75 contracts (7,500 sh) | BE SS: $39.13 | CC-SS: $37.01 | IV: HIGH | Accounts: Main:1299
| Max Loss | $75,959 | (ND $-29.87 + SW $40) x 7500 |
| Normal income ref | $15,027/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $6,332/mo (info only, already in marks) |
| Unrealized P&L | $-170,512 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 75 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.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 24 Jul 2026 · 7d | 52 × $16.50 | 73% | $7,577 | $2,652 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 75 × $18 | 24 Jul | 7d | 15.9% | 91% | 19% | +2pp | $825 | $3,536 | -$4,041 | $141,747 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 75 × $18 15.9% OTM over spot $15.53 24 Jul 2026 (7d, $0.12 mid) = $825 credit for the 7d cycle → $3,536/mo projected Survival (stays ≤ $18) 91% Breach risk 9% POP (stays ≤ $18.12) 92% EV / mo +$1,966 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 15% whole by 9mo vs 13% doing nothing FIRE DRILLS ~1.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $2,376/mo median; plan ~$1,616/mo after 68% keep · $19,891 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.5 mo [3.9-6.9], measured ONLY among the 15% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 11% Flat exit net (mid-life) -$3,703 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $20 @ 83% POP 79% survival Roll menuyour doors if the call gets challenged; each row = buy back the 75 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $0.85/sh now → $0.60 mid-life (likely $0.50–$0.88) → ≈ $0 at expiry | you banked $0.11/sh, so a flat mid-life exit nets -$0.49/sh | roll rows are incremental, the banked premium stays yours 📊 Across 328 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.39). 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.
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 stressIncome coverage
Downside budget ⚠ $18 is $19 below CC-SS $37.01: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $18.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.01 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $37.01, where you are whole again, by expiry) Starting unrealized P&L: $-170,512 + Fortress recovery (un-capped): +$162,424 − CC assignment net of premium (75 × $18): -$141,747 Total Position P&L @ SS: $-149,836 (+$20,677 vs today) Do-nothing baseline at SS: $-113,086 (this trade vs do-nothing: $-36,750, the opportunity cost of earning $3,536/mo FIGHT income now) BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,125, position total $-150,937 (+$19,576 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 69 × $17.50 | 24 Jul | 7d | 12.7% | 87% | 27% | +4pp | $1,173 | $5,027 | -$2,550 | $133,443 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 69 × $17.50 12.7% OTM over spot $15.53 24 Jul 2026 (7d, $0.17 mid) = $1,173 credit for the 7d cycle → $5,027/mo projected Survival (stays ≤ $17.50) 87% Breach risk 13% POP (stays ≤ $17.68) 89% EV / mo +$2,634 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 15% whole by 9mo vs 10% doing nothing FIRE DRILLS ~2.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $3,086/mo median; plan ~$2,099/mo after 68% keep · $26,201 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.4 mo [3.5-6.8], measured ONLY among the 15% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 18% Flat exit net (mid-life) -$2,877 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $20 @ 85% POP 83% survival Roll menuyour doors if the call gets challenged; each row = buy back the 69 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $0.83/sh now → $0.59 mid-life (likely $0.54–$0.91) → ≈ $0 at expiry | you banked $0.17/sh, so a flat mid-life exit nets -$0.42/sh | roll rows are incremental, the banked premium stays yours 📊 Across 538 simulated challenges: the $18 strike is typically first touched on day 5 of 7, at $18 (overshoots $0.41). 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.
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 stressIncome coverage
Downside budget ⚠ $17.50 is $20 below CC-SS $37.01: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $17.68 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $18)); NOT the premium you collected. Momentum override: two daily closes above $16.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.01 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $37.01, where you are whole again, by expiry) Starting unrealized P&L: $-170,512 + Fortress recovery (un-capped): +$162,424 − CC assignment net of premium (69 × $17.50): -$133,443 − Conservative CC assignment net of premium (6 × $23): -$8,400 Total Position P&L @ SS: $-149,932 (+$20,581 vs today) Do-nothing baseline at SS: $-113,086 (this trade vs do-nothing: $-36,846, the opportunity cost of earning $5,027/mo FIGHT income now) BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,831, position total $-153,637 (+$16,876 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 52 × $16.50 | 24 Jul | 7d | 6.3% | 73% | 40% | +4pp | $1,768 | $7,577 | — | $104,882 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 52 × $16.50 6.3% OTM over spot $15.53 24 Jul 2026 (7d, $0.36 mid) = $1,768 credit for the 7d cycle → $7,577/mo projected Survival (stays ≤ $16.50) 73% Breach risk 27% POP (stays ≤ $16.86) 79% EV / mo +$2,618 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 16% whole by 9mo vs 12% doing nothing FIRE DRILLS ~5.8/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $3,311/mo median; plan ~$2,251/mo after 68% keep · $28,281 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.4 mo [4.1-6.7], measured ONLY among the 16% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 40% Flat exit net (mid-life) -$1,110 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $20 @ 90% POP 89% survival Roll menuyour doors if the call gets challenged; each row = buy back the 52 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $0.78/sh now → $0.55 mid-life (likely $0.62–$0.94) → ≈ $0 at expiry | you banked $0.34/sh, so a flat mid-life exit nets -$0.21/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,198 simulated challenges: the $16 strike is typically first touched on day 4 of 7, at $17 (overshoots $0.37). 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.
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 stressIncome coverage
Downside budget ⚠ $16.50 is $21 below CC-SS $37.01: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.34 collected) or spot ≥ $16.86 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.01 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $37.01, where you are whole again, by expiry) Starting unrealized P&L: $-170,512 + Fortress recovery (un-capped): +$162,424 − CC assignment net of premium (52 × $16.50): -$104,882 − Conservative CC assignment net of premium (23 × $23): -$32,199 Total Position P&L @ SS: $-145,170 (+$25,343 vs today) Do-nothing baseline at SS: $-113,086 (this trade vs do-nothing: $-32,084, the opportunity cost of earning $7,577/mo FIGHT income now) BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,464, position total $-156,253 (+$14,260 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 72 × $16 | 24 Jul | 7d | 3.1% | 63% | 76% | +4pp | $3,528 | $15,120 | +$7,543 | $147,741 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 72 × $16 3.1% OTM over spot $15.53 24 Jul 2026 (7d, $0.53 mid) = $3,528 credit for the 7d cycle → $15,120/mo projected Survival (stays ≤ $16) 63% Breach risk 37% POP (stays ≤ $16.53) 74% EV / mo +$4,009 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 14% whole by 9mo vs 10% doing nothing FIRE DRILLS ~9.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $5,145/mo median; plan ~$3,499/mo after 68% keep · $44,573 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.0 mo [4.6-7.1], measured ONLY among the 14% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 59% Flat exit net (mid-life) -$336 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $20 @ 90% POP 89% survival Roll menuyour doors if the call gets challenged; each row = buy back the 72 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $0.76/sh now → $0.54 mid-life (likely $0.68–$0.98) → ≈ $0 at expiry | you banked $0.49/sh, so a flat mid-life exit nets -$0.05/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,780 simulated challenges: the $16 strike is typically first touched on day 3 of 7, at $16 (overshoots $0.38). 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.
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 stressIncome coverage
Downside budget ⚠ $16 is $21 below CC-SS $37.01: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $16.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $16.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.01 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $37.01, where you are whole again, by expiry) Starting unrealized P&L: $-170,512 + Fortress recovery (un-capped): +$162,424 − CC assignment net of premium (72 × $16): -$147,741 − Conservative CC assignment net of premium (3 × $23): -$4,200 Total Position P&L @ SS: $-160,030 (+$10,483 vs today) Do-nothing baseline at SS: $-113,086 (this trade vs do-nothing: $-46,944, the opportunity cost of earning $15,120/mo FIGHT income now) BB-reversion stress (→ $18.66 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,624, position total $-162,433 (+$8,080 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 12 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: 1.008 (IBKR) | Recovery@SS: +$162,424 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-113,086
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $16.50 | 7d | 24 Jul 2026 | $0.34 | 52/75 | $7,577 | $7,626 | 73% | 79% | +$2,618 | -$104,882 | 0.0% | $-145,170 (vs do-nothing $-32,084) |
| $16.50 | 14d | 31 Jul 2026 | $0.57 | 62/75 | $7,573 | $7,601 | 68% | 76% | +$1,759 | -$123,625 | 0.0% | $-149,914 (vs do-nothing $-36,828) |
| $16.50 | 21d | 7 Aug 2026 | $0.78 | 68/75 | $7,577 | $7,592 | 66% | 75% | +$1,790 | -$134,161 | 0.0% | $-152,050 (vs do-nothing $-38,964) |
| $16.50 | 28d | 14 Aug 2026 | $0.96 | 74/75 | $7,611 | $7,614 | 65% | 75% | +$1,862 | -$144,667 | 0.0% | $-154,156 (vs do-nothing $-41,070) |
| $16 | 7d | 24 Jul 2026 | $0.49 | 36/75 | $7,560 | $7,644 | 63% | 74% | +$2,004 | -$73,871 | 0.0% | $-136,558 (vs do-nothing $-23,472) |
| $16 | 14d | 31 Jul 2026 | $0.75 | 47/75 | $7,554 | $7,614 | 61% | 72% | +$1,505 | -$95,220 | 0.0% | $-142,508 (vs do-nothing $-29,422) |
| $16 | 21d | 7 Aug 2026 | $0.96 | 55/75 | $7,543 | $7,586 | 60% | 72% | +$1,481 | -$110,273 | 0.0% | $-146,361 (vs do-nothing $-33,275) |
| $16 | 28d | 14 Aug 2026 | $1.14 | 62/75 | $7,573 | $7,601 | 60% | 72% | +$1,575 | -$123,191 | 0.0% | $-149,480 (vs do-nothing $-36,394) |
| $15.50 | 28d | 14 Aug 2026 | $1.34 | 53/75 | $7,609 | $7,656 | 54% | 69% | +$1,145 | -$106,899 | 0.0% | $-145,787 (vs do-nothing $-32,701) |
| $15.50 | 21d | 7 Aug 2026 | $1.16 | 46/75 | $7,623 | $7,685 | 53% | 69% | +$1,128 | -$93,608 | 0.0% | $-142,296 (vs do-nothing $-29,210) |
| $15.50 | 14d | 31 Jul 2026 | $0.96 | 37/75 | $7,611 | $7,693 | 53% | 69% | +$1,173 | -$76,033 | 0.0% | $-137,321 (vs do-nothing $-24,235) |
| $15.50 | 7d | 24 Jul 2026 | $0.70 | 26/75 | $7,800 | $7,905 | 51% | 68% | +$1,523 | -$54,105 | 0.0% | $-130,792 (vs do-nothing $-17,706) |
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%). 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 75 contracts at the conservative CC.