FORTRESS FIGHT: COIN-LC145 @ $157.22

BE SS: $182.40  |  CC-SS: $186.23  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

COIN-LC145 @ $157.22   UNDERWATER $25.18 (13.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 18 days. The recommended CC (4d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-31.

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $186.23 (banked floor $184.94)  |  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 $186.23 (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 (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; 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 · banked floor (info)
$186.23 → $184.94
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 20 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 44 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.18 (+14%) · daily UBB $174.11 · 1-wk expected move ±$15 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $172.50 / 4d. This is the safest strike (survival 91%, breach 9%) 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 24% (+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 $3,604 (61% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.5 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, 91% survival, $3,870/mo (E[net] $2,545/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 × $172.5091%$3,870$2,545
NEXT FRIDAY24 Jul 2026 · 11d3 × $167.5072%$4,214$1,198

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $2,545/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $172.50 (primary), 91% survival, breach 9%, $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 93% (breach 9% → 7%) for $832/mo less (22% income) buys safety you do not really need here.
COIN  spot $157.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $20517 Jul4d30.4%99+%0%$30$225-$3,645$0
Sell 3 × $205 30.4% OTM over spot $157.22 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
+$223
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.9] median  ·  72% of paths whole by 9 mo (vs 78% without)  ·  ~0.0 challenges expected  ·  median CC cash $-221
🛡 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)
-$2,377
Free roll-up
+$13/wk
Safest escape (by 31 Jul 2026)
$233 @ 83% 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: $11.34/sh now → $8.02 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$7.92/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+$5.08/sh+$1,524
cycle +$1,554
71%
surv 53%
+$8,094 SAFE
cap gain +$17,679
Up-and-out for even (raise the cap, free)~$21824 Jul 20269d left+$0.65/sh+$195
cycle +$225
79%
surv 70%
+$11,079 SAFE
cap gain +$20,664
Max even-money escape in the band~$23331 Jul 202616d left+$0.82/sh+$247
cycle +$277
83%
surv 78%
+$16,194 SAFE
cap gain +$25,779
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 $186.23: 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. Momentum override: two daily closes above $174.11 (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 (4.3σ)$30$6,571+$16,156+$6,219
+2.5%$210.12 (4.7σ)$-1,507$6,763+$16,348+$6,219
+5%$215.25 (5.2σ)$-3,045$6,955+$16,540+$6,219
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $205): -$0
Total Position P&L @ SS: $207 (+$9,792 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: +$559, the opportunity cost of earning $225/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,173 (+$7,412 vs today)
33% normal3 × $17517 Jul4d11.3%93%14%$405$3,038-$832$2,965
Sell 3 × $175 11.3% OTM over spot $157.22 17 Jul 2026 (4d, $1.39 mid)
= $405 credit for the 4d cycle → $3,038/mo projected
Survival (stays ≤ $175)
93%
Breach risk
7%
POP (stays ≤ $176.39)
95%
EV / mo
+$2,630
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.5] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  74% of paths whole by 9 mo (vs 76% without)  ·  ~2.2 challenges expected  ·  median CC cash $2,686
🛡 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)
6%
Flat exit net (mid-life)
-$1,408
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 86% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.54/sh now → $6.04 mid-life (likely $4.78–$9.02)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$4.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 192 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $178 (overshoots $2.96). 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+$3.86/sh+$1,157
cycle +$1,562
[+$1,031…+$1,495] · 99% credit
70%
surv 52%
-$2,023 NOT
cap gain +$7,562
Up-and-out for even (raise the cap, free)~$18324 Jul 20269d left+$0.81/sh+$243
cycle +$648
[-$79…+$542] · 72% credit
77%
surv 67%
-$311 NOT
cap gain +$9,274
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202616d left+$0.94/sh+$281
cycle +$686
[-$130…+$621] · 70% credit
81%
surv 74%
+$3,103 SAFE
cap gain +$12,688
Max even-money escape in the band~$19531 Jul 202616d left+$0.16/sh+$49
cycle +$454
[-$411…+$389] · 55% credit
82%
surv 77%
+$3,714 SAFE
cap gain +$13,299
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$1.18/sh-$354
cycle +$51
[-$904…-$28] · 21% credit
86%
surv 83%
+$5,842 SAFE
cap gain +$15,427
budget: banked $405 debit $354 (88% used ≈ 0.5 wk of income) → whole cycle still +$51 cash · rolled 3 ct earn ≈ $2,735/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 $11 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,965
… as % of IC ($5,940)49.9%
… as % of ML ($43,440)6.8%
Recovery months (at normal income)0.4 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (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
$173-176.39
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.6σ)$405$-3,179+$6,406-$156
+2.5%$179.37 (2.0σ)$-907$-3,015+$6,570-$1,468
+5%$183.75 (2.4σ)$-2,220$-2,851+$6,734-$2,406
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $175): -$2,965
Total Position P&L @ SS: $-2,758 (+$6,827 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-2,406, the opportunity cost of earning $3,038/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$849, position total $-3,022 (+$6,563 vs today)
🎯 50% normal3 × $172.5017 Jul4d9.7%91%10%$516$3,870$3,604
Sell 3 × $172.50 9.7% OTM over spot $157.22 17 Jul 2026 (4d, $1.84 mid)
= $516 credit for the 4d cycle → $3,870/mo projected
Survival (stays ≤ $172.50)
91%
Breach risk
9%
POP (stays ≤ $174.34)
93%
EV / mo
+$3,208
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.3] median, 0.1 mo faster than no FIGHT (1.1 mo)  ·  78% of paths whole by 9 mo (vs 77% without)  ·  ~3.1 challenges expected  ·  median CC cash $3,046
🛡 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)
-$1,251
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 86% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.33/sh now → $5.89 mid-life (likely $5.08–$10.02)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$4.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 300 simulated challenges: the $172 strike is typically first touched on day 3 of 4, at $176 (overshoots $3.59). 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+$3.76/sh+$1,128
cycle +$1,644
[+$822…+$1,439] · 98% credit
70%
surv 52%
-$2,784 NOT
cap gain +$6,801
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202616d left+$2.30/sh+$689
cycle +$1,205
[+$148…+$984] · 80% credit
78%
surv 70%
+$1,091 SAFE
cap gain +$10,676
Up-and-out for even (raise the cap, free)~$18024 Jul 20269d left+$0.70/sh+$210
cycle +$726
[-$274…+$450] · 55% credit
77%
surv 67%
-$1,076 NOT
cap gain +$8,509
Max even-money escape in the band~$19331 Jul 202616d left+$0.02/sh+$6
cycle +$522
[-$688…+$270] · 37% credit
82%
surv 77%
+$2,938 SAFE
cap gain +$12,523
reaches SS ✓
Safety roll (pay small debit, max POP)~$20031 Jul 202616d left-$1.31/sh-$393
cycle +$123
[-$1,189…-$160] · 12% credit
86%
surv 83%
+$5,071 SAFE
cap gain +$14,656
budget: banked $516 debit $393 (76% used ≈ 0.4 wk of income) → whole cycle still +$123 cash · rolled 3 ct earn ≈ $2,576/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 $14 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,604
… as % of IC ($5,940)60.7%
… as % of ML ($43,440)8.3%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-174.34
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (1.4σ)$516$-3,912+$5,673-$45
+2.5%$176.81 (1.8σ)$-778$-3,750+$5,835-$1,339
+5%$181.12 (2.1σ)$-2,072$-3,589+$5,996-$2,632
SS (= V-bounce)$182.40 (2.3σ)$-2,454$-3,541+$6,044-$3,015
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $172.50): -$3,604
Total Position P&L @ SS: $-3,397 (+$6,188 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-3,045, the opportunity cost of earning $3,870/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,488, position total $-3,661 (+$5,924 vs today)
100% normal3 × $16517 Jul4d4.9%76%48%$1,035$7,762+$3,892$5,335
Sell 3 × $165 4.9% OTM over spot $157.22 17 Jul 2026 (4d, $3.55 mid)
= $1,035 credit for the 4d cycle → $7,762/mo projected
Survival (stays ≤ $165)
76%
Breach risk
24%
POP (stays ≤ $168.55)
85%
EV / mo
+$5,195
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.0] median, 0.2 mo faster than no FIGHT (1.2 mo)  ·  85% of paths whole by 9 mo (vs 74% without)  ·  ~7.0 challenges expected  ·  median CC cash $5,077
🛡 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)
33%
Flat exit net (mid-life)
-$598
Free roll-up
+$8/wk
Safest escape (by 24 Jul 2026)
$188 @ 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: $7.70/sh now → $5.44 mid-life (likely $5.93–$9.98)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$1.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,004 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $168 (overshoots $3.30). 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+$3.48/sh+$1,045
cycle +$2,080
[+$637…+$1,128] · 95% credit
70%
surv 52%
-$4,879 NOT
cap gain +$4,706
Reliable up-and-out (highest cap still free ≥60%)~$17831 Jul 202616d left+$1.80/sh+$540
cycle +$1,575
[-$138…+$521] · 67% credit
78%
surv 71%
-$1,071 NOT
cap gain +$8,514
Up-and-out for even (raise the cap, free)~$17324 Jul 20269d left+$0.39/sh+$116
cycle +$1,151
[-$460…+$95] · 33% credit
78%
surv 68%
-$3,182 NOT
cap gain +$6,403
Max even-money escape in the band~$18331 Jul 202616d left+$0.33/sh+$99
cycle +$1,134
[-$663…+$58] · 29% credit
82%
surv 76%
+$175 SAFE
cap gain +$9,760
reaches SS ✓
Safety roll (pay small debit, max POP)~$18824 Jul 20269d left-$3.19/sh-$957
cycle +$78
[-$1,896…-$1,064]
90%
surv 88%
+$807 SAFE
cap gain +$10,392
budget: banked $1,035 debit $957 (92% used ≈ 0.5 wk of income) → whole cycle still +$78 cash · rolled 3 ct earn ≈ $2,256/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 $21 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,335
… as % of IC ($5,940)89.8%
… as % of ML ($43,440)12.3%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-168.55
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$1,035$-5,924+$3,661+$474
+2.5%$169.12 (1.1σ)$-202$-5,770+$3,815-$763
+5%$173.25 (1.4σ)$-1,440$-5,615+$3,970-$2,001
SS (= V-bounce)$182.40 (2.3σ)$-4,185$-5,272+$4,313-$4,746
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $165): -$5,335
Total Position P&L @ SS: $-5,128 (+$4,457 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-4,776, the opportunity cost of earning $7,762/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,219, position total $-5,392 (+$4,193 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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,198/mo

🎯 Engine pick: sell 3 × $167.50 (primary), 72% survival, breach 28%, $4,214/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 83% (breach 28% → 17%) 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 $157.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $212.5024 Jul11d35.2%99%3%$78$212-$4,001$0
Sell 2 × $212.50 35.2% OTM over spot $157.22 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
+$192
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.0] median  ·  77% of paths whole by 9 mo (vs 80% without)  ·  ~0.1 challenges expected  ·  median CC cash $625
🛡 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)
-$2,399
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$220 @ 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: $17.51/sh now → $12.38 mid-life → ≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$11.99/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+$3.74/sh+$748
cycle +$825
70%
surv 53%
+$7,084 SAFE
cap gain +$16,669
Up-and-out for even (raise the cap, free)~$22031 Jul 202612d left+$1.45/sh+$290
cycle +$368
75%
surv 62%
+$8,474 SAFE
cap gain +$18,059
Max even-money escape in the band~$22031 Jul 202612d left+$1.45/sh+$290
cycle +$368
75%
surv 62%
+$8,474 SAFE
cap gain +$18,059
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 $186.23: 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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$212.50 (3.0σ)$78$6,337+$15,922+$5,704
+2.5%$217.81 (3.3σ)$-985$6,536+$16,121+$5,704
+5%$223.12 (3.6σ)$-2,047$6,735+$16,320+$5,704
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (2 × $212.50): -$0
− Conservative CC assignment net of premium (1 × $182.50): -$186
Total Position P&L @ SS: $21 (+$9,606 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: +$373, the opportunity cost of earning $212/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-1,986 (+$7,599 vs today)
🛡 safe yield3 × $18524 Jul11d17.7%92%17%$489$1,334-$2,880$0
Sell 3 × $185 17.7% OTM over spot $157.22 24 Jul 2026 (11d, $1.80 mid)
= $489 credit for the 11d cycle → $1,334/mo projected
Survival (stays ≤ $185)
92%
Breach risk
8%
POP (stays ≤ $186.80)
93%
EV / mo
+$948
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.4] median  ·  70% of paths whole by 9 mo (vs 74% without)  ·  ~1.3 challenges expected  ·  median CC cash $1,950
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$2,414
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$198 @ 78% POP
70% 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: $13.68/sh now → $9.68 mid-life (likely $7.66–$13.11)≈ $0 at expiry  |  you banked $1.63/sh, so a flat mid-life exit nets -$8.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 333 simulated challenges: the $185 strike is typically first touched on day 8 of 11, at $189 (overshoots $3.90). 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)~$18531 Jul 202612d left+$3.04/sh+$912
cycle +$1,401
[+$740…+$1,401] · 99% credit
70%
surv 53%
+$1,192 SAFE
cap gain +$10,777
Up-and-out for even (raise the cap, free)~$19331 Jul 202612d left+$0.44/sh+$133
cycle +$622
[-$123…+$511] · 64% credit
75%
surv 64%
+$3,039 SAFE
cap gain +$12,624
Max even-money escape in the band~$19331 Jul 202612d left+$0.44/sh+$133
cycle +$622
[-$123…+$511] · 64% credit
75%
surv 64%
+$3,039 SAFE
cap gain +$12,624
Safety roll (pay small debit, max POP)~$19831 Jul 202612d left-$1.58/sh-$475
cycle +$14
[-$838…-$144] · 18% credit
78%
surv 70%
+$4,118 SAFE
cap gain +$13,703
budget: banked $489 debit $475 (97% used ≈ 1.5 wk of income) → whole cycle still +$14 cash · rolled 3 ct earn ≈ $6,069/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$1,334/mo
vs 50% target ($3,661/mo)-64%
vs normal income ($7,323/mo)18% covered
Net income (after hedge)$1,132/mo
Downside budget
✓ $185 is at/above CC-SS $186.23: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,636
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.63 collected) or spot ≥ $186.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-186.80
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
≥ $186.80
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (1.5σ)$489$280+$9,865+$678
+2.5%$189.62 (1.7σ)$-898$453+$10,038+$678
+5%$194.25 (2.0σ)$-2,286$627+$10,212+$678
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $185): -$0
Total Position P&L @ SS: $207 (+$9,792 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: +$559, the opportunity cost of earning $1,334/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,173 (+$7,412 vs today)
33% normal ← lean3 × $17524 Jul11d11.3%83%35%$990$2,700-$1,514$2,380
Sell 3 × $175 11.3% OTM over spot $157.22 24 Jul 2026 (11d, $3.38 mid)
= $990 credit for the 11d cycle → $2,700/mo projected
Survival (stays ≤ $175)
83%
Breach risk
17%
POP (stays ≤ $178.38)
87%
EV / mo
+$1,635
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.9] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  74% of paths whole by 9 mo (vs 73% without)  ·  ~2.9 challenges expected  ·  median CC cash $3,800
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$1,642
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$188 @ 79% POP
71% 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: $12.40/sh now → $8.77 mid-life (likely $8.36–$12.97)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$5.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 806 simulated challenges: the $175 strike is typically first touched on day 6 of 11, at $179 (overshoots $3.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17531 Jul 202612d left+$2.80/sh+$840
cycle +$1,830
[+$537…+$1,065] · 98% credit
69%
surv 53%
-$1,754 NOT
cap gain +$7,831
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202612d left+$1.13/sh+$338
cycle +$1,328
[+$19…+$477] · 77% credit
74%
surv 61%
-$474 NOT
cap gain +$9,111
Up-and-out for even (raise the cap, free)~$18331 Jul 202612d left+$0.12/sh+$35
cycle +$1,025
[-$325…+$155] · 37% credit
76%
surv 64%
+$67 SAFE
cap gain +$9,652
Max even-money escape in the band~$18331 Jul 202612d left+$0.12/sh+$35
cycle +$1,025
[-$325…+$155] · 37% credit
76%
surv 64%
+$67 SAFE
cap gain +$9,652
reaches SS ✓
Safety roll (pay small debit, max POP)~$18831 Jul 202612d left-$1.85/sh-$555
cycle +$435
[-$1,027…-$482] · 11% credit
79%
surv 71%
+$1,164 SAFE
cap gain +$10,749
budget: banked $990 debit $555 (56% used ≈ 0.9 wk of income) → whole cycle still +$435 cash · rolled 3 ct earn ≈ $5,194/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 $11 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,380
… as % of IC ($5,940)40.1%
… as % of ML ($43,440)5.5%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$990$-2,594+$6,991+$429
+2.5%$179.37 (1.2σ)$-322$-2,430+$7,155-$883
+5%$183.75 (1.4σ)$-1,635$-2,266+$7,319-$1,821
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $175): -$2,380
Total Position P&L @ SS: $-2,173 (+$7,412 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-1,821, the opportunity cost of earning $2,700/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$264, position total $-2,437 (+$7,148 vs today)
🎯 50% normal3 × $167.5024 Jul11d6.5%72%45%$1,545$4,214$4,075
Sell 3 × $167.50 6.5% OTM over spot $157.22 24 Jul 2026 (11d, $5.33 mid)
= $1,545 credit for the 11d cycle → $4,214/mo projected
Survival (stays ≤ $167.50)
72%
Breach risk
28%
POP (stays ≤ $172.82)
80%
EV / mo
+$2,041
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.1] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  78% of paths whole by 9 mo (vs 74% without)  ·  ~4.6 challenges expected  ·  median CC cash $3,781
🛡 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)
45%
Flat exit net (mid-life)
-$892
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$190 @ 86% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.49/sh now → $8.12 mid-life (likely $9.53–$13.33)≈ $0 at expiry  |  you banked $5.15/sh, so a flat mid-life exit nets -$2.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,361 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (overshoots $3.69). 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+$2.63/sh+$788
cycle +$2,333
[+$385…+$725] · 96% credit
69%
surv 53%
-$3,782 NOT
cap gain +$5,803
Reliable up-and-out (highest cap still free ≥60%)~$17031 Jul 202612d left+$1.72/sh+$517
cycle +$2,062
[+$112…+$436] · 85% credit
72%
surv 57%
-$3,115 NOT
cap gain +$6,470
Up-and-out for even (raise the cap, free)~$17331 Jul 202612d left+$0.89/sh+$266
cycle +$1,811
[-$146…+$168] · 51% credit
74%
surv 61%
-$2,522 NOT
cap gain +$7,063
Max even-money escape in the band~$17331 Jul 202612d left+$0.89/sh+$266
cycle +$1,811
[-$146…+$168] · 51% credit
74%
surv 61%
-$2,522 NOT
cap gain +$7,063
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19031 Jul 202612d left-$4.61/sh-$1,382
cycle +$163
[-$2,213…-$1,635]
86%
surv 83%
+$1,735 SAFE
cap gain +$11,320
budget: banked $1,545 debit $1,382 (89% used ≈ 1.4 wk of income) → whole cycle still +$163 cash · rolled 3 ct earn ≈ $2,637/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 $19 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,075
… as % of IC ($5,940)68.6%
… as % of ML ($43,440)9.4%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$1,545$-4,570+$5,014+$984
+2.5%$171.69 (≤1σ, normal week)$289$-4,413+$5,172-$272
+5%$175.88 (1.0σ)$-968$-4,256+$5,329-$1,528
SS (= V-bounce)$182.40 (1.4σ)$-2,925$-4,012+$5,573-$3,486
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $167.50): -$4,075
Total Position P&L @ SS: $-3,868 (+$5,717 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-3,516, the opportunity cost of earning $4,214/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,959, position total $-4,132 (+$5,453 vs today)
100% normal3 × $157.5024 Jul11d0.2%53%99%$2,685$7,323+$3,109$5,935
Sell 3 × $157.50 0.2% OTM over spot $157.22 24 Jul 2026 (11d, $9.52 mid)
= $2,685 credit for the 11d cycle → $7,323/mo projected
Survival (stays ≤ $157.50)
53%
Breach risk
47%
POP (stays ≤ $167.03)
72%
EV / mo
+$2,308
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.8] median, 0.3 mo faster than no FIGHT (1.0 mo)  ·  83% of paths whole by 9 mo (vs 77% without)  ·  ~13.1 challenges expected  ·  median CC cash $4,427
🛡 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)
81%
Flat exit net (mid-life)
+$496
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$185 @ 91% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.32/sh now → $7.30 mid-life (likely $10.30–$14.30)≈ $0 at expiry  |  you banked $8.95/sh, so a flat mid-life exit nets +$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,432 simulated challenges: the $158 strike is typically first touched on day 2 of 11, at $162 (overshoots $4.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$15831 Jul 202612d left+$2.40/sh+$721
cycle +$3,406
[+$179…+$434] · 88% credit
69%
surv 53%
-$6,084 NOT
cap gain +$3,501
Reliable up-and-out (highest cap still free ≥60%)~$16031 Jul 202612d left+$1.45/sh+$435
cycle +$3,120
[-$108…+$164] · 62% credit
72%
surv 58%
-$5,432 NOT
cap gain +$4,153
Up-and-out for even (raise the cap, free)~$16331 Jul 202612d left+$0.59/sh+$176
cycle +$2,861
[-$384…-$89] · 11% credit
74%
surv 62%
-$4,848 NOT
cap gain +$4,737
Max even-money escape in the band~$16331 Jul 202612d left+$0.59/sh+$176
cycle +$2,861
[-$384…-$89] · 11% credit
74%
surv 62%
-$4,848 NOT
cap gain +$4,737
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18531 Jul 202612d left-$5.22/sh-$1,565
cycle +$1,120
[-$2,783…-$2,062]
91%
surv 89%
+$1,006 SAFE
cap gain +$10,591
budget: banked $2,685 debit $1,565 (58% used ≈ 0.9 wk of income) → whole cycle still +$1,120 cash · rolled 3 ct earn ≈ $1,561/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 $29 below CC-SS $186.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,935
… as % of IC ($5,940)99.9%
… as % of ML ($43,440)13.7%
Recovery months (at normal income)0.8 mo
Surgical close (3 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$2,685$-6,805+$2,780+$2,124
+2.5%$161.44 (≤1σ, normal week)$1,504$-6,658+$2,927+$943
+5%$165.38 (≤1σ, normal week)$322$-6,510+$3,075-$238
SS (= V-bounce)$182.40 (1.4σ)$-4,785$-5,872+$3,713-$5,346
V-BOUNCE STRESS (stock → CC-SS $186.23, where you are whole again, by expiry)
Starting unrealized P&L: $-9,585
+ Fortress recovery (un-capped): +$9,792
− CC assignment net of premium (3 × $157.50): -$5,935
Total Position P&L @ SS: $-5,728 (+$3,857 vs today)
Do-nothing baseline at SS: $-352 (this trade vs do-nothing: $-5,376, the opportunity cost of earning $7,323/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,819, position total $-5,992 (+$3,593 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 (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: 1.125 (IBKR)  |  Recovery@SS: +$9,792 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-352

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.504d17 Jul 2026$1.723/3$3,870$3,66991%93%+$3,208-$3,60460.7%$-3,397 (vs do-nothing $-3,045)
$1704d17 Jul 2026$2.203/3$4,950$4,74987%91%+$3,889-$4,21070.9%$-4,003 (vs do-nothing $-3,651)
$167.504d17 Jul 2026$2.742/3$4,110$4,41982%88%+$2,998-$3,19953.9%$-3,178 (vs do-nothing $-2,826)
$1654d17 Jul 2026$3.452/3$5,175$5,48476%85%+$3,463-$3,55759.9%$-3,536 (vs do-nothing $-3,184)
$167.5011d24 Jul 2026$5.153/3$4,214$4,01272%80%+$2,041-$4,07568.6%$-3,868 (vs do-nothing $-3,516)
$162.504d17 Jul 2026$4.302/3$6,450$6,75969%81%+$3,881-$3,88765.4%$-3,866 (vs do-nothing $-3,514)
$16511d24 Jul 2026$6.003/3$4,909$4,70868%78%+$2,194-$4,57076.9%$-4,363 (vs do-nothing $-4,011)
$167.5018d31 Jul 2026$7.653/3$3,825$3,62468%79%+$1,360-$3,32556.0%$-3,118 (vs do-nothing $-2,766)
$16518d31 Jul 2026$8.953/3$4,475$4,27465%76%+$1,610-$3,68562.0%$-3,478 (vs do-nothing $-3,126)
$162.5011d24 Jul 2026$6.902/3$3,764$4,07263%76%+$1,523-$3,36756.7%$-3,346 (vs do-nothing $-2,994)
$1604d17 Jul 2026$5.301/3$3,975$4,79461%78%+$2,099-$2,09335.2%$-2,259 (vs do-nothing $-1,907)
$162.5018d31 Jul 2026$9.953/3$4,975$4,77461%75%+$1,658-$4,13569.6%$-3,928 (vs do-nothing $-3,576)
$16011d24 Jul 2026$8.102/3$4,418$4,72758%74%+$1,668-$3,62761.1%$-3,606 (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$5,17457%72%+$1,552-$4,64578.2%$-4,438 (vs do-nothing $-4,086)
$157.5018d31 Jul 2026$11.802/3$3,933$4,24254%73%+$1,009-$3,38757.0%$-3,366 (vs do-nothing $-3,014)
$157.5011d24 Jul 2026$8.952/3$4,882$5,19053%72%+$1,539-$3,95766.6%$-3,936 (vs do-nothing $-3,584)
$157.504d17 Jul 2026$6.451/3$4,838$5,65652%75%+$2,182-$2,22837.5%$-2,394 (vs do-nothing $-2,042)
$15518d31 Jul 2026$10.053/3$5,025$4,82450%70%+$18-$6,355107.0%$-6,148 (vs do-nothing $-5,796)
$15511d24 Jul 2026$10.052/3$5,482$5,79048%70%+$1,457-$4,23771.3%$-4,216 (vs do-nothing $-3,864)
$1554d17 Jul 2026$7.851/3$5,888$6,70643%72%+$2,244-$2,33839.4%$-2,504 (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 19:31