FORTRESS FIGHT: COIN-LC145 @ $147.44

BE SS: $182.40  |  CC-SS: $189.37  |  3 contracts (300 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

COIN-LC145 @ $147.44   UNDERWATER $34.96 (19.2% below BE SS)

3 contracts (300 sh)  |  BE SS: $182.40  |  CC-SS: $189.37 (banked floor $184.91)  |  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 2026-10-16 (entry $0.505/sh)

Economics

Max Loss$43,440(ND $19.80 + SW $125) x 300
Normal income ref$4,536/mo95% ann ROI on ML
Hedge rolling cost$106/mo
Unrealized P&L$-13,980fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,268/mo
HEDGE COVER
$106/mo
NORMAL INCOME
$4,536/mo (ATM CC, chain)
IC VELOCITY
1.3 mo to earn back $5,940
ML VELOCITY
9.6 mo to earn back $43,440
Deep drawdown confirmed: a CC at CC-SS $189.37 (probe: $190C 15d) brings only $414/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
$1,491
Hole (after banked)
$12,489
was $13,980 · 11% earned back
Cycles closed
5
Credit in flight
$1,110
CC-SS · banked floor (info)
$189.37 → $184.91
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
3x $195C 14 Aug 2026U18827291$3.70$1,1102026-07-23
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 19 (live) · RSI 38 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 15 · hist falling (nightly)
LEVELS20W MA (bounce target) $171.38 (+16%) · daily UBB $174.89 · 1-wk expected move ±$14 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 3 contracts at $160 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,268/mo); it brings $2,858/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 × $152.50/8d for $4,669/mo, but breach risk rises to 36% (+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 × $190/8d (99% survival, $112/mo).
Downside anchor: the primary mortgages $8,048 (135% of IC) ONLY on a full V-bounce all the way to SS $182, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 3 contracts realizes $-14,022 and cuts bleed by $106/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 3 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 14 Aug 2026 (8d) · sell 3 × $160, 79% survival, $2,858/mo (E[net] $372/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆14 Aug 2026 · 8d3 × $16079%$2,858$372
E[net] arithmetic on the grand pick: keep $762 with probability 68%; on the 32% touch you roll, paying $1,863 to close and taking $522 back from the best priced door (net cash $1,342) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 14 Aug 2026 · 8d · E[net] $372/mo 🏆 GRAND PICK

🎯 Engine pick: sell 3 × $160 (50% normal), 79% survival, breach 21%, $2,858/mo.
⚖️ Worth a safer step: the $165 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $1,046/mo less (37% 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 $165 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $147.44 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $19014 Aug8d28.9%99%hist 99%1%hist 1%-4pp$30$112-$2,745$0
Sell 3 × $190 28.9% OTM over spot $147.44 14 Aug 2026 (8d, $0.30 mid)
= $30 credit for the 8d cycle → $112/mo projected
Survival (stays ≤ $190)
99%
Breach risk
1%
POP (stays ≤ $190.30)
99%
EV / mo
+$102
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-4pp
61% whole by 9mo vs 66% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-22/mo
median; plan ~$-15/mo after 68% keep · $-49 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.7], measured ONLY among the 61% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$2,479
Free roll-up
+$5/wk
Safest escape (by 28 Aug 2026)
$203 @ 74% POP
67% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.82/sh now → $8.36 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$8.26/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)~$19021 Aug 202611d left+$2.36/sh+$708
cycle +$738
67%
surv 53%
+$1,262 SAFE
cap gain +$15,242
Up-and-out for even (raise the cap, free)~$19521 Aug 202611d left+$0.57/sh+$171
cycle +$201
71%
surv 60%
+$2,450 SAFE
cap gain +$16,430
Max even-money escape in the band~$20328 Aug 202618d left+$0.41/sh+$123
cycle +$153
74%
surv 67%
+$4,958 SAFE
cap gain +$18,938
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$112/mo
vs 50% target ($2,268/mo)-95%
vs normal income ($4,536/mo)2% covered
Net income (after hedge)$6/mo
Downside budget
✓ $190 is at/above CC-SS $189.37: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($5,940)0.0%
… as % of ML ($43,440)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-14,040
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $190.30 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-190.30
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
≥ $190.30
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (2.8σ)$30$554+$14,534+$1,989
+2.5%$194.75 (3.1σ)$-1,395$748+$14,728+$1,989
+5%$199.50 (3.4σ)$-2,820$942+$14,922+$1,989
V-BOUNCE STRESS (stock → CC-SS $189.37, where you are whole again, by expiry)
Starting unrealized P&L: $-13,980
+ Fortress recovery (un-capped): +$14,289
− CC assignment net of premium (3 × $190): -$0
Total Position P&L @ SS: $309 (+$14,289 vs today)
Do-nothing baseline at SS: $-1,460 (this trade vs do-nothing: +$1,769, the opportunity cost of earning $112/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-5,821 (+$8,159 vs today)
🛡 safe yield3 × $17014 Aug8d15.3%92%hist 99%16%hist 6%+0pp$288$1,080-$1,778$5,522
Sell 3 × $170 15.3% OTM over spot $147.44 14 Aug 2026 (8d, $1.12 mid)
= $288 credit for the 8d cycle → $1,080/mo projected
Survival (stays ≤ $170)
92%
Breach risk
8%
POP (stays ≤ $171.12)
93%
EV / mo
+$713
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
66% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$658/mo
median; plan ~$447/mo after 68% keep · $2,359 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.1], measured ONLY among the 66% of futures that got whole
🛡 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)
-$1,780
Free roll-up
+$5/wk
Safest escape (by 28 Aug 2026)
$183 @ 76% POP
69% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.75/sh now → $6.89 mid-life (likely $5.90–$9.79)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$5.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 364 simulated challenges: the $170 strike is typically first touched on day 6 of 8, at $174 (overshoots $3.85). 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)~$17021 Aug 202611d left+$1.94/sh+$581
cycle +$869
[+$425…+$919] · 95% credit
67%
surv 53%
-$5,423 NOT
cap gain +$8,557
Max even-money escape in the band~$18028 Aug 202618d left+$0.46/sh+$139
cycle +$427
[-$149…+$498] · 60% credit
74%
surv 66%
-$2,436 NOT
cap gain +$11,544
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17521 Aug 202611d left+$0.11/sh+$33
cycle +$321
[-$198…+$330] · 52% credit
72%
surv 61%
-$4,246 NOT
cap gain +$9,734
Safety roll (pay small debit, max POP)~$18328 Aug 202618d left-$0.35/sh-$105
cycle +$183
[-$432…+$228] · 41% credit
76%
surv 69%
-$1,828 NOT
cap gain +$12,152
budget: banked $288 debit $105 (36% used ≈ 0.4 wk of income) → whole cycle still +$183 cash · rolled 3 ct earn ≈ $3,272/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$1,080/mo
vs 50% target ($2,268/mo)-52%
vs normal income ($4,536/mo)24% covered
Net income (after hedge)$974/mo
Downside budget
⚠ $170 is $19 below CC-SS $189.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,522
… as % of IC ($5,940)93.0%
… as % of ML ($43,440)12.7%
Recovery months (at normal income)1.2 mo
Surgical close (3 ct)$-14,030
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $171.12 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-171.12
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
≥ $171.12
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (1.5σ)$288$-6,004+$7,976-$3
+2.5%$174.25 (1.7σ)$-987$-5,830+$8,150-$1,278
+5%$178.50 (2.0σ)$-2,262$-5,657+$8,323-$2,553
SS (= V-bounce)$182.40 (2.3σ)$-3,432$-5,498+$8,482-$3,723
V-BOUNCE STRESS (stock → CC-SS $189.37, where you are whole again, by expiry)
Starting unrealized P&L: $-13,980
+ Fortress recovery (un-capped): +$14,289
− CC assignment net of premium (3 × $170): -$5,522
Total Position P&L @ SS: $-5,213 (+$8,767 vs today)
Do-nothing baseline at SS: $-1,460 (this trade vs do-nothing: $-3,753, the opportunity cost of earning $1,080/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$126, position total $-5,947 (+$8,033 vs today)
33% normal ← lean3 × $16514 Aug8d11.9%86%hist 95%30%hist 18%+3pp$483$1,811-$1,046$6,827
Sell 3 × $165 11.9% OTM over spot $147.44 14 Aug 2026 (8d, $1.75 mid)
= $483 credit for the 8d cycle → $1,811/mo projected
Survival (stays ≤ $165)
86%
Breach risk
14%
POP (stays ≤ $166.75)
88%
EV / mo
+$845
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
64% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$973/mo
median; plan ~$662/mo after 68% keep · $3,910 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.3], measured ONLY among the 64% of futures that got whole
🛡 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)
19%
Flat exit net (mid-life)
-$1,481
Free roll-up
+$5/wk
Safest escape (by 28 Aug 2026)
$180 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.26/sh now → $6.55 mid-life (likely $5.84–$9.55)≈ $0 at expiry  |  you banked $1.61/sh, so a flat mid-life exit nets -$4.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 584 simulated challenges: the $165 strike is typically first touched on day 5 of 8, at $169 (overshoots $3.56). 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)~$16521 Aug 202611d left+$1.84/sh+$551
cycle +$1,034
[+$325…+$857] · 96% credit
67%
surv 53%
-$6,962 NOT
cap gain +$7,018
Reliable up-and-out (highest cap still free ≥60%)~$17328 Aug 202618d left+$1.39/sh+$416
cycle +$899
[+$107…+$743] · 82% credit
73%
surv 64%
-$4,520 NOT
cap gain +$9,460
Max even-money escape in the band~$17528 Aug 202618d left+$0.27/sh+$82
cycle +$565
[-$285…+$378] · 48% credit
74%
surv 67%
-$4,002 NOT
cap gain +$9,978
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17021 Aug 202611d left+$0.01/sh+$2
cycle +$485
[-$289…+$250] · 42% credit
72%
surv 61%
-$5,786 NOT
cap gain +$8,194
Safety roll (pay small debit, max POP)~$18028 Aug 202618d left-$1.33/sh-$399
cycle +$84
[-$857…-$158] · 17% credit
78%
surv 72%
-$2,779 NOT
cap gain +$11,201
budget: banked $483 debit $399 (83% used ≈ 1.0 wk of income) → whole cycle still +$84 cash · rolled 3 ct earn ≈ $2,609/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,811/mo
vs 50% target ($2,268/mo)-20%
vs normal income ($4,536/mo)40% covered
Net income (after hedge)$1,705/mo
Downside budget
⚠ $165 is $24 below CC-SS $189.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,827
… as % of IC ($5,940)114.9%
… as % of ML ($43,440)15.7%
Recovery months (at normal income)1.5 mo
Surgical close (3 ct)$-14,021
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.61 collected) or spot ≥ $166.75 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-166.75
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
≥ $166.75
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (1.1σ)$483$-7,513+$6,467+$192
+2.5%$169.12 (1.4σ)$-754$-7,344+$6,636-$1,045
+5%$173.25 (1.7σ)$-1,992$-7,176+$6,804-$2,283
SS (= V-bounce)$182.40 (2.3σ)$-4,737$-6,803+$7,177-$5,028
V-BOUNCE STRESS (stock → CC-SS $189.37, where you are whole again, by expiry)
Starting unrealized P&L: $-13,980
+ Fortress recovery (un-capped): +$14,289
− CC assignment net of premium (3 × $165): -$6,827
Total Position P&L @ SS: $-6,518 (+$7,462 vs today)
Do-nothing baseline at SS: $-1,460 (this trade vs do-nothing: $-5,058, the opportunity cost of earning $1,811/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,431, position total $-7,252 (+$6,728 vs today)
🎯 50% normal3 × $16014 Aug8d8.5%79%hist 92%44%hist 32%+4pp$762$2,858$8,048
Sell 3 × $160 8.5% OTM over spot $147.44 14 Aug 2026 (8d, $2.68 mid)
= $762 credit for the 8d cycle → $2,858/mo projected
Survival (stays ≤ $160)
79%
Breach risk
21%
POP (stays ≤ $162.68)
83%
EV / mo
+$1,170
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
70% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,338/mo
median; plan ~$910/mo after 68% keep · $4,240 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.0], measured ONLY among the 70% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$1,101
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$180 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.78/sh now → $6.21 mid-life (likely $6.26–$9.80)≈ $0 at expiry  |  you banked $2.54/sh, so a flat mid-life exit nets -$3.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 945 simulated challenges: the $160 strike is typically first touched on day 4 of 8, at $163 (overshoots $3.41). 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)~$16021 Aug 202611d left+$1.74/sh+$522
cycle +$1,284
[+$217…+$651] · 95% credit
67%
surv 53%
-$8,416 NOT
cap gain +$5,564
Up-and-out for even (raise the cap, free)~$16321 Aug 202611d left+$0.96/sh+$288
cycle +$1,050
[-$29…+$397] · 70% credit
70%
surv 57%
-$7,778 NOT
cap gain +$6,202
Reliable up-and-out (highest cap still free ≥60%)~$16828 Aug 202618d left+$1.17/sh+$351
cycle +$1,113
[-$60…+$472] · 68% credit
73%
surv 64%
-$6,010 NOT
cap gain +$7,970
Max even-money escape in the band~$17028 Aug 202618d left+$0.09/sh+$27
cycle +$789
[-$442…+$122] · 34% credit
75%
surv 67%
-$5,482 NOT
cap gain +$8,498
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18028 Aug 202618d left-$2.44/sh-$733
cycle +$29
[-$1,373…-$695] · 3% credit
82%
surv 78%
-$2,834 NOT
cap gain +$11,146
budget: banked $762 debit $733 (96% used ≈ 1.1 wk of income) → whole cycle still +$29 cash · rolled 3 ct earn ≈ $1,884/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$2,858/mo
vs 50% target ($2,268/mo)+26%
vs normal income ($4,536/mo)63% covered
Net income (after hedge)$2,751/mo
Downside budget
⚠ $160 is $29 below CC-SS $189.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,048
… as % of IC ($5,940)135.5%
… as % of ML ($43,440)18.5%
Recovery months (at normal income)1.8 mo
Surgical close (3 ct)$-14,022
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.54 collected) or spot ≥ $162.68 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected. Momentum override: two daily closes above $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-162.68
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
≥ $162.68
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (≤1σ, normal week)$762$-8,938+$5,042+$471
+2.5%$164.00 (1.1σ)$-438$-8,774+$5,206-$729
+5%$168.00 (1.3σ)$-1,638$-8,611+$5,369-$1,929
SS (= V-bounce)$182.40 (2.3σ)$-5,958$-8,024+$5,956-$6,249
V-BOUNCE STRESS (stock → CC-SS $189.37, where you are whole again, by expiry)
Starting unrealized P&L: $-13,980
+ Fortress recovery (un-capped): +$14,289
− CC assignment net of premium (3 × $160): -$8,048
Total Position P&L @ SS: $-7,739 (+$6,241 vs today)
Do-nothing baseline at SS: $-1,460 (this trade vs do-nothing: $-6,279, the opportunity cost of earning $2,858/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,652, position total $-8,473 (+$5,507 vs today)
100% normal3 × $152.5014 Aug8d3.4%64%hist 78%74%hist 59%+7pp$1,245$4,669+$1,811$9,815
Sell 3 × $152.50 3.4% OTM over spot $147.44 14 Aug 2026 (8d, $4.68 mid)
= $1,245 credit for the 8d cycle → $4,669/mo projected
Survival (stays ≤ $152.50)
64%
Breach risk
36%
POP (stays ≤ $157.18)
74%
EV / mo
+$959
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
72% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,708/mo
median; plan ~$1,161/mo after 68% keep · $4,825 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.7-3.1], measured ONLY among the 72% of futures that got whole
🛡 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)
58%
Flat exit net (mid-life)
-$472
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$185 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.09/sh now → $5.72 mid-life (likely $7.23–$10.14)≈ $0 at expiry  |  you banked $4.15/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,750 simulated challenges: the $152 strike is typically first touched on day 3 of 8, at $156 (overshoots $3.36). 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)~$15221 Aug 202611d left+$1.60/sh+$479
cycle +$1,724
[+$85…+$364] · 85% credit
67%
surv 53%
-$10,531 NOT
cap gain +$3,449
Reliable up-and-out (highest cap still free ≥60%)~$15828 Aug 202618d left+$1.47/sh+$442
cycle +$1,687
[-$85…+$283] · 63% credit
71%
surv 61%
-$8,844 NOT
cap gain +$5,136
Up-and-out for even (raise the cap, free)~$15521 Aug 202611d left+$0.79/sh+$238
cycle +$1,483
[-$176…+$111] · 39% credit
70%
surv 58%
-$9,900 NOT
cap gain +$4,080
Max even-money escape in the band~$16028 Aug 202618d left+$0.86/sh+$258
cycle +$1,503
[-$285…+$87] · 33% credit
74%
surv 65%
-$8,176 NOT
cap gain +$5,804
SS $182 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18528 Aug 202618d left-$4.13/sh-$1,239
cycle +$6
[-$2,237…-$1,586]
90%
surv 89%
-$1,153 NOT
cap gain +$12,827
budget: banked $1,245 debit $1,239 (100% used ≈ 1.2 wk of income) → whole cycle still +$6 cash · rolled 3 ct earn ≈ $796/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,669/mo
vs 50% target ($2,268/mo)+106%
vs normal income ($4,536/mo)103% covered
Net income (after hedge)$4,562/mo
Downside budget
⚠ $152.50 is $37 below CC-SS $189.37: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,815
… as % of IC ($5,940)165.2%
… as % of ML ($43,440)22.6%
Recovery months (at normal income)2.2 mo
Surgical close (3 ct)$-14,138
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.04/sh (~25% of the $4.15 collected) or spot ≥ $157.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $152)); NOT the premium you collected. Momentum override: two daily closes above $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $150.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$151-157.18
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
≥ $157.18
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$152.50 (≤1σ, normal week)$1,245$-11,011+$2,969+$954
+2.5%$156.31 (≤1σ, normal week)$101$-10,855+$3,125-$190
+5%$160.12 (≤1σ, normal week)$-1,042$-10,699+$3,281-$1,334
SS (= V-bounce)$182.40 (2.3σ)$-7,725$-9,791+$4,189-$8,016
V-BOUNCE STRESS (stock → CC-SS $189.37, where you are whole again, by expiry)
Starting unrealized P&L: $-13,980
+ Fortress recovery (un-capped): +$14,289
− CC assignment net of premium (3 × $152.50): -$9,815
Total Position P&L @ SS: $-9,506 (+$4,474 vs today)
Do-nothing baseline at SS: $-1,460 (this trade vs do-nothing: $-8,046, the opportunity cost of earning $4,669/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,419, position total $-10,240 (+$3,740 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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 1.136 (IBKR)  |  Recovery@SS: +$14,289 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,460

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1608d14 Aug 2026$2.543/3$2,858$2,75179%83%+$1,170-$8,048135.5%$-7,739 (vs do-nothing $-6,279)
$157.508d14 Aug 2026$3.003/3$3,375$3,26975%80%+$1,163-$8,660145.8%$-8,351 (vs do-nothing $-6,891)
$16015d21 Aug 2026$3.953/3$2,370$2,26473%79%+$581-$7,625128.4%$-7,316 (vs do-nothing $-5,856)
$157.5015d21 Aug 2026$4.653/3$2,790$2,68470%77%+$643-$8,165137.5%$-7,856 (vs do-nothing $-6,396)
$1558d14 Aug 2026$3.702/3$2,775$2,86370%77%+$856-$6,133103.3%$-6,414 (vs do-nothing $-4,954)
$157.5022d28 Aug 2026$5.953/3$2,434$2,32868%76%+$441-$7,775130.9%$-7,466 (vs do-nothing $-6,006)
$15515d21 Aug 2026$5.403/3$3,240$3,13466%75%+$673-$8,690146.3%$-8,381 (vs do-nothing $-6,921)
$15522d28 Aug 2026$7.003/3$2,864$2,75765%74%+$556-$8,210138.2%$-7,901 (vs do-nothing $-6,441)
$152.508d14 Aug 2026$4.152/3$3,113$3,20064%74%+$640-$6,543110.2%$-6,824 (vs do-nothing $-5,364)
$152.5015d21 Aug 2026$6.252/3$2,500$2,58862%73%+$462-$6,123103.1%$-6,404 (vs do-nothing $-4,944)
$152.5022d28 Aug 2026$7.603/3$3,109$3,00361%72%+$444-$8,780147.8%$-8,471 (vs do-nothing $-7,011)
$1508d14 Aug 2026$5.052/3$3,788$3,87558%71%+$636-$6,863115.5%$-7,144 (vs do-nothing $-5,684)
$15015d21 Aug 2026$7.302/3$2,920$3,00858%71%+$504-$6,413108.0%$-6,694 (vs do-nothing $-5,234)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15022d28 Aug 2026$9.452/3$2,577$2,66557%71%+$533-$5,983100.7%$-6,264 (vs do-nothing $-4,804)
$1498d14 Aug 2026$5.452/3$4,088$4,17556%70%+$628-$6,983117.6%$-7,264 (vs do-nothing $-5,804)
$14922d28 Aug 2026$9.002/3$2,455$2,54256%70%+$294-$6,273105.6%$-6,554 (vs do-nothing $-5,094)
$14915d21 Aug 2026$7.752/3$3,100$3,18856%70%+$517-$6,523109.8%$-6,804 (vs do-nothing $-5,344)
$14822d28 Aug 2026$9.502/3$2,591$2,67854%69%+$309-$6,373107.3%$-6,654 (vs do-nothing $-5,194)
$14815d21 Aug 2026$8.152/3$3,260$3,34854%69%+$502-$6,643111.8%$-6,924 (vs do-nothing $-5,464)
$1488d14 Aug 2026$5.852/3$4,388$4,47554%69%+$597-$7,103119.6%$-7,384 (vs do-nothing $-5,924)
$14722d28 Aug 2026$9.852/3$2,686$2,77453%69%+$279-$6,503109.5%$-6,784 (vs do-nothing $-5,324)
$14715d21 Aug 2026$8.002/3$3,200$3,28852%68%+$258-$6,873115.7%$-7,154 (vs do-nothing $-5,694)
$14622d28 Aug 2026$10.352/3$2,823$2,91051%68%+$283-$6,603111.2%$-6,884 (vs do-nothing $-5,424)
$1478d14 Aug 2026$6.601/3$2,475$2,75751%68%+$402-$3,57760.2%$-4,447 (vs do-nothing $-2,987)
$14615d21 Aug 2026$7.802/3$3,120$3,20850%67%$-16-$7,113119.8%$-7,394 (vs do-nothing $-5,934)
$14522d28 Aug 2026$10.802/3$2,945$3,03350%67%+$269-$6,713113.0%$-6,994 (vs do-nothing $-5,534)
$1468d14 Aug 2026$6.801/3$2,550$2,83248%67%+$289-$3,65761.6%$-4,527 (vs do-nothing $-3,067)
$14515d21 Aug 2026$9.652/3$3,860$3,94848%67%+$520-$6,943116.9%$-7,224 (vs do-nothing $-5,764)
$1458d14 Aug 2026$7.451/3$2,794$3,07546%66%+$332-$3,69262.2%$-4,562 (vs do-nothing $-3,102)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-08-06 21:36