FORTRESS FIGHT: COIN-LC165 @ $156.49

BE SS: $210.90  |  CC-SS: $214.80  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

COIN-LC165 @ $156.49   UNDERWATER $54.41 (25.8% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $214.80  |  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$19,527/mo95% ann ROI on ML
Hedge rolling cost$568/mo
Unrealized P&L$-52,352fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$9,764/mo
HEDGE COVER
$568/mo
NORMAL INCOME
$19,527/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $13,440
ML VELOCITY
7.0 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $214.80 (probe: $215C 11d) brings only $305/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)
$51,896
was $52,352 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$229.20 → $214.80
INTERPRETATION
Primary: 8 contracts at $172.50 / 4d. This is the safest strike (survival 92%, breach 8%) that still earns 50% of normal income ($9,764/mo); it brings $10,320/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 × $165/4d for $20,700/mo, but breach risk rises to 22% (+14pp 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 × $205/4d (99+% survival, $600/mo).
Downside anchor: the primary mortgages $32,462 (242% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-52,452 and cuts bleed by $568/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 8 × $172.50, 92% survival, $10,320/mo (E[net] $6,364/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d8 × $172.5092%$10,320$6,364
NEXT FRIDAY24 Jul 2026 · 11d7 × $167.5074%$9,832$2,464

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $6,364/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $172.50 (primary), 92% survival, breach 8%, $10,320/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 95% (breach 8% → 5%) for $3,232/mo less (31% income) buys safety you do not really need here.
COIN  spot $156.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20517 Jul4d31.0%99+%0%$80$600-$9,720$7,758
Sell 8 × $205 31.0% OTM over spot $156.49 17 Jul 2026 (4d, $0.14 mid)
= $80 credit for the 4d cycle → $600/mo projected
Survival (stays ≤ $205)
99+%
Breach risk
0%
POP (stays ≤ $205.13)
99+%
EV / mo
+$596
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.9] median  ·  44% of paths whole by 9 mo (vs 46% without)  ·  ~0.1 challenges expected  ·  median CC cash $-4,470
🛡 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)
-$6,964
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$234 @ 84% POP
78% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.45/sh now → $8.80 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$8.70/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 20269d left+$4.87/sh+$3,899
cycle +$3,979
71%
surv 53%
-$13,445 NOT
cap gain +$38,907
Up-and-out for even (raise the cap, free)~$21924 Jul 20269d left+$0.19/sh+$153
cycle +$233
80%
surv 71%
-$7,464 NOT
cap gain +$44,888
Max even-money escape in the band~$23431 Jul 202616d left+$0.36/sh+$291
cycle +$371
84%
surv 78%
+$3,473 SAFE
cap gain +$55,825
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$600/mo
vs 50% target ($9,764/mo)-94%
vs normal income ($19,527/mo)3% covered
Net income (after hedge)$32/mo
Downside budget
⚠ $205 is $10 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,758
… as % of IC ($13,440)57.7%
… as % of ML ($137,440)5.6%
Recovery months (at normal income)0.4 mo
Surgical close (8 ct)$-52,380
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (4.4σ)$80$-17,345+$35,007-$160
+2.5%$210.12 (4.8σ)$-4,020$-17,755+$34,597-$4,160
+5%$215.25 (5.3σ)$-8,120$-18,165+$34,187-$4,160
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $205): -$7,758
Total Position P&L @ SS: $-18,129 (+$34,223 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-4,160, the opportunity cost of earning $600/mo FIGHT income now)
33% normal7 × $17517 Jul4d11.8%95%11%$945$7,088-$3,232$26,913
Sell 7 × $175 11.8% OTM over spot $156.49 17 Jul 2026 (4d, $1.39 mid)
= $945 credit for the 4d cycle → $7,088/mo projected
Survival (stays ≤ $175)
95%
Breach risk
5%
POP (stays ≤ $176.39)
96%
EV / mo
+$6,435
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.7-4.7] median, 0.2 mo faster than no FIGHT (3.0 mo)  ·  41% of paths whole by 9 mo (vs 36% without)  ·  ~3.4 challenges expected  ·  median CC cash $12,274
🛡 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)
5%
Flat exit net (mid-life)
-$3,697
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 84% POP
79% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.38/sh now → $6.63 mid-life (likely $5.21–$10.07)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$5.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 156 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $179 (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 (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 20269d left+$3.70/sh+$2,592
cycle +$3,537
[+$2,033…+$3,519] · 94% credit
71%
surv 52%
-$35,458 NOT
cap gain +$16,894
Reliable up-and-out (highest cap still free ≥60%)~$18931 Jul 202616d left+$2.04/sh+$1,426
cycle +$2,371
[+$373…+$2,350] · 79% credit
78%
surv 70%
-$26,896 NOT
cap gain +$25,456
Up-and-out for even (raise the cap, free)~$18424 Jul 20269d left+$0.35/sh+$242
cycle +$1,187
[-$669…+$1,008] · 58% credit
78%
surv 68%
-$31,680 NOT
cap gain +$20,672
Max even-money escape in the band~$19431 Jul 202616d left+$0.50/sh+$347
cycle +$1,292
[-$838…+$1,212] · 58% credit
81%
surv 75%
-$24,376 NOT
cap gain +$27,976
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19931 Jul 202616d left-$0.90/sh-$628
cycle +$317
[-$1,986…+$229] · 34% credit
84%
surv 79%
-$21,750 NOT
cap gain +$30,602
budget: banked $945 debit $628 (66% used ≈ 0.4 wk of income) → whole cycle still +$317 cash · rolled 7 ct earn ≈ $7,526/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$7,088/mo
vs 50% target ($9,764/mo)-27%
vs normal income ($19,527/mo)36% covered
Net income (after hedge)$6,601/mo
Downside budget
⚠ $175 is $40 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,913
… as % of IC ($13,440)200.2%
… as % of ML ($137,440)19.6%
Recovery months (at normal income)1.4 mo
Surgical close (7 ct)$-45,836
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.
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 (1.7σ)$945$-38,050+$14,302+$735
+2.5%$179.37 (2.1σ)$-2,117$-37,962+$14,390-$2,327
+5%$183.75 (2.5σ)$-5,180$-37,875+$14,477-$5,390
SS (= V-bounce)$210.90 (4.9σ)$-24,185$-37,422+$14,930-$23,765
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (7 × $175): -$26,913
− Conservative CC assignment net of premium (1 × $210): -$450
Total Position P&L @ SS: $-37,734 (+$14,618 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-23,765, the opportunity cost of earning $7,088/mo FIGHT income now)
🎯 50% normal8 × $172.5017 Jul4d10.2%92%10%$1,376$10,320$32,462
Sell 8 × $172.50 10.2% OTM over spot $156.49 17 Jul 2026 (4d, $1.84 mid)
= $1,376 credit for the 4d cycle → $10,320/mo projected
Survival (stays ≤ $172.50)
92%
Breach risk
8%
POP (stays ≤ $174.34)
94%
EV / mo
+$8,986
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.9-4.7] median, 0.4 mo faster than no FIGHT (3.2 mo)  ·  50% of paths whole by 9 mo (vs 39% without)  ·  ~5.0 challenges expected  ·  median CC cash $21,187
🛡 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)
-$3,795
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$196 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.14/sh now → $6.46 mid-life (likely $5.69–$10.60)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$4.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 306 simulated challenges: the $172 strike is typically first touched on day 3 of 4, at $176 (overshoots $3.39). 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 20269d left+$3.61/sh+$2,889
cycle +$4,265
[+$2,042…+$3,806] · 95% credit
71%
surv 52%
-$36,560 NOT
cap gain +$15,792
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202616d left+$1.87/sh+$1,494
cycle +$2,870
[-$12…+$2,303] · 75% credit
79%
surv 70%
-$28,228 NOT
cap gain +$24,124
Max even-money escape in the band~$19131 Jul 202616d left+$0.34/sh+$271
cycle +$1,647
[-$1,477…+$1,018] · 47% credit
82%
surv 75%
-$25,850 NOT
cap gain +$26,502
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$18124 Jul 20269d left+$0.24/sh+$191
cycle +$1,567
[-$1,160…+$824] · 46% credit
79%
surv 68%
-$33,131 NOT
cap gain +$19,221
Safety roll (pay small debit, max POP)~$19631 Jul 202616d left-$1.03/sh-$822
cycle +$554
[-$2,826…-$150] · 22% credit
84%
surv 80%
-$23,344 NOT
cap gain +$29,008
budget: banked $1,376 debit $822 (60% used ≈ 0.3 wk of income) → whole cycle still +$554 cash · rolled 8 ct earn ≈ $8,153/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$10,320/mo
vs 50% target ($9,764/mo)+6%
vs normal income ($19,527/mo)53% covered
Net income (after hedge)$9,752/mo
Downside budget
⚠ $172.50 is $42 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,462
… as % of IC ($13,440)241.5%
… as % of ML ($137,440)23.6%
Recovery months (at normal income)1.7 mo
Surgical close (8 ct)$-52,452
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.72 collected) or spot ≥ $174.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected.
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
$171-174.34
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
≥ $174.34
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$172.50 (1.4σ)$1,376$-39,449+$12,903+$1,136
+2.5%$176.81 (1.8σ)$-2,074$-39,794+$12,558-$2,314
+5%$181.12 (2.2σ)$-5,524$-40,139+$12,213-$5,764
SS (= V-bounce)$210.90 (4.9σ)$-29,344$-42,521+$9,831-$28,864
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $172.50): -$32,462
Total Position P&L @ SS: $-42,833 (+$9,519 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-28,864, the opportunity cost of earning $10,320/mo FIGHT income now)
100% normal8 × $16517 Jul4d5.4%78%44%$2,760$20,700+$10,380$37,078
Sell 8 × $165 5.4% OTM over spot $156.49 17 Jul 2026 (4d, $3.55 mid)
= $2,760 credit for the 4d cycle → $20,700/mo projected
Survival (stays ≤ $165)
78%
Breach risk
22%
POP (stays ≤ $168.55)
86%
EV / mo
+$14,621
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.6-5.0] median, 0.3 mo faster than no FIGHT (3.3 mo)  ·  74% of paths whole by 9 mo (vs 43% without)  ·  ~11.8 challenges expected  ·  median CC cash $38,273
🛡 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)
30%
Flat exit net (mid-life)
-$2,019
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$199 @ 90% POP
88% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.45/sh now → $5.97 mid-life (likely $6.43–$11.16)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$2.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 891 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $168 (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 (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 20269d left+$3.35/sh+$2,677
cycle +$5,437
[+$1,399…+$2,872] · 92% credit
71%
surv 52%
-$40,788 NOT
cap gain +$11,564
Reliable up-and-out (highest cap still free ≥60%)~$17631 Jul 202616d left+$2.03/sh+$1,622
cycle +$4,382
[-$441…+$1,548] · 68% credit
77%
surv 68%
-$33,916 NOT
cap gain +$18,436
Max even-money escape in the band~$17931 Jul 202616d left+$1.37/sh+$1,100
cycle +$3,860
[-$1,049…+$1,001] · 54% credit
79%
surv 71%
-$32,638 NOT
cap gain +$19,714
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)~$17124 Jul 20269d left+$0.83/sh+$668
cycle +$3,428
[-$1,007…+$612] · 45% credit
77%
surv 65%
-$38,470 NOT
cap gain +$13,882
Safety roll (pay small debit, max POP)~$19931 Jul 202616d left-$3.01/sh-$2,407
cycle +$353
[-$5,466…-$2,648]
90%
surv 88%
-$21,744 NOT
cap gain +$30,608
budget: banked $2,760 debit $2,407 (87% used ≈ 0.5 wk of income) → whole cycle still +$353 cash · rolled 8 ct earn ≈ $4,449/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$20,700/mo
vs 50% target ($9,764/mo)+112%
vs normal income ($19,527/mo)106% covered
Net income (after hedge)$20,132/mo
Downside budget
⚠ $165 is $50 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,078
… as % of IC ($13,440)275.9%
… as % of ML ($137,440)27.0%
Recovery months (at normal income)1.9 mo
Surgical close (8 ct)$-52,432
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.86/sh (~25% of the $3.45 collected) or spot ≥ $168.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected.
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
$163-168.55
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
≥ $168.55
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$165.00 (≤1σ, normal week)$2,760$-43,465+$8,887+$2,520
+2.5%$169.12 (1.1σ)$-540$-43,795+$8,557-$780
+5%$173.25 (1.5σ)$-3,840$-44,125+$8,227-$4,080
SS (= V-bounce)$210.90 (4.9σ)$-33,960$-47,137+$5,215-$33,480
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $165): -$37,078
Total Position P&L @ SS: $-47,449 (+$4,903 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-33,480, the opportunity cost of earning $20,700/mo FIGHT income now)
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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $2,464/mo

🎯 Engine pick: sell 7 × $167.50 (primary), 74% survival, breach 26%, $9,832/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 84% (breach 26% → 16%) for $2,632/mo less (27% 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 $156.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $212.5024 Jul11d35.8%99%2%$234$637-$9,194$1,145
Sell 6 × $212.50 35.8% OTM over spot $156.49 24 Jul 2026 (11d, $0.41 mid)
= $234 credit for the 11d cycle → $637/mo projected
Survival (stays ≤ $212.50)
99%
Breach risk
1%
POP (stays ≤ $212.91)
99%
EV / mo
+$583
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.5] median  ·  45% of paths whole by 9 mo (vs 45% without)  ·  ~0.3 challenges expected  ·  median CC cash $-289
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$7,629
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$221 @ 75% POP
62% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $18.52/sh now → $13.10 mid-life → ≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$12.71/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$21231 Jul 202612d left+$2.43/sh+$1,460
cycle +$1,693
69%
surv 53%
-$10,772 NOT
cap gain +$41,580
Up-and-out for even (raise the cap, free)~$22131 Jul 202612d left+$1.03/sh+$621
cycle +$855
75%
surv 62%
-$7,185 NOT
cap gain +$45,167
Max even-money escape in the band~$22131 Jul 202612d left+$1.03/sh+$621
cycle +$855
75%
surv 62%
-$7,185 NOT
cap gain +$45,167
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$637/mo
vs 50% target ($9,764/mo)-93%
vs normal income ($19,527/mo)3% covered
Net income (after hedge)$233/mo
Downside budget
⚠ $212.50 is $2 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,145
… as % of IC ($13,440)8.5%
… as % of ML ($137,440)0.8%
Recovery months (at normal income)0.1 mo
Surgical close (6 ct)$-39,276
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $212.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $212)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $210.38Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$210-212.91
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
≥ $212.91
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$212.50 (3.0σ)$234$-12,231+$40,121+$1,554
+2.5%$217.81 (3.3σ)$-2,954$-12,656+$39,696+$1,554
+5%$223.12 (3.6σ)$-6,141$-13,081+$39,271+$1,554
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (6 × $212.50): -$1,145
− Conservative CC assignment net of premium (2 × $210): -$900
Total Position P&L @ SS: $-12,415 (+$39,937 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: +$1,554, the opportunity cost of earning $637/mo FIGHT income now)
🛡 safe yield8 × $182.5024 Jul11d16.6%91%19%$1,496$4,080-$5,752$24,342
Sell 8 × $182.50 16.6% OTM over spot $156.49 24 Jul 2026 (11d, $2.07 mid)
= $1,496 credit for the 11d cycle → $4,080/mo projected
Survival (stays ≤ $182.50)
91%
Breach risk
9%
POP (stays ≤ $184.57)
92%
EV / mo
+$2,881
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-4.7] median, 0.1 mo SLOWER than no FIGHT (3.0 mo): roll costs eat the credits at this rung  ·  48% of paths whole by 9 mo (vs 41% without)  ·  ~2.5 challenges expected  ·  median CC cash $13,039
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$6,500
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$194 @ 77% POP
68% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.13/sh now → $9.99 mid-life (likely $8.18–$13.28)≈ $0 at expiry  |  you banked $1.87/sh, so a flat mid-life exit nets -$8.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 420 simulated challenges: the $182 strike is typically first touched on day 8 of 11, at $186 (overshoots $3.91). 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)~$18231 Jul 202612d left+$1.98/sh+$1,583
cycle +$3,079
[+$942…+$2,866] · 92% credit
69%
surv 53%
-$30,546 NOT
cap gain +$21,806
Up-and-out for even (raise the cap, free)~$18931 Jul 202612d left+$0.96/sh+$768
cycle +$2,264
[+$131…+$1,692] · 80% credit
75%
surv 61%
-$27,033 NOT
cap gain +$25,319
Max even-money escape in the band~$18931 Jul 202612d left+$0.96/sh+$768
cycle +$2,264
[+$131…+$1,692] · 80% credit
75%
surv 61%
-$27,033 NOT
cap gain +$25,319
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19431 Jul 202612d left-$1.42/sh-$1,136
cycle +$360
[-$2,075…-$307] · 20% credit
77%
surv 68%
-$25,338 NOT
cap gain +$27,014
budget: banked $1,496 debit $1,136 (76% used ≈ 1.2 wk of income) → whole cycle still +$360 cash · rolled 8 ct earn ≈ $17,149/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$4,080/mo
vs 50% target ($9,764/mo)-58%
vs normal income ($19,527/mo)21% covered
Net income (after hedge)$3,512/mo
Downside budget
⚠ $182.50 is $32 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,342
… as % of IC ($13,440)181.1%
… as % of ML ($137,440)17.7%
Recovery months (at normal income)1.2 mo
Surgical close (8 ct)$-52,512
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.87 collected) or spot ≥ $184.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-184.57
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
≥ $184.57
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$182.50 (1.4σ)$1,496$-32,129+$20,223+$1,256
+2.5%$187.06 (1.7σ)$-2,154$-32,494+$19,858-$2,394
+5%$191.62 (1.9σ)$-5,804$-32,859+$19,493-$6,044
SS (= V-bounce)$210.90 (3.0σ)$-21,224$-34,401+$17,951-$20,744
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $182.50): -$24,342
Total Position P&L @ SS: $-34,713 (+$17,639 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-20,744, the opportunity cost of earning $4,080/mo FIGHT income now)
33% normal ← lean8 × $17524 Jul11d11.8%84%33%$2,640$7,200-$2,632$29,198
Sell 8 × $175 11.8% OTM over spot $156.49 24 Jul 2026 (11d, $3.38 mid)
= $2,640 credit for the 11d cycle → $7,200/mo projected
Survival (stays ≤ $175)
84%
Breach risk
16%
POP (stays ≤ $178.38)
87%
EV / mo
+$4,607
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.9-5.1] median, 0.1 mo faster than no FIGHT (3.3 mo)  ·  54% of paths whole by 9 mo (vs 40% without)  ·  ~4.6 challenges expected  ·  median CC cash $21,184
🛡 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)
26%
Flat exit net (mid-life)
-$4,785
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$189 @ 80% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.12/sh now → $9.28 mid-life (likely $8.81–$13.38)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$5.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 772 simulated challenges: the $175 strike is typically first touched on day 7 of 11, at $179 (overshoots $3.66). 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)~$17531 Jul 202612d left+$1.87/sh+$1,497
cycle +$4,137
[+$528…+$2,125] · 87% credit
69%
surv 53%
-$34,888 NOT
cap gain +$17,464
Up-and-out for even (raise the cap, free)~$18131 Jul 202612d left+$0.71/sh+$572
cycle +$3,212
[-$304…+$976] · 60% credit
75%
surv 62%
-$31,486 NOT
cap gain +$20,866
Max even-money escape in the band~$18131 Jul 202612d left+$0.71/sh+$572
cycle +$3,212
[-$304…+$976] · 60% credit
75%
surv 62%
-$31,486 NOT
cap gain +$20,866
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18931 Jul 202612d left-$2.27/sh-$1,813
cycle +$827
[-$3,146…-$1,590] · 6% credit
80%
surv 72%
-$28,471 NOT
cap gain +$23,881
budget: banked $2,640 debit $1,813 (69% used ≈ 1.1 wk of income) → whole cycle still +$827 cash · rolled 8 ct earn ≈ $14,030/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$7,200/mo
vs 50% target ($9,764/mo)-26%
vs normal income ($19,527/mo)37% covered
Net income (after hedge)$6,632/mo
Downside budget
⚠ $175 is $40 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,198
… as % of IC ($13,440)217.2%
… as % of ML ($137,440)21.2%
Recovery months (at normal income)1.5 mo
Surgical close (8 ct)$-52,412
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.82/sh (~25% of the $3.30 collected) or spot ≥ $178.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-178.38
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
≥ $178.38
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 (1.0σ)$2,640$-36,385+$15,967+$2,400
+2.5%$179.37 (1.2σ)$-860$-36,735+$15,617-$1,100
+5%$183.75 (1.5σ)$-4,360$-37,085+$15,267-$4,600
SS (= V-bounce)$210.90 (3.0σ)$-26,080$-39,257+$13,095-$25,600
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $175): -$29,198
Total Position P&L @ SS: $-39,569 (+$12,783 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-25,600, the opportunity cost of earning $7,200/mo FIGHT income now)
🎯 50% normal7 × $167.5024 Jul11d7.0%74%45%$3,605$9,832$29,503
Sell 7 × $167.50 7.0% OTM over spot $156.49 24 Jul 2026 (11d, $5.33 mid)
= $3,605 credit for the 11d cycle → $9,832/mo projected
Survival (stays ≤ $167.50)
74%
Breach risk
26%
POP (stays ≤ $172.82)
81%
EV / mo
+$5,145
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-4.9] median  ·  53% of paths whole by 9 mo (vs 41% without)  ·  ~8.4 challenges expected  ·  median CC cash $22,982
🛡 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)
45%
Flat exit net (mid-life)
-$2,411
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$191 @ 87% POP
84% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.15/sh now → $8.59 mid-life (likely $9.51–$13.57)≈ $0 at expiry  |  you banked $5.15/sh, so a flat mid-life exit nets -$3.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,347 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (overshoots $3.48). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16831 Jul 202612d left+$1.76/sh+$1,235
cycle +$4,840
[+$111…+$1,197] · 80% credit
69%
surv 53%
-$39,554 NOT
cap gain +$12,798
Reliable up-and-out (highest cap still free ≥60%)~$17131 Jul 202612d left+$1.31/sh+$918
cycle +$4,523
[-$43…+$843] · 73% credit
73%
surv 59%
-$37,344 NOT
cap gain +$15,008
Up-and-out for even (raise the cap, free)~$17431 Jul 202612d left+$0.48/sh+$335
cycle +$3,940
[-$656…+$221] · 34% credit
75%
surv 62%
-$36,127 NOT
cap gain +$16,225
Max even-money escape in the band~$17431 Jul 202612d left+$0.48/sh+$335
cycle +$3,940
[-$656…+$221] · 34% credit
75%
surv 62%
-$36,127 NOT
cap gain +$16,225
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19131 Jul 202612d left-$5.03/sh-$3,520
cycle +$85
[-$5,457…-$3,966]
87%
surv 84%
-$27,383 NOT
cap gain +$24,969
budget: banked $3,605 debit $3,520 (98% used ≈ 1.6 wk of income) → whole cycle still +$85 cash · rolled 7 ct earn ≈ $6,240/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$9,832/mo
vs 50% target ($9,764/mo)+1%
vs normal income ($19,527/mo)50% covered
Net income (after hedge)$9,345/mo
Downside budget
⚠ $167.50 is $47 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,503
… as % of IC ($13,440)219.5%
… as % of ML ($137,440)21.5%
Recovery months (at normal income)1.5 mo
Surgical close (7 ct)$-45,930
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.29/sh (~25% of the $5.15 collected) or spot ≥ $172.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-172.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $172.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$3,605$-40,790+$11,562+$3,395
+2.5%$171.69 (≤1σ, normal week)$674$-40,706+$11,646+$464
+5%$175.88 (1.1σ)$-2,258$-40,622+$11,730-$2,468
SS (= V-bounce)$210.90 (3.0σ)$-26,775$-40,012+$12,340-$26,355
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (7 × $167.50): -$29,503
− Conservative CC assignment net of premium (1 × $210): -$450
Total Position P&L @ SS: $-40,324 (+$12,028 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-26,355, the opportunity cost of earning $9,832/mo FIGHT income now)
100% normal8 × $157.5024 Jul11d0.6%55%95%$7,160$19,527+$9,695$38,678
Sell 8 × $157.50 0.6% OTM over spot $156.49 24 Jul 2026 (11d, $9.52 mid)
= $7,160 credit for the 11d cycle → $19,527/mo projected
Survival (stays ≤ $157.50)
55%
Breach risk
45%
POP (stays ≤ $167.03)
73%
EV / mo
+$6,957
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.6] median  ·  60% of paths whole by 9 mo (vs 40% without)  ·  ~24.4 challenges expected  ·  median CC cash $30,681
🛡 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)
79%
Flat exit net (mid-life)
+$985
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$186 @ 91% POP
90% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.91/sh now → $7.72 mid-life (likely $10.76–$14.95)≈ $0 at expiry  |  you banked $8.95/sh, so a flat mid-life exit nets +$1.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,368 simulated challenges: the $158 strike is typically first touched on day 3 of 11, at $161 (overshoots $3.90). 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
Reliable up-and-out (highest cap still free ≥60%)~$15931 Jul 202612d left+$2.13/sh+$1,706
cycle +$8,866
[+$189…+$937] · 81% credit
71%
surv 55%
-$42,032 NOT
cap gain +$10,320
Roll out (same strike, buy time)~$15831 Jul 202612d left+$1.63/sh+$1,302
cycle +$8,462
[-$584…+$376] · 52% credit
69%
surv 53%
-$43,163 NOT
cap gain +$9,189
Up-and-out for even (raise the cap, free)~$16431 Jul 202612d left+$0.18/sh+$145
cycle +$7,305
[-$1,519…-$610] · 7% credit
75%
surv 63%
-$39,992 NOT
cap gain +$12,360
Max even-money escape in the band~$16431 Jul 202612d left+$0.18/sh+$145
cycle +$7,305
[-$1,519…-$610] · 7% credit
75%
surv 63%
-$39,992 NOT
cap gain +$12,360
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18631 Jul 202612d left-$5.62/sh-$4,493
cycle +$2,667
[-$7,909…-$5,872]
91%
surv 90%
-$28,431 NOT
cap gain +$23,921
budget: banked $7,160 debit $4,493 (63% used ≈ 1.0 wk of income) → whole cycle still +$2,667 cash · rolled 8 ct earn ≈ $4,206/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$19,527/mo
vs 50% target ($9,764/mo)+100%
vs normal income ($19,527/mo)100% covered
Net income (after hedge)$18,959/mo
Downside budget
⚠ $157.50 is $57 below CC-SS $214.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,678
… as % of IC ($13,440)287.8%
… as % of ML ($137,440)28.1%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-52,812
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.24/sh (~25% of the $8.95 collected) or spot ≥ $167.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $158)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $155.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$156-167.03
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
≥ $167.03
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$157.50 (≤1σ, normal week)$7,160$-44,465+$7,887+$6,920
+2.5%$161.44 (≤1σ, normal week)$4,010$-44,780+$7,572+$3,770
+5%$165.38 (≤1σ, normal week)$860$-45,095+$7,257+$620
SS (= V-bounce)$210.90 (3.0σ)$-35,560$-48,737+$3,615-$35,080
V-BOUNCE STRESS (stock → CC-SS $214.80, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,982
− CC assignment net of premium (8 × $157.50): -$38,678
Total Position P&L @ SS: $-49,049 (+$3,303 vs today)
Do-nothing baseline at SS: $-13,969 (this trade vs do-nothing: $-35,080, the opportunity cost of earning $19,527/mo FIGHT income now)
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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 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: +$41,982 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-13,969

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.504d17 Jul 2026$1.728/8$10,320$9,75292%94%+$8,986-$32,462241.5%$-42,833 (vs do-nothing $-28,864)
$1704d17 Jul 2026$2.206/8$9,900$9,49589%92%+$8,178-$25,559190.2%$-36,829 (vs do-nothing $-22,860)
$167.504d17 Jul 2026$2.745/8$10,275$9,95284%89%+$7,895-$22,279165.8%$-33,999 (vs do-nothing $-20,030)
$1654d17 Jul 2026$3.454/8$10,350$10,10978%86%+$7,311-$18,539137.9%$-30,709 (vs do-nothing $-16,740)
$167.5011d24 Jul 2026$5.157/8$9,832$9,34574%81%+$5,145-$29,503219.5%$-40,324 (vs do-nothing $-26,355)
$162.504d17 Jul 2026$4.304/8$12,900$12,65972%83%+$8,387-$19,199142.9%$-31,369 (vs do-nothing $-17,400)
$16511d24 Jul 2026$6.006/8$9,818$9,41369%79%+$4,778-$26,279195.5%$-37,549 (vs do-nothing $-23,580)
$167.5018d31 Jul 2026$7.658/8$10,200$9,63269%80%+$3,965-$31,718236.0%$-42,089 (vs do-nothing $-28,120)
$16518d31 Jul 2026$8.957/8$10,442$9,95566%77%+$4,085-$28,593212.7%$-39,414 (vs do-nothing $-25,445)
$162.5011d24 Jul 2026$6.906/8$11,291$10,88665%77%+$5,023-$27,239202.7%$-38,509 (vs do-nothing $-24,540)
$1604d17 Jul 2026$5.303/8$11,925$11,76664%80%+$6,921-$14,849110.5%$-27,469 (vs do-nothing $-13,500)
$162.5018d31 Jul 2026$9.956/8$9,950$9,54562%76%+$3,629-$25,409189.1%$-36,679 (vs do-nothing $-22,710)
$16011d24 Jul 2026$8.105/8$11,045$10,72260%75%+$4,609-$23,349173.7%$-35,069 (vs do-nothing $-21,100)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16018d31 Jul 2026$10.756/8$10,750$10,34559%73%+$3,448-$26,429196.6%$-37,699 (vs do-nothing $-23,730)
$157.504d17 Jul 2026$6.453/8$14,512$14,35355%77%+$7,339-$15,254113.5%$-27,874 (vs do-nothing $-13,905)
$157.5018d31 Jul 2026$11.805/8$9,833$9,51055%74%+$2,838-$22,749169.3%$-34,469 (vs do-nothing $-20,500)
$157.5011d24 Jul 2026$8.954/8$9,764$9,52255%73%+$3,479-$19,339143.9%$-31,509 (vs do-nothing $-17,540)
$15518d31 Jul 2026$10.056/8$10,050$9,64551%71%+$446-$29,849222.1%$-41,119 (vs do-nothing $-27,150)
$15511d24 Jul 2026$10.054/8$10,964$10,72249%71%+$3,366-$19,899148.1%$-32,069 (vs do-nothing $-18,100)
$1554d17 Jul 2026$7.852/8$11,775$11,69746%74%+$5,136-$10,39077.3%$-23,459 (vs do-nothing $-9,490)

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  |  2026-07-13 13:27