FORTRESS FIGHT: APP @ $330.49

BE SS: $588.00  |  CC-SS: $604.73  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

APP @ $330.49   UNDERWATER $257.51 (43.8% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $604.73 (banked floor $580.33)  |  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$2,571/mo95% ann ROI on ML
Hedge rolling cost$74/mo
Unrealized P&L$-29,320fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,285/mo
HEDGE COVER
$74/mo
NORMAL INCOME
$2,571/mo (ATM CC, chain)
IC VELOCITY
5.0 mo to earn back $12,800
ML VELOCITY
18.8 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $604.73 in the fetched chain; the deepest available is $470C (16d, $9/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,598
Hole (after banked)
$26,722
was $29,320 · 9% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$604.73 → $580.33
? 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 50 · %B 87 · hist rising (nightly)
LEVELS20W MA (bounce target) $428.67 (+30%) · daily UBB $335.43 · 1-wk expected move ±$27 (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 $350 / 2d. This is the safest strike (survival 85%, breach 15%) that still earns 50% of normal income ($1,285/mo); it brings $1,800/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 × $342.50/2d for $3,000/mo, but breach risk rises to 25% (+10pp 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 × $380/2d (99% survival, $75/mo).
Downside anchor: the primary mortgages $25,353 (198% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 9.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-29,332 and cuts bleed by $74/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 (2d) · sell 1 × $350, 85% survival, $1,800/mo (E[net] $1,206/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 · 2d1 × $35085%$1,800$1,206
NEXT FRIDAY25 Sep 2026 · 9d1 × $35075%$1,400$254
E[net] arithmetic on the grand pick: keep $120 with probability 84%; on the 16% touch you roll, paying $507 to close and taking $383 back from the best priced door (net cash $124) 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 · 2d · E[net] $1,206/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $350 (50% normal), 85% survival, breach 15%, $1,800/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $355 rung (33% normal) lifts survival to 90% (breach 15% → 10%) for $900/mo less (50% income) buys safety you do not really need here.
APP  spot $330.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $38018 Sep2d15.0%99%hist 96%2%hist 3%+0pp$5$75-$1,725$22,468
Sell 1 × $380 15.0% OTM over spot $330.49 18 Sep 2026 (2d, $0.10 mid)
= $5 credit for the 2d cycle → $75/mo projected
Survival (stays ≤ $380)
99%
Breach risk
1%
POP (stays ≤ $380.10)
99%
EV / mo
+$51
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
31% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-7/mo
median; plan ~$-5/mo after 68% keep · $-58 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.1 mo [2.5-6.2], measured ONLY among the 31% 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)
0%
Flat exit net (mid-life)
-$546
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$415 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.79/sh now → $5.51 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$5.46/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+$3.55/sh+$355
cycle +$360
63%
surv 52%
-$23,485 NOT
cap gain +$5,835
Up-and-out for even (raise the cap, free)~$39025 Sep 20268d left+$0.75/sh+$75
cycle +$80
71%
surv 64%
-$22,712 NOT
cap gain +$6,608
Max even-money escape in the band~$4159 Oct 202622d left+$0.71/sh+$71
cycle +$76
81%
surv 77%
-$19,951 NOT
cap gain +$9,369
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$75/mo
vs 50% target ($1,285/mo)-94%
vs normal income ($2,571/mo)3% covered
Net income (after hedge)$1/mo
Downside budget
⚠ $380 is $225 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,468
… as % of IC ($12,800)175.5%
… as % of ML ($48,300)46.5%
Recovery months (at normal income)8.7 mo
Surgical close (1 ct)$-29,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $380.10 (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 $335.43 (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
$376-380.10
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
≥ $380.10
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$380.00 (3.4σ)$5$-23,839+$5,481+$0
+2.5%$389.50 (4.0σ)$-945$-23,738+$5,582-$950
+5%$399.00 (4.7σ)$-1,895$-23,638+$5,682-$1,900
SS (= V-bounce)$588.00 (17.7σ)$-20,795$-21,634+$7,686-$9,000
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $380): -$22,468
Total Position P&L @ SS: $-21,457 (+$7,863 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-9,000, the opportunity cost of earning $75/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,862, position total $-23,323 (+$5,997 vs today)
🛡 safe yield1 × $372.5025 Sep9d12.7%90%hist 96%20%hist 14%+3pp$130$433-$1,367$23,093
Sell 1 × $372.50 12.7% OTM over spot $330.49 25 Sep 2026 (9d, $1.58 mid)
= $130 credit for the 9d cycle → $433/mo projected
Survival (stays ≤ $372.50)
90%
Breach risk
10%
POP (stays ≤ $374.07)
91%
EV / mo
+$140
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
24% whole by 9mo vs 21% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$227/mo
median; plan ~$154/mo after 68% keep · $1,888 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.8-6.9], 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)
-$738
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$392 @ 75% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.27/sh now → $8.68 mid-life (likely $7.39–$12.34)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$7.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 415 simulated challenges: the $372 strike is typically first touched on day 6 of 9, at $379 (overshoots $6.43). 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+$3.48/sh+$348
cycle +$478
[+$321…+$497] · 100% credit
65%
surv 52%
-$24,195 NOT
cap gain +$5,125
Max even-money escape in the band~$3879 Oct 202618d left+$1.13/sh+$113
cycle +$243
[-$11…+$254] · 73% credit
73%
surv 65%
-$22,826 NOT
cap gain +$6,494
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)~$3802 Oct 202612d left+$0.56/sh+$56
cycle +$186
[-$29…+$178] · 67% credit
69%
surv 60%
-$23,713 NOT
cap gain +$5,607
Safety roll (pay small debit, max POP)~$3929 Oct 202618d left-$0.33/sh-$33
cycle +$97
[-$187…+$88] · 41% credit
75%
surv 69%
-$22,419 NOT
cap gain +$6,901
budget: banked $130 debit $33 (26% used ≈ 0.3 wk of income) → whole cycle still +$97 cash · rolled 1 ct earn ≈ $1,391/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$433/mo
vs 50% target ($1,285/mo)-66%
vs normal income ($2,571/mo)17% covered
Net income (after hedge)$359/mo
Downside budget
⚠ $372.50 is $232 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,093
… as % of IC ($12,800)180.4%
… as % of ML ($48,300)47.8%
Recovery months (at normal income)9.0 mo
Surgical close (1 ct)$-29,348
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $374.07 (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 $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $368.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-374.07
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
≥ $374.07
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.50 (1.4σ)$130$-24,544+$4,776+$125
+2.5%$381.81 (1.7σ)$-801$-24,445+$4,875-$806
+5%$391.12 (2.0σ)$-1,732$-24,346+$4,974-$1,738
SS (= V-bounce)$588.00 (8.3σ)$-21,420$-22,259+$7,061-$9,625
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $372.50): -$23,093
Total Position P&L @ SS: $-22,082 (+$7,238 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-9,625, the opportunity cost of earning $433/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,487, position total $-23,948 (+$5,372 vs today)
33% normal1 × $35518 Sep2d7.4%90%hist 96%20%hist 14%+5pp$60$900-$900$24,913
Sell 1 × $355 7.4% OTM over spot $330.49 18 Sep 2026 (2d, $0.82 mid)
= $60 credit for the 2d cycle → $900/mo projected
Survival (stays ≤ $355)
90%
Breach risk
10%
POP (stays ≤ $355.82)
91%
EV / mo
+$163
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
34% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$551/mo
median; plan ~$375/mo after 68% keep · $4,042 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.9 mo [2.5-6.0], measured ONLY among the 34% 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)
9%
Flat exit net (mid-life)
-$454
Free roll-up
+$12/wk
Safest escape (by 9 Oct 2026)
$395 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.27/sh now → $5.14 mid-life (likely $5.59–$9.81)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$4.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 262 simulated challenges: the $355 strike is typically first touched on day 2 of 2, at $362 (overshoots $6.87). 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+$3.79/sh+$379
cycle +$439
[+$255…+$407] · 94% credit
63%
surv 52%
-$26,170 NOT
cap gain +$3,150
Reliable up-and-out (highest cap still free ≥60%)~$3859 Oct 202622d left+$1.96/sh+$196
cycle +$256
[-$68…+$190] · 68% credit
79%
surv 75%
-$23,089 NOT
cap gain +$6,231
Up-and-out for even (raise the cap, free)~$36725 Sep 20268d left+$0.12/sh+$12
cycle +$72
[-$225…-$0] · 25% credit
73%
surv 67%
-$25,209 NOT
cap gain +$4,111
Max even-money escape in the band~$3959 Oct 202622d left+$0.07/sh+$7
cycle +$67
[-$307…-$10] · 23% credit
83%
surv 80%
-$22,173 NOT
cap gain +$7,147
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$900/mo
vs 50% target ($1,285/mo)-30%
vs normal income ($2,571/mo)35% covered
Net income (after hedge)$826/mo
Downside budget
⚠ $355 is $250 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,913
… as % of IC ($12,800)194.6%
… as % of ML ($48,300)51.6%
Recovery months (at normal income)9.7 mo
Surgical close (1 ct)$-29,342
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $355.82 (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 $335.43 (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
$351-355.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $355.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$355.00 (1.7σ)$60$-26,549+$2,771+$55
+2.5%$363.87 (2.3σ)$-827$-26,455+$2,865-$832
+5%$372.75 (2.9σ)$-1,715$-26,361+$2,959-$1,720
SS (= V-bounce)$588.00 (17.7σ)$-23,240$-24,079+$5,241-$11,445
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $355): -$24,913
Total Position P&L @ SS: $-23,902 (+$5,418 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-11,445, the opportunity cost of earning $900/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,307, position total $-25,768 (+$3,552 vs today)
🎯 50% normal1 × $35018 Sep2d5.9%85%hist 86%30%hist 26%+8pp$120$1,800$25,353
Sell 1 × $350 5.9% OTM over spot $330.49 18 Sep 2026 (2d, $1.32 mid)
= $120 credit for the 2d cycle → $1,800/mo projected
Survival (stays ≤ $350)
85%
Breach risk
15%
POP (stays ≤ $351.32)
87%
EV / mo
+$470
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
36% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,033/mo
median; plan ~$702/mo after 68% keep · $7,519 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.5-5.9], measured ONLY among the 36% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
16%
Flat exit net (mid-life)
-$387
Free roll-up
+$12/wk
Safest escape (by 9 Oct 2026)
$395 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.17/sh now → $5.07 mid-life (likely $5.65–$10.56)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$3.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 487 simulated challenges: the $350 strike is typically first touched on day 2 of 2, at $357 (overshoots $6.91). 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)~$35025 Sep 20268d left+$3.83/sh+$383
cycle +$503
[+$215…+$385] · 92% credit
63%
surv 52%
-$26,659 NOT
cap gain +$2,661
Reliable up-and-out (highest cap still free ≥60%)~$3809 Oct 202622d left+$2.00/sh+$200
cycle +$320
[-$119…+$180] · 63% credit
79%
surv 75%
-$23,578 NOT
cap gain +$5,742
Up-and-out for even (raise the cap, free)~$36225 Sep 20268d left+$0.17/sh+$17
cycle +$137
[-$270…-$4] · 24% credit
73%
surv 67%
-$25,697 NOT
cap gain +$3,623
Max even-money escape in the band~$3909 Oct 202622d left+$0.11/sh+$11
cycle +$131
[-$363…-$17] · 21% credit
83%
surv 80%
-$22,661 NOT
cap gain +$6,659
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3959 Oct 202622d left-$0.68/sh-$68
cycle +$52
[-$467…-$101] · 8% credit
85%
surv 83%
-$22,188 NOT
cap gain +$7,132
budget: banked $120 debit $68 (57% used ≈ 0.2 wk of income) → whole cycle still +$52 cash · rolled 1 ct earn ≈ $598/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$1,800/mo
vs 50% target ($1,285/mo)+40%
vs normal income ($2,571/mo)70% covered
Net income (after hedge)$1,726/mo
Downside budget
⚠ $350 is $255 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,353
… as % of IC ($12,800)198.1%
… as % of ML ($48,300)52.5%
Recovery months (at normal income)9.9 mo
Surgical close (1 ct)$-29,332
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 ≥ $351.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $350)); NOT the premium you collected. Momentum override: two daily closes above $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $346.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$346-351.32
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
≥ $351.32
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$350.00 (1.3σ)$120$-27,042+$2,278+$115
+2.5%$358.75 (1.9σ)$-755$-26,949+$2,371-$760
+5%$367.50 (2.5σ)$-1,630$-26,857+$2,463-$1,635
SS (= V-bounce)$588.00 (17.7σ)$-23,680$-24,519+$4,801-$11,885
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $350): -$25,353
Total Position P&L @ SS: $-24,342 (+$4,978 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-11,885, the opportunity cost of earning $1,800/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,747, position total $-26,208 (+$3,112 vs today)
100% normal1 × $342.5018 Sep2d3.6%75%hist 84%51%hist 44%+13pp$200$3,000+$1,200$26,023
Sell 1 × $342.50 3.6% OTM over spot $330.49 18 Sep 2026 (2d, $2.38 mid)
= $200 credit for the 2d cycle → $3,000/mo projected
Survival (stays ≤ $342.50)
75%
Breach risk
25%
POP (stays ≤ $344.88)
79%
EV / mo
$-18
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
37% whole by 9mo vs 24% doing nothing
FIRE DRILLS
~11.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,376/mo
median; plan ~$935/mo after 68% keep · $10,489 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.5 mo [2.6-6.9], measured ONLY among the 37% 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)
31%
Flat exit net (mid-life)
-$296
Free roll-up
+$12/wk
Safest escape (by 9 Oct 2026)
$397 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.02/sh now → $4.96 mid-life (likely $5.76–$12.25)≈ $0 at expiry  |  you banked $2.00/sh, so a flat mid-life exit nets -$2.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 932 simulated challenges: the $342 strike is typically first touched on day 1 of 2, at $351 (overshoots $8.00). 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)~$34225 Sep 20268d left+$3.89/sh+$389
cycle +$589
[+$153…+$378] · 89% credit
63%
surv 52%
-$27,403 NOT
cap gain +$1,917
Reliable up-and-out (highest cap still free ≥60%)~$3679 Oct 202622d left+$3.04/sh+$304
cycle +$504
[-$102…+$273] · 68% credit
77%
surv 72%
-$24,777 NOT
cap gain +$4,543
Up-and-out for even (raise the cap, free)~$35525 Sep 20268d left+$0.23/sh+$23
cycle +$223
[-$364…-$12] · 21% credit
73%
surv 67%
-$26,441 NOT
cap gain +$2,879
Max even-money escape in the band~$3829 Oct 202622d left+$0.17/sh+$17
cycle +$217
[-$491…-$31] · 17% credit
83%
surv 81%
-$23,405 NOT
cap gain +$5,915
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 202622d left-$1.80/sh-$180
cycle +$20
[-$766…-$241]
88%
surv 87%
-$21,943 NOT
cap gain +$7,377
budget: banked $200 debit $180 (90% used ≈ 0.3 wk of income) → whole cycle still +$20 cash · rolled 1 ct earn ≈ $431/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$3,000/mo
vs 50% target ($1,285/mo)+133%
vs normal income ($2,571/mo)117% covered
Net income (after hedge)$2,926/mo
Downside budget
⚠ $342.50 is $262 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,023
… as % of IC ($12,800)203.3%
… as % of ML ($48,300)53.9%
Recovery months (at normal income)10.1 mo
Surgical close (1 ct)$-29,358
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.50/sh (~25% of the $2.00 collected) or spot ≥ $344.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $342)); NOT the premium you collected. Momentum override: two daily closes above $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $339.07Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$339-344.88
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
≥ $344.88
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$342.50 (≤1σ, normal week)$200$-27,792+$1,528+$195
+2.5%$351.06 (1.4σ)$-656$-27,701+$1,619-$661
+5%$359.62 (2.0σ)$-1,512$-27,610+$1,710-$1,518
SS (= V-bounce)$588.00 (17.7σ)$-24,350$-25,189+$4,131-$12,555
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $342.50): -$26,023
Total Position P&L @ SS: $-25,012 (+$4,308 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-12,555, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,417, position total $-26,878 (+$2,442 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 · 9d · E[net] $254/mo

🎯 Engine pick: sell 1 × $350 (50% normal), 75% survival, breach 25%, $1,400/mo.
⚖️ Worth a safer step: the $357.50 rung (33% normal) lifts survival to 81% (breach 25% → 19%) for $433/mo less (31% 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 $357.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $330.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $40025 Sep9d21.0%98%hist 96%4%hist 3%+1pp$30$100-$1,300$20,443
Sell 1 × $400 21.0% OTM over spot $330.49 25 Sep 2026 (9d, $0.50 mid)
= $30 credit for the 9d cycle → $100/mo projected
Survival (stays ≤ $400)
98%
Breach risk
2%
POP (stays ≤ $400.50)
98%
EV / mo
+$74
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
21% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$15/mo
median; plan ~$10/mo after 68% keep · $109 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.4 mo [3.1-6.3], 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)
2%
Flat exit net (mid-life)
-$902
Free roll-up
+$5/wk
Safest escape (by 9 Oct 2026)
$415 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.18/sh now → $9.32 mid-life (likely $5.53–$11.72)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$9.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 59 simulated challenges: the $400 strike is typically first touched on day 8 of 9, at $407 (overshoots $6.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4002 Oct 202612d left+$2.91/sh+$291
cycle +$321
[+$389…+$580] · 100% credit
65%
surv 52%
-$21,311 NOT
cap gain +$8,009
Up-and-out for even (raise the cap, free)~$4052 Oct 202612d left+$0.87/sh+$87
cycle +$117
[+$120…+$378] · 95% credit
67%
surv 57%
-$21,016 NOT
cap gain +$8,304
Max even-money escape in the band~$4159 Oct 202618d left+$0.54/sh+$54
cycle +$84
[+$47…+$384] · 83% credit
73%
surv 65%
-$19,944 NOT
cap gain +$9,376
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 ($1,285/mo)-92%
vs normal income ($2,571/mo)4% covered
Net income (after hedge)$26/mo
Downside budget
⚠ $400 is $205 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,443
… as % of IC ($12,800)159.7%
… as % of ML ($48,300)42.3%
Recovery months (at normal income)8.0 mo
Surgical close (1 ct)$-29,340
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 ≥ $400.50 (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 $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $396.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$396-400.50
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
≥ $400.50
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$400.00 (2.2σ)$30$-21,602+$7,718+$25
+2.5%$410.00 (2.6σ)$-970$-21,496+$7,824-$975
+5%$420.00 (2.9σ)$-1,970$-21,390+$7,930-$1,975
SS (= V-bounce)$588.00 (8.3σ)$-18,770$-19,609+$9,711-$6,975
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $400): -$20,443
Total Position P&L @ SS: $-19,432 (+$9,888 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-6,975, the opportunity cost of earning $100/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,837, position total $-21,298 (+$8,022 vs today)
🛡 safe yield1 × $372.5025 Sep9d12.7%90%hist 96%20%hist 14%+3pp$130$433-$967$23,093
Sell 1 × $372.50 12.7% OTM over spot $330.49 25 Sep 2026 (9d, $1.58 mid)
= $130 credit for the 9d cycle → $433/mo projected
Survival (stays ≤ $372.50)
90%
Breach risk
10%
POP (stays ≤ $374.07)
91%
EV / mo
+$140
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
24% whole by 9mo vs 21% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$227/mo
median; plan ~$154/mo after 68% keep · $1,888 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.6 mo [3.8-6.9], 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)
-$738
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$392 @ 75% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.27/sh now → $8.68 mid-life (likely $7.39–$12.34)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$7.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 415 simulated challenges: the $372 strike is typically first touched on day 6 of 9, at $379 (overshoots $6.43). 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+$3.48/sh+$348
cycle +$478
[+$321…+$497] · 100% credit
65%
surv 52%
-$24,195 NOT
cap gain +$5,125
Max even-money escape in the band~$3879 Oct 202618d left+$1.13/sh+$113
cycle +$243
[-$11…+$254] · 73% credit
73%
surv 65%
-$22,826 NOT
cap gain +$6,494
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)~$3802 Oct 202612d left+$0.56/sh+$56
cycle +$186
[-$29…+$178] · 67% credit
69%
surv 60%
-$23,713 NOT
cap gain +$5,607
Safety roll (pay small debit, max POP)~$3929 Oct 202618d left-$0.33/sh-$33
cycle +$97
[-$187…+$88] · 41% credit
75%
surv 69%
-$22,419 NOT
cap gain +$6,901
budget: banked $130 debit $33 (26% used ≈ 0.3 wk of income) → whole cycle still +$97 cash · rolled 1 ct earn ≈ $1,391/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$433/mo
vs 50% target ($1,285/mo)-66%
vs normal income ($2,571/mo)17% covered
Net income (after hedge)$359/mo
Downside budget
⚠ $372.50 is $232 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,093
… as % of IC ($12,800)180.4%
… as % of ML ($48,300)47.8%
Recovery months (at normal income)9.0 mo
Surgical close (1 ct)$-29,348
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $374.07 (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 $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $368.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-374.07
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
≥ $374.07
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.50 (1.4σ)$130$-24,544+$4,776+$125
+2.5%$381.81 (1.7σ)$-801$-24,445+$4,875-$806
+5%$391.12 (2.0σ)$-1,732$-24,346+$4,974-$1,738
SS (= V-bounce)$588.00 (8.3σ)$-21,420$-22,259+$7,061-$9,625
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $372.50): -$23,093
Total Position P&L @ SS: $-22,082 (+$7,238 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-9,625, the opportunity cost of earning $433/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,487, position total $-23,948 (+$5,372 vs today)
33% normal ← lean1 × $357.5025 Sep9d8.2%81%hist 86%39%hist 30%+4pp$290$967-$433$24,433
Sell 1 × $357.50 8.2% OTM over spot $330.49 25 Sep 2026 (9d, $3.35 mid)
= $290 credit for the 9d cycle → $967/mo projected
Survival (stays ≤ $357.50)
81%
Breach risk
19%
POP (stays ≤ $360.85)
84%
EV / mo
+$183
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
24% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$436/mo
median; plan ~$296/mo after 68% keep · $3,633 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.3-7.0], 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)
29%
Flat exit net (mid-life)
-$543
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$387 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.78/sh now → $8.33 mid-life (likely $8.43–$13.07)≈ $0 at expiry  |  you banked $2.90/sh, so a flat mid-life exit nets -$5.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 867 simulated challenges: the $358 strike is typically first touched on day 5 of 9, at $364 (overshoots $6.54). 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)~$3582 Oct 202612d left+$3.75/sh+$375
cycle +$665
[+$300…+$445] · 100% credit
65%
surv 52%
-$25,668 NOT
cap gain +$3,652
Max even-money escape in the band~$3729 Oct 202618d left+$1.39/sh+$139
cycle +$429
[-$38…+$185] · 65% credit
73%
surv 65%
-$24,299 NOT
cap gain +$5,021
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)~$3652 Oct 202612d left+$0.83/sh+$83
cycle +$373
[-$43…+$126] · 57% credit
69%
surv 60%
-$25,184 NOT
cap gain +$4,136
Safety roll (pay small debit, max POP)~$3879 Oct 202618d left-$2.35/sh-$235
cycle +$55
[-$493…-$229] · 7% credit
80%
surv 76%
-$23,014 NOT
cap gain +$6,306
budget: banked $290 debit $235 (81% used ≈ 1.1 wk of income) → whole cycle still +$55 cash · rolled 1 ct earn ≈ $996/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$967/mo
vs 50% target ($1,285/mo)-25%
vs normal income ($2,571/mo)38% covered
Net income (after hedge)$893/mo
Downside budget
⚠ $357.50 is $247 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,433
… as % of IC ($12,800)190.9%
… as % of ML ($48,300)50.6%
Recovery months (at normal income)9.5 mo
Surgical close (1 ct)$-29,365
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.72/sh (~25% of the $2.90 collected) or spot ≥ $360.85 (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 $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $353.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$354-360.85
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
≥ $360.85
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$357.50 (≤1σ, normal week)$290$-26,043+$3,277+$285
+2.5%$366.44 (1.2σ)$-604$-25,948+$3,372-$609
+5%$375.38 (1.5σ)$-1,498$-25,853+$3,467-$1,502
SS (= V-bounce)$588.00 (8.3σ)$-22,760$-23,599+$5,721-$10,965
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $357.50): -$24,433
Total Position P&L @ SS: $-23,422 (+$5,898 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-10,965, the opportunity cost of earning $967/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,827, position total $-25,288 (+$4,032 vs today)
🎯 50% normal1 × $35025 Sep9d5.9%75%hist 84%52%hist 44%+5pp$420$1,400$25,053
Sell 1 × $350 5.9% OTM over spot $330.49 25 Sep 2026 (9d, $4.70 mid)
= $420 credit for the 9d cycle → $1,400/mo projected
Survival (stays ≤ $350)
75%
Breach risk
25%
POP (stays ≤ $354.70)
79%
EV / mo
+$165
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
24% whole by 9mo vs 19% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$559/mo
median; plan ~$380/mo after 68% keep · $4,777 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.5-6.8], 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)
40%
Flat exit net (mid-life)
-$396
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$390 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.53/sh now → $8.16 mid-life (likely $9.14–$13.31)≈ $0 at expiry  |  you banked $4.20/sh, so a flat mid-life exit nets -$3.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,215 simulated challenges: the $350 strike is typically first touched on day 4 of 9, at $356 (overshoots $6.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3502 Oct 202612d left+$3.87/sh+$387
cycle +$807
[+$294…+$426] · 100% credit
65%
surv 52%
-$26,355 NOT
cap gain +$2,965
Reliable up-and-out (highest cap still free ≥60%)~$3659 Oct 202618d left+$1.51/sh+$151
cycle +$571
[-$50…+$144] · 62% credit
73%
surv 65%
-$24,986 NOT
cap gain +$4,334
Up-and-out for even (raise the cap, free)~$3602 Oct 202612d left+$0.08/sh+$8
cycle +$428
[-$155…-$3] · 25% credit
71%
surv 62%
-$25,682 NOT
cap gain +$3,638
Max even-money escape in the band~$3709 Oct 202618d left+$0.06/sh+$6
cycle +$426
[-$224…-$19] · 23% credit
75%
surv 69%
-$24,578 NOT
cap gain +$4,742
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3909 Oct 202618d left-$3.97/sh-$397
cycle +$23
[-$731…-$463] · 0% credit
85%
surv 82%
-$22,770 NOT
cap gain +$6,550
budget: banked $420 debit $397 (95% used ≈ 1.2 wk of income) → whole cycle still +$23 cash · rolled 1 ct earn ≈ $697/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$1,400/mo
vs 50% target ($1,285/mo)+9%
vs normal income ($2,571/mo)54% covered
Net income (after hedge)$1,326/mo
Downside budget
⚠ $350 is $255 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,053
… as % of IC ($12,800)195.7%
… as % of ML ($48,300)51.9%
Recovery months (at normal income)9.7 mo
Surgical close (1 ct)$-29,370
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.05/sh (~25% of the $4.20 collected) or spot ≥ $354.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $350)); NOT the premium you collected. Momentum override: two daily closes above $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $346.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$346-354.70
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
≥ $354.70
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$350.00 (≤1σ, normal week)$420$-26,742+$2,578+$415
+2.5%$358.75 (≤1σ, normal week)$-455$-26,649+$2,671-$460
+5%$367.50 (1.2σ)$-1,330$-26,557+$2,763-$1,335
SS (= V-bounce)$588.00 (8.3σ)$-23,380$-24,219+$5,101-$11,585
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $350): -$25,053
Total Position P&L @ SS: $-24,042 (+$5,278 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-11,585, the opportunity cost of earning $1,400/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,447, position total $-25,908 (+$3,412 vs today)
100% normal1 × $33525 Sep9d1.4%58%hist 70%88%hist 79%+8pp$780$2,600+$1,200$26,193
Sell 1 × $335 1.4% OTM over spot $330.49 25 Sep 2026 (9d, $8.50 mid)
= $780 credit for the 9d cycle → $2,600/mo projected
Survival (stays ≤ $335)
58%
Breach risk
42%
POP (stays ≤ $343.50)
68%
EV / mo
$-223
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
26% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~10.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$739/mo
median; plan ~$503/mo after 68% keep · $6,112 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.5-6.6], measured ONLY among the 26% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
72%
Flat exit net (mid-life)
-$1
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$390 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.04/sh now → $7.81 mid-life (likely $10.51–$14.87)≈ $0 at expiry  |  you banked $7.80/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,149 simulated challenges: the $335 strike is typically first touched on day 3 of 9, at $342 (overshoots $6.79). 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)~$3352 Oct 202612d left+$4.08/sh+$408
cycle +$1,188
[+$292…+$352] · 100% credit
65%
surv 52%
-$27,633 NOT
cap gain +$1,687
Reliable up-and-out (highest cap still free ≥60%)~$3459 Oct 202618d left+$3.28/sh+$328
cycle +$1,108
[+$98…+$223] · 92% credit
71%
surv 61%
-$26,661 NOT
cap gain +$2,659
Up-and-out for even (raise the cap, free)~$3452 Oct 202612d left+$0.31/sh+$31
cycle +$811
[-$183…-$62] · 12% credit
71%
surv 63%
-$26,959 NOT
cap gain +$2,361
Max even-money escape in the band~$3559 Oct 202618d left+$0.27/sh+$27
cycle +$807
[-$278…-$102] · 11% credit
76%
surv 70%
-$25,856 NOT
cap gain +$3,464
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3909 Oct 202618d left-$5.45/sh-$545
cycle +$235
[-$1,070…-$743]
90%
surv 89%
-$22,557 NOT
cap gain +$6,763
budget: banked $780 debit $545 (70% used ≈ 0.9 wk of income) → whole cycle still +$235 cash · rolled 1 ct earn ≈ $393/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,600/mo
vs 50% target ($1,285/mo)+102%
vs normal income ($2,571/mo)101% covered
Net income (after hedge)$2,526/mo
Downside budget
⚠ $335 is $270 below CC-SS $604.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,193
… as % of IC ($12,800)204.6%
… as % of ML ($48,300)54.2%
Recovery months (at normal income)10.2 mo
Surgical close (1 ct)$-29,390
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.95/sh (~25% of the $7.80 collected) or spot ≥ $343.50 (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 $335.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $331.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$332-343.50
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
≥ $343.50
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$335.00 (≤1σ, normal week)$780$-28,041+$1,279+$775
+2.5%$343.37 (≤1σ, normal week)$-57$-27,952+$1,368-$62
+5%$351.75 (≤1σ, normal week)$-895$-27,864+$1,456-$900
SS (= V-bounce)$588.00 (8.3σ)$-24,520$-25,359+$3,961-$12,725
V-BOUNCE STRESS (stock → CC-SS $604.73, where you are whole again, by expiry)
Starting unrealized P&L: $-29,320
+ Fortress recovery (un-capped): +$30,330
− CC assignment net of premium (1 × $335): -$26,193
Total Position P&L @ SS: $-25,182 (+$4,138 vs today)
Do-nothing baseline at SS: $-12,457 (this trade vs do-nothing: $-12,725, the opportunity cost of earning $2,600/mo FIGHT income now)
BB-reversion stress (→ $428.67 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,587, position total $-27,048 (+$2,272 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 (37 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 37 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: 1.106 (IBKR)  |  Recovery@SS: +$30,330 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,457

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3502d18 Sep 2026$1.201/1$1,800$1,72685%87%+$470-$25,353198.1%$-24,342 (vs do-nothing $-11,885)
$347.502d18 Sep 2026$1.251/1$1,875$1,80182%84%+$110-$25,598200.0%$-24,587 (vs do-nothing $-12,130)
$3452d18 Sep 2026$1.701/1$2,550$2,47679%82%+$231-$25,803201.6%$-24,792 (vs do-nothing $-12,335)
$342.502d18 Sep 2026$2.001/1$3,000$2,92675%79%$-18-$26,023203.3%$-25,012 (vs do-nothing $-12,555)
$3509d25 Sep 2026$4.201/1$1,400$1,32675%79%+$165-$25,053195.7%$-24,042 (vs do-nothing $-11,585)
$347.509d25 Sep 2026$4.801/1$1,600$1,52672%77%+$172-$25,243197.2%$-24,232 (vs do-nothing $-11,775)
$3402d18 Sep 2026$2.451/1$3,675$3,60171%76%$-211-$26,228204.9%$-25,217 (vs do-nothing $-12,760)
$35016d2 Oct 2026$7.001/1$1,312$1,23970%76%+$60-$24,773193.5%$-23,762 (vs do-nothing $-11,305)
$3459d25 Sep 2026$5.301/1$1,767$1,69369%76%+$121-$25,443198.8%$-24,432 (vs do-nothing $-11,975)
$342.509d25 Sep 2026$5.601/1$1,867$1,79367%73%$-60-$25,663200.5%$-24,652 (vs do-nothing $-12,195)
$34516d2 Oct 2026$8.601/1$1,612$1,53966%74%+$158-$25,113196.2%$-24,102 (vs do-nothing $-11,645)
$337.502d18 Sep 2026$3.001/1$4,500$4,42666%73%$-446-$26,423206.4%$-25,412 (vs do-nothing $-12,955)
$34523d9 Oct 2026$11.101/1$1,448$1,37465%74%+$133-$24,863194.2%$-23,852 (vs do-nothing $-11,395)
Show 24 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$342.5016d2 Oct 2026$9.001/1$1,688$1,61464%72%+$81-$25,323197.8%$-24,312 (vs do-nothing $-11,855)
$3409d25 Sep 2026$6.501/1$2,167$2,09364%71%$-30-$25,823201.7%$-24,812 (vs do-nothing $-12,355)
$34016d2 Oct 2026$10.101/1$1,894$1,82062%71%+$121-$25,463198.9%$-24,452 (vs do-nothing $-11,995)
$3352d18 Sep 2026$3.901/1$5,850$5,77661%70%$-372-$26,583207.7%$-25,572 (vs do-nothing $-13,115)
$337.509d25 Sep 2026$7.001/1$2,333$2,25961%70%$-161-$26,023203.3%$-25,012 (vs do-nothing $-12,555)
$34023d9 Oct 2026$12.701/1$1,657$1,58361%72%+$111-$25,203196.9%$-24,192 (vs do-nothing $-11,735)
$337.5016d2 Oct 2026$11.001/1$2,062$1,98959%70%+$111-$25,623200.2%$-24,612 (vs do-nothing $-12,155)
$3359d25 Sep 2026$7.801/1$2,600$2,52658%68%$-223-$26,193204.6%$-25,182 (vs do-nothing $-12,725)
$33516d2 Oct 2026$11.901/1$2,231$2,15757%69%+$88-$25,783201.4%$-24,772 (vs do-nothing $-12,315)
$33523d9 Oct 2026$14.801/1$1,930$1,85757%69%+$124-$25,493199.2%$-24,482 (vs do-nothing $-12,025)
$332.502d18 Sep 2026$4.501/1$6,750$6,67656%66%$-983-$26,773209.2%$-25,762 (vs do-nothing $-13,305)
$332.509d25 Sep 2026$8.801/1$2,933$2,85954%66%$-249-$26,343205.8%$-25,332 (vs do-nothing $-12,875)
$332.5016d2 Oct 2026$13.001/1$2,438$2,36454%67%+$88-$25,923202.5%$-24,912 (vs do-nothing $-12,455)
$33023d9 Oct 2026$16.401/1$2,139$2,06552%67%+$40-$25,833201.8%$-24,822 (vs do-nothing $-12,365)
$33016d2 Oct 2026$14.201/1$2,662$2,58952%66%+$93-$26,053203.5%$-25,042 (vs do-nothing $-12,585)
$3309d25 Sep 2026$9.401/1$3,133$3,05951%64%$-441-$26,533207.3%$-25,522 (vs do-nothing $-13,065)
$3302d18 Sep 2026$5.301/1$7,950$7,87650%63%$-1,542-$26,943210.5%$-25,932 (vs do-nothing $-13,475)
$327.5016d2 Oct 2026$15.201/1$2,850$2,77650%65%$-48-$26,203204.7%$-25,192 (vs do-nothing $-12,735)
$32523d9 Oct 2026$18.601/1$2,426$2,35248%66%+$0-$26,113204.0%$-25,102 (vs do-nothing $-12,645)
$327.509d25 Sep 2026$10.401/1$3,467$3,39348%62%$-532-$26,683208.5%$-25,672 (vs do-nothing $-13,215)
$32516d2 Oct 2026$16.301/1$3,056$2,98247%63%$-89-$26,343205.8%$-25,332 (vs do-nothing $-12,875)
$3259d25 Sep 2026$11.701/1$3,900$3,82645%61%$-556-$26,803209.4%$-25,792 (vs do-nothing $-13,335)
$327.502d18 Sep 2026$6.501/1$9,750$9,67644%60%$-1,757-$27,073211.5%$-26,062 (vs do-nothing $-13,605)
$3252d18 Sep 2026$7.801/1$11,700$11,62639%58%$-2,073-$27,193212.4%$-26,182 (vs do-nothing $-13,725)

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  |  2026-09-16 21:50