FORTRESS FIGHT: APP @ $320.26

BE SS: $588.00  |  CC-SS: $602.72  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-17 21:49

APP @ $320.26   UNDERWATER $267.74 (45.5% below BE SS)

1 contracts (100 sh)  |  BE SS: $588.00  |  CC-SS: $602.72 (banked floor $578.32)  |  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$2,748/mo95% ann ROI on ML
Hedge rolling cost$73/mo
Unrealized P&L$-30,173fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,374/mo
HEDGE COVER
$73/mo
NORMAL INCOME
$2,748/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $12,800
ML VELOCITY
17.6 mo to earn back $48,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $602.72 in the fetched chain; the deepest available is $420C (15d, $10/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,598
Hole (after banked)
$27,575
was $30,173 · 9% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$602.72 → $578.32
? 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 21 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 62 · hist falling (nightly)
LEVELS20W MA (bounce target) $428.14 (+34%) · daily UBB $333.36 · 1-wk expected move ±$26 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 1 contract at $340 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($1,374/mo); it brings $1,425/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 × $325/8d for $2,888/mo, but breach risk rises to 42% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $387.50/8d (98% survival, $112/mo).
Downside anchor: the primary mortgages $25,892 (202% of IC) ONLY on a full V-bounce all the way to SS $588, recoverable in 9.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-30,218 and cuts bleed by $73/mo.

📅 Two weekly tracks, this Friday & next Friday

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

🏆 Grand pick: NEXT FRIDAY · 25 Sep 2026 (8d) · sell 1 × $340, 76% survival, $1,425/mo (E[net] $433/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆25 Sep 2026 · 8d1 × $34076%$1,425$433
E[net] arithmetic on the grand pick: keep $380 with probability 64%; on the 36% touch you roll, paying $787 to close and taking $422 back from the best priced door (net cash $365) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 25 Sep 2026 · 8d · E[net] $433/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $340 (50% normal), 76% survival, breach 24%, $1,425/mo.
⚖️ Worth a safer step: the $347.50 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $506/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 $347.50 rung, unless you need the income to cover the hedge bleed, or you expect APP to stay flat-to-down near term.
APP  spot $320.26 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $387.5025 Sep8d21.0%98%hist 96%5%hist 3%+0pp$30$112-$1,312$21,492
Sell 1 × $387.50 21.0% OTM over spot $320.26 25 Sep 2026 (8d, $0.45 mid)
= $30 credit for the 8d cycle → $112/mo projected
Survival (stays ≤ $387.50)
98%
Breach risk
2%
POP (stays ≤ $387.95)
98%
EV / mo
+$72
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
20% whole by 9mo vs 20% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$23/mo
median; plan ~$16/mo after 68% keep · $176 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.0-6.7], measured ONLY among the 20% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$867
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$402 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.68/sh now → $8.97 mid-life → ≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$8.67/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)~$3882 Oct 202611d left+$3.30/sh+$330
cycle +$360
66%
surv 52%
-$22,402 NOT
cap gain +$7,770
Up-and-out for even (raise the cap, free)~$3952 Oct 202611d left+$0.20/sh+$20
cycle +$50
70%
surv 60%
-$21,915 NOT
cap gain +$8,257
Max even-money escape in the band~$4029 Oct 202618d left+$0.80/sh+$80
cycle +$110
73%
surv 65%
-$21,029 NOT
cap gain +$9,144
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$112/mo
vs 50% target ($1,374/mo)-92%
vs normal income ($2,748/mo)4% covered
Net income (after hedge)$40/mo
Downside budget
⚠ $387.50 is $215 below CC-SS $602.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,492
… as % of IC ($12,800)167.9%
… as % of ML ($48,300)44.5%
Recovery months (at normal income)7.8 mo
Surgical close (1 ct)$-30,188
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 ≥ $387.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $388)); NOT the premium you collected. Momentum override: two daily closes above $333.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $383.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$384-387.95
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
≥ $387.95
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$387.50 (2.4σ)$30$-22,733+$7,440+$25
+2.5%$397.19 (2.8σ)$-939$-22,634+$7,539-$944
+5%$406.88 (3.1σ)$-1,908$-22,535+$7,637-$1,912
SS (= V-bounce)$588.00 (9.7σ)$-20,020$-20,688+$9,485-$3,225
V-BOUNCE STRESS (stock → CC-SS $602.72, where you are whole again, by expiry)
Starting unrealized P&L: $-30,173
+ Fortress recovery (un-capped): +$31,127
− CC assignment net of premium (1 × $387.50): -$21,492
Total Position P&L @ SS: $-20,537 (+$9,635 vs today)
Do-nothing baseline at SS: $-17,312 (this trade vs do-nothing: $-3,225, the opportunity cost of earning $112/mo FIGHT income now)
BB-reversion stress (→ $428.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,034, position total $-22,318 (+$7,854 vs today)
🛡 safe yield1 × $36025 Sep8d12.4%91%hist 96%19%hist 14%+3pp$140$525-$900$24,132
Sell 1 × $360 12.4% OTM over spot $320.26 25 Sep 2026 (8d, $1.57 mid)
= $140 credit for the 8d cycle → $525/mo projected
Survival (stays ≤ $360)
91%
Breach risk
9%
POP (stays ≤ $361.57)
91%
EV / mo
+$231
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
25% whole by 9mo vs 22% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$292/mo
median; plan ~$199/mo after 68% keep · $2,397 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.4-7.0], measured ONLY among the 25% 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)
-$693
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$380 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.78/sh now → $8.33 mid-life (likely $6.96–$11.57)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$6.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 350 simulated challenges: the $360 strike is typically first touched on day 6 of 8, at $366 (overshoots $5.84). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3602 Oct 202611d left+$3.88/sh+$388
cycle +$528
[+$364…+$548] · 100% credit
66%
surv 52%
-$25,265 NOT
cap gain +$4,907
Max even-money escape in the band~$3759 Oct 202618d left+$1.35/sh+$135
cycle +$275
[+$18…+$272] · 77% credit
73%
surv 65%
-$23,894 NOT
cap gain +$6,279
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)~$3672 Oct 202611d left+$0.76/sh+$76
cycle +$216
[-$7…+$190] · 74% credit
70%
surv 60%
-$24,780 NOT
cap gain +$5,393
Safety roll (pay small debit, max POP)~$3809 Oct 202618d left-$0.12/sh-$12
cycle +$128
[-$151…+$115] · 42% credit
75%
surv 69%
-$23,490 NOT
cap gain +$6,683
budget: banked $140 debit $12 (9% used ≈ 0.1 wk of income) → whole cycle still +$128 cash · rolled 1 ct earn ≈ $1,369/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$525/mo
vs 50% target ($1,374/mo)-62%
vs normal income ($2,748/mo)19% covered
Net income (after hedge)$452/mo
Downside budget
⚠ $360 is $243 below CC-SS $602.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,132
… as % of IC ($12,800)188.5%
… as % of ML ($48,300)50.0%
Recovery months (at normal income)8.8 mo
Surgical close (1 ct)$-30,190
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 collected) or spot ≥ $361.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $360)); NOT the premium you collected. Momentum override: two daily closes above $333.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $356.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$356-361.57
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
≥ $361.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$360.00 (1.4σ)$140$-25,653+$4,519+$135
+2.5%$369.00 (1.8σ)$-760$-25,561+$4,611-$765
+5%$378.00 (2.1σ)$-1,660$-25,470+$4,703-$1,665
SS (= V-bounce)$588.00 (9.7σ)$-22,660$-23,328+$6,845-$5,865
V-BOUNCE STRESS (stock → CC-SS $602.72, where you are whole again, by expiry)
Starting unrealized P&L: $-30,173
+ Fortress recovery (un-capped): +$31,127
− CC assignment net of premium (1 × $360): -$24,132
Total Position P&L @ SS: $-23,177 (+$6,995 vs today)
Do-nothing baseline at SS: $-17,312 (this trade vs do-nothing: $-5,865, the opportunity cost of earning $525/mo FIGHT income now)
BB-reversion stress (→ $428.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,674, position total $-24,958 (+$5,214 vs today)
33% normal ← lean1 × $347.5025 Sep8d8.5%83%hist 86%35%hist 30%+2pp$245$919-$506$25,277
Sell 1 × $347.50 8.5% OTM over spot $320.26 25 Sep 2026 (8d, $2.88 mid)
= $245 credit for the 8d cycle → $919/mo projected
Survival (stays ≤ $347.50)
83%
Breach risk
17%
POP (stays ≤ $350.38)
85%
EV / mo
+$228
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
23% whole by 9mo vs 21% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$452/mo
median; plan ~$307/mo after 68% keep · $3,770 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.6 mo [3.5-6.3], 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)
25%
Flat exit net (mid-life)
-$559
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$377 @ 80% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.37/sh now → $8.04 mid-life (likely $7.50–$12.34)≈ $0 at expiry  |  you banked $2.45/sh, so a flat mid-life exit nets -$5.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 746 simulated challenges: the $348 strike is typically first touched on day 5 of 8, at $353 (overshoots $5.94). 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)~$3482 Oct 202611d left+$4.10/sh+$410
cycle +$655
[+$349…+$513] · 100% credit
66%
surv 52%
-$26,516 NOT
cap gain +$3,657
Reliable up-and-out (highest cap still free ≥60%)~$3629 Oct 202618d left+$1.55/sh+$155
cycle +$400
[-$21…+$216] · 71% credit
73%
surv 66%
-$25,146 NOT
cap gain +$5,027
Up-and-out for even (raise the cap, free)~$3572 Oct 202611d left+$0.18/sh+$18
cycle +$263
[-$123…+$65] · 39% credit
72%
surv 63%
-$25,834 NOT
cap gain +$4,338
Max even-money escape in the band~$3679 Oct 202618d left+$0.09/sh+$9
cycle +$254
[-$194…+$63] · 35% credit
76%
surv 70%
-$24,741 NOT
cap gain +$5,431
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3779 Oct 202618d left-$2.22/sh-$222
cycle +$23
[-$472…-$178] · 10% credit
80%
surv 77%
-$23,870 NOT
cap gain +$6,302
budget: banked $245 debit $222 (91% used ≈ 1.0 wk of income) → whole cycle still +$23 cash · rolled 1 ct earn ≈ $971/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$919/mo
vs 50% target ($1,374/mo)-33%
vs normal income ($2,748/mo)33% covered
Net income (after hedge)$846/mo
Downside budget
⚠ $347.50 is $255 below CC-SS $602.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,277
… as % of IC ($12,800)197.5%
… as % of ML ($48,300)52.3%
Recovery months (at normal income)9.2 mo
Surgical close (1 ct)$-30,215
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.61/sh (~25% of the $2.45 collected) or spot ≥ $350.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $348)); NOT the premium you collected. Momentum override: two daily closes above $333.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $344.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$344-350.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $350.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$347.50 (≤1σ, normal week)$245$-26,926+$3,247+$240
+2.5%$356.19 (1.3σ)$-624$-26,837+$3,335-$629
+5%$364.88 (1.6σ)$-1,492$-26,748+$3,424-$1,498
SS (= V-bounce)$588.00 (9.7σ)$-23,805$-24,473+$5,700-$7,010
V-BOUNCE STRESS (stock → CC-SS $602.72, where you are whole again, by expiry)
Starting unrealized P&L: $-30,173
+ Fortress recovery (un-capped): +$31,127
− CC assignment net of premium (1 × $347.50): -$25,277
Total Position P&L @ SS: $-24,322 (+$5,850 vs today)
Do-nothing baseline at SS: $-17,312 (this trade vs do-nothing: $-7,010, the opportunity cost of earning $919/mo FIGHT income now)
BB-reversion stress (→ $428.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,819, position total $-26,103 (+$4,069 vs today)
🎯 50% normal1 × $34025 Sep8d6.2%76%hist 84%48%hist 39%+6pp$380$1,425$25,892
Sell 1 × $340 6.2% OTM over spot $320.26 25 Sep 2026 (8d, $4.25 mid)
= $380 credit for the 8d cycle → $1,425/mo projected
Survival (stays ≤ $340)
76%
Breach risk
24%
POP (stays ≤ $344.25)
81%
EV / mo
+$301
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
25% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$604/mo
median; plan ~$410/mo after 68% keep · $5,126 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [3.6-7.3], measured ONLY among the 25% 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)
-$407
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$375 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.13/sh now → $7.87 mid-life (likely $8.35–$12.69)≈ $0 at expiry  |  you banked $3.80/sh, so a flat mid-life exit nets -$4.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,065 simulated challenges: the $340 strike is typically first touched on day 4 of 8, at $346 (overshoots $6.03). 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)~$3402 Oct 202611d left+$4.22/sh+$422
cycle +$802
[+$341…+$471] · 100% credit
66%
surv 52%
-$27,195 NOT
cap gain +$2,977
Reliable up-and-out (highest cap still free ≥60%)~$3559 Oct 202618d left+$1.66/sh+$166
cycle +$546
[-$34…+$182] · 68% credit
73%
surv 66%
-$25,827 NOT
cap gain +$4,346
Up-and-out for even (raise the cap, free)~$3502 Oct 202611d left+$0.30/sh+$30
cycle +$410
[-$132…+$34] · 32% credit
72%
surv 63%
-$26,514 NOT
cap gain +$3,658
Max even-money escape in the band~$3609 Oct 202618d left+$0.20/sh+$20
cycle +$400
[-$209…+$20] · 28% credit
76%
surv 70%
-$25,421 NOT
cap gain +$4,751
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3759 Oct 202618d left-$3.03/sh-$303
cycle +$77
[-$607…-$328] · 2% credit
83%
surv 80%
-$24,092 NOT
cap gain +$6,081
budget: banked $380 debit $303 (80% used ≈ 0.9 wk of income) → whole cycle still +$77 cash · rolled 1 ct earn ≈ $806/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$1,425/mo
vs 50% target ($1,374/mo)+4%
vs normal income ($2,748/mo)52% covered
Net income (after hedge)$1,352/mo
Downside budget
⚠ $340 is $263 below CC-SS $602.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,892
… as % of IC ($12,800)202.3%
… as % of ML ($48,300)53.6%
Recovery months (at normal income)9.4 mo
Surgical close (1 ct)$-30,218
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.95/sh (~25% of the $3.80 collected) or spot ≥ $344.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $340)); NOT the premium you collected. Momentum override: two daily closes above $333.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $336.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$337-344.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $344.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$340.00 (≤1σ, normal week)$380$-27,617+$2,555+$375
+2.5%$348.50 (1.0σ)$-470$-27,530+$2,642-$475
+5%$357.00 (1.3σ)$-1,320$-27,444+$2,729-$1,325
SS (= V-bounce)$588.00 (9.7σ)$-24,420$-25,088+$5,085-$7,625
V-BOUNCE STRESS (stock → CC-SS $602.72, where you are whole again, by expiry)
Starting unrealized P&L: $-30,173
+ Fortress recovery (un-capped): +$31,127
− CC assignment net of premium (1 × $340): -$25,892
Total Position P&L @ SS: $-24,937 (+$5,235 vs today)
Do-nothing baseline at SS: $-17,312 (this trade vs do-nothing: $-7,625, the opportunity cost of earning $1,425/mo FIGHT income now)
BB-reversion stress (→ $428.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,434, position total $-26,718 (+$3,454 vs today)
100% normal1 × $32525 Sep8d1.5%58%hist 70%86%hist 79%+7pp$770$2,888+$1,462$27,002
Sell 1 × $325 1.5% OTM over spot $320.26 25 Sep 2026 (8d, $8.40 mid)
= $770 credit for the 8d cycle → $2,888/mo projected
Survival (stays ≤ $325)
58%
Breach risk
42%
POP (stays ≤ $333.40)
69%
EV / mo
+$147
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
24% whole by 9mo vs 18% doing nothing
FIRE DRILLS
~10.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$822/mo
median; plan ~$559/mo after 68% keep · $7,073 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [3.6-7.1], 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)
70%
Flat exit net (mid-life)
+$18
Free roll-up
+$10/wk
Safest escape (by 9 Oct 2026)
$380 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.64/sh now → $7.52 mid-life (likely $10.11–$14.12)≈ $0 at expiry  |  you banked $7.70/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,093 simulated challenges: the $325 strike is typically first touched on day 2 of 8, at $331 (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)~$3252 Oct 202611d left+$4.43/sh+$443
cycle +$1,213
[+$331…+$393] · 100% credit
66%
surv 52%
-$28,437 NOT
cap gain +$1,735
Reliable up-and-out (highest cap still free ≥60%)~$3359 Oct 202618d left+$3.42/sh+$342
cycle +$1,112
[+$101…+$232] · 89% credit
71%
surv 62%
-$27,465 NOT
cap gain +$2,708
Up-and-out for even (raise the cap, free)~$3352 Oct 202611d left+$0.51/sh+$51
cycle +$821
[-$166…-$45] · 15% credit
72%
surv 63%
-$27,756 NOT
cap gain +$2,417
Max even-money escape in the band~$3459 Oct 202618d left+$0.40/sh+$40
cycle +$810
[-$271…-$95] · 11% credit
76%
surv 70%
-$26,665 NOT
cap gain +$3,508
SS $588 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3809 Oct 202618d left-$5.28/sh-$528
cycle +$242
[-$1,033…-$723]
91%
surv 90%
-$23,375 NOT
cap gain +$6,797
budget: banked $770 debit $528 (69% used ≈ 0.8 wk of income) → whole cycle still +$242 cash · rolled 1 ct earn ≈ $374/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,888/mo
vs 50% target ($1,374/mo)+110%
vs normal income ($2,748/mo)105% covered
Net income (after hedge)$2,815/mo
Downside budget
⚠ $325 is $278 below CC-SS $602.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,002
… as % of IC ($12,800)210.9%
… as % of ML ($48,300)55.9%
Recovery months (at normal income)9.8 mo
Surgical close (1 ct)$-30,243
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.93/sh (~25% of the $7.70 collected) or spot ≥ $333.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $325)); NOT the premium you collected. Momentum override: two daily closes above $333.36 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $321.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$322-333.40
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
≥ $333.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$325.00 (≤1σ, normal week)$770$-28,880+$1,292+$765
+2.5%$333.12 (≤1σ, normal week)$-42$-28,797+$1,375-$47
+5%$341.25 (≤1σ, normal week)$-855$-28,714+$1,458-$860
SS (= V-bounce)$588.00 (9.7σ)$-25,530$-26,198+$3,975-$8,735
V-BOUNCE STRESS (stock → CC-SS $602.72, where you are whole again, by expiry)
Starting unrealized P&L: $-30,173
+ Fortress recovery (un-capped): +$31,127
− CC assignment net of premium (1 × $325): -$27,002
Total Position P&L @ SS: $-26,047 (+$4,125 vs today)
Do-nothing baseline at SS: $-17,312 (this trade vs do-nothing: $-8,735, the opportunity cost of earning $2,888/mo FIGHT income now)
BB-reversion stress (→ $428.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,544, position total $-27,828 (+$2,344 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on APP are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.102 (IBKR)  |  Recovery@SS: +$31,127 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-17,312

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3408d25 Sep 2026$3.801/1$1,425$1,35276%81%+$301-$25,892202.3%$-24,937 (vs do-nothing $-7,625)
$337.508d25 Sep 2026$4.201/1$1,575$1,50274%79%+$260-$26,102203.9%$-25,147 (vs do-nothing $-7,835)
$34015d2 Oct 2026$6.901/1$1,380$1,30771%78%+$249-$25,582199.9%$-24,627 (vs do-nothing $-7,315)
$3358d25 Sep 2026$4.901/1$1,838$1,76571%77%+$304-$26,282205.3%$-25,327 (vs do-nothing $-8,015)
$337.5015d2 Oct 2026$7.601/1$1,520$1,44769%76%+$254-$25,762201.3%$-24,807 (vs do-nothing $-7,495)
$332.508d25 Sep 2026$5.401/1$2,025$1,95268%75%+$243-$26,482206.9%$-25,527 (vs do-nothing $-8,215)
$33515d2 Oct 2026$8.301/1$1,660$1,58767%75%+$245-$25,942202.7%$-24,987 (vs do-nothing $-7,675)
$3308d25 Sep 2026$6.001/1$2,250$2,17765%73%+$182-$26,672208.4%$-25,717 (vs do-nothing $-8,405)
$33522d9 Oct 2026$10.801/1$1,473$1,40065%74%+$160-$25,692200.7%$-24,737 (vs do-nothing $-7,425)
$332.5015d2 Oct 2026$8.901/1$1,780$1,70765%73%+$204-$26,132204.2%$-25,177 (vs do-nothing $-7,865)
$33015d2 Oct 2026$9.901/1$1,980$1,90762%72%+$229-$26,282205.3%$-25,327 (vs do-nothing $-8,015)
$327.508d25 Sep 2026$6.801/1$2,550$2,47762%71%+$165-$26,842209.7%$-25,887 (vs do-nothing $-8,575)
$33022d9 Oct 2026$12.401/1$1,691$1,61861%72%+$135-$26,032203.4%$-25,077 (vs do-nothing $-7,765)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$327.5015d2 Oct 2026$10.701/1$2,140$2,06760%71%+$200-$26,452206.7%$-25,497 (vs do-nothing $-8,185)
$3258d25 Sep 2026$7.701/1$2,888$2,81558%69%+$147-$27,002210.9%$-26,047 (vs do-nothing $-8,735)
$32515d2 Oct 2026$11.401/1$2,280$2,20757%69%+$136-$26,632208.1%$-25,677 (vs do-nothing $-8,365)
$32522d9 Oct 2026$14.401/1$1,964$1,89157%70%+$133-$26,332205.7%$-25,377 (vs do-nothing $-8,065)
$322.508d25 Sep 2026$8.501/1$3,188$3,11555%67%+$53-$27,172212.3%$-26,217 (vs do-nothing $-8,905)
$322.5015d2 Oct 2026$13.001/1$2,600$2,52755%68%+$304-$26,722208.8%$-25,767 (vs do-nothing $-8,455)
$32022d9 Oct 2026$16.401/1$2,236$2,16453%68%+$97-$26,632208.1%$-25,677 (vs do-nothing $-8,365)
$32015d2 Oct 2026$14.001/1$2,800$2,72752%67%+$275-$26,872209.9%$-25,917 (vs do-nothing $-8,605)
$3208d25 Sep 2026$9.701/1$3,638$3,56551%65%+$68-$27,302213.3%$-26,347 (vs do-nothing $-9,035)
$317.5015d2 Oct 2026$14.501/1$2,900$2,82749%66%+$130-$27,072211.5%$-26,117 (vs do-nothing $-8,805)
$31522d9 Oct 2026$18.201/1$2,482$2,40948%65%$-2-$26,952210.6%$-25,997 (vs do-nothing $-8,685)
$317.508d25 Sep 2026$10.801/1$4,050$3,97748%64%+$4-$27,442214.4%$-26,487 (vs do-nothing $-9,175)
$31515d2 Oct 2026$15.701/1$3,140$3,06747%65%+$108-$27,202212.5%$-26,247 (vs do-nothing $-8,935)
$3158d25 Sep 2026$11.601/1$4,350$4,27744%62%$-214-$27,612215.7%$-26,657 (vs do-nothing $-9,345)

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  |  2026-09-17 21:49