FORTRESS FIGHT: COIN-LC145 @ $160.17

BE SS: $182.40  |  CC-SS: $189.46  |  3 contracts (300 sh)  |  2026-07-10 10:41 |  ⌂ PORTFOLIO

COIN-LC145 @ $160.17   UNDERWATER $22.23 (12.2% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $189.46  |  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$5,194/mo95% ann ROI on ML
Hedge rolling cost$145/mo
Unrealized P&L$-9,663fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,597/mo
HEDGE COVER
$145/mo
NORMAL INCOME
$5,194/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
8.4 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $189.46 (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 53 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.15 (+12%) · daily UBB $174.32 · 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 ($2,597/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 (98% survival, $197/mo).
Downside anchor: the primary mortgages $4,480 (75% 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] $696/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$696

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $696/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 83% (breach 21% → 17%) for $527/mo less (20% income)) buys little extra safety; the income is doing real work covering the bleed.
COIN  spot $160.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20017 Jul7d24.9%98%5%$46$197-$2,413$0
Sell 2 × $200 24.9% OTM over spot $160.17 17 Jul 2026 (7d, $0.23 mid)
= $46 credit for the 7d cycle → $197/mo projected
Survival (stays ≤ $200)
98%
Breach risk
2%
POP (stays ≤ $200.24)
98%
EV / mo
+$141
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.3] median  ·  74% of paths whole by 9 mo (vs 77% without)  ·  ~0.4 challenges expected  ·  median CC cash $898
🛡 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)
-$1,188
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$222 @ 78% POP
74% 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: $8.73/sh now → $6.17 mid-life → ≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$5.94/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+$4.24/sh+$849
cycle +$895
67%
surv 53%
+$3,142 SAFE
cap gain +$12,805
Up-and-out for even (raise the cap, free)~$21024 Jul 202610d left+$0.38/sh+$77
cycle +$123
74%
surv 66%
+$4,708 SAFE
cap gain +$14,371
Max even-money escape in the band~$22231 Jul 202618d left+$0.14/sh+$29
cycle +$75
78%
surv 74%
+$7,632 SAFE
cap gain +$17,295
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 ($2,597/mo)-92%
vs normal income ($5,194/mo)4% covered
Net income (after hedge)$493/mo
Downside budget
✓ $200 is at/above CC-SS $189.46: 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 $174.32 (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$2,294+$11,957+$3,134
+2.5%$205.00 (2.9σ)$-954$2,483+$12,146+$3,134
+5%$210.00 (3.3σ)$-1,954$2,672+$12,335+$3,134
V-BOUNCE STRESS (stock → CC-SS $189.46, 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): -$490
Total Position P&L @ SS: $-258 (+$9,405 vs today)
Do-nothing baseline at SS: $-1,239 (this trade vs do-nothing: +$981, 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 $-3,046 (+$6,617 vs today)
🛡 safe yield3 × $182.5017 Jul7d13.9%92%16%$249$1,067-$1,543$1,840
Sell 3 × $182.50 13.9% OTM over spot $160.17 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
+$656
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.6-2.2] median  ·  68% of paths whole by 9 mo (vs 73% without)  ·  ~1.9 challenges expected  ·  median CC cash $1,591
🛡 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)
-$1,327
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: $7.43/sh now → $5.25 mid-life (likely $4.13–$7.39)≈ $0 at expiry  |  you banked $0.83/sh, so a flat mid-life exit nets -$4.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 323 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (overshoots $3.64). 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+$3.61/sh+$1,084
cycle +$1,333
[+$1,112…+$1,471] · 100% credit
67%
surv 53%
-$787 NOT
cap gain +$8,876
Up-and-out for even (raise the cap, free)~$19024 Jul 202610d left+$0.65/sh+$194
cycle +$443
[+$51…+$488] · 83% credit
73%
surv 65%
+$799 SAFE
cap gain +$10,462
Max even-money escape in the band~$20231 Jul 202618d left+$0.34/sh+$101
cycle +$350
[-$146…+$419] · 64% credit
79%
surv 74%
+$4,928 SAFE
cap gain +$14,591
Safety roll (pay small debit, max POP)~$20531 Jul 202618d left-$0.55/sh-$164
cycle +$85
[-$474…+$143] · 36% credit
80%
surv 76%
+$5,508 SAFE
cap gain +$15,171
budget: banked $249 debit $164 (66% used ≈ 0.7 wk of income) → whole cycle still +$85 cash · rolled 3 ct earn ≈ $2,354/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 ($2,597/mo)-59%
vs normal income ($5,194/mo)21% covered
Net income (after hedge)$922/mo
Downside budget
⚠ $182.50 is $7 below CC-SS $189.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,840
… as % of IC ($5,940)31.0%
… as % of ML ($43,440)4.2%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-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 $174.32 (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 (1.5σ)$249$-1,871+$7,792-$369
+2.5%$187.06 (1.8σ)$-1,120$-1,698+$7,965-$369
+5%$191.62 (2.1σ)$-2,488$-1,526+$8,137-$369
V-BOUNCE STRESS (stock → CC-SS $189.46, 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): -$1,840
Total Position P&L @ SS: $-1,608 (+$8,055 vs today)
Do-nothing baseline at SS: $-1,239 (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 $-3,252 (+$6,411 vs today)
33% normal3 × $17517 Jul7d9.3%83%36%$486$2,083-$527$3,853
Sell 3 × $175 9.3% OTM over spot $160.17 17 Jul 2026 (7d, $1.68 mid)
= $486 credit for the 7d cycle → $2,083/mo projected
Survival (stays ≤ $175)
83%
Breach risk
17%
POP (stays ≤ $176.68)
85%
EV / mo
+$713
📈 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)
-$979
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: $6.90/sh now → $4.88 mid-life (likely $4.68–$7.64)≈ $0 at expiry  |  you banked $1.62/sh, so a flat mid-life exit nets -$3.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 749 simulated challenges: the $175 strike is typically first touched on day 4 of 7, at $179 (overshoots $3.54). 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+$3.36/sh+$1,008
cycle +$1,494
[+$920…+$1,183] · 100% credit
67%
surv 52%
-$3,160 NOT
cap gain +$6,503
Reliable up-and-out (highest cap still free ≥60%)~$19031 Jul 202618d left+$1.04/sh+$313
cycle +$799
[+$5…+$457] · 76% credit
76%
surv 71%
+$1,155 SAFE
cap gain +$10,818
Up-and-out for even (raise the cap, free)~$18224 Jul 202610d left+$0.43/sh+$129
cycle +$615
[-$94…+$252] · 57% credit
74%
surv 65%
-$1,563 NOT
cap gain +$8,100
Max even-money escape in the band~$19531 Jul 202618d left+$0.01/sh+$2
cycle +$488
[-$354…+$111] · 34% credit
80%
surv 75%
+$2,533 SAFE
cap gain +$12,196
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$1.50/sh-$449
cycle +$37
[-$918…-$378] · 7% credit
84%
surv 81%
+$4,616 SAFE
cap gain +$14,279
budget: banked $486 debit $449 (92% used ≈ 0.9 wk of income) → whole cycle still +$37 cash · rolled 3 ct earn ≈ $1,693/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 ($2,597/mo)-20%
vs normal income ($5,194/mo)40% covered
Net income (after hedge)$1,938/mo
Downside budget
⚠ $175 is $14 below CC-SS $189.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,853
… as % of IC ($5,940)64.9%
… as % of ML ($43,440)8.9%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-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 $174.32 (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)$486$-4,167+$5,496-$132
+2.5%$179.37 (1.3σ)$-826$-4,002+$5,661-$1,444
+5%$183.75 (1.5σ)$-2,139$-3,837+$5,826-$2,382
V-BOUNCE STRESS (stock → CC-SS $189.46, 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): -$3,853
Total Position P&L @ SS: $-3,621 (+$6,042 vs today)
Do-nothing baseline at SS: $-1,239 (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 $-4,011 (+$5,652 vs today)
🎯 50% normal3 × $172.5017 Jul7d7.7%79%31%$609$2,610$4,480
Sell 3 × $172.50 7.7% OTM over spot $160.17 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
+$783
📈 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 $2,305
🛡 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)
31%
Flat exit net (mid-life)
-$819
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: $6.73/sh now → $4.76 mid-life (likely $4.85–$7.94)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$2.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 938 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.79). 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+$3.28/sh+$983
cycle +$1,592
[+$868…+$1,152] · 100% credit
67%
surv 52%
-$3,906 NOT
cap gain +$5,757
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202618d left+$0.93/sh+$278
cycle +$887
[-$91…+$359] · 66% credit
77%
surv 71%
+$399 SAFE
cap gain +$10,062
Up-and-out for even (raise the cap, free)~$18024 Jul 202610d left+$0.36/sh+$108
cycle +$717
[-$161…+$183] · 46% credit
74%
surv 66%
-$2,305 NOT
cap gain +$7,358
Max even-money escape in the band~$19031 Jul 202618d left+$0.26/sh+$78
cycle +$687
[-$333…+$136] · 36% credit
78%
surv 74%
+$1,043 SAFE
cap gain +$10,706
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$1.96/sh-$588
cycle +$21
[-$1,173…-$574] · 2% credit
85%
surv 84%
+$4,599 SAFE
cap gain +$14,262
budget: banked $609 debit $588 (97% used ≈ 1.0 wk of income) → whole cycle still +$21 cash · rolled 3 ct earn ≈ $1,400/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 ($2,597/mo)+0%
vs normal income ($5,194/mo)50% covered
Net income (after hedge)$2,465/mo
Downside budget
⚠ $172.50 is $17 below CC-SS $189.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,480
… as % of IC ($5,940)75.4%
… as % of ML ($43,440)10.3%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-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 $174.32 (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)$609$-4,889+$4,774-$9
+2.5%$176.81 (1.1σ)$-685$-4,726+$4,937-$1,303
+5%$181.12 (1.4σ)$-1,978$-4,563+$5,100-$2,596
SS (= V-bounce)$182.40 (1.4σ)$-2,361$-4,515+$5,148-$2,979
V-BOUNCE STRESS (stock → CC-SS $189.46, 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): -$4,480
Total Position P&L @ SS: $-4,248 (+$5,415 vs today)
Do-nothing baseline at SS: $-1,239 (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 $-4,638 (+$5,025 vs today)
100% normal3 × $162.5017 Jul7d1.5%58%87%$1,410$6,043+$3,433$6,679
Sell 3 × $162.50 1.5% OTM over spot $160.17 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
+$706
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.4] median, 0.2 mo faster than no FIGHT (1.2 mo)  ·  78% of paths whole by 9 mo (vs 74% without)  ·  ~14.6 challenges expected  ·  median CC cash $3,858
🛡 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)
+$122
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 94% POP
93% 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: $6.07/sh now → $4.29 mid-life (likely $5.84–$8.55)≈ $0 at expiry  |  you banked $4.70/sh, so a flat mid-life exit nets +$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,036 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $166 (overshoots $3.91). 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+$2.96/sh+$887
cycle +$2,297
[+$717…+$823] · 100% credit
67%
surv 52%
-$6,579 NOT
cap gain +$3,084
Reliable up-and-out (highest cap still free ≥60%)~$17231 Jul 202618d left+$1.85/sh+$556
cycle +$1,966
[+$129…+$373] · 87% credit
74%
surv 67%
-$3,589 NOT
cap gain +$6,074
Max even-money escape in the band~$17731 Jul 202618d left+$0.49/sh+$147
cycle +$1,557
[-$387…-$73] · 17% credit
78%
surv 73%
-$2,309 NOT
cap gain +$7,354
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+$0.09/sh+$27
cycle +$1,437
[-$357…-$141] · 11% credit
75%
surv 67%
-$4,963 NOT
cap gain +$4,700
Safety roll (pay small debit, max POP)~$20231 Jul 202618d left-$2.90/sh-$870
cycle +$540
[-$1,703…-$1,183]
94%
surv 93%
+$5,119 SAFE
cap gain +$14,782
budget: banked $1,410 debit $870 (62% used ≈ 0.6 wk of income) → whole cycle still +$540 cash · rolled 3 ct earn ≈ $696/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 ($2,597/mo)+133%
vs normal income ($5,194/mo)116% covered
Net income (after hedge)$5,898/mo
Downside budget
⚠ $162.50 is $27 below CC-SS $189.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,679
… as % of IC ($5,940)112.4%
… as % of ML ($43,440)15.4%
Recovery months (at normal income)1.3 mo
Surgical close (3 ct)$-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 $174.32 (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)$1,410$-7,466+$2,197+$792
+2.5%$166.56 (≤1σ, normal week)$191$-7,312+$2,351-$427
+5%$170.62 (≤1σ, normal week)$-1,028$-7,159+$2,504-$1,646
SS (= V-bounce)$182.40 (1.4σ)$-4,560$-6,714+$2,949-$5,178
V-BOUNCE STRESS (stock → CC-SS $189.46, 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): -$6,679
Total Position P&L @ SS: $-6,447 (+$3,216 vs today)
Do-nothing baseline at SS: $-1,239 (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 $-6,837 (+$2,826 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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 19 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: $-1,239

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%+$783-$4,48075.4%$-4,248 (vs do-nothing $-3,009)
$1707d17 Jul 2026$2.533/3$3,253$3,10875%79%+$829-$5,08085.5%$-4,848 (vs do-nothing $-3,609)
$167.507d17 Jul 2026$3.052/3$2,614$2,91070%76%+$488-$3,78363.7%$-4,041 (vs do-nothing $-2,802)
$17014d24 Jul 2026$4.503/3$2,893$2,74869%76%+$541-$4,48975.6%$-4,257 (vs do-nothing $-3,018)
$17021d31 Jul 2026$6.803/3$2,914$2,76966%74%+$372-$3,79964.0%$-3,567 (vs do-nothing $-2,328)
$167.5014d24 Jul 2026$5.253/3$3,375$3,23065%74%+$539-$5,01484.4%$-4,782 (vs do-nothing $-3,543)
$1657d17 Jul 2026$3.902/3$3,343$3,63964%73%+$575-$4,11369.2%$-4,371 (vs do-nothing $-3,132)
$167.5021d31 Jul 2026$7.703/3$3,300$3,15563%73%+$398-$4,27972.0%$-4,047 (vs do-nothing $-2,808)
$16514d24 Jul 2026$6.152/3$2,636$2,93261%72%+$370-$3,66361.7%$-3,921 (vs do-nothing $-2,682)
$16521d31 Jul 2026$8.253/3$3,536$3,39060%71%+$233-$4,86481.9%$-4,632 (vs do-nothing $-3,393)
$162.507d17 Jul 2026$4.702/3$4,029$4,32558%69%+$471-$4,45375.0%$-4,711 (vs do-nothing $-3,472)
$162.5014d24 Jul 2026$6.952/3$2,979$3,27557%69%+$283-$4,00367.4%$-4,261 (vs do-nothing $-3,022)
$162.5021d31 Jul 2026$9.552/3$2,729$3,02557%69%+$231-$3,48358.6%$-3,741 (vs do-nothing $-2,502)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16021d31 Jul 2026$11.002/3$3,143$3,43953%68%+$319-$3,69362.2%$-3,951 (vs do-nothing $-2,712)
$16014d24 Jul 2026$8.252/3$3,536$3,83252%67%+$354-$4,24371.4%$-4,501 (vs do-nothing $-3,262)
$1607d17 Jul 2026$5.702/3$4,886$5,18251%66%+$376-$4,75380.0%$-5,011 (vs do-nothing $-3,772)
$157.5021d31 Jul 2026$11.402/3$3,257$3,55350%66%+$77-$4,11369.2%$-4,371 (vs do-nothing $-3,132)
$157.5014d24 Jul 2026$9.402/3$4,029$4,32548%65%+$302-$4,51376.0%$-4,771 (vs do-nothing $-3,532)
$157.507d17 Jul 2026$6.901/3$2,957$3,69545%63%+$141-$2,50642.2%$-3,255 (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 10:41