FORTRESS FIGHT: COIN-LC145 @ $156.49

BE SS: $182.40  |  CC-SS: $184.33  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

COIN-LC145 @ $156.49   UNDERWATER $25.91 (14.2% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $184.33  |  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$7,323/mo95% ann ROI on ML
Hedge rolling cost$201/mo
Unrealized P&L$-9,585fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,661/mo
HEDGE COVER
$201/mo
NORMAL INCOME
$7,323/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $5,940
ML VELOCITY
5.9 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $184.33 (probe: $185C 11d) brings only $1,334/mo (<20% of normal), so FIGHT below it is warranted.
🏦 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)
$9,153
was $9,585 · 5% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$191.99 → $184.33
INTERPRETATION
Primary: 3 contracts at $172.50 / 4d. This is the safest strike (survival 92%, breach 8%) that still earns 50% of normal income ($3,661/mo); it brings $3,870/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 × $165/4d for $7,762/mo, but breach risk rises to 22% (+14pp 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 × $205/4d (99+% survival, $225/mo).
Downside anchor: the primary mortgages $3,033 (51% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,622 and cuts bleed by $201/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 3 × $172.50, 92% survival, $3,870/mo (E[net] $2,551/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d3 × $172.5092%$3,870$2,551
NEXT FRIDAY24 Jul 2026 · 11d3 × $167.5074%$4,214$1,199

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,551/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 92% survival, breach 8%, $3,870/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 95% (breach 8% → 5%) for $832/mo less (22% income) buys safety you do not really need here.
COIN  spot $156.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $20517 Jul4d31.0%99+%0%$30$225-$3,645$0
Sell 3 × $205 31.0% OTM over spot $156.49 17 Jul 2026 (4d, $0.14 mid)
= $30 credit for the 4d cycle → $225/mo projected
Survival (stays ≤ $205)
99+%
Breach risk
0%
POP (stays ≤ $205.13)
99+%
EV / mo
+$224
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.4] median  ·  68% of paths whole by 9 mo (vs 77% without)  ·  ~0.0 challenges expected  ·  median CC cash $-370
🛡 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)
-$2,611
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$234 @ 84% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.45/sh now → $8.80 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$8.70/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 20269d left+$4.87/sh+$1,462
cycle +$1,492
71%
surv 53%
+$5,005 SAFE
cap gain +$14,590
Up-and-out for even (raise the cap, free)~$21924 Jul 20269d left+$0.19/sh+$57
cycle +$87
80%
surv 71%
+$7,248 SAFE
cap gain +$16,833
Max even-money escape in the band~$23431 Jul 202616d left+$0.36/sh+$109
cycle +$139
84%
surv 78%
+$11,349 SAFE
cap gain +$20,934
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$225/mo
vs 50% target ($3,661/mo)-94%
vs normal income ($7,323/mo)3% covered
Net income (after hedge)$24/mo
Downside budget
✓ $205 is at/above CC-SS $184.33: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,595
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 $0.10 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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (4.4σ)$30$3,543+$13,128+$6,219
+2.5%$210.12 (4.8σ)$-1,507$3,389+$12,974+$6,219
+5%$215.25 (5.3σ)$-3,045$3,235+$12,820+$6,219
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $205): -$0
Total Position P&L @ SS: $-2,068 (+$7,517 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-12, the opportunity cost of earning $225/mo FIGHT income now)
33% normal3 × $17517 Jul4d11.8%95%11%$405$3,038-$832$2,394
Sell 3 × $175 11.8% OTM over spot $156.49 17 Jul 2026 (4d, $1.39 mid)
= $405 credit for the 4d cycle → $3,038/mo projected
Survival (stays ≤ $175)
95%
Breach risk
5%
POP (stays ≤ $176.39)
96%
EV / mo
+$2,758
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.2] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  70% of paths whole by 9 mo (vs 74% without)  ·  ~2.2 challenges expected  ·  median CC cash $2,698
🛡 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)
5%
Flat exit net (mid-life)
-$1,584
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 84% POP
79% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.38/sh now → $6.63 mid-life (likely $5.50–$9.27)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$5.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 158 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $178 (overshoots $2.82). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17524 Jul 20269d left+$3.70/sh+$1,111
cycle +$1,516
[+$1,020…+$1,495] · 99% credit
71%
surv 52%
-$3,072 NOT
cap gain +$6,513
Up-and-out for even (raise the cap, free)~$18424 Jul 20269d left+$0.35/sh+$104
cycle +$509
[-$162…+$395] · 65% credit
78%
surv 68%
-$1,781 NOT
cap gain +$7,804
Max even-money escape in the band~$19431 Jul 202616d left+$0.50/sh+$149
cycle +$554
[-$226…+$479] · 63% credit
81%
surv 75%
+$964 SAFE
cap gain +$10,549
reaches SS ✓
Safety roll (pay small debit, max POP)~$19931 Jul 202616d left-$0.90/sh-$269
cycle +$136
[-$727…+$45] · 31% credit
84%
surv 79%
+$1,896 SAFE
cap gain +$11,481
budget: banked $405 debit $269 (66% used ≈ 0.4 wk of income) → whole cycle still +$136 cash · rolled 3 ct earn ≈ $3,225/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$3,038/mo
vs 50% target ($3,661/mo)-17%
vs normal income ($7,323/mo)41% covered
Net income (after hedge)$2,836/mo
Downside budget
⚠ $175 is $9 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,394
… as % of IC ($5,940)40.3%
… as % of ML ($43,440)5.5%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-9,597
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.35 collected) or spot ≥ $176.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected.
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
$173-176.39
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
≥ $176.39
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.7σ)$405$-4,182+$5,403-$156
+2.5%$179.37 (2.1σ)$-907$-4,314+$5,271-$1,468
+5%$183.75 (2.5σ)$-2,220$-4,445+$5,140-$2,406
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $175): -$2,394
Total Position P&L @ SS: $-4,462 (+$5,123 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-2,406, the opportunity cost of earning $3,038/mo FIGHT income now)
🎯 50% normal3 × $172.5017 Jul4d10.2%92%9%$516$3,870$3,033
Sell 3 × $172.50 10.2% OTM over spot $156.49 17 Jul 2026 (4d, $1.84 mid)
= $516 credit for the 4d cycle → $3,870/mo projected
Survival (stays ≤ $172.50)
92%
Breach risk
8%
POP (stays ≤ $174.34)
94%
EV / mo
+$3,370
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-3.0] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  72% of paths whole by 9 mo (vs 73% without)  ·  ~3.0 challenges expected  ·  median CC cash $3,658
🛡 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)
9%
Flat exit net (mid-life)
-$1,423
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$196 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.14/sh now → $6.46 mid-life (likely $5.21–$10.27)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$4.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 272 simulated challenges: the $172 strike is typically first touched on day 3 of 4, at $176 (overshoots $3.16). 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 20269d left+$3.61/sh+$1,083
cycle +$1,599
[+$760…+$1,453] · 95% credit
71%
surv 52%
-$3,663 NOT
cap gain +$5,922
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202616d left+$1.87/sh+$560
cycle +$1,076
[+$22…+$923] · 76% credit
79%
surv 70%
-$539 NOT
cap gain +$9,046
Max even-money escape in the band~$19131 Jul 202616d left+$0.34/sh+$102
cycle +$618
[-$522…+$459] · 52% credit
82%
surv 75%
+$353 SAFE
cap gain +$9,938
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18124 Jul 20269d left+$0.24/sh+$72
cycle +$588
[-$391…+$380] · 51% credit
79%
surv 68%
-$2,377 NOT
cap gain +$7,208
Safety roll (pay small debit, max POP)~$19631 Jul 202616d left-$1.03/sh-$308
cycle +$208
[-$1,007…+$38] · 28% credit
84%
surv 80%
+$1,293 SAFE
cap gain +$10,878
budget: banked $516 debit $308 (60% used ≈ 0.3 wk of income) → whole cycle still +$208 cash · rolled 3 ct earn ≈ $3,057/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$3,870/mo
vs 50% target ($3,661/mo)+6%
vs normal income ($7,323/mo)53% covered
Net income (after hedge)$3,669/mo
Downside budget
⚠ $172.50 is $12 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,033
… as % of IC ($5,940)51.1%
… as % of ML ($43,440)7.0%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-9,622
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.72 collected) or spot ≥ $174.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected.
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
$171-174.34
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
≥ $174.34
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (1.4σ)$516$-4,746+$4,839-$45
+2.5%$176.81 (1.8σ)$-778$-4,876+$4,709-$1,339
+5%$181.12 (2.2σ)$-2,072$-5,005+$4,580-$2,632
SS (= V-bounce)$182.40 (2.3σ)$-2,454$-5,043+$4,542-$3,015
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $172.50): -$3,033
Total Position P&L @ SS: $-5,101 (+$4,484 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-3,045, the opportunity cost of earning $3,870/mo FIGHT income now)
100% normal3 × $16517 Jul4d5.4%78%44%$1,035$7,762+$3,892$4,764
Sell 3 × $165 5.4% OTM over spot $156.49 17 Jul 2026 (4d, $3.55 mid)
= $1,035 credit for the 4d cycle → $7,762/mo projected
Survival (stays ≤ $165)
78%
Breach risk
22%
POP (stays ≤ $168.55)
86%
EV / mo
+$5,483
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.8] median, 0.2 mo faster than no FIGHT (1.5 mo)  ·  86% of paths whole by 9 mo (vs 72% without)  ·  ~6.8 challenges expected  ·  median CC cash $6,041
🛡 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)
30%
Flat exit net (mid-life)
-$757
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$199 @ 90% POP
88% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.45/sh now → $5.97 mid-life (likely $6.41–$10.69)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$2.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 903 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $168 (overshoots $3.23). 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 20269d left+$3.35/sh+$1,004
cycle +$2,039
[+$543…+$1,128] · 93% credit
71%
surv 52%
-$5,248 NOT
cap gain +$4,337
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202616d left+$2.03/sh+$608
cycle +$1,643
[-$113…+$612] · 70% credit
77%
surv 68%
-$2,671 NOT
cap gain +$6,914
Max even-money escape in the band~$17931 Jul 202616d left+$1.37/sh+$412
cycle +$1,447
[-$337…+$405] · 56% credit
79%
surv 71%
-$2,192 NOT
cap gain +$7,393
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17124 Jul 20269d left+$0.83/sh+$250
cycle +$1,285
[-$343…+$253] · 47% credit
77%
surv 65%
-$4,379 NOT
cap gain +$5,206
Safety roll (pay small debit, max POP)~$19931 Jul 202616d left-$3.01/sh-$902
cycle +$133
[-$1,969…-$985]
90%
surv 88%
+$1,893 SAFE
cap gain +$11,478
budget: banked $1,035 debit $902 (87% used ≈ 0.5 wk of income) → whole cycle still +$133 cash · rolled 3 ct earn ≈ $1,668/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$7,762/mo
vs 50% target ($3,661/mo)+112%
vs normal income ($7,323/mo)106% covered
Net income (after hedge)$7,561/mo
Downside budget
⚠ $165 is $19 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,764
… as % of IC ($5,940)80.2%
… as % of ML ($43,440)11.0%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-9,615
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.86/sh (~25% of the $3.45 collected) or spot ≥ $168.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected.
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
$163-168.55
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
≥ $168.55
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$1,035$-6,252+$3,333+$474
+2.5%$169.12 (1.1σ)$-202$-6,376+$3,209-$763
+5%$173.25 (1.5σ)$-1,440$-6,500+$3,085-$2,001
SS (= V-bounce)$182.40 (2.3σ)$-4,185$-6,774+$2,811-$4,746
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $165): -$4,764
Total Position P&L @ SS: $-6,832 (+$2,753 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-4,776, the opportunity cost of earning $7,762/mo FIGHT income now)
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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,199/mo

🎯 Engine pick: sell 3 × $167.50 (primary), 74% survival, breach 26%, $4,214/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 84% (breach 26% → 16%) for $1,514/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 $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 $156.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $212.5024 Jul11d35.8%99%2%$78$212-$4,001$0
Sell 2 × $212.50 35.8% OTM over spot $156.49 24 Jul 2026 (11d, $0.41 mid)
= $78 credit for the 11d cycle → $212/mo projected
Survival (stays ≤ $212.50)
99%
Breach risk
1%
POP (stays ≤ $212.91)
99%
EV / mo
+$194
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.6-2.4] median  ·  74% of paths whole by 9 mo (vs 79% without)  ·  ~0.1 challenges expected  ·  median CC cash $837
🛡 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)
-$2,543
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$221 @ 75% POP
62% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $18.52/sh now → $13.10 mid-life → ≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$12.71/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)~$21231 Jul 202612d left+$2.43/sh+$487
cycle +$564
69%
surv 53%
+$3,289 SAFE
cap gain +$12,874
Up-and-out for even (raise the cap, free)~$22131 Jul 202612d left+$1.03/sh+$207
cycle +$285
75%
surv 62%
+$4,456 SAFE
cap gain +$14,041
Max even-money escape in the band~$22131 Jul 202612d left+$1.03/sh+$207
cycle +$285
75%
surv 62%
+$4,456 SAFE
cap gain +$14,041
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$212/mo
vs 50% target ($3,661/mo)-94%
vs normal income ($7,323/mo)3% covered
Net income (after hedge)$521/mo
Downside budget
✓ $212.50 is at/above CC-SS $184.33: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-6,394
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $212.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $212)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $210.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$210-212.91
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
≥ $212.91
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$212.50 (3.0σ)$78$2,803+$12,388+$5,704
+2.5%$217.81 (3.3σ)$-985$2,643+$12,228+$5,704
+5%$223.12 (3.6σ)$-2,047$2,484+$12,069+$5,704
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (2 × $212.50): -$0
+ Conservative CC premium (1 × $182.50): +$4
Total Position P&L @ SS: $-2,064 (+$7,521 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-8, the opportunity cost of earning $212/mo FIGHT income now)
🛡 safe yield3 × $182.5024 Jul11d16.6%91%19%$561$1,530-$2,684$0
Sell 3 × $182.50 16.6% OTM over spot $156.49 24 Jul 2026 (11d, $2.07 mid)
= $561 credit for the 11d cycle → $1,530/mo projected
Survival (stays ≤ $182.50)
91%
Breach risk
9%
POP (stays ≤ $184.57)
92%
EV / mo
+$1,080
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.7] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  68% of paths whole by 9 mo (vs 74% without)  ·  ~1.6 challenges expected  ·  median CC cash $2,638
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$2,437
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$194 @ 77% POP
68% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.13/sh now → $9.99 mid-life (likely $7.84–$12.64)≈ $0 at expiry  |  you banked $1.87/sh, so a flat mid-life exit nets -$8.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 360 simulated challenges: the $182 strike is typically first touched on day 8 of 11, at $186 (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)~$18231 Jul 202612d left+$1.98/sh+$594
cycle +$1,155
[+$389…+$1,119] · 95% credit
69%
surv 53%
-$1,408 NOT
cap gain +$8,177
Up-and-out for even (raise the cap, free)~$18931 Jul 202612d left+$0.96/sh+$288
cycle +$849
[+$96…+$708] · 84% credit
75%
surv 61%
-$90 NOT
cap gain +$9,495
Max even-money escape in the band~$18931 Jul 202612d left+$0.96/sh+$288
cycle +$849
[+$96…+$708] · 84% credit
75%
surv 61%
-$90 NOT
cap gain +$9,495
Safety roll (pay small debit, max POP)~$19431 Jul 202612d left-$1.42/sh-$426
cycle +$135
[-$705…-$80] · 22% credit
77%
surv 68%
+$545 SAFE
cap gain +$10,130
budget: banked $561 debit $426 (76% used ≈ 1.2 wk of income) → whole cycle still +$135 cash · rolled 3 ct earn ≈ $6,431/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$1,530/mo
vs 50% target ($3,661/mo)-58%
vs normal income ($7,323/mo)21% covered
Net income (after hedge)$1,329/mo
Downside budget
✓ $182.50 is at/above CC-SS $184.33: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,645
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.87 collected) or spot ≥ $184.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-184.57
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
≥ $184.57
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$182.50 (1.4σ)$561$-2,001+$7,584+$0
+2.5%$187.06 (1.7σ)$-808$-2,138+$7,447+$0
+5%$191.62 (1.9σ)$-2,176$-2,275+$7,310+$0
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $182.50): -$0
Total Position P&L @ SS: $-2,068 (+$7,517 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-12, the opportunity cost of earning $1,530/mo FIGHT income now)
33% normal ← lean3 × $17524 Jul11d11.8%84%33%$990$2,700-$1,514$1,809
Sell 3 × $175 11.8% OTM over spot $156.49 24 Jul 2026 (11d, $3.38 mid)
= $990 credit for the 11d cycle → $2,700/mo projected
Survival (stays ≤ $175)
84%
Breach risk
16%
POP (stays ≤ $178.38)
87%
EV / mo
+$1,728
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.8] median, 0.3 mo faster than no FIGHT (1.7 mo)  ·  71% of paths whole by 9 mo (vs 71% without)  ·  ~3.1 challenges expected  ·  median CC cash $5,171
🛡 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)
25%
Flat exit net (mid-life)
-$1,795
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$189 @ 80% POP
72% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.12/sh now → $9.28 mid-life (likely $9.00–$13.68)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$5.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 753 simulated challenges: the $175 strike is typically first touched on day 6 of 11, at $179 (overshoots $3.62). 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)~$17531 Jul 202612d left+$1.87/sh+$561
cycle +$1,551
[+$178…+$746] · 86% credit
69%
surv 53%
-$3,036 NOT
cap gain +$6,549
Reliable up-and-out (highest cap still free ≥60%)~$17931 Jul 202612d left+$1.52/sh+$457
cycle +$1,447
[+$122…+$611] · 84% credit
73%
surv 58%
-$2,193 NOT
cap gain +$7,392
Up-and-out for even (raise the cap, free)~$18131 Jul 202612d left+$0.71/sh+$214
cycle +$1,204
[-$143…+$340] · 57% credit
75%
surv 62%
-$1,760 NOT
cap gain +$7,825
Max even-money escape in the band~$18131 Jul 202612d left+$0.71/sh+$214
cycle +$1,204
[-$143…+$340] · 57% credit
75%
surv 62%
-$1,760 NOT
cap gain +$7,825
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18931 Jul 202612d left-$2.27/sh-$680
cycle +$310
[-$1,199…-$629] · 8% credit
80%
surv 72%
-$630 NOT
cap gain +$8,955
budget: banked $990 debit $680 (69% used ≈ 1.1 wk of income) → whole cycle still +$310 cash · rolled 3 ct earn ≈ $5,261/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$2,700/mo
vs 50% target ($3,661/mo)-26%
vs normal income ($7,323/mo)37% covered
Net income (after hedge)$2,499/mo
Downside budget
⚠ $175 is $9 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,809
… as % of IC ($5,940)30.5%
… as % of ML ($43,440)4.2%
Recovery months (at normal income)0.2 mo
Surgical close (3 ct)$-9,607
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.82/sh (~25% of the $3.30 collected) or spot ≥ $178.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-178.38
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
≥ $178.38
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.0σ)$990$-3,597+$5,988+$429
+2.5%$179.37 (1.2σ)$-322$-3,729+$5,856-$883
+5%$183.75 (1.5σ)$-1,635$-3,860+$5,725-$1,821
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $175): -$1,809
Total Position P&L @ SS: $-3,877 (+$5,708 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-1,821, the opportunity cost of earning $2,700/mo FIGHT income now)
🎯 50% normal3 × $167.5024 Jul11d7.0%74%43%$1,545$4,214$3,504
Sell 3 × $167.50 7.0% OTM over spot $156.49 24 Jul 2026 (11d, $5.33 mid)
= $1,545 credit for the 11d cycle → $4,214/mo projected
Survival (stays ≤ $167.50)
74%
Breach risk
26%
POP (stays ≤ $172.82)
81%
EV / mo
+$2,205
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.6] median, 0.2 mo faster than no FIGHT (1.3 mo)  ·  77% of paths whole by 9 mo (vs 72% without)  ·  ~4.8 challenges expected  ·  median CC cash $4,275
🛡 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)
43%
Flat exit net (mid-life)
-$1,033
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$191 @ 87% POP
84% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.15/sh now → $8.59 mid-life (likely $9.84–$13.80)≈ $0 at expiry  |  you banked $5.15/sh, so a flat mid-life exit nets -$3.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,286 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (overshoots $3.65). 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)~$16831 Jul 202612d left+$1.76/sh+$529
cycle +$2,074
[+$21…+$482] · 77% credit
69%
surv 53%
-$4,538 NOT
cap gain +$5,047
Reliable up-and-out (highest cap still free ≥60%)~$17131 Jul 202612d left+$1.31/sh+$393
cycle +$1,938
[-$40…+$335] · 70% credit
73%
surv 59%
-$3,726 NOT
cap gain +$5,859
Up-and-out for even (raise the cap, free)~$17431 Jul 202612d left+$0.48/sh+$144
cycle +$1,689
[-$301…+$66] · 31% credit
75%
surv 62%
-$3,301 NOT
cap gain +$6,284
Max even-money escape in the band~$17431 Jul 202612d left+$0.48/sh+$144
cycle +$1,689
[-$301…+$66] · 31% credit
75%
surv 62%
-$3,301 NOT
cap gain +$6,284
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19131 Jul 202612d left-$5.03/sh-$1,509
cycle +$36
[-$2,363…-$1,746]
87%
surv 84%
-$228 NOT
cap gain +$9,357
budget: banked $1,545 debit $1,509 (98% used ≈ 1.6 wk of income) → whole cycle still +$36 cash · rolled 3 ct earn ≈ $2,674/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$4,214/mo
vs 50% target ($3,661/mo)+15%
vs normal income ($7,323/mo)58% covered
Net income (after hedge)$4,012/mo
Downside budget
⚠ $167.50 is $17 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,504
… as % of IC ($5,940)59.0%
… as % of ML ($43,440)8.1%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-9,637
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.29/sh (~25% of the $5.15 collected) or spot ≥ $172.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-172.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $172.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$1,545$-5,067+$4,518+$984
+2.5%$171.69 (≤1σ, normal week)$289$-5,193+$4,392-$272
+5%$175.88 (1.1σ)$-968$-5,319+$4,266-$1,528
SS (= V-bounce)$182.40 (1.4σ)$-2,925$-5,514+$4,071-$3,486
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $167.50): -$3,504
Total Position P&L @ SS: $-5,572 (+$4,013 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-3,516, the opportunity cost of earning $4,214/mo FIGHT income now)
100% normal3 × $157.5024 Jul11d0.6%55%95%$2,685$7,323+$3,109$5,364
Sell 3 × $157.50 0.6% OTM over spot $156.49 24 Jul 2026 (11d, $9.52 mid)
= $2,685 credit for the 11d cycle → $7,323/mo projected
Survival (stays ≤ $157.50)
55%
Breach risk
45%
POP (stays ≤ $167.03)
73%
EV / mo
+$2,609
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.5] median, 0.3 mo faster than no FIGHT (1.3 mo)  ·  80% of paths whole by 9 mo (vs 74% without)  ·  ~13.8 challenges expected  ·  median CC cash $5,034
🛡 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)
79%
Flat exit net (mid-life)
+$369
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$186 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.91/sh now → $7.72 mid-life (likely $10.74–$14.80)≈ $0 at expiry  |  you banked $8.95/sh, so a flat mid-life exit nets +$1.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,363 simulated challenges: the $158 strike is typically first touched on day 3 of 11, at $161 (overshoots $3.86). 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
Reliable up-and-out (highest cap still free ≥60%)~$15931 Jul 202612d left+$2.13/sh+$640
cycle +$3,325
[+$83…+$351] · 82% credit
71%
surv 55%
-$5,715 NOT
cap gain +$3,870
Roll out (same strike, buy time)~$15831 Jul 202612d left+$1.63/sh+$488
cycle +$3,173
[-$202…+$143] · 52% credit
69%
surv 53%
-$6,139 NOT
cap gain +$3,446
Up-and-out for even (raise the cap, free)~$16431 Jul 202612d left+$0.18/sh+$54
cycle +$2,739
[-$557…-$228] · 7% credit
75%
surv 63%
-$4,950 NOT
cap gain +$4,635
Max even-money escape in the band~$16431 Jul 202612d left+$0.18/sh+$54
cycle +$2,739
[-$557…-$228] · 7% credit
75%
surv 63%
-$4,950 NOT
cap gain +$4,635
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18631 Jul 202612d left-$5.62/sh-$1,685
cycle +$1,000
[-$2,949…-$2,198]
91%
surv 90%
-$614 NOT
cap gain +$8,971
budget: banked $2,685 debit $1,685 (63% used ≈ 1.0 wk of income) → whole cycle still +$1,000 cash · rolled 3 ct earn ≈ $1,577/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$7,323/mo
vs 50% target ($3,661/mo)+100%
vs normal income ($7,323/mo)100% covered
Net income (after hedge)$7,121/mo
Downside budget
⚠ $157.50 is $27 below CC-SS $184.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,364
… as % of IC ($5,940)90.3%
… as % of ML ($43,440)12.3%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-9,757
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.24/sh (~25% of the $8.95 collected) or spot ≥ $167.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $158)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $155.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$156-167.03
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
≥ $167.03
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$2,685$-6,627+$2,958+$2,124
+2.5%$161.44 (≤1σ, normal week)$1,504$-6,745+$2,840+$943
+5%$165.38 (≤1σ, normal week)$322$-6,864+$2,721-$238
SS (= V-bounce)$182.40 (1.4σ)$-4,785$-7,374+$2,211-$5,346
V-BOUNCE STRESS (stock → CC-SS $184.33, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$7,517
− CC assignment net of premium (3 × $157.50): -$5,364
Total Position P&L @ SS: $-7,432 (+$2,153 vs today)
Do-nothing baseline at SS: $-2,056 (this trade vs do-nothing: $-5,376, the opportunity cost of earning $7,323/mo FIGHT income now)
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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 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: 0.900 (fallback)  |  Recovery@SS: +$7,517 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,056

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.504d17 Jul 2026$1.723/3$3,870$3,66992%94%+$3,370-$3,03351.1%$-5,101 (vs do-nothing $-3,045)
$1704d17 Jul 2026$2.203/3$4,950$4,74989%92%+$4,089-$3,63961.3%$-5,707 (vs do-nothing $-3,651)
$167.504d17 Jul 2026$2.742/3$4,110$4,41984%89%+$3,158-$2,81847.4%$-4,882 (vs do-nothing $-2,826)
$1654d17 Jul 2026$3.452/3$5,175$5,48478%86%+$3,655-$3,17653.5%$-5,240 (vs do-nothing $-3,184)
$167.5011d24 Jul 2026$5.153/3$4,214$4,01274%81%+$2,205-$3,50459.0%$-5,572 (vs do-nothing $-3,516)
$162.504d17 Jul 2026$4.302/3$6,450$6,75972%83%+$4,193-$3,50659.0%$-5,570 (vs do-nothing $-3,514)
$16511d24 Jul 2026$6.003/3$4,909$4,70869%79%+$2,389-$3,99967.3%$-6,067 (vs do-nothing $-4,011)
$167.5018d31 Jul 2026$7.653/3$3,825$3,62469%80%+$1,487-$2,75446.4%$-4,822 (vs do-nothing $-2,766)
$16518d31 Jul 2026$8.953/3$4,475$4,27466%77%+$1,751-$3,11452.4%$-5,182 (vs do-nothing $-3,126)
$162.5011d24 Jul 2026$6.902/3$3,764$4,07265%77%+$1,674-$2,98650.3%$-5,050 (vs do-nothing $-2,994)
$1604d17 Jul 2026$5.301/3$3,975$4,79464%80%+$2,307-$1,90332.0%$-3,963 (vs do-nothing $-1,907)
$162.5018d31 Jul 2026$9.953/3$4,975$4,77462%76%+$1,814-$3,56460.0%$-5,632 (vs do-nothing $-3,576)
$16011d24 Jul 2026$8.102/3$4,418$4,72760%75%+$1,844-$3,24654.6%$-5,310 (vs do-nothing $-3,254)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16018d31 Jul 2026$10.753/3$5,375$5,17459%73%+$1,724-$4,07468.6%$-6,142 (vs do-nothing $-4,086)
$157.504d17 Jul 2026$6.451/3$4,838$5,65655%77%+$2,446-$2,03834.3%$-4,098 (vs do-nothing $-2,042)
$157.5018d31 Jul 2026$11.802/3$3,933$4,24255%74%+$1,135-$3,00650.6%$-5,070 (vs do-nothing $-3,014)
$157.5011d24 Jul 2026$8.952/3$4,882$5,19055%73%+$1,739-$3,57660.2%$-5,640 (vs do-nothing $-3,584)
$15518d31 Jul 2026$10.053/3$5,025$4,82451%71%+$223-$5,78497.4%$-7,852 (vs do-nothing $-5,796)
$15511d24 Jul 2026$10.052/3$5,482$5,79049%71%+$1,683-$3,85664.9%$-5,920 (vs do-nothing $-3,864)
$1554d17 Jul 2026$7.851/3$5,888$6,70646%74%+$2,568-$2,14836.2%$-4,208 (vs do-nothing $-2,152)

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  |  2026-07-13 13:27