FORTRESS FIGHT: COIN-LC145 @ $159.62

BE SS: $182.40  |  CC-SS: $186.68  |  3 contracts (300 sh)  |  2026-07-10 01:46 |  ⌂ PORTFOLIO

COIN-LC145 @ $159.62   UNDERWATER $22.78 (12.5% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.68  |  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$5,754/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,131fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,877/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,754/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $5,940
ML VELOCITY
7.6 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $186.68 (probe: $187.5C 14d) brings only $1,112/mo (<20% of normal), so FIGHT below it is warranted.
🏦 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)
$9,131
was $9,131 · 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 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 51 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.13 (+12%) · daily UBB $174.28 · 1-wk expected move ±$16 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $172.50 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,877/mo); it brings $3,086/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 × $162.50/7d for $6,879/mo, but breach risk rises to 41% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 2 × $197.50/7d (98% survival, $223/mo).
Downside anchor: the primary mortgages $3,534 (59% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,155 and cuts bleed by $145/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 (7d) · sell 3 × $172.50, 79% survival, $3,086/mo (E[net] $791/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 · 7d3 × $172.5079%$3,086$791

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $791/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 79% survival, breach 21%, $3,086/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $1,080/mo less (35% 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 $177.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $159.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $197.5017 Jul7d23.7%98%5%$52$223-$2,863$0
Sell 2 × $197.50 23.7% OTM over spot $159.62 17 Jul 2026 (7d, $0.30 mid)
= $52 credit for the 7d cycle → $223/mo projected
Survival (stays ≤ $197.50)
98%
Breach risk
2%
POP (stays ≤ $197.80)
98%
EV / mo
+$165
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.3] median  ·  76% of paths whole by 9 mo (vs 80% without)  ·  ~0.2 challenges expected  ·  median CC cash $906
🛡 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)
-$1,359
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$220 @ 79% POP
74% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.97/sh now → $7.05 mid-life (likely $4.85–$8.88)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$6.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 63 simulated challenges: the $198 strike is typically first touched on day 6 of 7, at $203 (overshoots $5.13). 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 (2 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$19824 Jul 202610d left+$4.34/sh+$868
cycle +$920
[+$923…+$1,235] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$20824 Jul 202610d left+$0.35/sh+$70
cycle +$122
[+$43…+$383] · 84% credit
76%
surv 67%
Max even-money escape in the band~$22031 Jul 202618d left+$0.26/sh+$51
cycle +$103
[-$53…+$418] · 73% credit
79%
surv 74%
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$223/mo
vs 50% target ($2,877/mo)-92%
vs normal income ($5,754/mo)4% covered
Net income (after hedge)$592/mo
Downside budget
✓ $197.50 is at/above CC-SS $186.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,095
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $197.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $198)); NOT the premium you collected. Momentum override: two daily closes above $174.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $195.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$196-197.80
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
≥ $197.80
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$197.50 (2.3σ)$52$2,444+$11,575+$2,572
+2.5%$202.44 (2.6σ)$-935$2,629+$11,760+$2,572
+5%$207.38 (2.9σ)$-1,923$2,815+$11,945+$2,572
V-BOUNCE STRESS (stock → CC-SS $186.68, where you are whole again, by expiry)
Starting unrealized P&L: $-9,131
+ Fortress recovery (un-capped): +$9,131
− CC assignment net of premium (2 × $197.50): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$178
Total Position P&L @ SS: $-178 (+$8,953 vs today)
Do-nothing baseline at SS: $-534 (this trade vs do-nothing: +$356, the opportunity cost of earning $223/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,308 (+$6,823 vs today)
🛡 safe yield3 × $182.5017 Jul7d14.3%91%18%$303$1,299-$1,787$951
Sell 3 × $182.50 14.3% OTM over spot $159.62 17 Jul 2026 (7d, $1.06 mid)
= $303 credit for the 7d cycle → $1,299/mo projected
Survival (stays ≤ $182.50)
91%
Breach risk
9%
POP (stays ≤ $183.56)
92%
EV / mo
+$802
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.2] median  ·  70% of paths whole by 9 mo (vs 73% without)  ·  ~1.9 challenges expected  ·  median CC cash $1,715
🛡 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)
-$1,545
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$208 @ 82% POP
78% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.71/sh now → $6.16 mid-life (likely $5.01–$8.74)≈ $0 at expiry  |  you banked $1.01/sh, so a flat mid-life exit nets -$5.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 345 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $187 (overshoots $4.05). 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)~$18224 Jul 202610d left+$3.77/sh+$1,130
cycle +$1,433
[+$1,138…+$1,587] · 100% credit
68%
surv 53%
Up-and-out for even (raise the cap, free)~$19024 Jul 202610d left+$0.64/sh+$192
cycle +$495
[+$28…+$496] · 77% credit
75%
surv 65%
Reliable up-and-out (highest cap still free ≥60%)~$20031 Jul 202618d left+$0.85/sh+$255
cycle +$558
[+$3…+$586] · 75% credit
78%
surv 72%
Max even-money escape in the band~$20331 Jul 202618d left+$0.13/sh+$38
cycle +$341
[-$249…+$342] · 50% credit
79%
surv 75%
Safety roll (pay small debit, max POP)~$20831 Jul 202618d left-$1.00/sh-$299
cycle +$4
[-$648…-$8] · 24% credit
82%
surv 78%
budget: banked $303 debit $299 (99% used ≈ 1.0 wk of income) → whole cycle still +$4 cash · rolled 3 ct earn ≈ $2,582/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$1,299/mo
vs 50% target ($2,877/mo)-55%
vs normal income ($5,754/mo)23% covered
Net income (after hedge)$1,153/mo
Downside budget
⚠ $182.50 is $4 below CC-SS $186.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$951
… as % of IC ($5,940)16.0%
… as % of ML ($43,440)2.2%
Recovery months (at normal income)0.2 mo
Surgical close (3 ct)$-9,147
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.01 collected) or spot ≥ $183.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); NOT the premium you collected. Momentum override: two daily closes above $174.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-183.56
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
≥ $183.56
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$182.50 (1.4σ)$303$-1,107+$8,023-$417
+2.5%$187.06 (1.7σ)$-1,066$-936+$8,194-$417
+5%$191.62 (2.0σ)$-2,434$-765+$8,366-$417
V-BOUNCE STRESS (stock → CC-SS $186.68, where you are whole again, by expiry)
Starting unrealized P&L: $-9,131
+ Fortress recovery (un-capped): +$9,131
− CC assignment net of premium (3 × $182.50): -$951
Total Position P&L @ SS: $-951 (+$8,180 vs today)
Do-nothing baseline at SS: $-534 (this trade vs do-nothing: $-417, the opportunity cost of earning $1,299/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,548 (+$6,583 vs today)
33% normal ← lean3 × $177.5017 Jul7d11.2%86%28%$468$2,006-$1,080$2,286
Sell 3 × $177.50 11.2% OTM over spot $159.62 17 Jul 2026 (7d, $1.62 mid)
= $468 credit for the 7d cycle → $2,006/mo projected
Survival (stays ≤ $177.50)
86%
Breach risk
14%
POP (stays ≤ $179.12)
88%
EV / mo
+$1,014
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.0] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  77% of paths whole by 9 mo (vs 78% without)  ·  ~3.0 challenges expected  ·  median CC cash $2,138
🛡 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)
20%
Flat exit net (mid-life)
-$1,294
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 83% POP
79% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.31/sh now → $5.87 mid-life (likely $5.31–$8.86)≈ $0 at expiry  |  you banked $1.56/sh, so a flat mid-life exit nets -$4.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 585 simulated challenges: the $178 strike is typically first touched on day 5 of 7, at $182 (overshoots $4.08). 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)~$17824 Jul 202610d left+$3.59/sh+$1,076
cycle +$1,544
[+$1,018…+$1,429] · 100% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202618d left+$1.27/sh+$380
cycle +$848
[+$85…+$619] · 81% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$18524 Jul 202610d left+$0.46/sh+$139
cycle +$607
[-$68…+$338] · 66% credit
75%
surv 66%
Max even-money escape in the band~$19531 Jul 202618d left+$0.58/sh+$174
cycle +$642
[-$155…+$401] · 59% credit
79%
surv 73%
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$1.20/sh-$360
cycle +$108
[-$801…-$165] · 16% credit
83%
surv 79%
budget: banked $468 debit $360 (77% used ≈ 0.8 wk of income) → whole cycle still +$108 cash · rolled 3 ct earn ≈ $2,337/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$2,006/mo
vs 50% target ($2,877/mo)-30%
vs normal income ($5,754/mo)35% covered
Net income (after hedge)$1,860/mo
Downside budget
⚠ $177.50 is $9 below CC-SS $186.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,286
… as % of IC ($5,940)38.5%
… as % of ML ($43,440)5.3%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-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 < $0.39/sh (~25% of the $1.56 collected) or spot ≥ $179.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $178)); NOT the premium you collected. Momentum override: two daily closes above $174.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $175.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$176-179.12
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
≥ $179.12
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$177.50 (1.1σ)$468$-2,630+$6,501-$252
+2.5%$181.94 (1.4σ)$-863$-2,463+$6,667-$1,583
+5%$186.38 (1.6σ)$-2,194$-2,297+$6,834-$1,752
V-BOUNCE STRESS (stock → CC-SS $186.68, where you are whole again, by expiry)
Starting unrealized P&L: $-9,131
+ Fortress recovery (un-capped): +$9,131
− CC assignment net of premium (3 × $177.50): -$2,286
Total Position P&L @ SS: $-2,286 (+$6,845 vs today)
Do-nothing baseline at SS: $-534 (this trade vs do-nothing: $-1,752, the opportunity cost of earning $2,006/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$21, position total $-2,569 (+$6,562 vs today)
🎯 50% normal3 × $172.5017 Jul7d8.1%79%32%$720$3,086$3,534
Sell 3 × $172.50 8.1% OTM over spot $159.62 17 Jul 2026 (7d, $2.48 mid)
= $720 credit for the 7d cycle → $3,086/mo projected
Survival (stays ≤ $172.50)
79%
Breach risk
21%
POP (stays ≤ $174.98)
83%
EV / mo
+$1,224
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-1.8] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  78% of paths whole by 9 mo (vs 79% without)  ·  ~4.4 challenges expected  ·  median CC cash $2,572
🛡 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)
-$959
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 86% POP
84% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.91/sh now → $5.60 mid-life (likely $5.80–$9.21)≈ $0 at expiry  |  you banked $2.40/sh, so a flat mid-life exit nets -$3.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 957 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.95). 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)~$17224 Jul 202610d left+$3.41/sh+$1,023
cycle +$1,743
[+$876…+$1,228] · 100% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$18831 Jul 202618d left+$0.99/sh+$298
cycle +$1,018
[-$99…+$386] · 63% credit
78%
surv 71%
Up-and-out for even (raise the cap, free)~$18024 Jul 202610d left+$0.29/sh+$88
cycle +$808
[-$197…+$175] · 42% credit
75%
surv 66%
Max even-money escape in the band~$19031 Jul 202618d left+$0.32/sh+$97
cycle +$817
[-$346…+$167] · 36% credit
79%
surv 74%
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$2.23/sh-$668
cycle +$52
[-$1,310…-$669] · 2% credit
86%
surv 84%
budget: banked $720 debit $668 (93% used ≈ 0.9 wk of income) → whole cycle still +$52 cash · rolled 3 ct earn ≈ $1,684/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$3,086/mo
vs 50% target ($2,877/mo)+7%
vs normal income ($5,754/mo)54% covered
Net income (after hedge)$2,940/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,534
… as % of IC ($5,940)59.5%
… as % of ML ($43,440)8.1%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,155
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.40 collected) or spot ≥ $174.98 (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 $174.28 (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
$171-174.98
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
≥ $174.98
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$172.50 (≤1σ, normal week)$720$-4,065+$5,065+$0
+2.5%$176.81 (1.1σ)$-574$-3,903+$5,227-$1,294
+5%$181.12 (1.3σ)$-1,868$-3,742+$5,389-$2,588
SS (= V-bounce)$182.40 (1.4σ)$-2,250$-3,694+$5,437-$2,970
V-BOUNCE STRESS (stock → CC-SS $186.68, where you are whole again, by expiry)
Starting unrealized P&L: $-9,131
+ Fortress recovery (un-capped): +$9,131
− CC assignment net of premium (3 × $172.50): -$3,534
Total Position P&L @ SS: $-3,534 (+$5,597 vs today)
Do-nothing baseline at SS: $-534 (this trade vs do-nothing: $-3,000, the opportunity cost of earning $3,086/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,269, position total $-3,817 (+$5,314 vs today)
100% normal3 × $162.5017 Jul7d1.8%59%85%$1,605$6,879+$3,793$5,649
Sell 3 × $162.50 1.8% OTM over spot $159.62 17 Jul 2026 (7d, $5.50 mid)
= $1,605 credit for the 7d cycle → $6,879/mo projected
Survival (stays ≤ $162.50)
59%
Breach risk
41%
POP (stays ≤ $168.00)
71%
EV / mo
+$1,433
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.3-2.1] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  81% of paths whole by 9 mo (vs 77% without)  ·  ~12.2 challenges expected  ·  median CC cash $4,131
🛡 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)
66%
Flat exit net (mid-life)
+$87
Free roll-up
+$5/wk
Safest escape (by 24 Jul 2026)
$188 @ 91% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.15/sh now → $5.06 mid-life (likely $6.79–$9.97)≈ $0 at expiry  |  you banked $5.35/sh, so a flat mid-life exit nets +$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,981 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $167 (overshoots $4.12). 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)~$16224 Jul 202610d left+$3.07/sh+$920
cycle +$2,525
[+$708…+$854] · 100% credit
68%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$17331 Jul 202618d left+$1.81/sh+$544
cycle +$2,149
[+$49…+$341] · 80% credit
75%
surv 67%
Up-and-out for even (raise the cap, free)~$16824 Jul 202610d left+$0.86/sh+$257
cycle +$1,862
[-$82…+$109] · 55% credit
74%
surv 63%
Max even-money escape in the band~$17831 Jul 202618d left+$0.48/sh+$144
cycle +$1,749
[-$444…-$99] · 17% credit
78%
surv 73%
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18824 Jul 202610d left-$3.63/sh-$1,088
cycle +$517
[-$2,022…-$1,426]
91%
surv 90%
budget: banked $1,605 debit $1,088 (68% used ≈ 0.7 wk of income) → whole cycle still +$517 cash · rolled 3 ct earn ≈ $1,290/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$6,879/mo
vs 50% target ($2,877/mo)+139%
vs normal income ($5,754/mo)120% covered
Net income (after hedge)$6,733/mo
Downside budget
⚠ $162.50 is $24 below CC-SS $186.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,649
… as % of IC ($5,940)95.1%
… as % of ML ($43,440)13.0%
Recovery months (at normal income)1.0 mo
Surgical close (3 ct)$-9,176
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.34/sh (~25% of the $5.35 collected) or spot ≥ $168.00 (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 $174.28 (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
$161-168.00
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
≥ $168.00
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$162.50 (≤1σ, normal week)$1,605$-6,555+$2,575+$885
+2.5%$166.56 (≤1σ, normal week)$386$-6,403+$2,728-$334
+5%$170.62 (≤1σ, normal week)$-832$-6,251+$2,880-$1,552
SS (= V-bounce)$182.40 (1.4σ)$-4,365$-5,809+$3,322-$5,085
V-BOUNCE STRESS (stock → CC-SS $186.68, where you are whole again, by expiry)
Starting unrealized P&L: $-9,131
+ Fortress recovery (un-capped): +$9,131
− CC assignment net of premium (3 × $162.50): -$5,649
Total Position P&L @ SS: $-5,649 (+$3,482 vs today)
Do-nothing baseline at SS: $-534 (this trade vs do-nothing: $-5,115, the opportunity cost of earning $6,879/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,384, position total $-5,932 (+$3,199 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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 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: 1.125 (IBKR)  |  Recovery@SS: +$9,131 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-534

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.403/3$3,086$2,94079%83%+$1,224-$3,53459.5%$-3,534 (vs do-nothing $-3,000)
$1707d17 Jul 2026$2.983/3$3,831$3,68675%80%+$1,338-$4,11069.2%$-4,110 (vs do-nothing $-3,576)
$17014d24 Jul 2026$5.203/3$3,343$3,19870%77%+$1,026-$3,44458.0%$-3,444 (vs do-nothing $-2,910)
$167.507d17 Jul 2026$3.652/3$3,129$3,49870%77%+$938-$3,10652.3%$-3,284 (vs do-nothing $-2,750)
$172.5021d31 Jul 2026$6.903/3$2,957$2,81270%77%+$753-$2,18436.8%$-2,184 (vs do-nothing $-1,650)
$17021d31 Jul 2026$7.553/3$3,236$3,09067%75%+$715-$2,73946.1%$-2,739 (vs do-nothing $-2,205)
$167.5014d24 Jul 2026$6.003/3$3,857$3,71266%75%+$1,067-$3,95466.6%$-3,954 (vs do-nothing $-3,420)
$1657d17 Jul 2026$4.352/3$3,729$4,09865%74%+$886-$3,46658.3%$-3,644 (vs do-nothing $-3,110)
$167.5021d31 Jul 2026$8.453/3$3,621$3,47664%74%+$748-$3,21954.2%$-3,219 (vs do-nothing $-2,685)
$16514d24 Jul 2026$6.902/3$2,957$3,32662%73%+$731-$2,95649.8%$-3,134 (vs do-nothing $-2,600)
$16521d31 Jul 2026$9.403/3$4,029$3,88361%72%+$762-$3,68462.0%$-3,684 (vs do-nothing $-3,150)
$162.507d17 Jul 2026$5.352/3$4,586$4,95559%71%+$956-$3,76663.4%$-3,944 (vs do-nothing $-3,410)
$162.5014d24 Jul 2026$7.852/3$3,364$3,73358%71%+$719-$3,26655.0%$-3,444 (vs do-nothing $-2,910)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.5021d31 Jul 2026$10.302/3$2,943$3,31257%71%+$476-$2,77646.7%$-2,954 (vs do-nothing $-2,420)
$16021d31 Jul 2026$11.802/3$3,371$3,74054%69%+$585-$2,97650.1%$-3,154 (vs do-nothing $-2,620)
$16014d24 Jul 2026$8.952/3$3,836$4,20553%69%+$715-$3,54659.7%$-3,724 (vs do-nothing $-3,190)
$1607d17 Jul 2026$6.502/3$5,571$5,94053%68%+$1,006-$4,03667.9%$-4,214 (vs do-nothing $-3,680)
$157.5021d31 Jul 2026$12.702/3$3,629$3,99851%68%+$494-$3,29655.5%$-3,474 (vs do-nothing $-2,940)
$157.5014d24 Jul 2026$9.952/3$4,264$4,63349%67%+$609-$3,84664.7%$-4,024 (vs do-nothing $-3,490)
$157.507d17 Jul 2026$7.701/3$3,300$4,18347%66%+$473-$2,14836.2%$-2,504 (vs do-nothing $-1,970)

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  |  2026-07-10 01:46