FORTRESS FIGHT: COIN-LC145 @ $150.55

BE SS: $182.40  |  CC-SS: $189.85  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-19 21:35

COIN-LC145 @ $150.55   UNDERWATER $31.85 (17.5% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $189.85 (banked floor $184.53)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $145 exp 2028-01-21 (entry $87.285/sh)
SP: $200 exp 2028-01-21 (entry $68.614/sh)
HP: $75 exp 2026-10-16 (entry $0.505/sh)

Economics

Max Loss$43,440(ND $19.80 + SW $125) x 300
Normal income ref$4,528/mo95% ann ROI on ML
Hedge rolling cost$82/mo
Unrealized P&L$-13,244fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,264/mo
HEDGE COVER
$82/mo
NORMAL INCOME
$4,528/mo (ATM CC, chain)
IC VELOCITY
1.3 mo to earn back $5,940
ML VELOCITY
9.6 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $189.85 (probe: $190C 16d) brings only $152/mo (<20% of normal), 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
$1,791
Hole (after banked)
$11,453
was $13,244 · 14% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$189.85 → $184.53
? 3 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 26 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 42 · hist rising (nightly)
LEVELS20W MA (bounce target) $169.91 (+13%) · daily UBB $166.38 · 1-wk expected move ±$13 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $162.50 / 2d. This is the safest strike (survival 95%, breach 5%) that still earns 50% of normal income ($2,264/mo); it brings $3,060/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 3 × $160/2d for $4,680/mo, but breach risk rises to 15% (+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 × $172.50/2d (99+% survival, $150/mo).
Downside anchor: the primary mortgages $8,000 (135% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-13,262 and cuts bleed by $82/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 3 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 · 21 Aug 2026 (2d) · sell 3 × $162.50, 95% survival, $3,060/mo (E[net] $2,893/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 🏆21 Aug 2026 · 2d3 × $162.5095%$3,060$2,893
NEXT FRIDAY28 Aug 2026 · 9d3 × $162.5078%$2,480$498
E[net] arithmetic on the grand pick: keep $204 with probability 95%; on the 5% touch you roll, paying $985 to close and taking $1,091 back from the best priced door (net cash $0) 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 · 21 Aug 2026 · 2d · E[net] $2,893/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $162.50 (50% normal), 95% survival, breach 5%, $3,060/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $165 rung (33% normal) lifts survival to 98% (breach 5% → 2%) for $945/mo less (31% income) buys safety you do not really need here.
COIN  spot $150.55 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $172.5021 Aug2d14.6%99+%hist 97%0%hist 1%-1pp$10$150-$2,910$1,725
Sell 1 × $172.50 14.6% OTM over spot $150.55 21 Aug 2026 (2d, $0.22 mid)
= $10 credit for the 2d cycle → $150/mo projected
Survival (stays ≤ $172.50)
99+%
Breach risk
0%
POP (stays ≤ $172.72)
99+%
EV / mo
+$149
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
62% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$135/mo
median; plan ~$92/mo after 68% keep · $526 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-2.8], measured ONLY among the 62% 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)
-$356
Free roll-up
+$9/wk
Safest escape (by 11 Sep 2026)
$202 @ 86% 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: $5.17/sh now → $3.66 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$3.56/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)~$17228 Aug 20268d left+$4.04/sh+$404
cycle +$414
68%
surv 52%
-$5,129 NOT
cap gain +$8,115
Up-and-out for even (raise the cap, free)~$18228 Aug 20268d left+$0.78/sh+$78
cycle +$88
78%
surv 71%
-$2,186 NOT
cap gain +$11,057
Max even-money escape in the band~$19911 Sep 202622d left+$0.33/sh+$33
cycle +$43
84%
surv 82%
+$432 SAFE
cap gain +$13,675
reaches SS ✓
Safety roll (pay small debit, max POP)~$20211 Sep 202622d left-$0.05/sh-$5
cycle +$5
86%
surv 83%
+$759 SAFE
cap gain +$14,002
budget: banked $10 debit $5 (48% used ≈ 0.1 wk of income) → whole cycle still +$5 cash · rolled 1 ct earn ≈ $492/mo while parked; 2 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$150/mo
vs 50% target ($2,264/mo)-93%
vs normal income ($4,528/mo)3% covered
Net income (after hedge)$270/mo
Downside budget
⚠ $172.50 is $17 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,725
… as % of IC ($5,940)29.0%
… as % of ML ($43,440)4.0%
Recovery months (at normal income)0.4 mo
Surgical close (1 ct)$-4,427
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $172.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-172.72
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
≥ $172.72
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (3.1σ)$10$-5,533+$7,711-$44
+2.5%$176.81 (3.7σ)$-421$-4,473+$8,771-$475
+5%$181.12 (4.3σ)$-852$-3,412+$9,831-$906
SS (= V-bounce)$182.40 (4.5σ)$-980$-3,099+$10,145-$1,034
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (1 × $172.50): -$1,725
− Conservative CC assignment net of premium (2 × $182.50): -$1,362
Total Position P&L @ SS: $-2,737 (+$10,507 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-1,044, the opportunity cost of earning $150/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,439 (+$6,805 vs today)
🛡 safe yield3 × $172.5028 Aug9d14.6%90%hist 97%20%hist 25%+2pp$306$1,020-$2,040$4,898
Sell 3 × $172.50 14.6% OTM over spot $150.55 28 Aug 2026 (9d, $1.25 mid)
= $306 credit for the 9d cycle → $1,020/mo projected
Survival (stays ≤ $172.50)
90%
Breach risk
10%
POP (stays ≤ $173.75)
91%
EV / mo
+$516
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
65% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$641/mo
median; plan ~$436/mo after 68% keep · $2,054 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.8], measured ONLY among the 65% 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)
-$1,572
Free roll-up
+$4/wk
Safest escape (by 11 Sep 2026)
$187 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $8.85/sh now → $6.26 mid-life (likely $4.96–$8.66)≈ $0 at expiry  |  you banked $1.02/sh, so a flat mid-life exit nets -$5.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 357 simulated challenges: the $172 strike is typically first touched on day 6 of 9, at $176 (overshoots $3.20). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1724 Sep 202612d left+$2.70/sh+$809
cycle +$1,115
[+$763…+$1,157] · 100% credit
68%
surv 53%
-$4,536 NOT
cap gain +$8,707
Up-and-out for even (raise the cap, free)~$1774 Sep 202612d left+$0.86/sh+$259
cycle +$565
[+$132…+$553] · 91% credit
72%
surv 60%
-$3,546 NOT
cap gain +$9,697
Max even-money escape in the band~$18211 Sep 202618d left+$0.98/sh+$294
cycle +$600
[+$111…+$663] · 85% credit
75%
surv 66%
-$1,782 NOT
cap gain +$11,462
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18711 Sep 202618d left-$0.59/sh-$176
cycle +$130
[-$438…+$183] · 36% credit
78%
surv 72%
-$523 NOT
cap gain +$12,720
budget: banked $306 debit $176 (58% used ≈ 0.8 wk of income) → whole cycle still +$130 cash · rolled 3 ct earn ≈ $2,837/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,020/mo
vs 50% target ($2,264/mo)-55%
vs normal income ($4,528/mo)23% covered
Net income (after hedge)$938/mo
Downside budget
⚠ $172.50 is $17 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,898
… as % of IC ($5,940)82.5%
… as % of ML ($43,440)11.3%
Recovery months (at normal income)1.1 mo
Surgical close (3 ct)$-13,314
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.02 collected) or spot ≥ $173.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-173.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $173.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (1.5σ)$306$-5,345+$7,899+$144
+2.5%$176.81 (1.7σ)$-988$-5,147+$8,096-$1,150
+5%$181.12 (2.0σ)$-2,282$-4,949+$8,294-$2,444
SS (= V-bounce)$182.40 (2.1σ)$-2,664$-4,891+$8,353-$2,826
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $172.50): -$4,898
Total Position P&L @ SS: $-4,549 (+$8,695 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-2,856, the opportunity cost of earning $1,020/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,547 (+$6,697 vs today)
33% normal3 × $16521 Aug2d9.6%98%hist 97%5%hist 1%+2pp$141$2,115-$945$7,313
Sell 3 × $165 9.6% OTM over spot $150.55 21 Aug 2026 (2d, $0.51 mid)
= $141 credit for the 2d cycle → $2,115/mo projected
Survival (stays ≤ $165)
98%
Breach risk
2%
POP (stays ≤ $165.51)
98%
EV / mo
+$2,009
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
67% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$510/mo
median; plan ~$347/mo after 68% keep · $1,782 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.6], measured ONLY among the 67% 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)
-$872
Free roll-up
+$9/wk
Safest escape (by 11 Sep 2026)
$194 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $4.77/sh now → $3.38 mid-life (likely $3.17–$6.71)≈ $0 at expiry  |  you banked $0.47/sh, so a flat mid-life exit nets -$2.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 73 simulated challenges: the $165 strike is typically first touched on day 2 of 2, at $168 (overshoots $2.88). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16528 Aug 20268d left+$3.74/sh+$1,121
cycle +$1,262
[+$802…+$1,218] · 96% credit
68%
surv 52%
-$6,984 NOT
cap gain +$6,260
Reliable up-and-out (highest cap still free ≥60%)~$18411 Sep 202622d left+$1.48/sh+$445
cycle +$586
[-$132…+$541] · 71% credit
82%
surv 77%
-$932 NOT
cap gain +$12,312
Up-and-out for even (raise the cap, free)~$17428 Aug 20268d left+$0.49/sh+$146
cycle +$287
[-$427…+$187] · 49% credit
78%
surv 72%
-$4,690 NOT
cap gain +$8,554
Max even-money escape in the band~$18911 Sep 202622d left+$0.37/sh+$111
cycle +$252
[-$547…+$196] · 48% credit
84%
surv 81%
+$464 SAFE
cap gain +$13,708
reaches SS ✓
Safety roll (pay small debit, max POP)~$19411 Sep 202622d left-$0.42/sh-$127
cycle +$14
[-$849…-$50] · 16% credit
87%
surv 85%
+$1,956 SAFE
cap gain +$15,199
budget: banked $141 debit $127 (90% used ≈ 0.3 wk of income) → whole cycle still +$14 cash · rolled 3 ct earn ≈ $1,208/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$2,115/mo
vs 50% target ($2,264/mo)-7%
vs normal income ($4,528/mo)47% covered
Net income (after hedge)$2,033/mo
Downside budget
⚠ $165 is $25 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,313
… as % of IC ($5,940)123.1%
… as % of ML ($43,440)16.8%
Recovery months (at normal income)1.6 mo
Surgical close (3 ct)$-13,256
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 $0.47 collected) or spot ≥ $165.51 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-165.51
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
≥ $165.51
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (2.0σ)$141$-8,104+$5,139-$21
+2.5%$169.12 (2.6σ)$-1,096$-7,915+$5,329-$1,258
+5%$173.25 (3.2σ)$-2,334$-7,726+$5,518-$2,496
SS (= V-bounce)$182.40 (4.5σ)$-5,079$-7,306+$5,938-$5,241
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $165): -$7,313
Total Position P&L @ SS: $-6,964 (+$6,280 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-5,271, the opportunity cost of earning $2,115/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,332, position total $-7,879 (+$5,365 vs today)
🎯 50% normal3 × $162.5021 Aug2d7.9%95%hist 97%10%hist 10%+6pp$204$3,060$8,000
Sell 3 × $162.50 7.9% OTM over spot $150.55 21 Aug 2026 (2d, $0.74 mid)
= $204 credit for the 2d cycle → $3,060/mo projected
Survival (stays ≤ $162.50)
95%
Breach risk
5%
POP (stays ≤ $163.24)
96%
EV / mo
+$2,759
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
75% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,133/mo
median; plan ~$771/mo after 68% keep · $3,216 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 75% 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)
5%
Flat exit net (mid-life)
-$781
Free roll-up
+$9/wk
Safest escape (by 11 Sep 2026)
$192 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $4.65/sh now → $3.28 mid-life (likely $3.52–$7.05)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$2.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 164 simulated challenges: the $162 strike is typically first touched on day 2 of 2, at $166 (overshoots $3.11). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16228 Aug 20268d left+$3.64/sh+$1,091
cycle +$1,295
[+$710…+$1,141] · 94% credit
68%
surv 52%
-$7,815 NOT
cap gain +$5,428
Reliable up-and-out (highest cap still free ≥60%)~$18211 Sep 202622d left+$1.31/sh+$393
cycle +$597
[-$283…+$403] · 65% credit
82%
surv 78%
-$1,786 NOT
cap gain +$11,458
Up-and-out for even (raise the cap, free)~$17228 Aug 20268d left+$0.39/sh+$118
cycle +$322
[-$541…+$83] · 35% credit
79%
surv 72%
-$5,519 NOT
cap gain +$7,724
Max even-money escape in the band~$18711 Sep 202622d left+$0.23/sh+$69
cycle +$273
[-$696…+$60] · 30% credit
85%
surv 82%
-$380 NOT
cap gain +$12,864
reaches SS ✓
Safety roll (pay small debit, max POP)~$19211 Sep 202622d left-$0.54/sh-$161
cycle +$43
[-$995…-$186] · 9% credit
87%
surv 85%
+$1,120 SAFE
cap gain +$14,363
budget: banked $204 debit $161 (79% used ≈ 0.2 wk of income) → whole cycle still +$43 cash · rolled 3 ct earn ≈ $1,124/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,060/mo
vs 50% target ($2,264/mo)+35%
vs normal income ($4,528/mo)68% covered
Net income (after hedge)$2,978/mo
Downside budget
⚠ $162.50 is $27 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,000
… as % of IC ($5,940)134.7%
… as % of ML ($43,440)18.4%
Recovery months (at normal income)1.8 mo
Surgical close (3 ct)$-13,262
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $163.24 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-163.24
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
≥ $163.24
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (1.7σ)$204$-8,906+$4,338+$42
+2.5%$166.56 (2.3σ)$-1,015$-8,720+$4,524-$1,177
+5%$170.62 (2.8σ)$-2,234$-8,533+$4,710-$2,395
SS (= V-bounce)$182.40 (4.5σ)$-5,766$-7,993+$5,251-$5,928
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $162.50): -$8,000
Total Position P&L @ SS: $-7,651 (+$5,593 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-5,958, the opportunity cost of earning $3,060/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,019, position total $-8,566 (+$4,678 vs today)
100% normal3 × $16021 Aug2d6.3%85%hist 87%31%hist 30%+16pp$312$4,680+$1,620$8,642
Sell 3 × $160 6.3% OTM over spot $150.55 21 Aug 2026 (2d, $1.07 mid)
= $312 credit for the 2d cycle → $4,680/mo projected
Survival (stays ≤ $160)
85%
Breach risk
15%
POP (stays ≤ $161.07)
87%
EV / mo
+$2,580
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
82% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,636/mo
median; plan ~$1,793/mo after 68% keep · $5,554 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.5-3.2], measured ONLY among the 82% 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)
10%
Flat exit net (mid-life)
-$646
Free roll-up
+$9/wk
Safest escape (by 11 Sep 2026)
$189 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $4.52/sh now → $3.19 mid-life (likely $3.56–$6.15)≈ $0 at expiry  |  you banked $1.04/sh, so a flat mid-life exit nets -$2.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 315 simulated challenges: the $160 strike is typically first touched on day 2 of 2, at $163 (overshoots $2.76). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16028 Aug 20268d left+$3.54/sh+$1,061
cycle +$1,373
[+$784…+$1,063] · 97% credit
68%
surv 52%
-$8,602 NOT
cap gain +$4,642
Reliable up-and-out (highest cap still free ≥60%)~$17911 Sep 202622d left+$1.14/sh+$342
cycle +$654
[-$183…+$294] · 62% credit
82%
surv 78%
-$2,593 NOT
cap gain +$10,651
Up-and-out for even (raise the cap, free)~$16928 Aug 20268d left+$0.30/sh+$91
cycle +$403
[-$431…+$34] · 30% credit
79%
surv 73%
-$6,303 NOT
cap gain +$6,940
Max even-money escape in the band~$18411 Sep 202622d left+$0.10/sh+$29
cycle +$341
[-$571…-$27] · 20% credit
85%
surv 82%
-$1,177 NOT
cap gain +$12,067
reaches SS ✓
Safety roll (pay small debit, max POP)~$18911 Sep 202622d left-$0.64/sh-$193
cycle +$119
[-$849…-$261] · 3% credit
88%
surv 86%
+$331 SAFE
cap gain +$13,575
budget: banked $312 debit $193 (62% used ≈ 0.2 wk of income) → whole cycle still +$119 cash · rolled 3 ct earn ≈ $1,044/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$4,680/mo
vs 50% target ($2,264/mo)+107%
vs normal income ($4,528/mo)103% covered
Net income (after hedge)$4,598/mo
Downside budget
⚠ $160 is $30 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,642
… as % of IC ($5,940)145.5%
… as % of ML ($43,440)19.9%
Recovery months (at normal income)1.9 mo
Surgical close (3 ct)$-13,252
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.04 collected) or spot ≥ $161.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-161.07
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
≥ $161.07
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (1.3σ)$312$-9,663+$3,581+$150
+2.5%$164.00 (1.9σ)$-888$-9,479+$3,764-$1,050
+5%$168.00 (2.5σ)$-2,088$-9,296+$3,948-$2,250
SS (= V-bounce)$182.40 (4.5σ)$-6,408$-8,635+$4,609-$6,570
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $160): -$8,642
Total Position P&L @ SS: $-8,293 (+$4,951 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-6,600, the opportunity cost of earning $4,680/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,661, position total $-9,208 (+$4,036 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 COIN are the tiebreakers.

📅 NEXT FRIDAY · 28 Aug 2026 · 9d · E[net] $498/mo

🎯 Engine pick: sell 3 × $162.50 (50% normal), 78% survival, breach 22%, $2,480/mo.
⚖️ Worth a safer step: the $167.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $840/mo less (34% 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 $167.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $150.55 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $19028 Aug9d26.2%97%hist 97%6%hist 1%-1pp$40$133-$2,347$0
Sell 2 × $190 26.2% OTM over spot $150.55 28 Aug 2026 (9d, $0.34 mid)
= $40 credit for the 9d cycle → $133/mo projected
Survival (stays ≤ $190)
97%
Breach risk
3%
POP (stays ≤ $190.34)
97%
EV / mo
+$74
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
65% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$122/mo
median; plan ~$83/mo after 68% keep · $464 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-3.1], measured ONLY among the 65% 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)
-$1,451
Free roll-up
+$7/wk
Safest escape (by 11 Sep 2026)
$204 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 2 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: $10.54/sh now → $7.45 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$7.25/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1904 Sep 202612d left+$3.22/sh+$645
cycle +$685
68%
surv 53%
+$391 SAFE
cap gain +$13,634
Up-and-out for even (raise the cap, free)~$1974 Sep 202612d left+$0.39/sh+$78
cycle +$118
73%
surv 63%
+$1,533 SAFE
cap gain +$14,777
Max even-money escape in the band~$20411 Sep 202618d left+$0.17/sh+$34
cycle +$74
77%
surv 70%
+$3,333 SAFE
cap gain +$16,577
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$133/mo
vs 50% target ($2,264/mo)-94%
vs normal income ($4,528/mo)3% covered
Net income (after hedge)$152/mo
Downside budget
✓ $190 is at/above CC-SS $189.85: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-8,857
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $190.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-190.34
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
≥ $190.34
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (2.6σ)$40$-254+$12,990+$1,432
+2.5%$194.75 (2.9σ)$-910$-36+$13,208+$1,432
+5%$199.50 (3.3σ)$-1,860$182+$13,426+$1,432
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (2 × $190): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$681
Total Position P&L @ SS: $-331 (+$12,912 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: +$1,362, the opportunity cost of earning $133/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,493 (+$6,751 vs today)
🛡 safe yield3 × $172.5028 Aug9d14.6%90%hist 97%20%hist 25%+2pp$306$1,020-$1,460$4,898
Sell 3 × $172.50 14.6% OTM over spot $150.55 28 Aug 2026 (9d, $1.25 mid)
= $306 credit for the 9d cycle → $1,020/mo projected
Survival (stays ≤ $172.50)
90%
Breach risk
10%
POP (stays ≤ $173.75)
91%
EV / mo
+$516
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
65% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$641/mo
median; plan ~$436/mo after 68% keep · $2,054 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.8], measured ONLY among the 65% 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)
-$1,572
Free roll-up
+$4/wk
Safest escape (by 11 Sep 2026)
$187 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $8.85/sh now → $6.26 mid-life (likely $4.96–$8.66)≈ $0 at expiry  |  you banked $1.02/sh, so a flat mid-life exit nets -$5.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 357 simulated challenges: the $172 strike is typically first touched on day 6 of 9, at $176 (overshoots $3.20). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1724 Sep 202612d left+$2.70/sh+$809
cycle +$1,115
[+$763…+$1,157] · 100% credit
68%
surv 53%
-$4,536 NOT
cap gain +$8,707
Up-and-out for even (raise the cap, free)~$1774 Sep 202612d left+$0.86/sh+$259
cycle +$565
[+$132…+$553] · 91% credit
72%
surv 60%
-$3,546 NOT
cap gain +$9,697
Max even-money escape in the band~$18211 Sep 202618d left+$0.98/sh+$294
cycle +$600
[+$111…+$663] · 85% credit
75%
surv 66%
-$1,782 NOT
cap gain +$11,462
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18711 Sep 202618d left-$0.59/sh-$176
cycle +$130
[-$438…+$183] · 36% credit
78%
surv 72%
-$523 NOT
cap gain +$12,720
budget: banked $306 debit $176 (58% used ≈ 0.8 wk of income) → whole cycle still +$130 cash · rolled 3 ct earn ≈ $2,837/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,020/mo
vs 50% target ($2,264/mo)-55%
vs normal income ($4,528/mo)23% covered
Net income (after hedge)$938/mo
Downside budget
⚠ $172.50 is $17 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,898
… as % of IC ($5,940)82.5%
… as % of ML ($43,440)11.3%
Recovery months (at normal income)1.1 mo
Surgical close (3 ct)$-13,314
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.02 collected) or spot ≥ $173.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-173.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $173.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (1.5σ)$306$-5,345+$7,899+$144
+2.5%$176.81 (1.7σ)$-988$-5,147+$8,096-$1,150
+5%$181.12 (2.0σ)$-2,282$-4,949+$8,294-$2,444
SS (= V-bounce)$182.40 (2.1σ)$-2,664$-4,891+$8,353-$2,826
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $172.50): -$4,898
Total Position P&L @ SS: $-4,549 (+$8,695 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-2,856, the opportunity cost of earning $1,020/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-6,547 (+$6,697 vs today)
33% normal ← lean3 × $167.5028 Aug9d11.3%85%hist 87%31%hist 30%+4pp$492$1,640-$840$6,212
Sell 3 × $167.50 11.3% OTM over spot $150.55 28 Aug 2026 (9d, $1.73 mid)
= $492 credit for the 9d cycle → $1,640/mo projected
Survival (stays ≤ $167.50)
85%
Breach risk
15%
POP (stays ≤ $169.24)
87%
EV / mo
+$760
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
75% whole by 9mo vs 71% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$957/mo
median; plan ~$651/mo after 68% keep · $2,522 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 75% 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)
21%
Flat exit net (mid-life)
-$1,290
Free roll-up
+$4/wk
Safest escape (by 11 Sep 2026)
$184 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $8.40/sh now → $5.94 mid-life (likely $5.30–$8.72)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$4.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 630 simulated challenges: the $168 strike is typically first touched on day 6 of 9, at $171 (overshoots $3.28). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1684 Sep 202612d left+$2.55/sh+$766
cycle +$1,258
[+$650…+$1,047] · 100% credit
68%
surv 52%
-$6,122 NOT
cap gain +$7,121
Up-and-out for even (raise the cap, free)~$1724 Sep 202612d left+$0.72/sh+$216
cycle +$708
[+$36…+$425] · 80% credit
72%
surv 61%
-$5,133 NOT
cap gain +$8,110
Max even-money escape in the band~$17711 Sep 202618d left+$0.75/sh+$225
cycle +$717
[-$32…+$487] · 70% credit
75%
surv 67%
-$3,395 NOT
cap gain +$9,849
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18411 Sep 202618d left-$1.54/sh-$462
cycle +$30
[-$858…-$266] · 12% credit
80%
surv 76%
-$1,488 NOT
cap gain +$11,756
budget: banked $492 debit $462 (94% used ≈ 1.2 wk of income) → whole cycle still +$30 cash · rolled 3 ct earn ≈ $2,200/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$1,640/mo
vs 50% target ($2,264/mo)-28%
vs normal income ($4,528/mo)36% covered
Net income (after hedge)$1,558/mo
Downside budget
⚠ $167.50 is $22 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,212
… as % of IC ($5,940)104.6%
… as % of ML ($43,440)14.3%
Recovery months (at normal income)1.4 mo
Surgical close (3 ct)$-13,272
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.64 collected) or spot ≥ $169.24 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-169.24
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
≥ $169.24
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (1.1σ)$492$-6,888+$6,355+$330
+2.5%$171.69 (1.4σ)$-764$-6,696+$6,547-$926
+5%$175.88 (1.7σ)$-2,020$-6,504+$6,739-$2,182
SS (= V-bounce)$182.40 (2.1σ)$-3,978$-6,205+$7,039-$4,140
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $167.50): -$6,212
Total Position P&L @ SS: $-5,863 (+$7,381 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-4,170, the opportunity cost of earning $1,640/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$231, position total $-6,778 (+$6,466 vs today)
🎯 50% normal3 × $162.5028 Aug9d7.9%78%hist 85%45%hist 38%+8pp$744$2,480$7,460
Sell 3 × $162.50 7.9% OTM over spot $150.55 28 Aug 2026 (9d, $2.71 mid)
= $744 credit for the 9d cycle → $2,480/mo projected
Survival (stays ≤ $162.50)
78%
Breach risk
22%
POP (stays ≤ $165.21)
82%
EV / mo
+$945
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
68% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,202/mo
median; plan ~$817/mo after 68% keep · $3,780 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.1], measured ONLY among the 68% 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)
35%
Flat exit net (mid-life)
-$944
Free roll-up
+$4/wk
Safest escape (by 11 Sep 2026)
$184 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $7.96/sh now → $5.63 mid-life (likely $5.79–$9.13)≈ $0 at expiry  |  you banked $2.48/sh, so a flat mid-life exit nets -$3.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,045 simulated challenges: the $162 strike is typically first touched on day 5 of 9, at $166 (overshoots $3.34). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Sep 202612d left+$2.42/sh+$725
cycle +$1,469
[+$548…+$869] · 100% credit
68%
surv 52%
-$7,641 NOT
cap gain +$5,602
Reliable up-and-out (highest cap still free ≥60%)~$16911 Sep 202618d left+$1.18/sh+$355
cycle +$1,099
[+$19…+$491] · 78% credit
73%
surv 64%
-$5,607 NOT
cap gain +$7,637
Up-and-out for even (raise the cap, free)~$1674 Sep 202612d left+$0.58/sh+$174
cycle +$918
[-$76…+$271] · 62% credit
72%
surv 61%
-$6,653 NOT
cap gain +$6,591
Max even-money escape in the band~$17211 Sep 202618d left+$0.53/sh+$158
cycle +$902
[-$200…+$272] · 49% credit
76%
surv 68%
-$4,939 NOT
cap gain +$8,304
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18411 Sep 202618d left-$2.46/sh-$737
cycle +$7
[-$1,325…-$715] · 2% credit
85%
surv 82%
-$1,510 NOT
cap gain +$11,733
budget: banked $744 debit $737 (99% used ≈ 1.3 wk of income) → whole cycle still +$7 cash · rolled 3 ct earn ≈ $1,586/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$2,480/mo
vs 50% target ($2,264/mo)+10%
vs normal income ($4,528/mo)55% covered
Net income (after hedge)$2,398/mo
Downside budget
⚠ $162.50 is $27 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,460
… as % of IC ($5,940)125.6%
… as % of ML ($43,440)17.2%
Recovery months (at normal income)1.6 mo
Surgical close (3 ct)$-13,312
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.48 collected) or spot ≥ $165.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-165.21
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
≥ $165.21
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (≤1σ, normal week)$744$-8,366+$4,878+$582
+2.5%$166.56 (1.1σ)$-475$-8,180+$5,064-$637
+5%$170.62 (1.3σ)$-1,694$-7,993+$5,250-$1,856
SS (= V-bounce)$182.40 (2.1σ)$-5,226$-7,453+$5,791-$5,388
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $162.50): -$7,460
Total Position P&L @ SS: $-7,111 (+$6,133 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-5,418, the opportunity cost of earning $2,480/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,479, position total $-8,026 (+$5,218 vs today)
100% normal3 × $15528 Aug9d3.0%63%hist 69%77%hist 64%+11pp$1,365$4,550+$2,070$9,089
Sell 3 × $155 3.0% OTM over spot $150.55 28 Aug 2026 (9d, $4.80 mid)
= $1,365 credit for the 9d cycle → $4,550/mo projected
Survival (stays ≤ $155)
63%
Breach risk
37%
POP (stays ≤ $159.80)
74%
EV / mo
+$1,157
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
76% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,708/mo
median; plan ~$1,161/mo after 68% keep · $4,826 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.7-3.5], measured ONLY among the 76% 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)
60%
Flat exit net (mid-life)
-$187
Free roll-up
+$4/wk
Safest escape (by 11 Sep 2026)
$184 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $7.31/sh now → $5.17 mid-life (likely $6.71–$9.27)≈ $0 at expiry  |  you banked $4.55/sh, so a flat mid-life exit nets -$0.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,806 simulated challenges: the $155 strike is typically first touched on day 3 of 9, at $158 (overshoots $3.19). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1554 Sep 202612d left+$2.22/sh+$665
cycle +$2,030
[+$430…+$585] · 100% credit
68%
surv 52%
-$9,675 NOT
cap gain +$3,569
Reliable up-and-out (highest cap still free ≥60%)~$15911 Sep 202618d left+$1.81/sh+$543
cycle +$1,908
[+$162…+$397] · 92% credit
72%
surv 61%
-$8,257 NOT
cap gain +$4,987
Up-and-out for even (raise the cap, free)~$1594 Sep 202612d left+$0.38/sh+$114
cycle +$1,479
[-$205…-$16] · 22% credit
72%
surv 62%
-$8,686 NOT
cap gain +$4,558
Max even-money escape in the band~$16411 Sep 202618d left+$0.21/sh+$64
cycle +$1,429
[-$404…-$125] · 16% credit
76%
surv 69%
-$7,007 NOT
cap gain +$6,237
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18411 Sep 202618d left-$3.51/sh-$1,054
cycle +$311
[-$1,897…-$1,380]
90%
surv 89%
-$1,206 NOT
cap gain +$12,037
budget: banked $1,365 debit $1,054 (77% used ≈ 1.0 wk of income) → whole cycle still +$311 cash · rolled 3 ct earn ≈ $830/mo while parked; 0 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$4,550/mo
vs 50% target ($2,264/mo)+101%
vs normal income ($4,528/mo)100% covered
Net income (after hedge)$4,468/mo
Downside budget
⚠ $155 is $35 below CC-SS $189.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,089
… as % of IC ($5,940)153.0%
… as % of ML ($43,440)20.9%
Recovery months (at normal income)2.0 mo
Surgical close (3 ct)$-13,318
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.14/sh (~25% of the $4.55 collected) or spot ≥ $159.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $155)); NOT the premium you collected. Momentum override: two daily closes above $166.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $153.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$153-159.80
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
≥ $159.80
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 1.15 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$155.00 (≤1σ, normal week)$1,365$-10,339+$2,904+$1,203
+2.5%$158.88 (≤1σ, normal week)$202$-10,161+$3,082+$40
+5%$162.75 (≤1σ, normal week)$-960$-9,984+$3,260-$1,122
SS (= V-bounce)$182.40 (2.1σ)$-6,855$-9,082+$4,162-$7,017
V-BOUNCE STRESS (stock → CC-SS $189.85, where you are whole again, by expiry)
Starting unrealized P&L: $-13,244
+ Fortress recovery (un-capped): +$13,593
− CC assignment net of premium (3 × $155): -$9,089
Total Position P&L @ SS: $-8,740 (+$4,504 vs today)
Do-nothing baseline at SS: $-1,693 (this trade vs do-nothing: $-7,047, the opportunity cost of earning $4,550/mo FIGHT income now)
BB-reversion stress (→ $169.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,108, position total $-9,655 (+$3,589 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 COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (30 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 30 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: 1.153 (IBKR)  |  Recovery@SS: +$13,593 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,693

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.502d21 Aug 2026$0.683/3$3,060$2,97895%96%+$2,759-$8,000134.7%$-7,651 (vs do-nothing $-5,958)
$1602d21 Aug 2026$1.042/3$3,120$3,13985%87%+$1,720-$5,76297.0%$-6,093 (vs do-nothing $-4,400)
$157.502d21 Aug 2026$1.531/3$2,295$2,41584%88%+$1,698-$3,08251.9%$-4,094 (vs do-nothing $-2,401)
$162.509d28 Aug 2026$2.483/3$2,480$2,39878%82%+$945-$7,460125.6%$-7,111 (vs do-nothing $-5,418)
$1552d21 Aug 2026$2.261/3$3,390$3,51074%83%+$2,145-$3,25954.9%$-4,271 (vs do-nothing $-2,578)
$1609d28 Aug 2026$3.203/3$3,200$3,11874%80%+$1,185-$7,994134.6%$-7,645 (vs do-nothing $-5,952)
$16016d4 Sep 2026$4.703/3$2,644$2,56270%77%+$755-$7,544127.0%$-7,195 (vs do-nothing $-5,502)
$157.509d28 Aug 2026$3.702/3$2,467$2,48669%77%+$715-$5,73096.5%$-6,061 (vs do-nothing $-4,368)
$16023d11 Sep 2026$5.903/3$2,309$2,22668%76%+$593-$7,184120.9%$-6,835 (vs do-nothing $-5,142)
$157.5016d4 Sep 2026$5.503/3$3,094$3,01266%75%+$801-$8,054135.6%$-7,705 (vs do-nothing $-6,012)
$157.5023d11 Sep 2026$6.553/3$2,563$2,48164%74%+$547-$7,739130.3%$-7,390 (vs do-nothing $-5,697)
$1559d28 Aug 2026$4.552/3$3,033$3,05263%74%+$771-$6,060102.0%$-6,391 (vs do-nothing $-4,698)
$152.502d21 Aug 2026$3.001/3$4,500$4,62062%77%+$2,154-$3,43557.8%$-4,447 (vs do-nothing $-2,754)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15516d4 Sep 2026$6.452/3$2,419$2,43861%73%+$573-$5,68095.6%$-6,011 (vs do-nothing $-4,318)
$15523d11 Sep 2026$7.503/3$2,935$2,85360%72%+$573-$8,204138.1%$-7,855 (vs do-nothing $-6,162)
$152.509d28 Aug 2026$5.552/3$3,700$3,71957%71%+$812-$6,360107.1%$-6,691 (vs do-nothing $-4,998)
$152.5016d4 Sep 2026$7.102/3$2,662$2,68256%70%+$448-$6,050101.8%$-6,381 (vs do-nothing $-4,688)
$152.5023d11 Sep 2026$8.503/3$3,326$3,24456%70%+$572-$8,654145.7%$-8,305 (vs do-nothing $-6,612)
$15023d11 Sep 2026$9.702/3$2,530$2,54952%68%+$399-$6,030101.5%$-6,361 (vs do-nothing $-4,668)
$15016d4 Sep 2026$8.602/3$3,225$3,24452%68%+$585-$6,250105.2%$-6,581 (vs do-nothing $-4,888)
$1509d28 Aug 2026$6.652/3$4,433$4,45251%68%+$793-$6,640111.8%$-6,971 (vs do-nothing $-5,278)
$14923d11 Sep 2026$10.002/3$2,609$2,62850%68%+$350-$6,170103.9%$-6,501 (vs do-nothing $-4,808)
$14916d4 Sep 2026$7.552/3$2,831$2,85050%66%+$5-$6,660112.1%$-6,991 (vs do-nothing $-5,298)
$14823d11 Sep 2026$10.702/3$2,791$2,81049%67%+$400-$6,230104.9%$-6,561 (vs do-nothing $-4,868)
$1499d28 Aug 2026$7.201/3$2,400$2,52048%67%+$411-$3,36556.6%$-4,377 (vs do-nothing $-2,684)
$1502d21 Aug 2026$4.301/3$6,450$6,57048%71%+$2,430-$3,55559.8%$-4,567 (vs do-nothing $-2,874)
$14816d4 Sep 2026$9.552/3$3,581$3,60047%67%+$565-$6,460108.7%$-6,791 (vs do-nothing $-5,098)
$1489d28 Aug 2026$8.001/3$2,667$2,78745%66%+$498-$3,38557.0%$-4,397 (vs do-nothing $-2,704)
$1492d21 Aug 2026$4.701/3$7,050$7,17042%69%+$2,187-$3,61560.9%$-4,627 (vs do-nothing $-2,934)
$1482d21 Aug 2026$5.351/3$8,025$8,14537%67%+$2,222-$3,65061.4%$-4,662 (vs do-nothing $-2,969)

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 3 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-08-19 21:35