FORTRESS FIGHT: COIN-LC165 @ $155.88

BE SS: $210.90  |  CC-SS: $214.07  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:35

COIN-LC165 @ $155.88   UNDERWATER $55.03 (26.1% below BE SS)

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $214.07  |  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$20,018/mo95% ann ROI on ML
Hedge rolling cost$568/mo
Unrealized P&L$-52,352fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$10,009/mo
HEDGE COVER
$568/mo
NORMAL INCOME
$20,018/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $13,440
ML VELOCITY
6.9 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $214.07 (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
$228.59 → $214.07
INTERPRETATION
Primary: 8 contracts at $172.50 / 4d. This is the safest strike (survival 92%, breach 8%) that still earns 50% of normal income ($10,009/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 20% (+12pp 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 $31,881 (237% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 1.6 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] $6,827/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$6,827
NEXT FRIDAY24 Jul 2026 · 11d8 × $167.5075%$11,236$3,265

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $6,827/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 $155.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20517 Jul4d31.5%99+%0%$80$600-$9,720$7,177
Sell 8 × $205 31.5% OTM over spot $155.88 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
+$597
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.9] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  44% of paths whole by 9 mo (vs 45% without)  ·  ~0.1 challenges expected  ·  median CC cash $-4,553
🛡 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)
-$6,946
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: $12.42/sh now → $8.78 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$8.68/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+$5.40/sh+$4,316
cycle +$4,396
72%
surv 53%
-$12,586 NOT
cap gain +$39,766
Up-and-out for even (raise the cap, free)~$21924 Jul 20269d left+$0.50/sh+$404
cycle +$484
81%
surv 71%
-$6,328 NOT
cap gain +$46,024
Max even-money escape in the band~$23431 Jul 202616d left+$0.67/sh+$537
cycle +$617
84%
surv 78%
+$4,605 SAFE
cap gain +$56,957
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 ($10,009/mo)-94%
vs normal income ($20,018/mo)3% covered
Net income (after hedge)$32/mo
Downside budget
⚠ $205 is $9 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,177
… as % of IC ($13,440)53.4%
… as % of ML ($137,440)5.2%
Recovery months (at normal income)0.4 mo
Surgical close (8 ct)$-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)$80$-16,902+$35,450-$160
+2.5%$210.12 (4.9σ)$-4,020$-17,312+$35,040-$4,160
+5%$215.25 (5.4σ)$-8,120$-17,722+$34,630-$4,160
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $205): -$7,177
Total Position P&L @ SS: $-17,628 (+$34,724 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-4,160, the opportunity cost of earning $600/mo FIGHT income now)
33% normal7 × $17517 Jul4d12.3%95%11%$945$7,088-$3,232$26,405
Sell 7 × $175 12.3% OTM over spot $155.88 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
+$6,417
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.5] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  42% of paths whole by 9 mo (vs 36% without)  ·  ~3.4 challenges expected  ·  median CC cash $12,402
🛡 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)
-$3,683
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 84% POP
80% 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: $9.35/sh now → $6.61 mid-life (likely $5.63–$10.76)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$5.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 140 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $179 (overshoots $3.75). 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+$4.09/sh+$2,866
cycle +$3,811
[+$2,314…+$3,703] · 95% credit
72%
surv 52%
-$34,741 NOT
cap gain +$17,611
Reliable up-and-out (highest cap still free ≥60%)~$18931 Jul 202616d left+$2.20/sh+$1,537
cycle +$2,482
[+$225…+$2,327] · 79% credit
79%
surv 71%
-$25,900 NOT
cap gain +$26,452
Up-and-out for even (raise the cap, free)~$18424 Jul 20269d left+$0.48/sh+$336
cycle +$1,281
[-$792…+$955] · 56% credit
79%
surv 69%
-$30,701 NOT
cap gain +$21,651
Max even-money escape in the band~$19431 Jul 202616d left+$0.65/sh+$452
cycle +$1,397
[-$1,064…+$1,194] · 56% credit
82%
surv 76%
-$23,385 NOT
cap gain +$28,967
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-$0.76/sh-$531
cycle +$414
[-$2,292…+$159] · 29% credit
84%
surv 80%
-$20,768 NOT
cap gain +$31,584
budget: banked $945 debit $531 (56% used ≈ 0.3 wk of income) → whole cycle still +$414 cash · rolled 7 ct earn ≈ $7,682/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 ($10,009/mo)-29%
vs normal income ($20,018/mo)35% covered
Net income (after hedge)$6,601/mo
Downside budget
⚠ $175 is $39 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,405
… as % of IC ($13,440)196.5%
… as % of ML ($137,440)19.2%
Recovery months (at normal income)1.3 mo
Surgical close (7 ct)$-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)$945$-37,607+$14,745+$735
+2.5%$179.37 (2.1σ)$-2,117$-37,520+$14,832-$2,327
+5%$183.75 (2.5σ)$-5,180$-37,432+$14,920-$5,390
SS (= V-bounce)$210.90 (5.0σ)$-24,185$-36,979+$15,373-$23,765
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (7 × $175): -$26,405
− Conservative CC assignment net of premium (1 × $210): -$377
Total Position P&L @ SS: $-37,233 (+$15,119 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-23,765, the opportunity cost of earning $7,088/mo FIGHT income now)
🎯 50% normal8 × $172.5017 Jul4d10.7%92%9%$1,376$10,320$31,881
Sell 8 × $172.50 10.7% OTM over spot $155.88 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
+$9,051
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [2.0-4.7] median, 0.3 mo faster than no FIGHT (3.2 mo)  ·  51% of paths whole by 9 mo (vs 40% without)  ·  ~4.7 challenges expected  ·  median CC cash $20,760
🛡 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)
-$3,780
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$202 @ 87% POP
84% 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: $9.11/sh now → $6.44 mid-life (likely $5.56–$10.31)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$4.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 271 simulated challenges: the $172 strike is typically first touched on day 3 of 4, at $176 (overshoots $3.41). 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+$3.99/sh+$3,195
cycle +$4,571
[+$2,509…+$4,107] · 97% credit
72%
surv 52%
-$35,811 NOT
cap gain +$16,541
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202616d left+$2.01/sh+$1,610
cycle +$2,986
[+$257…+$2,415] · 79% credit
79%
surv 71%
-$27,226 NOT
cap gain +$25,126
Up-and-out for even (raise the cap, free)~$18224 Jul 20269d left+$0.36/sh+$287
cycle +$1,663
[-$900…+$945] · 50% credit
79%
surv 69%
-$32,149 NOT
cap gain +$20,203
Max even-money escape in the band~$19231 Jul 202616d left+$0.48/sh+$382
cycle +$1,758
[-$1,217…+$1,124] · 49% credit
82%
surv 76%
-$24,854 NOT
cap gain +$27,498
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20231 Jul 202616d left-$1.64/sh-$1,314
cycle +$62
[-$3,244…-$639] · 10% credit
87%
surv 84%
-$19,350 NOT
cap gain +$33,002
budget: banked $1,376 debit $1,314 (96% used ≈ 0.6 wk of income) → whole cycle still +$62 cash · rolled 8 ct earn ≈ $7,203/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 ($10,009/mo)+3%
vs normal income ($20,018/mo)52% covered
Net income (after hedge)$9,752/mo
Downside budget
⚠ $172.50 is $42 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,881
… as % of IC ($13,440)237.2%
… as % of ML ($137,440)23.2%
Recovery months (at normal income)1.6 mo
Surgical close (8 ct)$-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 (1.5σ)$1,376$-39,006+$13,346+$1,136
+2.5%$176.81 (1.9σ)$-2,074$-39,351+$13,001-$2,314
+5%$181.12 (2.3σ)$-5,524$-39,696+$12,656-$5,764
SS (= V-bounce)$210.90 (5.0σ)$-29,344$-42,078+$10,274-$28,864
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $172.50): -$31,881
Total Position P&L @ SS: $-42,332 (+$10,020 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-28,864, the opportunity cost of earning $10,320/mo FIGHT income now)
100% normal8 × $16517 Jul4d5.9%80%41%$2,760$20,700+$10,380$36,497
Sell 8 × $165 5.9% OTM over spot $155.88 17 Jul 2026 (4d, $3.55 mid)
= $2,760 credit for the 4d cycle → $20,700/mo projected
Survival (stays ≤ $165)
80%
Breach risk
20%
POP (stays ≤ $168.55)
87%
EV / mo
+$15,451
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.8-5.1] median, 0.3 mo faster than no FIGHT (3.5 mo)  ·  73% of paths whole by 9 mo (vs 41% without)  ·  ~11.1 challenges expected  ·  median CC cash $37,394
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$2,005
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.42/sh now → $5.96 mid-life (likely $6.31–$10.72)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 812 simulated challenges: the $165 strike is typically first touched on day 3 of 4, at $168 (overshoots $3.26). 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+$3.70/sh+$2,960
cycle +$5,720
[+$1,843…+$3,362] · 95% credit
72%
surv 52%
-$40,062 NOT
cap gain +$12,290
Reliable up-and-out (highest cap still free ≥60%)~$17731 Jul 202616d left+$2.14/sh+$1,711
cycle +$4,471
[-$161…+$1,799] · 72% credit
78%
surv 69%
-$32,941 NOT
cap gain +$19,411
Up-and-out for even (raise the cap, free)~$17424 Jul 20269d left+$0.01/sh+$10
cycle +$2,770
[-$1,677…+$2] · 25% credit
80%
surv 70%
-$36,442 NOT
cap gain +$15,910
Max even-money escape in the band~$18431 Jul 202616d left+$0.00/sh+$2
cycle +$2,762
[-$2,180…-$29] · 24% credit
83%
surv 77%
-$29,250 NOT
cap gain +$23,102
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-$2.93/sh-$2,340
cycle +$420
[-$5,120…-$2,505]
90%
surv 89%
-$20,792 NOT
cap gain +$31,560
budget: banked $2,760 debit $2,340 (85% used ≈ 0.5 wk of income) → whole cycle still +$420 cash · rolled 8 ct earn ≈ $4,546/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 ($10,009/mo)+107%
vs normal income ($20,018/mo)103% covered
Net income (after hedge)$20,132/mo
Downside budget
⚠ $165 is $49 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,497
… as % of IC ($13,440)271.6%
… as % of ML ($137,440)26.6%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-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)$2,760$-43,022+$9,330+$2,520
+2.5%$169.12 (1.2σ)$-540$-43,352+$9,000-$780
+5%$173.25 (1.6σ)$-3,840$-43,682+$8,670-$4,080
SS (= V-bounce)$210.90 (5.0σ)$-33,960$-46,694+$5,658-$33,480
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $165): -$36,497
Total Position P&L @ SS: $-46,948 (+$5,404 vs today)
Do-nothing baseline at SS: $-13,468 (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] $3,265/mo

🎯 Engine pick: sell 8 × $167.50 (primary), 75% survival, breach 25%, $11,236/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 85% (breach 25% → 15%) for $4,036/mo less (36% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $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 $155.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $212.5024 Jul11d36.3%99%2%$234$637-$10,599$709
Sell 6 × $212.50 36.3% OTM over spot $155.88 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
+$588
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.5] median  ·  45% of paths whole by 9 mo (vs 46% without)  ·  ~0.3 challenges expected  ·  median CC cash $-479
🛡 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)
-$7,915
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$222 @ 76% POP
63% 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: $19.20/sh now → $13.58 mid-life → ≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$13.19/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+$1.45/sh+$869
cycle +$1,102
69%
surv 53%
-$10,920 NOT
cap gain +$41,432
Up-and-out for even (raise the cap, free)~$22231 Jul 202612d left+$0.83/sh+$497
cycle +$731
76%
surv 63%
-$6,546 NOT
cap gain +$45,806
Max even-money escape in the band~$22231 Jul 202612d left+$0.83/sh+$497
cycle +$731
76%
surv 63%
-$6,546 NOT
cap gain +$45,806
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 ($10,009/mo)-94%
vs normal income ($20,018/mo)3% covered
Net income (after hedge)$233/mo
Downside budget
⚠ $212.50 is $2 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$709
… as % of IC ($13,440)5.3%
… as % of ML ($137,440)0.5%
Recovery months (at normal income)0.0 mo
Surgical close (6 ct)$-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 (3.1σ)$234$-11,788+$40,564+$1,554
+2.5%$217.81 (3.4σ)$-2,954$-12,213+$40,139+$1,554
+5%$223.12 (3.7σ)$-6,141$-12,638+$39,714+$1,554
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (6 × $212.50): -$709
− Conservative CC assignment net of premium (2 × $210): -$754
Total Position P&L @ SS: $-11,914 (+$40,438 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: +$1,554, the opportunity cost of earning $637/mo FIGHT income now)
🛡 safe yield8 × $182.5024 Jul11d17.1%91%18%$1,496$4,080-$7,156$23,761
Sell 8 × $182.50 17.1% OTM over spot $155.88 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
+$2,981
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [1.9-5.0] median  ·  50% of paths whole by 9 mo (vs 40% without)  ·  ~2.4 challenges expected  ·  median CC cash $13,224
🛡 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)
13%
Flat exit net (mid-life)
-$6,788
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$194 @ 78% POP
69% 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: $14.64/sh now → $10.36 mid-life (likely $8.31–$13.45)≈ $0 at expiry  |  you banked $1.87/sh, so a flat mid-life exit nets -$8.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 383 simulated challenges: the $182 strike is typically first touched on day 8 of 11, at $186 (overshoots $3.95). 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+$1.23/sh+$982
cycle +$2,478
[+$264…+$2,330] · 79% credit
68%
surv 53%
-$30,704 NOT
cap gain +$21,648
Up-and-out for even (raise the cap, free)~$18931 Jul 202612d left+$0.72/sh+$576
cycle +$2,072
[-$66…+$1,603] · 74% credit
75%
surv 62%
-$26,340 NOT
cap gain +$26,012
Max even-money escape in the band~$18931 Jul 202612d left+$0.72/sh+$576
cycle +$2,072
[-$66…+$1,603] · 74% credit
75%
surv 62%
-$26,340 NOT
cap gain +$26,012
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-$1.67/sh-$1,335
cycle +$161
[-$2,255…-$431] · 17% credit
78%
surv 69%
-$24,651 NOT
cap gain +$27,701
budget: banked $1,496 debit $1,335 (89% used ≈ 1.4 wk of income) → whole cycle still +$161 cash · rolled 8 ct earn ≈ $17,372/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 ($10,009/mo)-59%
vs normal income ($20,018/mo)20% covered
Net income (after hedge)$3,512/mo
Downside budget
⚠ $182.50 is $32 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,761
… as % of IC ($13,440)176.8%
… as % of ML ($137,440)17.3%
Recovery months (at normal income)1.2 mo
Surgical close (8 ct)$-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 (1.5σ)$1,496$-31,686+$20,666+$1,256
+2.5%$187.06 (1.7σ)$-2,154$-32,051+$20,301-$2,394
+5%$191.62 (1.9σ)$-5,804$-32,416+$19,936-$6,044
SS (= V-bounce)$210.90 (3.0σ)$-21,224$-33,958+$18,394-$20,744
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $182.50): -$23,761
Total Position P&L @ SS: $-34,212 (+$18,140 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-20,744, the opportunity cost of earning $4,080/mo FIGHT income now)
33% normal ← lean8 × $17524 Jul11d12.3%85%32%$2,640$7,200-$4,036$28,617
Sell 8 × $175 12.3% OTM over spot $155.88 24 Jul 2026 (11d, $3.38 mid)
= $2,640 credit for the 11d cycle → $7,200/mo projected
Survival (stays ≤ $175)
85%
Breach risk
15%
POP (stays ≤ $178.38)
88%
EV / mo
+$4,802
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.7-5.1] median  ·  52% of paths whole by 9 mo (vs 42% without)  ·  ~4.3 challenges expected  ·  median CC cash $22,239
🛡 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)
24%
Flat exit net (mid-life)
-$5,053
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$189 @ 80% POP
73% 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: $13.59/sh now → $9.62 mid-life (likely $8.88–$13.80)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$6.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 727 simulated challenges: the $175 strike is typically first touched on day 7 of 11, at $179 (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 (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%)~$17931 Jul 202612d left+$1.27/sh+$1,019
cycle +$3,659
[+$101…+$1,515] · 78% credit
74%
surv 59%
-$31,953 NOT
cap gain +$20,399
Roll out (same strike, buy time)~$17531 Jul 202612d left+$1.17/sh+$939
cycle +$3,579
[-$219…+$1,572] · 69% credit
68%
surv 53%
-$35,003 NOT
cap gain +$17,349
Up-and-out for even (raise the cap, free)~$18231 Jul 202612d left+$0.47/sh+$374
cycle +$3,014
[-$578…+$768] · 51% credit
76%
surv 63%
-$30,798 NOT
cap gain +$21,554
Max even-money escape in the band~$18231 Jul 202612d left+$0.47/sh+$374
cycle +$3,014
[-$578…+$768] · 51% credit
76%
surv 63%
-$30,798 NOT
cap gain +$21,554
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-$2.52/sh-$2,016
cycle +$624
[-$3,407…-$1,746] · 5% credit
80%
surv 73%
-$27,788 NOT
cap gain +$24,564
budget: banked $2,640 debit $2,016 (76% used ≈ 1.2 wk of income) → whole cycle still +$624 cash · rolled 8 ct earn ≈ $14,192/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 ($10,009/mo)-28%
vs normal income ($20,018/mo)36% covered
Net income (after hedge)$6,632/mo
Downside budget
⚠ $175 is $39 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,617
… as % of IC ($13,440)212.9%
… as % of ML ($137,440)20.8%
Recovery months (at normal income)1.4 mo
Surgical close (8 ct)$-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)$2,640$-35,942+$16,410+$2,400
+2.5%$179.37 (1.3σ)$-860$-36,292+$16,060-$1,100
+5%$183.75 (1.5σ)$-4,360$-36,642+$15,710-$4,600
SS (= V-bounce)$210.90 (3.0σ)$-26,080$-38,814+$13,538-$25,600
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $175): -$28,617
Total Position P&L @ SS: $-39,068 (+$13,284 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-25,600, the opportunity cost of earning $7,200/mo FIGHT income now)
🎯 50% normal8 × $167.5024 Jul11d7.5%75%41%$4,120$11,236$33,137
Sell 8 × $167.50 7.5% OTM over spot $155.88 24 Jul 2026 (11d, $5.33 mid)
= $4,120 credit for the 11d cycle → $11,236/mo projected
Survival (stays ≤ $167.50)
75%
Breach risk
25%
POP (stays ≤ $172.82)
82%
EV / mo
+$6,230
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-5.2] median, 0.2 mo faster than no FIGHT (3.3 mo)  ·  60% of paths whole by 9 mo (vs 44% without)  ·  ~7.6 challenges expected  ·  median CC cash $25,701
🛡 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)
41%
Flat exit net (mid-life)
-$3,003
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$189 @ 86% POP
82% 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: $12.59/sh now → $8.90 mid-life (likely $9.85–$14.33)≈ $0 at expiry  |  you banked $5.15/sh, so a flat mid-life exit nets -$3.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,231 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (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
Reliable up-and-out (highest cap still free ≥60%)~$16931 Jul 202612d left+$2.13/sh+$1,703
cycle +$5,823
[+$529…+$1,704] · 88% credit
72%
surv 56%
-$36,989 NOT
cap gain +$15,363
Roll out (same strike, buy time)~$16831 Jul 202612d left+$1.12/sh+$895
cycle +$5,015
[-$701…+$808] · 50% credit
68%
surv 53%
-$38,967 NOT
cap gain +$13,385
Up-and-out for even (raise the cap, free)~$17431 Jul 202612d left+$0.23/sh+$181
cycle +$4,301
[-$1,081…+$33] · 26% credit
76%
surv 63%
-$34,911 NOT
cap gain +$17,441
Max even-money escape in the band~$17431 Jul 202612d left+$0.23/sh+$181
cycle +$4,301
[-$1,081…+$33] · 26% credit
76%
surv 63%
-$34,911 NOT
cap gain +$17,441
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-$4.77/sh-$3,817
cycle +$303
[-$6,106…-$4,294]
86%
surv 82%
-$28,109 NOT
cap gain +$24,243
budget: banked $4,120 debit $3,817 (93% used ≈ 1.5 wk of income) → whole cycle still +$303 cash · rolled 8 ct earn ≈ $8,266/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$11,236/mo
vs 50% target ($10,009/mo)+12%
vs normal income ($20,018/mo)56% covered
Net income (after hedge)$10,668/mo
Downside budget
⚠ $167.50 is $47 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,137
… as % of IC ($13,440)246.6%
… as % of ML ($137,440)24.1%
Recovery months (at normal income)1.7 mo
Surgical close (8 ct)$-52,492
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)$4,120$-39,862+$12,490+$3,880
+2.5%$171.69 (≤1σ, normal week)$770$-40,197+$12,155+$530
+5%$175.88 (1.1σ)$-2,580$-40,532+$11,820-$2,820
SS (= V-bounce)$210.90 (3.0σ)$-30,600$-43,334+$9,018-$30,120
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $167.50): -$33,137
Total Position P&L @ SS: $-43,588 (+$8,764 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-30,120, the opportunity cost of earning $11,236/mo FIGHT income now)
100% normal8 × $15524 Jul11d-0.6%50%99+%$8,040$21,927+$10,691$39,217
Sell 8 × $155 0.6% ITM over spot $155.88 24 Jul 2026 (11d, $10.90 mid)
= $8,040 credit for the 11d cycle → $21,927/mo projected
Survival (stays ≤ $155)
50%
Breach risk
50%
POP (stays ≤ $165.90)
72%
EV / mo
+$7,469
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
100%
Flat exit net (mid-life)
+$1,819
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$185 @ 92% POP
91% 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: $10.99/sh now → $7.78 mid-life → ≈ $0 at expiry  |  you banked $10.05/sh, so a flat mid-life exit nets +$2.27/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)~$15531 Jul 202612d left+$1.03/sh+$824
cycle +$8,864
68%
surv 53%
-$43,488 NOT
cap gain +$8,864
Up-and-out for even (raise the cap, free)~$16031 Jul 202612d left+$0.29/sh+$228
cycle +$8,268
75%
surv 62%
-$41,114 NOT
cap gain +$11,238
Max even-money escape in the band~$16031 Jul 202612d left+$0.29/sh+$228
cycle +$8,268
75%
surv 62%
-$41,114 NOT
cap gain +$11,238
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18531 Jul 202612d left-$5.96/sh-$4,769
cycle +$3,271
92%
surv 91%
-$28,111 NOT
cap gain +$24,241
budget: banked $8,040 debit $4,769 (59% used ≈ 0.9 wk of income) → whole cycle still +$3,271 cash · rolled 8 ct earn ≈ $3,631/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$21,927/mo
vs 50% target ($10,009/mo)+119%
vs normal income ($20,018/mo)110% covered
Net income (after hedge)$21,359/mo
Downside budget
⚠ $155 is $59 below CC-SS $214.07: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,217
… as % of IC ($13,440)291.8%
… as % of ML ($137,440)28.5%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-53,032
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.51/sh (~25% of the $10.05 collected) or spot ≥ $165.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $155)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $153.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$153-165.90
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
≥ $165.90
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$155.00 (≤1σ, normal week)$8,040$-44,312+$8,040+$7,800
+2.5%$158.88 (≤1σ, normal week)$4,940$-45,252+$7,100+$4,700
+5%$162.75 (≤1σ, normal week)$1,840$-45,562+$6,790+$1,600
SS (= V-bounce)$210.90 (3.0σ)$-36,680$-49,414+$2,938-$36,200
V-BOUNCE STRESS (stock → CC-SS $214.07, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$41,901
− CC assignment net of premium (8 × $155): -$39,217
Total Position P&L @ SS: $-49,668 (+$2,684 vs today)
Do-nothing baseline at SS: $-13,468 (this trade vs do-nothing: $-36,200, the opportunity cost of earning $21,927/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: +$41,901 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-13,468

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%+$9,051-$31,881237.2%$-42,332 (vs do-nothing $-28,864)
$1704d17 Jul 2026$2.207/8$11,550$11,06389%92%+$9,734-$29,310218.1%$-40,138 (vs do-nothing $-26,670)
$167.504d17 Jul 2026$2.745/8$10,275$9,95285%90%+$8,191-$21,915163.1%$-33,498 (vs do-nothing $-20,030)
$1654d17 Jul 2026$3.454/8$10,350$10,10980%87%+$7,725-$18,248135.8%$-30,208 (vs do-nothing $-16,740)
$167.5011d24 Jul 2026$5.158/8$11,236$10,66875%82%+$6,230-$33,137246.6%$-43,588 (vs do-nothing $-30,120)
$162.504d17 Jul 2026$4.304/8$12,900$12,65974%84%+$8,869-$18,908140.7%$-30,868 (vs do-nothing $-17,400)
$16511d24 Jul 2026$6.007/8$11,455$10,96870%80%+$5,939-$30,150224.3%$-40,978 (vs do-nothing $-27,510)
$167.5018d31 Jul 2026$7.658/8$10,200$9,63270%80%+$4,241-$31,137231.7%$-41,588 (vs do-nothing $-28,120)
$16518d31 Jul 2026$8.957/8$10,442$9,95566%77%+$4,355-$28,085209.0%$-38,913 (vs do-nothing $-25,445)
$1604d17 Jul 2026$5.303/8$11,925$11,76666%81%+$7,408-$14,631108.9%$-26,968 (vs do-nothing $-13,500)
$162.5011d24 Jul 2026$6.906/8$11,291$10,88666%78%+$5,391-$26,803199.4%$-38,008 (vs do-nothing $-24,540)
$162.5018d31 Jul 2026$9.957/8$11,608$11,12263%77%+$4,533-$29,135216.8%$-39,963 (vs do-nothing $-26,495)
$16011d24 Jul 2026$8.105/8$11,045$10,72261%76%+$4,965-$22,985171.0%$-34,568 (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%74%+$3,732-$25,993193.4%$-37,198 (vs do-nothing $-23,730)
$157.504d17 Jul 2026$6.453/8$14,512$14,35357%78%+$7,969-$15,036111.9%$-27,373 (vs do-nothing $-13,905)
$157.5011d24 Jul 2026$8.955/8$12,205$11,88256%74%+$4,756-$23,810177.2%$-35,393 (vs do-nothing $-21,925)
$157.5018d31 Jul 2026$11.806/8$11,800$11,39556%74%+$3,716-$26,863199.9%$-38,068 (vs do-nothing $-24,600)
$15518d31 Jul 2026$10.056/8$10,050$9,64552%71%+$784-$29,413218.8%$-40,618 (vs do-nothing $-27,150)
$15511d24 Jul 2026$10.054/8$10,964$10,72250%72%+$3,735-$19,608145.9%$-31,568 (vs do-nothing $-18,100)
$1554d17 Jul 2026$7.852/8$11,775$11,69748%76%+$5,656-$10,24476.2%$-22,958 (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 13:35