FORTRESS FIGHT: COIN-LC145 @ $160.07

BE SS: $182.40  |  CC-SS: $186.18  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

COIN-LC145 @ $160.07   UNDERWATER $22.33 (12.2% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.18  |  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$5,905/mo95% ann ROI on ML
Hedge rolling cost$143/mo
Unrealized P&L$-9,045fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,953/mo
HEDGE COVER
$143/mo
NORMAL INCOME
$5,905/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $5,940
ML VELOCITY
7.4 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $186.18 (probe: $185C 13d) still earns $1,184/mo (20% 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
$432
Hole (after banked)
$8,613
was $9,045 · 5% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$186.87 → $186.18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 52 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.35 (+12%) · daily UBB $174.49 · 1-wk expected move ±$15 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $172.50 / 6d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($2,953/mo); it brings $2,955/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 × $165/6d for $6,000/mo, but breach risk rises to 35% (+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 × $200/6d (99% survival, $150/mo).
Downside anchor: the primary mortgages $3,514 (59% 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 $-9,063 and cuts bleed by $143/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 (6d) · sell 3 × $172.50, 81% survival, $2,955/mo (E[net] $885/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 · 6d3 × $172.5081%$2,955$885

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $885/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 81% survival, breach 19%, $2,955/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $175 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $645/mo less (22% income) buys safety you do not really need here.
COIN  spot $160.07 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $20017 Jul6d24.9%99%3%$30$150-$2,805$0
Sell 2 × $200 24.9% OTM over spot $160.07 17 Jul 2026 (6d, $0.16 mid)
= $30 credit for the 6d cycle → $150/mo projected
Survival (stays ≤ $200)
99%
Breach risk
1%
POP (stays ≤ $200.16)
99%
EV / mo
+$125
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.6 mo [0.3-1.9] median  ·  71% of paths whole by 9 mo (vs 76% without)  ·  ~0.2 challenges expected  ·  median CC cash $667
🛡 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)
0%
Flat exit net (mid-life)
-$1,292
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$225 @ 81% POP
76% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.34/sh now → $6.61 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.46/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20024 Jul 202610d left+$4.50/sh+$901
cycle +$931
68%
surv 53%
+$3,812 SAFE
cap gain +$12,857
Up-and-out for even (raise the cap, free)~$21024 Jul 202610d left+$0.49/sh+$98
cycle +$128
75%
surv 67%
+$5,368 SAFE
cap gain +$14,413
Max even-money escape in the band~$22231 Jul 202617d left+$0.53/sh+$107
cycle +$137
80%
surv 75%
+$8,345 SAFE
cap gain +$17,390
Safety roll (pay small debit, max POP)~$22531 Jul 202617d left-$0.04/sh-$9
cycle +$21
81%
surv 76%
+$8,824 SAFE
cap gain +$17,869
budget: banked $30 debit $9 (29% used ≈ 0.3 wk of income) → whole cycle still +$21 cash · rolled 2 ct earn ≈ $2,317/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$150/mo
vs 50% target ($2,953/mo)-95%
vs normal income ($5,905/mo)3% covered
Net income (after hedge)$468/mo
Downside budget
✓ $200 is at/above CC-SS $186.18: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,032
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 ≥ $200.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $200)); NOT the premium you collected. Momentum override: two daily closes above $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-200.16
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $200.16
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$200.00 (2.9σ)$30$2,911+$11,956+$3,130
+2.5%$205.00 (3.2σ)$-970$3,099+$12,144+$3,130
+5%$210.00 (3.6σ)$-1,970$3,286+$12,331+$3,130
V-BOUNCE STRESS (stock → CC-SS $186.18, where you are whole again, by expiry)
Starting unrealized P&L: $-9,045
+ Fortress recovery (un-capped): +$8,814
− CC assignment net of premium (2 × $200): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$168
Total Position P&L @ SS: $-400 (+$8,645 vs today)
Do-nothing baseline at SS: $-737 (this trade vs do-nothing: +$337, the opportunity cost of earning $150/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 $-2,338 (+$6,707 vs today)
🛡 safe yield3 × $18017 Jul6d12.5%92%17%$291$1,455-$1,500$1,564
Sell 3 × $180 12.5% OTM over spot $160.07 17 Jul 2026 (6d, $1.02 mid)
= $291 credit for the 6d cycle → $1,455/mo projected
Survival (stays ≤ $180)
92%
Breach risk
8%
POP (stays ≤ $181.01)
93%
EV / mo
+$1,001
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.5] median  ·  74% of paths whole by 9 mo (vs 77% without)  ·  ~2.1 challenges expected  ·  median CC cash $1,855
🛡 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)
-$1,354
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$205 @ 83% POP
80% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.75/sh now → $5.48 mid-life (likely $4.30–$8.20)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$4.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 340 simulated challenges: the $180 strike is typically first touched on day 4 of 6, at $183 (overshoots $3.40). 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+$3.74/sh+$1,123
cycle +$1,414
[+$1,098…+$1,505] · 100% credit
68%
surv 52%
-$905 NOT
cap gain +$8,140
Up-and-out for even (raise the cap, free)~$18724 Jul 202610d left+$0.64/sh+$192
cycle +$483
[-$15…+$500] · 73% credit
74%
surv 65%
+$672 SAFE
cap gain +$9,717
Reliable up-and-out (highest cap still free ≥60%)~$19731 Jul 202617d left+$0.82/sh+$245
cycle +$536
[-$57…+$597] · 70% credit
79%
surv 73%
+$4,100 SAFE
cap gain +$13,145
Max even-money escape in the band~$20031 Jul 202617d left+$0.22/sh+$67
cycle +$358
[-$267…+$406] · 56% credit
80%
surv 76%
+$4,766 SAFE
cap gain +$13,811
reaches SS ✓
Safety roll (pay small debit, max POP)~$20531 Jul 202617d left-$0.96/sh-$287
cycle +$4
[-$687…+$37] · 27% credit
83%
surv 80%
+$6,099 SAFE
cap gain +$15,144
budget: banked $291 debit $287 (99% used ≈ 0.9 wk of income) → whole cycle still +$4 cash · rolled 3 ct earn ≈ $2,396/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$1,455/mo
vs 50% target ($2,953/mo)-51%
vs normal income ($5,905/mo)25% covered
Net income (after hedge)$1,312/mo
Downside budget
⚠ $180 is $6 below CC-SS $186.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,564
… as % of IC ($5,940)26.3%
… as % of ML ($43,440)3.6%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,058
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $181.01 (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 $174.49 (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
$178-181.01
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
≥ $181.01
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 (1.4σ)$291$-2,028+$7,017-$309
+2.5%$184.50 (1.8σ)$-1,059$-1,859+$7,186-$1,059
+5%$189.00 (2.1σ)$-2,409$-1,690+$7,355-$1,059
V-BOUNCE STRESS (stock → CC-SS $186.18, where you are whole again, by expiry)
Starting unrealized P&L: $-9,045
+ Fortress recovery (un-capped): +$8,814
− CC assignment net of premium (3 × $180): -$1,564
Total Position P&L @ SS: $-1,796 (+$7,249 vs today)
Do-nothing baseline at SS: $-737 (this trade vs do-nothing: $-1,059, the opportunity cost of earning $1,455/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 $-2,538 (+$6,507 vs today)
33% normal3 × $17517 Jul6d9.3%85%30%$462$2,310-$645$2,893
Sell 3 × $175 9.3% OTM over spot $160.07 17 Jul 2026 (6d, $1.61 mid)
= $462 credit for the 6d cycle → $2,310/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $176.61)
87%
EV / mo
+$1,183
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.3] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  81% of paths whole by 9 mo (vs 80% without)  ·  ~3.6 challenges expected  ·  median CC cash $2,111
🛡 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)
20%
Flat exit net (mid-life)
-$1,103
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.38/sh now → $5.22 mid-life (likely $5.06–$8.42)≈ $0 at expiry  |  you banked $1.54/sh, so a flat mid-life exit nets -$3.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 592 simulated challenges: the $175 strike is typically first touched on day 4 of 6, at $179 (overshoots $3.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17524 Jul 202610d left+$3.56/sh+$1,069
cycle +$1,531
[+$950…+$1,310] · 100% credit
68%
surv 52%
-$2,475 NOT
cap gain +$6,570
Reliable up-and-out (highest cap still free ≥60%)~$19031 Jul 202617d left+$1.30/sh+$389
cycle +$851
[+$44…+$537] · 78% credit
78%
surv 71%
+$1,884 SAFE
cap gain +$10,929
Up-and-out for even (raise the cap, free)~$18224 Jul 202610d left+$0.47/sh+$142
cycle +$604
[-$124…+$274] · 57% credit
75%
surv 66%
-$894 NOT
cap gain +$8,151
Max even-money escape in the band~$19231 Jul 202617d left+$0.56/sh+$168
cycle +$630
[-$227…+$293] · 52% credit
79%
surv 74%
+$2,506 SAFE
cap gain +$11,551
reaches SS ✓
Safety roll (pay small debit, max POP)~$20031 Jul 202617d left-$1.15/sh-$344
cycle +$118
[-$869…-$252] · 15% credit
84%
surv 81%
+$4,526 SAFE
cap gain +$13,571
budget: banked $462 debit $344 (74% used ≈ 0.6 wk of income) → whole cycle still +$118 cash · rolled 3 ct earn ≈ $2,155/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$2,310/mo
vs 50% target ($2,953/mo)-22%
vs normal income ($5,905/mo)39% covered
Net income (after hedge)$2,167/mo
Downside budget
⚠ $175 is $11 below CC-SS $186.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,893
… as % of IC ($5,940)48.7%
… as % of ML ($43,440)6.7%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-9,066
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.54 collected) or spot ≥ $176.61 (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 $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-176.61
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $176.61
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 (1.1σ)$462$-3,544+$5,501-$138
+2.5%$179.37 (1.4σ)$-850$-3,380+$5,665-$1,450
+5%$183.75 (1.7σ)$-2,163$-3,216+$5,829-$2,388
V-BOUNCE STRESS (stock → CC-SS $186.18, where you are whole again, by expiry)
Starting unrealized P&L: $-9,045
+ Fortress recovery (un-capped): +$8,814
− CC assignment net of premium (3 × $175): -$2,893
Total Position P&L @ SS: $-3,125 (+$5,920 vs today)
Do-nothing baseline at SS: $-737 (this trade vs do-nothing: $-2,388, the opportunity cost of earning $2,310/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$843, position total $-3,381 (+$5,664 vs today)
🎯 50% normal3 × $172.5017 Jul6d7.8%81%27%$591$2,955$3,514
Sell 3 × $172.50 7.8% OTM over spot $160.07 17 Jul 2026 (6d, $2.03 mid)
= $591 credit for the 6d cycle → $2,955/mo projected
Survival (stays ≤ $172.50)
81%
Breach risk
19%
POP (stays ≤ $174.53)
85%
EV / mo
+$1,370
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.4-2.3] median  ·  79% of paths whole by 9 mo (vs 78% without)  ·  ~4.7 challenges expected  ·  median CC cash $2,796
🛡 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)
27%
Flat exit net (mid-life)
-$935
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 87% POP
85% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.19/sh now → $5.09 mid-life (likely $4.85–$8.26)≈ $0 at expiry  |  you banked $1.97/sh, so a flat mid-life exit nets -$3.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 814 simulated challenges: the $172 strike is typically first touched on day 4 of 6, at $176 (overshoots $3.47). 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+$3.47/sh+$1,042
cycle +$1,633
[+$896…+$1,273] · 100% credit
68%
surv 52%
-$3,217 NOT
cap gain +$5,828
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202617d left+$1.16/sh+$348
cycle +$939
[-$28…+$481] · 72% credit
78%
surv 72%
+$1,128 SAFE
cap gain +$10,173
Up-and-out for even (raise the cap, free)~$18024 Jul 202610d left+$0.39/sh+$118
cycle +$709
[-$174…+$233] · 49% credit
75%
surv 66%
-$1,633 NOT
cap gain +$7,412
Max even-money escape in the band~$19031 Jul 202617d left+$0.44/sh+$131
cycle +$722
[-$290…+$250] · 45% credit
80%
surv 74%
+$1,754 SAFE
cap gain +$10,799
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202617d left-$1.96/sh-$589
cycle +$2
[-$1,177…-$500] · 3% credit
87%
surv 85%
+$5,253 SAFE
cap gain +$14,298
budget: banked $591 debit $589 (100% used ≈ 0.9 wk of income) → whole cycle still +$2 cash · rolled 3 ct earn ≈ $1,654/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$2,955/mo
vs 50% target ($2,953/mo)+0%
vs normal income ($5,905/mo)50% covered
Net income (after hedge)$2,812/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,514
… as % of IC ($5,940)59.2%
… as % of ML ($43,440)8.1%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,063
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.97 collected) or spot ≥ $174.53 (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 $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-174.53
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $174.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$591$-4,259+$4,786-$9
+2.5%$176.81 (1.2σ)$-703$-4,097+$4,948-$1,303
+5%$181.12 (1.5σ)$-1,996$-3,935+$5,110-$2,596
SS (= V-bounce)$182.40 (1.6σ)$-2,379$-3,888+$5,157-$2,979
V-BOUNCE STRESS (stock → CC-SS $186.18, where you are whole again, by expiry)
Starting unrealized P&L: $-9,045
+ Fortress recovery (un-capped): +$8,814
− CC assignment net of premium (3 × $172.50): -$3,514
Total Position P&L @ SS: $-3,746 (+$5,299 vs today)
Do-nothing baseline at SS: $-737 (this trade vs do-nothing: $-3,009, the opportunity cost of earning $2,955/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,464, position total $-4,002 (+$5,043 vs today)
100% normal3 × $16517 Jul6d3.1%65%72%$1,200$6,000+$3,045$5,155
Sell 3 × $165 3.1% OTM over spot $160.07 17 Jul 2026 (6d, $4.10 mid)
= $1,200 credit for the 6d cycle → $6,000/mo projected
Survival (stays ≤ $165)
65%
Breach risk
35%
POP (stays ≤ $169.10)
75%
EV / mo
+$1,910
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.2] median, 0.2 mo faster than no FIGHT (1.1 mo)  ·  88% of paths whole by 9 mo (vs 83% without)  ·  ~9.0 challenges expected  ·  median CC cash $3,382
🛡 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)
55%
Flat exit net (mid-life)
-$212
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 90% POP
89% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.65/sh now → $4.71 mid-life (likely $5.94–$9.06)≈ $0 at expiry  |  you banked $4.00/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,662 simulated challenges: the $165 strike is typically first touched on day 2 of 6, at $169 (overshoots $3.67). 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+$3.22/sh+$965
cycle +$2,165
[+$734…+$947] · 100% credit
68%
surv 52%
-$5,216 NOT
cap gain +$3,829
Reliable up-and-out (highest cap still free ≥60%)~$17731 Jul 202617d left+$1.51/sh+$453
cycle +$1,653
[-$59…+$314] · 70% credit
77%
surv 70%
-$1,533 NOT
cap gain +$7,512
Up-and-out for even (raise the cap, free)~$17224 Jul 202610d left+$0.16/sh+$49
cycle +$1,249
[-$388…-$74] · 17% credit
75%
surv 67%
-$3,625 NOT
cap gain +$5,420
Max even-money escape in the band~$18231 Jul 202617d left+$0.08/sh+$25
cycle +$1,225
[-$597…-$148] · 14% credit
80%
surv 76%
-$274 NOT
cap gain +$8,771
reaches SS ✓
Safety roll (pay small debit, max POP)~$20031 Jul 202617d left-$2.78/sh-$833
cycle +$367
[-$1,773…-$1,102]
90%
surv 89%
+$4,774 SAFE
cap gain +$13,819
budget: banked $1,200 debit $833 (69% used ≈ 0.6 wk of income) → whole cycle still +$367 cash · rolled 3 ct earn ≈ $1,021/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$6,000/mo
vs 50% target ($2,953/mo)+103%
vs normal income ($5,905/mo)102% covered
Net income (after hedge)$5,857/mo
Downside budget
⚠ $165 is $21 below CC-SS $186.18: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,155
… as % of IC ($5,940)86.8%
… as % of ML ($43,440)11.9%
Recovery months (at normal income)0.9 mo
Surgical close (3 ct)$-9,075
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.00/sh (~25% of the $4.00 collected) or spot ≥ $169.10 (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 $174.49 (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
$163-169.10
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
≥ $169.10
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)$1,200$-6,181+$2,864+$600
+2.5%$169.12 (≤1σ, normal week)$-37$-6,026+$3,019-$637
+5%$173.25 (≤1σ, normal week)$-1,275$-5,872+$3,173-$1,875
SS (= V-bounce)$182.40 (1.6σ)$-4,020$-5,529+$3,516-$4,620
V-BOUNCE STRESS (stock → CC-SS $186.18, where you are whole again, by expiry)
Starting unrealized P&L: $-9,045
+ Fortress recovery (un-capped): +$8,814
− CC assignment net of premium (3 × $165): -$5,155
Total Position P&L @ SS: $-5,387 (+$3,658 vs today)
Do-nothing baseline at SS: $-737 (this trade vs do-nothing: $-4,650, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,105, position total $-5,643 (+$3,402 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: +$8,814 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-737

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.506d17 Jul 2026$1.973/3$2,955$2,81281%85%+$1,370-$3,51459.2%$-3,746 (vs do-nothing $-3,009)
$1706d17 Jul 2026$2.533/3$3,795$3,65277%82%+$1,643-$4,09669.0%$-4,328 (vs do-nothing $-3,591)
$167.506d17 Jul 2026$3.202/3$3,200$3,51871%78%+$1,182-$3,09752.1%$-3,497 (vs do-nothing $-2,760)
$17013d24 Jul 2026$4.703/3$3,254$3,11070%78%+$985-$3,44558.0%$-3,677 (vs do-nothing $-2,940)
$17020d31 Jul 2026$7.353/3$3,307$3,16467%75%+$828-$2,65044.6%$-2,882 (vs do-nothing $-2,145)
$167.5013d24 Jul 2026$5.503/3$3,808$3,66466%75%+$1,036-$3,95566.6%$-4,187 (vs do-nothing $-3,450)
$1656d17 Jul 2026$4.002/3$4,000$4,31865%75%+$1,273-$3,43757.9%$-3,837 (vs do-nothing $-3,100)
$167.5020d31 Jul 2026$8.253/3$3,712$3,56964%74%+$859-$3,13052.7%$-3,362 (vs do-nothing $-2,625)
$16513d24 Jul 2026$6.402/3$2,954$3,27262%73%+$712-$2,95749.8%$-3,357 (vs do-nothing $-2,620)
$16520d31 Jul 2026$9.203/3$4,140$3,99760%72%+$868-$3,59560.5%$-3,827 (vs do-nothing $-3,090)
$162.506d17 Jul 2026$4.952/3$4,950$5,26859%72%+$1,328-$3,74763.1%$-4,147 (vs do-nothing $-3,410)
$162.5013d24 Jul 2026$7.452/3$3,438$3,75757%71%+$738-$3,24754.7%$-3,647 (vs do-nothing $-2,910)
$162.5020d31 Jul 2026$10.252/3$3,075$3,39357%70%+$583-$2,68745.2%$-3,087 (vs do-nothing $-2,350)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16020d31 Jul 2026$11.352/3$3,405$3,72353%69%+$569-$2,96749.9%$-3,367 (vs do-nothing $-2,630)
$16013d24 Jul 2026$8.602/3$3,969$4,28752%68%+$743-$3,51759.2%$-3,917 (vs do-nothing $-3,180)
$1606d17 Jul 2026$6.101/3$3,050$3,83052%68%+$688-$2,00833.8%$-2,577 (vs do-nothing $-1,840)
$157.5020d31 Jul 2026$12.552/3$3,765$4,08350%67%+$553-$3,22754.3%$-3,627 (vs do-nothing $-2,890)
$157.5013d24 Jul 2026$9.852/3$4,546$4,86448%66%+$725-$3,76763.4%$-4,167 (vs do-nothing $-3,430)
$157.506d17 Jul 2026$7.351/3$3,675$4,45544%65%+$654-$2,13335.9%$-2,702 (vs do-nothing $-1,965)

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  |  2026-07-11 00:20