FORTRESS FIGHT: COIN-LC145 @ $162.16

BE SS: $182.40  |  CC-SS: $185.90  |  3 contracts (300 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

COIN-LC145 @ $162.16   UNDERWATER $20.24 (11.1% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $185.90  |  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$5,271/mo95% ann ROI on ML
Hedge rolling cost$114/mo
Unrealized P&L$-7,824fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,636/mo
HEDGE COVER
$114/mo
NORMAL INCOME
$5,271/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
8.2 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $185.90 (probe: $185C 14d) still earns $1,453/mo (28% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$0
Hole (after banked)
$7,824
was $7,824 · 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 26 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 59 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.35 (+11%) · daily UBB $174.64 · 1-wk expected move ±$16 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $175 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,636/mo); it brings $2,661/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 3 × $165/7d for $6,171/mo, but breach risk rises to 41% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 2 × $202.50/7d (98% survival, $154/mo).
Downside anchor: the primary mortgages $2,649 (45% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-7,868 and cuts bleed by $114/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 × $175, 79% survival, $2,661/mo (E[net] $587/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 × $17579%$2,661$587

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $587/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $175 (primary), 79% survival, breach 21%, $2,661/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $861/mo less (32% 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 $180 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $162.16 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $202.5017 Jul7d24.9%98%5%$36$154-$2,507$0
Sell 2 × $202.50 24.9% OTM over spot $162.16 17 Jul 2026 (7d, $0.34 mid)
= $36 credit for the 7d cycle → $154/mo projected
Survival (stays ≤ $202.50)
98%
Breach risk
2%
POP (stays ≤ $202.84)
98%
EV / mo
+$91
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.6] median  ·  75% of paths whole by 9 mo (vs 81% without)  ·  ~0.4 challenges expected  ·  median CC cash $697
🛡 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)
-$1,285
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$225 @ 79% 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: $9.34/sh now → $6.60 mid-life → ≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$6.42/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)~$20224 Jul 202610d left+$4.04/sh+$809
cycle +$845
67%
surv 53%
+$4,874 SAFE
cap gain +$12,698
Up-and-out for even (raise the cap, free)~$21324 Jul 202610d left+$0.35/sh+$71
cycle +$107
75%
surv 67%
+$6,586 SAFE
cap gain +$14,410
Max even-money escape in the band~$22531 Jul 202618d left+$0.61/sh+$122
cycle +$158
79%
surv 74%
+$9,598 SAFE
cap gain +$17,422
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$154/mo
vs 50% target ($2,636/mo)-94%
vs normal income ($5,271/mo)3% covered
Net income (after hedge)$603/mo
Downside budget
✓ $202.50 is at/above CC-SS $185.90: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-5,248
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $202.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $202)); NOT the premium you collected. Momentum override: two daily closes above $174.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-202.84
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $202.84
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$202.50 (2.5σ)$36$4,066+$11,890+$3,510
+2.5%$207.56 (2.8σ)$-976$4,252+$12,076+$3,510
+5%$212.62 (3.2σ)$-1,989$4,439+$12,263+$3,510
V-BOUNCE STRESS (stock → CC-SS $185.90, where you are whole again, by expiry)
Starting unrealized P&L: $-7,824
+ Fortress recovery (un-capped): +$7,998
− CC assignment net of premium (2 × $202.50): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$77
Total Position P&L @ SS: $97 (+$7,921 vs today)
Do-nothing baseline at SS: $-57 (this trade vs do-nothing: +$154, the opportunity cost of earning $154/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-1,770 (+$6,054 vs today)
🛡 safe yield3 × $18517 Jul7d14.1%90%20%$273$1,170-$1,491$0
Sell 3 × $185 14.1% OTM over spot $162.16 17 Jul 2026 (7d, $0.95 mid)
= $273 credit for the 7d cycle → $1,170/mo projected
Survival (stays ≤ $185)
90%
Breach risk
10%
POP (stays ≤ $185.95)
91%
EV / mo
+$539
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.1] median  ·  82% of paths whole by 9 mo (vs 86% without)  ·  ~1.9 challenges expected  ·  median CC cash $1,026
🛡 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)
-$1,420
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$208 @ 81% POP
77% 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: $7.98/sh now → $5.64 mid-life (likely $4.61–$7.83)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$4.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $185 strike is typically first touched on day 5 of 7, at $189 (overshoots $3.66). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18524 Jul 202610d left+$3.45/sh+$1,036
cycle +$1,309
[+$1,029…+$1,440] · 100% credit
67%
surv 53%
+$1,180 SAFE
cap gain +$9,004
Up-and-out for even (raise the cap, free)~$19324 Jul 202610d left+$0.60/sh+$180
cycle +$453
[+$29…+$452] · 79% credit
74%
surv 65%
+$2,965 SAFE
cap gain +$10,789
Max even-money escape in the band~$20531 Jul 202618d left+$0.43/sh+$128
cycle +$401
[-$87…+$419] · 65% credit
79%
surv 75%
+$7,125 SAFE
cap gain +$14,949
Safety roll (pay small debit, max POP)~$20831 Jul 202618d left-$0.26/sh-$77
cycle +$196
[-$335…+$197] · 40% credit
81%
surv 77%
+$7,762 SAFE
cap gain +$15,586
budget: banked $273 debit $77 (28% used ≈ 0.3 wk of income) → whole cycle still +$196 cash · rolled 3 ct earn ≈ $2,693/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$1,170/mo
vs 50% target ($2,636/mo)-56%
vs normal income ($5,271/mo)22% covered
Net income (after hedge)$1,056/mo
Downside budget
✓ $185 is at/above CC-SS $185.90: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-7,836
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $185.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $174.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-185.95
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
≥ $185.95
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (1.4σ)$273$144+$7,968+$234
+2.5%$189.62 (1.7σ)$-1,114$314+$8,138+$234
+5%$194.25 (2.0σ)$-2,502$485+$8,309+$234
V-BOUNCE STRESS (stock → CC-SS $185.90, where you are whole again, by expiry)
Starting unrealized P&L: $-7,824
+ Fortress recovery (un-capped): +$7,998
− CC assignment net of premium (3 × $185): -$0
Total Position P&L @ SS: $174 (+$7,998 vs today)
Do-nothing baseline at SS: $-57 (this trade vs do-nothing: +$231, the opportunity cost of earning $1,170/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,033 (+$5,791 vs today)
33% normal ← lean3 × $18017 Jul7d11.0%86%30%$420$1,800-$861$1,350
Sell 3 × $180 11.0% OTM over spot $162.16 17 Jul 2026 (7d, $1.45 mid)
= $420 credit for the 7d cycle → $1,800/mo projected
Survival (stays ≤ $180)
86%
Breach risk
14%
POP (stays ≤ $181.45)
87%
EV / mo
+$696
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.3-1.8] median  ·  75% of paths whole by 9 mo (vs 78% without)  ·  ~3.0 challenges expected  ·  median CC cash $1,637
🛡 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)
21%
Flat exit net (mid-life)
-$1,195
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$208 @ 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: $7.61/sh now → $5.38 mid-life (likely $5.00–$8.17)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$3.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 630 simulated challenges: the $180 strike is typically first touched on day 5 of 7, at $184 (overshoots $3.84). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18024 Jul 202610d left+$3.29/sh+$988
cycle +$1,408
[+$902…+$1,232] · 100% credit
67%
surv 53%
-$406 NOT
cap gain +$7,418
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202618d left+$0.71/sh+$212
cycle +$632
[-$89…+$393] · 67% credit
78%
surv 73%
+$4,828 SAFE
cap gain +$12,652
Up-and-out for even (raise the cap, free)~$18824 Jul 202610d left+$0.45/sh+$134
cycle +$554
[-$89…+$289] · 62% credit
74%
surv 66%
+$1,382 SAFE
cap gain +$9,206
Max even-money escape in the band~$20031 Jul 202618d left+$0.18/sh+$54
cycle +$474
[-$277…+$220] · 44% credit
80%
surv 75%
+$5,513 SAFE
cap gain +$13,337
reaches SS ✓
Safety roll (pay small debit, max POP)~$20831 Jul 202618d left-$1.34/sh-$403
cycle +$17
[-$837…-$270] · 12% credit
84%
surv 81%
+$7,583 SAFE
cap gain +$15,407
budget: banked $420 debit $403 (96% used ≈ 1.0 wk of income) → whole cycle still +$17 cash · rolled 3 ct earn ≈ $2,020/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,800/mo
vs 50% target ($2,636/mo)-32%
vs normal income ($5,271/mo)34% covered
Net income (after hedge)$1,686/mo
Downside budget
⚠ $180 is $6 below CC-SS $185.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,350
… as % of IC ($5,940)22.7%
… as % of ML ($43,440)3.1%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-7,839
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 collected) or spot ≥ $181.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $174.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-181.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $181.45
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.1σ)$420$-1,394+$6,430-$369
+2.5%$184.50 (1.4σ)$-930$-1,228+$6,596-$1,119
+5%$189.00 (1.7σ)$-2,280$-1,062+$6,762-$1,119
V-BOUNCE STRESS (stock → CC-SS $185.90, where you are whole again, by expiry)
Starting unrealized P&L: $-7,824
+ Fortress recovery (un-capped): +$7,998
− CC assignment net of premium (3 × $180): -$1,350
Total Position P&L @ SS: $-1,176 (+$6,648 vs today)
Do-nothing baseline at SS: $-57 (this trade vs do-nothing: $-1,119, the opportunity cost of earning $1,800/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,033 (+$5,791 vs today)
🎯 50% normal3 × $17517 Jul7d7.9%79%31%$621$2,661$2,649
Sell 3 × $175 7.9% OTM over spot $162.16 17 Jul 2026 (7d, $2.21 mid)
= $621 credit for the 7d cycle → $2,661/mo projected
Survival (stays ≤ $175)
79%
Breach risk
21%
POP (stays ≤ $177.22)
82%
EV / mo
+$744
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.3-2.5] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  78% of paths whole by 9 mo (vs 80% without)  ·  ~4.6 challenges expected  ·  median CC cash $2,601
🛡 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)
-$917
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 84% POP
82% 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: $7.25/sh now → $5.13 mid-life (likely $5.33–$8.39)≈ $0 at expiry  |  you banked $2.07/sh, so a flat mid-life exit nets -$3.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 944 simulated challenges: the $175 strike is typically first touched on day 4 of 7, at $179 (overshoots $3.82). 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+$3.14/sh+$941
cycle +$1,562
[+$799…+$1,107] · 100% credit
67%
surv 52%
-$1,937 NOT
cap gain +$5,887
Reliable up-and-out (highest cap still free ≥60%)~$19031 Jul 202618d left+$1.02/sh+$307
cycle +$928
[-$49…+$360] · 69% credit
77%
surv 71%
+$2,598 SAFE
cap gain +$10,422
Max even-money escape in the band~$19331 Jul 202618d left+$0.46/sh+$138
cycle +$759
[-$249…+$180] · 43% credit
79%
surv 74%
+$3,271 SAFE
cap gain +$11,095
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18324 Jul 202610d left+$0.30/sh+$90
cycle +$711
[-$192…+$133] · 42% credit
74%
surv 66%
-$146 NOT
cap gain +$7,678
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$1.51/sh-$454
cycle +$167
[-$986…-$452] · 6% credit
84%
surv 82%
+$6,048 SAFE
cap gain +$13,872
budget: banked $621 debit $454 (73% used ≈ 0.7 wk of income) → whole cycle still +$167 cash · rolled 3 ct earn ≈ $1,808/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$2,661/mo
vs 50% target ($2,636/mo)+1%
vs normal income ($5,271/mo)50% covered
Net income (after hedge)$2,547/mo
Downside budget
⚠ $175 is $11 below CC-SS $185.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,649
… as % of IC ($5,940)44.6%
… as % of ML ($43,440)6.1%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-7,868
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.07 collected) or spot ≥ $177.22 (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 $174.64 (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
$173-177.22
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
≥ $177.22
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$621$-2,877+$4,947-$168
+2.5%$179.37 (1.1σ)$-691$-2,716+$5,108-$1,480
+5%$183.75 (1.4σ)$-2,004$-2,554+$5,270-$2,418
V-BOUNCE STRESS (stock → CC-SS $185.90, where you are whole again, by expiry)
Starting unrealized P&L: $-7,824
+ Fortress recovery (un-capped): +$7,998
− CC assignment net of premium (3 × $175): -$2,649
Total Position P&L @ SS: $-2,475 (+$5,349 vs today)
Do-nothing baseline at SS: $-57 (this trade vs do-nothing: $-2,418, the opportunity cost of earning $2,661/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$684, position total $-2,717 (+$5,107 vs today)
100% normal3 × $16517 Jul7d1.8%59%85%$1,440$6,171+$3,510$4,830
Sell 3 × $165 1.8% OTM over spot $162.16 17 Jul 2026 (7d, $4.97 mid)
= $1,440 credit for the 7d cycle → $6,171/mo projected
Survival (stays ≤ $165)
59%
Breach risk
41%
POP (stays ≤ $169.97)
70%
EV / mo
+$826
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.7] median, 0.1 mo faster than no FIGHT (0.8 mo)  ·  85% of paths whole by 9 mo (vs 83% without)  ·  ~10.8 challenges expected  ·  median CC cash $2,807
🛡 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)
67%
Flat exit net (mid-life)
+$49
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.55/sh now → $4.64 mid-life (likely $6.22–$9.01)≈ $0 at expiry  |  you banked $4.80/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,013 simulated challenges: the $165 strike is typically first touched on day 2 of 7, at $169 (overshoots $3.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16524 Jul 202610d left+$2.83/sh+$850
cycle +$2,290
[+$631…+$770] · 100% credit
67%
surv 52%
-$4,577 NOT
cap gain +$3,247
Reliable up-and-out (highest cap still free ≥60%)~$17831 Jul 202618d left+$1.22/sh+$366
cycle +$1,806
[-$104…+$169] · 62% credit
76%
surv 70%
-$735 NOT
cap gain +$7,089
Up-and-out for even (raise the cap, free)~$17324 Jul 202610d left+$0.02/sh+$7
cycle +$1,447
[-$398…-$167] · 10% credit
75%
surv 67%
-$2,779 NOT
cap gain +$5,045
Max even-money escape in the band~$18331 Jul 202618d left+$0.00/sh+$1
cycle +$1,441
[-$566…-$236] · 9% credit
80%
surv 75%
+$584 SAFE
cap gain +$8,408
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$2.91/sh-$873
cycle +$567
[-$1,778…-$1,206]
91%
surv 90%
+$6,449 SAFE
cap gain +$14,273
budget: banked $1,440 debit $873 (61% used ≈ 0.6 wk of income) → whole cycle still +$567 cash · rolled 3 ct earn ≈ $863/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$6,171/mo
vs 50% target ($2,636/mo)+134%
vs normal income ($5,271/mo)117% covered
Net income (after hedge)$6,057/mo
Downside budget
⚠ $165 is $21 below CC-SS $185.90: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,830
… as % of IC ($5,940)81.3%
… as % of ML ($43,440)11.1%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-7,877
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.20/sh (~25% of the $4.80 collected) or spot ≥ $169.97 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected. Momentum override: two daily closes above $174.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-169.97
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
≥ $169.97
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$1,440$-5,427+$2,397+$651
+2.5%$169.12 (≤1σ, normal week)$203$-5,275+$2,549-$586
+5%$173.25 (≤1σ, normal week)$-1,035$-5,123+$2,701-$1,824
SS (= V-bounce)$182.40 (1.3σ)$-3,780$-4,785+$3,039-$4,569
V-BOUNCE STRESS (stock → CC-SS $185.90, where you are whole again, by expiry)
Starting unrealized P&L: $-7,824
+ Fortress recovery (un-capped): +$7,998
− CC assignment net of premium (3 × $165): -$4,830
Total Position P&L @ SS: $-4,656 (+$3,168 vs today)
Do-nothing baseline at SS: $-57 (this trade vs do-nothing: $-4,599, the opportunity cost of earning $6,171/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,865, position total $-4,898 (+$2,926 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.123 (IBKR)  |  Recovery@SS: +$7,998 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-57

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1757d17 Jul 2026$2.073/3$2,661$2,54779%82%+$744-$2,64944.6%$-2,475 (vs do-nothing $-2,418)
$172.507d17 Jul 2026$2.603/3$3,343$3,22875%79%+$833-$3,24054.5%$-3,066 (vs do-nothing $-3,009)
$17514d24 Jul 2026$4.153/3$2,668$2,55373%79%+$640-$2,02534.1%$-1,851 (vs do-nothing $-1,794)
$1707d17 Jul 2026$3.202/3$2,743$3,19270%76%+$569-$2,54042.8%$-2,443 (vs do-nothing $-2,386)
$172.5014d24 Jul 2026$4.803/3$3,086$2,97170%76%+$653-$2,58043.4%$-2,406 (vs do-nothing $-2,349)
$17521d31 Jul 2026$6.503/3$2,786$2,67170%77%+$589-$1,32022.2%$-1,146 (vs do-nothing $-1,089)
$172.5021d31 Jul 2026$7.403/3$3,171$3,05767%75%+$660-$1,80030.3%$-1,626 (vs do-nothing $-1,569)
$17014d24 Jul 2026$5.553/3$3,568$3,45366%74%+$664-$3,10552.3%$-2,931 (vs do-nothing $-2,874)
$167.507d17 Jul 2026$3.902/3$3,343$3,79265%73%+$545-$2,90048.8%$-2,803 (vs do-nothing $-2,746)
$17021d31 Jul 2026$8.253/3$3,536$3,42164%74%+$671-$2,29538.6%$-2,121 (vs do-nothing $-2,064)
$167.5014d24 Jul 2026$6.452/3$2,764$3,21362%72%+$466-$2,39040.2%$-2,293 (vs do-nothing $-2,236)
$167.5021d31 Jul 2026$9.053/3$3,879$3,76461%72%+$620-$2,80547.2%$-2,631 (vs do-nothing $-2,574)
$1657d17 Jul 2026$4.802/3$4,114$4,56359%70%+$551-$3,22054.2%$-3,123 (vs do-nothing $-3,066)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16514d24 Jul 2026$7.402/3$3,171$3,62158%70%+$457-$2,70045.5%$-2,603 (vs do-nothing $-2,546)
$16521d31 Jul 2026$10.102/3$2,886$3,33557%70%+$423-$2,16036.4%$-2,063 (vs do-nothing $-2,006)
$162.5021d31 Jul 2026$10.902/3$3,114$3,56354%69%+$331-$2,50042.1%$-2,403 (vs do-nothing $-2,346)
$162.5014d24 Jul 2026$8.202/3$3,514$3,96353%68%+$329-$3,04051.2%$-2,943 (vs do-nothing $-2,886)
$162.507d17 Jul 2026$5.702/3$4,886$5,33553%67%+$401-$3,54059.6%$-3,443 (vs do-nothing $-3,386)
$16021d31 Jul 2026$12.152/3$3,471$3,92151%67%+$338-$2,75046.3%$-2,653 (vs do-nothing $-2,596)
$16014d24 Jul 2026$9.452/3$4,050$4,49949%66%+$335-$3,29055.4%$-3,193 (vs do-nothing $-3,136)
$1607d17 Jul 2026$6.851/3$2,936$3,94846%64%+$150-$1,90532.1%$-1,885 (vs do-nothing $-1,828)

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 22:04