FORTRESS FIGHT: COIN-LC165 @ $159.80

BE SS: $210.90  |  CC-SS: $218.38  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 14:38

COIN-LC165 @ $159.80   UNDERWATER $51.10 (24.2% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $218.38  |  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$14,954/mo95% ann ROI on ML
Hedge rolling cost$557/mo
Unrealized P&L$-52,040fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,477/mo
HEDGE COVER
$557/mo
NORMAL INCOME
$14,954/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
9.2 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $218.38 (probe: $220C 13d) brings only $351/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)
$51,584
was $52,040 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$232.08 → $218.38
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 46 · %B 52 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.18 (+12%) · daily UBB $174.22 · 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 77%, breach 23%) that still earns 50% of normal income ($7,477/mo); it brings $7,700/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 $15,050/mo, but breach risk rises to 41% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 7 × $200/6d (99% survival, $595/mo).
Downside anchor: the primary mortgages $32,329 (241% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-45,588 and cuts bleed by $487/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, 77% survival, $7,700/mo (E[net] $2,481/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 × $17077%$7,700$2,481

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,481/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $170 (primary), 77% survival, breach 23%, $7,700/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $2,300/mo less (30% 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 $159.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $20017 Jul6d25.2%99%3%$119$595-$7,105$12,750
Sell 7 × $200 25.2% OTM over spot $159.80 17 Jul 2026 (6d, $0.18 mid)
= $119 credit for the 6d cycle → $595/mo projected
Survival (stays ≤ $200)
99%
Breach risk
1%
POP (stays ≤ $200.19)
99%
EV / mo
+$481
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.5] median, 0.1 mo faster than no FIGHT (2.8 mo)  ·  49% of paths whole by 9 mo (vs 49% without)  ·  ~0.5 challenges expected  ·  median CC cash $42
🛡 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)
-$4,047
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 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: $8.41/sh now → $5.95 mid-life → ≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$5.78/sh  |  roll rows are incremental, the banked premium stays yours
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)~$20024 Jul 202610d left+$4.68/sh+$3,273
cycle +$3,392
68%
surv 53%
-$19,674 NOT
cap gain +$32,366
Up-and-out for even (raise the cap, free)~$21024 Jul 202610d left+$0.80/sh+$558
cycle +$677
75%
surv 67%
-$15,065 NOT
cap gain +$36,975
Max even-money escape in the band~$22531 Jul 202617d left+$0.79/sh+$554
cycle +$673
81%
surv 76%
-$5,769 NOT
cap gain +$46,271
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$595/mo
vs 50% target ($7,477/mo)-92%
vs normal income ($14,954/mo)4% covered
Net income (after hedge)$108/mo
Downside budget
⚠ $200 is $18 below CC-SS $218.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,750
… as % of IC ($13,440)94.9%
… as % of ML ($137,440)9.3%
Recovery months (at normal income)0.9 mo
Surgical close (7 ct)$-45,546
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 ≥ $200.19 (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 $174.22 (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
$198-200.19
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
≥ $200.19
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$200.00 (2.9σ)$119$-22,947+$29,093-$91
+2.5%$205.00 (3.2σ)$-3,381$-22,847+$29,193-$3,591
+5%$210.00 (3.6σ)$-6,881$-22,747+$29,293-$7,091
SS (= V-bounce)$210.90 (3.7σ)$-7,511$-22,819+$29,221-$7,091
V-BOUNCE STRESS (stock → CC-SS $218.38, where you are whole again, by expiry)
Starting unrealized P&L: $-52,040
+ Fortress recovery (un-capped): +$42,181
− CC assignment net of premium (7 × $200): -$12,750
− Conservative CC assignment net of premium (1 × $210): -$808
Total Position P&L @ SS: $-23,418 (+$28,622 vs today)
Do-nothing baseline at SS: $-16,327 (this trade vs do-nothing: $-7,091, the opportunity cost of earning $595/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-38,056 (+$13,984 vs today)
🛡 safe yield8 × $18017 Jul6d12.6%91%19%$680$3,400-$4,300$30,027
Sell 8 × $180 12.6% OTM over spot $159.80 17 Jul 2026 (6d, $0.88 mid)
= $680 credit for the 6d cycle → $3,400/mo projected
Survival (stays ≤ $180)
91%
Breach risk
9%
POP (stays ≤ $180.88)
92%
EV / mo
+$1,903
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.6-4.9] median, 0.1 mo faster than no FIGHT (3.1 mo)  ·  50% of paths whole by 9 mo (vs 45% without)  ·  ~4.2 challenges expected  ·  median CC cash $10,604
🛡 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)
-$3,265
Free roll-up
+$10/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: $6.97/sh now → $4.93 mid-life (likely $4.30–$7.17)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$4.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 281 simulated challenges: the $180 strike is typically first touched on day 4 of 6, at $183 (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)~$18024 Jul 202610d left+$3.89/sh+$3,112
cycle +$3,792
[+$3,090…+$3,983] · 100% credit
67%
surv 52%
-$33,704 NOT
cap gain +$18,336
Max even-money escape in the band~$20031 Jul 202617d left+$0.48/sh+$380
cycle +$1,060
[-$327…+$947] · 62% credit
80%
surv 75%
-$21,892 NOT
cap gain +$30,148
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)~$19024 Jul 202610d left+$0.10/sh+$82
cycle +$762
[-$452…+$543] · 54% credit
76%
surv 69%
-$29,390 NOT
cap gain +$22,650
Safety roll (pay small debit, max POP)~$20531 Jul 202617d left-$0.26/sh-$211
cycle +$469
[-$1,019…+$300] · 38% credit
83%
surv 80%
-$18,883 NOT
cap gain +$33,157
budget: banked $680 debit $211 (31% used ≈ 0.3 wk of income) → whole cycle still +$469 cash · rolled 8 ct earn ≈ $6,588/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$3,400/mo
vs 50% target ($7,477/mo)-55%
vs normal income ($14,954/mo)23% covered
Net income (after hedge)$2,843/mo
Downside budget
⚠ $180 is $38 below CC-SS $218.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,027
… as % of IC ($13,440)223.4%
… as % of ML ($137,440)21.8%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-52,064
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $180.88 (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 $174.22 (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
$178-180.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $180.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.4σ)$680$-36,816+$15,224+$440
+2.5%$184.50 (1.8σ)$-2,920$-37,176+$14,864-$3,160
+5%$189.00 (2.1σ)$-6,520$-37,536+$14,504-$6,760
SS (= V-bounce)$210.90 (3.7σ)$-24,040$-39,288+$12,752-$23,560
V-BOUNCE STRESS (stock → CC-SS $218.38, where you are whole again, by expiry)
Starting unrealized P&L: $-52,040
+ Fortress recovery (un-capped): +$42,181
− CC assignment net of premium (8 × $180): -$30,027
Total Position P&L @ SS: $-39,887 (+$12,153 vs today)
Do-nothing baseline at SS: $-16,327 (this trade vs do-nothing: $-23,560, the opportunity cost of earning $3,400/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-38,086 (+$13,954 vs today)
33% normal ← lean8 × $17517 Jul6d9.5%85%30%$1,080$5,400-$2,300$33,627
Sell 8 × $175 9.5% OTM over spot $159.80 17 Jul 2026 (6d, $1.39 mid)
= $1,080 credit for the 6d cycle → $5,400/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $176.39)
87%
EV / mo
+$2,471
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-4.7] median, 0.2 mo faster than no FIGHT (2.7 mo)  ·  54% of paths whole by 9 mo (vs 46% without)  ·  ~6.7 challenges expected  ·  median CC cash $14,886
🛡 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)
-$2,672
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 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: $6.63/sh now → $4.69 mid-life (likely $4.26–$7.20)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$3.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 536 simulated challenges: the $175 strike is typically first touched on day 4 of 6, at $178 (overshoots $3.37). 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)~$17524 Jul 202610d left+$3.71/sh+$2,964
cycle +$4,044
[+$2,711…+$3,669] · 100% credit
67%
surv 52%
-$37,052 NOT
cap gain +$14,988
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202617d left+$0.94/sh+$751
cycle +$1,831
[+$97…+$1,145] · 80% credit
81%
surv 76%
-$26,521 NOT
cap gain +$25,519
Up-and-out for even (raise the cap, free)~$18324 Jul 202610d left+$0.66/sh+$527
cycle +$1,607
[-$47…+$834] · 72% credit
74%
surv 66%
-$33,945 NOT
cap gain +$18,095
Max even-money escape in the band~$19531 Jul 202617d left+$0.24/sh+$192
cycle +$1,272
[-$712…+$528] · 45% credit
81%
surv 76%
-$25,280 NOT
cap gain +$26,760
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-$0.49/sh-$391
cycle +$689
[-$1,408…-$97] · 22% credit
84%
surv 80%
-$22,263 NOT
cap gain +$29,777
budget: banked $1,080 debit $391 (36% used ≈ 0.3 wk of income) → whole cycle still +$689 cash · rolled 8 ct earn ≈ $5,931/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$5,400/mo
vs 50% target ($7,477/mo)-28%
vs normal income ($14,954/mo)36% covered
Net income (after hedge)$4,843/mo
Downside budget
⚠ $175 is $43 below CC-SS $218.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,627
… as % of IC ($13,440)250.2%
… as % of ML ($137,440)24.5%
Recovery months (at normal income)2.2 mo
Surgical close (8 ct)$-52,072
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.35 collected) or spot ≥ $176.39 (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 $174.22 (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
$173-176.39
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
≥ $176.39
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.1σ)$1,080$-40,016+$12,024+$840
+2.5%$179.37 (1.4σ)$-2,420$-40,366+$11,674-$2,660
+5%$183.75 (1.7σ)$-5,920$-40,716+$11,324-$6,160
SS (= V-bounce)$210.90 (3.7σ)$-27,640$-42,888+$9,152-$27,160
V-BOUNCE STRESS (stock → CC-SS $218.38, where you are whole again, by expiry)
Starting unrealized P&L: $-52,040
+ Fortress recovery (un-capped): +$42,181
− CC assignment net of premium (8 × $175): -$33,627
Total Position P&L @ SS: $-43,487 (+$8,553 vs today)
Do-nothing baseline at SS: $-16,327 (this trade vs do-nothing: $-27,160, the opportunity cost of earning $5,400/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,264, position total $-40,350 (+$11,690 vs today)
🎯 50% normal7 × $17017 Jul6d6.4%77%33%$1,540$7,700$32,329
Sell 7 × $170 6.4% OTM over spot $159.80 17 Jul 2026 (6d, $2.28 mid)
= $1,540 credit for the 6d cycle → $7,700/mo projected
Survival (stays ≤ $170)
77%
Breach risk
23%
POP (stays ≤ $172.28)
82%
EV / mo
+$2,781
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.7-4.7] median, 0.1 mo faster than no FIGHT (3.0 mo)  ·  55% of paths whole by 9 mo (vs 42% without)  ·  ~10.9 challenges expected  ·  median CC cash $18,453
🛡 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)
33%
Flat exit net (mid-life)
-$1,579
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 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: $6.30/sh now → $4.46 mid-life (likely $4.71–$7.21)≈ $0 at expiry  |  you banked $2.20/sh, so a flat mid-life exit nets -$2.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,004 simulated challenges: the $170 strike is typically first touched on day 3 of 6, at $173 (overshoots $3.21). 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+$3.52/sh+$2,467
cycle +$4,007
[+$2,203…+$2,753] · 100% credit
67%
surv 52%
-$40,659 NOT
cap gain +$11,381
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202617d left+$1.35/sh+$946
cycle +$2,486
[+$336…+$1,119] · 89% credit
80%
surv 74%
-$31,236 NOT
cap gain +$20,804
Up-and-out for even (raise the cap, free)~$17824 Jul 202610d left+$0.50/sh+$349
cycle +$1,889
[-$240…+$432] · 55% credit
75%
surv 67%
-$37,233 NOT
cap gain +$14,807
Max even-money escape in the band~$19031 Jul 202617d left+$0.02/sh+$12
cycle +$1,552
[-$922…+$19] · 26% credit
81%
surv 77%
-$28,570 NOT
cap gain +$23,470
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-$1.59/sh-$1,110
cycle +$430
[-$2,279…-$1,171] · 2% credit
87%
surv 85%
-$22,492 NOT
cap gain +$29,548
budget: banked $1,540 debit $1,110 (72% used ≈ 0.6 wk of income) → whole cycle still +$430 cash · rolled 7 ct earn ≈ $3,546/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$7,700/mo
vs 50% target ($7,477/mo)+3%
vs normal income ($14,954/mo)51% covered
Net income (after hedge)$7,213/mo
Downside budget
⚠ $170 is $48 below CC-SS $218.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,329
… as % of IC ($13,440)240.5%
… as % of ML ($137,440)23.5%
Recovery months (at normal income)2.2 mo
Surgical close (7 ct)$-45,588
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.20 collected) or spot ≥ $172.28 (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 $174.22 (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
$168-172.28
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
≥ $172.28
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$1,540$-43,126+$8,914+$1,330
+2.5%$174.25 (1.0σ)$-1,435$-43,041+$8,999-$1,645
+5%$178.50 (1.3σ)$-4,410$-42,956+$9,084-$4,620
SS (= V-bounce)$210.90 (3.7σ)$-27,090$-42,398+$9,642-$26,670
V-BOUNCE STRESS (stock → CC-SS $218.38, where you are whole again, by expiry)
Starting unrealized P&L: $-52,040
+ Fortress recovery (un-capped): +$42,181
− CC assignment net of premium (7 × $170): -$32,329
− Conservative CC assignment net of premium (1 × $210): -$808
Total Position P&L @ SS: $-42,997 (+$9,043 vs today)
Do-nothing baseline at SS: $-16,327 (this trade vs do-nothing: $-26,670, the opportunity cost of earning $7,700/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,886, position total $-42,942 (+$9,098 vs today)
100% normal7 × $162.5017 Jul6d1.7%59%84%$3,010$15,050+$7,350$36,109
Sell 7 × $162.50 1.7% OTM over spot $159.80 17 Jul 2026 (6d, $4.40 mid)
= $3,010 credit for the 6d cycle → $15,050/mo projected
Survival (stays ≤ $162.50)
59%
Breach risk
41%
POP (stays ≤ $166.90)
71%
EV / mo
+$3,004
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.0-5.3] median, 0.3 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  57% of paths whole by 9 mo (vs 38% without)  ·  ~27.1 challenges expected  ·  median CC cash $26,638
🛡 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)
+$129
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 92% POP
92% 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: $5.82/sh now → $4.12 mid-life (likely $5.46–$8.12)≈ $0 at expiry  |  you banked $4.30/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,929 simulated challenges: the $162 strike is typically first touched on day 2 of 6, at $166 (overshoots $3.61). 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+$3.26/sh+$2,283
cycle +$5,293
[+$1,879…+$2,130] · 100% credit
67%
surv 52%
-$44,773 NOT
cap gain +$7,267
Reliable up-and-out (highest cap still free ≥60%)~$17331 Jul 202617d left+$2.33/sh+$1,632
cycle +$4,642
[+$691…+$1,262] · 94% credit
75%
surv 67%
-$38,080 NOT
cap gain +$13,960
Up-and-out for even (raise the cap, free)~$17024 Jul 202610d left+$0.27/sh+$189
cycle +$3,199
[-$712…-$179] · 16% credit
75%
surv 68%
-$41,323 NOT
cap gain +$10,717
Max even-money escape in the band~$18031 Jul 202617d left+$0.22/sh+$152
cycle +$3,162
[-$954…-$306] · 14% credit
82%
surv 78%
-$34,160 NOT
cap gain +$17,880
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-$2.65/sh-$1,852
cycle +$1,158
[-$3,884…-$2,542]
92%
surv 92%
-$19,964 NOT
cap gain +$32,076
budget: banked $3,010 debit $1,852 (62% used ≈ 0.5 wk of income) → whole cycle still +$1,158 cash · rolled 7 ct earn ≈ $1,816/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$15,050/mo
vs 50% target ($7,477/mo)+101%
vs normal income ($14,954/mo)101% covered
Net income (after hedge)$14,563/mo
Downside budget
⚠ $162.50 is $56 below CC-SS $218.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,109
… as % of IC ($13,440)268.7%
… as % of ML ($137,440)26.3%
Recovery months (at normal income)2.4 mo
Surgical close (7 ct)$-45,605
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.07/sh (~25% of the $4.30 collected) or spot ≥ $166.90 (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 $174.22 (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
$161-166.90
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $166.90
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (≤1σ, normal week)$3,010$-47,056+$4,984+$2,800
+2.5%$166.56 (≤1σ, normal week)$166$-46,975+$5,065-$44
+5%$170.62 (≤1σ, normal week)$-2,678$-46,894+$5,146-$2,888
SS (= V-bounce)$210.90 (3.7σ)$-30,870$-46,178+$5,862-$30,450
V-BOUNCE STRESS (stock → CC-SS $218.38, where you are whole again, by expiry)
Starting unrealized P&L: $-52,040
+ Fortress recovery (un-capped): +$42,181
− CC assignment net of premium (7 × $162.50): -$36,109
− Conservative CC assignment net of premium (1 × $210): -$808
Total Position P&L @ SS: $-46,777 (+$5,263 vs today)
Do-nothing baseline at SS: $-16,327 (this trade vs do-nothing: $-30,450, the opportunity cost of earning $15,050/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,666, position total $-46,722 (+$5,318 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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: 0.900 (fallback)  |  Recovery@SS: +$42,181 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-16,327

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1706d17 Jul 2026$2.207/8$7,700$7,21377%82%+$2,781-$32,329240.5%$-42,997 (vs do-nothing $-26,670)
$167.506d17 Jul 2026$2.746/8$8,220$7,80272%78%+$2,462-$28,886214.9%$-40,363 (vs do-nothing $-24,036)
$17013d24 Jul 2026$4.458/8$8,215$7,65971%77%+$2,168-$35,147261.5%$-45,007 (vs do-nothing $-28,680)
$17020d31 Jul 2026$7.008/8$8,400$7,84367%75%+$1,738-$33,107246.3%$-42,967 (vs do-nothing $-26,640)
$167.5013d24 Jul 2026$5.157/8$8,319$7,83267%75%+$1,893-$32,014238.2%$-42,682 (vs do-nothing $-26,355)
$1656d17 Jul 2026$3.455/8$8,625$8,27666%75%+$2,153-$24,967185.8%$-37,252 (vs do-nothing $-20,925)
$167.5020d31 Jul 2026$7.657/8$8,033$7,54564%75%+$1,343-$30,264225.2%$-40,932 (vs do-nothing $-24,605)
$16513d24 Jul 2026$6.006/8$8,308$7,88962%73%+$1,661-$28,430211.5%$-39,907 (vs do-nothing $-23,580)
$16520d31 Jul 2026$8.956/8$8,055$7,63761%72%+$1,497-$26,660198.4%$-38,137 (vs do-nothing $-21,810)
$162.506d17 Jul 2026$4.304/8$8,600$8,32059%71%+$1,717-$20,634153.5%$-33,727 (vs do-nothing $-17,400)
$162.5013d24 Jul 2026$6.905/8$7,962$7,61358%70%+$1,324-$24,492182.2%$-36,777 (vs do-nothing $-20,450)
$162.5020d31 Jul 2026$9.956/8$8,955$8,53757%71%+$1,480-$27,560205.1%$-39,037 (vs do-nothing $-22,710)
$16020d31 Jul 2026$10.755/8$8,062$7,71354%68%+$990-$23,817177.2%$-36,102 (vs do-nothing $-19,775)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16013d24 Jul 2026$8.104/8$7,477$7,19753%68%+$1,160-$20,114149.7%$-33,207 (vs do-nothing $-16,880)
$1606d17 Jul 2026$5.303/8$7,950$7,73952%67%+$1,197-$15,925118.5%$-29,827 (vs do-nothing $-13,500)
$157.5020d31 Jul 2026$11.805/8$8,850$8,50150%69%+$852-$24,542182.6%$-36,827 (vs do-nothing $-20,500)
$157.5013d24 Jul 2026$8.954/8$8,262$7,98248%66%+$803-$20,774154.6%$-33,867 (vs do-nothing $-17,540)
$157.506d17 Jul 2026$6.453/8$9,675$9,46445%64%+$997-$16,330121.5%$-30,232 (vs do-nothing $-13,905)

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 14:38