FORTRESS FIGHT: COIN-LC145 @ $161.75

BE SS: $182.40  |  CC-SS: $186.08  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

COIN-LC145 @ $161.75   UNDERWATER $20.65 (11.3% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.08  |  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$5,336/mo95% ann ROI on ML
Hedge rolling cost$114/mo
Unrealized P&L$-8,019fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,668/mo
HEDGE COVER
$114/mo
NORMAL INCOME
$5,336/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
8.1 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $186.08 (probe: $185C 14d) still earns $1,408/mo (26% 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)
$8,019
was $8,019 · 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 25 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.35 (+11%) · daily UBB $174.61 · 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 $172.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($2,668/mo); it brings $3,227/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 $6,043/mo, but breach risk rises to 40% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 2 × $205/7d (99% survival, $129/mo).
Downside anchor: the primary mortgages $3,320 (56% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-8,041 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 × $172.50, 76% survival, $3,227/mo (E[net] $720/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 × $172.5076%$3,227$720

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $720/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 76% survival, breach 24%, $3,227/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $1,183/mo less (37% 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 $177.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $161.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20517 Jul7d26.7%99%2%$30$129-$3,099$0
Sell 2 × $205 26.7% OTM over spot $161.75 17 Jul 2026 (7d, $0.17 mid)
= $30 credit for the 7d cycle → $129/mo projected
Survival (stays ≤ $205)
99%
Breach risk
1%
POP (stays ≤ $205.18)
99%
EV / mo
+$116
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.3] median  ·  76% of paths whole by 9 mo (vs 81% without)  ·  ~0.2 challenges expected  ·  median CC cash $778
🛡 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)
-$1,302
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$228 @ 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: $9.42/sh now → $6.66 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.51/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)~$20524 Jul 202610d left+$4.61/sh+$922
cycle +$952
67%
surv 53%
+$5,528 SAFE
cap gain +$13,547
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.45/sh+$90
cycle +$120
74%
surv 67%
+$7,249 SAFE
cap gain +$15,268
Max even-money escape in the band~$22831 Jul 202618d left+$1.04/sh+$208
cycle +$238
79%
surv 74%
+$10,336 SAFE
cap gain +$18,355
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$129/mo
vs 50% target ($2,668/mo)-95%
vs normal income ($5,336/mo)2% covered
Net income (after hedge)$546/mo
Downside budget
✓ $205 is at/above CC-SS $186.08: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-5,351
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 $0.15 collected) or spot ≥ $205.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $205)); NOT the premium you collected. Momentum override: two daily closes above $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $202.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$203-205.18
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
≥ $205.18
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$205.00 (2.6σ)$30$4,606+$12,625+$4,034
+2.5%$210.12 (2.9σ)$-995$4,798+$12,817+$4,034
+5%$215.25 (3.3σ)$-2,020$4,990+$13,009+$4,034
V-BOUNCE STRESS (stock → CC-SS $186.08, where you are whole again, by expiry)
Starting unrealized P&L: $-8,019
+ Fortress recovery (un-capped): +$8,210
− CC assignment net of premium (2 × $205): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$110
Total Position P&L @ SS: $82 (+$8,101 vs today)
Do-nothing baseline at SS: $-138 (this trade vs do-nothing: +$219, the opportunity cost of earning $129/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 $-1,831 (+$6,188 vs today)
🛡 safe yield3 × $18517 Jul7d14.4%91%18%$243$1,041-$2,186$80
Sell 3 × $185 14.4% OTM over spot $161.75 17 Jul 2026 (7d, $0.88 mid)
= $243 credit for the 7d cycle → $1,041/mo projected
Survival (stays ≤ $185)
91%
Breach risk
9%
POP (stays ≤ $185.88)
92%
EV / mo
+$506
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.2] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  81% of paths whole by 9 mo (vs 86% without)  ·  ~1.7 challenges expected  ·  median CC cash $996
🛡 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)
12%
Flat exit net (mid-life)
-$1,432
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: $7.89/sh now → $5.58 mid-life (likely $4.59–$8.05)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$4.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 345 simulated challenges: the $185 strike is typically first touched on day 5 of 7, at $189 (overshoots $4.04). 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+$3.87/sh+$1,160
cycle +$1,403
[+$1,183…+$1,561] · 100% credit
67%
surv 53%
+$1,231 SAFE
cap gain +$9,250
Up-and-out for even (raise the cap, free)~$19324 Jul 202610d left+$0.50/sh+$151
cycle +$394
[-$17…+$410] · 73% credit
73%
surv 65%
+$3,006 SAFE
cap gain +$11,025
Max even-money escape in the band~$20631 Jul 202618d left+$0.30/sh+$90
cycle +$333
[-$146…+$383] · 61% credit
79%
surv 75%
+$7,164 SAFE
cap gain +$15,183
Safety roll (pay small debit, max POP)~$20831 Jul 202618d left-$0.07/sh-$20
cycle +$223
[-$264…+$254] · 47% credit
81%
surv 77%
+$7,898 SAFE
cap gain +$15,917
budget: banked $243 debit $20 (8% used ≈ 0.1 wk of income) → whole cycle still +$223 cash · rolled 3 ct earn ≈ $2,759/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$1,041/mo
vs 50% target ($2,668/mo)-61%
vs normal income ($5,336/mo)20% covered
Net income (after hedge)$927/mo
Downside budget
⚠ $185 is $1 below CC-SS $186.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$80
… as % of IC ($5,940)1.3%
… as % of ML ($43,440)0.2%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-8,038
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $185.88 (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 $174.61 (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
$183-185.88
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
≥ $185.88
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)$243$71+$8,090+$249
+2.5%$189.62 (1.7σ)$-1,144$244+$8,263+$249
+5%$194.25 (2.0σ)$-2,532$418+$8,437+$249
V-BOUNCE STRESS (stock → CC-SS $186.08, where you are whole again, by expiry)
Starting unrealized P&L: $-8,019
+ Fortress recovery (un-capped): +$8,210
− CC assignment net of premium (3 × $185): -$80
Total Position P&L @ SS: $111 (+$8,130 vs today)
Do-nothing baseline at SS: $-138 (this trade vs do-nothing: +$249, the opportunity cost of earning $1,041/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 $-2,079 (+$5,940 vs today)
33% normal ← lean3 × $177.5017 Jul7d9.7%84%34%$477$2,044-$1,183$2,096
Sell 3 × $177.50 9.7% OTM over spot $161.75 17 Jul 2026 (7d, $1.68 mid)
= $477 credit for the 7d cycle → $2,044/mo projected
Survival (stays ≤ $177.50)
84%
Breach risk
16%
POP (stays ≤ $179.18)
86%
EV / mo
+$767
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.3-1.7] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  76% of paths whole by 9 mo (vs 79% without)  ·  ~3.4 challenges expected  ·  median CC cash $1,811
🛡 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)
24%
Flat exit net (mid-life)
-$1,084
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.36/sh now → $5.20 mid-life (likely $4.96–$8.26)≈ $0 at expiry  |  you banked $1.59/sh, so a flat mid-life exit nets -$3.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 729 simulated challenges: the $178 strike is typically first touched on day 4 of 7, at $182 (overshoots $4.00). 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)~$17824 Jul 202610d left+$3.60/sh+$1,081
cycle +$1,558
[+$1,013…+$1,268] · 100% credit
67%
surv 53%
-$1,145 NOT
cap gain +$6,874
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202618d left+$1.42/sh+$427
cycle +$904
[+$165…+$592] · 90% credit
78%
surv 71%
+$3,516 SAFE
cap gain +$11,535
Max even-money escape in the band~$19631 Jul 202618d left+$0.63/sh+$189
cycle +$666
[-$113…+$328] · 59% credit
79%
surv 74%
+$4,122 SAFE
cap gain +$12,141
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18624 Jul 202610d left+$0.29/sh+$86
cycle +$563
[-$163…+$202] · 48% credit
74%
surv 66%
+$644 SAFE
cap gain +$8,663
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$1.47/sh-$440
cycle +$37
[-$877…-$362] · 7% credit
85%
surv 83%
+$6,868 SAFE
cap gain +$14,887
budget: banked $477 debit $440 (92% used ≈ 0.9 wk of income) → whole cycle still +$37 cash · rolled 3 ct earn ≈ $1,868/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$2,044/mo
vs 50% target ($2,668/mo)-23%
vs normal income ($5,336/mo)38% covered
Net income (after hedge)$1,930/mo
Downside budget
⚠ $177.50 is $9 below CC-SS $186.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,096
… as % of IC ($5,940)35.3%
… as % of ML ($43,440)4.8%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-8,044
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.59 collected) or spot ≥ $179.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $178)); NOT the premium you collected. Momentum override: two daily closes above $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $175.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$176-179.18
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
≥ $179.18
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$177.50 (≤1σ, normal week)$477$-2,226+$5,793-$267
+2.5%$181.94 (1.2σ)$-854$-2,060+$5,959-$1,598
+5%$186.38 (1.5σ)$-2,186$-1,894+$6,125-$1,767
V-BOUNCE STRESS (stock → CC-SS $186.08, where you are whole again, by expiry)
Starting unrealized P&L: $-8,019
+ Fortress recovery (un-capped): +$8,210
− CC assignment net of premium (3 × $177.50): -$2,096
Total Position P&L @ SS: $-1,905 (+$6,114 vs today)
Do-nothing baseline at SS: $-138 (this trade vs do-nothing: $-1,767, the opportunity cost of earning $2,044/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$78, position total $-2,157 (+$5,862 vs today)
🎯 50% normal3 × $172.5017 Jul7d6.6%76%39%$753$3,227$3,320
Sell 3 × $172.50 6.6% OTM over spot $161.75 17 Jul 2026 (7d, $2.58 mid)
= $753 credit for the 7d cycle → $3,227/mo projected
Survival (stays ≤ $172.50)
76%
Breach risk
24%
POP (stays ≤ $175.09)
80%
EV / mo
+$981
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.0] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  80% of paths whole by 9 mo (vs 80% without)  ·  ~5.0 challenges expected  ·  median CC cash $2,529
🛡 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)
39%
Flat exit net (mid-life)
-$734
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 88% POP
87% 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: $7.01/sh now → $4.96 mid-life (likely $5.50–$8.26)≈ $0 at expiry  |  you banked $2.51/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,180 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (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)~$17224 Jul 202610d left+$3.43/sh+$1,030
cycle +$1,783
[+$908…+$1,164] · 100% credit
67%
surv 53%
-$2,608 NOT
cap gain +$5,411
Reliable up-and-out (highest cap still free ≥60%)~$18831 Jul 202618d left+$1.14/sh+$342
cycle +$1,095
[+$24…+$359] · 79% credit
78%
surv 72%
+$2,020 SAFE
cap gain +$10,039
Max even-money escape in the band~$19131 Jul 202618d left+$0.38/sh+$114
cycle +$867
[-$258…+$100] · 35% credit
79%
surv 75%
+$2,635 SAFE
cap gain +$10,654
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18124 Jul 202610d left+$0.15/sh+$45
cycle +$798
[-$250…+$33] · 29% credit
74%
surv 67%
-$808 NOT
cap gain +$7,211
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$2.22/sh-$666
cycle +$87
[-$1,220…-$753] · 0% credit
88%
surv 87%
+$6,918 SAFE
cap gain +$14,937
budget: banked $753 debit $666 (88% used ≈ 0.9 wk of income) → whole cycle still +$87 cash · rolled 3 ct earn ≈ $1,369/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,227/mo
vs 50% target ($2,668/mo)+21%
vs normal income ($5,336/mo)60% covered
Net income (after hedge)$3,113/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,320
… as % of IC ($5,940)55.9%
… as % of ML ($43,440)7.6%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-8,041
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.63/sh (~25% of the $2.51 collected) or spot ≥ $175.09 (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 $174.61 (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
$171-175.09
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
≥ $175.09
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$172.50 (≤1σ, normal week)$753$-3,638+$4,381+$9
+2.5%$176.81 (≤1σ, normal week)$-541$-3,476+$4,543-$1,285
+5%$181.12 (1.2σ)$-1,834$-3,314+$4,705-$2,578
SS (= V-bounce)$182.40 (1.3σ)$-2,217$-3,267+$4,752-$2,961
V-BOUNCE STRESS (stock → CC-SS $186.08, where you are whole again, by expiry)
Starting unrealized P&L: $-8,019
+ Fortress recovery (un-capped): +$8,210
− CC assignment net of premium (3 × $172.50): -$3,320
Total Position P&L @ SS: $-3,129 (+$4,890 vs today)
Do-nothing baseline at SS: $-138 (this trade vs do-nothing: $-2,991, the opportunity cost of earning $3,227/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,302, position total $-3,381 (+$4,638 vs today)
100% normal3 × $16517 Jul7d2.0%60%84%$1,410$6,043+$2,816$4,913
Sell 3 × $165 2.0% OTM over spot $161.75 17 Jul 2026 (7d, $4.83 mid)
= $1,410 credit for the 7d cycle → $6,043/mo projected
Survival (stays ≤ $165)
60%
Breach risk
40%
POP (stays ≤ $169.82)
70%
EV / mo
+$696
📈 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)  ·  84% of paths whole by 9 mo (vs 81% without)  ·  ~10.4 challenges expected  ·  median CC cash $2,763
🛡 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)
66%
Flat exit net (mid-life)
+$30
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$203 @ 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: $6.50/sh now → $4.60 mid-life (likely $6.10–$8.86)≈ $0 at expiry  |  you banked $4.70/sh, so a flat mid-life exit nets +$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,966 simulated challenges: the $165 strike is typically first touched on day 2 of 7, at $169 (overshoots $4.02). 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+$3.18/sh+$955
cycle +$2,365
[+$785…+$912] · 100% credit
67%
surv 52%
-$4,557 NOT
cap gain +$3,462
Reliable up-and-out (highest cap still free ≥60%)~$17831 Jul 202618d left+$1.29/sh+$387
cycle +$1,797
[-$27…+$215] · 72% credit
77%
surv 71%
-$653 NOT
cap gain +$7,366
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.74/sh+$221
cycle +$1,631
[-$118…+$80] · 48% credit
72%
surv 63%
-$3,351 NOT
cap gain +$4,668
Max even-money escape in the band~$18331 Jul 202618d left+$0.03/sh+$8
cycle +$1,418
[-$507…-$203] · 11% credit
80%
surv 76%
+$655 SAFE
cap gain +$8,674
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$2.92/sh-$876
cycle +$534
[-$1,710…-$1,181]
92%
surv 91%
+$6,522 SAFE
cap gain +$14,541
budget: banked $1,410 debit $876 (62% used ≈ 0.6 wk of income) → whole cycle still +$534 cash · rolled 3 ct earn ≈ $840/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 ($2,668/mo)+127%
vs normal income ($5,336/mo)113% covered
Net income (after hedge)$5,928/mo
Downside budget
⚠ $165 is $21 below CC-SS $186.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,913
… as % of IC ($5,940)82.7%
… as % of ML ($43,440)11.3%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-8,056
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 ≥ $169.82 (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 $174.61 (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
$163-169.82
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
≥ $169.82
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)$1,410$-5,512+$2,507+$666
+2.5%$169.12 (≤1σ, normal week)$173$-5,357+$2,662-$571
+5%$173.25 (≤1σ, normal week)$-1,065$-5,203+$2,816-$1,809
SS (= V-bounce)$182.40 (1.3σ)$-3,810$-4,860+$3,159-$4,554
V-BOUNCE STRESS (stock → CC-SS $186.08, where you are whole again, by expiry)
Starting unrealized P&L: $-8,019
+ Fortress recovery (un-capped): +$8,210
− CC assignment net of premium (3 × $165): -$4,913
Total Position P&L @ SS: $-4,722 (+$3,297 vs today)
Do-nothing baseline at SS: $-138 (this trade vs do-nothing: $-4,584, the opportunity cost of earning $6,043/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,895, position total $-4,974 (+$3,045 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: 1.125 (IBKR)  |  Recovery@SS: +$8,210 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-138

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.513/3$3,227$3,11376%80%+$981-$3,32055.9%$-3,129 (vs do-nothing $-2,991)
$1707d17 Jul 2026$3.103/3$3,986$3,87171%77%+$1,039-$3,89365.5%$-3,702 (vs do-nothing $-3,564)
$17521d31 Jul 2026$6.503/3$2,786$2,67170%77%+$653-$1,37323.1%$-1,182 (vs do-nothing $-1,044)
$172.5014d24 Jul 2026$4.753/3$3,054$2,93970%76%+$562-$2,64844.6%$-2,457 (vs do-nothing $-2,319)
$172.5021d31 Jul 2026$7.353/3$3,150$3,03667%76%+$709-$1,86831.4%$-1,677 (vs do-nothing $-1,539)
$17014d24 Jul 2026$5.403/3$3,471$3,35766%74%+$499-$3,20353.9%$-3,012 (vs do-nothing $-2,874)
$167.507d17 Jul 2026$3.902/3$3,343$3,76065%73%+$548-$2,93549.4%$-2,854 (vs do-nothing $-2,716)
$17021d31 Jul 2026$8.303/3$3,557$3,44364%74%+$770-$2,33339.3%$-2,142 (vs do-nothing $-2,004)
$167.5014d24 Jul 2026$6.203/3$3,986$3,87162%72%+$464-$3,71362.5%$-3,522 (vs do-nothing $-3,384)
$167.5021d31 Jul 2026$9.103/3$3,900$3,78661%73%+$806-$2,84347.9%$-2,652 (vs do-nothing $-2,514)
$1657d17 Jul 2026$4.702/3$4,029$4,44660%70%+$464-$3,27555.1%$-3,194 (vs do-nothing $-3,056)
$16514d24 Jul 2026$7.252/3$3,107$3,52458%70%+$344-$2,76546.6%$-2,684 (vs do-nothing $-2,546)
$16521d31 Jul 2026$10.002/3$2,857$3,27458%71%+$510-$2,21537.3%$-2,134 (vs do-nothing $-1,996)
Show 6 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$11.152/3$3,186$3,60355%69%+$526-$2,48541.8%$-2,404 (vs do-nothing $-2,266)
$162.5014d24 Jul 2026$8.302/3$3,557$3,97454%68%+$327-$3,05551.4%$-2,974 (vs do-nothing $-2,836)
$162.507d17 Jul 2026$5.752/3$4,929$5,34654%67%+$450-$3,56560.0%$-3,484 (vs do-nothing $-3,346)
$16021d31 Jul 2026$12.352/3$3,529$3,94651%68%+$527-$2,74546.2%$-2,664 (vs do-nothing $-2,526)
$16014d24 Jul 2026$9.602/3$4,114$4,53150%66%+$364-$3,29555.5%$-3,214 (vs do-nothing $-3,076)
$1607d17 Jul 2026$7.001/3$3,000$3,94848%65%+$228-$1,90832.1%$-1,936 (vs do-nothing $-1,798)

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 22:25