19% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~11.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$953/mo
median; plan ~$648/mo after 68% keep · $8,346 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.3 mo [4.7-7.3], 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)
65%
Flat exit net (mid-life)
-$23
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$380 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.94/sh now → $7.73 mid-life (likely $10.27–$14.64)≈ $0 at expiry  |  you banked $7.50/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,956 simulated challenges: the $318 strike is typically first touched on day 2 of 7, at $323 (overshoots $5.52). 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)~$31825 Sep 202610d left+$3.42/sh+$342
cycle +$1,092
[+$140…+$261] · 95% credit
67%
surv 52%
-$29,734 NOT
cap gain +$1,596
Reliable up-and-out (highest cap still free ≥60%)~$3309 Oct 202624d left+$4.18/sh+$418
cycle +$1,168
[+$86…+$289] · 84% credit
73%
surv 63%
-$28,333 NOT
cap gain +$2,997
Max even-money escape in the band~$3409 Oct 202624d left+$1.13/sh+$113
cycle +$863
[-$275…-$38] · 19% credit
78%
surv 71%
-$27,544 NOT
cap gain +$3,786
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)~$32525 Sep 202610d left+$0.24/sh+$24
cycle +$774
[-$254…-$86] · 11% credit
72%
surv 62%
-$29,274 NOT
cap gain +$2,056
Safety roll (pay small debit, max POP)~$3809 Oct 202624d left-$5.40/sh-$540
cycle +$210
[-$1,124…-$752]
91%
surv 91%
-$23,821 NOT
cap gain +$7,509
budget: banked $750 debit $540 (72% used ≈ 0.7 wk of income) → whole cycle still +$210 cash · rolled 1 ct earn ≈ $291/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,214/mo
vs 50% target ($1,351/mo)+138%
vs normal income ($2,702/mo)119% covered
Net income (after hedge)$3,122/mo
Downside budget
⚠ $317.50 is $289 below CC-SS $606.69: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,169
… as % of IC ($12,800)220.1%
… as % of ML ($48,300)58.3%
Recovery months (at normal income)10.4 mo
Surgical close (1 ct)$-31,380
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.88/sh (~25% of the $7.50 collected) or spot ≥ $325.50 (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 $321.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $314.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$314-325.50
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
≥ $325.50
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$317.50 (≤1σ, normal week)$750$-30,076+$1,254+$745
+2.5%$325.44 (≤1σ, normal week)$-44$-30,001+$1,329-$49
+5%$333.38 (≤1σ, normal week)$-838$-29,926+$1,404-$842
SS (= V-bounce)$588.00 (11.9σ)$-26,300$-27,533+$3,797-$10,505
V-BOUNCE STRESS (stock → CC-SS $606.69, where you are whole again, by expiry)
Starting unrealized P&L: $-31,330
+ Fortress recovery (un-capped): +$32,141
− CC assignment net of premium (1 × $317.50): -$28,169
Total Position P&L @ SS: $-27,357 (+$3,973 vs today)
Do-nothing baseline at SS: $-16,852 (this trade vs do-nothing: $-10,505, the opportunity cost of earning $3,214/mo FIGHT income now)
BB-reversion stress (→ $434.52 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,952, position total $-28,976 (+$2,354 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 27 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: 1.094 (IBKR)  |  Recovery@SS: +$32,141 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-16,852

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3307d18 Sep 2026$3.501/1$1,500$1,40877%82%+$536-$27,319213.4%$-26,507 (vs do-nothing $-9,655)
$327.507d18 Sep 2026$4.101/1$1,757$1,66574%80%+$584-$27,509214.9%$-26,697 (vs do-nothing $-9,845)
$3257d18 Sep 2026$4.601/1$1,971$1,87971%78%+$550-$27,709216.5%$-26,897 (vs do-nothing $-10,045)
$327.5014d25 Sep 2026$7.001/1$1,500$1,40869%76%+$325-$27,219212.6%$-26,407 (vs do-nothing $-9,555)
$322.507d18 Sep 2026$5.401/1$2,314$2,22267%76%+$602-$27,879217.8%$-27,067 (vs do-nothing $-10,215)
$32514d25 Sep 2026$7.501/1$1,607$1,51566%75%+$270-$27,419214.2%$-26,607 (vs do-nothing $-9,755)
$32521d2 Oct 2026$10.301/1$1,471$1,37964%74%+$162-$27,139212.0%$-26,327 (vs do-nothing $-9,475)
$322.5014d25 Sep 2026$8.501/1$1,821$1,72963%73%+$314-$27,569215.4%$-26,757 (vs do-nothing $-9,905)
$3207d18 Sep 2026$6.201/1$2,657$2,56563%73%+$574-$28,049219.1%$-27,237 (vs do-nothing $-10,385)
$32528d9 Oct 2026$13.001/1$1,393$1,30163%74%+$256-$26,869209.9%$-26,057 (vs do-nothing $-9,205)
$32014d25 Sep 2026$9.601/1$2,057$1,96561%72%+$345-$27,709216.5%$-26,897 (vs do-nothing $-10,045)
$32021d2 Oct 2026$13.301/1$1,900$1,80859%71%+$326-$27,339213.6%$-26,527 (vs do-nothing $-9,675)
$317.507d18 Sep 2026$7.501/1$3,214$3,12259%72%+$732-$28,169220.1%$-27,357 (vs do-nothing $-10,505)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$32028d9 Oct 2026$15.001/1$1,607$1,51559%71%+$266-$27,169212.3%$-26,357 (vs do-nothing $-9,505)
$317.5014d25 Sep 2026$10.601/1$2,271$2,17958%70%+$355-$27,859217.6%$-27,047 (vs do-nothing $-10,195)
$3157d18 Sep 2026$8.601/1$3,686$3,59455%70%+$754-$28,309221.2%$-27,497 (vs do-nothing $-10,645)
$31528d9 Oct 2026$17.001/1$1,821$1,72955%69%+$250-$27,469214.6%$-26,657 (vs do-nothing $-9,805)
$31521d2 Oct 2026$15.301/1$2,186$2,09455%69%+$308-$27,639215.9%$-26,827 (vs do-nothing $-9,975)
$31514d25 Sep 2026$11.901/1$2,550$2,45855%69%+$390-$27,979218.6%$-27,167 (vs do-nothing $-10,315)
$312.5014d25 Sep 2026$13.001/1$2,786$2,69452%68%+$382-$28,119219.7%$-27,307 (vs do-nothing $-10,455)
$312.507d18 Sep 2026$9.801/1$4,200$4,10851%68%+$764-$28,439222.2%$-27,627 (vs do-nothing $-10,775)
$31028d9 Oct 2026$19.001/1$2,036$1,94450%67%+$208-$27,769216.9%$-26,957 (vs do-nothing $-10,105)
$31021d2 Oct 2026$16.501/1$2,357$2,26550%66%+$134-$28,019218.9%$-27,207 (vs do-nothing $-10,355)
$31014d25 Sep 2026$14.601/1$3,129$3,03649%67%+$446-$28,209220.4%$-27,397 (vs do-nothing $-10,545)
$3107d18 Sep 2026$11.101/1$4,757$4,66546%66%+$763-$28,559223.1%$-27,747 (vs do-nothing $-10,895)
$307.5014d25 Sep 2026$15.701/1$3,364$3,27245%65%+$391-$28,349221.5%$-27,537 (vs do-nothing $-10,685)
$307.507d18 Sep 2026$12.601/1$5,400$5,30842%64%+$794-$28,659223.9%$-27,847 (vs do-nothing $-10,995)

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  |  2026-09-11 22:01