FORTRESS FIGHT: COIN-LC145 @ $158.92

BE SS: $182.40  |  CC-SS: $187.53  |  3 contracts (300 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

COIN-LC145 @ $158.92   UNDERWATER $23.48 (12.9% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $187.53  |  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$5,304/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,663fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,652/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,304/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
8.2 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $187.53 (probe: $187.5C 14d) brings only $894/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$0
Hole (after banked)
$9,663
was $9,663 · 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) $179.15 (+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 $170 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,652/mo); it brings $3,253/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 $6,043/mo, but breach risk rises to 39% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 3 × $195/7d (97% survival, $167/mo).
Downside anchor: the primary mortgages $4,499 (76% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,681 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 × $170, 77% survival, $3,253/mo (E[net] $967/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 × $17077%$3,253$967

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $967/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $170 (primary), 77% survival, breach 23%, $3,253/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $1,170/mo less (36% 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 $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $158.92 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $19517 Jul7d22.7%97%6%$39$167-$3,086$0
Sell 3 × $195 22.7% OTM over spot $158.92 17 Jul 2026 (7d, $0.32 mid)
= $39 credit for the 7d cycle → $167/mo projected
Survival (stays ≤ $195)
97%
Breach risk
3%
POP (stays ≤ $195.31)
97%
EV / mo
+$54
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.5] median  ·  70% of paths whole by 9 mo (vs 76% without)  ·  ~0.3 challenges expected  ·  median CC cash $-9
🛡 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)
-$1,946
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$216 @ 79% POP
73% 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: $9.36/sh now → $6.62 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$6.49/sh  |  roll rows are incremental, the banked premium stays yours
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)~$19524 Jul 202610d left+$4.21/sh+$1,262
cycle +$1,301
68%
surv 53%
+$3,825 SAFE
cap gain +$13,488
Up-and-out for even (raise the cap, free)~$20424 Jul 202610d left+$0.58/sh+$173
cycle +$212
74%
surv 65%
+$5,635 SAFE
cap gain +$15,298
Max even-money escape in the band~$21631 Jul 202618d left+$0.51/sh+$153
cycle +$192
79%
surv 73%
+$9,837 SAFE
cap gain +$19,500
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$167/mo
vs 50% target ($2,652/mo)-94%
vs normal income ($5,304/mo)3% covered
Net income (after hedge)$22/mo
Downside budget
✓ $195 is at/above CC-SS $187.53: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,719
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $195.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $195)); 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 $193.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$193-195.31
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
≥ $195.31
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$195.00 (2.4σ)$39$2,564+$12,227+$3,171
+2.5%$199.87 (2.7σ)$-1,423$2,748+$12,411+$3,171
+5%$204.75 (3.0σ)$-2,886$2,932+$12,595+$3,171
V-BOUNCE STRESS (stock → CC-SS $187.53, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,663
− CC assignment net of premium (3 × $195): -$0
Total Position P&L @ SS: $0 (+$9,663 vs today)
Do-nothing baseline at SS: $-890 (this trade vs do-nothing: +$890, the opportunity cost of earning $167/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,829 (+$6,834 vs today)
🛡 safe yield3 × $182.5017 Jul7d14.8%92%17%$249$1,067-$2,186$1,259
Sell 3 × $182.50 14.8% OTM over spot $158.92 17 Jul 2026 (7d, $1.03 mid)
= $249 credit for the 7d cycle → $1,067/mo projected
Survival (stays ≤ $182.50)
92%
Breach risk
8%
POP (stays ≤ $183.53)
93%
EV / mo
+$603
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.4] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  69% of paths whole by 9 mo (vs 73% without)  ·  ~1.5 challenges expected  ·  median CC cash $1,627
🛡 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)
9%
Flat exit net (mid-life)
-$1,518
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$204 @ 80% POP
75% 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: $8.33/sh now → $5.89 mid-life (likely $4.76–$7.99)≈ $0 at expiry  |  you banked $0.83/sh, so a flat mid-life exit nets -$5.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 271 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (overshoots $3.58). 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+$3.74/sh+$1,123
cycle +$1,372
[+$1,126…+$1,548] · 100% credit
68%
surv 53%
-$325 NOT
cap gain +$9,338
Reliable up-and-out (highest cap still free ≥60%)~$19931 Jul 202618d left+$0.97/sh+$292
cycle +$541
[+$82…+$632] · 82% credit
77%
surv 71%
+$4,275 SAFE
cap gain +$13,938
Up-and-out for even (raise the cap, free)~$19124 Jul 202610d left+$0.18/sh+$53
cycle +$302
[-$110…+$344] · 60% credit
75%
surv 66%
+$1,502 SAFE
cap gain +$11,165
Max even-money escape in the band~$20131 Jul 202618d left+$0.25/sh+$75
cycle +$324
[-$150…+$399] · 57% credit
78%
surv 73%
+$4,903 SAFE
cap gain +$14,566
Safety roll (pay small debit, max POP)~$20431 Jul 202618d left-$0.10/sh-$31
cycle +$218
[-$276…+$280] · 48% credit
80%
surv 75%
+$5,641 SAFE
cap gain +$15,304
budget: banked $249 debit $31 (13% used ≈ 0.1 wk of income) → whole cycle still +$218 cash · rolled 3 ct earn ≈ $2,893/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$1,067/mo
vs 50% target ($2,652/mo)-60%
vs normal income ($5,304/mo)20% covered
Net income (after hedge)$922/mo
Downside budget
⚠ $182.50 is $5 below CC-SS $187.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,259
… as % of IC ($5,940)21.2%
… as % of ML ($43,440)2.9%
Recovery months (at normal income)0.2 mo
Surgical close (3 ct)$-9,723
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.83 collected) or spot ≥ $183.53 (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 $174.26 (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
$181-183.53
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
≥ $183.53
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 (1.6σ)$249$-1,449+$8,214-$369
+2.5%$187.06 (1.9σ)$-1,120$-1,276+$8,387-$369
+5%$191.62 (2.2σ)$-2,488$-1,104+$8,559-$369
V-BOUNCE STRESS (stock → CC-SS $187.53, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,663
− CC assignment net of premium (3 × $182.50): -$1,259
Total Position P&L @ SS: $-1,259 (+$8,404 vs today)
Do-nothing baseline at SS: $-890 (this trade vs do-nothing: $-369, the opportunity cost of earning $1,067/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,829 (+$6,834 vs today)
33% normal ← lean3 × $17517 Jul7d10.1%85%32%$486$2,083-$1,170$3,272
Sell 3 × $175 10.1% OTM over spot $158.92 17 Jul 2026 (7d, $1.68 mid)
= $486 credit for the 7d cycle → $2,083/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $176.68)
87%
EV / mo
+$947
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.8] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  76% of paths whole by 9 mo (vs 76% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,728
🛡 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)
-$1,156
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$199 @ 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: $7.74/sh now → $5.47 mid-life (likely $5.08–$8.36)≈ $0 at expiry  |  you banked $1.62/sh, so a flat mid-life exit nets -$3.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 649 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+$3.48/sh+$1,044
cycle +$1,530
[+$956…+$1,246] · 100% credit
68%
surv 52%
-$2,701 NOT
cap gain +$6,962
Up-and-out for even (raise the cap, free)~$18124 Jul 202610d left+$0.87/sh+$260
cycle +$746
[+$52…+$434] · 81% credit
73%
surv 63%
-$1,432 NOT
cap gain +$8,231
Reliable up-and-out (highest cap still free ≥60%)~$18931 Jul 202618d left+$1.29/sh+$387
cycle +$873
[+$74…+$578] · 81% credit
76%
surv 69%
+$1,229 SAFE
cap gain +$10,892
Max even-money escape in the band~$19131 Jul 202618d left+$0.61/sh+$183
cycle +$669
[-$161…+$361] · 57% credit
78%
surv 72%
+$1,870 SAFE
cap gain +$11,533
reaches SS ✓
Safety roll (pay small debit, max POP)~$19931 Jul 202618d left-$1.26/sh-$377
cycle +$109
[-$843…-$232] · 13% credit
82%
surv 79%
+$3,843 SAFE
cap gain +$13,506
budget: banked $486 debit $377 (78% used ≈ 0.8 wk of income) → whole cycle still +$109 cash · rolled 3 ct earn ≈ $2,107/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$2,083/mo
vs 50% target ($2,652/mo)-21%
vs normal income ($5,304/mo)39% covered
Net income (after hedge)$1,938/mo
Downside budget
⚠ $175 is $13 below CC-SS $187.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,272
… as % of IC ($5,940)55.1%
… as % of ML ($43,440)7.5%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,681
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 $1.62 collected) or spot ≥ $176.68 (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
$173-176.68
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
≥ $176.68
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$175.00 (1.1σ)$486$-3,745+$5,918-$132
+2.5%$179.37 (1.3σ)$-826$-3,580+$6,083-$1,444
+5%$183.75 (1.6σ)$-2,139$-3,414+$6,249-$2,382
V-BOUNCE STRESS (stock → CC-SS $187.53, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,663
− CC assignment net of premium (3 × $175): -$3,272
Total Position P&L @ SS: $-3,272 (+$6,391 vs today)
Do-nothing baseline at SS: $-890 (this trade vs do-nothing: $-2,382, the opportunity cost of earning $2,083/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$759, position total $-3,588 (+$6,075 vs today)
🎯 50% normal3 × $17017 Jul7d7.0%77%34%$759$3,253$4,499
Sell 3 × $170 7.0% OTM over spot $158.92 17 Jul 2026 (7d, $2.59 mid)
= $759 credit for the 7d cycle → $3,253/mo projected
Survival (stays ≤ $170)
77%
Breach risk
23%
POP (stays ≤ $172.59)
81%
EV / mo
+$1,205
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.6] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  77% of paths whole by 9 mo (vs 75% without)  ·  ~5.6 challenges expected  ·  median CC cash $3,171
🛡 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)
-$802
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 87% POP
85% 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: $7.36/sh now → $5.20 mid-life (likely $5.67–$8.77)≈ $0 at expiry  |  you banked $2.53/sh, so a flat mid-life exit nets -$2.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,025 simulated challenges: the $170 strike is typically first touched on day 4 of 7, at $174 (overshoots $3.68). 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)~$17024 Jul 202610d left+$3.31/sh+$993
cycle +$1,752
[+$834…+$1,116] · 100% credit
68%
surv 52%
-$4,168 NOT
cap gain +$5,495
Reliable up-and-out (highest cap still free ≥60%)~$18431 Jul 202618d left+$1.04/sh+$313
cycle +$1,072
[-$110…+$315] · 65% credit
76%
surv 70%
-$261 NOT
cap gain +$9,402
Up-and-out for even (raise the cap, free)~$17624 Jul 202610d left+$0.71/sh+$212
cycle +$971
[-$75…+$230] · 64% credit
73%
surv 64%
-$2,895 NOT
cap gain +$6,768
Max even-money escape in the band~$18631 Jul 202618d left+$0.38/sh+$115
cycle +$874
[-$349…+$99] · 35% credit
78%
surv 73%
+$385 SAFE
cap gain +$10,048
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$2.48/sh-$744
cycle +$15
[-$1,432…-$835]
87%
surv 85%
+$4,594 SAFE
cap gain +$14,257
budget: banked $759 debit $744 (98% used ≈ 1.0 wk of income) → whole cycle still +$15 cash · rolled 3 ct earn ≈ $1,362/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$3,253/mo
vs 50% target ($2,652/mo)+23%
vs normal income ($5,304/mo)61% covered
Net income (after hedge)$3,108/mo
Downside budget
⚠ $170 is $18 below CC-SS $187.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,499
… as % of IC ($5,940)75.7%
… as % of ML ($43,440)10.4%
Recovery months (at normal income)0.8 mo
Surgical close (3 ct)$-9,681
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.63/sh (~25% of the $2.53 collected) or spot ≥ $172.59 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); 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 $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-172.59
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
≥ $172.59
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$170.00 (≤1σ, normal week)$759$-5,161+$4,502+$141
+2.5%$174.25 (1.0σ)$-516$-5,001+$4,662-$1,134
+5%$178.50 (1.3σ)$-1,791$-4,840+$4,823-$2,409
SS (= V-bounce)$182.40 (1.5σ)$-2,961$-4,692+$4,971-$3,579
V-BOUNCE STRESS (stock → CC-SS $187.53, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,663
− CC assignment net of premium (3 × $170): -$4,499
Total Position P&L @ SS: $-4,499 (+$5,164 vs today)
Do-nothing baseline at SS: $-890 (this trade vs do-nothing: $-3,609, the opportunity cost of earning $3,253/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,986, position total $-4,815 (+$4,848 vs today)
100% normal3 × $162.5017 Jul7d2.3%61%81%$1,410$6,043+$2,790$6,098
Sell 3 × $162.50 2.3% OTM over spot $158.92 17 Jul 2026 (7d, $4.90 mid)
= $1,410 credit for the 7d cycle → $6,043/mo projected
Survival (stays ≤ $162.50)
61%
Breach risk
39%
POP (stays ≤ $167.40)
72%
EV / mo
+$1,392
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.4] median, 0.2 mo faster than no FIGHT (1.2 mo)  ·  79% of paths whole by 9 mo (vs 75% without)  ·  ~12.2 challenges expected  ·  median CC cash $4,073
🛡 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)
-$33
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$199 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.80/sh now → $4.81 mid-life (likely $6.37–$9.25)≈ $0 at expiry  |  you banked $4.70/sh, so a flat mid-life exit nets -$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,871 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $166 (overshoots $3.70). 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+$3.06/sh+$919
cycle +$2,329
[+$706…+$857] · 100% credit
68%
surv 52%
-$6,125 NOT
cap gain +$3,538
Reliable up-and-out (highest cap still free ≥60%)~$17431 Jul 202618d left+$1.43/sh+$429
cycle +$1,839
[-$78…+$239] · 66% credit
75%
surv 68%
-$2,872 NOT
cap gain +$6,791
Up-and-out for even (raise the cap, free)~$16924 Jul 202610d left+$0.48/sh+$145
cycle +$1,555
[-$233…-$1] · 25% credit
74%
surv 65%
-$4,845 NOT
cap gain +$4,818
Max even-money escape in the band~$17931 Jul 202618d left+$0.06/sh+$18
cycle +$1,428
[-$591…-$210] · 11% credit
79%
surv 74%
-$1,594 NOT
cap gain +$8,069
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19931 Jul 202618d left-$3.12/sh-$937
cycle +$473
[-$1,892…-$1,280]
90%
surv 89%
+$4,207 SAFE
cap gain +$13,870
budget: banked $1,410 debit $937 (66% used ≈ 0.7 wk of income) → whole cycle still +$473 cash · rolled 3 ct earn ≈ $844/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$6,043/mo
vs 50% target ($2,652/mo)+128%
vs normal income ($5,304/mo)114% covered
Net income (after hedge)$5,898/mo
Downside budget
⚠ $162.50 is $25 below CC-SS $187.53: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,098
… as % of IC ($5,940)102.7%
… as % of ML ($43,440)14.0%
Recovery months (at normal income)1.1 mo
Surgical close (3 ct)$-9,723
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.18/sh (~25% of the $4.70 collected) or spot ≥ $167.40 (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
$161-167.40
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
≥ $167.40
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)$1,410$-7,044+$2,619+$792
+2.5%$166.56 (≤1σ, normal week)$191$-6,890+$2,773-$427
+5%$170.62 (≤1σ, normal week)$-1,028$-6,737+$2,926-$1,646
SS (= V-bounce)$182.40 (1.5σ)$-4,560$-6,291+$3,372-$5,178
V-BOUNCE STRESS (stock → CC-SS $187.53, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,663
− CC assignment net of premium (3 × $162.50): -$6,098
Total Position P&L @ SS: $-6,098 (+$3,565 vs today)
Do-nothing baseline at SS: $-890 (this trade vs do-nothing: $-5,208, the opportunity cost of earning $6,043/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,585, position total $-6,414 (+$3,249 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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: +$9,663 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-890

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1707d17 Jul 2026$2.533/3$3,253$3,10877%81%+$1,205-$4,49975.7%$-4,499 (vs do-nothing $-3,609)
$167.507d17 Jul 2026$3.053/3$3,921$3,77672%78%+$1,199-$5,09385.7%$-5,093 (vs do-nothing $-4,203)
$17014d24 Jul 2026$4.503/3$2,893$2,74871%78%+$791-$3,90865.8%$-3,908 (vs do-nothing $-3,018)
$17021d31 Jul 2026$6.803/3$2,914$2,76968%76%+$570-$3,21854.2%$-3,218 (vs do-nothing $-2,328)
$167.5014d24 Jul 2026$5.253/3$3,375$3,23068%76%+$826-$4,43374.6%$-4,433 (vs do-nothing $-3,543)
$1657d17 Jul 2026$3.902/3$3,343$3,63967%75%+$956-$3,72562.7%$-4,022 (vs do-nothing $-3,132)
$167.5021d31 Jul 2026$7.703/3$3,300$3,15565%74%+$615-$3,69862.3%$-3,698 (vs do-nothing $-2,808)
$16514d24 Jul 2026$6.153/3$3,954$3,80864%74%+$882-$4,91382.7%$-4,913 (vs do-nothing $-4,023)
$16521d31 Jul 2026$8.253/3$3,536$3,39062%72%+$471-$4,28372.1%$-4,283 (vs do-nothing $-3,393)
$162.507d17 Jul 2026$4.702/3$4,029$4,32561%72%+$928-$4,06568.4%$-4,362 (vs do-nothing $-3,472)
$162.5014d24 Jul 2026$6.952/3$2,979$3,27559%71%+$529-$3,61560.9%$-3,912 (vs do-nothing $-3,022)
$162.5021d31 Jul 2026$9.552/3$2,729$3,02558%71%+$403-$3,09552.1%$-3,392 (vs do-nothing $-2,502)
$16021d31 Jul 2026$11.002/3$3,143$3,43955%69%+$506-$3,30555.6%$-3,602 (vs do-nothing $-2,712)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1607d17 Jul 2026$5.702/3$4,886$5,18255%69%+$914-$4,36573.5%$-4,662 (vs do-nothing $-3,772)
$16014d24 Jul 2026$8.252/3$3,536$3,83255%69%+$629-$3,85564.9%$-4,152 (vs do-nothing $-3,262)
$157.5021d31 Jul 2026$11.402/3$3,257$3,55352%68%+$279-$3,72562.7%$-4,022 (vs do-nothing $-3,132)
$157.5014d24 Jul 2026$9.402/3$4,029$4,32550%67%+$606-$4,12569.4%$-4,422 (vs do-nothing $-3,532)
$157.507d17 Jul 2026$6.901/3$2,957$3,69548%66%+$451-$2,31338.9%$-2,906 (vs do-nothing $-2,016)

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 09:43