FORTRESS FIGHT: COIN-LC165 @ $159.25

BE SS: $210.90  |  CC-SS: $216.65  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

COIN-LC165 @ $159.25   UNDERWATER $51.65 (24.5% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $216.65  |  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$15,046/mo95% ann ROI on ML
Hedge rolling cost$421/mo
Unrealized P&L$-51,752fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,523/mo
HEDGE COVER
$421/mo
NORMAL INCOME
$15,046/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
9.1 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $216.65 (probe: $215C 13d) brings only $572/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)
$51,296
was $51,752 · 1% earned back
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 22 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 50 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.20 (+13%) · daily UBB $174.21 · 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: 7 contracts at $170 / 6d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($7,523/mo); it brings $8,295/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 × $162.50/6d for $15,575/mo, but breach risk rises to 39% (+17pp 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 × $205/6d (99% survival, $440/mo).
Downside anchor: the primary mortgages $30,993 (231% 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 7 contracts realizes $-45,318 and cuts bleed by $368/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 7 × $170, 78% survival, $8,295/mo (E[net] $2,853/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 · 6d7 × $17078%$8,295$2,853

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,853/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $170 (primary), 78% survival, breach 22%, $8,295/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 86% (breach 22% → 14%) for $3,185/mo less (38% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $159.25 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20517 Jul6d28.7%99%2%$88$440-$7,855$9,229
Sell 8 × $205 28.7% OTM over spot $159.25 17 Jul 2026 (6d, $0.14 mid)
= $88 credit for the 6d cycle → $440/mo projected
Survival (stays ≤ $205)
99%
Breach risk
1%
POP (stays ≤ $205.13)
99%
EV / mo
+$377
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.1] median  ·  51% of paths whole by 9 mo (vs 52% without)  ·  ~0.3 challenges expected  ·  median CC cash $-249
🛡 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)
-$5,405
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$233 @ 82% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.71/sh now → $6.87 mid-life → ≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$6.76/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+$4.79/sh+$3,831
cycle +$3,919
68%
surv 53%
-$6,186 NOT
cap gain +$45,566
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.82/sh+$656
cycle +$744
76%
surv 67%
+$420 SAFE
cap gain +$52,172
Max even-money escape in the band~$23331 Jul 202617d left+$0.01/sh+$12
cycle +$100
82%
surv 77%
+$15,708 SAFE
cap gain +$67,460
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$440/mo
vs 50% target ($7,523/mo)-94%
vs normal income ($15,046/mo)3% covered
Net income (after hedge)$19/mo
Downside budget
⚠ $205 is $12 below CC-SS $216.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,229
… as % of IC ($13,440)68.7%
… as % of ML ($137,440)6.7%
Recovery months (at normal income)0.6 mo
Surgical close (8 ct)$-51,772
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $205.13 (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 $174.21 (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
$203-205.13
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
≥ $205.13
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 (3.3σ)$88$-10,018+$41,734-$240
+2.5%$210.12 (3.7σ)$-4,012$-9,452+$42,300-$4,240
+5%$215.25 (4.0σ)$-8,112$-8,886+$42,866-$4,240
V-BOUNCE STRESS (stock → CC-SS $216.65, where you are whole again, by expiry)
Starting unrealized P&L: $-51,752
+ Fortress recovery (un-capped): +$52,249
− CC assignment net of premium (8 × $205): -$9,229
Total Position P&L @ SS: $-8,732 (+$43,020 vs today)
Do-nothing baseline at SS: $-4,492 (this trade vs do-nothing: $-4,240, the opportunity cost of earning $440/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,594 (+$18,158 vs today)
🛡 safe yield8 × $18017 Jul6d13.0%91%18%$728$3,640-$4,655$28,589
Sell 8 × $180 13.0% OTM over spot $159.25 17 Jul 2026 (6d, $0.95 mid)
= $728 credit for the 6d cycle → $3,640/mo projected
Survival (stays ≤ $180)
91%
Breach risk
9%
POP (stays ≤ $180.94)
92%
EV / mo
+$2,256
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.2] median  ·  57% of paths whole by 9 mo (vs 52% without)  ·  ~3.4 challenges expected  ·  median CC cash $11,245
🛡 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)
9%
Flat exit net (mid-life)
-$3,627
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 84% 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: $7.70/sh now → $5.44 mid-life (likely $4.47–$8.10)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$4.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 259 simulated challenges: the $180 strike is typically first touched on day 4 of 6, at $184 (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)~$18024 Jul 202610d left+$3.82/sh+$3,052
cycle +$3,780
[+$2,973…+$4,040] · 100% credit
68%
surv 52%
-$29,086 NOT
cap gain +$22,666
Up-and-out for even (raise the cap, free)~$18824 Jul 202610d left+$0.66/sh+$530
cycle +$1,258
[+$34…+$1,240] · 76% credit
75%
surv 66%
-$24,102 NOT
cap gain +$27,650
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202617d left+$0.95/sh+$762
cycle +$1,490
[+$31…+$1,570] · 76% credit
79%
surv 74%
-$14,765 NOT
cap gain +$36,987
Max even-money escape in the band~$20331 Jul 202617d left+$0.04/sh+$34
cycle +$762
[-$628…+$827] · 52% credit
84%
surv 80%
-$10,941 NOT
cap gain +$40,811
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
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$3,640/mo
vs 50% target ($7,523/mo)-52%
vs normal income ($15,046/mo)24% covered
Net income (after hedge)$3,219/mo
Downside budget
⚠ $180 is $37 below CC-SS $216.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,589
… as % of IC ($13,440)212.7%
… as % of ML ($137,440)20.8%
Recovery months (at normal income)1.9 mo
Surgical close (8 ct)$-51,780
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $180.94 (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 $174.21 (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
$178-180.94
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
≥ $180.94
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 (1.5σ)$728$-32,138+$19,614+$400
+2.5%$184.50 (1.8σ)$-2,872$-31,641+$20,111-$3,200
+5%$189.00 (2.1σ)$-6,472$-31,144+$20,608-$6,800
SS (= V-bounce)$210.90 (3.7σ)$-23,992$-28,726+$23,026-$23,600
V-BOUNCE STRESS (stock → CC-SS $216.65, where you are whole again, by expiry)
Starting unrealized P&L: $-51,752
+ Fortress recovery (un-capped): +$52,249
− CC assignment net of premium (8 × $180): -$28,589
Total Position P&L @ SS: $-28,092 (+$23,660 vs today)
Do-nothing baseline at SS: $-4,492 (this trade vs do-nothing: $-23,600, the opportunity cost of earning $3,640/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,594 (+$18,158 vs today)
33% normal ← lean7 × $17517 Jul6d9.9%86%28%$1,022$5,110-$3,185$28,130
Sell 7 × $175 9.9% OTM over spot $159.25 17 Jul 2026 (6d, $1.52 mid)
= $1,022 credit for the 6d cycle → $5,110/mo projected
Survival (stays ≤ $175)
86%
Breach risk
14%
POP (stays ≤ $176.51)
88%
EV / mo
+$2,722
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.4-3.9] median  ·  58% of paths whole by 9 mo (vs 52% without)  ·  ~5.7 challenges expected  ·  median CC cash $14,631
🛡 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)
18%
Flat exit net (mid-life)
-$2,603
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.32/sh now → $5.18 mid-life (likely $4.90–$8.05)≈ $0 at expiry  |  you banked $1.46/sh, so a flat mid-life exit nets -$3.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 546 simulated challenges: the $175 strike is typically first touched on day 4 of 6, at $178 (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 (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+$3.63/sh+$2,543
cycle +$3,565
[+$2,254…+$3,189] · 100% credit
68%
surv 52%
-$33,811 NOT
cap gain +$17,941
Reliable up-and-out (highest cap still free ≥60%)~$19131 Jul 202617d left+$1.46/sh+$1,019
cycle +$2,041
[+$423…+$1,420] · 90% credit
80%
surv 73%
-$21,002 NOT
cap gain +$30,750
Up-and-out for even (raise the cap, free)~$18324 Jul 202610d left+$0.49/sh+$340
cycle +$1,362
[-$269…+$644] · 60% credit
75%
surv 67%
-$28,508 NOT
cap gain +$23,244
Max even-money escape in the band~$19631 Jul 202617d left+$0.10/sh+$72
cycle +$1,094
[-$860…+$392] · 36% credit
81%
surv 77%
-$17,397 NOT
cap gain +$34,355
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 202617d left-$1.36/sh-$950
cycle +$72
[-$2,097…-$683] · 11% credit
85%
surv 83%
-$11,591 NOT
cap gain +$40,161
budget: banked $1,022 debit $950 (93% used ≈ 0.8 wk of income) → whole cycle still +$72 cash · rolled 7 ct earn ≈ $4,721/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$5,110/mo
vs 50% target ($7,523/mo)-32%
vs normal income ($15,046/mo)34% covered
Net income (after hedge)$4,784/mo
Downside budget
⚠ $175 is $42 below CC-SS $216.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,130
… as % of IC ($13,440)209.3%
… as % of ML ($137,440)20.5%
Recovery months (at normal income)1.9 mo
Surgical close (7 ct)$-45,322
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.46 collected) or spot ≥ $176.51 (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 $174.21 (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
$173-176.51
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
≥ $176.51
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)$1,022$-36,355+$15,397+$735
+2.5%$179.37 (1.5σ)$-2,040$-35,434+$16,318-$2,327
+5%$183.75 (1.8σ)$-5,103$-34,514+$17,238-$5,390
SS (= V-bounce)$210.90 (3.7σ)$-24,108$-28,891+$22,861-$23,765
V-BOUNCE STRESS (stock → CC-SS $216.65, where you are whole again, by expiry)
Starting unrealized P&L: $-51,752
+ Fortress recovery (un-capped): +$52,249
− CC assignment net of premium (7 × $175): -$28,130
− Conservative CC assignment net of premium (1 × $210): -$624
Total Position P&L @ SS: $-28,257 (+$23,495 vs today)
Do-nothing baseline at SS: $-4,492 (this trade vs do-nothing: $-23,765, the opportunity cost of earning $5,110/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,918, position total $-35,471 (+$16,281 vs today)
🎯 50% normal7 × $17017 Jul6d6.7%78%32%$1,659$8,295$30,993
Sell 7 × $170 6.7% OTM over spot $159.25 17 Jul 2026 (6d, $2.42 mid)
= $1,659 credit for the 6d cycle → $8,295/mo projected
Survival (stays ≤ $170)
78%
Breach risk
22%
POP (stays ≤ $172.42)
83%
EV / mo
+$3,694
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.1] median  ·  61% of paths whole by 9 mo (vs 52% without)  ·  ~9.3 challenges expected  ·  median CC cash $18,655
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$1,785
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$201 @ 87% POP
85% 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: $6.96/sh now → $4.92 mid-life (likely $5.11–$7.97)≈ $0 at expiry  |  you banked $2.37/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 948 simulated challenges: the $170 strike is typically first touched on day 3 of 6, at $173 (overshoots $3.29). 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)~$17024 Jul 202610d left+$3.46/sh+$2,419
cycle +$4,078
[+$2,045…+$2,743] · 100% credit
68%
surv 52%
-$37,851 NOT
cap gain +$13,901
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202617d left+$1.12/sh+$783
cycle +$2,442
[+$52…+$1,005] · 77% credit
81%
surv 74%
-$25,153 NOT
cap gain +$26,599
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.32/sh+$221
cycle +$1,880
[-$460…+$352] · 42% credit
76%
surv 68%
-$32,542 NOT
cap gain +$19,210
Max even-money escape in the band~$18831 Jul 202617d left+$0.43/sh+$302
cycle +$1,961
[-$669…+$409] · 41% credit
80%
surv 75%
-$23,357 NOT
cap gain +$28,395
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 202617d left-$1.83/sh-$1,279
cycle +$380
[-$2,598…-$1,308] · 2% credit
87%
surv 85%
-$13,559 NOT
cap gain +$38,193
budget: banked $1,659 debit $1,279 (77% used ≈ 0.7 wk of income) → whole cycle still +$380 cash · rolled 7 ct earn ≈ $3,821/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$8,295/mo
vs 50% target ($7,523/mo)+10%
vs normal income ($15,046/mo)55% covered
Net income (after hedge)$7,969/mo
Downside budget
⚠ $170 is $47 below CC-SS $216.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,993
… as % of IC ($13,440)230.6%
… as % of ML ($137,440)22.6%
Recovery months (at normal income)2.1 mo
Surgical close (7 ct)$-45,318
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.59/sh (~25% of the $2.37 collected) or spot ≥ $172.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $174.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-172.42
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
≥ $172.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$1,659$-40,270+$11,482+$1,372
+2.5%$174.25 (1.1σ)$-1,316$-39,376+$12,376-$1,603
+5%$178.50 (1.4σ)$-4,291$-38,481+$13,271-$4,578
SS (= V-bounce)$210.90 (3.7σ)$-26,971$-31,754+$19,998-$26,628
V-BOUNCE STRESS (stock → CC-SS $216.65, where you are whole again, by expiry)
Starting unrealized P&L: $-51,752
+ Fortress recovery (un-capped): +$52,249
− CC assignment net of premium (7 × $170): -$30,993
− Conservative CC assignment net of premium (1 × $210): -$624
Total Position P&L @ SS: $-31,120 (+$20,632 vs today)
Do-nothing baseline at SS: $-4,492 (this trade vs do-nothing: $-26,628, the opportunity cost of earning $8,295/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,781, position total $-38,334 (+$13,418 vs today)
100% normal7 × $162.5017 Jul6d2.0%61%81%$3,115$15,575+$7,280$34,787
Sell 7 × $162.50 2.0% OTM over spot $159.25 17 Jul 2026 (6d, $4.58 mid)
= $3,115 credit for the 6d cycle → $15,575/mo projected
Survival (stays ≤ $162.50)
61%
Breach risk
39%
POP (stays ≤ $167.07)
73%
EV / mo
+$4,239
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.5] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  61% of paths whole by 9 mo (vs 48% without)  ·  ~22.7 challenges expected  ·  median CC cash $26,949
🛡 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)
62%
Flat exit net (mid-life)
-$66
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$198 @ 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.43/sh now → $4.54 mid-life (likely $5.99–$8.82)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,865 simulated challenges: the $162 strike is typically first touched on day 2 of 6, at $166 (overshoots $3.55). 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)~$16224 Jul 202610d left+$3.20/sh+$2,238
cycle +$5,353
[+$1,700…+$2,074] · 100% credit
68%
surv 52%
-$43,403 NOT
cap gain +$8,349
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202617d left+$1.29/sh+$903
cycle +$4,018
[-$98…+$530] · 70% credit
79%
surv 73%
-$32,681 NOT
cap gain +$19,071
Up-and-out for even (raise the cap, free)~$17124 Jul 202610d left+$0.08/sh+$53
cycle +$3,168
[-$960…-$331] · 12% credit
76%
surv 69%
-$38,083 NOT
cap gain +$13,669
Max even-money escape in the band~$18131 Jul 202617d left+$0.08/sh+$53
cycle +$3,168
[-$1,405…-$487] · 11% credit
81%
surv 77%
-$28,978 NOT
cap gain +$22,774
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19831 Jul 202617d left-$2.57/sh-$1,797
cycle +$1,318
[-$3,878…-$2,509]
91%
surv 90%
-$14,897 NOT
cap gain +$36,855
budget: banked $3,115 debit $1,797 (58% used ≈ 0.5 wk of income) → whole cycle still +$1,318 cash · rolled 7 ct earn ≈ $2,443/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$15,575/mo
vs 50% target ($7,523/mo)+107%
vs normal income ($15,046/mo)104% covered
Net income (after hedge)$15,249/mo
Downside budget
⚠ $162.50 is $54 below CC-SS $216.65: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,787
… as % of IC ($13,440)258.8%
… as % of ML ($137,440)25.3%
Recovery months (at normal income)2.3 mo
Surgical close (7 ct)$-45,371
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.11/sh (~25% of the $4.45 collected) or spot ≥ $167.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $174.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-167.07
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
≥ $167.07
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$162.50 (≤1σ, normal week)$3,115$-45,642+$6,110+$2,828
+2.5%$166.56 (≤1σ, normal week)$271$-44,787+$6,965-$16
+5%$170.62 (≤1σ, normal week)$-2,572$-43,932+$7,820-$2,860
SS (= V-bounce)$210.90 (3.7σ)$-30,765$-35,548+$16,204-$30,422
V-BOUNCE STRESS (stock → CC-SS $216.65, where you are whole again, by expiry)
Starting unrealized P&L: $-51,752
+ Fortress recovery (un-capped): +$52,249
− CC assignment net of premium (7 × $162.50): -$34,787
− Conservative CC assignment net of premium (1 × $210): -$624
Total Position P&L @ SS: $-34,914 (+$16,838 vs today)
Do-nothing baseline at SS: $-4,492 (this trade vs do-nothing: $-30,422, the opportunity cost of earning $15,575/mo FIGHT income now)
BB-reversion stress (→ $179.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,575, position total $-42,128 (+$9,624 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: 1.138 (IBKR)  |  Recovery@SS: +$52,249 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,492

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1706d17 Jul 2026$2.377/8$8,295$7,96978%83%+$3,694-$30,993230.6%$-31,120 (vs do-nothing $-26,628)
$167.506d17 Jul 2026$2.926/8$8,760$8,52973%79%+$3,365-$27,736206.4%$-28,486 (vs do-nothing $-23,994)
$172.5020d31 Jul 2026$6.358/8$7,620$7,19972%79%+$3,026-$30,237225.0%$-29,740 (vs do-nothing $-25,248)
$17013d24 Jul 2026$4.658/8$8,585$8,16471%78%+$2,827-$33,597250.0%$-33,100 (vs do-nothing $-28,608)
$17020d31 Jul 2026$7.158/8$8,580$8,15968%76%+$2,116-$31,597235.1%$-31,100 (vs do-nothing $-26,608)
$167.5013d24 Jul 2026$5.407/8$8,723$8,39768%76%+$2,596-$30,622227.8%$-30,749 (vs do-nothing $-26,257)
$1656d17 Jul 2026$3.655/8$9,125$8,98867%76%+$3,049-$23,998178.6%$-25,372 (vs do-nothing $-20,880)
$167.5020d31 Jul 2026$8.007/8$8,400$8,07465%76%+$2,851-$28,802214.3%$-28,929 (vs do-nothing $-24,437)
$16513d24 Jul 2026$6.256/8$8,654$8,42263%74%+$2,305-$27,238202.7%$-27,988 (vs do-nothing $-23,496)
$16520d31 Jul 2026$8.856/8$7,965$7,73461%72%+$1,605-$25,678191.1%$-26,428 (vs do-nothing $-21,936)
$162.506d17 Jul 2026$4.454/8$8,900$8,85861%73%+$2,422-$19,878147.9%$-21,876 (vs do-nothing $-17,384)
$162.5013d24 Jul 2026$7.205/8$8,308$8,17159%71%+$1,953-$23,473174.7%$-24,847 (vs do-nothing $-20,355)
$162.5020d31 Jul 2026$9.956/8$8,955$8,72458%72%+$2,528-$26,518197.3%$-27,268 (vs do-nothing $-22,776)
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$11.055/8$8,288$8,15155%69%+$1,427-$22,798169.6%$-24,172 (vs do-nothing $-19,680)
$16013d24 Jul 2026$8.154/8$7,523$7,48154%69%+$1,459-$19,398144.3%$-21,396 (vs do-nothing $-16,904)
$1606d17 Jul 2026$5.553/8$8,325$8,37754%69%+$1,949-$15,329114.1%$-17,950 (vs do-nothing $-13,458)
$157.5020d31 Jul 2026$12.205/8$9,150$9,01351%68%+$1,387-$23,473174.7%$-24,847 (vs do-nothing $-20,355)
$157.5013d24 Jul 2026$9.404/8$8,677$8,63549%67%+$1,496-$19,898148.1%$-21,896 (vs do-nothing $-17,404)
$157.506d17 Jul 2026$6.803/8$10,200$10,25246%66%+$1,973-$15,704116.8%$-18,325 (vs do-nothing $-13,833)

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 03:39