FORTRESS FIGHT: COIN-LC165 @ $161.75

BE SS: $210.90  |  CC-SS: $214.01  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

COIN-LC165 @ $161.75   UNDERWATER $49.15 (23.3% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $214.01  |  IV: HIGH  |  Accounts: Main:1299

LC: $165 exp 2028-01-21 (entry $101.085/sh)
SP: $240 exp 2028-01-21 (entry $85.833/sh)
HP: $85 exp 2026-10-16 (entry $2.740/sh)

Economics

Max Loss$137,440(ND $16.80 + SW $155) x 800
Normal income ref$14,229/mo95% ann ROI on ML
Hedge rolling cost$512/mo
Unrealized P&L$-47,172fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,114/mo
HEDGE COVER
$512/mo
NORMAL INCOME
$14,229/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
9.7 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $214.01 (probe: $215C 14d) brings only $240/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$456
Hole (after banked)
$46,716
was $47,172 · 1% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 25 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 58 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.35 (+11%) · daily UBB $174.61 · 1-wk expected move ±$16 (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: 7 contracts at $172.50 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($7,114/mo); it brings $7,530/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 8 × $165/7d for $16,114/mo, but breach risk rises to 40% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 8 × $205/7d (99% survival, $514/mo).
Downside anchor: the primary mortgages $27,302 (203% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 1.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-41,328 and cuts bleed by $448/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 8 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 · 17 Jul 2026 (7d) · sell 7 × $172.50, 76% survival, $7,530/mo (E[net] $1,760/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 7d7 × $172.5076%$7,530$1,760

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,760/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $172.50 (primary), 76% survival, breach 24%, $7,530/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $2,760/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 $177.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $161.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20517 Jul7d26.7%99%2%$120$514-$7,016$7,091
Sell 8 × $205 26.7% OTM over spot $161.75 17 Jul 2026 (7d, $0.17 mid)
= $120 credit for the 7d cycle → $514/mo projected
Survival (stays ≤ $205)
99%
Breach risk
1%
POP (stays ≤ $205.18)
99%
EV / mo
+$464
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-4.1] median, 0.1 mo faster than no FIGHT (2.1 mo)  ·  55% of paths whole by 9 mo (vs 57% without)  ·  ~0.2 challenges expected  ·  median CC cash $-808
🛡 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)
-$5,209
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$228 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.42/sh now → $6.66 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.51/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20524 Jul 202610d left+$4.61/sh+$3,689
cycle +$3,809
67%
surv 53%
-$3,884 NOT
cap gain +$43,288
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.45/sh+$358
cycle +$478
74%
surv 67%
+$2,597 SAFE
cap gain +$49,769
Max even-money escape in the band~$22831 Jul 202618d left+$1.04/sh+$831
cycle +$951
79%
surv 74%
+$14,481 SAFE
cap gain +$61,653
reaches 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$514/mo
vs 50% target ($7,114/mo)-93%
vs normal income ($14,229/mo)4% covered
Net income (after hedge)$2/mo
Downside budget
⚠ $205 is $9 below CC-SS $214.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,091
… as % of IC ($13,440)52.8%
… as % of ML ($137,440)5.2%
Recovery months (at normal income)0.5 mo
Surgical close (8 ct)$-47,192
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $205.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $205)); NOT the premium you collected. Momentum override: two daily closes above $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $202.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$203-205.18
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
≥ $205.18
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$205.00 (2.6σ)$120$-7,573+$39,599-$264
+2.5%$210.12 (2.9σ)$-3,980$-6,995+$40,177-$4,264
+5%$215.25 (3.3σ)$-8,080$-6,417+$40,755-$4,264
V-BOUNCE STRESS (stock → CC-SS $214.01, where you are whole again, by expiry)
Starting unrealized P&L: $-47,172
+ Fortress recovery (un-capped): +$47,706
− CC assignment net of premium (8 × $205): -$7,091
Total Position P&L @ SS: $-6,557 (+$40,615 vs today)
Do-nothing baseline at SS: $-2,293 (this trade vs do-nothing: $-4,264, the opportunity cost of earning $514/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-31,107 (+$16,065 vs today)
🛡 safe yield8 × $18517 Jul7d14.4%91%18%$648$2,777-$4,753$22,563
Sell 8 × $185 14.4% OTM over spot $161.75 17 Jul 2026 (7d, $0.88 mid)
= $648 credit for the 7d cycle → $2,777/mo projected
Survival (stays ≤ $185)
91%
Breach risk
9%
POP (stays ≤ $185.88)
92%
EV / mo
+$1,350
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.2] median  ·  57% of paths whole by 9 mo (vs 55% without)  ·  ~3.0 challenges expected  ·  median CC cash $6,853
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$3,819
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$208 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.89/sh now → $5.58 mid-life (likely $4.66–$7.90)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$4.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 342 simulated challenges: the $185 strike is typically first touched on day 5 of 7, at $189 (overshoots $3.80). 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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18524 Jul 202610d left+$3.87/sh+$3,093
cycle +$3,741
[+$2,976…+$4,110] · 100% credit
67%
surv 53%
-$22,208 NOT
cap gain +$24,964
Reliable up-and-out (highest cap still free ≥60%)~$20331 Jul 202618d left+$1.03/sh+$826
cycle +$1,474
[+$343…+$1,538] · 87% credit
78%
surv 73%
-$7,817 NOT
cap gain +$39,355
Up-and-out for even (raise the cap, free)~$19324 Jul 202610d left+$0.50/sh+$403
cycle +$1,051
[+$1…+$1,003] · 75% credit
73%
surv 65%
-$17,368 NOT
cap gain +$29,804
Max even-money escape in the band~$20631 Jul 202618d left+$0.30/sh+$239
cycle +$887
[-$345…+$907] · 58% credit
79%
surv 75%
-$6,122 NOT
cap gain +$41,050
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20831 Jul 202618d left-$0.07/sh-$53
cycle +$595
[-$697…+$592] · 46% credit
81%
surv 77%
-$4,131 NOT
cap gain +$43,041
budget: banked $648 debit $53 (8% used ≈ 0.1 wk of income) → whole cycle still +$595 cash · rolled 8 ct earn ≈ $7,357/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$2,777/mo
vs 50% target ($7,114/mo)-61%
vs normal income ($14,229/mo)20% covered
Net income (after hedge)$2,265/mo
Downside budget
⚠ $185 is $29 below CC-SS $214.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,563
… as % of IC ($13,440)167.9%
… as % of ML ($137,440)16.4%
Recovery months (at normal income)1.6 mo
Surgical close (8 ct)$-47,224
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $185.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-185.88
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
≥ $185.88
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$185.00 (1.4σ)$648$-25,301+$21,871+$264
+2.5%$189.62 (1.7σ)$-3,052$-24,780+$22,392-$3,436
+5%$194.25 (2.0σ)$-6,752$-24,258+$22,914-$7,136
SS (= V-bounce)$210.90 (3.0σ)$-20,072$-22,380+$24,792-$19,736
V-BOUNCE STRESS (stock → CC-SS $214.01, where you are whole again, by expiry)
Starting unrealized P&L: $-47,172
+ Fortress recovery (un-capped): +$47,706
− CC assignment net of premium (8 × $185): -$22,563
Total Position P&L @ SS: $-22,029 (+$25,143 vs today)
Do-nothing baseline at SS: $-2,293 (this trade vs do-nothing: $-19,736, the opportunity cost of earning $2,777/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-31,107 (+$16,065 vs today)
33% normal ← lean7 × $177.5017 Jul7d9.7%84%34%$1,113$4,770-$2,760$24,446
Sell 7 × $177.50 9.7% OTM over spot $161.75 17 Jul 2026 (7d, $1.68 mid)
= $1,113 credit for the 7d cycle → $4,770/mo projected
Survival (stays ≤ $177.50)
84%
Breach risk
16%
POP (stays ≤ $179.18)
86%
EV / mo
+$1,789
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.1] median  ·  60% of paths whole by 9 mo (vs 54% without)  ·  ~5.8 challenges expected  ·  median CC cash $11,716
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$2,530
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.36/sh now → $5.20 mid-life (likely $5.17–$7.91)≈ $0 at expiry  |  you banked $1.59/sh, so a flat mid-life exit nets -$3.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 737 simulated challenges: the $178 strike is typically first touched on day 4 of 7, at $181 (overshoots $3.75). 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 (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17824 Jul 202610d left+$3.60/sh+$2,522
cycle +$3,635
[+$2,367…+$2,958] · 100% credit
67%
surv 53%
-$29,112 NOT
cap gain +$18,060
Max even-money escape in the band~$19631 Jul 202618d left+$0.63/sh+$441
cycle +$1,554
[-$216…+$708] · 62% credit
79%
surv 74%
-$14,534 NOT
cap gain +$32,638
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$18624 Jul 202610d left+$0.29/sh+$202
cycle +$1,315
[-$335…+$423] · 50% credit
74%
surv 66%
-$23,902 NOT
cap gain +$23,270
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$1.47/sh-$1,027
cycle +$86
[-$1,969…-$898] · 7% credit
85%
surv 83%
-$6,875 NOT
cap gain +$40,297
budget: banked $1,113 debit $1,027 (92% used ≈ 0.9 wk of income) → whole cycle still +$86 cash · rolled 7 ct earn ≈ $4,359/mo while parked; 1 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$4,770/mo
vs 50% target ($7,114/mo)-33%
vs normal income ($14,229/mo)34% covered
Net income (after hedge)$4,361/mo
Downside budget
⚠ $177.50 is $37 below CC-SS $214.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,446
… as % of IC ($13,440)181.9%
… as % of ML ($137,440)17.8%
Recovery months (at normal income)1.7 mo
Surgical close (7 ct)$-41,335
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 $1.59 collected) or spot ≥ $179.18 (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 $174.61 (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
$176-179.18
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
≥ $179.18
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$177.50 (≤1σ, normal week)$1,113$-31,634+$15,538+$777
+2.5%$181.94 (1.2σ)$-1,993$-30,690+$16,482-$2,329
+5%$186.38 (1.5σ)$-5,100$-29,746+$17,426-$5,436
SS (= V-bounce)$210.90 (3.0σ)$-22,267$-24,617+$22,555-$21,973
V-BOUNCE STRESS (stock → CC-SS $214.01, where you are whole again, by expiry)
Starting unrealized P&L: $-47,172
+ Fortress recovery (un-capped): +$47,706
− CC assignment net of premium (7 × $177.50): -$24,446
− Conservative CC assignment net of premium (1 × $210): -$353
Total Position P&L @ SS: $-24,266 (+$22,906 vs today)
Do-nothing baseline at SS: $-2,293 (this trade vs do-nothing: $-21,973, the opportunity cost of earning $4,770/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$182, position total $-31,241 (+$15,931 vs today)
🎯 50% normal7 × $172.5017 Jul7d6.6%76%39%$1,757$7,530$27,302
Sell 7 × $172.50 6.6% OTM over spot $161.75 17 Jul 2026 (7d, $2.58 mid)
= $1,757 credit for the 7d cycle → $7,530/mo projected
Survival (stays ≤ $172.50)
76%
Breach risk
24%
POP (stays ≤ $175.09)
80%
EV / mo
+$2,290
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-3.6] median  ·  65% of paths whole by 9 mo (vs 57% without)  ·  ~8.7 challenges expected  ·  median CC cash $13,425
🛡 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)
39%
Flat exit net (mid-life)
-$1,713
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.01/sh now → $4.96 mid-life (likely $5.46–$8.12)≈ $0 at expiry  |  you banked $2.51/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,164 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.67). 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 (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17224 Jul 202610d left+$3.43/sh+$2,403
cycle +$4,160
[+$2,116…+$2,624] · 100% credit
67%
surv 53%
-$33,151 NOT
cap gain +$14,021
Reliable up-and-out (highest cap still free ≥60%)~$18831 Jul 202618d left+$1.14/sh+$799
cycle +$2,556
[+$67…+$836] · 79% credit
78%
surv 72%
-$20,379 NOT
cap gain +$26,793
Max even-money escape in the band~$19131 Jul 202618d left+$0.38/sh+$265
cycle +$2,022
[-$584…+$259] · 35% credit
79%
surv 75%
-$18,631 NOT
cap gain +$28,541
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$18124 Jul 202610d left+$0.15/sh+$106
cycle +$1,863
[-$569…+$103] · 28% credit
74%
surv 67%
-$27,918 NOT
cap gain +$19,254
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$2.22/sh-$1,553
cycle +$204
[-$2,801…-$1,727] · 0% credit
88%
surv 87%
-$6,757 NOT
cap gain +$40,415
budget: banked $1,757 debit $1,553 (88% used ≈ 0.9 wk of income) → whole cycle still +$204 cash · rolled 7 ct earn ≈ $3,195/mo while parked; 1 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$7,530/mo
vs 50% target ($7,114/mo)+6%
vs normal income ($14,229/mo)53% covered
Net income (after hedge)$7,121/mo
Downside budget
⚠ $172.50 is $42 below CC-SS $214.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,302
… as % of IC ($13,440)203.1%
… as % of ML ($137,440)19.9%
Recovery months (at normal income)1.9 mo
Surgical close (7 ct)$-41,328
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.63/sh (~25% of the $2.51 collected) or spot ≥ $175.09 (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 $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-175.09
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
≥ $175.09
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$172.50 (≤1σ, normal week)$1,757$-35,554+$11,618+$1,421
+2.5%$176.81 (≤1σ, normal week)$-1,262$-34,637+$12,535-$1,598
+5%$181.12 (1.2σ)$-4,280$-33,719+$13,453-$4,616
SS (= V-bounce)$210.90 (3.0σ)$-25,123$-27,473+$19,699-$24,829
V-BOUNCE STRESS (stock → CC-SS $214.01, where you are whole again, by expiry)
Starting unrealized P&L: $-47,172
+ Fortress recovery (un-capped): +$47,706
− CC assignment net of premium (7 × $172.50): -$27,302
− Conservative CC assignment net of premium (1 × $210): -$353
Total Position P&L @ SS: $-27,122 (+$20,050 vs today)
Do-nothing baseline at SS: $-2,293 (this trade vs do-nothing: $-24,829, the opportunity cost of earning $7,530/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,038, position total $-34,097 (+$13,075 vs today)
100% normal8 × $16517 Jul7d2.0%60%84%$3,760$16,114+$8,584$35,451
Sell 8 × $165 2.0% OTM over spot $161.75 17 Jul 2026 (7d, $4.83 mid)
= $3,760 credit for the 7d cycle → $16,114/mo projected
Survival (stays ≤ $165)
60%
Breach risk
40%
POP (stays ≤ $169.82)
70%
EV / mo
+$1,855
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.5] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  63% of paths whole by 9 mo (vs 51% without)  ·  ~20.0 challenges expected  ·  median CC cash $20,538
🛡 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)
66%
Flat exit net (mid-life)
+$81
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$203 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.50/sh now → $4.60 mid-life (likely $6.17–$8.90)≈ $0 at expiry  |  you banked $4.70/sh, so a flat mid-life exit nets +$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,978 simulated challenges: the $165 strike is typically first touched on day 2 of 7, at $169 (overshoots $4.10). 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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16524 Jul 202610d left+$3.18/sh+$2,548
cycle +$6,308
[+$2,093…+$2,425] · 100% credit
67%
surv 52%
-$37,898 NOT
cap gain +$9,274
Reliable up-and-out (highest cap still free ≥60%)~$17831 Jul 202618d left+$1.29/sh+$1,032
cycle +$4,792
[-$81…+$562] · 71% credit
77%
surv 71%
-$27,319 NOT
cap gain +$19,853
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.74/sh+$588
cycle +$4,348
[-$324…+$199] · 47% credit
72%
surv 63%
-$34,608 NOT
cap gain +$12,564
Max even-money escape in the band~$18331 Jul 202618d left+$0.03/sh+$20
cycle +$3,780
[-$1,375…-$570] · 11% credit
80%
surv 76%
-$23,767 NOT
cap gain +$23,405
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20331 Jul 202618d left-$2.92/sh-$2,335
cycle +$1,425
[-$4,572…-$3,186]
92%
surv 91%
-$7,865 NOT
cap gain +$39,307
budget: banked $3,760 debit $2,335 (62% used ≈ 0.6 wk of income) → whole cycle still +$1,425 cash · rolled 8 ct earn ≈ $2,241/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$16,114/mo
vs 50% target ($7,114/mo)+127%
vs normal income ($14,229/mo)113% covered
Net income (after hedge)$15,602/mo
Downside budget
⚠ $165 is $49 below CC-SS $214.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,451
… as % of IC ($13,440)263.8%
… as % of ML ($137,440)25.8%
Recovery months (at normal income)2.5 mo
Surgical close (8 ct)$-47,272
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.18/sh (~25% of the $4.70 collected) or spot ≥ $169.82 (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 $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-169.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $169.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$3,760$-40,445+$6,727+$3,376
+2.5%$169.12 (≤1σ, normal week)$460$-39,980+$7,192+$76
+5%$173.25 (≤1σ, normal week)$-2,840$-39,515+$7,657-$3,224
SS (= V-bounce)$210.90 (3.0σ)$-32,960$-35,268+$11,904-$32,624
V-BOUNCE STRESS (stock → CC-SS $214.01, where you are whole again, by expiry)
Starting unrealized P&L: $-47,172
+ Fortress recovery (un-capped): +$47,706
− CC assignment net of premium (8 × $165): -$35,451
Total Position P&L @ SS: $-34,917 (+$12,255 vs today)
Do-nothing baseline at SS: $-2,293 (this trade vs do-nothing: $-32,624, the opportunity cost of earning $16,114/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,720, position total $-38,827 (+$8,345 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (19 clear the floor), click to expand

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

Fortress delta: 1.141 (IBKR)  |  Recovery@SS: +$47,706 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,293

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.517/8$7,530$7,12176%80%+$2,290-$27,302203.1%$-27,122 (vs do-nothing $-24,829)
$1707d17 Jul 2026$3.106/8$7,971$7,66571%77%+$2,077-$24,548182.6%$-24,721 (vs do-nothing $-22,428)
$17521d31 Jul 2026$6.508/8$7,429$6,91770%77%+$1,743-$26,011193.5%$-25,477 (vs do-nothing $-23,184)
$172.5014d24 Jul 2026$4.757/8$7,125$6,71670%76%+$1,311-$25,734191.5%$-25,554 (vs do-nothing $-23,261)
$172.5021d31 Jul 2026$7.357/8$7,350$6,94167%76%+$1,655-$23,914177.9%$-23,734 (vs do-nothing $-21,441)
$17014d24 Jul 2026$5.407/8$8,100$7,69166%74%+$1,165-$27,029201.1%$-26,849 (vs do-nothing $-24,556)
$167.507d17 Jul 2026$3.905/8$8,357$8,15465%73%+$1,371-$21,307158.5%$-21,833 (vs do-nothing $-19,540)
$17021d31 Jul 2026$8.307/8$8,300$7,89164%74%+$1,797-$24,999186.0%$-24,819 (vs do-nothing $-22,526)
$167.5014d24 Jul 2026$6.206/8$7,971$7,66562%72%+$928-$24,188180.0%$-24,361 (vs do-nothing $-22,068)
$167.5021d31 Jul 2026$9.106/8$7,800$7,49461%73%+$1,611-$22,448167.0%$-22,621 (vs do-nothing $-20,328)
$1657d17 Jul 2026$4.704/8$8,057$7,95760%70%+$928-$17,725131.9%$-18,605 (vs do-nothing $-16,312)
$16514d24 Jul 2026$7.255/8$7,768$7,56558%70%+$860-$20,882155.4%$-21,408 (vs do-nothing $-19,115)
$16521d31 Jul 2026$10.005/8$7,143$6,94058%71%+$1,274-$19,507145.1%$-20,033 (vs do-nothing $-17,740)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.5021d31 Jul 2026$11.155/8$7,964$7,76155%69%+$1,314-$20,182150.2%$-20,708 (vs do-nothing $-18,415)
$162.5014d24 Jul 2026$8.304/8$7,114$7,01454%68%+$654-$17,285128.6%$-18,165 (vs do-nothing $-15,872)
$162.507d17 Jul 2026$5.753/8$7,393$7,39554%67%+$674-$13,729102.1%$-14,962 (vs do-nothing $-12,669)
$16021d31 Jul 2026$12.355/8$8,821$8,61851%68%+$1,317-$20,832155.0%$-21,358 (vs do-nothing $-19,065)
$16014d24 Jul 2026$9.604/8$8,229$8,12850%66%+$727-$17,765132.2%$-18,645 (vs do-nothing $-16,352)
$1607d17 Jul 2026$7.003/8$9,000$9,00248%65%+$684-$14,104104.9%$-15,337 (vs do-nothing $-13,044)

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 8 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-10 22:25