FORTRESS FIGHT: COIN-LC145 @ $160.62

BE SS: $182.40  |  CC-SS: $187.67  |  3 contracts (300 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

COIN-LC145 @ $160.62   UNDERWATER $21.78 (11.9% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $187.67  |  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 2026-09-18 (entry $1.148/sh)

Economics

Max Loss$43,440(ND $19.80 + SW $125) x 300
Normal income ref$5,808/mo95% ann ROI on ML
Hedge rolling cost$100/mo
Unrealized P&L$-9,120fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,904/mo
HEDGE COVER
$100/mo
NORMAL INCOME
$5,808/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $5,940
ML VELOCITY
7.5 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $187.67 (probe: $187.5C 15d) still earns $1,362/mo (23% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$0
Hole (after banked)
$9,120
was $9,120 · 0% earned back
Cycles closed
0
Credit in flight
$432
Open legAcctCredit/shIn flightOpened
3x $185C 10 Jul 2026U18827291$1.44$4322026-07-02
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 24 (live) · RSI 41 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 45 · %B 55 · hist rising (nightly)
LEVELS20W MA (bounce target) $179.27 (+12%) · daily UBB $174.40 · 1-wk expected move ±$16 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $175 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($2,904/mo); it brings $2,981/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 × $165/8d for $6,188/mo, but breach risk rises to 38% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $200/8d (97% survival, $150/mo).
Downside anchor: the primary mortgages $3,005 (51% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,150 and cuts bleed by $100/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: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 3 × $175, 80% survival, $2,981/mo (E[net] $674/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d3 × $17580%$2,981$674

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $674/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $175 (primary), 80% survival, breach 20%, $2,981/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $990/mo less (33% 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 $180 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $160.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $20017 Jul8d24.5%97%6%$40$150-$2,831$0
Sell 1 × $200 24.5% OTM over spot $160.62 17 Jul 2026 (8d, $0.42 mid)
= $40 credit for the 8d cycle → $150/mo projected
Survival (stays ≤ $200)
97%
Breach risk
3%
POP (stays ≤ $200.42)
97%
EV / mo
+$113
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.5] median  ·  76% of paths whole by 9 mo (vs 78% without)  ·  ~0.2 challenges expected  ·  median CC cash $2,380
🛡 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)
-$754
Free roll-up
+$9/wk
Safest escape (by 24 Jul 2026)
$212 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.22/sh now → $7.94 mid-life (likely $4.64–$10.03)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$7.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 66 simulated challenges: the $200 strike is typically first touched on day 7 of 8, at $204 (overshoots $4.29). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$20024 Jul 202611d left+$4.50/sh+$450
cycle +$490
[+$494…+$664] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$20924 Jul 202611d left+$0.63/sh+$63
cycle +$103
[+$50…+$264] · 83% credit
74%
surv 65%
Max even-money escape in the band~$20924 Jul 202611d left+$0.63/sh+$63
cycle +$103
[+$50…+$264] · 83% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$21224 Jul 202611d left-$0.24/sh-$24
cycle +$16
[-$66…+$177] · 62% credit
76%
surv 68%
budget: banked $40 debit $24 (61% used ≈ 0.7 wk of income) → whole cycle still +$16 cash · rolled 1 ct earn ≈ $2,098/mo while parked; 2 ct free to re-sell
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 ($2,904/mo)-95%
vs normal income ($5,808/mo)3% covered
Net income (after hedge)$1,250/mo
Downside budget
✓ $200 is at/above CC-SS $187.67: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-3,042
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $200.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $200)); NOT the premium you collected. Momentum override: two daily closes above $174.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-200.42
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
≥ $200.42
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$200.00 (2.3σ)$40$1,299+$10,419+$1,490
+2.5%$205.00 (2.6σ)$-460$1,485+$10,605+$1,490
+5%$210.00 (2.9σ)$-960$1,671+$10,791+$1,490
V-BOUNCE STRESS (stock → CC-SS $187.67, where you are whole again, by expiry)
Starting unrealized P&L: $-9,120
+ Fortress recovery (un-capped): +$9,120
− CC assignment net of premium (1 × $200): -$0
− Conservative CC assignment net of premium (2 × $182.50): -$433
Total Position P&L @ SS: $-433 (+$8,687 vs today)
Do-nothing baseline at SS: $-650 (this trade vs do-nothing: +$217, the opportunity cost of earning $150/mo FIGHT income now)
BB-reversion stress (→ $179.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,231 (+$6,889 vs today)
🛡 safe yield3 × $18517 Jul8d15.2%91%19%$357$1,339-$1,643$443
Sell 3 × $185 15.2% OTM over spot $160.62 17 Jul 2026 (8d, $1.25 mid)
= $357 credit for the 8d cycle → $1,339/mo projected
Survival (stays ≤ $185)
91%
Breach risk
9%
POP (stays ≤ $186.25)
92%
EV / mo
+$779
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.0] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  74% of paths whole by 9 mo (vs 79% without)  ·  ~1.6 challenges expected  ·  median CC cash $1,615
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,725
Free roll-up
+$9/wk
Safest escape (by 24 Jul 2026)
$197 @ 77% POP
70% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.81/sh now → $6.94 mid-life (likely $5.81–$9.64)≈ $0 at expiry  |  you banked $1.19/sh, so a flat mid-life exit nets -$5.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 387 simulated challenges: the $185 strike is typically first touched on day 6 of 8, at $189 (overshoots $3.97). 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
Roll out (same strike, buy time)~$18524 Jul 202611d left+$3.94/sh+$1,182
cycle +$1,539
[+$1,156…+$1,597] · 100% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$19224 Jul 202611d left+$1.02/sh+$307
cycle +$664
[+$158…+$595] · 91% credit
73%
surv 63%
Up-and-out for even (raise the cap, free)~$19424 Jul 202611d left+$0.10/sh+$29
cycle +$386
[-$168…+$298] · 53% credit
75%
surv 66%
Max even-money escape in the band~$19424 Jul 202611d left+$0.10/sh+$29
cycle +$386
[-$168…+$298] · 53% credit
75%
surv 66%
Safety roll (pay small debit, max POP)~$19724 Jul 202611d left-$0.74/sh-$221
cycle +$136
[-$470…+$41] · 27% credit
77%
surv 70%
budget: banked $357 debit $221 (62% used ≈ 0.7 wk of income) → whole cycle still +$136 cash · rolled 3 ct earn ≈ $5,076/mo while parked; 0 ct free to re-sell
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$1,339/mo
vs 50% target ($2,904/mo)-54%
vs normal income ($5,808/mo)23% covered
Net income (after hedge)$1,239/mo
Downside budget
⚠ $185 is $3 below CC-SS $187.67: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$443
… as % of IC ($5,940)7.5%
… as % of ML ($43,440)1.0%
Recovery months (at normal income)0.1 mo
Surgical close (3 ct)$-9,139
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.19 collected) or spot ≥ $186.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $174.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-186.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $186.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (1.4σ)$357$-542+$8,578+$207
+2.5%$189.62 (1.7σ)$-1,030$-370+$8,750+$207
+5%$194.25 (1.9σ)$-2,418$-198+$8,922+$207
V-BOUNCE STRESS (stock → CC-SS $187.67, where you are whole again, by expiry)
Starting unrealized P&L: $-9,120
+ Fortress recovery (un-capped): +$9,120
− CC assignment net of premium (3 × $185): -$443
Total Position P&L @ SS: $-443 (+$8,677 vs today)
Do-nothing baseline at SS: $-650 (this trade vs do-nothing: +$207, the opportunity cost of earning $1,339/mo FIGHT income now)
BB-reversion stress (→ $179.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,831 (+$6,289 vs today)
33% normal ← lean3 × $18017 Jul8d12.1%86%28%$531$1,991-$990$1,769
Sell 3 × $180 12.1% OTM over spot $160.62 17 Jul 2026 (8d, $1.87 mid)
= $531 credit for the 8d cycle → $1,991/mo projected
Survival (stays ≤ $180)
86%
Breach risk
14%
POP (stays ≤ $181.87)
88%
EV / mo
+$1,018
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.2] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  76% of paths whole by 9 mo (vs 80% without)  ·  ~2.5 challenges expected  ·  median CC cash $2,035
🛡 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)
19%
Flat exit net (mid-life)
-$1,455
Free roll-up
+$7/wk
Safest escape (by 24 Jul 2026)
$194 @ 79% POP
74% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.36/sh now → $6.62 mid-life (likely $6.12–$9.73)≈ $0 at expiry  |  you banked $1.77/sh, so a flat mid-life exit nets -$4.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 579 simulated challenges: the $180 strike is typically first touched on day 5 of 8, at $184 (overshoots $3.73). 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
Roll out (same strike, buy time)~$18024 Jul 202611d left+$3.76/sh+$1,128
cycle +$1,659
[+$1,022…+$1,409] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$18724 Jul 202611d left+$0.85/sh+$255
cycle +$786
[+$48…+$453] · 81% credit
74%
surv 63%
Max even-money escape in the band~$18724 Jul 202611d left+$0.85/sh+$255
cycle +$786
[+$48…+$453] · 81% credit
74%
surv 63%
reaches SS ✓
Safety roll (pay small debit, max POP)~$19424 Jul 202611d left-$1.60/sh-$481
cycle +$50
[-$842…-$360] · 7% credit
79%
surv 74%
budget: banked $531 debit $481 (91% used ≈ 1.0 wk of income) → whole cycle still +$50 cash · rolled 3 ct earn ≈ $4,105/mo while parked; 0 ct free to re-sell · clears SS ✓
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$1,991/mo
vs 50% target ($2,904/mo)-31%
vs normal income ($5,808/mo)34% covered
Net income (after hedge)$1,891/mo
Downside budget
⚠ $180 is $8 below CC-SS $187.67: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,769
… as % of IC ($5,940)29.8%
… as % of ML ($43,440)4.1%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.44/sh (~25% of the $1.77 collected) or spot ≥ $181.87 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $174.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-181.87
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
≥ $181.87
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.1σ)$531$-2,054+$7,066-$369
+2.5%$184.50 (1.4σ)$-819$-1,887+$7,233-$1,119
+5%$189.00 (1.6σ)$-2,169$-1,719+$7,401-$1,119
V-BOUNCE STRESS (stock → CC-SS $187.67, where you are whole again, by expiry)
Starting unrealized P&L: $-9,120
+ Fortress recovery (un-capped): +$9,120
− CC assignment net of premium (3 × $180): -$1,769
Total Position P&L @ SS: $-1,769 (+$7,351 vs today)
Do-nothing baseline at SS: $-650 (this trade vs do-nothing: $-1,119, the opportunity cost of earning $1,991/mo FIGHT income now)
BB-reversion stress (→ $179.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,831 (+$6,289 vs today)
🎯 50% normal3 × $17517 Jul8d9.0%80%32%$795$2,981$3,005
Sell 3 × $175 9.0% OTM over spot $160.62 17 Jul 2026 (8d, $2.75 mid)
= $795 credit for the 8d cycle → $2,981/mo projected
Survival (stays ≤ $175)
80%
Breach risk
20%
POP (stays ≤ $177.75)
84%
EV / mo
+$1,308
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.2] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  80% of paths whole by 9 mo (vs 81% without)  ·  ~3.8 challenges expected  ·  median CC cash $2,883
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$1,098
Free roll-up
+$7/wk
Safest escape (by 24 Jul 2026)
$192 @ 82% POP
77% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.92/sh now → $6.31 mid-life (likely $6.40–$9.79)≈ $0 at expiry  |  you banked $2.65/sh, so a flat mid-life exit nets -$3.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 975 simulated challenges: the $175 strike is typically first touched on day 4 of 8, at $179 (overshoots $3.74). 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
Roll out (same strike, buy time)~$17524 Jul 202611d left+$3.58/sh+$1,075
cycle +$1,870
[+$903…+$1,298] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$18224 Jul 202611d left+$0.68/sh+$204
cycle +$999
[-$64…+$301] · 63% credit
74%
surv 64%
Max even-money escape in the band~$18224 Jul 202611d left+$0.68/sh+$204
cycle +$999
[-$64…+$301] · 63% credit
74%
surv 64%
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19224 Jul 202611d left-$2.38/sh-$713
cycle +$82
[-$1,183…-$704] · 0% credit
82%
surv 77%
budget: banked $795 debit $713 (90% used ≈ 1.0 wk of income) → whole cycle still +$82 cash · rolled 3 ct earn ≈ $3,219/mo while parked; 0 ct free to re-sell · clears SS ✓
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$2,981/mo
vs 50% target ($2,904/mo)+3%
vs normal income ($5,808/mo)51% covered
Net income (after hedge)$2,881/mo
Downside budget
⚠ $175 is $13 below CC-SS $187.67: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,005
… as % of IC ($5,940)50.6%
… as % of ML ($43,440)6.9%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-9,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.65 collected) or spot ≥ $177.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected. Momentum override: two daily closes above $174.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-177.75
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
≥ $177.75
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$795$-3,476+$5,644-$105
+2.5%$179.37 (1.1σ)$-517$-3,313+$5,807-$1,417
+5%$183.75 (1.3σ)$-1,830$-3,151+$5,969-$2,355
V-BOUNCE STRESS (stock → CC-SS $187.67, where you are whole again, by expiry)
Starting unrealized P&L: $-9,120
+ Fortress recovery (un-capped): +$9,120
− CC assignment net of premium (3 × $175): -$3,005
Total Position P&L @ SS: $-3,005 (+$6,115 vs today)
Do-nothing baseline at SS: $-650 (this trade vs do-nothing: $-2,355, the opportunity cost of earning $2,981/mo FIGHT income now)
BB-reversion stress (→ $179.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$486, position total $-3,317 (+$5,803 vs today)
100% normal3 × $16517 Jul8d2.7%62%79%$1,650$6,188+$3,206$5,150
Sell 3 × $165 2.7% OTM over spot $160.62 17 Jul 2026 (8d, $5.62 mid)
= $1,650 credit for the 8d cycle → $6,188/mo projected
Survival (stays ≤ $165)
62%
Breach risk
38%
POP (stays ≤ $170.62)
73%
EV / mo
+$1,675
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.1] median, 0.2 mo faster than no FIGHT (1.1 mo)  ·  80% of paths whole by 9 mo (vs 77% without)  ·  ~10.0 challenges expected  ·  median CC cash $4,475
🛡 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)
63%
Flat exit net (mid-life)
-$63
Free roll-up
+$7/wk
Safest escape (by 24 Jul 2026)
$192 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.07/sh now → $5.71 mid-life (likely $7.55–$10.67)≈ $0 at expiry  |  you banked $5.50/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,884 simulated challenges: the $165 strike is typically first touched on day 3 of 8, at $169 (overshoots $3.96). 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
Roll out (same strike, buy time)~$16524 Jul 202611d left+$3.25/sh+$974
cycle +$2,624
[+$734…+$888] · 100% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$16924 Jul 202611d left+$1.30/sh+$390
cycle +$2,040
[+$53…+$259] · 83% credit
72%
surv 61%
Up-and-out for even (raise the cap, free)~$17224 Jul 202611d left+$0.36/sh+$107
cycle +$1,757
[-$289…-$53] · 19% credit
74%
surv 65%
Max even-money escape in the band~$17224 Jul 202611d left+$0.36/sh+$107
cycle +$1,757
[-$289…-$53] · 19% credit
74%
surv 65%
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19224 Jul 202611d left-$4.11/sh-$1,234
cycle +$416
[-$2,181…-$1,580]
90%
surv 89%
budget: banked $1,650 debit $1,234 (75% used ≈ 0.9 wk of income) → whole cycle still +$416 cash · rolled 3 ct earn ≈ $1,305/mo while parked; 0 ct free to re-sell · clears SS ✓
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$6,188/mo
vs 50% target ($2,904/mo)+113%
vs normal income ($5,808/mo)107% covered
Net income (after hedge)$6,087/mo
Downside budget
⚠ $165 is $23 below CC-SS $187.67: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,150
… as % of IC ($5,940)86.7%
… as % of ML ($43,440)11.9%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-9,157
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.38/sh (~25% of the $5.50 collected) or spot ≥ $170.62 (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 $174.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-170.62
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
≥ $170.62
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$1,650$-5,993+$3,127+$750
+2.5%$169.12 (≤1σ, normal week)$413$-5,840+$3,280-$487
+5%$173.25 (≤1σ, normal week)$-825$-5,686+$3,434-$1,725
SS (= V-bounce)$182.40 (1.3σ)$-3,570$-5,346+$3,774-$4,470
V-BOUNCE STRESS (stock → CC-SS $187.67, where you are whole again, by expiry)
Starting unrealized P&L: $-9,120
+ Fortress recovery (un-capped): +$9,120
− CC assignment net of premium (3 × $165): -$5,150
Total Position P&L @ SS: $-5,150 (+$3,970 vs today)
Do-nothing baseline at SS: $-650 (this trade vs do-nothing: $-4,500, the opportunity cost of earning $6,188/mo FIGHT income now)
BB-reversion stress (→ $179.27 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,631, position total $-5,462 (+$3,658 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 (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 15 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: 1.124 (IBKR)  |  Recovery@SS: +$9,120 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-650

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1758d17 Jul 2026$2.653/3$2,981$2,88180%84%+$1,308-$3,00550.6%$-3,005 (vs do-nothing $-2,355)
$172.508d17 Jul 2026$3.153/3$3,544$3,44476%81%+$1,368-$3,60560.7%$-3,605 (vs do-nothing $-2,955)
$1708d17 Jul 2026$3.853/3$4,331$4,23172%79%+$1,528-$4,14569.8%$-4,145 (vs do-nothing $-3,495)
$172.5015d24 Jul 2026$5.403/3$3,240$3,14071%78%+$1,021-$2,93049.3%$-2,930 (vs do-nothing $-2,280)
$17015d24 Jul 2026$6.203/3$3,720$3,62068%76%+$1,077-$3,44057.9%$-3,440 (vs do-nothing $-2,790)
$167.508d17 Jul 2026$4.602/3$3,450$3,95067%76%+$1,065-$3,11352.4%$-3,330 (vs do-nothing $-2,680)
$167.5015d24 Jul 2026$7.103/3$4,260$4,16064%74%+$1,129-$3,92066.0%$-3,920 (vs do-nothing $-3,270)
$1658d17 Jul 2026$5.502/3$4,125$4,62562%73%+$1,117-$3,43357.8%$-3,650 (vs do-nothing $-3,000)
$16515d24 Jul 2026$8.052/3$3,220$3,72060%72%+$762-$2,92349.2%$-3,140 (vs do-nothing $-2,490)
$162.508d17 Jul 2026$6.502/3$4,875$5,37556%70%+$1,125-$3,73362.8%$-3,950 (vs do-nothing $-3,300)
$162.5015d24 Jul 2026$9.052/3$3,620$4,12056%70%+$744-$3,22354.3%$-3,440 (vs do-nothing $-2,790)
$16015d24 Jul 2026$10.302/3$4,120$4,62052%68%+$776-$3,47358.5%$-3,690 (vs do-nothing $-3,040)
$1608d17 Jul 2026$7.702/3$5,775$6,27551%68%+$1,158-$3,99367.2%$-4,210 (vs do-nothing $-3,560)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$157.5015d24 Jul 2026$11.602/3$4,640$5,14048%67%+$778-$3,71362.5%$-3,930 (vs do-nothing $-3,280)
$157.508d17 Jul 2026$9.001/3$3,375$4,47545%66%+$567-$2,11735.6%$-2,550 (vs do-nothing $-1,900)

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 3 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37