FORTRESS FIGHT: COIN-LC145 @ $161.72

BE SS: $182.40  |  CC-SS: $186.24  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

COIN-LC145 @ $161.72   UNDERWATER $20.69 (11.3% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.24  |  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$5,529/mo95% ann ROI on ML
Hedge rolling cost$114/mo
Unrealized P&L$-8,087fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,764/mo
HEDGE COVER
$114/mo
NORMAL INCOME
$5,529/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
7.9 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $186.24 (probe: $185C 14d) still earns $1,453/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)
$8,087
was $8,087 · 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 47 · %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 ($2,764/mo); it brings $3,394/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 $6,429/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 (98% survival, $120/mo).
Downside anchor: the primary mortgages $3,330 (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 $-8,121 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, $3,394/mo (E[net] $835/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%$3,394$835

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $835/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 76% survival, breach 24%, $3,394/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $1,209/mo less (36% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $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 $161.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20517 Jul7d26.8%98%3%$28$120-$3,274$0
Sell 2 × $205 26.8% OTM over spot $161.72 17 Jul 2026 (7d, $0.17 mid)
= $28 credit for the 7d cycle → $120/mo projected
Survival (stays ≤ $205)
98%
Breach risk
2%
POP (stays ≤ $205.17)
98%
EV / mo
+$85
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-2.1] median  ·  77% of paths whole by 9 mo (vs 82% without)  ·  ~0.3 challenges expected  ·  median CC cash $728
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$1,442
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$226 @ 78% POP
72% 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: $10.39/sh now → $7.35 mid-life → ≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$7.21/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+$4.44/sh+$888
cycle +$916
68%
surv 53%
+$5,454 SAFE
cap gain +$13,540
Up-and-out for even (raise the cap, free)~$21324 Jul 202610d left+$1.04/sh+$208
cycle +$236
74%
surv 64%
+$6,741 SAFE
cap gain +$14,827
Max even-money escape in the band~$22631 Jul 202618d left+$0.88/sh+$175
cycle +$203
78%
surv 72%
+$9,677 SAFE
cap gain +$17,763
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$120/mo
vs 50% target ($2,764/mo)-96%
vs normal income ($5,529/mo)2% covered
Net income (after hedge)$573/mo
Downside budget
✓ $205 is at/above CC-SS $186.24: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-5,397
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 $0.14 collected) or spot ≥ $205.17 (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
$203-205.17
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
≥ $205.17
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 (2.8σ)$28$4,565+$12,652+$3,998
+2.5%$210.12 (3.1σ)$-997$4,757+$12,844+$3,998
+5%$215.25 (3.4σ)$-2,022$4,950+$13,036+$3,998
V-BOUNCE STRESS (stock → CC-SS $186.24, where you are whole again, by expiry)
Starting unrealized P&L: $-8,087
+ Fortress recovery (un-capped): +$8,277
− CC assignment net of premium (2 × $205): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$109
Total Position P&L @ SS: $82 (+$8,168 vs today)
Do-nothing baseline at SS: $-136 (this trade vs do-nothing: +$218, the opportunity cost of earning $120/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 $-1,870 (+$6,217 vs today)
🛡 safe yield3 × $182.5017 Jul7d12.9%90%20%$318$1,363-$2,031$804
Sell 3 × $182.50 12.9% OTM over spot $161.72 17 Jul 2026 (7d, $1.14 mid)
= $318 credit for the 7d cycle → $1,363/mo projected
Survival (stays ≤ $182.50)
90%
Breach risk
10%
POP (stays ≤ $183.63)
91%
EV / mo
+$803
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-1.8] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  74% of paths whole by 9 mo (vs 78% without)  ·  ~2.0 challenges expected  ·  median CC cash $1,422
🛡 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)
13%
Flat exit net (mid-life)
-$1,479
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 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: $8.47/sh now → $5.99 mid-life (likely $4.83–$8.75)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$4.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 376 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (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)~$18224 Jul 202610d left+$3.63/sh+$1,089
cycle +$1,407
[+$1,021…+$1,508] · 100% credit
68%
surv 53%
+$335 SAFE
cap gain +$8,422
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202618d left+$1.24/sh+$373
cycle +$691
[+$108…+$702] · 82% credit
77%
surv 71%
+$4,946 SAFE
cap gain +$13,033
Up-and-out for even (raise the cap, free)~$19124 Jul 202610d left+$0.28/sh+$84
cycle +$402
[-$127…+$357] · 57% credit
75%
surv 66%
+$2,126 SAFE
cap gain +$10,213
Max even-money escape in the band~$20131 Jul 202618d left+$0.42/sh+$126
cycle +$444
[-$187…+$437] · 57% credit
78%
surv 73%
+$5,544 SAFE
cap gain +$13,630
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$0.97/sh-$292
cycle +$26
[-$697…+$2] · 26% credit
81%
surv 77%
+$6,813 SAFE
cap gain +$14,900
budget: banked $318 debit $292 (92% used ≈ 0.9 wk of income) → whole cycle still +$26 cash · rolled 3 ct earn ≈ $2,508/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$1,363/mo
vs 50% target ($2,764/mo)-51%
vs normal income ($5,529/mo)25% covered
Net income (after hedge)$1,248/mo
Downside budget
⚠ $182.50 is $4 below CC-SS $186.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$804
… as % of IC ($5,940)13.5%
… as % of ML ($43,440)1.9%
Recovery months (at normal income)0.1 mo
Surgical close (3 ct)$-8,109
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $183.63 (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 $174.61 (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
$181-183.63
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
≥ $183.63
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$182.50 (1.3σ)$318$-754+$7,333-$477
+2.5%$187.06 (1.6σ)$-1,051$-582+$7,504-$477
+5%$191.62 (1.9σ)$-2,420$-411+$7,675-$477
V-BOUNCE STRESS (stock → CC-SS $186.24, where you are whole again, by expiry)
Starting unrealized P&L: $-8,087
+ Fortress recovery (un-capped): +$8,277
− CC assignment net of premium (3 × $182.50): -$804
Total Position P&L @ SS: $-613 (+$7,473 vs today)
Do-nothing baseline at SS: $-136 (this trade vs do-nothing: $-477, the opportunity cost of earning $1,363/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 $-2,135 (+$5,952 vs today)
33% normal ← lean3 × $177.5017 Jul7d9.8%84%32%$510$2,186-$1,209$2,112
Sell 3 × $177.50 9.8% OTM over spot $161.72 17 Jul 2026 (7d, $1.79 mid)
= $510 credit for the 7d cycle → $2,186/mo projected
Survival (stays ≤ $177.50)
84%
Breach risk
16%
POP (stays ≤ $179.28)
87%
EV / mo
+$1,048
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-1.9] median  ·  77% of paths whole by 9 mo (vs 79% without)  ·  ~3.3 challenges expected  ·  median CC cash $2,157
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
22%
Flat exit net (mid-life)
-$1,202
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$201 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.07/sh now → $5.71 mid-life (likely $5.38–$8.86)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$4.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 654 simulated challenges: the $178 strike is typically first touched on day 5 of 7, at $181 (overshoots $3.83). 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+$3.46/sh+$1,038
cycle +$1,548
[+$920…+$1,251] · 100% credit
68%
surv 52%
-$1,211 NOT
cap gain +$6,875
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202618d left+$0.98/sh+$293
cycle +$803
[-$50…+$471] · 69% credit
78%
surv 71%
+$3,371 SAFE
cap gain +$11,458
Up-and-out for even (raise the cap, free)~$18624 Jul 202610d left+$0.13/sh+$38
cycle +$548
[-$240…+$186] · 40% credit
75%
surv 67%
+$585 SAFE
cap gain +$8,671
Max even-money escape in the band~$19631 Jul 202618d left+$0.18/sh+$55
cycle +$565
[-$345…+$222] · 39% credit
79%
surv 74%
+$3,978 SAFE
cap gain +$12,064
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$1.15/sh-$345
cycle +$165
[-$843…-$215] · 15% credit
82%
surv 78%
+$5,264 SAFE
cap gain +$13,351
budget: banked $510 debit $345 (68% used ≈ 0.7 wk of income) → whole cycle still +$165 cash · rolled 3 ct earn ≈ $2,277/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$2,186/mo
vs 50% target ($2,764/mo)-21%
vs normal income ($5,529/mo)40% covered
Net income (after hedge)$2,071/mo
Downside budget
⚠ $177.50 is $9 below CC-SS $186.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,112
… as % of IC ($5,940)35.6%
… as % of ML ($43,440)4.9%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-8,112
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $179.28 (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
$176-179.28
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
≥ $179.28
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 (1.0σ)$510$-2,249+$5,837-$285
+2.5%$181.94 (1.3σ)$-821$-2,083+$6,004-$1,616
+5%$186.38 (1.6σ)$-2,152$-1,916+$6,170-$1,785
V-BOUNCE STRESS (stock → CC-SS $186.24, where you are whole again, by expiry)
Starting unrealized P&L: $-8,087
+ Fortress recovery (un-capped): +$8,277
− CC assignment net of premium (3 × $177.50): -$2,112
Total Position P&L @ SS: $-1,921 (+$6,165 vs today)
Do-nothing baseline at SS: $-136 (this trade vs do-nothing: $-1,785, the opportunity cost of earning $2,186/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$45, position total $-2,180 (+$5,907 vs today)
🎯 50% normal3 × $172.5017 Jul7d6.7%76%37%$792$3,394$3,330
Sell 3 × $172.50 6.7% OTM over spot $161.72 17 Jul 2026 (7d, $2.75 mid)
= $792 credit for the 7d cycle → $3,394/mo projected
Survival (stays ≤ $172.50)
76%
Breach risk
24%
POP (stays ≤ $175.25)
81%
EV / mo
+$1,235
📈 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)  ·  81% of paths whole by 9 mo (vs 81% without)  ·  ~4.9 challenges expected  ·  median CC cash $2,703
🛡 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)
37%
Flat exit net (mid-life)
-$837
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 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: $7.68/sh now → $5.43 mid-life (likely $5.89–$8.92)≈ $0 at expiry  |  you banked $2.64/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,100 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.61). 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+$3.29/sh+$988
cycle +$1,780
[+$802…+$1,121] · 100% credit
68%
surv 52%
-$2,667 NOT
cap gain +$5,420
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202618d left+$1.43/sh+$430
cycle +$1,222
[+$36…+$455] · 78% credit
76%
surv 70%
+$1,259 SAFE
cap gain +$9,345
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.78/sh+$234
cycle +$1,026
[-$61…+$265] · 65% credit
73%
surv 63%
-$1,468 NOT
cap gain +$6,619
Max even-money escape in the band~$18831 Jul 202618d left+$0.72/sh+$217
cycle +$1,009
[-$214…+$232] · 48% credit
78%
surv 72%
+$1,890 SAFE
cap gain +$9,976
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$2.13/sh-$640
cycle +$152
[-$1,276…-$704] · 2% credit
85%
surv 83%
+$5,252 SAFE
cap gain +$13,338
budget: banked $792 debit $640 (81% used ≈ 0.8 wk of income) → whole cycle still +$152 cash · rolled 3 ct earn ≈ $1,648/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$3,394/mo
vs 50% target ($2,764/mo)+23%
vs normal income ($5,529/mo)61% covered
Net income (after hedge)$3,280/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,330
… as % of IC ($5,940)56.1%
… as % of ML ($43,440)7.7%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-8,121
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.64 collected) or spot ≥ $175.25 (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
$171-175.25
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
≥ $175.25
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)$792$-3,655+$4,432-$3
+2.5%$176.81 (≤1σ, normal week)$-502$-3,493+$4,594-$1,297
+5%$181.12 (1.2σ)$-1,796$-3,331+$4,755-$2,590
SS (= V-bounce)$182.40 (1.3σ)$-2,178$-3,283+$4,803-$2,973
V-BOUNCE STRESS (stock → CC-SS $186.24, where you are whole again, by expiry)
Starting unrealized P&L: $-8,087
+ Fortress recovery (un-capped): +$8,277
− CC assignment net of premium (3 × $172.50): -$3,330
Total Position P&L @ SS: $-3,139 (+$4,947 vs today)
Do-nothing baseline at SS: $-136 (this trade vs do-nothing: $-3,003, the opportunity cost of earning $3,394/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,263, position total $-3,398 (+$4,689 vs today)
100% normal3 × $16517 Jul7d2.0%60%83%$1,500$6,429+$3,034$4,872
Sell 3 × $165 2.0% OTM over spot $161.72 17 Jul 2026 (7d, $5.10 mid)
= $1,500 credit for the 7d cycle → $6,429/mo projected
Survival (stays ≤ $165)
60%
Breach risk
40%
POP (stays ≤ $170.10)
72%
EV / mo
+$1,471
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-1.9] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  86% of paths whole by 9 mo (vs 82% without)  ·  ~10.2 challenges expected  ·  median CC cash $2,967
🛡 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)
65%
Flat exit net (mid-life)
-$8
Free roll-up
+$6/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: $7.11/sh now → $5.03 mid-life (likely $6.63–$9.67)≈ $0 at expiry  |  you banked $5.00/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,937 simulated challenges: the $165 strike is typically first touched on day 2 of 7, at $169 (overshoots $3.76). 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+$3.05/sh+$916
cycle +$2,416
[+$666…+$837] · 100% credit
68%
surv 52%
-$4,562 NOT
cap gain +$3,524
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202618d left+$1.83/sh+$549
cycle +$2,049
[+$52…+$359] · 80% credit
75%
surv 68%
-$1,288 NOT
cap gain +$6,798
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.56/sh+$168
cycle +$1,668
[-$240…+$9] · 27% credit
74%
surv 64%
-$3,357 NOT
cap gain +$4,729
Max even-money escape in the band~$18131 Jul 202618d left+$0.36/sh+$109
cycle +$1,609
[-$496…-$116] · 16% credit
79%
surv 73%
-$41 NOT
cap gain +$8,045
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$3.28/sh-$984
cycle +$516
[-$1,978…-$1,335]
91%
surv 90%
+$6,460 SAFE
cap gain +$14,546
budget: banked $1,500 debit $984 (66% used ≈ 0.7 wk of income) → whole cycle still +$516 cash · rolled 3 ct earn ≈ $874/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$6,429/mo
vs 50% target ($2,764/mo)+133%
vs normal income ($5,529/mo)116% covered
Net income (after hedge)$6,314/mo
Downside budget
⚠ $165 is $21 below CC-SS $186.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,872
… as % of IC ($5,940)82.0%
… as % of ML ($43,440)11.2%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-8,117
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.25/sh (~25% of the $5.00 collected) or spot ≥ $170.10 (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
$163-170.10
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
≥ $170.10
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)$1,500$-5,478+$2,609+$705
+2.5%$169.12 (≤1σ, normal week)$263$-5,323+$2,763-$532
+5%$173.25 (≤1σ, normal week)$-975$-5,168+$2,918-$1,770
SS (= V-bounce)$182.40 (1.3σ)$-3,720$-4,825+$3,261-$4,515
V-BOUNCE STRESS (stock → CC-SS $186.24, where you are whole again, by expiry)
Starting unrealized P&L: $-8,087
+ Fortress recovery (un-capped): +$8,277
− CC assignment net of premium (3 × $165): -$4,872
Total Position P&L @ SS: $-4,681 (+$3,405 vs today)
Do-nothing baseline at SS: $-136 (this trade vs do-nothing: $-4,545, the opportunity cost of earning $6,429/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,805, position total $-4,940 (+$3,147 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: +$8,277 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-136

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.643/3$3,394$3,28076%81%+$1,235-$3,33056.1%$-3,139 (vs do-nothing $-3,003)
$1707d17 Jul 2026$3.302/3$2,829$3,28271%78%+$896-$2,58843.6%$-2,506 (vs do-nothing $-2,370)
$172.5014d24 Jul 2026$4.803/3$3,086$2,97171%77%+$820-$2,68245.2%$-2,491 (vs do-nothing $-2,355)
$17521d31 Jul 2026$6.703/3$2,871$2,75770%77%+$724-$1,36222.9%$-1,171 (vs do-nothing $-1,035)
$172.5021d31 Jul 2026$7.503/3$3,214$3,10067%76%+$756-$1,87231.5%$-1,681 (vs do-nothing $-1,545)
$17014d24 Jul 2026$5.703/3$3,664$3,55067%75%+$944-$3,16253.2%$-2,971 (vs do-nothing $-2,835)
$167.507d17 Jul 2026$4.052/3$3,471$3,92566%75%+$923-$2,93849.5%$-2,856 (vs do-nothing $-2,720)
$17021d31 Jul 2026$8.403/3$3,600$3,48664%74%+$794-$2,35239.6%$-2,161 (vs do-nothing $-2,025)
$167.5014d24 Jul 2026$6.502/3$2,786$3,23963%73%+$618-$2,44841.2%$-2,366 (vs do-nothing $-2,230)
$167.5021d31 Jul 2026$9.353/3$4,007$3,89361%73%+$814-$2,81747.4%$-2,626 (vs do-nothing $-2,490)
$1657d17 Jul 2026$5.002/3$4,286$4,73960%72%+$981-$3,24854.7%$-3,166 (vs do-nothing $-3,030)
$16514d24 Jul 2026$7.502/3$3,214$3,66859%71%+$639-$2,74846.3%$-2,666 (vs do-nothing $-2,530)
$16521d31 Jul 2026$10.352/3$2,957$3,41158%71%+$542-$2,17836.7%$-2,096 (vs do-nothing $-1,960)
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$11.502/3$3,286$3,73955%69%+$556-$2,44841.2%$-2,366 (vs do-nothing $-2,230)
$162.5014d24 Jul 2026$8.602/3$3,686$4,13954%69%+$645-$3,02851.0%$-2,946 (vs do-nothing $-2,810)
$162.507d17 Jul 2026$6.002/3$5,143$5,59654%69%+$986-$3,54859.7%$-3,466 (vs do-nothing $-3,330)
$16021d31 Jul 2026$12.652/3$3,614$4,06851%68%+$539-$2,71845.8%$-2,636 (vs do-nothing $-2,500)
$16014d24 Jul 2026$9.902/3$4,243$4,69650%67%+$676-$3,26855.0%$-3,186 (vs do-nothing $-3,050)
$1607d17 Jul 2026$7.401/3$3,171$4,19347%66%+$564-$1,88431.7%$-1,911 (vs do-nothing $-1,775)

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 22:35