FORTRESS FIGHT: COIN-LC145 @ $157.95

BE SS: $182.40  |  CC-SS: $188.08  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

COIN-LC145 @ $157.95   UNDERWATER $24.45 (13.4% 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: $188.08 (banked floor $186.78)  |  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$6,136/mo95% ann ROI on ML
Hedge rolling cost$111/mo
Unrealized P&L$-9,952fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,068/mo
HEDGE COVER
$111/mo
NORMAL INCOME
$6,136/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $5,940
ML VELOCITY
7.1 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $188.08 (probe: $187.5C 11d) brings only $908/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)
$9,520
was $9,952 · 4% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$188.08 → $186.78
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 43 · %B 47 · hist falling (nightly)
LEVELS20W MA (bounce target) $178.29 (+13%) · daily UBB $174.05 · 1-wk expected move ±$17 (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 $170 / 4d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($3,068/mo); it brings $3,668/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 $6,143/mo, but breach risk rises to 28% (+11pp 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, $135/mo).
Downside anchor: the primary mortgages $4,936 (83% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-9,973 and cuts bleed by $111/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 × $170, 83% survival, $3,668/mo (E[net] $1,360/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 × $17083%$3,668$1,360
NEXT FRIDAY24 Jul 2026 · 11d3 × $167.5070%$3,477$866

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $1,360/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $170 (primary), 83% survival, breach 17%, $3,668/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 90% (breach 17% → 10%) for $1,552/mo less (42% income) buys safety you do not really need here.
COIN  spot $157.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $20517 Jul4d29.8%99%1%$18$135-$3,532$0
Sell 3 × $205 29.8% OTM over spot $157.95 17 Jul 2026 (4d, $0.07 mid)
= $18 credit for the 4d cycle → $135/mo projected
Survival (stays ≤ $205)
99%
Breach risk
1%
POP (stays ≤ $205.07)
99%
EV / mo
+$109
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.5 mo [0.3-1.4] median  ·  74% of paths whole by 9 mo (vs 79% without)  ·  ~0.2 challenges expected  ·  median CC cash $-2
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,790
Free roll-up
+$12/wk
Safest escape (by 31 Jul 2026)
$235 @ 82% 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: $8.52/sh now → $6.03 mid-life → ≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$5.97/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+$4.94/sh+$1,483
cycle +$1,501
67%
surv 53%
+$7,456 SAFE
cap gain +$17,408
Up-and-out for even (raise the cap, free)~$21724 Jul 20269d left+$0.58/sh+$173
cycle +$191
76%
surv 68%
+$10,220 SAFE
cap gain +$20,172
Max even-money escape in the band~$23531 Jul 202616d left+$0.41/sh+$124
cycle +$142
82%
surv 79%
+$16,088 SAFE
cap gain +$26,041
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$135/mo
vs 50% target ($3,068/mo)-96%
vs normal income ($6,136/mo)2% covered
Net income (after hedge)$24/mo
Downside budget
✓ $205 is at/above CC-SS $188.08: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,955
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $205.07 (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 $174.05 (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
$203-205.07
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $205.07
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (3.6σ)$18$5,973+$15,926+$6,279
+2.5%$210.12 (4.0σ)$-1,519$6,168+$16,121+$6,279
+5%$215.25 (4.4σ)$-3,057$6,364+$16,316+$6,279
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $205): -$0
Total Position P&L @ SS: $236 (+$10,188 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: +$1,186, the opportunity cost of earning $135/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-3,076 (+$6,877 vs today)
33% normal3 × $17517 Jul4d10.8%90%20%$282$2,115-$1,552$3,643
Sell 3 × $175 10.8% OTM over spot $157.95 17 Jul 2026 (4d, $1.00 mid)
= $282 credit for the 4d cycle → $2,115/mo projected
Survival (stays ≤ $175)
90%
Breach risk
10%
POP (stays ≤ $176.00)
91%
EV / mo
+$1,315
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.4-2.3] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  75% of paths whole by 9 mo (vs 75% without)  ·  ~3.5 challenges expected  ·  median CC cash $2,882
🛡 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)
-$1,104
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$202 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.53/sh now → $4.62 mid-life (likely $4.00–$7.45)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$3.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 350 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $179 (overshoots $3.79). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17524 Jul 20269d left+$3.72/sh+$1,117
cycle +$1,399
[+$1,074…+$1,379] · 100% credit
67%
surv 52%
-$2,789 NOT
cap gain +$7,163
Reliable up-and-out (highest cap still free ≥60%)~$19531 Jul 202616d left+$0.60/sh+$179
cycle +$461
[-$177…+$400] · 63% credit
80%
surv 76%
+$2,883 SAFE
cap gain +$12,835
Up-and-out for even (raise the cap, free)~$18524 Jul 20269d left+$0.17/sh+$50
cycle +$332
[-$240…+$248] · 52% credit
76%
surv 69%
-$627 NOT
cap gain +$9,326
Max even-money escape in the band~$19731 Jul 202616d left+$0.03/sh+$8
cycle +$290
[-$405…+$219] · 43% credit
81%
surv 78%
+$3,557 SAFE
cap gain +$13,510
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202616d left-$0.68/sh-$203
cycle +$79
[-$662…-$0] · 25% credit
84%
surv 81%
+$5,036 SAFE
cap gain +$14,989
budget: banked $282 debit $203 (72% used ≈ 0.4 wk of income) → whole cycle still +$79 cash · rolled 3 ct earn ≈ $2,217/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$2,115/mo
vs 50% target ($3,068/mo)-31%
vs normal income ($6,136/mo)34% covered
Net income (after hedge)$2,004/mo
Downside budget
⚠ $175 is $13 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,643
… as % of IC ($5,940)61.3%
… as % of ML ($43,440)8.4%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-9,970
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.94 collected) or spot ≥ $176.00 (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 $174.05 (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
$173-176.00
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
≥ $176.00
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.3σ)$282$-3,906+$6,047-$207
+2.5%$179.37 (1.7σ)$-1,030$-3,739+$6,213-$1,519
+5%$183.75 (2.0σ)$-2,343$-3,573+$6,380-$2,457
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $175): -$3,643
Total Position P&L @ SS: $-3,407 (+$6,545 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-2,457, the opportunity cost of earning $2,115/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$705, position total $-3,781 (+$6,172 vs today)
🎯 50% normal3 × $17017 Jul4d7.6%83%23%$489$3,668$4,936
Sell 3 × $170 7.6% OTM over spot $157.95 17 Jul 2026 (4d, $1.70 mid)
= $489 credit for the 4d cycle → $3,668/mo projected
Survival (stays ≤ $170)
83%
Breach risk
17%
POP (stays ≤ $171.70)
86%
EV / mo
+$1,769
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.9 mo [0.4-2.3] median, 0.1 mo faster than no FIGHT (1.0 mo)  ·  82% of paths whole by 9 mo (vs 79% without)  ·  ~5.7 challenges expected  ·  median CC cash $3,423
🛡 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)
23%
Flat exit net (mid-life)
-$832
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$202 @ 87% POP
86% 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: $6.22/sh now → $4.40 mid-life (likely $4.54–$8.02)≈ $0 at expiry  |  you banked $1.63/sh, so a flat mid-life exit nets -$2.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 699 simulated challenges: the $170 strike is typically first touched on day 3 of 4, at $174 (overshoots $3.96). 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)~$17024 Jul 20269d left+$3.54/sh+$1,061
cycle +$1,550
[+$890…+$1,275] · 100% credit
67%
surv 52%
-$4,329 NOT
cap gain +$5,624
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202616d left+$1.59/sh+$478
cycle +$967
[+$58…+$591] · 80% credit
77%
surv 71%
+$8 SAFE
cap gain +$9,960
Max even-money escape in the band~$19031 Jul 202616d left+$0.34/sh+$103
cycle +$592
[-$405…+$181] · 39% credit
81%
surv 76%
+$1,324 SAFE
cap gain +$11,276
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18024 Jul 20269d left+$0.01/sh+$3
cycle +$492
[-$404…+$77] · 29% credit
76%
surv 70%
-$2,157 NOT
cap gain +$7,795
Safety roll (pay small debit, max POP)~$20231 Jul 202616d left-$1.62/sh-$487
cycle +$2
[-$1,182…-$482] · 1% credit
87%
surv 86%
+$4,960 SAFE
cap gain +$14,912
budget: banked $489 debit $487 (100% used ≈ 0.6 wk of income) → whole cycle still +$2 cash · rolled 3 ct earn ≈ $1,563/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$3,668/mo
vs 50% target ($3,068/mo)+20%
vs normal income ($6,136/mo)60% covered
Net income (after hedge)$3,556/mo
Downside budget
⚠ $170 is $18 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,936
… as % of IC ($5,940)83.1%
… as % of ML ($43,440)11.4%
Recovery months (at normal income)0.8 mo
Surgical close (3 ct)$-9,973
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 ≥ $171.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-171.70
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
≥ $171.70
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$489$-5,389+$4,563+$0
+2.5%$174.25 (1.3σ)$-786$-5,227+$4,725-$1,275
+5%$178.50 (1.6σ)$-2,061$-5,066+$4,887-$2,550
SS (= V-bounce)$182.40 (1.9σ)$-3,231$-4,917+$5,036-$3,720
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $170): -$4,936
Total Position P&L @ SS: $-4,700 (+$5,252 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-3,750, the opportunity cost of earning $3,668/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,998, position total $-5,074 (+$4,879 vs today)
100% normal3 × $16517 Jul4d4.5%72%58%$819$6,143+$2,475$6,106
Sell 3 × $165 4.5% OTM over spot $157.95 17 Jul 2026 (4d, $2.81 mid)
= $819 credit for the 4d cycle → $6,143/mo projected
Survival (stays ≤ $165)
72%
Breach risk
28%
POP (stays ≤ $167.81)
78%
EV / mo
+$2,093
📈 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)  ·  80% of paths whole by 9 mo (vs 74% without)  ·  ~10.0 challenges expected  ·  median CC cash $4,401
🛡 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)
-$438
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.92/sh now → $4.19 mid-life (likely $4.77–$7.84)≈ $0 at expiry  |  you banked $2.73/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,278 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $169 (overshoots $3.82). 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)~$16524 Jul 20269d left+$3.35/sh+$1,006
cycle +$1,825
[+$813…+$1,126] · 100% credit
67%
surv 52%
-$5,744 NOT
cap gain +$4,209
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202616d left+$1.32/sh+$396
cycle +$1,215
[-$69…+$372] · 69% credit
78%
surv 72%
-$1,435 NOT
cap gain +$8,518
Up-and-out for even (raise the cap, free)~$17224 Jul 20269d left+$0.61/sh+$182
cycle +$1,001
[-$185…+$165] · 44% credit
74%
surv 66%
-$4,184 NOT
cap gain +$5,769
Max even-money escape in the band~$18531 Jul 202616d left+$0.11/sh+$32
cycle +$851
[-$515…-$17] · 24% credit
81%
surv 77%
-$108 NOT
cap gain +$9,844
reaches SS ✓
Safety roll (pay small debit, max POP)~$20231 Jul 202616d left-$2.31/sh-$694
cycle +$125
[-$1,509…-$803]
90%
surv 89%
+$5,083 SAFE
cap gain +$15,035
budget: banked $819 debit $694 (85% used ≈ 0.5 wk of income) → whole cycle still +$125 cash · rolled 3 ct earn ≈ $1,056/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,143/mo
vs 50% target ($3,068/mo)+100%
vs normal income ($6,136/mo)100% covered
Net income (after hedge)$6,031/mo
Downside budget
⚠ $165 is $23 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,106
… as % of IC ($5,940)102.8%
… as % of ML ($43,440)14.1%
Recovery months (at normal income)1.0 mo
Surgical close (3 ct)$-9,976
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.68/sh (~25% of the $2.73 collected) or spot ≥ $167.81 (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 $174.05 (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
$163-167.81
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
≥ $167.81
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$819$-6,750+$3,203+$330
+2.5%$169.12 (≤1σ, normal week)$-418$-6,593+$3,360-$907
+5%$173.25 (1.2σ)$-1,656$-6,436+$3,517-$2,145
SS (= V-bounce)$182.40 (1.9σ)$-4,401$-6,087+$3,866-$4,890
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $165): -$6,106
Total Position P&L @ SS: $-5,870 (+$4,082 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-4,920, the opportunity cost of earning $6,143/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,168, position total $-6,244 (+$3,709 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] $866/mo

🎯 Engine pick: sell 3 × $167.50 (primary), 70% survival, breach 30%, $3,477/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 80% (breach 30% → 20%) for $1,317/mo less (38% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $157.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $22024 Jul11d39.3%98%3%$42$115-$3,363$0
Sell 3 × $220 39.3% OTM over spot $157.95 24 Jul 2026 (11d, $0.18 mid)
= $42 credit for the 11d cycle → $115/mo projected
Survival (stays ≤ $220)
98%
Breach risk
2%
POP (stays ≤ $220.19)
98%
EV / mo
+$62
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.6] median  ·  68% of paths whole by 9 mo (vs 75% without)  ·  ~0.2 challenges expected  ·  median CC cash $-33
🛡 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)
-$3,070
Free roll-up
+$12/wk
Safest escape (by 31 Jul 2026)
$232 @ 74% POP
65% 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: $14.66/sh now → $10.37 mid-life → ≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$10.23/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)~$22031 Jul 202612d left+$4.90/sh+$1,469
cycle +$1,511
68%
surv 54%
+$12,538 SAFE
cap gain +$22,490
Up-and-out for even (raise the cap, free)~$23231 Jul 202612d left+$0.22/sh+$67
cycle +$109
74%
surv 65%
+$15,210 SAFE
cap gain +$25,163
Max even-money escape in the band~$23231 Jul 202612d left+$0.22/sh+$67
cycle +$109
74%
surv 65%
+$15,210 SAFE
cap gain +$25,163
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$115/mo
vs 50% target ($3,068/mo)-96%
vs normal income ($6,136/mo)2% covered
Net income (after hedge)$3/mo
Downside budget
✓ $220 is at/above CC-SS $188.08: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,966
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $220.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $220)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $217.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$218-220.19
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
≥ $220.19
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$220.00 (2.9σ)$42$11,069+$21,021+$10,803
+2.5%$225.50 (3.2σ)$-1,608$11,278+$21,231+$10,803
+5%$231.00 (3.4σ)$-3,258$11,488+$21,440+$10,803
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $220): -$0
Total Position P&L @ SS: $236 (+$10,188 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: +$1,186, the opportunity cost of earning $115/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-3,076 (+$6,877 vs today)
🛡 safe yield3 × $187.5024 Jul11d18.7%91%19%$333$908-$2,569$0
Sell 3 × $187.50 18.7% OTM over spot $157.95 24 Jul 2026 (11d, $1.20 mid)
= $333 credit for the 11d cycle → $908/mo projected
Survival (stays ≤ $187.50)
91%
Breach risk
9%
POP (stays ≤ $188.70)
92%
EV / mo
+$410
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.6] median  ·  74% of paths whole by 9 mo (vs 77% without)  ·  ~1.4 challenges expected  ·  median CC cash $1,164
🛡 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)
-$2,021
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 76% 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: $11.09/sh now → $7.85 mid-life (likely $6.24–$10.11)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$6.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 335 simulated challenges: the $188 strike is typically first touched on day 8 of 11, at $192 (overshoots $4.04). 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)~$18831 Jul 202612d left+$3.80/sh+$1,139
cycle +$1,472
[+$1,110…+$1,533] · 100% credit
68%
surv 53%
+$1,511 SAFE
cap gain +$11,463
Up-and-out for even (raise the cap, free)~$19531 Jul 202612d left+$0.89/sh+$266
cycle +$599
[+$139…+$574] · 88% credit
72%
surv 62%
+$3,021 SAFE
cap gain +$12,973
Max even-money escape in the band~$19531 Jul 202612d left+$0.89/sh+$266
cycle +$599
[+$139…+$574] · 88% credit
72%
surv 62%
+$3,021 SAFE
cap gain +$12,973
Safety roll (pay small debit, max POP)~$20031 Jul 202612d left-$0.72/sh-$217
cycle +$116
[-$419…+$39] · 29% credit
76%
surv 68%
+$4,228 SAFE
cap gain +$14,181
budget: banked $333 debit $217 (65% used ≈ 1.0 wk of income) → whole cycle still +$116 cash · rolled 3 ct earn ≈ $5,343/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$908/mo
vs 50% target ($3,068/mo)-70%
vs normal income ($6,136/mo)15% covered
Net income (after hedge)$797/mo
Downside budget
✓ $187.50 is at/above CC-SS $188.08: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-9,979
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.11 collected) or spot ≥ $188.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.70
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
≥ $188.70
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$187.50 (1.4σ)$333$371+$10,324+$1,344
+2.5%$192.19 (1.6σ)$-1,073$550+$10,502+$1,344
+5%$196.88 (1.8σ)$-2,480$729+$10,681+$1,344
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $187.50): -$0
Total Position P&L @ SS: $236 (+$10,188 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: +$1,186, the opportunity cost of earning $908/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-3,076 (+$6,877 vs today)
33% normal ← lean3 × $17524 Jul11d10.8%80%41%$792$2,160-$1,317$3,133
Sell 3 × $175 10.8% OTM over spot $157.95 24 Jul 2026 (11d, $2.84 mid)
= $792 credit for the 11d cycle → $2,160/mo projected
Survival (stays ≤ $175)
80%
Breach risk
20%
POP (stays ≤ $177.84)
84%
EV / mo
+$739
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.9] median, 0.2 mo faster than no FIGHT (1.2 mo)  ·  72% of paths whole by 9 mo (vs 73% without)  ·  ~3.6 challenges expected  ·  median CC cash $3,074
🛡 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)
31%
Flat exit net (mid-life)
-$1,299
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$192 @ 80% POP
76% 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: $9.85/sh now → $6.97 mid-life (likely $6.96–$10.52)≈ $0 at expiry  |  you banked $2.64/sh, so a flat mid-life exit nets -$4.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 929 simulated challenges: the $175 strike is typically first touched on day 6 of 11, at $179 (overshoots $3.74). 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+$3.41/sh+$1,023
cycle +$1,815
[+$869…+$1,154] · 100% credit
68%
surv 53%
-$2,373 NOT
cap gain +$7,579
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202612d left+$1.44/sh+$431
cycle +$1,223
[+$208…+$520] · 95% credit
71%
surv 60%
-$1,427 NOT
cap gain +$8,526
Up-and-out for even (raise the cap, free)~$18231 Jul 202612d left+$0.53/sh+$159
cycle +$951
[-$106…+$222] · 56% credit
73%
surv 63%
-$854 NOT
cap gain +$9,099
Max even-money escape in the band~$18231 Jul 202612d left+$0.53/sh+$159
cycle +$951
[-$106…+$222] · 56% credit
73%
surv 63%
-$854 NOT
cap gain +$9,099
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19231 Jul 202612d left-$2.38/sh-$714
cycle +$78
[-$1,159…-$713] · 2% credit
80%
surv 76%
+$1,655 SAFE
cap gain +$11,607
budget: banked $792 debit $714 (90% used ≈ 1.4 wk of income) → whole cycle still +$78 cash · rolled 3 ct earn ≈ $3,442/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$2,160/mo
vs 50% target ($3,068/mo)-30%
vs normal income ($6,136/mo)35% covered
Net income (after hedge)$2,049/mo
Downside budget
⚠ $175 is $13 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,133
… as % of IC ($5,940)52.7%
… as % of ML ($43,440)7.2%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-10,014
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.64 collected) or spot ≥ $177.84 (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 $174.05 (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
$173-177.84
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
≥ $177.84
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$792$-3,396+$6,557+$303
+2.5%$179.37 (1.0σ)$-520$-3,229+$6,723-$1,009
+5%$183.75 (1.2σ)$-1,833$-3,063+$6,890-$1,947
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $175): -$3,133
Total Position P&L @ SS: $-2,897 (+$7,055 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-1,947, the opportunity cost of earning $2,160/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$195, position total $-3,271 (+$6,682 vs today)
🎯 50% normal3 × $167.5024 Jul11d6.0%70%49%$1,275$3,477$4,900
Sell 3 × $167.50 6.0% OTM over spot $157.95 24 Jul 2026 (11d, $4.45 mid)
= $1,275 credit for the 11d cycle → $3,477/mo projected
Survival (stays ≤ $167.50)
70%
Breach risk
30%
POP (stays ≤ $171.95)
77%
EV / mo
+$833
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.0] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  76% of paths whole by 9 mo (vs 74% without)  ·  ~5.5 challenges expected  ·  median CC cash $3,306
🛡 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)
49%
Flat exit net (mid-life)
-$665
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$195 @ 88% POP
86% 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: $9.14/sh now → $6.47 mid-life (likely $7.79–$10.91)≈ $0 at expiry  |  you banked $4.25/sh, so a flat mid-life exit nets -$2.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,481 simulated challenges: the $168 strike is typically first touched on day 4 of 11, at $171 (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
Roll out (same strike, buy time)~$16831 Jul 202612d left+$3.19/sh+$956
cycle +$2,231
[+$745…+$927] · 100% credit
68%
surv 53%
-$4,493 NOT
cap gain +$5,459
Reliable up-and-out (highest cap still free ≥60%)~$17231 Jul 202612d left+$1.22/sh+$367
cycle +$1,642
[+$76…+$282] · 86% credit
71%
surv 60%
-$3,543 NOT
cap gain +$6,409
Up-and-out for even (raise the cap, free)~$17531 Jul 202612d left+$0.33/sh+$98
cycle +$1,373
[-$244…-$4] · 25% credit
73%
surv 64%
-$2,967 NOT
cap gain +$6,986
Max even-money escape in the band~$17531 Jul 202612d left+$0.33/sh+$98
cycle +$1,373
[-$244…-$4] · 25% credit
73%
surv 64%
-$2,967 NOT
cap gain +$6,986
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19531 Jul 202612d left-$4.08/sh-$1,225
cycle +$50
[-$1,985…-$1,464]
88%
surv 86%
+$2,472 SAFE
cap gain +$12,424
budget: banked $1,275 debit $1,225 (96% used ≈ 1.5 wk of income) → whole cycle still +$50 cash · rolled 3 ct earn ≈ $1,786/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$3,477/mo
vs 50% target ($3,068/mo)+13%
vs normal income ($6,136/mo)57% covered
Net income (after hedge)$3,366/mo
Downside budget
⚠ $167.50 is $21 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,900
… as % of IC ($5,940)82.5%
… as % of ML ($43,440)11.3%
Recovery months (at normal income)0.8 mo
Surgical close (3 ct)$-10,012
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.06/sh (~25% of the $4.25 collected) or spot ≥ $171.95 (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 $174.05 (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
$166-171.95
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
≥ $171.95
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$1,275$-5,449+$4,504+$786
+2.5%$171.69 (≤1σ, normal week)$19$-5,289+$4,663-$470
+5%$175.88 (≤1σ, normal week)$-1,238$-5,130+$4,823-$1,726
SS (= V-bounce)$182.40 (1.1σ)$-3,195$-4,881+$5,072-$3,684
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $167.50): -$4,900
Total Position P&L @ SS: $-4,664 (+$5,288 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-3,714, the opportunity cost of earning $3,477/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,962, position total $-5,038 (+$4,915 vs today)
100% normal3 × $157.5024 Jul11d-0.3%52%99+%$2,385$6,505+$3,027$6,790
Sell 3 × $157.50 0.3% ITM over spot $157.95 24 Jul 2026 (11d, $8.22 mid)
= $2,385 credit for the 11d cycle → $6,505/mo projected
Survival (stays ≤ $157.50)
52%
Breach risk
48%
POP (stays ≤ $165.72)
67%
EV / mo
+$850
🛡 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)
100%
Flat exit net (mid-life)
+$638
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$188 @ 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: $8.23/sh now → $5.82 mid-life → ≈ $0 at expiry  |  you banked $7.95/sh, so a flat mid-life exit nets +$2.13/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)~$15831 Jul 202612d left+$2.90/sh+$869
cycle +$3,254
67%
surv 53%
-$6,698 NOT
cap gain +$3,254
Up-and-out for even (raise the cap, free)~$16231 Jul 202612d left+$0.79/sh+$236
cycle +$2,621
72%
surv 61%
-$5,794 NOT
cap gain +$4,159
Max even-money escape in the band~$16231 Jul 202612d left+$0.79/sh+$236
cycle +$2,621
72%
surv 61%
-$5,794 NOT
cap gain +$4,159
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18831 Jul 202612d left-$4.40/sh-$1,321
cycle +$1,064
91%
surv 90%
+$1,102 SAFE
cap gain +$11,055
budget: banked $2,385 debit $1,321 (55% used ≈ 0.9 wk of income) → whole cycle still +$1,064 cash · rolled 3 ct earn ≈ $1,065/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,505/mo
vs 50% target ($3,068/mo)+112%
vs normal income ($6,136/mo)106% covered
Net income (after hedge)$6,393/mo
Downside budget
⚠ $157.50 is $31 below CC-SS $188.08: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,790
… as % of IC ($5,940)114.3%
… as % of ML ($43,440)15.6%
Recovery months (at normal income)1.1 mo
Surgical close (3 ct)$-10,035
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.99/sh (~25% of the $7.95 collected) or spot ≥ $165.72 (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 $174.05 (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
$156-165.72
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
≥ $165.72
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$2,385$-7,567+$2,385+$1,896
+2.5%$161.44 (≤1σ, normal week)$1,204$-7,570+$2,383+$715
+5%$165.38 (≤1σ, normal week)$22$-7,420+$2,533-$466
SS (= V-bounce)$182.40 (1.1σ)$-5,085$-6,771+$3,182-$5,574
V-BOUNCE STRESS (stock → CC-SS $188.08, where you are whole again, by expiry)
Starting unrealized P&L: $-9,952
+ Fortress recovery (un-capped): +$10,188
− CC assignment net of premium (3 × $157.50): -$6,790
Total Position P&L @ SS: $-6,554 (+$3,398 vs today)
Do-nothing baseline at SS: $-950 (this trade vs do-nothing: $-5,604, the opportunity cost of earning $6,505/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,852, position total $-6,928 (+$3,025 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 19 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.127 (IBKR)  |  Recovery@SS: +$10,188 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-950

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1704d17 Jul 2026$1.633/3$3,668$3,55683%86%+$1,769-$4,93683.1%$-4,700 (vs do-nothing $-3,750)
$167.504d17 Jul 2026$2.112/3$3,165$3,49878%82%+$1,292-$3,69562.2%$-3,854 (vs do-nothing $-2,904)
$1654d17 Jul 2026$2.732/3$4,095$4,42872%78%+$1,396-$4,07168.5%$-4,230 (vs do-nothing $-3,280)
$167.5011d24 Jul 2026$4.253/3$3,477$3,36670%77%+$833-$4,90082.5%$-4,664 (vs do-nothing $-3,714)
$167.5018d31 Jul 2026$6.653/3$3,325$3,21466%75%+$566-$4,18070.4%$-3,944 (vs do-nothing $-2,994)
$16511d24 Jul 2026$5.003/3$4,091$3,97966%74%+$863-$5,42591.3%$-5,189 (vs do-nothing $-4,239)
$162.504d17 Jul 2026$3.502/3$5,250$5,58365%74%+$1,463-$4,41774.4%$-4,576 (vs do-nothing $-3,626)
$16518d31 Jul 2026$7.653/3$3,825$3,71463%73%+$643-$4,63077.9%$-4,394 (vs do-nothing $-3,444)
$162.5011d24 Jul 2026$5.802/3$3,164$3,49761%72%+$552-$3,95766.6%$-4,116 (vs do-nothing $-3,166)
$162.5018d31 Jul 2026$8.553/3$4,275$4,16460%71%+$626-$5,11086.0%$-4,874 (vs do-nothing $-3,924)
$1604d17 Jul 2026$4.301/3$3,225$4,00358%70%+$576-$2,37840.0%$-2,933 (vs do-nothing $-1,983)
$16011d24 Jul 2026$6.802/3$3,709$4,04257%70%+$560-$4,25771.7%$-4,416 (vs do-nothing $-3,466)
$16018d31 Jul 2026$9.652/3$3,217$3,55056%70%+$437-$3,68762.1%$-3,846 (vs do-nothing $-2,896)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$157.5018d31 Jul 2026$10.702/3$3,567$3,90053%68%+$403-$3,97766.9%$-4,136 (vs do-nothing $-3,186)
$157.5011d24 Jul 2026$7.952/3$4,336$4,66952%67%+$567-$4,52776.2%$-4,686 (vs do-nothing $-3,736)
$157.504d17 Jul 2026$5.301/3$3,975$4,75350%67%+$530-$2,52842.6%$-3,083 (vs do-nothing $-2,133)
$15518d31 Jul 2026$11.902/3$3,967$4,30049%66%+$381-$4,23771.3%$-4,396 (vs do-nothing $-3,446)
$15511d24 Jul 2026$9.202/3$5,018$5,35146%65%+$541-$4,77780.4%$-4,936 (vs do-nothing $-3,986)
$1554d17 Jul 2026$6.551/3$4,912$5,69042%63%+$440-$2,65344.7%$-3,208 (vs do-nothing $-2,258)

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 22:11