FORTRESS FIGHT: COIN-LC145 @ $158.79

BE SS: $182.40  |  CC-SS: $186.09  |  3 contracts (300 sh)  |  2026-07-10 03:38 |  ⌂ PORTFOLIO

COIN-LC145 @ $158.79   UNDERWATER $23.61 (12.9% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.09  |  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$5,496/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,220fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,748/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,496/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
7.9 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $186.09 (probe: $185C 14d) still earns $1,209/mo (22% 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)
$9,220
was $9,220 · 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 22 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 45 · %B 49 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.16 (+13%) · daily UBB $174.26 · 1-wk expected move ±$15 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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 82%, breach 18%) that still earns 50% of normal income ($2,748/mo); it brings $2,816/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 $6,429/mo, but breach risk rises to 39% (+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, $231/mo).
Downside anchor: the primary mortgages $3,420 (58% 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 $-9,238 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, 82% survival, $2,816/mo (E[net] $712/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 × $172.5082%$2,816$712

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $712/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 82% survival, breach 18%, $2,816/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $175 rung (33% normal) lifts survival to 85% (breach 18% → 15%) for $566/mo less (20% income) buys safety you do not really need here.
COIN  spot $158.79 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $197.5017 Jul7d24.4%98%5%$54$231-$2,584$0
Sell 2 × $197.50 24.4% OTM over spot $158.79 17 Jul 2026 (7d, $0.31 mid)
= $54 credit for the 7d cycle → $231/mo projected
Survival (stays ≤ $197.50)
98%
Breach risk
2%
POP (stays ≤ $197.81)
98%
EV / mo
+$174
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.5] median, 0.1 mo SLOWER than no FIGHT (1.1 mo): roll costs eat the credits at this rung  ·  76% of paths whole by 9 mo (vs 80% without)  ·  ~0.2 challenges expected  ·  median CC cash $803
🛡 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)
-$1,390
Free roll-up
+$9/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: $10.21/sh now → $7.22 mid-life → ≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$6.95/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)~$19824 Jul 202610d left+$4.27/sh+$854
cycle +$908
69%
surv 53%
+$3,484 SAFE
cap gain +$12,705
Up-and-out for even (raise the cap, free)~$20624 Jul 202610d left+$0.63/sh+$127
cycle +$181
75%
surv 65%
+$4,827 SAFE
cap gain +$14,047
Max even-money escape in the band~$21931 Jul 202618d left+$0.60/sh+$120
cycle +$174
79%
surv 73%
+$7,792 SAFE
cap gain +$17,013
Safety roll (pay small debit, max POP)~$22131 Jul 202618d left-$0.11/sh-$21
cycle +$33
80%
surv 75%
+$8,246 SAFE
cap gain +$17,466
budget: banked $54 debit $21 (39% used ≈ 0.4 wk of income) → whole cycle still +$33 cash · rolled 2 ct earn ≈ $2,372/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 ($2,748/mo)-92%
vs normal income ($5,496/mo)4% covered
Net income (after hedge)$562/mo
Downside budget
✓ $197.50 is at/above CC-SS $186.09: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,154
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 ≥ $197.81 (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 $174.26 (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
$196-197.81
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
≥ $197.81
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 (2.5σ)$54$2,630+$11,851+$2,610
+2.5%$202.44 (2.8σ)$-933$2,817+$12,037+$2,610
+5%$207.38 (3.2σ)$-1,921$3,003+$12,224+$2,610
V-BOUNCE STRESS (stock → CC-SS $186.09, where you are whole again, by expiry)
Starting unrealized P&L: $-9,220
+ Fortress recovery (un-capped): +$9,220
− CC assignment net of premium (2 × $197.50): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$137
Total Position P&L @ SS: $-137 (+$9,083 vs today)
Do-nothing baseline at SS: $-411 (this trade vs do-nothing: +$274, the opportunity cost of earning $231/mo FIGHT income now)
BB-reversion stress (→ $179.16 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,119 (+$7,101 vs today)
🛡 safe yield3 × $18017 Jul7d13.4%91%18%$345$1,479-$1,337$1,482
Sell 3 × $180 13.4% OTM over spot $158.79 17 Jul 2026 (7d, $1.19 mid)
= $345 credit for the 7d cycle → $1,479/mo projected
Survival (stays ≤ $180)
91%
Breach risk
9%
POP (stays ≤ $181.19)
92%
EV / mo
+$980
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.2] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  70% of paths whole by 9 mo (vs 73% without)  ·  ~2.1 challenges expected  ·  median CC cash $2,236
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,497
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$204 @ 81% 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: $8.68/sh now → $6.14 mid-life (likely $4.55–$9.26)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$4.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 401 simulated challenges: the $180 strike is typically first touched on day 5 of 7, at $184 (overshoots $3.83). 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+$3.63/sh+$1,089
cycle +$1,434
[+$1,023…+$1,554] · 100% credit
68%
surv 53%
-$624 NOT
cap gain +$8,597
Reliable up-and-out (highest cap still free ≥60%)~$19631 Jul 202618d left+$0.96/sh+$287
cycle +$632
[-$39…+$730] · 73% credit
77%
surv 71%
+$4,048 SAFE
cap gain +$13,269
Max even-money escape in the band~$19931 Jul 202618d left+$0.37/sh+$112
cycle +$457
[-$251…+$546] · 58% credit
79%
surv 74%
+$4,718 SAFE
cap gain +$13,938
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18924 Jul 202610d left+$0.05/sh+$15
cycle +$360
[-$255…+$384] · 50% credit
76%
surv 67%
+$1,243 SAFE
cap gain +$10,463
Safety roll (pay small debit, max POP)~$20431 Jul 202618d left-$0.91/sh-$273
cycle +$72
[-$736…+$141] · 30% credit
81%
surv 78%
+$6,023 SAFE
cap gain +$15,243
budget: banked $345 debit $273 (79% used ≈ 0.8 wk of income) → whole cycle still +$72 cash · rolled 3 ct earn ≈ $2,615/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$1,479/mo
vs 50% target ($2,748/mo)-46%
vs normal income ($5,496/mo)27% covered
Net income (after hedge)$1,333/mo
Downside budget
⚠ $180 is $6 below CC-SS $186.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,482
… as % of IC ($5,940)25.0%
… as % of ML ($43,440)3.4%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,234
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 ≥ $181.19 (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 $174.26 (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
$178-181.19
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
≥ $181.19
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 (1.4σ)$345$-1,712+$7,508-$321
+2.5%$184.50 (1.7σ)$-1,005$-1,542+$7,678-$1,071
+5%$189.00 (2.0σ)$-2,355$-1,372+$7,848-$1,071
V-BOUNCE STRESS (stock → CC-SS $186.09, where you are whole again, by expiry)
Starting unrealized P&L: $-9,220
+ Fortress recovery (un-capped): +$9,220
− CC assignment net of premium (3 × $180): -$1,482
Total Position P&L @ SS: $-1,482 (+$7,738 vs today)
Do-nothing baseline at SS: $-411 (this trade vs do-nothing: $-1,071, the opportunity cost of earning $1,479/mo FIGHT income now)
BB-reversion stress (→ $179.16 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,341 (+$6,879 vs today)
33% normal3 × $17517 Jul7d10.2%85%30%$525$2,250-$566$2,802
Sell 3 × $175 10.2% OTM over spot $158.79 17 Jul 2026 (7d, $1.83 mid)
= $525 credit for the 7d cycle → $2,250/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $176.84)
88%
EV / mo
+$1,218
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.7] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  76% of paths whole by 9 mo (vs 77% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,896
🛡 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)
22%
Flat exit net (mid-life)
-$1,229
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 83% POP
80% 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: $8.26/sh now → $5.85 mid-life (likely $5.37–$8.90)≈ $0 at expiry  |  you banked $1.75/sh, so a flat mid-life exit nets -$4.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 664 simulated challenges: the $175 strike is typically first touched on day 4 of 7, at $178 (overshoots $3.46). 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)~$17524 Jul 202610d left+$3.46/sh+$1,037
cycle +$1,562
[+$921…+$1,278] · 100% credit
68%
surv 52%
-$2,185 NOT
cap gain +$7,036
Reliable up-and-out (highest cap still free ≥60%)~$18931 Jul 202618d left+$1.37/sh+$412
cycle +$937
[+$94…+$627] · 82% credit
76%
surv 69%
+$1,820 SAFE
cap gain +$11,040
Up-and-out for even (raise the cap, free)~$18124 Jul 202610d left+$0.81/sh+$242
cycle +$767
[+$11…+$431] · 78% credit
74%
surv 63%
-$883 NOT
cap gain +$8,337
Max even-money escape in the band~$19431 Jul 202618d left+$0.12/sh+$37
cycle +$562
[-$352…+$228] · 41% credit
79%
surv 74%
+$3,134 SAFE
cap gain +$12,355
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$1.53/sh-$460
cycle +$65
[-$957…-$299] · 11% credit
83%
surv 80%
+$5,170 SAFE
cap gain +$14,391
budget: banked $525 debit $460 (88% used ≈ 0.9 wk of income) → whole cycle still +$65 cash · rolled 3 ct earn ≈ $2,156/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$2,250/mo
vs 50% target ($2,748/mo)-18%
vs normal income ($5,496/mo)41% covered
Net income (after hedge)$2,105/mo
Downside budget
⚠ $175 is $11 below CC-SS $186.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,802
… as % of IC ($5,940)47.2%
… as % of ML ($43,440)6.5%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-9,246
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 $1.75 collected) or spot ≥ $176.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected. Momentum override: two daily closes above $174.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-176.84
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
≥ $176.84
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$175.00 (1.1σ)$525$-3,221+$5,999-$141
+2.5%$179.37 (1.3σ)$-787$-3,056+$6,164-$1,453
+5%$183.75 (1.6σ)$-2,100$-2,891+$6,330-$2,391
V-BOUNCE STRESS (stock → CC-SS $186.09, where you are whole again, by expiry)
Starting unrealized P&L: $-9,220
+ Fortress recovery (un-capped): +$9,220
− CC assignment net of premium (3 × $175): -$2,802
Total Position P&L @ SS: $-2,802 (+$6,418 vs today)
Do-nothing baseline at SS: $-411 (this trade vs do-nothing: $-2,391, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $179.16 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$723, position total $-3,064 (+$6,156 vs today)
🎯 50% normal3 × $172.5017 Jul7d8.6%82%29%$657$2,816$3,420
Sell 3 × $172.50 8.6% OTM over spot $158.79 17 Jul 2026 (7d, $2.25 mid)
= $657 credit for the 7d cycle → $2,816/mo projected
Survival (stays ≤ $172.50)
82%
Breach risk
18%
POP (stays ≤ $174.75)
85%
EV / mo
+$1,370
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.3] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  78% of paths whole by 9 mo (vs 77% without)  ·  ~3.9 challenges expected  ·  median CC cash $2,531
🛡 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)
29%
Flat exit net (mid-life)
-$1,053
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$199 @ 84% POP
81% 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: $8.06/sh now → $5.70 mid-life (likely $5.39–$9.19)≈ $0 at expiry  |  you banked $2.19/sh, so a flat mid-life exit nets -$3.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 861 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (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)~$17224 Jul 202610d left+$3.37/sh+$1,011
cycle +$1,668
[+$851…+$1,222] · 100% credit
68%
surv 52%
-$2,923 NOT
cap gain +$6,298
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202618d left+$1.24/sh+$372
cycle +$1,029
[-$24…+$537] · 73% credit
77%
surv 70%
+$1,068 SAFE
cap gain +$10,288
Up-and-out for even (raise the cap, free)~$17924 Jul 202610d left+$0.73/sh+$218
cycle +$875
[-$64…+$374] · 66% credit
74%
surv 64%
-$1,620 NOT
cap gain +$7,601
Max even-money escape in the band~$19131 Jul 202618d left+$0.01/sh+$2
cycle +$659
[-$466…+$144] · 33% credit
80%
surv 75%
+$2,386 SAFE
cap gain +$11,607
reaches SS ✓
Safety roll (pay small debit, max POP)~$19931 Jul 202618d left-$1.62/sh-$486
cycle +$171
[-$1,066…-$378] · 8% credit
84%
surv 81%
+$4,432 SAFE
cap gain +$13,653
budget: banked $657 debit $486 (74% used ≈ 0.7 wk of income) → whole cycle still +$171 cash · rolled 3 ct earn ≈ $2,041/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$2,816/mo
vs 50% target ($2,748/mo)+2%
vs normal income ($5,496/mo)51% covered
Net income (after hedge)$2,670/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,420
… as % of IC ($5,940)57.6%
… as % of ML ($43,440)7.9%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,238
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.19 collected) or spot ≥ $174.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $174.26 (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
$171-174.75
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
≥ $174.75
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$172.50 (≤1σ, normal week)$657$-3,934+$5,287-$9
+2.5%$176.81 (1.2σ)$-637$-3,771+$5,450-$1,303
+5%$181.12 (1.5σ)$-1,930$-3,608+$5,613-$2,596
SS (= V-bounce)$182.40 (1.5σ)$-2,313$-3,560+$5,661-$2,979
V-BOUNCE STRESS (stock → CC-SS $186.09, where you are whole again, by expiry)
Starting unrealized P&L: $-9,220
+ Fortress recovery (un-capped): +$9,220
− CC assignment net of premium (3 × $172.50): -$3,420
Total Position P&L @ SS: $-3,420 (+$5,800 vs today)
Do-nothing baseline at SS: $-411 (this trade vs do-nothing: $-3,009, the opportunity cost of earning $2,816/mo FIGHT income now)
BB-reversion stress (→ $179.16 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,341, position total $-3,682 (+$5,538 vs today)
100% normal3 × $162.5017 Jul7d2.3%61%80%$1,500$6,429+$3,613$5,577
Sell 3 × $162.50 2.3% OTM over spot $158.79 17 Jul 2026 (7d, $5.12 mid)
= $1,500 credit for the 7d cycle → $6,429/mo projected
Survival (stays ≤ $162.50)
61%
Breach risk
39%
POP (stays ≤ $167.62)
73%
EV / mo
+$1,749
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.3] median, 0.2 mo faster than no FIGHT (1.1 mo)  ·  80% of paths whole by 9 mo (vs 76% without)  ·  ~11.4 challenges expected  ·  median CC cash $4,071
🛡 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)
62%
Flat exit net (mid-life)
-$43
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$189 @ 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: $7.27/sh now → $5.14 mid-life (likely $6.80–$9.86)≈ $0 at expiry  |  you banked $5.00/sh, so a flat mid-life exit nets -$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,865 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $166 (overshoots $3.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16224 Jul 202610d left+$3.04/sh+$912
cycle +$2,412
[+$661…+$836] · 100% credit
68%
surv 52%
-$5,557 NOT
cap gain +$3,664
Reliable up-and-out (highest cap still free ≥60%)~$17431 Jul 202618d left+$1.52/sh+$457
cycle +$1,957
[-$77…+$259] · 67% credit
76%
surv 68%
-$2,227 NOT
cap gain +$6,993
Up-and-out for even (raise the cap, free)~$16924 Jul 202610d left+$0.42/sh+$125
cycle +$1,625
[-$290…-$33] · 20% credit
74%
surv 65%
-$4,248 NOT
cap gain +$4,972
Max even-money escape in the band~$17931 Jul 202618d left+$0.10/sh+$31
cycle +$1,531
[-$609…-$207] · 12% credit
79%
surv 74%
-$964 NOT
cap gain +$8,256
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18924 Jul 202610d left-$3.82/sh-$1,146
cycle +$354
[-$2,104…-$1,482]
91%
surv 90%
+$1,237 SAFE
cap gain +$10,458
budget: banked $1,500 debit $1,146 (76% used ≈ 0.8 wk of income) → whole cycle still +$354 cash · rolled 3 ct earn ≈ $1,191/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$6,429/mo
vs 50% target ($2,748/mo)+134%
vs normal income ($5,496/mo)117% covered
Net income (after hedge)$6,283/mo
Downside budget
⚠ $162.50 is $24 below CC-SS $186.09: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,577
… as % of IC ($5,940)93.9%
… as % of ML ($43,440)12.8%
Recovery months (at normal income)1.0 mo
Surgical close (3 ct)$-9,258
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.25/sh (~25% of the $5.00 collected) or spot ≥ $167.62 (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 $174.26 (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
$161-167.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $167.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (≤1σ, normal week)$1,500$-6,469+$2,752+$834
+2.5%$166.56 (≤1σ, normal week)$281$-6,315+$2,905-$385
+5%$170.62 (≤1σ, normal week)$-938$-6,162+$3,059-$1,604
SS (= V-bounce)$182.40 (1.5σ)$-4,470$-5,717+$3,504-$5,136
V-BOUNCE STRESS (stock → CC-SS $186.09, where you are whole again, by expiry)
Starting unrealized P&L: $-9,220
+ Fortress recovery (un-capped): +$9,220
− CC assignment net of premium (3 × $162.50): -$5,577
Total Position P&L @ SS: $-5,577 (+$3,643 vs today)
Do-nothing baseline at SS: $-411 (this trade vs do-nothing: $-5,166, the opportunity cost of earning $6,429/mo FIGHT income now)
BB-reversion stress (→ $179.16 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,498, position total $-5,839 (+$3,381 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: 1.126 (IBKR)  |  Recovery@SS: +$9,220 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-411

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.193/3$2,816$2,67082%85%+$1,370-$3,42057.6%$-3,420 (vs do-nothing $-3,009)
$1707d17 Jul 2026$2.713/3$3,484$3,33977%82%+$1,494-$4,01467.6%$-4,014 (vs do-nothing $-3,603)
$167.507d17 Jul 2026$3.302/3$2,829$3,15973%79%+$1,034-$3,05851.5%$-3,195 (vs do-nothing $-2,784)
$17014d24 Jul 2026$4.803/3$3,086$2,94071%78%+$962-$3,38757.0%$-3,387 (vs do-nothing $-2,976)
$172.5021d31 Jul 2026$6.453/3$2,764$2,61971%78%+$709-$2,14236.1%$-2,142 (vs do-nothing $-1,731)
$17021d31 Jul 2026$7.253/3$3,107$2,96268%76%+$753-$2,65244.7%$-2,652 (vs do-nothing $-2,241)
$167.5014d24 Jul 2026$5.553/3$3,568$3,42368%76%+$1,001-$3,91265.9%$-3,912 (vs do-nothing $-3,501)
$1657d17 Jul 2026$4.052/3$3,471$3,80267%76%+$1,063-$3,40857.4%$-3,545 (vs do-nothing $-3,134)
$167.5021d31 Jul 2026$8.053/3$3,450$3,30565%74%+$760-$3,16253.2%$-3,162 (vs do-nothing $-2,751)
$16514d24 Jul 2026$6.452/3$2,764$3,09564%74%+$708-$2,92849.3%$-3,065 (vs do-nothing $-2,654)
$16521d31 Jul 2026$8.953/3$3,836$3,69062%73%+$771-$3,64261.3%$-3,642 (vs do-nothing $-3,231)
$162.507d17 Jul 2026$5.002/3$4,286$4,61661%73%+$1,166-$3,71862.6%$-3,855 (vs do-nothing $-3,444)
$162.5014d24 Jul 2026$7.352/3$3,150$3,48059%71%+$696-$3,24854.7%$-3,385 (vs do-nothing $-2,974)
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$9.902/3$2,829$3,15959%71%+$507-$2,73846.1%$-2,875 (vs do-nothing $-2,464)
$16021d31 Jul 2026$11.002/3$3,143$3,47355%70%+$514-$3,01850.8%$-3,155 (vs do-nothing $-2,744)
$1607d17 Jul 2026$6.002/3$5,143$5,47355%70%+$1,160-$4,01867.6%$-4,155 (vs do-nothing $-3,744)
$16014d24 Jul 2026$8.552/3$3,664$3,99555%69%+$756-$3,50859.1%$-3,645 (vs do-nothing $-3,234)
$157.5021d31 Jul 2026$12.252/3$3,500$3,83052%68%+$534-$3,26855.0%$-3,405 (vs do-nothing $-2,994)
$157.5014d24 Jul 2026$9.652/3$4,136$4,46650%68%+$714-$3,78863.8%$-3,925 (vs do-nothing $-3,514)
$157.507d17 Jul 2026$7.151/3$3,064$3,87049%67%+$559-$2,14436.1%$-2,418 (vs do-nothing $-2,007)

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 03:38