FORTRESS FIGHT: COIN-LC145 @ $159.41

BE SS: $182.40  |  CC-SS: $187.13  |  3 contracts (300 sh)  |  2026-07-10 02:12 |  ⌂ PORTFOLIO

COIN-LC145 @ $159.41   UNDERWATER $22.99 (12.6% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $187.13  |  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$5,657/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,363fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,829/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,657/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
7.7 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $187.13 (probe: $187.5C 14d) still earns $1,183/mo (21% 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)
$9,363
was $9,363 · 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 45 · %B 51 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.13 (+12%) · daily UBB $174.27 · 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 80%, breach 20%) that still earns 50% of normal income ($2,829/mo); it brings $3,304/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 × $165/7d for $5,914/mo, but breach risk rises to 35% (+14pp 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, $231/mo).
Downside anchor: the primary mortgages $3,617 (61% 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 $-9,386 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, 80% survival, $3,304/mo (E[net] $936/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 × $172.5080%$3,304$936

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $936/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 80% survival, breach 20%, $3,304/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 87% (breach 20% → 13%) for $1,170/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 $159.41 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $197.5017 Jul7d23.9%98%5%$54$231-$3,073$0
Sell 2 × $197.50 23.9% OTM over spot $159.41 17 Jul 2026 (7d, $0.40 mid)
= $54 credit for the 7d cycle → $231/mo projected
Survival (stays ≤ $197.50)
98%
Breach risk
2%
POP (stays ≤ $197.90)
98%
EV / mo
+$177
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.4] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  75% of paths whole by 9 mo (vs 82% without)  ·  ~0.2 challenges expected  ·  median CC cash $953
🛡 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)
-$1,478
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$221 @ 80% POP
75% 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: $10.83/sh now → $7.66 mid-life (likely $5.11–$9.08)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$7.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 59 simulated challenges: the $198 strike is typically first touched on day 6 of 7, at $202 (overshoots $4.89). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$19824 Jul 202610d left+$3.87/sh+$774
cycle +$828
[+$900…+$1,191] · 100% credit
69%
surv 53%
+$3,086 SAFE
cap gain +$12,449
Up-and-out for even (raise the cap, free)~$20624 Jul 202610d left+$0.67/sh+$134
cycle +$188
[+$132…+$500] · 85% credit
74%
surv 64%
+$4,370 SAFE
cap gain +$13,733
Max even-money escape in the band~$21831 Jul 202618d left+$0.50/sh+$99
cycle +$153
[+$73…+$523] · 78% credit
79%
surv 73%
+$7,307 SAFE
cap gain +$16,670
Safety roll (pay small debit, max POP)~$22131 Jul 202618d left-$0.27/sh-$54
cycle +$0
[-$91…+$366] · 58% credit
80%
surv 75%
+$7,749 SAFE
cap gain +$17,112
budget: banked $54 debit $54 (100% used ≈ 1.0 wk of income) → whole cycle still +$0 cash · rolled 2 ct earn ≈ $2,464/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 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$231/mo
vs 50% target ($2,829/mo)-92%
vs normal income ($5,657/mo)4% covered
Net income (after hedge)$630/mo
Downside budget
✓ $197.50 is at/above CC-SS $187.13: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,267
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 $0.27 collected) or spot ≥ $197.90 (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 $174.27 (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
$196-197.90
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
≥ $197.90
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$197.50 (2.4σ)$54$2,312+$11,675+$2,546
+2.5%$202.44 (2.7σ)$-933$2,498+$11,861+$2,546
+5%$207.38 (3.1σ)$-1,921$2,685+$12,048+$2,546
V-BOUNCE STRESS (stock → CC-SS $187.13, where you are whole again, by expiry)
Starting unrealized P&L: $-9,363
+ Fortress recovery (un-capped): +$9,363
− CC assignment net of premium (2 × $197.50): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$209
Total Position P&L @ SS: $-209 (+$9,154 vs today)
Do-nothing baseline at SS: $-626 (this trade vs do-nothing: +$418, the opportunity cost of earning $231/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 $-2,448 (+$6,915 vs today)
🛡 safe yield3 × $18017 Jul7d12.9%90%20%$399$1,710-$1,594$1,739
Sell 3 × $180 12.9% OTM over spot $159.41 17 Jul 2026 (7d, $1.42 mid)
= $399 credit for the 7d cycle → $1,710/mo projected
Survival (stays ≤ $180)
90%
Breach risk
10%
POP (stays ≤ $181.42)
91%
EV / mo
+$1,116
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.4-2.2] median  ·  70% of paths whole by 9 mo (vs 73% without)  ·  ~2.3 challenges expected  ·  median CC cash $2,356
🛡 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)
15%
Flat exit net (mid-life)
-$1,557
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 81% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.22/sh now → $6.52 mid-life (likely $5.00–$9.32)≈ $0 at expiry  |  you banked $1.33/sh, so a flat mid-life exit nets -$5.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 448 simulated challenges: the $180 strike is typically first touched on day 5 of 7, at $184 (overshoots $3.78). 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)~$18024 Jul 202610d left+$3.28/sh+$985
cycle +$1,384
[+$896…+$1,467] · 100% credit
69%
surv 53%
-$1,023 NOT
cap gain +$8,340
Reliable up-and-out (highest cap still free ≥60%)~$19631 Jul 202618d left+$0.89/sh+$268
cycle +$667
[-$34…+$700] · 73% credit
77%
surv 71%
+$3,525 SAFE
cap gain +$12,888
Up-and-out for even (raise the cap, free)~$18824 Jul 202610d left+$0.08/sh+$25
cycle +$424
[-$206…+$393] · 56% credit
75%
surv 66%
+$749 SAFE
cap gain +$10,112
Max even-money escape in the band~$19831 Jul 202618d left+$0.20/sh+$59
cycle +$458
[-$279…+$473] · 55% credit
79%
surv 73%
+$4,161 SAFE
cap gain +$13,524
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$1.07/sh-$320
cycle +$79
[-$728…+$70] · 30% credit
81%
surv 77%
+$5,472 SAFE
cap gain +$14,835
budget: banked $399 debit $320 (80% used ≈ 0.8 wk of income) → whole cycle still +$79 cash · rolled 3 ct earn ≈ $2,728/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$1,710/mo
vs 50% target ($2,829/mo)-40%
vs normal income ($5,657/mo)30% covered
Net income (after hedge)$1,565/mo
Downside budget
⚠ $180 is $7 below CC-SS $187.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,739
… as % of IC ($5,940)29.3%
… as % of ML ($43,440)4.0%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,390
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.33 collected) or spot ≥ $181.42 (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 $174.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-181.42
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
≥ $181.42
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.3σ)$399$-2,009+$7,354-$363
+2.5%$184.50 (1.6σ)$-951$-1,839+$7,524-$1,113
+5%$189.00 (1.9σ)$-2,301$-1,668+$7,695-$1,113
V-BOUNCE STRESS (stock → CC-SS $187.13, where you are whole again, by expiry)
Starting unrealized P&L: $-9,363
+ Fortress recovery (un-capped): +$9,363
− CC assignment net of premium (3 × $180): -$1,739
Total Position P&L @ SS: $-1,739 (+$7,624 vs today)
Do-nothing baseline at SS: $-626 (this trade vs do-nothing: $-1,113, the opportunity cost of earning $1,710/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 $-2,702 (+$6,661 vs today)
33% normal ← lean3 × $177.5017 Jul7d11.3%87%26%$498$2,134-$1,170$2,390
Sell 3 × $177.50 11.3% OTM over spot $159.41 17 Jul 2026 (7d, $1.73 mid)
= $498 credit for the 7d cycle → $2,134/mo projected
Survival (stays ≤ $177.50)
87%
Breach risk
13%
POP (stays ≤ $179.24)
89%
EV / mo
+$1,286
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.2] median  ·  77% of paths whole by 9 mo (vs 77% without)  ·  ~2.7 challenges expected  ·  median CC cash $2,366
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
18%
Flat exit net (mid-life)
-$1,411
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$201 @ 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: $9.00/sh now → $6.36 mid-life (likely $5.70–$9.72)≈ $0 at expiry  |  you banked $1.66/sh, so a flat mid-life exit nets -$4.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 532 simulated challenges: the $178 strike is typically first touched on day 5 of 7, at $182 (overshoots $4.01). 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)~$17824 Jul 202610d left+$3.20/sh+$961
cycle +$1,459
[+$826…+$1,311] · 100% credit
69%
surv 52%
-$1,793 NOT
cap gain +$7,570
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202618d left+$0.76/sh+$229
cycle +$727
[-$156…+$491] · 62% credit
77%
surv 71%
+$2,741 SAFE
cap gain +$12,104
Up-and-out for even (raise the cap, free)~$18624 Jul 202610d left+$0.00/sh+$1
cycle +$499
[-$290…+$223] · 42% credit
75%
surv 66%
-$20 NOT
cap gain +$9,343
Max even-money escape in the band~$19631 Jul 202618d left+$0.07/sh+$22
cycle +$520
[-$399…+$278] · 41% credit
79%
surv 73%
+$3,379 SAFE
cap gain +$12,742
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$1.17/sh-$350
cycle +$148
[-$850…-$112] · 18% credit
82%
surv 78%
+$4,696 SAFE
cap gain +$14,059
budget: banked $498 debit $350 (70% used ≈ 0.7 wk of income) → whole cycle still +$148 cash · rolled 3 ct earn ≈ $2,600/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$2,134/mo
vs 50% target ($2,829/mo)-25%
vs normal income ($5,657/mo)38% covered
Net income (after hedge)$1,989/mo
Downside budget
⚠ $177.50 is $10 below CC-SS $187.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,390
… as % of IC ($5,940)40.2%
… as % of ML ($43,440)5.5%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-9,386
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 $1.66 collected) or spot ≥ $179.24 (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 $174.27 (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
$176-179.24
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
≥ $179.24
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$177.50 (1.2σ)$498$-2,754+$6,609-$264
+2.5%$181.94 (1.4σ)$-833$-2,586+$6,777-$1,595
+5%$186.38 (1.7σ)$-2,164$-2,419+$6,944-$1,764
V-BOUNCE STRESS (stock → CC-SS $187.13, where you are whole again, by expiry)
Starting unrealized P&L: $-9,363
+ Fortress recovery (un-capped): +$9,363
− CC assignment net of premium (3 × $177.50): -$2,390
Total Position P&L @ SS: $-2,390 (+$6,973 vs today)
Do-nothing baseline at SS: $-626 (this trade vs do-nothing: $-1,764, the opportunity cost of earning $2,134/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 $-2,702 (+$6,661 vs today)
🎯 50% normal3 × $172.5017 Jul7d8.2%80%30%$771$3,304$3,617
Sell 3 × $172.50 8.2% OTM over spot $159.41 17 Jul 2026 (7d, $2.65 mid)
= $771 credit for the 7d cycle → $3,304/mo projected
Survival (stays ≤ $172.50)
80%
Breach risk
20%
POP (stays ≤ $175.15)
84%
EV / mo
+$1,570
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.5] median  ·  80% of paths whole by 9 mo (vs 78% without)  ·  ~4.3 challenges expected  ·  median CC cash $3,063
🛡 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)
30%
Flat exit net (mid-life)
-$1,047
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.57/sh now → $6.06 mid-life (likely $6.03–$10.13)≈ $0 at expiry  |  you banked $2.57/sh, so a flat mid-life exit nets -$3.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 912 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.93). 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)~$17224 Jul 202610d left+$3.05/sh+$914
cycle +$1,685
[+$681…+$1,121] · 100% credit
68%
surv 52%
-$3,256 NOT
cap gain +$6,107
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202618d left+$1.23/sh+$368
cycle +$1,139
[-$94…+$505] · 67% credit
76%
surv 69%
+$620 SAFE
cap gain +$9,983
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.76/sh+$227
cycle +$998
[-$100…+$361] · 61% credit
74%
surv 63%
-$2,055 NOT
cap gain +$7,308
Max even-money escape in the band~$18831 Jul 202618d left+$0.51/sh+$153
cycle +$924
[-$353…+$275] · 43% credit
78%
surv 72%
+$1,249 SAFE
cap gain +$10,612
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$2.35/sh-$706
cycle +$65
[-$1,441…-$652] · 2% credit
85%
surv 82%
+$4,613 SAFE
cap gain +$13,976
budget: banked $771 debit $706 (92% used ≈ 0.9 wk of income) → whole cycle still +$65 cash · rolled 3 ct earn ≈ $1,853/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$3,304/mo
vs 50% target ($2,829/mo)+17%
vs normal income ($5,657/mo)58% covered
Net income (after hedge)$3,159/mo
Downside budget
⚠ $172.50 is $15 below CC-SS $187.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,617
… as % of IC ($5,940)60.9%
… as % of ML ($43,440)8.3%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,386
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.57 collected) or spot ≥ $175.15 (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 $174.27 (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
$171-175.15
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
≥ $175.15
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$771$-4,170+$5,193+$9
+2.5%$176.81 (1.1σ)$-523$-4,007+$5,356-$1,285
+5%$181.12 (1.4σ)$-1,816$-3,844+$5,519-$2,578
SS (= V-bounce)$182.40 (1.5σ)$-2,199$-3,796+$5,567-$2,961
V-BOUNCE STRESS (stock → CC-SS $187.13, where you are whole again, by expiry)
Starting unrealized P&L: $-9,363
+ Fortress recovery (un-capped): +$9,363
− CC assignment net of premium (3 × $172.50): -$3,617
Total Position P&L @ SS: $-3,617 (+$5,746 vs today)
Do-nothing baseline at SS: $-626 (this trade vs do-nothing: $-2,991, the opportunity cost of earning $3,304/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,218, position total $-3,920 (+$5,443 vs today)
100% normal3 × $16517 Jul7d3.5%65%71%$1,380$5,914+$2,610$5,258
Sell 3 × $165 3.5% OTM over spot $159.41 17 Jul 2026 (7d, $4.75 mid)
= $1,380 credit for the 7d cycle → $5,914/mo projected
Survival (stays ≤ $165)
65%
Breach risk
35%
POP (stays ≤ $169.75)
75%
EV / mo
+$1,945
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.2] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  84% of paths whole by 9 mo (vs 81% without)  ·  ~8.9 challenges expected  ·  median CC cash $4,010
🛡 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)
55%
Flat exit net (mid-life)
-$304
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 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: $7.94/sh now → $5.61 mid-life (likely $7.09–$10.35)≈ $0 at expiry  |  you banked $4.60/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,660 simulated challenges: the $165 strike is typically first touched on day 3 of 7, at $169 (overshoots $3.75). 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)~$16524 Jul 202610d left+$2.82/sh+$846
cycle +$2,226
[+$542…+$790] · 100% credit
68%
surv 52%
-$5,249 NOT
cap gain +$4,114
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202618d left+$1.64/sh+$492
cycle +$1,872
[-$51…+$332] · 70% credit
75%
surv 67%
-$2,025 NOT
cap gain +$7,338
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.53/sh+$158
cycle +$1,538
[-$261…+$37] · 29% credit
74%
surv 63%
-$4,048 NOT
cap gain +$5,315
Max even-money escape in the band~$18131 Jul 202618d left+$0.15/sh+$46
cycle +$1,426
[-$595…-$159] · 15% credit
79%
surv 73%
-$782 NOT
cap gain +$8,581
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$3.41/sh-$1,024
cycle +$356
[-$1,936…-$1,322]
91%
surv 90%
+$4,904 SAFE
cap gain +$14,267
budget: banked $1,380 debit $1,024 (74% used ≈ 0.8 wk of income) → whole cycle still +$356 cash · rolled 3 ct earn ≈ $1,101/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$5,914/mo
vs 50% target ($2,829/mo)+109%
vs normal income ($5,657/mo)105% covered
Net income (after hedge)$5,769/mo
Downside budget
⚠ $165 is $22 below CC-SS $187.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,258
… as % of IC ($5,940)88.5%
… as % of ML ($43,440)12.1%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-9,408
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.15/sh (~25% of the $4.60 collected) or spot ≥ $169.75 (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 $174.27 (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
$163-169.75
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
≥ $169.75
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$1,380$-6,095+$3,268+$618
+2.5%$169.12 (≤1σ, normal week)$143$-5,939+$3,424-$619
+5%$173.25 (≤1σ, normal week)$-1,095$-5,783+$3,580-$1,857
SS (= V-bounce)$182.40 (1.5σ)$-3,840$-5,437+$3,926-$4,602
V-BOUNCE STRESS (stock → CC-SS $187.13, where you are whole again, by expiry)
Starting unrealized P&L: $-9,363
+ Fortress recovery (un-capped): +$9,363
− CC assignment net of premium (3 × $165): -$5,258
Total Position P&L @ SS: $-5,258 (+$4,105 vs today)
Do-nothing baseline at SS: $-626 (this trade vs do-nothing: $-4,632, the opportunity cost of earning $5,914/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,859, position total $-5,561 (+$3,802 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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 1.126 (IBKR)  |  Recovery@SS: +$9,363 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-626

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.573/3$3,304$3,15980%84%+$1,570-$3,61760.9%$-3,617 (vs do-nothing $-2,991)
$1707d17 Jul 2026$3.053/3$3,921$3,77676%81%+$1,610-$4,22371.1%$-4,223 (vs do-nothing $-3,597)
$172.5014d24 Jul 2026$4.503/3$2,893$2,74874%80%+$1,035-$3,03851.1%$-3,038 (vs do-nothing $-2,412)
$167.507d17 Jul 2026$3.752/3$3,214$3,61371%78%+$1,214-$3,17653.5%$-3,384 (vs do-nothing $-2,758)
$17014d24 Jul 2026$5.203/3$3,343$3,19870%78%+$1,094-$3,57860.2%$-3,578 (vs do-nothing $-2,952)
$172.5021d31 Jul 2026$6.853/3$2,936$2,79070%77%+$795-$2,33339.3%$-2,333 (vs do-nothing $-1,707)
$17021d31 Jul 2026$7.653/3$3,279$3,13367%76%+$828-$2,84347.9%$-2,843 (vs do-nothing $-2,217)
$167.5014d24 Jul 2026$6.003/3$3,857$3,71267%76%+$1,147-$4,08868.8%$-4,088 (vs do-nothing $-3,462)
$1657d17 Jul 2026$4.602/3$3,943$4,34265%75%+$1,297-$3,50659.0%$-3,714 (vs do-nothing $-3,088)
$167.5021d31 Jul 2026$8.453/3$3,621$3,47664%74%+$824-$3,35356.5%$-3,353 (vs do-nothing $-2,727)
$16514d24 Jul 2026$6.902/3$2,957$3,35663%74%+$792-$3,04651.3%$-3,254 (vs do-nothing $-2,628)
$16521d31 Jul 2026$9.503/3$4,071$3,92661%73%+$887-$3,78863.8%$-3,788 (vs do-nothing $-3,162)
$162.507d17 Jul 2026$5.452/3$4,671$5,07060%72%+$1,269-$3,83664.6%$-4,044 (vs do-nothing $-3,418)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.5014d24 Jul 2026$8.002/3$3,429$3,82858%72%+$850-$3,32656.0%$-3,534 (vs do-nothing $-2,908)
$162.5021d31 Jul 2026$10.452/3$2,986$3,38558%71%+$577-$2,83647.7%$-3,044 (vs do-nothing $-2,418)
$16021d31 Jul 2026$11.702/3$3,343$3,74254%70%+$618-$3,08651.9%$-3,294 (vs do-nothing $-2,668)
$16014d24 Jul 2026$8.802/3$3,771$4,17054%69%+$722-$3,66661.7%$-3,874 (vs do-nothing $-3,248)
$1607d17 Jul 2026$6.901/3$2,957$3,90053%70%+$801-$2,02334.1%$-2,440 (vs do-nothing $-1,814)
$157.5021d31 Jul 2026$12.902/3$3,686$4,08551%68%+$616-$3,34656.3%$-3,554 (vs do-nothing $-2,928)
$157.5014d24 Jul 2026$10.402/3$4,457$4,85649%68%+$876-$3,84664.7%$-4,054 (vs do-nothing $-3,428)
$157.507d17 Jul 2026$8.051/3$3,450$4,39347%67%+$757-$2,15836.3%$-2,575 (vs do-nothing $-1,949)

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 02:12