FORTRESS FIGHT: COIN-LC145 @ $160.30

BE SS: $182.40  |  CC-SS: $189.59  |  3 contracts (300 sh)  |  2026-07-10 10:23 |  ⌂ PORTFOLIO

COIN-LC145 @ $160.30   UNDERWATER $22.10 (12.1% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $189.59  |  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$5,111/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,663fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,555/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,111/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $5,940
ML VELOCITY
8.5 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $189.59 (probe: $190C 14d) brings only $816/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 24 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 54 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.15 (+12%) · daily UBB $174.33 · 1-wk expected move ±$15 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $172.50 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,555/mo); it brings $2,610/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 42% (+21pp 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 (99% survival, $197/mo).
Downside anchor: the primary mortgages $4,519 (76% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.9 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 × $172.50, 79% survival, $2,610/mo (E[net] $688/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 7d3 × $172.5079%$2,610$688

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $688/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 79% survival, breach 21%, $2,610/mo.
Stay at the pick. Stepping safer (the $175 rung (33% normal) lifts survival to 82% (breach 21% → 18%) for $527/mo less (20% income)) buys little extra safety; the income is doing real work covering the bleed.
COIN  spot $160.30 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20017 Jul7d24.8%99%2%$46$197-$2,413$0
Sell 2 × $200 24.8% OTM over spot $160.30 17 Jul 2026 (7d, $0.23 mid)
= $46 credit for the 7d cycle → $197/mo projected
Survival (stays ≤ $200)
99%
Breach risk
1%
POP (stays ≤ $200.24)
99%
EV / mo
+$185
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.6] median  ·  72% of paths whole by 9 mo (vs 77% without)  ·  ~0.2 challenges expected  ·  median CC cash $948
🛡 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)
-$1,174
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$225 @ 79% 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: $8.62/sh now → $6.10 mid-life → ≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$5.87/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+$4.21/sh+$843
cycle +$889
67%
surv 53%
+$3,092 SAFE
cap gain +$12,755
Up-and-out for even (raise the cap, free)~$21024 Jul 202610d left+$0.43/sh+$86
cycle +$132
74%
surv 66%
+$4,642 SAFE
cap gain +$14,305
Max even-money escape in the band~$22231 Jul 202618d left+$0.19/sh+$37
cycle +$83
78%
surv 74%
+$7,566 SAFE
cap gain +$17,229
Safety roll (pay small debit, max POP)~$22531 Jul 202618d left-$0.23/sh-$46
cycle +$0
79%
surv 75%
+$8,077 SAFE
cap gain +$17,740
budget: banked $46 debit $46 (100% used ≈ 1.0 wk of income) → whole cycle still +$0 cash · rolled 2 ct earn ≈ $1,957/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$197/mo
vs 50% target ($2,555/mo)-92%
vs normal income ($5,111/mo)4% covered
Net income (after hedge)$493/mo
Downside budget
✓ $200 is at/above CC-SS $189.59: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,443
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 ≥ $200.24 (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 $174.33 (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
$198-200.24
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $200.24
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$200.00 (2.6σ)$46$2,250+$11,913+$3,134
+2.5%$205.00 (2.9σ)$-954$2,439+$12,102+$3,134
+5%$210.00 (3.2σ)$-1,954$2,628+$12,291+$3,134
V-BOUNCE STRESS (stock → CC-SS $189.59, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,896
− CC assignment net of premium (2 × $200): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$503
Total Position P&L @ SS: $-271 (+$9,392 vs today)
Do-nothing baseline at SS: $-1,278 (this trade vs do-nothing: +$1,007, the opportunity cost of earning $197/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 $-3,089 (+$6,574 vs today)
🛡 safe yield3 × $182.5017 Jul7d13.8%91%19%$249$1,067-$1,543$1,879
Sell 3 × $182.50 13.8% OTM over spot $160.30 17 Jul 2026 (7d, $1.03 mid)
= $249 credit for the 7d cycle → $1,067/mo projected
Survival (stays ≤ $182.50)
91%
Breach risk
9%
POP (stays ≤ $183.53)
91%
EV / mo
+$481
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.1] median  ·  69% of paths whole by 9 mo (vs 74% without)  ·  ~2.2 challenges expected  ·  median CC cash $1,330
🛡 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)
11%
Flat exit net (mid-life)
-$1,309
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$205 @ 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: $7.34/sh now → $5.19 mid-life (likely $4.17–$7.43)≈ $0 at expiry  |  you banked $0.83/sh, so a flat mid-life exit nets -$4.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 329 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (overshoots $3.75). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18224 Jul 202610d left+$3.59/sh+$1,076
cycle +$1,325
[+$1,114…+$1,456] · 100% credit
67%
surv 53%
-$838 NOT
cap gain +$8,825
Up-and-out for even (raise the cap, free)~$19024 Jul 202610d left+$0.69/sh+$208
cycle +$457
[+$62…+$488] · 83% credit
73%
surv 64%
+$725 SAFE
cap gain +$10,388
Max even-money escape in the band~$20231 Jul 202618d left+$0.38/sh+$113
cycle +$362
[-$144…+$411] · 64% credit
79%
surv 74%
+$4,853 SAFE
cap gain +$14,516
Safety roll (pay small debit, max POP)~$20531 Jul 202618d left-$0.50/sh-$151
cycle +$98
[-$467…+$133] · 36% credit
80%
surv 76%
+$5,434 SAFE
cap gain +$15,097
budget: banked $249 debit $151 (61% used ≈ 0.6 wk of income) → whole cycle still +$98 cash · rolled 3 ct earn ≈ $2,345/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 ($2,555/mo)-58%
vs normal income ($5,111/mo)21% covered
Net income (after hedge)$922/mo
Downside budget
⚠ $182.50 is $7 below CC-SS $189.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,879
… as % of IC ($5,940)31.6%
… as % of ML ($43,440)4.3%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-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 $174.33 (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 (1.4σ)$249$-1,915+$7,748-$369
+2.5%$187.06 (1.7σ)$-1,120$-1,742+$7,921-$369
+5%$191.62 (2.0σ)$-2,488$-1,570+$8,093-$369
V-BOUNCE STRESS (stock → CC-SS $189.59, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,896
− CC assignment net of premium (3 × $182.50): -$1,879
Total Position P&L @ SS: $-1,647 (+$8,016 vs today)
Do-nothing baseline at SS: $-1,278 (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 $-3,295 (+$6,368 vs today)
33% normal3 × $17517 Jul7d9.2%82%36%$486$2,083-$527$3,892
Sell 3 × $175 9.2% OTM over spot $160.30 17 Jul 2026 (7d, $1.68 mid)
= $486 credit for the 7d cycle → $2,083/mo projected
Survival (stays ≤ $175)
82%
Breach risk
18%
POP (stays ≤ $176.68)
85%
EV / mo
+$687
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.7] median  ·  75% of paths whole by 9 mo (vs 76% without)  ·  ~4.2 challenges expected  ·  median CC cash $2,606
🛡 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)
25%
Flat exit net (mid-life)
-$962
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 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: $6.82/sh now → $4.83 mid-life (likely $4.66–$7.63)≈ $0 at expiry  |  you banked $1.62/sh, so a flat mid-life exit nets -$3.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 759 simulated challenges: the $175 strike is typically first touched on day 4 of 7, at $179 (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)~$17524 Jul 202610d left+$3.34/sh+$1,001
cycle +$1,487
[+$913…+$1,174] · 100% credit
67%
surv 52%
-$3,211 NOT
cap gain +$6,452
Reliable up-and-out (highest cap still free ≥60%)~$19031 Jul 202618d left+$1.08/sh+$325
cycle +$811
[+$20…+$458] · 77% credit
76%
surv 71%
+$1,079 SAFE
cap gain +$10,742
Up-and-out for even (raise the cap, free)~$18224 Jul 202610d left+$0.47/sh+$142
cycle +$628
[-$81…+$258] · 60% credit
73%
surv 65%
-$1,637 NOT
cap gain +$8,026
Max even-money escape in the band~$19531 Jul 202618d left+$0.05/sh+$15
cycle +$501
[-$341…+$111] · 35% credit
80%
surv 75%
+$2,458 SAFE
cap gain +$12,121
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$1.45/sh-$436
cycle +$50
[-$910…-$373] · 7% credit
84%
surv 81%
+$4,541 SAFE
cap gain +$14,204
budget: banked $486 debit $436 (90% used ≈ 0.9 wk of income) → whole cycle still +$50 cash · rolled 3 ct earn ≈ $1,687/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 ($2,555/mo)-18%
vs normal income ($5,111/mo)41% covered
Net income (after hedge)$1,938/mo
Downside budget
⚠ $175 is $15 below CC-SS $189.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,892
… as % of IC ($5,940)65.5%
… as % of ML ($43,440)9.0%
Recovery months (at normal income)0.8 mo
Surgical close (3 ct)$-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 < $0.41/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 $174.33 (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 (≤1σ, normal week)$486$-4,211+$5,452-$132
+2.5%$179.37 (1.2σ)$-826$-4,046+$5,617-$1,444
+5%$183.75 (1.5σ)$-2,139$-3,881+$5,782-$2,382
V-BOUNCE STRESS (stock → CC-SS $189.59, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,896
− CC assignment net of premium (3 × $175): -$3,892
Total Position P&L @ SS: $-3,660 (+$6,003 vs today)
Do-nothing baseline at SS: $-1,278 (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 $-4,054 (+$5,609 vs today)
🎯 50% normal3 × $172.5017 Jul7d7.6%79%32%$609$2,610$4,519
Sell 3 × $172.50 7.6% OTM over spot $160.30 17 Jul 2026 (7d, $2.09 mid)
= $609 credit for the 7d cycle → $2,610/mo projected
Survival (stays ≤ $172.50)
79%
Breach risk
21%
POP (stays ≤ $174.59)
82%
EV / mo
+$749
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.4] median  ·  78% of paths whole by 9 mo (vs 77% without)  ·  ~4.9 challenges expected  ·  median CC cash $2,345
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$803
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 85% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.65/sh now → $4.71 mid-life (likely $4.81–$7.74)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$2.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 953 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+$3.25/sh+$976
cycle +$1,585
[+$863…+$1,143] · 100% credit
67%
surv 52%
-$3,957 NOT
cap gain +$5,706
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202618d left+$0.97/sh+$290
cycle +$899
[-$66…+$362] · 69% credit
76%
surv 71%
+$323 SAFE
cap gain +$9,986
Up-and-out for even (raise the cap, free)~$18024 Jul 202610d left+$0.40/sh+$121
cycle +$730
[-$138…+$190] · 49% credit
74%
surv 66%
-$2,380 NOT
cap gain +$7,283
Max even-money escape in the band~$19031 Jul 202618d left+$0.30/sh+$90
cycle +$699
[-$305…+$145] · 37% credit
78%
surv 73%
+$967 SAFE
cap gain +$10,630
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$1.92/sh-$575
cycle +$34
[-$1,136…-$570] · 2% credit
85%
surv 84%
+$4,525 SAFE
cap gain +$14,188
budget: banked $609 debit $575 (94% used ≈ 1.0 wk of income) → whole cycle still +$34 cash · rolled 3 ct earn ≈ $1,395/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$2,610/mo
vs 50% target ($2,555/mo)+2%
vs normal income ($5,111/mo)51% covered
Net income (after hedge)$2,465/mo
Downside budget
⚠ $172.50 is $17 below CC-SS $189.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,519
… as % of IC ($5,940)76.1%
… as % of ML ($43,440)10.4%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-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 < $0.51/sh (~25% of the $2.03 collected) or spot ≥ $174.59 (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 $174.33 (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
$171-174.59
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
≥ $174.59
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$172.50 (≤1σ, normal week)$609$-4,933+$4,730-$9
+2.5%$176.81 (1.1σ)$-685$-4,770+$4,893-$1,303
+5%$181.12 (1.4σ)$-1,978$-4,607+$5,056-$2,596
SS (= V-bounce)$182.40 (1.4σ)$-2,361$-4,559+$5,104-$2,979
V-BOUNCE STRESS (stock → CC-SS $189.59, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,896
− CC assignment net of premium (3 × $172.50): -$4,519
Total Position P&L @ SS: $-4,287 (+$5,376 vs today)
Do-nothing baseline at SS: $-1,278 (this trade vs do-nothing: $-3,009, the opportunity cost of earning $2,610/mo FIGHT income now)
BB-reversion stress (→ $179.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,386, position total $-4,681 (+$4,982 vs today)
100% normal3 × $162.5017 Jul7d1.4%58%88%$1,410$6,043+$3,433$6,718
Sell 3 × $162.50 1.4% OTM over spot $160.30 17 Jul 2026 (7d, $4.90 mid)
= $1,410 credit for the 7d cycle → $6,043/mo projected
Survival (stays ≤ $162.50)
58%
Breach risk
42%
POP (stays ≤ $167.40)
69%
EV / mo
+$632
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.5] median, 0.2 mo faster than no FIGHT (1.2 mo)  ·  78% of paths whole by 9 mo (vs 74% without)  ·  ~15.0 challenges expected  ·  median CC cash $3,848
🛡 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)
68%
Flat exit net (mid-life)
+$137
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 92% POP
91% 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: $6.00/sh now → $4.24 mid-life (likely $5.78–$8.50)≈ $0 at expiry  |  you banked $4.70/sh, so a flat mid-life exit nets +$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,053 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $166 (overshoots $3.92). 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+$2.93/sh+$880
cycle +$2,290
[+$714…+$812] · 100% credit
67%
surv 52%
-$6,630 NOT
cap gain +$3,033
Reliable up-and-out (highest cap still free ≥60%)~$17231 Jul 202618d left+$1.90/sh+$569
cycle +$1,979
[+$150…+$387] · 89% credit
74%
surv 67%
-$3,665 NOT
cap gain +$5,998
Max even-money escape in the band~$17731 Jul 202618d left+$0.53/sh+$160
cycle +$1,570
[-$369…-$59] · 18% credit
77%
surv 72%
-$2,384 NOT
cap gain +$7,279
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)~$17024 Jul 202610d left+$0.14/sh+$41
cycle +$1,451
[-$338…-$124] · 11% credit
74%
surv 67%
-$5,037 NOT
cap gain +$4,626
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$2.81/sh-$844
cycle +$566
[-$1,754…-$1,176]
92%
surv 91%
+$5,057 SAFE
cap gain +$14,720
budget: banked $1,410 debit $844 (60% used ≈ 0.6 wk of income) → whole cycle still +$566 cash · rolled 3 ct earn ≈ $715/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 ($2,555/mo)+136%
vs normal income ($5,111/mo)118% covered
Net income (after hedge)$5,898/mo
Downside budget
⚠ $162.50 is $27 below CC-SS $189.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,718
… as % of IC ($5,940)113.1%
… as % of ML ($43,440)15.5%
Recovery months (at normal income)1.3 mo
Surgical close (3 ct)$-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 $174.33 (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)$1,410$-7,510+$2,153+$792
+2.5%$166.56 (≤1σ, normal week)$191$-7,356+$2,307-$427
+5%$170.62 (≤1σ, normal week)$-1,028$-7,203+$2,460-$1,646
SS (= V-bounce)$182.40 (1.4σ)$-4,560$-6,758+$2,905-$5,178
V-BOUNCE STRESS (stock → CC-SS $189.59, where you are whole again, by expiry)
Starting unrealized P&L: $-9,663
+ Fortress recovery (un-capped): +$9,896
− CC assignment net of premium (3 × $162.50): -$6,718
Total Position P&L @ SS: $-6,486 (+$3,177 vs today)
Do-nothing baseline at SS: $-1,278 (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 $-6,880 (+$2,783 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: +$9,896 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,278

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.033/3$2,610$2,46579%82%+$749-$4,51976.1%$-4,287 (vs do-nothing $-3,009)
$1707d17 Jul 2026$2.533/3$3,253$3,10874%79%+$787-$5,11986.2%$-4,887 (vs do-nothing $-3,609)
$167.507d17 Jul 2026$3.052/3$2,614$2,91069%76%+$453-$3,80964.1%$-4,080 (vs do-nothing $-2,802)
$17014d24 Jul 2026$4.503/3$2,893$2,74869%76%+$514-$4,52876.2%$-4,296 (vs do-nothing $-3,018)
$172.5021d31 Jul 2026$6.053/3$2,593$2,44869%76%+$353-$3,31355.8%$-3,081 (vs do-nothing $-1,803)
$17021d31 Jul 2026$6.803/3$2,914$2,76966%74%+$351-$3,83864.6%$-3,606 (vs do-nothing $-2,328)
$167.5014d24 Jul 2026$5.253/3$3,375$3,23065%74%+$508-$5,05385.1%$-4,821 (vs do-nothing $-3,543)
$1657d17 Jul 2026$3.902/3$3,343$3,63964%72%+$533-$4,13969.7%$-4,410 (vs do-nothing $-3,132)
$167.5021d31 Jul 2026$7.703/3$3,300$3,15563%72%+$375-$4,31872.7%$-4,086 (vs do-nothing $-2,808)
$16514d24 Jul 2026$6.152/3$2,636$2,93261%71%+$347-$3,68962.1%$-3,960 (vs do-nothing $-2,682)
$16521d31 Jul 2026$8.253/3$3,536$3,39060%71%+$208-$4,90382.5%$-4,671 (vs do-nothing $-3,393)
$162.507d17 Jul 2026$4.702/3$4,029$4,32558%69%+$421-$4,47975.4%$-4,750 (vs do-nothing $-3,472)
$162.5014d24 Jul 2026$6.952/3$2,979$3,27557%69%+$257-$4,02967.8%$-4,300 (vs do-nothing $-3,022)
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$9.552/3$2,729$3,02557%69%+$213-$3,50959.1%$-3,780 (vs do-nothing $-2,502)
$16021d31 Jul 2026$11.002/3$3,143$3,43953%68%+$300-$3,71962.6%$-3,990 (vs do-nothing $-2,712)
$16014d24 Jul 2026$8.252/3$3,536$3,83252%67%+$325-$4,26971.9%$-4,540 (vs do-nothing $-3,262)
$1607d17 Jul 2026$5.702/3$4,886$5,18251%66%+$318-$4,77980.5%$-5,050 (vs do-nothing $-3,772)
$157.5021d31 Jul 2026$11.402/3$3,257$3,55350%66%+$56-$4,13969.7%$-4,410 (vs do-nothing $-3,132)
$157.5014d24 Jul 2026$9.402/3$4,029$4,32548%65%+$269-$4,53976.4%$-4,810 (vs do-nothing $-3,532)
$157.507d17 Jul 2026$6.901/3$2,957$3,69545%63%+$107-$2,51942.4%$-3,294 (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 v6.1  |  2026-07-10 10:23