FORTRESS FIGHT: COIN-LC165 @ $161.72

BE SS: $210.90  |  CC-SS: $215.31  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

COIN-LC165 @ $161.72   UNDERWATER $49.19 (23.3% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $215.31  |  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$14,743/mo95% ann ROI on ML
Hedge rolling cost$512/mo
Unrealized P&L$-48,372fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,371/mo
HEDGE COVER
$512/mo
NORMAL INCOME
$14,743/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
9.3 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $215.31 (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)
$47,916
was $48,372 · 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 47 · %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 ($7,371/mo); it brings $7,920/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 7 × $165/7d for $15,000/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 × $202.50/7d (98% survival, $583/mo).
Downside anchor: the primary mortgages $28,121 (209% 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 $-42,406 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, $7,920/mo (E[net] $2,025/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%$7,920$2,025

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $2,025/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $172.50 (primary), 76% survival, breach 24%, $7,920/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $2,820/mo less (36% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $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 $161.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $202.5017 Jul7d25.2%98%4%$136$583-$7,337$10,115
Sell 8 × $202.50 25.2% OTM over spot $161.72 17 Jul 2026 (7d, $0.25 mid)
= $136 credit for the 7d cycle → $583/mo projected
Survival (stays ≤ $202.50)
98%
Breach risk
2%
POP (stays ≤ $202.75)
98%
EV / mo
+$400
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.3] median  ·  53% of paths whole by 9 mo (vs 54% without)  ·  ~0.6 challenges expected  ·  median CC cash $-163
🛡 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)
-$5,618
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$223 @ 78% POP
72% 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: $10.17/sh now → $7.19 mid-life → ≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$7.02/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)~$20224 Jul 202610d left+$4.35/sh+$3,478
cycle +$3,614
68%
surv 53%
-$7,594 NOT
cap gain +$40,778
Up-and-out for even (raise the cap, free)~$21124 Jul 202610d left+$0.95/sh+$759
cycle +$895
74%
surv 64%
-$2,764 NOT
cap gain +$45,608
Max even-money escape in the band~$22331 Jul 202618d left+$0.74/sh+$593
cycle +$729
78%
surv 72%
+$8,459 SAFE
cap gain +$56,831
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$583/mo
vs 50% target ($7,371/mo)-92%
vs normal income ($14,743/mo)4% covered
Net income (after hedge)$71/mo
Downside budget
⚠ $202.50 is $13 below CC-SS $215.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,115
… as % of IC ($13,440)75.3%
… as % of ML ($137,440)7.4%
Recovery months (at normal income)0.7 mo
Surgical close (8 ct)$-48,436
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 $0.17 collected) or spot ≥ $202.75 (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 $174.61 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-202.75
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
≥ $202.75
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$202.50 (2.6σ)$136$-11,073+$37,299-$224
+2.5%$207.56 (2.9σ)$-3,914$-10,510+$37,862-$4,274
+5%$212.62 (3.3σ)$-7,964$-9,947+$38,425-$6,224
V-BOUNCE STRESS (stock → CC-SS $215.31, where you are whole again, by expiry)
Starting unrealized P&L: $-48,372
+ Fortress recovery (un-capped): +$48,839
− CC assignment net of premium (8 × $202.50): -$10,115
Total Position P&L @ SS: $-9,648 (+$38,724 vs today)
Do-nothing baseline at SS: $-3,424 (this trade vs do-nothing: $-6,224, the opportunity cost of earning $583/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 $-32,303 (+$16,069 vs today)
🛡 safe yield8 × $182.5017 Jul7d12.9%90%20%$848$3,634-$4,286$25,403
Sell 8 × $182.50 12.9% OTM over spot $161.72 17 Jul 2026 (7d, $1.14 mid)
= $848 credit for the 7d cycle → $3,634/mo projected
Survival (stays ≤ $182.50)
90%
Breach risk
10%
POP (stays ≤ $183.63)
91%
EV / mo
+$2,141
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.5] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  60% of paths whole by 9 mo (vs 59% without)  ·  ~3.3 challenges expected  ·  median CC cash $10,278
🛡 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)
14%
Flat exit net (mid-life)
-$3,944
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$206 @ 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: $8.47/sh now → $5.99 mid-life (likely $5.18–$9.02)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$4.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 411 simulated challenges: the $182 strike is typically first touched on day 5 of 7, at $186 (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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18224 Jul 202610d left+$3.63/sh+$2,903
cycle +$3,751
[+$2,707…+$3,838] · 100% credit
68%
surv 53%
-$25,681 NOT
cap gain +$22,691
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202618d left+$1.24/sh+$993
cycle +$1,841
[+$182…+$1,632] · 80% credit
77%
surv 71%
-$13,208 NOT
cap gain +$35,164
Max even-money escape in the band~$20131 Jul 202618d left+$0.42/sh+$337
cycle +$1,185
[-$595…+$963] · 58% credit
78%
surv 73%
-$11,586 NOT
cap gain +$36,786
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)~$19124 Jul 202610d left+$0.28/sh+$223
cycle +$1,071
[-$418…+$748] · 57% credit
75%
surv 66%
-$20,812 NOT
cap gain +$27,560
Safety roll (pay small debit, max POP)~$20631 Jul 202618d left-$0.97/sh-$778
cycle +$70
[-$1,972…-$176] · 20% credit
81%
surv 77%
-$8,146 NOT
cap gain +$40,226
budget: banked $848 debit $778 (92% used ≈ 0.9 wk of income) → whole cycle still +$70 cash · rolled 8 ct earn ≈ $6,689/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$3,634/mo
vs 50% target ($7,371/mo)-51%
vs normal income ($14,743/mo)25% covered
Net income (after hedge)$3,122/mo
Downside budget
⚠ $182.50 is $33 below CC-SS $215.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,403
… as % of IC ($13,440)189.0%
… as % of ML ($137,440)18.5%
Recovery months (at normal income)1.7 mo
Surgical close (8 ct)$-48,432
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $183.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); 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 $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-183.63
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
≥ $183.63
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$182.50 (1.3σ)$848$-28,585+$19,787+$488
+2.5%$187.06 (1.6σ)$-2,802$-28,077+$20,295-$3,162
+5%$191.62 (1.9σ)$-6,452$-27,570+$20,802-$6,812
SS (= V-bounce)$210.90 (3.2σ)$-21,872$-25,427+$22,945-$21,512
V-BOUNCE STRESS (stock → CC-SS $215.31, where you are whole again, by expiry)
Starting unrealized P&L: $-48,372
+ Fortress recovery (un-capped): +$48,839
− CC assignment net of premium (8 × $182.50): -$25,403
Total Position P&L @ SS: $-24,936 (+$23,436 vs today)
Do-nothing baseline at SS: $-3,424 (this trade vs do-nothing: $-21,512, the opportunity cost of earning $3,634/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 $-32,303 (+$16,069 vs today)
33% normal ← lean7 × $177.5017 Jul7d9.8%84%32%$1,190$5,100-$2,820$25,279
Sell 7 × $177.50 9.8% OTM over spot $161.72 17 Jul 2026 (7d, $1.79 mid)
= $1,190 credit for the 7d cycle → $5,100/mo projected
Survival (stays ≤ $177.50)
84%
Breach risk
16%
POP (stays ≤ $179.28)
87%
EV / mo
+$2,445
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  57% of paths whole by 9 mo (vs 54% without)  ·  ~5.7 challenges expected  ·  median CC cash $13,066
🛡 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)
22%
Flat exit net (mid-life)
-$2,804
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$201 @ 82% POP
78% 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: $8.07/sh now → $5.71 mid-life (likely $5.42–$8.68)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$4.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 655 simulated challenges: the $178 strike is typically first touched on day 4 of 7, at $181 (overshoots $3.48). 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+$3.46/sh+$2,421
cycle +$3,611
[+$2,102…+$2,930] · 100% credit
68%
surv 52%
-$30,332 NOT
cap gain +$18,040
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202618d left+$0.98/sh+$684
cycle +$1,874
[-$134…+$1,059] · 70% credit
78%
surv 71%
-$17,687 NOT
cap gain +$30,685
Up-and-out for even (raise the cap, free)~$18624 Jul 202610d left+$0.13/sh+$88
cycle +$1,278
[-$574…+$400] · 43% credit
75%
surv 67%
-$25,116 NOT
cap gain +$23,256
Max even-money escape in the band~$19631 Jul 202618d left+$0.18/sh+$129
cycle +$1,319
[-$799…+$471] · 41% credit
79%
surv 74%
-$15,963 NOT
cap gain +$32,409
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$1.15/sh-$806
cycle +$384
[-$1,891…-$522] · 13% credit
82%
surv 78%
-$12,342 NOT
cap gain +$36,030
budget: banked $1,190 debit $806 (68% used ≈ 0.7 wk of income) → whole cycle still +$384 cash · rolled 7 ct earn ≈ $5,314/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$5,100/mo
vs 50% target ($7,371/mo)-31%
vs normal income ($14,743/mo)35% covered
Net income (after hedge)$4,685/mo
Downside budget
⚠ $177.50 is $38 below CC-SS $215.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,279
… as % of IC ($13,440)188.1%
… as % of ML ($137,440)18.4%
Recovery months (at normal income)1.7 mo
Surgical close (7 ct)$-42,385
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $179.28 (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
$176-179.28
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
≥ $179.28
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 (1.0σ)$1,190$-32,754+$15,618+$875
+2.5%$181.94 (1.3σ)$-1,916$-31,817+$16,555-$2,231
+5%$186.38 (1.6σ)$-5,022$-30,879+$17,493-$5,338
SS (= V-bounce)$210.90 (3.2σ)$-22,190$-25,790+$22,582-$21,875
V-BOUNCE STRESS (stock → CC-SS $215.31, where you are whole again, by expiry)
Starting unrealized P&L: $-48,372
+ Fortress recovery (un-capped): +$48,839
− CC assignment net of premium (7 × $177.50): -$25,279
− Conservative CC assignment net of premium (1 × $210): -$486
Total Position P&L @ SS: $-25,299 (+$23,073 vs today)
Do-nothing baseline at SS: $-3,424 (this trade vs do-nothing: $-21,875, the opportunity cost of earning $5,100/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$105, position total $-32,363 (+$16,009 vs today)
🎯 50% normal7 × $172.5017 Jul7d6.7%76%36%$1,848$7,920$28,121
Sell 7 × $172.50 6.7% OTM over spot $161.72 17 Jul 2026 (7d, $2.75 mid)
= $1,848 credit for the 7d cycle → $7,920/mo projected
Survival (stays ≤ $172.50)
76%
Breach risk
24%
POP (stays ≤ $175.25)
81%
EV / mo
+$2,882
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.9] median  ·  64% of paths whole by 9 mo (vs 57% without)  ·  ~8.7 challenges expected  ·  median CC cash $15,008
🛡 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)
36%
Flat exit net (mid-life)
-$1,952
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$201 @ 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: $7.68/sh now → $5.43 mid-life (likely $5.84–$8.95)≈ $0 at expiry  |  you banked $2.64/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,086 simulated challenges: the $172 strike is typically first touched on day 4 of 7, at $176 (overshoots $3.48). 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+$3.29/sh+$2,305
cycle +$4,153
[+$1,872…+$2,537] · 100% credit
68%
surv 52%
-$34,346 NOT
cap gain +$14,026
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202618d left+$1.43/sh+$1,003
cycle +$2,851
[+$94…+$1,034] · 78% credit
76%
surv 70%
-$23,544 NOT
cap gain +$24,828
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.78/sh+$546
cycle +$2,394
[-$133…+$601] · 66% credit
73%
surv 63%
-$30,834 NOT
cap gain +$17,538
Max even-money escape in the band~$18831 Jul 202618d left+$0.72/sh+$506
cycle +$2,354
[-$502…+$505] · 47% credit
78%
surv 72%
-$21,762 NOT
cap gain +$26,610
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20131 Jul 202618d left-$2.13/sh-$1,493
cycle +$355
[-$2,991…-$1,671] · 2% credit
85%
surv 83%
-$12,372 NOT
cap gain +$36,000
budget: banked $1,848 debit $1,493 (81% used ≈ 0.8 wk of income) → whole cycle still +$355 cash · rolled 7 ct earn ≈ $3,845/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$7,920/mo
vs 50% target ($7,371/mo)+7%
vs normal income ($14,743/mo)54% covered
Net income (after hedge)$7,505/mo
Downside budget
⚠ $172.50 is $43 below CC-SS $215.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,121
… as % of IC ($13,440)209.2%
… as % of ML ($137,440)20.5%
Recovery months (at normal income)1.9 mo
Surgical close (7 ct)$-42,406
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.64 collected) or spot ≥ $175.25 (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
$171-175.25
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
≥ $175.25
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$1,848$-36,652+$11,720+$1,533
+2.5%$176.81 (≤1σ, normal week)$-1,171$-35,741+$12,631-$1,486
+5%$181.12 (1.2σ)$-4,190$-34,830+$13,542-$4,505
SS (= V-bounce)$210.90 (3.2σ)$-25,032$-28,632+$19,740-$24,717
V-BOUNCE STRESS (stock → CC-SS $215.31, where you are whole again, by expiry)
Starting unrealized P&L: $-48,372
+ Fortress recovery (un-capped): +$48,839
− CC assignment net of premium (7 × $172.50): -$28,121
− Conservative CC assignment net of premium (1 × $210): -$486
Total Position P&L @ SS: $-28,141 (+$20,231 vs today)
Do-nothing baseline at SS: $-3,424 (this trade vs do-nothing: $-24,717, the opportunity cost of earning $7,920/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,947, position total $-35,205 (+$13,167 vs today)
100% normal7 × $16517 Jul7d2.0%60%83%$3,500$15,000+$7,080$31,719
Sell 7 × $165 2.0% OTM over spot $161.72 17 Jul 2026 (7d, $5.10 mid)
= $3,500 credit for the 7d cycle → $15,000/mo projected
Survival (stays ≤ $165)
60%
Breach risk
40%
POP (stays ≤ $170.10)
72%
EV / mo
+$3,433
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.2-4.4] median  ·  60% of paths whole by 9 mo (vs 48% without)  ·  ~21.1 challenges expected  ·  median CC cash $22,265
🛡 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)
64%
Flat exit net (mid-life)
-$18
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$203 @ 91% POP
90% 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: $7.11/sh now → $5.03 mid-life (likely $6.73–$9.58)≈ $0 at expiry  |  you banked $5.00/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,917 simulated challenges: the $165 strike is typically first touched on day 2 of 7, at $169 (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 (7 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+$3.05/sh+$2,136
cycle +$5,636
[+$1,560…+$1,955] · 100% credit
68%
surv 52%
-$39,697 NOT
cap gain +$8,675
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202618d left+$1.83/sh+$1,282
cycle +$4,782
[+$132…+$831] · 80% credit
75%
surv 68%
-$30,725 NOT
cap gain +$17,647
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.56/sh+$392
cycle +$3,892
[-$551…+$14] · 26% credit
74%
surv 64%
-$36,171 NOT
cap gain +$12,201
Max even-money escape in the band~$18131 Jul 202618d left+$0.36/sh+$255
cycle +$3,755
[-$1,127…-$305] · 15% credit
79%
surv 73%
-$27,196 NOT
cap gain +$21,176
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-$3.28/sh-$2,295
cycle +$1,205
[-$4,569…-$3,156]
91%
surv 90%
-$9,243 NOT
cap gain +$39,129
budget: banked $3,500 debit $2,295 (66% used ≈ 0.7 wk of income) → whole cycle still +$1,205 cash · rolled 7 ct earn ≈ $2,038/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$15,000/mo
vs 50% target ($7,371/mo)+103%
vs normal income ($14,743/mo)102% covered
Net income (after hedge)$14,585/mo
Downside budget
⚠ $165 is $50 below CC-SS $215.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,719
… as % of IC ($13,440)236.0%
… as % of ML ($137,440)23.1%
Recovery months (at normal income)2.2 mo
Surgical close (7 ct)$-42,396
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.25/sh (~25% of the $5.00 collected) or spot ≥ $170.10 (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
$163-170.10
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
≥ $170.10
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)$3,500$-41,834+$6,538+$3,185
+2.5%$169.12 (≤1σ, normal week)$613$-40,963+$7,409+$298
+5%$173.25 (≤1σ, normal week)$-2,275$-40,091+$8,281-$2,590
SS (= V-bounce)$210.90 (3.2σ)$-28,630$-32,230+$16,142-$28,315
V-BOUNCE STRESS (stock → CC-SS $215.31, where you are whole again, by expiry)
Starting unrealized P&L: $-48,372
+ Fortress recovery (un-capped): +$48,839
− CC assignment net of premium (7 × $165): -$31,719
− Conservative CC assignment net of premium (1 × $210): -$486
Total Position P&L @ SS: $-31,739 (+$16,633 vs today)
Do-nothing baseline at SS: $-3,424 (this trade vs do-nothing: $-28,315, the opportunity cost of earning $15,000/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,545, position total $-38,803 (+$9,569 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: 1.139 (IBKR)  |  Recovery@SS: +$48,839 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,424

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.507d17 Jul 2026$2.647/8$7,920$7,50576%81%+$2,882-$28,121209.2%$-28,141 (vs do-nothing $-24,717)
$1707d17 Jul 2026$3.306/8$8,486$8,16771%78%+$2,689-$25,208187.6%$-25,714 (vs do-nothing $-22,290)
$172.5014d24 Jul 2026$4.808/8$8,229$7,71771%77%+$2,188-$30,411226.3%$-29,944 (vs do-nothing $-26,520)
$17521d31 Jul 2026$6.708/8$7,657$7,14570%77%+$1,931-$26,891200.1%$-26,424 (vs do-nothing $-23,000)
$172.5021d31 Jul 2026$7.507/8$7,500$7,08567%76%+$1,765-$24,719183.9%$-24,739 (vs do-nothing $-21,315)
$17014d24 Jul 2026$5.707/8$8,550$8,13567%75%+$2,202-$27,729206.3%$-27,749 (vs do-nothing $-24,325)
$167.507d17 Jul 2026$4.055/8$8,679$8,45666%75%+$2,306-$21,882162.8%$-22,874 (vs do-nothing $-19,450)
$17021d31 Jul 2026$8.407/8$8,400$7,98564%74%+$1,853-$25,839192.3%$-25,859 (vs do-nothing $-22,435)
$167.5014d24 Jul 2026$6.506/8$8,357$8,03863%73%+$1,855-$24,788184.4%$-25,294 (vs do-nothing $-21,870)
$167.5021d31 Jul 2026$9.356/8$8,014$7,69561%73%+$1,628-$23,078171.7%$-23,584 (vs do-nothing $-20,160)
$1657d17 Jul 2026$5.004/8$8,571$8,44560%72%+$1,962-$18,125134.9%$-19,604 (vs do-nothing $-16,180)
$16514d24 Jul 2026$7.505/8$8,036$7,81359%71%+$1,598-$21,407159.3%$-22,399 (vs do-nothing $-18,975)
$16521d31 Jul 2026$10.355/8$7,393$7,17058%71%+$1,356-$19,982148.7%$-20,974 (vs do-nothing $-17,550)
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$11.505/8$8,214$7,99255%69%+$1,390-$20,657153.7%$-21,649 (vs do-nothing $-18,225)
$162.5014d24 Jul 2026$8.604/8$7,371$7,24554%69%+$1,290-$17,685131.6%$-19,164 (vs do-nothing $-15,740)
$162.507d17 Jul 2026$6.003/8$7,714$7,68554%69%+$1,479-$14,044104.5%$-16,009 (vs do-nothing $-12,585)
$16021d31 Jul 2026$12.655/8$9,036$8,81351%68%+$1,349-$21,332158.7%$-22,324 (vs do-nothing $-18,900)
$16014d24 Jul 2026$9.904/8$8,486$8,36050%67%+$1,352-$18,165135.2%$-19,644 (vs do-nothing $-16,220)
$1607d17 Jul 2026$7.403/8$9,514$9,48547%66%+$1,691-$14,374106.9%$-16,339 (vs do-nothing $-12,915)

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 22:35