FORTRESS FIGHT: APP @ $330.71

BE SS: $588.00  |  CC-SS: $611.40  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-15 21:51

APP @ $330.71   UNDERWATER $257.29 (43.8% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $611.40 (banked floor $586.99)  |  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$2,892/mo95% ann ROI on ML
Hedge rolling cost$48/mo
Unrealized P&L$-29,990fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,446/mo
HEDGE COVER
$48/mo
NORMAL INCOME
$2,892/mo (ATM CC, chain)
IC VELOCITY
4.4 mo to earn back $12,800
ML VELOCITY
16.7 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $611.40 in the fetched chain; the deepest available is $425C (17d, $9/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,598
Hole (after banked)
$27,392
was $29,990 · 9% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$611.40 → $586.99
? 2 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 49 · %B 94 · hist rising (nightly)
LEVELS20W MA (bounce target) $428.62 (+30%) · daily UBB $333.00 · 1-wk expected move ±$25 (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 $355 / 3d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($1,446/mo); it brings $1,450/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 × $345/3d for $3,700/mo, but breach risk rises to 23% (+12pp 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 × $380/3d (99% survival, $100/mo).
Downside anchor: the primary mortgages $25,495 (199% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 8.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-30,020 and cuts bleed by $48/mo.

📅 Two weekly tracks, this Friday & next Friday

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

🏆 Grand pick: THIS FRIDAY · 18 Sep 2026 (3d) · sell 1 × $355, 88% survival, $1,450/mo (E[net] $839/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 3d1 × $35588%$1,450$839
NEXT FRIDAY25 Sep 2026 · 10d1 × $352.5077%$1,590$235
E[net] arithmetic on the grand pick: keep $145 with probability 86%; on the 14% touch you roll, paying $771 to close and taking $488 back from the best priced door (net cash $283) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 18 Sep 2026 · 3d · E[net] $839/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $355 (50% normal), 88% survival, breach 12%, $1,450/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $357.50 rung (33% normal) lifts survival to 90% (breach 12% → 10%) for $350/mo less (24% income) buys safety you do not really need here.
APP  spot $330.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $38018 Sep3d14.9%99%hist 96%3%hist 3%+1pp$10$100-$1,350$23,130
Sell 1 × $380 14.9% OTM over spot $330.71 18 Sep 2026 (3d, $0.17 mid)
= $10 credit for the 3d cycle → $100/mo projected
Survival (stays ≤ $380)
99%
Breach risk
1%
POP (stays ≤ $380.18)
99%
EV / mo
+$70
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
18% whole by 9mo vs 17% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$43/mo
median; plan ~$29/mo after 68% keep · $316 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [3.0-6.4], 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)
1%
Flat exit net (mid-life)
-$816
Free roll-up
+$9/wk
Safest escape (by 2 Oct 2026)
$399 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.67/sh now → $8.26 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$8.16/sh  |  roll rows are incremental, the banked premium stays yours
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)~$38025 Sep 20268d left+$4.45/sh+$445
cycle +$455
69%
surv 51%
-$25,099 NOT
cap gain +$4,891
Up-and-out for even (raise the cap, free)~$38925 Sep 20268d left+$0.48/sh+$48
cycle +$58
75%
surv 64%
-$24,659 NOT
cap gain +$5,331
Max even-money escape in the band~$3992 Oct 202616d left+$0.26/sh+$26
cycle +$36
77%
surv 70%
-$23,782 NOT
cap gain +$6,208
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$100/mo
vs 50% target ($1,446/mo)-93%
vs normal income ($2,892/mo)3% covered
Net income (after hedge)$52/mo
Downside budget
⚠ $380 is $231 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,130
… as % of IC ($12,800)180.7%
… as % of ML ($48,300)47.9%
Recovery months (at normal income)8.0 mo
Surgical close (1 ct)$-29,997
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $380.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $380)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $376.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$376-380.18
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $380.18
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$380.00 (3.0σ)$10$-25,544+$4,446+$5
+2.5%$389.50 (3.5σ)$-940$-25,639+$4,351-$945
+5%$399.00 (4.1σ)$-1,890$-25,734+$4,256-$1,895
SS (= V-bounce)$588.00 (15.5σ)$-20,790$-27,624+$2,366-$4,495
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $380): -$23,130
Total Position P&L @ SS: $-27,858 (+$2,132 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-4,495, the opportunity cost of earning $100/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,852, position total $-26,030 (+$3,960 vs today)
🛡 safe yield1 × $372.5025 Sep10d12.6%90%hist 96%20%hist 14%+3pp$205$615-$835$23,685
Sell 1 × $372.50 12.6% OTM over spot $330.71 25 Sep 2026 (10d, $2.35 mid)
= $205 credit for the 10d cycle → $615/mo projected
Survival (stays ≤ $372.50)
90%
Breach risk
10%
POP (stays ≤ $374.85)
91%
EV / mo
+$353
📈 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
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$380/mo
median; plan ~$258/mo after 68% keep · $3,338 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo [4.3-7.2], 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)
13%
Flat exit net (mid-life)
-$972
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$382 @ 73% POP
62% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $16.65/sh now → $11.77 mid-life (likely $9.32–$16.14)≈ $0 at expiry  |  you banked $2.05/sh, so a flat mid-life exit nets -$9.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 396 simulated challenges: the $372 strike is typically first touched on day 7 of 10, at $379 (overshoots $6.12). 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)~$3722 Oct 202612d left+$2.64/sh+$264
cycle +$469
[+$179…+$490] · 96% credit
68%
surv 52%
-$25,760 NOT
cap gain +$4,230
Reliable up-and-out (highest cap still free ≥60%)~$3779 Oct 202619d left+$3.52/sh+$352
cycle +$557
[+$214…+$611] · 94% credit
69%
surv 56%
-$25,286 NOT
cap gain +$4,704
Up-and-out for even (raise the cap, free)~$3772 Oct 202612d left+$0.56/sh+$56
cycle +$261
[-$62…+$262] · 61% credit
70%
surv 57%
-$25,581 NOT
cap gain +$4,409
Max even-money escape in the band~$3772 Oct 202612d left+$0.56/sh+$56
cycle +$261
[-$62…+$262] · 61% credit
70%
surv 57%
-$25,581 NOT
cap gain +$4,409
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3822 Oct 202612d left-$1.52/sh-$152
cycle +$53
[-$304…+$35] · 27% credit
73%
surv 62%
-$25,340 NOT
cap gain +$4,650
budget: banked $205 debit $152 (74% used ≈ 1.1 wk of income) → whole cycle still +$53 cash · rolled 1 ct earn ≈ $2,562/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$615/mo
vs 50% target ($1,446/mo)-57%
vs normal income ($2,892/mo)21% covered
Net income (after hedge)$567/mo
Downside budget
⚠ $372.50 is $239 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,685
… as % of IC ($12,800)185.0%
… as % of ML ($48,300)49.0%
Recovery months (at normal income)8.2 mo
Surgical close (1 ct)$-30,020
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.05 collected) or spot ≥ $374.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $372)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $368.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-374.85
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
≥ $374.85
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.50 (1.4σ)$205$-26,024+$3,966+$200
+2.5%$381.81 (1.7σ)$-726$-26,117+$3,873-$731
+5%$391.12 (2.0σ)$-1,658$-26,210+$3,780-$1,662
SS (= V-bounce)$588.00 (8.5σ)$-21,345$-28,179+$1,811-$5,050
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $372.50): -$23,685
Total Position P&L @ SS: $-28,413 (+$1,577 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-5,050, the opportunity cost of earning $615/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,407, position total $-26,585 (+$3,405 vs today)
33% normal1 × $357.5018 Sep3d8.1%90%hist 96%19%hist 14%+7pp$110$1,100-$350$25,280
Sell 1 × $357.50 8.1% OTM over spot $330.71 18 Sep 2026 (3d, $1.38 mid)
= $110 credit for the 3d cycle → $1,100/mo projected
Survival (stays ≤ $357.50)
90%
Breach risk
10%
POP (stays ≤ $358.88)
91%
EV / mo
+$576
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
23% whole by 9mo vs 16% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$738/mo
median; plan ~$502/mo after 68% keep · $5,925 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.5 mo [3.7-6.8], measured ONLY among the 23% 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)
-$667
Free roll-up
+$9/wk
Safest escape (by 9 Oct 2026)
$387 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.98/sh now → $7.77 mid-life (likely $7.27–$13.64)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$6.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 356 simulated challenges: the $358 strike is typically first touched on day 2 of 3, at $364 (overshoots $6.93). 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)~$35825 Sep 20268d left+$4.84/sh+$484
cycle +$594
[+$380…+$583] · 95% credit
69%
surv 52%
-$26,985 NOT
cap gain +$3,005
Reliable up-and-out (highest cap still free ≥60%)~$3779 Oct 202622d left+$2.94/sh+$294
cycle +$404
[+$3…+$381] · 75% credit
76%
surv 68%
-$25,439 NOT
cap gain +$4,551
Up-and-out for even (raise the cap, free)~$36725 Sep 20268d left+$0.89/sh+$89
cycle +$199
[-$103…+$168] · 55% credit
75%
surv 64%
-$26,544 NOT
cap gain +$3,446
Max even-money escape in the band~$3772 Oct 202616d left+$0.67/sh+$67
cycle +$177
[-$225…+$149] · 46% credit
77%
surv 70%
-$25,666 NOT
cap gain +$4,324
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3879 Oct 202622d left-$0.05/sh-$5
cycle +$105
[-$359…+$76] · 34% credit
80%
surv 75%
-$24,837 NOT
cap gain +$5,153
budget: banked $110 debit $5 (4% used ≈ 0.0 wk of income) → whole cycle still +$105 cash · rolled 1 ct earn ≈ $1,053/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$1,100/mo
vs 50% target ($1,446/mo)-24%
vs normal income ($2,892/mo)38% covered
Net income (after hedge)$1,052/mo
Downside budget
⚠ $357.50 is $254 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,280
… as % of IC ($12,800)197.5%
… as % of ML ($48,300)52.3%
Recovery months (at normal income)8.7 mo
Surgical close (1 ct)$-30,017
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $358.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $358)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $353.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$354-358.88
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
≥ $358.88
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$357.50 (1.6σ)$110$-27,469+$2,521+$105
+2.5%$366.44 (2.1σ)$-784$-27,558+$2,432-$789
+5%$375.38 (2.7σ)$-1,678$-27,648+$2,342-$1,682
SS (= V-bounce)$588.00 (15.5σ)$-22,940$-29,774+$216-$6,645
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $357.50): -$25,280
Total Position P&L @ SS: $-30,008 ($-18 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-6,645, the opportunity cost of earning $1,100/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,002, position total $-28,180 (+$1,810 vs today)
🎯 50% normal1 × $35518 Sep3d7.3%88%hist 86%24%hist 26%+9pp$145$1,450$25,495
Sell 1 × $355 7.3% OTM over spot $330.71 18 Sep 2026 (3d, $1.75 mid)
= $145 credit for the 3d cycle → $1,450/mo projected
Survival (stays ≤ $355)
88%
Breach risk
12%
POP (stays ≤ $356.75)
90%
EV / mo
+$750
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
24% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$918/mo
median; plan ~$624/mo after 68% keep · $7,482 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.8 mo [3.9-7.0], 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)
14%
Flat exit net (mid-life)
-$626
Free roll-up
+$9/wk
Safest escape (by 9 Oct 2026)
$389 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.91/sh now → $7.71 mid-life (likely $7.48–$13.68)≈ $0 at expiry  |  you banked $1.45/sh, so a flat mid-life exit nets -$6.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 428 simulated challenges: the $355 strike is typically first touched on day 2 of 3, at $362 (overshoots $6.68). 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)~$35525 Sep 20268d left+$4.88/sh+$488
cycle +$633
[+$374…+$589] · 97% credit
69%
surv 52%
-$27,171 NOT
cap gain +$2,819
Reliable up-and-out (highest cap still free ≥60%)~$3749 Oct 202622d left+$2.98/sh+$298
cycle +$443
[-$6…+$377] · 75% credit
76%
surv 68%
-$25,625 NOT
cap gain +$4,365
Up-and-out for even (raise the cap, free)~$36425 Sep 20268d left+$0.93/sh+$93
cycle +$238
[-$117…+$165] · 56% credit
75%
surv 64%
-$26,730 NOT
cap gain +$3,260
Max even-money escape in the band~$3742 Oct 202616d left+$0.71/sh+$71
cycle +$216
[-$230…+$143] · 45% credit
77%
surv 70%
-$25,852 NOT
cap gain +$4,138
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3899 Oct 202622d left-$1.19/sh-$119
cycle +$26
[-$515…-$60] · 14% credit
82%
surv 78%
-$24,692 NOT
cap gain +$5,298
budget: banked $145 debit $119 (82% used ≈ 0.4 wk of income) → whole cycle still +$26 cash · rolled 1 ct earn ≈ $889/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$1,450/mo
vs 50% target ($1,446/mo)+0%
vs normal income ($2,892/mo)50% covered
Net income (after hedge)$1,402/mo
Downside budget
⚠ $355 is $256 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,495
… as % of IC ($12,800)199.2%
… as % of ML ($48,300)52.8%
Recovery months (at normal income)8.8 mo
Surgical close (1 ct)$-30,020
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.45 collected) or spot ≥ $356.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $355)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $351.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$351-356.75
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
≥ $356.75
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$355.00 (1.5σ)$145$-27,659+$2,331+$140
+2.5%$363.87 (2.0σ)$-742$-27,748+$2,242-$747
+5%$372.75 (2.5σ)$-1,630$-27,836+$2,154-$1,635
SS (= V-bounce)$588.00 (15.5σ)$-23,155$-29,989+$1-$6,860
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $355): -$25,495
Total Position P&L @ SS: $-30,223 ($-233 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-6,860, the opportunity cost of earning $1,450/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,217, position total $-28,395 (+$1,595 vs today)
100% normal1 × $34518 Sep3d4.3%77%hist 84%48%hist 39%+20pp$370$3,700+$2,250$26,270
Sell 1 × $345 4.3% OTM over spot $330.71 18 Sep 2026 (3d, $3.95 mid)
= $370 credit for the 3d cycle → $3,700/mo projected
Survival (stays ≤ $345)
77%
Breach risk
23%
POP (stays ≤ $348.95)
82%
EV / mo
+$1,671
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+20pp
39% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~8.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,831/mo
median; plan ~$1,245/mo after 68% keep · $13,775 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [3.4-6.8], measured ONLY among the 39% 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)
32%
Flat exit net (mid-life)
-$379
Free roll-up
+$12/wk
Safest escape (by 9 Oct 2026)
$394 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.60/sh now → $7.49 mid-life (likely $8.31–$14.45)≈ $0 at expiry  |  you banked $3.70/sh, so a flat mid-life exit nets -$3.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 971 simulated challenges: the $345 strike is typically first touched on day 2 of 3, at $352 (overshoots $6.55). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34525 Sep 20268d left+$5.02/sh+$502
cycle +$872
[+$344…+$573] · 97% credit
69%
surv 52%
-$27,832 NOT
cap gain +$2,158
Reliable up-and-out (highest cap still free ≥60%)~$3649 Oct 202622d left+$3.11/sh+$311
cycle +$681
[-$66…+$322] · 69% credit
76%
surv 68%
-$26,287 NOT
cap gain +$3,703
Up-and-out for even (raise the cap, free)~$35725 Sep 20268d left+$0.09/sh+$9
cycle +$379
[-$290…+$19] · 28% credit
77%
surv 68%
-$27,263 NOT
cap gain +$2,727
Max even-money escape in the band~$3749 Oct 202622d left+$0.14/sh+$14
cycle +$384
[-$437…-$1] · 25% credit
80%
surv 75%
-$25,684 NOT
cap gain +$4,306
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3949 Oct 202622d left-$3.30/sh-$330
cycle +$40
[-$873…-$374]
88%
surv 86%
-$24,228 NOT
cap gain +$5,762
budget: banked $370 debit $330 (89% used ≈ 0.4 wk of income) → whole cycle still +$40 cash · rolled 1 ct earn ≈ $572/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$3,700/mo
vs 50% target ($1,446/mo)+156%
vs normal income ($2,892/mo)128% covered
Net income (after hedge)$3,652/mo
Downside budget
⚠ $345 is $266 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,270
… as % of IC ($12,800)205.2%
… as % of ML ($48,300)54.4%
Recovery months (at normal income)9.1 mo
Surgical close (1 ct)$-30,015
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.93/sh (~25% of the $3.70 collected) or spot ≥ $348.95 (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 $333.00 (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
$342-348.95
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
≥ $348.95
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$345.00 (≤1σ, normal week)$370$-28,334+$1,656+$365
+2.5%$353.62 (1.4σ)$-492$-28,420+$1,570-$497
+5%$362.25 (1.9σ)$-1,355$-28,506+$1,484-$1,360
SS (= V-bounce)$588.00 (15.5σ)$-23,930$-30,764-$774-$7,635
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $345): -$26,270
Total Position P&L @ SS: $-30,998 ($-1,008 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-7,635, the opportunity cost of earning $3,700/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,992, position total $-29,170 (+$820 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.

📅 NEXT FRIDAY · 25 Sep 2026 · 10d · E[net] $235/mo

🎯 Engine pick: sell 1 × $352.50 (50% normal), 77% survival, breach 23%, $1,590/mo.
⚖️ Worth a safer step: the $362.50 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $570/mo less (36% 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 $362.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $330.71 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $40025 Sep10d21.0%98%hist 96%5%hist 3%+1pp$45$135-$1,455$21,095
Sell 1 × $400 21.0% OTM over spot $330.71 25 Sep 2026 (10d, $0.55 mid)
= $45 credit for the 10d cycle → $135/mo projected
Survival (stays ≤ $400)
98%
Breach risk
2%
POP (stays ≤ $400.55)
98%
EV / mo
+$97
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
16% whole by 9mo vs 15% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$72/mo
median; plan ~$49/mo after 68% keep · $596 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.7-7.1], 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)
2%
Flat exit net (mid-life)
-$1,219
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$404 @ 69% POP
56% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $17.88/sh now → $12.64 mid-life (likely $8.36–$15.18)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$12.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 67 simulated challenges: the $400 strike is typically first touched on day 8 of 10, at $406 (overshoots $6.14). 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)~$4002 Oct 202612d left+$1.81/sh+$181
cycle +$226
[+$164…+$561] · 96% credit
68%
surv 52%
-$23,528 NOT
cap gain +$6,462
Max even-money escape in the band~$4049 Oct 202619d left+$2.70/sh+$270
cycle +$315
[+$225…+$691] · 96% credit
69%
surv 56%
-$23,053 NOT
cap gain +$6,937
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)~$4022 Oct 202612d left+$0.95/sh+$95
cycle +$140
[+$62…+$464] · 85% credit
69%
surv 54%
-$23,453 NOT
cap gain +$6,537
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$135/mo
vs 50% target ($1,446/mo)-91%
vs normal income ($2,892/mo)5% covered
Net income (after hedge)$87/mo
Downside budget
⚠ $400 is $211 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,095
… as % of IC ($12,800)164.8%
… as % of ML ($48,300)43.7%
Recovery months (at normal income)7.3 mo
Surgical close (1 ct)$-30,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $400.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $400)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $396.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$396-400.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $400.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$400.00 (2.3σ)$45$-23,709+$6,281+$40
+2.5%$410.00 (2.6σ)$-955$-23,809+$6,181-$960
+5%$420.00 (2.9σ)$-1,955$-23,909+$6,081-$1,960
SS (= V-bounce)$588.00 (8.5σ)$-18,755$-25,589+$4,401-$2,460
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $400): -$21,095
Total Position P&L @ SS: $-25,823 (+$4,167 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-2,460, the opportunity cost of earning $135/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,817, position total $-23,995 (+$5,995 vs today)
🛡 safe yield1 × $372.5025 Sep10d12.6%90%hist 96%20%hist 14%+3pp$205$615-$975$23,685
Sell 1 × $372.50 12.6% OTM over spot $330.71 25 Sep 2026 (10d, $2.35 mid)
= $205 credit for the 10d cycle → $615/mo projected
Survival (stays ≤ $372.50)
90%
Breach risk
10%
POP (stays ≤ $374.85)
91%
EV / mo
+$353
📈 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
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$380/mo
median; plan ~$258/mo after 68% keep · $3,338 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.1 mo [4.3-7.2], 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)
13%
Flat exit net (mid-life)
-$972
Free roll-up
+$4/wk
Safest escape (by 2 Oct 2026)
$382 @ 73% POP
62% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $16.65/sh now → $11.77 mid-life (likely $9.32–$16.14)≈ $0 at expiry  |  you banked $2.05/sh, so a flat mid-life exit nets -$9.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 396 simulated challenges: the $372 strike is typically first touched on day 7 of 10, at $379 (overshoots $6.12). 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)~$3722 Oct 202612d left+$2.64/sh+$264
cycle +$469
[+$179…+$490] · 96% credit
68%
surv 52%
-$25,760 NOT
cap gain +$4,230
Reliable up-and-out (highest cap still free ≥60%)~$3779 Oct 202619d left+$3.52/sh+$352
cycle +$557
[+$214…+$611] · 94% credit
69%
surv 56%
-$25,286 NOT
cap gain +$4,704
Up-and-out for even (raise the cap, free)~$3772 Oct 202612d left+$0.56/sh+$56
cycle +$261
[-$62…+$262] · 61% credit
70%
surv 57%
-$25,581 NOT
cap gain +$4,409
Max even-money escape in the band~$3772 Oct 202612d left+$0.56/sh+$56
cycle +$261
[-$62…+$262] · 61% credit
70%
surv 57%
-$25,581 NOT
cap gain +$4,409
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3822 Oct 202612d left-$1.52/sh-$152
cycle +$53
[-$304…+$35] · 27% credit
73%
surv 62%
-$25,340 NOT
cap gain +$4,650
budget: banked $205 debit $152 (74% used ≈ 1.1 wk of income) → whole cycle still +$53 cash · rolled 1 ct earn ≈ $2,562/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$615/mo
vs 50% target ($1,446/mo)-57%
vs normal income ($2,892/mo)21% covered
Net income (after hedge)$567/mo
Downside budget
⚠ $372.50 is $239 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,685
… as % of IC ($12,800)185.0%
… as % of ML ($48,300)49.0%
Recovery months (at normal income)8.2 mo
Surgical close (1 ct)$-30,020
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.05 collected) or spot ≥ $374.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $372)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $368.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-374.85
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
≥ $374.85
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.50 (1.4σ)$205$-26,024+$3,966+$200
+2.5%$381.81 (1.7σ)$-726$-26,117+$3,873-$731
+5%$391.12 (2.0σ)$-1,658$-26,210+$3,780-$1,662
SS (= V-bounce)$588.00 (8.5σ)$-21,345$-28,179+$1,811-$5,050
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $372.50): -$23,685
Total Position P&L @ SS: $-28,413 (+$1,577 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-5,050, the opportunity cost of earning $615/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,407, position total $-26,585 (+$3,405 vs today)
33% normal ← lean1 × $362.5025 Sep10d9.6%85%hist 86%31%hist 30%+6pp$340$1,020-$570$24,550
Sell 1 × $362.50 9.6% OTM over spot $330.71 25 Sep 2026 (10d, $3.80 mid)
= $340 credit for the 10d cycle → $1,020/mo projected
Survival (stays ≤ $362.50)
85%
Breach risk
15%
POP (stays ≤ $366.30)
87%
EV / mo
+$507
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
18% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$574/mo
median; plan ~$390/mo after 68% keep · $4,966 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.8 mo [4.3-6.9], measured ONLY among the 18% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
22%
Flat exit net (mid-life)
-$806
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$382 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $16.20/sh now → $11.46 mid-life (likely $11.22–$17.40)≈ $0 at expiry  |  you banked $3.40/sh, so a flat mid-life exit nets -$8.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 664 simulated challenges: the $362 strike is typically first touched on day 6 of 10, at $369 (overshoots $6.35). 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)~$3622 Oct 202612d left+$2.91/sh+$291
cycle +$631
[+$150…+$389] · 95% credit
68%
surv 52%
-$26,498 NOT
cap gain +$3,492
Reliable up-and-out (highest cap still free ≥60%)~$3679 Oct 202619d left+$3.78/sh+$378
cycle +$718
[+$171…+$477] · 92% credit
69%
surv 56%
-$26,025 NOT
cap gain +$3,965
Up-and-out for even (raise the cap, free)~$3672 Oct 202612d left+$0.83/sh+$83
cycle +$423
[-$92…+$156] · 55% credit
70%
surv 57%
-$26,319 NOT
cap gain +$3,671
Max even-money escape in the band~$3672 Oct 202612d left+$0.83/sh+$83
cycle +$423
[-$92…+$156] · 55% credit
70%
surv 57%
-$26,319 NOT
cap gain +$3,671
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3829 Oct 202619d left-$2.11/sh-$211
cycle +$129
[-$519…-$158] · 12% credit
76%
surv 69%
-$25,264 NOT
cap gain +$4,726
budget: banked $340 debit $211 (62% used ≈ 0.9 wk of income) → whole cycle still +$129 cash · rolled 1 ct earn ≈ $1,476/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$1,020/mo
vs 50% target ($1,446/mo)-29%
vs normal income ($2,892/mo)35% covered
Net income (after hedge)$972/mo
Downside budget
⚠ $362.50 is $249 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,550
… as % of IC ($12,800)191.8%
… as % of ML ($48,300)50.8%
Recovery months (at normal income)8.5 mo
Surgical close (1 ct)$-30,030
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.85/sh (~25% of the $3.40 collected) or spot ≥ $366.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $362)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $358.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$359-366.30
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
≥ $366.30
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$362.50 (1.0σ)$340$-26,789+$3,201+$335
+2.5%$371.56 (1.3σ)$-566$-26,880+$3,110-$571
+5%$380.62 (1.6σ)$-1,472$-26,970+$3,020-$1,478
SS (= V-bounce)$588.00 (8.5σ)$-22,210$-29,044+$946-$5,915
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $362.50): -$24,550
Total Position P&L @ SS: $-29,278 (+$712 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-5,915, the opportunity cost of earning $1,020/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,272, position total $-27,450 (+$2,540 vs today)
🎯 50% normal1 × $352.5025 Sep10d6.6%77%hist 84%47%hist 39%+5pp$530$1,590$25,360
Sell 1 × $352.50 6.6% OTM over spot $330.71 25 Sep 2026 (10d, $5.80 mid)
= $530 credit for the 10d cycle → $1,590/mo projected
Survival (stays ≤ $352.50)
77%
Breach risk
23%
POP (stays ≤ $358.30)
82%
EV / mo
+$658
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
17% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$740/mo
median; plan ~$504/mo after 68% keep · $6,453 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [3.8-7.6], measured ONLY among the 17% 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)
36%
Flat exit net (mid-life)
-$584
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$382 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $15.75/sh now → $11.14 mid-life (likely $12.06–$17.79)≈ $0 at expiry  |  you banked $5.30/sh, so a flat mid-life exit nets -$5.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,091 simulated challenges: the $352 strike is typically first touched on day 5 of 10, at $359 (overshoots $6.17). 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)~$3522 Oct 202612d left+$3.15/sh+$315
cycle +$845
[+$150…+$345] · 96% credit
68%
surv 52%
-$27,183 NOT
cap gain +$2,807
Reliable up-and-out (highest cap still free ≥60%)~$3579 Oct 202619d left+$4.02/sh+$402
cycle +$932
[+$163…+$422] · 93% credit
69%
surv 56%
-$26,711 NOT
cap gain +$3,279
Up-and-out for even (raise the cap, free)~$3572 Oct 202612d left+$1.09/sh+$109
cycle +$639
[-$91…+$114] · 51% credit
70%
surv 57%
-$27,004 NOT
cap gain +$2,986
Max even-money escape in the band~$3572 Oct 202612d left+$1.09/sh+$109
cycle +$639
[-$91…+$114] · 51% credit
70%
surv 57%
-$27,004 NOT
cap gain +$2,986
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3829 Oct 202619d left-$4.68/sh-$468
cycle +$62
[-$887…-$518] · 1% credit
81%
surv 77%
-$25,330 NOT
cap gain +$4,660
budget: banked $530 debit $468 (88% used ≈ 1.3 wk of income) → whole cycle still +$62 cash · rolled 1 ct earn ≈ $1,021/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$1,590/mo
vs 50% target ($1,446/mo)+10%
vs normal income ($2,892/mo)55% covered
Net income (after hedge)$1,542/mo
Downside budget
⚠ $352.50 is $259 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,360
… as % of IC ($12,800)198.1%
… as % of ML ($48,300)52.5%
Recovery months (at normal income)8.8 mo
Surgical close (1 ct)$-30,040
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.32/sh (~25% of the $5.30 collected) or spot ≥ $358.30 (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 $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $348.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$349-358.30
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
≥ $358.30
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$352.50 (≤1σ, normal week)$530$-27,499+$2,491+$525
+2.5%$361.31 (1.0σ)$-351$-27,587+$2,403-$356
+5%$370.12 (1.3σ)$-1,232$-27,675+$2,315-$1,238
SS (= V-bounce)$588.00 (8.5σ)$-23,020$-29,854+$136-$6,725
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $352.50): -$25,360
Total Position P&L @ SS: $-30,088 ($-98 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-6,725, the opportunity cost of earning $1,590/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,082, position total $-28,260 (+$1,730 vs today)
100% normal1 × $337.5025 Sep10d2.1%61%hist 65%82%hist 79%+5pp$1,020$3,060+$1,470$26,370
Sell 1 × $337.50 2.1% OTM over spot $330.71 25 Sep 2026 (10d, $10.90 mid)
= $1,020 credit for the 10d cycle → $3,060/mo projected
Survival (stays ≤ $337.50)
61%
Breach risk
39%
POP (stays ≤ $348.40)
73%
EV / mo
+$853
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
19% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~8.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$968/mo
median; plan ~$658/mo after 68% keep · $8,436 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.7 mo [3.9-7.1], 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)
68%
Flat exit net (mid-life)
-$47
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$397 @ 92% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $15.08/sh now → $10.67 mid-life (likely $13.94–$18.95)≈ $0 at expiry  |  you banked $10.20/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,031 simulated challenges: the $338 strike is typically first touched on day 3 of 10, at $343 (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
Roll out (same strike, buy time)~$3382 Oct 202612d left+$3.49/sh+$349
cycle +$1,369
[+$133…+$259] · 95% credit
68%
surv 52%
-$28,010 NOT
cap gain +$1,980
Reliable up-and-out (highest cap still free ≥60%)~$3429 Oct 202619d left+$4.33/sh+$433
cycle +$1,453
[+$118…+$301] · 90% credit
69%
surv 57%
-$27,540 NOT
cap gain +$2,450
Up-and-out for even (raise the cap, free)~$3442 Oct 202612d left+$0.34/sh+$34
cycle +$1,054
[-$243…-$85] · 14% credit
72%
surv 60%
-$27,714 NOT
cap gain +$2,276
Max even-money escape in the band~$3442 Oct 202612d left+$0.34/sh+$34
cycle +$1,054
[-$243…-$85] · 14% credit
72%
surv 60%
-$27,714 NOT
cap gain +$2,276
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3979 Oct 202619d left-$8.65/sh-$865
cycle +$155
[-$1,541…-$1,130]
92%
surv 91%
-$23,888 NOT
cap gain +$6,102
budget: banked $1,020 debit $865 (85% used ≈ 1.2 wk of income) → whole cycle still +$155 cash · rolled 1 ct earn ≈ $318/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$3,060/mo
vs 50% target ($1,446/mo)+112%
vs normal income ($2,892/mo)106% covered
Net income (after hedge)$3,012/mo
Downside budget
⚠ $337.50 is $274 below CC-SS $611.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,370
… as % of IC ($12,800)206.0%
… as % of ML ($48,300)54.6%
Recovery months (at normal income)9.1 mo
Surgical close (1 ct)$-30,060
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.55/sh (~25% of the $10.20 collected) or spot ≥ $348.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $338)); NOT the premium you collected. Momentum override: two daily closes above $333.00 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $334.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$334-348.40
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
≥ $348.40
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$337.50 (≤1σ, normal week)$1,020$-28,359+$1,631+$1,015
+2.5%$345.94 (≤1σ, normal week)$176$-28,443+$1,547+$171
+5%$354.38 (≤1σ, normal week)$-668$-28,528+$1,462-$672
SS (= V-bounce)$588.00 (8.5σ)$-24,030$-30,864-$874-$7,735
V-BOUNCE STRESS (stock → CC-SS $611.40, where you are whole again, by expiry)
Starting unrealized P&L: $-29,990
+ Fortress recovery (un-capped): +$25,262
− CC assignment net of premium (1 × $337.50): -$26,370
Total Position P&L @ SS: $-31,098 ($-1,108 vs today)
Do-nothing baseline at SS: $-23,363 (this trade vs do-nothing: $-7,735, the opportunity cost of earning $3,060/mo FIGHT income now)
BB-reversion stress (→ $428.62 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,092, position total $-29,270 (+$720 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 (39 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 39 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: 0.900 (fallback)  |  Recovery@SS: +$25,262 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-23,363

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3553d18 Sep 2026$1.451/1$1,450$1,40288%90%+$750-$25,495199.2%$-30,223 (vs do-nothing $-6,860)
$352.503d18 Sep 2026$1.851/1$1,850$1,80286%88%+$923-$25,705200.8%$-30,433 (vs do-nothing $-7,070)
$3503d18 Sep 2026$2.301/1$2,300$2,25283%86%+$1,084-$25,910202.4%$-30,638 (vs do-nothing $-7,275)
$347.503d18 Sep 2026$2.851/1$2,850$2,80280%84%+$1,271-$26,105203.9%$-30,833 (vs do-nothing $-7,470)
$352.5010d25 Sep 2026$5.301/1$1,590$1,54277%82%+$658-$25,360198.1%$-30,088 (vs do-nothing $-6,725)
$3453d18 Sep 2026$3.701/1$3,700$3,65277%82%+$1,671-$26,270205.2%$-30,998 (vs do-nothing $-7,635)
$35010d25 Sep 2026$6.001/1$1,800$1,75275%81%+$712-$25,540199.5%$-30,268 (vs do-nothing $-6,905)
$342.503d18 Sep 2026$4.001/1$4,000$3,95273%79%+$1,420-$26,490207.0%$-31,218 (vs do-nothing $-7,855)
$347.5010d25 Sep 2026$6.601/1$1,980$1,93272%79%+$715-$25,730201.0%$-30,458 (vs do-nothing $-7,095)
$35017d2 Oct 2026$8.901/1$1,571$1,52370%78%+$479-$25,250197.3%$-29,978 (vs do-nothing $-6,615)
$34510d25 Sep 2026$7.301/1$2,190$2,14269%77%+$726-$25,910202.4%$-30,638 (vs do-nothing $-7,275)
$3403d18 Sep 2026$4.801/1$4,800$4,75269%77%+$1,555-$26,660208.3%$-31,388 (vs do-nothing $-8,025)
$342.5010d25 Sep 2026$8.501/1$2,550$2,50267%76%+$863-$26,040203.4%$-30,768 (vs do-nothing $-7,405)
Show 26 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$34517d2 Oct 2026$10.601/1$1,871$1,82366%75%+$521-$25,580199.8%$-30,308 (vs do-nothing $-6,945)
$337.503d18 Sep 2026$5.701/1$5,700$5,65264%75%+$1,665-$26,820209.5%$-31,548 (vs do-nothing $-8,185)
$342.5017d2 Oct 2026$11.601/1$2,047$1,99964%74%+$535-$25,730201.0%$-30,458 (vs do-nothing $-7,095)
$34010d25 Sep 2026$9.501/1$2,850$2,80264%75%+$916-$26,190204.6%$-30,918 (vs do-nothing $-7,555)
$34017d2 Oct 2026$12.601/1$2,224$2,17662%73%+$569-$25,880202.2%$-30,608 (vs do-nothing $-7,245)
$337.5010d25 Sep 2026$10.201/1$3,060$3,01261%73%+$853-$26,370206.0%$-31,098 (vs do-nothing $-7,735)
$34024d9 Oct 2026$12.301/1$1,538$1,49060%72%+$51-$25,910202.4%$-30,638 (vs do-nothing $-7,275)
$3353d18 Sep 2026$6.801/1$6,800$6,75260%73%+$1,840-$26,960210.6%$-31,688 (vs do-nothing $-8,325)
$337.5017d2 Oct 2026$13.601/1$2,400$2,35259%72%+$574-$26,030203.4%$-30,758 (vs do-nothing $-7,395)
$33510d25 Sep 2026$11.301/1$3,390$3,34257%72%+$882-$26,510207.1%$-31,238 (vs do-nothing $-7,875)
$33517d2 Oct 2026$14.701/1$2,594$2,54657%71%+$584-$26,170204.5%$-30,898 (vs do-nothing $-7,535)
$33524d9 Oct 2026$17.001/1$2,125$2,07756%70%+$379-$25,940202.7%$-30,668 (vs do-nothing $-7,305)
$332.503d18 Sep 2026$7.901/1$7,900$7,85255%70%+$1,874-$27,100211.7%$-31,828 (vs do-nothing $-8,465)
$332.5017d2 Oct 2026$15.901/1$2,806$2,75854%70%+$585-$26,300205.5%$-31,028 (vs do-nothing $-7,665)
$332.5010d25 Sep 2026$12.501/1$3,750$3,70254%70%+$914-$26,640208.1%$-31,368 (vs do-nothing $-8,005)
$33024d9 Oct 2026$19.201/1$2,400$2,35252%69%+$364-$26,220204.8%$-30,948 (vs do-nothing $-7,585)
$33017d2 Oct 2026$17.101/1$3,018$2,97052%69%+$599-$26,430206.5%$-31,158 (vs do-nothing $-7,795)
$33010d25 Sep 2026$13.801/1$4,140$4,09251%69%+$947-$26,760209.1%$-31,488 (vs do-nothing $-8,125)
$3303d18 Sep 2026$9.701/1$9,700$9,65250%69%+$2,461-$27,170212.3%$-31,898 (vs do-nothing $-8,535)
$327.5017d2 Oct 2026$18.501/1$3,265$3,21749%68%+$621-$26,540207.3%$-31,268 (vs do-nothing $-7,905)
$32524d9 Oct 2026$21.501/1$2,688$2,64048%67%+$330-$26,490207.0%$-31,218 (vs do-nothing $-7,855)
$327.5010d25 Sep 2026$15.001/1$4,500$4,45248%68%+$920-$26,890210.1%$-31,618 (vs do-nothing $-8,255)
$32517d2 Oct 2026$20.001/1$3,529$3,48247%67%+$648-$26,640208.1%$-31,368 (vs do-nothing $-8,005)
$327.503d18 Sep 2026$10.601/1$10,600$10,55245%66%+$2,001-$27,330213.5%$-32,058 (vs do-nothing $-8,695)
$32510d25 Sep 2026$16.501/1$4,950$4,90244%66%+$955-$26,990210.9%$-31,718 (vs do-nothing $-8,355)
$3253d18 Sep 2026$12.201/1$12,200$12,15240%65%+$2,097-$27,420214.2%$-32,148 (vs do-nothing $-8,785)

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  |  2026-09-15 21:51