FORTRESS FIGHT: COIN-LC145 @ $159.80

BE SS: $182.40  |  CC-SS: $186.27  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

COIN-LC145 @ $159.80   UNDERWATER $22.60 (12.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 17 days. The recommended CC (3d) 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: $186.27 (banked floor $184.97)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $145 exp 2028-01-21 (entry $87.285/sh)
SP: $200 exp 2028-01-21 (entry $68.614/sh)
HP: $75 exp 2026-09-18 (entry $1.148/sh)

Economics

Max Loss$43,440(ND $19.80 + SW $125) x 300
Normal income ref$5,029/mo95% ann ROI on ML
Hedge rolling cost$327/mo
Unrealized P&L$-8,750fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,515/mo
HEDGE COVER
$327/mo
NORMAL INCOME
$5,029/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $5,940
ML VELOCITY
8.6 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $186.27 (probe: $187.5C 17d) brings only $450/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)
$8,318
was $8,750 · 5% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$186.27 → $184.97
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 25 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 45 · %B 52 · hist falling (nightly)
LEVELS20W MA (bounce target) $178.25 (+12%) · daily UBB $174.12 · 1-wk expected move ±$18 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $175 / 3d. This is the safest strike (survival 87%, breach 13%) that still earns 50% of normal income ($2,515/mo); it brings $2,820/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 × $167.50/3d for $6,360/mo, but breach risk rises to 27% (+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 × $190/3d (98% survival, $390/mo).
Downside anchor: the primary mortgages $3,098 (52% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 0.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-8,762 and cuts bleed by $327/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 (3d) · sell 3 × $175, 87% survival, $2,820/mo (E[net] $942/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 · 3d3 × $17587%$2,820$942
NEXT FRIDAY24 Jul 2026 · 10d3 × $172.5075%$2,835$451

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $942/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $175 (primary), 87% survival, breach 13%, $2,820/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $177.50 rung (33% normal) lifts survival to 90% (breach 13% → 10%) for $930/mo less (33% income) buys safety you do not really need here.
COIN  spot $159.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $19017 Jul3d18.9%98%5%$39$390-$2,430$0
Sell 3 × $190 18.9% OTM over spot $159.80 17 Jul 2026 (3d, $0.25 mid)
= $39 credit for the 3d cycle → $390/mo projected
Survival (stays ≤ $190)
98%
Breach risk
2%
POP (stays ≤ $190.25)
98%
EV / mo
+$227
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.5 mo [0.2-1.3] median  ·  76% of paths whole by 9 mo (vs 79% without)  ·  ~0.8 challenges expected  ·  median CC cash $-5
🛡 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)
-$1,344
Free roll-up
+$13/wk
Safest escape (by 31 Jul 2026)
$215 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.52/sh now → $4.61 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$4.48/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)~$19024 Jul 20268d left+$4.55/sh+$1,364
cycle +$1,403
67%
surv 52%
+$2,882 SAFE
cap gain +$11,631
Up-and-out for even (raise the cap, free)~$20324 Jul 20268d left+$0.00/sh+$1
cycle +$40
77%
surv 72%
+$5,821 SAFE
cap gain +$14,571
Max even-money escape in the band~$21531 Jul 202616d left+$0.45/sh+$136
cycle +$175
81%
surv 77%
+$10,189 SAFE
cap gain +$18,939
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$390/mo
vs 50% target ($2,515/mo)-84%
vs normal income ($5,029/mo)8% covered
Net income (after hedge)$63/mo
Downside budget
✓ $190 is at/above CC-SS $186.27: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-8,786
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 $0.13 collected) or spot ≥ $190.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-190.25
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
≥ $190.25
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$190.00 (2.6σ)$39$1,518+$10,268+$1,818
+2.5%$194.75 (3.0σ)$-1,386$1,702+$10,452+$1,818
+5%$199.50 (3.5σ)$-2,811$1,886+$10,635+$1,818
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $190): -$0
Total Position P&L @ SS: $214 (+$8,964 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: +$659, the opportunity cost of earning $390/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,500 (+$6,249 vs today)
33% normal3 × $177.5017 Jul3d11.1%90%20%$189$1,890-$930$2,441
Sell 3 × $177.50 11.1% OTM over spot $159.80 17 Jul 2026 (3d, $0.72 mid)
= $189 credit for the 3d cycle → $1,890/mo projected
Survival (stays ≤ $177.50)
90%
Breach risk
10%
POP (stays ≤ $178.22)
91%
EV / mo
+$730
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.6 mo [0.3-1.8] median  ·  77% of paths whole by 9 mo (vs 79% without)  ·  ~3.8 challenges expected  ·  median CC cash $1,202
🛡 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)
-$1,050
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$203 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.84/sh now → $4.13 mid-life (likely $3.79–$7.52)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$3.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 290 simulated challenges: the $178 strike is typically first touched on day 2 of 3, at $182 (overshoots $4.64). 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)~$17824 Jul 20268d left+$4.02/sh+$1,207
cycle +$1,396
[+$1,137…+$1,442] · 100% credit
67%
surv 52%
-$1,358 NOT
cap gain +$7,391
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202616d left+$0.81/sh+$243
cycle +$432
[-$192…+$389] · 62% credit
80%
surv 76%
+$4,520 SAFE
cap gain +$13,269
Up-and-out for even (raise the cap, free)~$18824 Jul 20268d left+$0.26/sh+$79
cycle +$268
[-$277…+$207] · 51% credit
76%
surv 70%
+$968 SAFE
cap gain +$9,717
Max even-money escape in the band~$20031 Jul 202616d left+$0.05/sh+$14
cycle +$203
[-$501…+$152] · 42% credit
81%
surv 78%
+$5,137 SAFE
cap gain +$13,887
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$0.15/sh-$44
cycle +$145
[-$569…+$91] · 34% credit
83%
surv 80%
+$5,926 SAFE
cap gain +$14,676
budget: banked $189 debit $44 (23% used ≈ 0.1 wk of income) → whole cycle still +$145 cash · rolled 3 ct earn ≈ $2,242/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,890/mo
vs 50% target ($2,515/mo)-25%
vs normal income ($5,029/mo)38% covered
Net income (after hedge)$1,563/mo
Downside budget
⚠ $177.50 is $9 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,441
… as % of IC ($5,940)41.1%
… as % of ML ($43,440)5.6%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-8,775
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $178.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $178)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $175.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$176-178.22
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
≥ $178.22
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$177.50 (1.5σ)$189$-2,566+$6,184-$282
+2.5%$181.94 (1.9σ)$-1,142$-2,394+$6,356-$1,613
+5%$186.38 (2.3σ)$-2,474$-2,222+$6,527-$1,782
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $177.50): -$2,441
Total Position P&L @ SS: $-2,226 (+$6,523 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-1,782, the opportunity cost of earning $1,890/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$36, position total $-2,536 (+$6,213 vs today)
🎯 50% normal3 × $17517 Jul3d9.5%87%16%$282$2,820$3,098
Sell 3 × $175 9.5% OTM over spot $159.80 17 Jul 2026 (3d, $0.98 mid)
= $282 credit for the 3d cycle → $2,820/mo projected
Survival (stays ≤ $175)
87%
Breach risk
13%
POP (stays ≤ $175.98)
88%
EV / mo
+$1,117
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.6 mo [0.3-1.7] median  ·  82% of paths whole by 9 mo (vs 80% without)  ·  ~4.6 challenges expected  ·  median CC cash $1,510
🛡 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)
16%
Flat exit net (mid-life)
-$930
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$200 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.71/sh now → $4.04 mid-life (likely $3.88–$7.18)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$3.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 465 simulated challenges: the $175 strike is typically first touched on day 2 of 3, at $179 (overshoots $4.31). 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 20268d left+$3.92/sh+$1,177
cycle +$1,459
[+$1,059…+$1,369] · 100% credit
67%
surv 52%
-$2,142 NOT
cap gain +$6,607
Max even-money escape in the band~$19531 Jul 202616d left+$0.68/sh+$205
cycle +$487
[-$201…+$325] · 60% credit
80%
surv 76%
+$3,728 SAFE
cap gain +$12,477
reaches SS ✓
Up-and-out for even (raise the cap, free)~$18524 Jul 20268d left+$0.18/sh+$55
cycle +$337
[-$280…+$162] · 45% credit
77%
surv 70%
+$190 SAFE
cap gain +$8,940
Safety roll (pay small debit, max POP)~$20031 Jul 202616d left-$0.25/sh-$76
cycle +$206
[-$560…+$27] · 28% credit
83%
surv 80%
+$5,140 SAFE
cap gain +$13,889
budget: banked $282 debit $76 (27% used ≈ 0.1 wk of income) → whole cycle still +$206 cash · rolled 3 ct earn ≈ $2,129/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$2,820/mo
vs 50% target ($2,515/mo)+12%
vs normal income ($5,029/mo)56% covered
Net income (after hedge)$2,493/mo
Downside budget
⚠ $175 is $11 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,098
… as % of IC ($5,940)52.1%
… as % of ML ($43,440)7.1%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-8,762
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 ≥ $175.98 (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 $174.12 (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
$173-175.98
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
≥ $175.98
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)$282$-3,319+$5,430-$189
+2.5%$179.37 (1.7σ)$-1,030$-3,150+$5,600-$1,501
+5%$183.75 (2.1σ)$-2,343$-2,981+$5,769-$2,439
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $175): -$3,098
Total Position P&L @ SS: $-2,883 (+$5,866 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-2,439, the opportunity cost of earning $2,820/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$693, position total $-3,193 (+$5,556 vs today)
100% normal3 × $167.5017 Jul3d4.8%73%55%$636$6,360+$3,540$4,994
Sell 3 × $167.50 4.8% OTM over spot $159.80 17 Jul 2026 (3d, $2.21 mid)
= $636 credit for the 3d cycle → $6,360/mo projected
Survival (stays ≤ $167.50)
73%
Breach risk
27%
POP (stays ≤ $169.71)
78%
EV / mo
+$1,381
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.6 mo [0.3-1.5] median, 0.1 mo faster than no FIGHT (0.7 mo)  ·  85% of paths whole by 9 mo (vs 79% without)  ·  ~9.3 challenges expected  ·  median CC cash $2,733
🛡 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)
37%
Flat exit net (mid-life)
-$494
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 89% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.33/sh now → $3.77 mid-life (likely $4.37–$7.72)≈ $0 at expiry  |  you banked $2.12/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,099 simulated challenges: the $168 strike is typically first touched on day 2 of 3, at $172 (overshoots $4.59). 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)~$16824 Jul 20268d left+$3.63/sh+$1,089
cycle +$1,725
[+$942…+$1,219] · 100% credit
67%
surv 52%
-$4,417 NOT
cap gain +$4,333
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202616d left+$1.64/sh+$492
cycle +$1,128
[-$4…+$509] · 75% credit
75%
surv 70%
-$712 NOT
cap gain +$8,037
Up-and-out for even (raise the cap, free)~$17524 Jul 20268d left+$0.66/sh+$197
cycle +$833
[-$208…+$216] · 50% credit
75%
surv 67%
-$2,700 NOT
cap gain +$6,049
Max even-money escape in the band~$18831 Jul 202616d left+$0.32/sh+$96
cycle +$732
[-$495…+$70] · 28% credit
81%
surv 77%
+$1,433 SAFE
cap gain +$10,182
reaches SS ✓
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$1.77/sh-$531
cycle +$105
[-$1,362…-$640]
89%
surv 88%
+$5,886 SAFE
cap gain +$14,635
budget: banked $636 debit $531 (83% used ≈ 0.4 wk of income) → whole cycle still +$105 cash · rolled 3 ct earn ≈ $1,123/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$6,360/mo
vs 50% target ($2,515/mo)+153%
vs normal income ($5,029/mo)126% covered
Net income (after hedge)$6,033/mo
Downside budget
⚠ $167.50 is $19 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,994
… as % of IC ($5,940)84.1%
… as % of ML ($43,440)11.5%
Recovery months (at normal income)1.0 mo
Surgical close (3 ct)$-8,777
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.12 collected) or spot ≥ $169.71 (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 $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-169.71
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $169.71
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)$636$-5,506+$3,244+$165
+2.5%$171.69 (1.0σ)$-620$-5,343+$3,406-$1,091
+5%$175.88 (1.4σ)$-1,876$-5,181+$3,568-$2,348
SS (= V-bounce)$182.40 (2.0σ)$-3,834$-4,929+$3,821-$4,305
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $167.50): -$4,994
Total Position P&L @ SS: $-4,779 (+$3,970 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-4,335, the opportunity cost of earning $6,360/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,589, position total $-5,089 (+$3,660 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 · 10d · E[net] $451/mo

🎯 Engine pick: sell 3 × $172.50 (primary), 75% survival, breach 25%, $2,835/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 84% (breach 25% → 16%) for $1,089/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 $180 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $159.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $202.5024 Jul10d26.7%97%6%$111$333-$2,502$0
Sell 3 × $202.50 26.7% OTM over spot $159.80 24 Jul 2026 (10d, $0.94 mid)
= $111 credit for the 10d cycle → $333/mo projected
Survival (stays ≤ $202.50)
97%
Breach risk
3%
POP (stays ≤ $203.44)
97%
EV / mo
+$225
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.8 mo [0.4-2.2] median  ·  71% of paths whole by 9 mo (vs 79% without)  ·  ~0.4 challenges expected  ·  median CC cash $-90
🛡 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)
3%
Flat exit net (mid-life)
-$2,391
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$213 @ 73% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.79/sh now → $8.34 mid-life (likely $6.36–$9.68)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$7.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 95 simulated challenges: the $202 strike is typically first touched on day 8 of 10, at $207 (overshoots $4.99). 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)~$20231 Jul 202612d left+$3.59/sh+$1,077
cycle +$1,188
[+$1,172…+$1,635] · 100% credit
66%
surv 53%
+$6,901 SAFE
cap gain +$15,651
Up-and-out for even (raise the cap, free)~$21031 Jul 202612d left+$0.66/sh+$199
cycle +$310
[+$176…+$596] · 85% credit
71%
surv 62%
+$8,631 SAFE
cap gain +$17,381
Max even-money escape in the band~$21031 Jul 202612d left+$0.66/sh+$199
cycle +$310
[+$176…+$596] · 85% credit
71%
surv 62%
+$8,631 SAFE
cap gain +$17,381
Safety roll (pay small debit, max POP)~$21331 Jul 202612d left-$0.00/sh-$1
cycle +$110
[-$56…+$388] · 68% credit
73%
surv 65%
+$9,278 SAFE
cap gain +$18,028
budget: banked $111 debit $1 (0% used ≈ 0.0 wk of income) → whole cycle still +$110 cash · rolled 3 ct earn ≈ $6,254/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$333/mo
vs 50% target ($2,515/mo)-87%
vs normal income ($5,029/mo)7% covered
Net income (after hedge)$6/mo
Downside budget
✓ $202.50 is at/above CC-SS $186.27: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-8,919
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $203.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $202)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-203.44
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
≥ $203.44
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$202.50 (2.0σ)$111$5,824+$14,573+$5,640
+2.5%$207.56 (2.3σ)$-1,408$6,020+$14,769+$5,640
+5%$212.62 (2.5σ)$-2,926$6,216+$14,965+$5,640
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $202.50): -$0
Total Position P&L @ SS: $214 (+$8,964 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: +$659, the opportunity cost of earning $333/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,500 (+$6,249 vs today)
🛡 safe yield3 × $19024 Jul10d18.9%92%17%$276$828-$2,007$0
Sell 3 × $190 18.9% OTM over spot $159.80 24 Jul 2026 (10d, $1.01 mid)
= $276 credit for the 10d cycle → $828/mo projected
Survival (stays ≤ $190)
92%
Breach risk
8%
POP (stays ≤ $191.01)
92%
EV / mo
+$378
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.7] median  ·  74% of paths whole by 9 mo (vs 76% without)  ·  ~1.3 challenges expected  ·  median CC cash $482
🛡 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)
-$1,967
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 73% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.57/sh now → $7.48 mid-life (likely $6.14–$9.97)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$6.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 305 simulated challenges: the $190 strike is typically first touched on day 7 of 10, at $194 (overshoots $4.37). 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)~$19031 Jul 202612d left+$3.24/sh+$973
cycle +$1,249
[+$883…+$1,355] · 100% credit
66%
surv 53%
+$2,729 SAFE
cap gain +$11,478
Up-and-out for even (raise the cap, free)~$19831 Jul 202612d left+$0.35/sh+$105
cycle +$381
[-$90…+$391] · 65% credit
72%
surv 63%
+$4,468 SAFE
cap gain +$13,217
Max even-money escape in the band~$19831 Jul 202612d left+$0.35/sh+$105
cycle +$381
[-$90…+$391] · 65% credit
72%
surv 63%
+$4,468 SAFE
cap gain +$13,217
Safety roll (pay small debit, max POP)~$20031 Jul 202612d left-$0.32/sh-$95
cycle +$181
[-$311…+$152] · 37% credit
73%
surv 66%
+$5,115 SAFE
cap gain +$13,865
budget: banked $276 debit $95 (34% used ≈ 0.5 wk of income) → whole cycle still +$181 cash · rolled 3 ct earn ≈ $5,372/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$828/mo
vs 50% target ($2,515/mo)-67%
vs normal income ($5,029/mo)16% covered
Net income (after hedge)$501/mo
Downside budget
✓ $190 is at/above CC-SS $186.27: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-8,777
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 $0.92 collected) or spot ≥ $191.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-191.01
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $191.01
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (1.4σ)$276$1,755+$10,505+$2,055
+2.5%$194.75 (1.7σ)$-1,149$1,939+$10,689+$2,055
+5%$199.50 (1.9σ)$-2,574$2,123+$10,872+$2,055
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $190): -$0
Total Position P&L @ SS: $214 (+$8,964 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: +$659, the opportunity cost of earning $828/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,500 (+$6,249 vs today)
33% normal ← lean3 × $18024 Jul10d12.6%84%34%$582$1,746-$1,089$1,298
Sell 3 × $180 12.6% OTM over spot $159.80 24 Jul 2026 (10d, $2.04 mid)
= $582 credit for the 10d cycle → $1,746/mo projected
Survival (stays ≤ $180)
84%
Breach risk
16%
POP (stays ≤ $182.04)
86%
EV / mo
+$509
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.9] median, 0.1 mo faster than no FIGHT (0.8 mo)  ·  74% of paths whole by 9 mo (vs 75% without)  ·  ~2.8 challenges expected  ·  median CC cash $1,435
🛡 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)
24%
Flat exit net (mid-life)
-$1,464
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$193 @ 76% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.64/sh now → $6.82 mid-life (likely $6.57–$10.17)≈ $0 at expiry  |  you banked $1.94/sh, so a flat mid-life exit nets -$4.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 719 simulated challenges: the $180 strike is typically first touched on day 6 of 10, at $184 (overshoots $4.22). 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)~$18031 Jul 202612d left+$2.98/sh+$894
cycle +$1,476
[+$713…+$1,088] · 100% credit
66%
surv 53%
-$432 NOT
cap gain +$8,317
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202612d left+$0.92/sh+$277
cycle +$859
[+$24…+$404] · 78% credit
70%
surv 60%
+$712 SAFE
cap gain +$9,462
Up-and-out for even (raise the cap, free)~$18831 Jul 202612d left+$0.11/sh+$34
cycle +$616
[-$258…+$129] · 37% credit
72%
surv 64%
+$1,316 SAFE
cap gain +$10,065
Max even-money escape in the band~$18831 Jul 202612d left+$0.11/sh+$34
cycle +$616
[-$258…+$129] · 37% credit
72%
surv 64%
+$1,316 SAFE
cap gain +$10,065
reaches SS ✓
Safety roll (pay small debit, max POP)~$19331 Jul 202612d left-$1.52/sh-$455
cycle +$127
[-$852…-$380] · 8% credit
76%
surv 70%
+$2,520 SAFE
cap gain +$11,270
budget: banked $582 debit $455 (78% used ≈ 1.1 wk of income) → whole cycle still +$127 cash · rolled 3 ct earn ≈ $3,978/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,746/mo
vs 50% target ($2,515/mo)-31%
vs normal income ($5,029/mo)35% covered
Net income (after hedge)$1,419/mo
Downside budget
⚠ $180 is $6 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,298
… as % of IC ($5,940)21.8%
… as % of ML ($43,440)3.0%
Recovery months (at normal income)0.3 mo
Surgical close (3 ct)$-8,780
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.94 collected) or spot ≥ $182.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-182.04
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
≥ $182.04
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$180.00 (≤1σ, normal week)$582$-1,326+$7,424+$111
+2.5%$184.50 (1.2σ)$-768$-1,152+$7,598-$639
+5%$189.00 (1.4σ)$-2,118$-977+$7,772-$639
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $180): -$1,298
Total Position P&L @ SS: $-1,083 (+$7,666 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-639, the opportunity cost of earning $1,746/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-2,500 (+$6,249 vs today)
🎯 50% normal3 × $172.5024 Jul10d7.9%75%42%$945$2,835$3,185
Sell 3 × $172.50 7.9% OTM over spot $159.80 24 Jul 2026 (10d, $3.30 mid)
= $945 credit for the 10d cycle → $2,835/mo projected
Survival (stays ≤ $172.50)
75%
Breach risk
25%
POP (stays ≤ $175.80)
79%
EV / mo
+$616
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-2.1] median, 0.1 mo faster than no FIGHT (0.9 mo)  ·  76% of paths whole by 9 mo (vs 76% without)  ·  ~4.7 challenges expected  ·  median CC cash $2,299
🛡 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)
42%
Flat exit net (mid-life)
-$959
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$193 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.97/sh now → $6.35 mid-life (likely $6.94–$10.13)≈ $0 at expiry  |  you banked $3.15/sh, so a flat mid-life exit nets -$3.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,252 simulated challenges: the $172 strike is typically first touched on day 5 of 10, at $176 (overshoots $3.93). 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)~$17231 Jul 202612d left+$2.79/sh+$836
cycle +$1,781
[+$618…+$903] · 100% credit
66%
surv 53%
-$2,667 NOT
cap gain +$6,082
Reliable up-and-out (highest cap still free ≥60%)~$17531 Jul 202612d left+$1.69/sh+$508
cycle +$1,453
[+$254…+$542] · 96% credit
68%
surv 57%
-$2,081 NOT
cap gain +$6,669
Up-and-out for even (raise the cap, free)~$17831 Jul 202612d left+$0.74/sh+$223
cycle +$1,168
[-$75…+$220] · 60% credit
70%
surv 61%
-$1,519 NOT
cap gain +$7,231
Max even-money escape in the band~$17831 Jul 202612d left+$0.74/sh+$223
cycle +$1,168
[-$75…+$220] · 60% credit
70%
surv 61%
-$1,519 NOT
cap gain +$7,231
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19331 Jul 202612d left-$2.92/sh-$877
cycle +$68
[-$1,431…-$974]
82%
surv 79%
+$2,462 SAFE
cap gain +$11,211
budget: banked $945 debit $877 (93% used ≈ 1.3 wk of income) → whole cycle still +$68 cash · rolled 3 ct earn ≈ $2,568/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$2,835/mo
vs 50% target ($2,515/mo)+13%
vs normal income ($5,029/mo)56% covered
Net income (after hedge)$2,508/mo
Downside budget
⚠ $172.50 is $14 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,185
… as % of IC ($5,940)53.6%
… as % of ML ($43,440)7.3%
Recovery months (at normal income)0.6 mo
Surgical close (3 ct)$-8,795
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.79/sh (~25% of the $3.15 collected) or spot ≥ $175.80 (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 $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-175.80
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
≥ $175.80
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 1.13 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$945$-3,503+$5,246+$474
+2.5%$176.81 (≤1σ, normal week)$-349$-3,336+$5,413-$820
+5%$181.12 (1.0σ)$-1,642$-3,169+$5,580-$2,114
SS (= V-bounce)$182.40 (1.1σ)$-2,025$-3,120+$5,630-$2,496
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $172.50): -$3,185
Total Position P&L @ SS: $-2,970 (+$5,779 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-2,526, the opportunity cost of earning $2,835/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$780, position total $-3,280 (+$5,469 vs today)
100% normal3 × $162.5024 Jul10d1.7%58%88%$1,815$5,445+$2,610$5,315
Sell 3 × $162.50 1.7% OTM over spot $159.80 24 Jul 2026 (10d, $6.45 mid)
= $1,815 credit for the 10d cycle → $5,445/mo projected
Survival (stays ≤ $162.50)
58%
Breach risk
42%
POP (stays ≤ $168.95)
70%
EV / mo
+$493
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.7 mo [0.3-1.9] median, 0.3 mo faster than no FIGHT (0.9 mo)  ·  84% of paths whole by 9 mo (vs 81% without)  ·  ~10.6 challenges expected  ·  median CC cash $2,996
🛡 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)
73%
Flat exit net (mid-life)
+$92
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$198 @ 92% POP
92% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.12/sh now → $5.74 mid-life (likely $7.85–$10.79)≈ $0 at expiry  |  you banked $6.05/sh, so a flat mid-life exit nets +$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,182 simulated challenges: the $162 strike is typically first touched on day 3 of 10, at $167 (overshoots $4.11). 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)~$16231 Jul 202612d left+$2.54/sh+$762
cycle +$2,577
[+$468…+$598] · 100% credit
66%
surv 53%
-$5,258 NOT
cap gain +$3,491
Reliable up-and-out (highest cap still free ≥60%)~$16531 Jul 202612d left+$1.45/sh+$435
cycle +$2,250
[+$84…+$254] · 86% credit
68%
surv 57%
-$4,670 NOT
cap gain +$4,079
Up-and-out for even (raise the cap, free)~$16831 Jul 202612d left+$0.52/sh+$155
cycle +$1,970
[-$257…-$50] · 17% credit
71%
surv 61%
-$4,104 NOT
cap gain +$4,646
Max even-money escape in the band~$16831 Jul 202612d left+$0.52/sh+$155
cycle +$1,970
[-$257…-$50] · 17% credit
71%
surv 61%
-$4,104 NOT
cap gain +$4,646
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19831 Jul 202612d left-$4.65/sh-$1,395
cycle +$420
[-$2,447…-$1,817]
92%
surv 92%
+$4,508 SAFE
cap gain +$13,257
budget: banked $1,815 debit $1,395 (77% used ≈ 1.1 wk of income) → whole cycle still +$420 cash · rolled 3 ct earn ≈ $821/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$5,445/mo
vs 50% target ($2,515/mo)+117%
vs normal income ($5,029/mo)108% covered
Net income (after hedge)$5,118/mo
Downside budget
⚠ $162.50 is $24 below CC-SS $186.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,315
… as % of IC ($5,940)89.5%
… as % of ML ($43,440)12.2%
Recovery months (at normal income)1.1 mo
Surgical close (3 ct)$-8,870
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.51/sh (~25% of the $6.05 collected) or spot ≥ $168.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-168.95
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
≥ $168.95
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$162.50 (≤1σ, normal week)$1,815$-6,020+$2,729+$1,344
+2.5%$166.56 (≤1σ, normal week)$596$-5,863+$2,887+$125
+5%$170.62 (≤1σ, normal week)$-622$-5,706+$3,044-$1,094
SS (= V-bounce)$182.40 (1.1σ)$-4,155$-5,250+$3,500-$4,626
V-BOUNCE STRESS (stock → CC-SS $186.27, where you are whole again, by expiry)
Starting unrealized P&L: $-8,750
+ Fortress recovery (un-capped): +$8,964
− CC assignment net of premium (3 × $162.50): -$5,315
Total Position P&L @ SS: $-5,100 (+$3,649 vs today)
Do-nothing baseline at SS: $-444 (this trade vs do-nothing: $-4,656, the opportunity cost of earning $5,445/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,910, position total $-5,410 (+$3,339 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 22 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: 1.129 (IBKR)  |  Recovery@SS: +$8,964 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-444

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1753d17 Jul 2026$0.943/3$2,820$2,49387%88%+$1,117-$3,09852.1%$-2,883 (vs do-nothing $-2,439)
$172.503d17 Jul 2026$1.193/3$3,570$3,24383%85%+$1,099-$3,77363.5%$-3,558 (vs do-nothing $-3,114)
$1703d17 Jul 2026$1.612/3$3,220$3,36479%82%+$863-$2,93149.3%$-2,936 (vs do-nothing $-2,492)
$172.5010d24 Jul 2026$3.153/3$2,835$2,50875%79%+$616-$3,18553.6%$-2,970 (vs do-nothing $-2,526)
$167.503d17 Jul 2026$2.122/3$4,240$4,38473%78%+$921-$3,32956.0%$-3,334 (vs do-nothing $-2,890)
$17010d24 Jul 2026$3.753/3$3,375$3,04871%77%+$638-$3,75563.2%$-3,540 (vs do-nothing $-3,096)
$172.5017d31 Jul 2026$5.153/3$2,726$2,39970%77%+$299-$2,58543.5%$-2,370 (vs do-nothing $-1,926)
$17017d31 Jul 2026$6.103/3$3,229$2,90267%75%+$423-$3,05051.3%$-2,835 (vs do-nothing $-2,391)
$167.5010d24 Jul 2026$4.452/3$2,670$2,81467%75%+$432-$2,86348.2%$-2,868 (vs do-nothing $-2,424)
$1653d17 Jul 2026$2.701/3$2,700$3,31567%74%+$401-$1,85731.3%$-2,081 (vs do-nothing $-1,637)
$167.5017d31 Jul 2026$6.753/3$3,574$3,24664%73%+$339-$3,60560.7%$-3,390 (vs do-nothing $-2,946)
$16510d24 Jul 2026$5.152/3$3,090$3,23463%72%+$362-$3,22354.3%$-3,228 (vs do-nothing $-2,784)
$16517d31 Jul 2026$7.552/3$2,665$2,80861%71%+$188-$2,74346.2%$-2,748 (vs do-nothing $-2,304)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.503d17 Jul 2026$3.401/3$3,400$4,01560%70%+$271-$2,03734.3%$-2,261 (vs do-nothing $-1,817)
$162.5010d24 Jul 2026$6.052/3$3,630$3,77458%70%+$329-$3,54359.6%$-3,548 (vs do-nothing $-3,104)
$162.5017d31 Jul 2026$8.502/3$3,000$3,14457%70%+$165-$3,05351.4%$-3,058 (vs do-nothing $-2,614)
$16017d31 Jul 2026$9.502/3$3,353$3,49754%68%+$122-$3,35356.4%$-3,358 (vs do-nothing $-2,914)
$16010d24 Jul 2026$7.352/3$4,410$4,55453%67%+$446-$3,78363.7%$-3,788 (vs do-nothing $-3,344)
$1603d17 Jul 2026$4.451/3$4,450$5,06552%66%+$270-$2,18236.7%$-2,406 (vs do-nothing $-1,962)
$157.5017d31 Jul 2026$10.602/3$3,741$3,88550%66%+$73-$3,63361.2%$-3,638 (vs do-nothing $-3,194)
$157.5010d24 Jul 2026$8.152/3$4,890$5,03448%65%+$171-$4,12369.4%$-4,128 (vs do-nothing $-3,684)
$157.503d17 Jul 2026$5.551/3$5,550$6,16544%62%+$77-$2,32239.1%$-2,546 (vs do-nothing $-2,102)

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  |  2026-07-14 21:38