FORTRESS FIGHT: COIN-LC145 @ $159.25

BE SS: $182.40  |  CC-SS: $186.10  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

COIN-LC145 @ $159.25   UNDERWATER $23.15 (12.7% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.10  |  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$5,642/mo95% ann ROI on ML
Hedge rolling cost$143/mo
Unrealized P&L$-9,292fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,821/mo
HEDGE COVER
$143/mo
NORMAL INCOME
$5,642/mo (ATM CC, chain)
IC VELOCITY
1.1 mo to earn back $5,940
ML VELOCITY
7.7 mo to earn back $43,440
NOT a deep drawdown: a CC at CC-SS $186.10 (probe: $185C 13d) still earns $1,225/mo (22% 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)
$8,860
was $9,292 · 5% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$186.79 → $186.10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 22 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 50 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.20 (+13%) · daily UBB $174.21 · 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 $170 / 6d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($2,821/mo); it brings $3,555/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 3 × $162.50/6d for $6,675/mo, but breach risk rises to 39% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 3 × $205/6d (99% survival, $165/mo).
Downside anchor: the primary mortgages $4,118 (69% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,308 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 × $170, 78% survival, $3,555/mo (E[net] $1,193/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 × $17078%$3,555$1,193

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,193/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $170 (primary), 78% survival, breach 22%, $3,555/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 86% (breach 22% → 14%) for $1,365/mo less (38% 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 $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $159.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $20517 Jul6d28.7%99%2%$33$165-$3,390$0
Sell 3 × $205 28.7% OTM over spot $159.25 17 Jul 2026 (6d, $0.14 mid)
= $33 credit for the 6d cycle → $165/mo projected
Survival (stays ≤ $205)
99%
Breach risk
1%
POP (stays ≤ $205.13)
99%
EV / mo
+$141
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.2] median  ·  75% of paths whole by 9 mo (vs 80% without)  ·  ~0.2 challenges expected  ·  median CC cash $-10
🛡 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)
-$2,027
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$233 @ 82% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.71/sh now → $6.87 mid-life → ≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$6.76/sh  |  roll rows are incremental, the banked premium stays yours
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)~$20524 Jul 202610d left+$4.79/sh+$1,437
cycle +$1,470
68%
surv 53%
+$7,616 SAFE
cap gain +$16,909
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.82/sh+$246
cycle +$279
76%
surv 67%
+$10,052 SAFE
cap gain +$19,344
Max even-money escape in the band~$23331 Jul 202617d left+$0.01/sh+$4
cycle +$37
82%
surv 77%
+$15,717 SAFE
cap gain +$25,009
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$165/mo
vs 50% target ($2,821/mo)-94%
vs normal income ($5,642/mo)3% covered
Net income (after hedge)$22/mo
Downside budget
✓ $205 is at/above CC-SS $186.10: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,300
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $205.13 (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 $174.21 (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
$203-205.13
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
≥ $205.13
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 (3.3σ)$33$6,179+$15,472+$6,159
+2.5%$210.12 (3.7σ)$-1,504$6,372+$15,664+$6,159
+5%$215.25 (4.0σ)$-3,042$6,564+$15,856+$6,159
V-BOUNCE STRESS (stock → CC-SS $186.10, where you are whole again, by expiry)
Starting unrealized P&L: $-9,292
+ Fortress recovery (un-capped): +$9,060
− CC assignment net of premium (3 × $205): -$0
Total Position P&L @ SS: $-233 (+$9,060 vs today)
Do-nothing baseline at SS: $-688 (this trade vs do-nothing: +$455, the opportunity cost of earning $165/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,561 (+$6,731 vs today)
🛡 safe yield3 × $18017 Jul6d13.0%91%18%$273$1,365-$2,190$1,556
Sell 3 × $180 13.0% OTM over spot $159.25 17 Jul 2026 (6d, $0.95 mid)
= $273 credit for the 6d cycle → $1,365/mo projected
Survival (stays ≤ $180)
91%
Breach risk
9%
POP (stays ≤ $180.94)
92%
EV / mo
+$846
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.0] median  ·  75% of paths whole by 9 mo (vs 77% without)  ·  ~2.1 challenges expected  ·  median CC cash $1,526
🛡 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)
10%
Flat exit net (mid-life)
-$1,360
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 84% 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: $7.70/sh now → $5.44 mid-life (likely $4.62–$7.83)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$4.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 285 simulated challenges: the $180 strike is typically first touched on day 4 of 6, at $184 (overshoots $3.52). 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+$3.82/sh+$1,145
cycle +$1,418
[+$1,098…+$1,509] · 100% credit
68%
surv 52%
-$873 NOT
cap gain +$8,419
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202617d left+$0.95/sh+$286
cycle +$559
[+$5…+$560] · 75% credit
79%
surv 74%
+$4,426 SAFE
cap gain +$13,718
Up-and-out for even (raise the cap, free)~$18824 Jul 202610d left+$0.66/sh+$199
cycle +$472
[+$5…+$442] · 75% credit
75%
surv 66%
+$963 SAFE
cap gain +$10,256
Max even-money escape in the band~$20331 Jul 202617d left+$0.04/sh+$13
cycle +$286
[-$243…+$284] · 52% credit
84%
surv 80%
+$5,840 SAFE
cap gain +$15,132
reaches 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$1,365/mo
vs 50% target ($2,821/mo)-52%
vs normal income ($5,642/mo)24% covered
Net income (after hedge)$1,222/mo
Downside budget
⚠ $180 is $6 below CC-SS $186.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,556
… as % of IC ($5,940)26.2%
… as % of ML ($43,440)3.6%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,303
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $180.94 (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 $174.21 (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
$178-180.94
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
≥ $180.94
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 (1.5σ)$273$-2,018+$7,274-$351
+2.5%$184.50 (1.8σ)$-1,077$-1,849+$7,443-$1,101
+5%$189.00 (2.1σ)$-2,427$-1,681+$7,612-$1,101
V-BOUNCE STRESS (stock → CC-SS $186.10, where you are whole again, by expiry)
Starting unrealized P&L: $-9,292
+ Fortress recovery (un-capped): +$9,060
− CC assignment net of premium (3 × $180): -$1,556
Total Position P&L @ SS: $-1,789 (+$7,503 vs today)
Do-nothing baseline at SS: $-688 (this trade vs do-nothing: $-1,101, the opportunity cost of earning $1,365/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,561 (+$6,731 vs today)
33% normal ← lean3 × $17517 Jul6d9.9%86%28%$438$2,190-$1,365$2,891
Sell 3 × $175 9.9% OTM over spot $159.25 17 Jul 2026 (6d, $1.52 mid)
= $438 credit for the 6d cycle → $2,190/mo projected
Survival (stays ≤ $175)
86%
Breach risk
14%
POP (stays ≤ $176.51)
88%
EV / mo
+$1,167
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.4] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  79% of paths whole by 9 mo (vs 80% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,172
🛡 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)
18%
Flat exit net (mid-life)
-$1,116
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.32/sh now → $5.18 mid-life (likely $4.55–$7.92)≈ $0 at expiry  |  you banked $1.46/sh, so a flat mid-life exit nets -$3.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 529 simulated challenges: the $175 strike is typically first touched on day 4 of 6, at $178 (overshoots $3.46). 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+$3.63/sh+$1,090
cycle +$1,528
[+$997…+$1,396] · 100% credit
68%
surv 52%
-$2,451 NOT
cap gain +$6,842
Up-and-out for even (raise the cap, free)~$18324 Jul 202610d left+$0.49/sh+$146
cycle +$584
[-$96…+$297] · 63% credit
75%
surv 67%
-$612 NOT
cap gain +$8,680
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202617d left+$0.69/sh+$206
cycle +$644
[-$136…+$377] · 62% credit
80%
surv 74%
+$2,823 SAFE
cap gain +$12,115
Max even-money escape in the band~$19631 Jul 202617d left+$0.10/sh+$31
cycle +$469
[-$337…+$195] · 40% credit
81%
surv 77%
+$3,492 SAFE
cap gain +$12,784
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202617d left-$1.36/sh-$407
cycle +$31
[-$878…-$250] · 11% credit
85%
surv 83%
+$5,585 SAFE
cap gain +$14,877
budget: banked $438 debit $407 (93% used ≈ 0.8 wk of income) → whole cycle still +$31 cash · rolled 3 ct earn ≈ $2,023/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$2,190/mo
vs 50% target ($2,821/mo)-22%
vs normal income ($5,642/mo)39% covered
Net income (after hedge)$2,047/mo
Downside budget
⚠ $175 is $11 below CC-SS $186.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,891
… as % of IC ($5,940)48.7%
… as % of ML ($43,440)6.7%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-9,309
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.46 collected) or spot ≥ $176.51 (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 $174.21 (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
$173-176.51
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
≥ $176.51
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)$438$-3,541+$5,752-$186
+2.5%$179.37 (1.5σ)$-874$-3,376+$5,916-$1,498
+5%$183.75 (1.8σ)$-2,187$-3,212+$6,080-$2,436
V-BOUNCE STRESS (stock → CC-SS $186.10, where you are whole again, by expiry)
Starting unrealized P&L: $-9,292
+ Fortress recovery (un-capped): +$9,060
− CC assignment net of premium (3 × $175): -$2,891
Total Position P&L @ SS: $-3,124 (+$6,168 vs today)
Do-nothing baseline at SS: $-688 (this trade vs do-nothing: $-2,436, the opportunity cost of earning $2,190/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$822, position total $-3,383 (+$5,909 vs today)
🎯 50% normal3 × $17017 Jul6d6.7%78%32%$711$3,555$4,118
Sell 3 × $170 6.7% OTM over spot $159.25 17 Jul 2026 (6d, $2.42 mid)
= $711 credit for the 6d cycle → $3,555/mo projected
Survival (stays ≤ $170)
78%
Breach risk
22%
POP (stays ≤ $172.42)
83%
EV / mo
+$1,583
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.0] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  77% of paths whole by 9 mo (vs 75% without)  ·  ~5.7 challenges expected  ·  median CC cash $3,283
🛡 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)
32%
Flat exit net (mid-life)
-$765
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$201 @ 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: $6.96/sh now → $4.92 mid-life (likely $5.17–$8.34)≈ $0 at expiry  |  you banked $2.37/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 960 simulated challenges: the $170 strike is typically first touched on day 3 of 6, at $173 (overshoots $3.33). 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)~$17024 Jul 202610d left+$3.46/sh+$1,037
cycle +$1,748
[+$866…+$1,174] · 100% credit
68%
surv 52%
-$3,918 NOT
cap gain +$5,374
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202617d left+$1.12/sh+$336
cycle +$1,047
[-$1…+$415] · 75% credit
81%
surv 74%
+$694 SAFE
cap gain +$9,987
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.32/sh+$95
cycle +$806
[-$233…+$137] · 40% credit
76%
surv 68%
-$2,078 NOT
cap gain +$7,215
Max even-money escape in the band~$18831 Jul 202617d left+$0.43/sh+$129
cycle +$840
[-$341…+$155] · 38% credit
80%
surv 75%
+$1,332 SAFE
cap gain +$10,625
reaches SS ✓
Safety roll (pay small debit, max POP)~$20131 Jul 202617d left-$1.83/sh-$548
cycle +$163
[-$1,184…-$571] · 2% credit
87%
surv 85%
+$4,873 SAFE
cap gain +$14,166
budget: banked $711 debit $548 (77% used ≈ 0.7 wk of income) → whole cycle still +$163 cash · rolled 3 ct earn ≈ $1,638/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$3,555/mo
vs 50% target ($2,821/mo)+26%
vs normal income ($5,642/mo)63% covered
Net income (after hedge)$3,412/mo
Downside budget
⚠ $170 is $16 below CC-SS $186.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,118
… as % of IC ($5,940)69.3%
… as % of ML ($43,440)9.5%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-9,308
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.59/sh (~25% of the $2.37 collected) or spot ≥ $172.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $174.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-172.42
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
≥ $172.42
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$170.00 (≤1σ, normal week)$711$-4,955+$4,337+$87
+2.5%$174.25 (1.1σ)$-564$-4,796+$4,497-$1,188
+5%$178.50 (1.4σ)$-1,839$-4,636+$4,656-$2,463
SS (= V-bounce)$182.40 (1.7σ)$-3,009$-4,490+$4,802-$3,633
V-BOUNCE STRESS (stock → CC-SS $186.10, where you are whole again, by expiry)
Starting unrealized P&L: $-9,292
+ Fortress recovery (un-capped): +$9,060
− CC assignment net of premium (3 × $170): -$4,118
Total Position P&L @ SS: $-4,351 (+$4,941 vs today)
Do-nothing baseline at SS: $-688 (this trade vs do-nothing: $-3,663, the opportunity cost of earning $3,555/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,049, position total $-4,610 (+$4,682 vs today)
100% normal3 × $162.5017 Jul6d2.0%61%81%$1,335$6,675+$3,120$5,744
Sell 3 × $162.50 2.0% OTM over spot $159.25 17 Jul 2026 (6d, $4.58 mid)
= $1,335 credit for the 6d cycle → $6,675/mo projected
Survival (stays ≤ $162.50)
61%
Breach risk
39%
POP (stays ≤ $167.07)
73%
EV / mo
+$1,817
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.5-1.8] median, 0.2 mo faster than no FIGHT (1.0 mo)  ·  80% of paths whole by 9 mo (vs 74% without)  ·  ~12.4 challenges expected  ·  median CC cash $3,704
🛡 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)
63%
Flat exit net (mid-life)
-$28
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$198 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.43/sh now → $4.54 mid-life (likely $5.90–$8.75)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,882 simulated challenges: the $162 strike is typically first touched on day 2 of 6, at $166 (overshoots $3.49). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16224 Jul 202610d left+$3.20/sh+$959
cycle +$2,294
[+$728…+$909] · 100% credit
68%
surv 52%
-$5,903 NOT
cap gain +$3,390
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202617d left+$1.29/sh+$387
cycle +$1,722
[-$39…+$242] · 70% credit
79%
surv 73%
-$2,005 NOT
cap gain +$7,287
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.08/sh+$23
cycle +$1,358
[-$405…-$122] · 14% credit
76%
surv 69%
-$4,057 NOT
cap gain +$5,235
Max even-money escape in the band~$18131 Jul 202617d left+$0.08/sh+$23
cycle +$1,358
[-$592…-$181] · 12% credit
81%
surv 77%
-$682 NOT
cap gain +$8,611
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19831 Jul 202617d left-$2.57/sh-$770
cycle +$565
[-$1,662…-$1,056]
91%
surv 90%
+$4,431 SAFE
cap gain +$13,724
budget: banked $1,335 debit $770 (58% used ≈ 0.5 wk of income) → whole cycle still +$565 cash · rolled 3 ct earn ≈ $1,047/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$6,675/mo
vs 50% target ($2,821/mo)+137%
vs normal income ($5,642/mo)118% covered
Net income (after hedge)$6,532/mo
Downside budget
⚠ $162.50 is $24 below CC-SS $186.10: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,744
… as % of IC ($5,940)96.7%
… as % of ML ($43,440)13.2%
Recovery months (at normal income)1.0 mo
Surgical close (3 ct)$-9,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.11/sh (~25% of the $4.45 collected) or spot ≥ $167.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $174.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-167.07
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $167.07
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$162.50 (≤1σ, normal week)$1,335$-6,862+$2,430+$711
+2.5%$166.56 (≤1σ, normal week)$116$-6,710+$2,583-$508
+5%$170.62 (≤1σ, normal week)$-1,102$-6,558+$2,735-$1,726
SS (= V-bounce)$182.40 (1.7σ)$-4,635$-6,116+$3,176-$5,259
V-BOUNCE STRESS (stock → CC-SS $186.10, where you are whole again, by expiry)
Starting unrealized P&L: $-9,292
+ Fortress recovery (un-capped): +$9,060
− CC assignment net of premium (3 × $162.50): -$5,744
Total Position P&L @ SS: $-5,977 (+$3,315 vs today)
Do-nothing baseline at SS: $-688 (this trade vs do-nothing: $-5,289, the opportunity cost of earning $6,675/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,675, position total $-6,236 (+$3,056 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: +$9,060 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-688

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1706d17 Jul 2026$2.373/3$3,555$3,41278%83%+$1,583-$4,11869.3%$-4,351 (vs do-nothing $-3,663)
$167.506d17 Jul 2026$2.922/3$2,920$3,25773%79%+$1,122-$3,13652.8%$-3,520 (vs do-nothing $-2,832)
$172.5020d31 Jul 2026$6.353/3$2,857$2,71472%79%+$1,135-$2,17436.6%$-2,407 (vs do-nothing $-1,719)
$17013d24 Jul 2026$4.653/3$3,219$3,07671%78%+$1,060-$3,43457.8%$-3,667 (vs do-nothing $-2,979)
$17020d31 Jul 2026$7.153/3$3,218$3,07468%76%+$793-$2,68445.2%$-2,917 (vs do-nothing $-2,229)
$167.5013d24 Jul 2026$5.403/3$3,738$3,59568%76%+$1,113-$3,95966.7%$-4,192 (vs do-nothing $-3,504)
$1656d17 Jul 2026$3.652/3$3,650$3,98767%76%+$1,220-$3,49058.7%$-3,874 (vs do-nothing $-3,186)
$167.5020d31 Jul 2026$8.003/3$3,600$3,45765%76%+$1,222-$3,17953.5%$-3,412 (vs do-nothing $-2,724)
$16513d24 Jul 2026$6.252/3$2,885$3,22163%74%+$768-$2,97050.0%$-3,354 (vs do-nothing $-2,666)
$16520d31 Jul 2026$8.853/3$3,982$3,83961%72%+$802-$3,67461.9%$-3,907 (vs do-nothing $-3,219)
$162.506d17 Jul 2026$4.452/3$4,450$4,78761%73%+$1,211-$3,83064.5%$-4,214 (vs do-nothing $-3,526)
$162.5013d24 Jul 2026$7.202/3$3,323$3,66059%71%+$781-$3,28055.2%$-3,664 (vs do-nothing $-2,976)
$162.5020d31 Jul 2026$9.952/3$2,985$3,32258%72%+$843-$2,73046.0%$-3,114 (vs do-nothing $-2,426)
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$11.052/3$3,315$3,65255%69%+$571-$3,01050.7%$-3,394 (vs do-nothing $-2,706)
$16013d24 Jul 2026$8.152/3$3,762$4,09854%69%+$730-$3,59060.4%$-3,974 (vs do-nothing $-3,286)
$1606d17 Jul 2026$5.552/3$5,550$5,88754%69%+$1,300-$4,11069.2%$-4,494 (vs do-nothing $-3,806)
$157.5020d31 Jul 2026$12.202/3$3,660$3,99751%68%+$555-$3,28055.2%$-3,664 (vs do-nothing $-2,976)
$157.5013d24 Jul 2026$9.402/3$4,338$4,67549%67%+$748-$3,84064.6%$-4,224 (vs do-nothing $-3,536)
$157.506d17 Jul 2026$6.801/3$3,400$4,21746%66%+$658-$2,18036.7%$-2,716 (vs do-nothing $-2,028)

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 03:39