FORTRESS FIGHT: COIN-LC145 @ $160.60

BE SS: $182.40  |  CC-SS: $187.10  |  3 contracts (300 sh)  |  2026-07-10 02:23 |  ⌂ PORTFOLIO

COIN-LC145 @ $160.60   UNDERWATER $21.80 (12.0% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $187.10  |  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$5,786/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-8,951fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,893/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,786/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 $187.10 (probe: $187.5C 14d) still earns $1,234/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)
$8,951
was $8,951 · 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 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 54 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.13 (+12%) · daily UBB $174.34 · 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 78%, breach 22%) that still earns 50% of normal income ($2,893/mo); it brings $3,471/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 $6,300/mo, but breach risk rises to 37% (+15pp 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 × $200/7d (98% survival, $197/mo).
Downside anchor: the primary mortgages $3,569 (60% 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 $-8,967 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, 78% survival, $3,471/mo (E[net] $1,017/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 × $172.5078%$3,471$1,017

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,017/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 78% survival, breach 22%, $3,471/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $1,209/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 $160.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20017 Jul7d24.5%98%4%$46$197-$3,274$0
Sell 2 × $200 24.5% OTM over spot $160.60 17 Jul 2026 (7d, $0.27 mid)
= $46 credit for the 7d cycle → $197/mo projected
Survival (stays ≤ $200)
98%
Breach risk
2%
POP (stays ≤ $200.27)
98%
EV / mo
+$149
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.6] median  ·  75% of paths whole by 9 mo (vs 80% without)  ·  ~0.2 challenges expected  ·  median CC cash $985
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$1,405
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$222 @ 79% POP
73% 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: $10.26/sh now → $7.26 mid-life → ≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$7.03/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20024 Jul 202610d left+$4.46/sh+$891
cycle +$937
69%
surv 53%
+$3,808 SAFE
cap gain +$12,759
Up-and-out for even (raise the cap, free)~$20924 Jul 202610d left+$0.30/sh+$60
cycle +$106
75%
surv 66%
+$5,212 SAFE
cap gain +$14,162
Max even-money escape in the band~$22231 Jul 202618d left+$0.20/sh+$40
cycle +$86
79%
surv 73%
+$8,164 SAFE
cap gain +$17,115
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$197/mo
vs 50% target ($2,893/mo)-93%
vs normal income ($5,786/mo)3% covered
Net income (after hedge)$613/mo
Downside budget
✓ $200 is at/above CC-SS $187.10: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-5,975
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $200.27 (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 $174.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-200.27
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
≥ $200.27
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$200.00 (2.5σ)$46$2,917+$11,867+$3,022
+2.5%$205.00 (2.8σ)$-954$3,106+$12,056+$3,022
+5%$210.00 (3.1σ)$-1,954$3,295+$12,245+$3,022
V-BOUNCE STRESS (stock → CC-SS $187.10, where you are whole again, by expiry)
Starting unrealized P&L: $-8,951
+ Fortress recovery (un-capped): +$8,951
− CC assignment net of premium (2 × $200): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$198
Total Position P&L @ SS: $-198 (+$8,753 vs today)
Do-nothing baseline at SS: $-593 (this trade vs do-nothing: +$395, the opportunity cost of earning $197/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 $-2,429 (+$6,521 vs today)
🛡 safe yield3 × $182.5017 Jul7d13.6%90%20%$345$1,479-$1,993$1,034
Sell 3 × $182.50 13.6% OTM over spot $160.60 17 Jul 2026 (7d, $1.18 mid)
= $345 credit for the 7d cycle → $1,479/mo projected
Survival (stays ≤ $182.50)
90%
Breach risk
10%
POP (stays ≤ $183.68)
91%
EV / mo
+$869
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.2] median  ·  72% of paths whole by 9 mo (vs 76% without)  ·  ~1.9 challenges expected  ·  median CC cash $2,018
🛡 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)
-$1,511
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$204 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.75/sh now → $6.19 mid-life (likely $5.03–$8.73)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$5.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 359 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (overshoots $3.85). 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)~$18224 Jul 202610d left+$3.80/sh+$1,140
cycle +$1,485
[+$1,096…+$1,577] · 100% credit
68%
surv 53%
-$68 NOT
cap gain +$8,882
Up-and-out for even (raise the cap, free)~$18924 Jul 202610d left+$0.64/sh+$193
cycle +$538
[+$28…+$507] · 77% credit
74%
surv 64%
+$1,316 SAFE
cap gain +$10,266
Reliable up-and-out (highest cap still free ≥60%)~$19931 Jul 202618d left+$0.72/sh+$217
cycle +$562
[-$35…+$559] · 72% credit
78%
surv 72%
+$4,718 SAFE
cap gain +$13,669
Max even-money escape in the band~$20231 Jul 202618d left+$0.26/sh+$78
cycle +$423
[-$200…+$404] · 52% credit
79%
surv 74%
+$5,424 SAFE
cap gain +$14,374
Safety roll (pay small debit, max POP)~$20431 Jul 202618d left-$0.60/sh-$180
cycle +$165
[-$495…+$129] · 34% credit
80%
surv 76%
+$6,010 SAFE
cap gain +$14,961
budget: banked $345 debit $180 (52% used ≈ 0.5 wk of income) → whole cycle still +$165 cash · rolled 3 ct earn ≈ $2,794/mo while parked; 0 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$1,479/mo
vs 50% target ($2,893/mo)-49%
vs normal income ($5,786/mo)26% covered
Net income (after hedge)$1,333/mo
Downside budget
⚠ $182.50 is $5 below CC-SS $187.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,034
… as % of IC ($5,940)17.4%
… as % of ML ($43,440)2.4%
Recovery months (at normal income)0.2 mo
Surgical close (3 ct)$-8,960
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $183.68 (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 $174.34 (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
$181-183.68
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
≥ $183.68
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$182.50 (1.4σ)$345$-1,208+$7,743-$441
+2.5%$187.06 (1.7σ)$-1,024$-1,035+$7,915-$441
+5%$191.62 (2.0σ)$-2,392$-863+$8,088-$441
V-BOUNCE STRESS (stock → CC-SS $187.10, where you are whole again, by expiry)
Starting unrealized P&L: $-8,951
+ Fortress recovery (un-capped): +$8,951
− CC assignment net of premium (3 × $182.50): -$1,034
Total Position P&L @ SS: $-1,034 (+$7,917 vs today)
Do-nothing baseline at SS: $-593 (this trade vs do-nothing: $-441, the opportunity cost of earning $1,479/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 $-2,691 (+$6,259 vs today)
33% normal ← lean3 × $177.5017 Jul7d10.5%85%31%$528$2,263-$1,209$2,351
Sell 3 × $177.50 10.5% OTM over spot $160.60 17 Jul 2026 (7d, $1.81 mid)
= $528 credit for the 7d cycle → $2,263/mo projected
Survival (stays ≤ $177.50)
85%
Breach risk
15%
POP (stays ≤ $179.31)
87%
EV / mo
+$1,132
📈 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)  ·  78% of paths whole by 9 mo (vs 78% without)  ·  ~3.2 challenges expected  ·  median CC cash $2,376
🛡 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)
-$1,241
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 82% 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: $8.34/sh now → $5.90 mid-life (likely $5.41–$8.97)≈ $0 at expiry  |  you banked $1.76/sh, so a flat mid-life exit nets -$4.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 612 simulated challenges: the $178 strike is typically first touched on day 5 of 7, at $181 (overshoots $3.89). 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 (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+$3.62/sh+$1,086
cycle +$1,614
[+$999…+$1,400] · 100% credit
68%
surv 53%
-$1,628 NOT
cap gain +$7,323
Reliable up-and-out (highest cap still free ≥60%)~$19231 Jul 202618d left+$1.16/sh+$348
cycle +$876
[+$21…+$566] · 77% credit
76%
surv 70%
+$2,498 SAFE
cap gain +$11,449
Up-and-out for even (raise the cap, free)~$18424 Jul 202610d left+$0.49/sh+$146
cycle +$674
[-$99…+$331] · 60% credit
74%
surv 64%
-$236 NOT
cap gain +$8,714
Max even-money escape in the band~$19731 Jul 202618d left+$0.02/sh+$5
cycle +$533
[-$378…+$206] · 38% credit
79%
surv 75%
+$3,845 SAFE
cap gain +$12,795
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$1.34/sh-$402
cycle +$126
[-$882…-$233] · 15% credit
82%
surv 79%
+$5,127 SAFE
cap gain +$14,077
budget: banked $528 debit $402 (76% used ≈ 0.8 wk of income) → whole cycle still +$126 cash · rolled 3 ct earn ≈ $2,279/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$2,263/mo
vs 50% target ($2,893/mo)-22%
vs normal income ($5,786/mo)39% covered
Net income (after hedge)$2,118/mo
Downside budget
⚠ $177.50 is $10 below CC-SS $187.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,351
… as % of IC ($5,940)39.6%
… as % of ML ($43,440)5.4%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-8,967
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 $1.76 collected) or spot ≥ $179.31 (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 $174.34 (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
$176-179.31
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
≥ $179.31
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 (1.1σ)$528$-2,714+$6,237-$258
+2.5%$181.94 (1.4σ)$-803$-2,546+$6,405-$1,589
+5%$186.38 (1.6σ)$-2,134$-2,378+$6,572-$1,758
V-BOUNCE STRESS (stock → CC-SS $187.10, where you are whole again, by expiry)
Starting unrealized P&L: $-8,951
+ Fortress recovery (un-capped): +$8,951
− CC assignment net of premium (3 × $177.50): -$2,351
Total Position P&L @ SS: $-2,351 (+$6,600 vs today)
Do-nothing baseline at SS: $-593 (this trade vs do-nothing: $-1,758, the opportunity cost of earning $2,263/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 $-2,691 (+$6,259 vs today)
🎯 50% normal3 × $172.5017 Jul7d7.4%78%34%$810$3,471$3,569
Sell 3 × $172.50 7.4% OTM over spot $160.60 17 Jul 2026 (7d, $2.75 mid)
= $810 credit for the 7d cycle → $3,471/mo projected
Survival (stays ≤ $172.50)
78%
Breach risk
22%
POP (stays ≤ $175.25)
82%
EV / mo
+$1,434
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.5-2.1] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  79% of paths whole by 9 mo (vs 80% without)  ·  ~4.6 challenges expected  ·  median CC cash $3,027
🛡 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)
34%
Flat exit net (mid-life)
-$874
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 85% POP
83% 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 $5.92–$9.18)≈ $0 at expiry  |  you banked $2.70/sh, so a flat mid-life exit nets -$2.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,020 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.66). 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+$3.45/sh+$1,034
cycle +$1,844
[+$867…+$1,208] · 100% credit
68%
surv 52%
-$3,087 NOT
cap gain +$5,864
Reliable up-and-out (highest cap still free ≥60%)~$18431 Jul 202618d left+$1.67/sh+$502
cycle +$1,312
[+$119…+$570] · 83% credit
75%
surv 68%
+$401 SAFE
cap gain +$9,352
Up-and-out for even (raise the cap, free)~$17924 Jul 202610d left+$0.34/sh+$102
cycle +$912
[-$216…+$152] · 40% credit
74%
surv 65%
-$1,688 NOT
cap gain +$7,263
Max even-money escape in the band~$18931 Jul 202618d left+$0.25/sh+$74
cycle +$884
[-$391…+$106] · 32% credit
78%
surv 73%
+$1,662 SAFE
cap gain +$10,612
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$2.33/sh-$700
cycle +$110
[-$1,360…-$728] · 1% credit
85%
surv 83%
+$5,111 SAFE
cap gain +$14,061
budget: banked $810 debit $700 (86% used ≈ 0.9 wk of income) → whole cycle still +$110 cash · rolled 3 ct earn ≈ $1,641/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$3,471/mo
vs 50% target ($2,893/mo)+20%
vs normal income ($5,786/mo)60% covered
Net income (after hedge)$3,326/mo
Downside budget
⚠ $172.50 is $15 below CC-SS $187.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,569
… as % of IC ($5,940)60.1%
… as % of ML ($43,440)8.2%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-8,967
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.68/sh (~25% of the $2.70 collected) or spot ≥ $175.25 (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 $174.34 (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
$171-175.25
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
≥ $175.25
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$810$-4,121+$4,830+$24
+2.5%$176.81 (1.0σ)$-484$-3,958+$4,993-$1,270
+5%$181.12 (1.3σ)$-1,778$-3,795+$5,156-$2,564
SS (= V-bounce)$182.40 (1.4σ)$-2,160$-3,746+$5,204-$2,946
V-BOUNCE STRESS (stock → CC-SS $187.10, where you are whole again, by expiry)
Starting unrealized P&L: $-8,951
+ Fortress recovery (un-capped): +$8,951
− CC assignment net of premium (3 × $172.50): -$3,569
Total Position P&L @ SS: $-3,569 (+$5,382 vs today)
Do-nothing baseline at SS: $-593 (this trade vs do-nothing: $-2,976, the opportunity cost of earning $3,471/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,179, position total $-3,870 (+$5,080 vs today)
100% normal3 × $16517 Jul7d2.7%63%77%$1,470$6,300+$2,829$5,159
Sell 3 × $165 2.7% OTM over spot $160.60 17 Jul 2026 (7d, $5.03 mid)
= $1,470 credit for the 7d cycle → $6,300/mo projected
Survival (stays ≤ $165)
63%
Breach risk
37%
POP (stays ≤ $170.03)
73%
EV / mo
+$1,772
📈 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 (1.0 mo)  ·  85% of paths whole by 9 mo (vs 81% without)  ·  ~9.4 challenges expected  ·  median CC cash $3,811
🛡 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)
61%
Flat exit net (mid-life)
-$90
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$204 @ 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: $7.35/sh now → $5.20 mid-life (likely $6.73–$9.78)≈ $0 at expiry  |  you banked $4.90/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,819 simulated challenges: the $165 strike is typically first touched on day 3 of 7, at $169 (overshoots $3.72). 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+$3.19/sh+$958
cycle +$2,428
[+$727…+$904] · 100% credit
68%
surv 52%
-$5,037 NOT
cap gain +$3,914
Reliable up-and-out (highest cap still free ≥60%)~$17431 Jul 202618d left+$2.36/sh+$709
cycle +$2,179
[+$258…+$557] · 93% credit
74%
surv 66%
-$2,110 NOT
cap gain +$6,840
Max even-money escape in the band~$17931 Jul 202618d left+$0.55/sh+$166
cycle +$1,636
[-$424…-$35] · 21% credit
77%
surv 72%
-$964 NOT
cap gain +$7,987
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17224 Jul 202610d left+$0.13/sh+$38
cycle +$1,508
[-$400…-$114] · 15% credit
75%
surv 66%
-$3,625 NOT
cap gain +$5,326
Safety roll (pay small debit, max POP)~$20431 Jul 202618d left-$3.45/sh-$1,034
cycle +$436
[-$2,029…-$1,369]
91%
surv 90%
+$6,281 SAFE
cap gain +$15,232
budget: banked $1,470 debit $1,034 (70% used ≈ 0.7 wk of income) → whole cycle still +$436 cash · rolled 3 ct earn ≈ $878/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$6,300/mo
vs 50% target ($2,893/mo)+118%
vs normal income ($5,786/mo)109% covered
Net income (after hedge)$6,155/mo
Downside budget
⚠ $165 is $22 below CC-SS $187.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,159
… as % of IC ($5,940)86.9%
… as % of ML ($43,440)11.9%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-8,988
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.23/sh (~25% of the $4.90 collected) or spot ≥ $170.03 (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 $174.34 (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
$163-170.03
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
≥ $170.03
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)$1,470$-5,994+$2,956+$684
+2.5%$169.12 (≤1σ, normal week)$233$-5,838+$3,112-$553
+5%$173.25 (≤1σ, normal week)$-1,005$-5,682+$3,268-$1,791
SS (= V-bounce)$182.40 (1.4σ)$-3,750$-5,336+$3,614-$4,536
V-BOUNCE STRESS (stock → CC-SS $187.10, where you are whole again, by expiry)
Starting unrealized P&L: $-8,951
+ Fortress recovery (un-capped): +$8,951
− CC assignment net of premium (3 × $165): -$5,159
Total Position P&L @ SS: $-5,159 (+$3,792 vs today)
Do-nothing baseline at SS: $-593 (this trade vs do-nothing: $-4,566, the opportunity cost of earning $6,300/mo FIGHT income now)
BB-reversion stress (→ $179.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,769, position total $-5,460 (+$3,490 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: +$8,951 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-593

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.703/3$3,471$3,32678%82%+$1,434-$3,56960.1%$-3,569 (vs do-nothing $-2,976)
$1707d17 Jul 2026$3.353/3$4,307$4,16273%79%+$1,616-$4,12469.4%$-4,124 (vs do-nothing $-3,531)
$172.5014d24 Jul 2026$4.853/3$3,118$2,97372%79%+$1,012-$2,92449.2%$-2,924 (vs do-nothing $-2,331)
$172.5021d31 Jul 2026$7.003/3$3,000$2,85569%76%+$673-$2,27938.4%$-2,279 (vs do-nothing $-1,686)
$17014d24 Jul 2026$5.303/3$3,407$3,26268%76%+$872-$3,53959.6%$-3,539 (vs do-nothing $-2,946)
$167.507d17 Jul 2026$3.902/3$3,343$3,75968%76%+$1,001-$3,13952.8%$-3,337 (vs do-nothing $-2,744)
$17021d31 Jul 2026$8.103/3$3,471$3,32666%75%+$816-$2,69945.4%$-2,699 (vs do-nothing $-2,106)
$167.5014d24 Jul 2026$6.153/3$3,954$3,80865%74%+$919-$4,03467.9%$-4,034 (vs do-nothing $-3,441)
$1657d17 Jul 2026$4.902/3$4,200$4,61663%73%+$1,181-$3,43957.9%$-3,637 (vs do-nothing $-3,044)
$167.5021d31 Jul 2026$8.753/3$3,750$3,60563%73%+$727-$3,25454.8%$-3,254 (vs do-nothing $-2,661)
$16514d24 Jul 2026$7.252/3$3,107$3,52360%72%+$699-$2,96950.0%$-3,167 (vs do-nothing $-2,574)
$16521d31 Jul 2026$10.003/3$4,286$4,14059%72%+$855-$3,62961.1%$-3,629 (vs do-nothing $-3,036)
$162.507d17 Jul 2026$5.902/3$5,057$5,47357%71%+$1,216-$3,73963.0%$-3,937 (vs do-nothing $-3,344)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.5021d31 Jul 2026$10.752/3$3,071$3,48856%70%+$485-$2,76946.6%$-2,967 (vs do-nothing $-2,374)
$162.5014d24 Jul 2026$8.152/3$3,493$3,90956%70%+$645-$3,28955.4%$-3,487 (vs do-nothing $-2,894)
$16021d31 Jul 2026$12.252/3$3,500$3,91653%69%+$584-$2,96950.0%$-3,167 (vs do-nothing $-2,574)
$16014d24 Jul 2026$9.602/3$4,114$4,53052%68%+$768-$3,49958.9%$-3,697 (vs do-nothing $-3,104)
$1607d17 Jul 2026$7.051/3$3,021$3,99950%68%+$610-$2,00533.7%$-2,400 (vs do-nothing $-1,807)
$157.5021d31 Jul 2026$13.102/3$3,743$4,15949%67%+$467-$3,29955.5%$-3,497 (vs do-nothing $-2,904)
$157.5014d24 Jul 2026$10.902/3$4,671$5,08847%66%+$767-$3,73963.0%$-3,937 (vs do-nothing $-3,344)
$157.507d17 Jul 2026$8.351/3$3,579$4,55644%65%+$593-$2,12535.8%$-2,520 (vs do-nothing $-1,927)

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 02:23