FORTRESS FIGHT: COIN-LC165 @ $160.07

BE SS: $210.90  |  CC-SS: $216.26  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

COIN-LC165 @ $160.07   UNDERWATER $50.83 (24.1% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $216.26  |  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$15,748/mo95% ann ROI on ML
Hedge rolling cost$594/mo
Unrealized P&L$-50,664fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,874/mo
HEDGE COVER
$594/mo
NORMAL INCOME
$15,748/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
8.7 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $216.26 (probe: $215C 13d) brings only $462/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)
$50,208
was $50,664 · 1% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 52 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.35 (+12%) · daily UBB $174.49 · 1-wk expected move ±$15 (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: 8 contracts at $172.50 / 6d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($7,874/mo); it brings $7,880/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 × $165/6d for $16,000/mo, but breach risk rises to 35% (+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 × $200/6d (99% survival, $600/mo).
Downside anchor: the primary mortgages $33,429 (249% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-50,712 and cuts bleed by $594/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 (6d) · sell 8 × $172.50, 81% survival, $7,880/mo (E[net] $2,345/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 · 6d8 × $172.5081%$7,880$2,345

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,345/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $172.50 (primary), 81% survival, breach 19%, $7,880/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $175 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $2,490/mo less (32% income) buys safety you do not really need here.
COIN  spot $160.07 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20017 Jul6d24.9%99%3%$120$600-$7,280$12,885
Sell 8 × $200 24.9% OTM over spot $160.07 17 Jul 2026 (6d, $0.16 mid)
= $120 credit for the 6d cycle → $600/mo projected
Survival (stays ≤ $200)
99%
Breach risk
1%
POP (stays ≤ $200.16)
99%
EV / mo
+$500
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [0.9-3.7] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  57% of paths whole by 9 mo (vs 57% without)  ·  ~0.4 challenges expected  ·  median CC cash $-276
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$5,167
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$225 @ 81% POP
76% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.34/sh now → $6.61 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.46/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)~$20024 Jul 202610d left+$4.50/sh+$3,603
cycle +$3,723
68%
surv 53%
-$10,621 NOT
cap gain +$40,043
Up-and-out for even (raise the cap, free)~$21024 Jul 202610d left+$0.49/sh+$393
cycle +$513
75%
surv 67%
-$4,798 NOT
cap gain +$45,866
Max even-money escape in the band~$22231 Jul 202617d left+$0.53/sh+$427
cycle +$547
80%
surv 75%
+$6,605 SAFE
cap gain +$57,269
reaches SS ✓
Safety roll (pay small debit, max POP)~$22531 Jul 202617d left-$0.04/sh-$35
cycle +$85
81%
surv 76%
+$8,418 SAFE
cap gain +$59,082
budget: banked $120 debit $35 (29% used ≈ 0.3 wk of income) → whole cycle still +$85 cash · rolled 8 ct earn ≈ $9,268/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$600/mo
vs 50% target ($7,874/mo)-92%
vs normal income ($15,748/mo)4% covered
Net income (after hedge)$6/mo
Downside budget
⚠ $200 is $16 below CC-SS $216.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,885
… as % of IC ($13,440)95.9%
… as % of ML ($137,440)9.4%
Recovery months (at normal income)0.8 mo
Surgical close (8 ct)$-50,672
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 ≥ $200.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $200)); NOT the premium you collected. Momentum override: two daily closes above $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-200.16
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
≥ $200.16
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$200.00 (2.9σ)$120$-14,224+$36,440-$200
+2.5%$205.00 (3.2σ)$-3,880$-13,676+$36,988-$4,200
+5%$210.00 (3.6σ)$-7,880$-13,128+$37,536-$8,200
SS (= V-bounce)$210.90 (3.6σ)$-8,600$-13,029+$37,635-$8,200
V-BOUNCE STRESS (stock → CC-SS $216.26, where you are whole again, by expiry)
Starting unrealized P&L: $-50,664
+ Fortress recovery (un-capped): +$51,107
− CC assignment net of premium (8 × $200): -$12,885
Total Position P&L @ SS: $-12,442 (+$38,222 vs today)
Do-nothing baseline at SS: $-4,242 (this trade vs do-nothing: $-8,200, the opportunity cost of earning $600/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 $-33,127 (+$17,537 vs today)
🛡 safe yield8 × $18017 Jul6d12.5%92%17%$776$3,880-$4,000$28,229
Sell 8 × $180 12.5% OTM over spot $160.07 17 Jul 2026 (6d, $1.02 mid)
= $776 credit for the 6d cycle → $3,880/mo projected
Survival (stays ≤ $180)
92%
Breach risk
8%
POP (stays ≤ $181.01)
93%
EV / mo
+$2,670
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.6] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 50% without)  ·  ~3.4 challenges expected  ·  median CC cash $11,486
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$3,610
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$205 @ 83% POP
80% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.75/sh now → $5.48 mid-life (likely $4.60–$8.04)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$4.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 299 simulated challenges: the $180 strike is typically first touched on day 4 of 6, at $183 (overshoots $3.40). 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)~$18024 Jul 202610d left+$3.74/sh+$2,994
cycle +$3,770
[+$2,896…+$3,954] · 100% credit
68%
surv 52%
-$28,766 NOT
cap gain +$21,898
Up-and-out for even (raise the cap, free)~$18724 Jul 202610d left+$0.64/sh+$512
cycle +$1,288
[-$29…+$1,192] · 75% credit
74%
surv 65%
-$24,490 NOT
cap gain +$26,174
Reliable up-and-out (highest cap still free ≥60%)~$19731 Jul 202617d left+$0.82/sh+$655
cycle +$1,431
[-$139…+$1,379] · 73% credit
79%
surv 73%
-$15,251 NOT
cap gain +$35,413
Max even-money escape in the band~$20031 Jul 202617d left+$0.22/sh+$179
cycle +$955
[-$718…+$867] · 55% credit
80%
surv 76%
-$13,452 NOT
cap gain +$37,212
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20531 Jul 202617d left-$0.96/sh-$765
cycle +$11
[-$1,843…-$142] · 23% credit
83%
surv 80%
-$9,848 NOT
cap gain +$40,816
budget: banked $776 debit $765 (99% used ≈ 0.9 wk of income) → whole cycle still +$11 cash · rolled 8 ct earn ≈ $6,390/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$3,880/mo
vs 50% target ($7,874/mo)-51%
vs normal income ($15,748/mo)25% covered
Net income (after hedge)$3,286/mo
Downside budget
⚠ $180 is $36 below CC-SS $216.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,229
… as % of IC ($13,440)210.0%
… as % of ML ($137,440)20.5%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-50,700
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 $0.97 collected) or spot ≥ $181.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-181.01
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $181.01
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.4σ)$776$-31,760+$18,904+$456
+2.5%$184.50 (1.8σ)$-2,824$-31,266+$19,398-$3,144
+5%$189.00 (2.1σ)$-6,424$-30,773+$19,891-$6,744
SS (= V-bounce)$210.90 (3.6σ)$-23,944$-28,373+$22,291-$23,544
V-BOUNCE STRESS (stock → CC-SS $216.26, where you are whole again, by expiry)
Starting unrealized P&L: $-50,664
+ Fortress recovery (un-capped): +$51,107
− CC assignment net of premium (8 × $180): -$28,229
Total Position P&L @ SS: $-27,786 (+$22,878 vs today)
Do-nothing baseline at SS: $-4,242 (this trade vs do-nothing: $-23,544, the opportunity cost of earning $3,880/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 $-33,127 (+$17,537 vs today)
33% normal7 × $17517 Jul6d9.3%85%30%$1,078$5,390-$2,490$27,801
Sell 7 × $175 9.3% OTM over spot $160.07 17 Jul 2026 (6d, $1.61 mid)
= $1,078 credit for the 6d cycle → $5,390/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $176.61)
87%
EV / mo
+$2,760
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-3.8] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 52% without)  ·  ~6.0 challenges expected  ·  median CC cash $13,258
🛡 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)
21%
Flat exit net (mid-life)
-$2,574
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 84% POP
81% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.38/sh now → $5.22 mid-life (likely $4.84–$8.32)≈ $0 at expiry  |  you banked $1.54/sh, so a flat mid-life exit nets -$3.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 625 simulated challenges: the $175 strike is typically first touched on day 4 of 6, at $179 (overshoots $3.58). 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)~$17524 Jul 202610d left+$3.56/sh+$2,494
cycle +$3,572
[+$2,203…+$3,096] · 100% credit
68%
surv 52%
-$33,472 NOT
cap gain +$17,192
Reliable up-and-out (highest cap still free ≥60%)~$19031 Jul 202617d left+$1.30/sh+$908
cycle +$1,986
[+$73…+$1,261] · 77% credit
78%
surv 71%
-$21,478 NOT
cap gain +$29,186
Up-and-out for even (raise the cap, free)~$18224 Jul 202610d left+$0.47/sh+$332
cycle +$1,410
[-$314…+$634] · 56% credit
75%
surv 66%
-$28,875 NOT
cap gain +$21,789
Max even-money escape in the band~$19231 Jul 202617d left+$0.56/sh+$392
cycle +$1,470
[-$527…+$724] · 52% credit
79%
surv 74%
-$19,719 NOT
cap gain +$30,945
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20031 Jul 202617d left-$1.15/sh-$803
cycle +$275
[-$1,989…-$534] · 14% credit
84%
surv 81%
-$14,092 NOT
cap gain +$36,572
budget: banked $1,078 debit $803 (74% used ≈ 0.6 wk of income) → whole cycle still +$275 cash · rolled 7 ct earn ≈ $5,028/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$5,390/mo
vs 50% target ($7,874/mo)-32%
vs normal income ($15,748/mo)34% covered
Net income (after hedge)$4,888/mo
Downside budget
⚠ $175 is $41 below CC-SS $216.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,801
… as % of IC ($13,440)206.9%
… as % of ML ($137,440)20.2%
Recovery months (at normal income)1.8 mo
Surgical close (7 ct)$-44,380
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.54 collected) or spot ≥ $176.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected. Momentum override: two daily closes above $174.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-176.61
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $176.61
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$175.00 (1.1σ)$1,078$-35,966+$14,698+$798
+2.5%$179.37 (1.4σ)$-1,984$-35,049+$15,615-$2,264
+5%$183.75 (1.7σ)$-5,047$-34,132+$16,532-$5,327
SS (= V-bounce)$210.90 (3.6σ)$-24,052$-28,531+$22,133-$23,702
V-BOUNCE STRESS (stock → CC-SS $216.26, where you are whole again, by expiry)
Starting unrealized P&L: $-50,664
+ Fortress recovery (un-capped): +$51,107
− CC assignment net of premium (7 × $175): -$27,801
− Conservative CC assignment net of premium (1 × $210): -$586
Total Position P&L @ SS: $-27,944 (+$22,720 vs today)
Do-nothing baseline at SS: $-4,242 (this trade vs do-nothing: $-23,702, the opportunity cost of earning $5,390/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,967, position total $-35,054 (+$15,610 vs today)
🎯 50% normal8 × $172.5017 Jul6d7.8%81%27%$1,576$7,880$33,429
Sell 8 × $172.50 7.8% OTM over spot $160.07 17 Jul 2026 (6d, $2.03 mid)
= $1,576 credit for the 6d cycle → $7,880/mo projected
Survival (stays ≤ $172.50)
81%
Breach risk
19%
POP (stays ≤ $174.53)
85%
EV / mo
+$3,653
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.0] median  ·  63% of paths whole by 9 mo (vs 52% without)  ·  ~7.6 challenges expected  ·  median CC cash $17,031
🛡 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)
27%
Flat exit net (mid-life)
-$2,494
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 87% POP
85% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.19/sh now → $5.09 mid-life (likely $5.20–$8.40)≈ $0 at expiry  |  you banked $1.97/sh, so a flat mid-life exit nets -$3.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 816 simulated challenges: the $172 strike is typically first touched on day 4 of 6, at $176 (overshoots $3.54). 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)~$17224 Jul 202610d left+$3.47/sh+$2,780
cycle +$4,356
[+$2,398…+$3,171] · 100% credit
68%
surv 52%
-$35,002 NOT
cap gain +$15,662
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202617d left+$1.16/sh+$928
cycle +$2,504
[-$114…+$1,167] · 71% credit
78%
surv 72%
-$23,273 NOT
cap gain +$27,391
Up-and-out for even (raise the cap, free)~$18024 Jul 202610d left+$0.39/sh+$315
cycle +$1,891
[-$494…+$524] · 48% credit
75%
surv 66%
-$30,708 NOT
cap gain +$19,956
Max even-money escape in the band~$19031 Jul 202617d left+$0.44/sh+$349
cycle +$1,925
[-$817…+$512] · 43% credit
80%
surv 74%
-$21,579 NOT
cap gain +$29,085
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20231 Jul 202617d left-$1.96/sh-$1,571
cycle +$5
[-$3,217…-$1,581] · 1% credit
87%
surv 85%
-$12,128 NOT
cap gain +$38,536
budget: banked $1,576 debit $1,571 (100% used ≈ 0.9 wk of income) → whole cycle still +$5 cash · rolled 8 ct earn ≈ $4,410/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$7,880/mo
vs 50% target ($7,874/mo)+0%
vs normal income ($15,748/mo)50% covered
Net income (after hedge)$7,286/mo
Downside budget
⚠ $172.50 is $44 below CC-SS $216.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,429
… as % of IC ($13,440)248.7%
… as % of ML ($137,440)24.3%
Recovery months (at normal income)2.1 mo
Surgical close (8 ct)$-50,712
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.97 collected) or spot ≥ $174.53 (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 $174.49 (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
$171-174.53
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
≥ $174.53
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)$1,576$-37,782+$12,882+$1,256
+2.5%$176.81 (1.2σ)$-1,874$-37,309+$13,355-$2,194
+5%$181.12 (1.5σ)$-5,324$-36,836+$13,828-$5,644
SS (= V-bounce)$210.90 (3.6σ)$-29,144$-33,573+$17,091-$28,744
V-BOUNCE STRESS (stock → CC-SS $216.26, where you are whole again, by expiry)
Starting unrealized P&L: $-50,664
+ Fortress recovery (un-capped): +$51,107
− CC assignment net of premium (8 × $172.50): -$33,429
Total Position P&L @ SS: $-32,986 (+$17,678 vs today)
Do-nothing baseline at SS: $-4,242 (this trade vs do-nothing: $-28,744, the opportunity cost of earning $7,880/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,904, position total $-37,031 (+$13,633 vs today)
100% normal8 × $16517 Jul6d3.1%65%72%$3,200$16,000+$8,120$37,805
Sell 8 × $165 3.1% OTM over spot $160.07 17 Jul 2026 (6d, $4.10 mid)
= $3,200 credit for the 6d cycle → $16,000/mo projected
Survival (stays ≤ $165)
65%
Breach risk
35%
POP (stays ≤ $169.10)
75%
EV / mo
+$5,092
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.1-3.9] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  64% of paths whole by 9 mo (vs 51% without)  ·  ~17.3 challenges expected  ·  median CC cash $23,469
🛡 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)
55%
Flat exit net (mid-life)
-$565
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 90% POP
89% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.65/sh now → $4.71 mid-life (likely $5.94–$8.71)≈ $0 at expiry  |  you banked $4.00/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,641 simulated challenges: the $165 strike is typically first touched on day 2 of 6, at $168 (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 (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+$3.22/sh+$2,573
cycle +$5,773
[+$1,968…+$2,511] · 100% credit
68%
surv 52%
-$40,406 NOT
cap gain +$10,258
Reliable up-and-out (highest cap still free ≥60%)~$17731 Jul 202617d left+$1.51/sh+$1,209
cycle +$4,409
[-$67…+$824] · 72% credit
77%
surv 70%
-$30,464 NOT
cap gain +$20,200
Up-and-out for even (raise the cap, free)~$17224 Jul 202610d left+$0.16/sh+$130
cycle +$3,330
[-$954…-$210] · 17% credit
75%
surv 67%
-$36,091 NOT
cap gain +$14,573
Max even-money escape in the band~$18231 Jul 202617d left+$0.08/sh+$66
cycle +$3,266
[-$1,475…-$403] · 15% credit
80%
surv 76%
-$27,059 NOT
cap gain +$23,605
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20031 Jul 202617d left-$2.78/sh-$2,223
cycle +$977
[-$4,497…-$2,937]
90%
surv 89%
-$13,430 NOT
cap gain +$37,234
budget: banked $3,200 debit $2,223 (69% used ≈ 0.6 wk of income) → whole cycle still +$977 cash · rolled 8 ct earn ≈ $2,722/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$16,000/mo
vs 50% target ($7,874/mo)+103%
vs normal income ($15,748/mo)102% covered
Net income (after hedge)$15,406/mo
Downside budget
⚠ $165 is $51 below CC-SS $216.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,805
… as % of IC ($13,440)281.3%
… as % of ML ($137,440)27.5%
Recovery months (at normal income)2.4 mo
Surgical close (8 ct)$-50,744
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.00/sh (~25% of the $4.00 collected) or spot ≥ $169.10 (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 $174.49 (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
$163-169.10
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
≥ $169.10
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)$3,200$-42,980+$7,684+$2,880
+2.5%$169.12 (≤1σ, normal week)$-100$-42,528+$8,136-$420
+5%$173.25 (≤1σ, normal week)$-3,400$-42,075+$8,589-$3,720
SS (= V-bounce)$210.90 (3.6σ)$-33,520$-37,949+$12,715-$33,120
V-BOUNCE STRESS (stock → CC-SS $216.26, where you are whole again, by expiry)
Starting unrealized P&L: $-50,664
+ Fortress recovery (un-capped): +$51,107
− CC assignment net of premium (8 × $165): -$37,805
Total Position P&L @ SS: $-37,362 (+$13,302 vs today)
Do-nothing baseline at SS: $-4,242 (this trade vs do-nothing: $-33,120, the opportunity cost of earning $16,000/mo FIGHT income now)
BB-reversion stress (→ $179.35 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,280, position total $-41,407 (+$9,257 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: 1.137 (IBKR)  |  Recovery@SS: +$51,107 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,242

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.506d17 Jul 2026$1.978/8$7,880$7,28681%85%+$3,653-$33,429248.7%$-32,986 (vs do-nothing $-28,744)
$1706d17 Jul 2026$2.537/8$8,855$8,35377%82%+$3,835-$30,608227.7%$-30,751 (vs do-nothing $-26,509)
$167.506d17 Jul 2026$3.205/8$8,000$7,68371%78%+$2,955-$22,778169.5%$-24,092 (vs do-nothing $-19,850)
$17013d24 Jul 2026$4.708/8$8,677$8,08370%78%+$2,626-$33,245247.4%$-32,802 (vs do-nothing $-28,560)
$17020d31 Jul 2026$7.358/8$8,820$8,22667%75%+$2,208-$31,125231.6%$-30,682 (vs do-nothing $-26,440)
$167.5013d24 Jul 2026$5.507/8$8,885$8,38366%75%+$2,418-$30,279225.3%$-30,422 (vs do-nothing $-26,180)
$1656d17 Jul 2026$4.004/8$8,000$7,77565%75%+$2,546-$18,902140.6%$-20,802 (vs do-nothing $-16,560)
$167.5020d31 Jul 2026$8.257/8$8,662$8,16164%74%+$2,005-$28,354211.0%$-28,497 (vs do-nothing $-24,255)
$16513d24 Jul 2026$6.406/8$8,862$8,45262%73%+$2,136-$26,913200.2%$-27,642 (vs do-nothing $-23,400)
$16520d31 Jul 2026$9.206/8$8,280$7,87160%72%+$1,735-$25,233187.7%$-25,962 (vs do-nothing $-21,720)
$162.506d17 Jul 2026$4.954/8$9,900$9,67559%72%+$2,656-$19,522145.3%$-21,422 (vs do-nothing $-17,180)
$162.5013d24 Jul 2026$7.455/8$8,596$8,27957%71%+$1,846-$23,153172.3%$-24,467 (vs do-nothing $-20,225)
$162.5020d31 Jul 2026$10.256/8$9,225$8,81657%70%+$1,748-$26,103194.2%$-26,832 (vs do-nothing $-22,590)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16020d31 Jul 2026$11.355/8$8,512$8,19653%69%+$1,423-$22,453167.1%$-23,767 (vs do-nothing $-19,525)
$16013d24 Jul 2026$8.604/8$7,938$7,71452%68%+$1,487-$19,062141.8%$-20,962 (vs do-nothing $-16,720)
$1606d17 Jul 2026$6.103/8$9,150$9,01852%68%+$2,065-$15,047112.0%$-17,532 (vs do-nothing $-13,290)
$157.5020d31 Jul 2026$12.555/8$9,413$9,09650%67%+$1,381-$23,103171.9%$-24,417 (vs do-nothing $-20,175)
$157.5013d24 Jul 2026$9.854/8$9,092$8,86848%66%+$1,449-$19,562145.6%$-21,462 (vs do-nothing $-17,220)
$157.506d17 Jul 2026$7.353/8$11,025$10,89344%65%+$1,962-$15,422114.7%$-17,907 (vs do-nothing $-13,665)

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  |  2026-07-11 00:20