FORTRESS FIGHT: COIN-LC165 @ $157.22

BE SS: $210.90  |  CC-SS: $215.79  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

COIN-LC165 @ $157.22   UNDERWATER $53.68 (25.5% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 18 days. The recommended CC (4d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-31.

8 contracts (800 sh)  |  BE SS: $210.90  |  CC-SS: $215.79 (banked floor $215.28)  |  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 $215.79 (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 (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; 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 · banked floor (info)
$215.79 → $215.28
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 20 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 44 · hist falling (nightly)
LEVELS20W MA (bounce target) $179.18 (+14%) · daily UBB $174.11 · 1-wk expected move ±$15 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 8 contracts at $172.50 / 4d. This is the safest strike (survival 91%, breach 9%) 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 24% (+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 $33,253 (247% 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, 91% survival, $10,320/mo (E[net] $6,291/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 × $172.5091%$10,320$6,291
NEXT FRIDAY24 Jul 2026 · 11d7 × $167.5072%$9,832$2,501

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $6,291/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $172.50 (primary), 91% survival, breach 9%, $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 93% (breach 9% → 7%) for $3,232/mo less (31% income) buys safety you do not really need here.
COIN  spot $157.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20517 Jul4d30.4%99+%0%$80$600-$9,720$8,549
Sell 8 × $205 30.4% OTM over spot $157.22 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
+$595
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.1] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  53% of paths whole by 9 mo (vs 55% without)  ·  ~0.1 challenges expected  ·  median CC cash $-3,314
🛡 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)
-$6,338
Free roll-up
+$13/wk
Safest escape (by 31 Jul 2026)
$233 @ 83% 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: $11.34/sh now → $8.02 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$7.92/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+$5.08/sh+$4,063
cycle +$4,143
71%
surv 53%
-$4,748 NOT
cap gain +$47,604
Up-and-out for even (raise the cap, free)~$21824 Jul 20269d left+$0.65/sh+$521
cycle +$601
79%
surv 70%
+$3,335 SAFE
cap gain +$55,687
Max even-money escape in the band~$23331 Jul 202616d left+$0.82/sh+$660
cycle +$740
83%
surv 78%
+$17,117 SAFE
cap gain +$69,469
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 $11 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,549
… as % of IC ($13,440)63.6%
… as % of ML ($137,440)6.2%
Recovery months (at normal income)0.4 mo
Surgical close (8 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $202.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$203-205.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $205.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (4.3σ)$80$-8,811+$43,541-$160
+2.5%$210.12 (4.7σ)$-4,020$-8,250+$44,102-$4,160
+5%$215.25 (5.2σ)$-8,120$-7,688+$44,664-$4,160
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $205): -$8,549
Total Position P&L @ SS: $-7,629 (+$44,723 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-4,160, the opportunity cost of earning $600/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-32,377 (+$19,975 vs today)
33% normal7 × $17517 Jul4d11.3%93%14%$945$7,088-$3,232$27,605
Sell 7 × $175 11.3% OTM over spot $157.22 17 Jul 2026 (4d, $1.39 mid)
= $945 credit for the 4d cycle → $7,088/mo projected
Survival (stays ≤ $175)
93%
Breach risk
7%
POP (stays ≤ $176.39)
95%
EV / mo
+$6,136
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-5.1] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  51% of paths whole by 9 mo (vs 45% without)  ·  ~3.9 challenges expected  ·  median CC cash $15,237
🛡 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)
6%
Flat exit net (mid-life)
-$3,285
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.54/sh now → $6.04 mid-life (likely $4.97–$9.47)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$4.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 180 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $178 (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)~$17524 Jul 20269d left+$3.86/sh+$2,699
cycle +$3,644
[+$2,267…+$3,489] · 96% credit
70%
surv 52%
-$32,505 NOT
cap gain +$19,847
Up-and-out for even (raise the cap, free)~$18324 Jul 20269d left+$0.81/sh+$566
cycle +$1,511
[-$230…+$1,199] · 67% credit
77%
surv 67%
-$27,562 NOT
cap gain +$24,790
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202616d left+$0.94/sh+$656
cycle +$1,601
[-$428…+$1,368] · 66% credit
81%
surv 74%
-$18,376 NOT
cap gain +$33,976
Max even-money escape in the band~$19531 Jul 202616d left+$0.16/sh+$114
cycle +$1,059
[-$1,088…+$806] · 49% credit
82%
surv 77%
-$16,643 NOT
cap gain +$35,709
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$1.18/sh-$827
cycle +$118
[-$2,220…-$159] · 21% credit
86%
surv 83%
-$10,763 NOT
cap gain +$41,589
budget: banked $945 debit $827 (88% used ≈ 0.5 wk of income) → whole cycle still +$118 cash · rolled 7 ct earn ≈ $6,381/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 $41 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,605
… as % of IC ($13,440)205.4%
… as % of ML ($137,440)20.1%
Recovery months (at normal income)1.4 mo
Surgical close (7 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-176.39
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $176.39
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.6σ)$945$-35,204+$17,148+$735
+2.5%$179.37 (2.0σ)$-2,117$-34,287+$18,065-$2,327
+5%$183.75 (2.4σ)$-5,180$-33,370+$18,982-$5,390
SS (= V-bounce)$210.90 (4.8σ)$-24,185$-27,770+$24,582-$23,765
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (7 × $175): -$27,605
− Conservative CC assignment net of premium (1 × $210): -$549
Total Position P&L @ SS: $-27,234 (+$25,118 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-23,765, the opportunity cost of earning $7,088/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,981, position total $-34,328 (+$18,024 vs today)
🎯 50% normal8 × $172.5017 Jul4d9.7%91%11%$1,376$10,320$33,253
Sell 8 × $172.50 9.7% OTM over spot $157.22 17 Jul 2026 (4d, $1.84 mid)
= $1,376 credit for the 4d cycle → $10,320/mo projected
Survival (stays ≤ $172.50)
91%
Breach risk
9%
POP (stays ≤ $174.34)
93%
EV / mo
+$8,554
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.6] median  ·  60% of paths whole by 9 mo (vs 47% without)  ·  ~5.2 challenges expected  ·  median CC cash $21,302
🛡 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)
11%
Flat exit net (mid-life)
-$3,336
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 86% POP
83% 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: $8.33/sh now → $5.89 mid-life (likely $5.20–$9.96)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$4.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 342 simulated challenges: the $172 strike is typically first touched on day 3 of 4, at $176 (overshoots $3.47). 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+$3.76/sh+$3,009
cycle +$4,385
[+$2,188…+$3,832] · 97% credit
70%
surv 52%
-$34,069 NOT
cap gain +$18,283
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202616d left+$2.30/sh+$1,838
cycle +$3,214
[+$416…+$2,563] · 81% credit
78%
surv 70%
-$23,614 NOT
cap gain +$28,738
Up-and-out for even (raise the cap, free)~$18024 Jul 20269d left+$0.70/sh+$560
cycle +$1,936
[-$683…+$1,155] · 57% credit
77%
surv 67%
-$29,441 NOT
cap gain +$22,911
Max even-money escape in the band~$19331 Jul 202616d left+$0.02/sh+$16
cycle +$1,392
[-$1,779…+$637] · 40% credit
82%
surv 77%
-$18,615 NOT
cap gain +$33,737
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20031 Jul 202616d left-$1.31/sh-$1,049
cycle +$327
[-$3,060…-$490] · 12% credit
86%
surv 83%
-$12,857 NOT
cap gain +$39,495
budget: banked $1,376 debit $1,049 (76% used ≈ 0.4 wk of income) → whole cycle still +$327 cash · rolled 8 ct earn ≈ $6,870/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 $43 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,253
… as % of IC ($13,440)247.4%
… as % of ML ($137,440)24.2%
Recovery months (at normal income)1.7 mo
Surgical close (8 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-174.34
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (1.4σ)$1,376$-37,077+$15,275+$1,136
+2.5%$176.81 (1.8σ)$-2,074$-36,605+$15,747-$2,314
+5%$181.12 (2.1σ)$-5,524$-36,132+$16,220-$5,764
SS (= V-bounce)$210.90 (4.8σ)$-29,344$-32,869+$19,483-$28,864
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $172.50): -$33,253
Total Position P&L @ SS: $-32,333 (+$20,019 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-28,864, the opportunity cost of earning $10,320/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,968, position total $-36,345 (+$16,007 vs today)
100% normal8 × $16517 Jul4d4.9%76%48%$2,760$20,700+$10,380$37,869
Sell 8 × $165 4.9% OTM over spot $157.22 17 Jul 2026 (4d, $3.55 mid)
= $2,760 credit for the 4d cycle → $20,700/mo projected
Survival (stays ≤ $165)
76%
Breach risk
24%
POP (stays ≤ $168.55)
85%
EV / mo
+$13,854
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.7] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  74% of paths whole by 9 mo (vs 49% without)  ·  ~12.6 challenges expected  ·  median CC cash $37,690
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
33%
Flat exit net (mid-life)
-$1,595
Free roll-up
+$8/wk
Safest escape (by 24 Jul 2026)
$188 @ 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: $7.70/sh now → $5.44 mid-life (likely $6.08–$9.92)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$1.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 986 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $168 (overshoots $3.25). 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+$3.48/sh+$2,787
cycle +$5,547
[+$1,704…+$2,905] · 95% credit
70%
surv 52%
-$39,728 NOT
cap gain +$12,624
Reliable up-and-out (highest cap still free ≥60%)~$17831 Jul 202616d left+$1.80/sh+$1,441
cycle +$4,201
[-$316…+$1,319] · 69% credit
78%
surv 71%
-$29,450 NOT
cap gain +$22,902
Up-and-out for even (raise the cap, free)~$17324 Jul 20269d left+$0.39/sh+$310
cycle +$3,070
[-$1,176…+$193] · 32% credit
78%
surv 68%
-$35,128 NOT
cap gain +$17,224
Max even-money escape in the band~$18331 Jul 202616d left+$0.33/sh+$264
cycle +$3,024
[-$1,698…+$94] · 28% credit
82%
surv 76%
-$26,079 NOT
cap gain +$26,273
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18824 Jul 20269d left-$3.19/sh-$2,551
cycle +$209
[-$4,954…-$2,916]
90%
surv 88%
-$24,345 NOT
cap gain +$28,007
budget: banked $2,760 debit $2,551 (92% used ≈ 0.5 wk of income) → whole cycle still +$209 cash · rolled 8 ct earn ≈ $6,016/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 $51 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,869
… as % of IC ($13,440)281.8%
… as % of ML ($137,440)27.6%
Recovery months (at normal income)1.9 mo
Surgical close (8 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-168.55
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$2,760$-42,515+$9,837+$2,520
+2.5%$169.12 (1.1σ)$-540$-42,063+$10,289-$780
+5%$173.25 (1.4σ)$-3,840$-41,611+$10,741-$4,080
SS (= V-bounce)$210.90 (4.8σ)$-33,960$-37,485+$14,867-$33,480
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $165): -$37,869
Total Position P&L @ SS: $-36,949 (+$15,403 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-33,480, the opportunity cost of earning $20,700/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,584, position total $-40,961 (+$11,391 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $2,501/mo

🎯 Engine pick: sell 7 × $167.50 (primary), 72% survival, breach 28%, $9,832/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 83% (breach 28% → 17%) 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 $157.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $212.5024 Jul11d35.2%99%3%$234$637-$9,194$1,738
Sell 6 × $212.50 35.2% OTM over spot $157.22 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
+$575
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.1] median  ·  56% of paths whole by 9 mo (vs 56% without)  ·  ~0.2 challenges expected  ·  median CC cash $-3
🛡 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)
-$7,197
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$220 @ 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: $17.51/sh now → $12.38 mid-life → ≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$11.99/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+$3.74/sh+$2,243
cycle +$2,476
70%
surv 53%
-$33 NOT
cap gain +$52,319
Up-and-out for even (raise the cap, free)~$22031 Jul 202612d left+$1.45/sh+$869
cycle +$1,103
75%
surv 62%
+$4,114 SAFE
cap gain +$56,466
Max even-money escape in the band~$22031 Jul 202612d left+$1.45/sh+$869
cycle +$1,103
75%
surv 62%
+$4,114 SAFE
cap gain +$56,466
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 $3 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,738
… as % of IC ($13,440)12.9%
… as % of ML ($137,440)1.3%
Recovery months (at normal income)0.1 mo
Surgical close (6 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$212.50 (3.0σ)$234$-2,276+$50,076+$1,554
+2.5%$217.81 (3.3σ)$-2,954$-1,693+$50,659+$1,554
+5%$223.12 (3.6σ)$-6,141$-1,111+$51,241+$1,554
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (6 × $212.50): -$1,738
− Conservative CC assignment net of premium (2 × $210): -$1,097
Total Position P&L @ SS: $-1,915 (+$50,437 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: +$1,554, the opportunity cost of earning $637/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-32,317 (+$20,035 vs today)
🛡 safe yield8 × $18524 Jul11d17.7%92%17%$1,304$3,556-$6,275$23,325
Sell 8 × $185 17.7% OTM over spot $157.22 24 Jul 2026 (11d, $1.80 mid)
= $1,304 credit for the 11d cycle → $3,556/mo projected
Survival (stays ≤ $185)
92%
Breach risk
8%
POP (stays ≤ $186.80)
93%
EV / mo
+$2,529
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 50% without)  ·  ~2.0 challenges expected  ·  median CC cash $9,517
🛡 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)
11%
Flat exit net (mid-life)
-$6,437
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$198 @ 78% POP
70% 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: $13.68/sh now → $9.68 mid-life (likely $7.73–$12.75)≈ $0 at expiry  |  you banked $1.63/sh, so a flat mid-life exit nets -$8.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 327 simulated challenges: the $185 strike is typically first touched on day 8 of 11, at $189 (overshoots $3.81). 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)~$18531 Jul 202612d left+$3.04/sh+$2,432
cycle +$3,736
[+$2,063…+$3,707] · 99% credit
70%
surv 53%
-$23,348 NOT
cap gain +$29,004
Up-and-out for even (raise the cap, free)~$19331 Jul 202612d left+$0.44/sh+$356
cycle +$1,660
[-$266…+$1,347] · 64% credit
75%
surv 64%
-$18,347 NOT
cap gain +$34,005
Max even-money escape in the band~$19331 Jul 202612d left+$0.44/sh+$356
cycle +$1,660
[-$266…+$1,347] · 64% credit
75%
surv 64%
-$18,347 NOT
cap gain +$34,005
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19831 Jul 202612d left-$1.58/sh-$1,267
cycle +$37
[-$2,156…-$448] · 17% credit
78%
surv 70%
-$15,422 NOT
cap gain +$36,930
budget: banked $1,304 debit $1,267 (97% used ≈ 1.5 wk of income) → whole cycle still +$37 cash · rolled 8 ct earn ≈ $16,185/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,556/mo
vs 50% target ($9,764/mo)-64%
vs normal income ($19,527/mo)18% covered
Net income (after hedge)$2,988/mo
Downside budget
⚠ $185 is $31 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,325
… as % of IC ($13,440)173.5%
… as % of ML ($137,440)17.0%
Recovery months (at normal income)1.2 mo
Surgical close (8 ct)$-52,488
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.63 collected) or spot ≥ $186.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-186.80
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
≥ $186.80
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (1.5σ)$1,304$-25,779+$26,573+$1,064
+2.5%$189.62 (1.7σ)$-2,396$-25,272+$27,080-$2,636
+5%$194.25 (2.0σ)$-6,096$-24,766+$27,586-$6,336
SS (= V-bounce)$210.90 (2.9σ)$-19,416$-22,941+$29,411-$18,936
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $185): -$23,325
Total Position P&L @ SS: $-22,405 (+$29,947 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-18,936, the opportunity cost of earning $3,556/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-32,377 (+$19,975 vs today)
33% normal ← lean8 × $17524 Jul11d11.3%83%35%$2,640$7,200-$2,632$29,989
Sell 8 × $175 11.3% OTM over spot $157.22 24 Jul 2026 (11d, $3.38 mid)
= $2,640 credit for the 11d cycle → $7,200/mo projected
Survival (stays ≤ $175)
83%
Breach risk
17%
POP (stays ≤ $178.38)
87%
EV / mo
+$4,361
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-4.4] median  ·  60% of paths whole by 9 mo (vs 49% without)  ·  ~4.3 challenges expected  ·  median CC cash $18,863
🛡 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)
-$4,379
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$188 @ 79% POP
71% 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: $12.40/sh now → $8.77 mid-life (likely $8.50–$13.01)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$5.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 817 simulated challenges: the $175 strike is typically first touched on day 7 of 11, at $179 (overshoots $3.84). 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+$2.80/sh+$2,241
cycle +$4,881
[+$1,431…+$2,797] · 98% credit
69%
surv 53%
-$31,298 NOT
cap gain +$21,054
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202612d left+$1.13/sh+$901
cycle +$3,541
[+$38…+$1,272] · 77% credit
74%
surv 61%
-$27,836 NOT
cap gain +$24,516
Up-and-out for even (raise the cap, free)~$18331 Jul 202612d left+$0.12/sh+$93
cycle +$2,733
[-$884…+$395] · 36% credit
76%
surv 64%
-$26,369 NOT
cap gain +$25,983
Max even-money escape in the band~$18331 Jul 202612d left+$0.12/sh+$93
cycle +$2,733
[-$884…+$395] · 36% credit
76%
surv 64%
-$26,369 NOT
cap gain +$25,983
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18831 Jul 202612d left-$1.85/sh-$1,479
cycle +$1,161
[-$2,762…-$1,325] · 6% credit
79%
surv 71%
-$23,394 NOT
cap gain +$28,958
budget: banked $2,640 debit $1,479 (56% used ≈ 0.9 wk of income) → whole cycle still +$1,161 cash · rolled 8 ct earn ≈ $13,850/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 $41 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,989
… as % of IC ($13,440)223.1%
… as % of ML ($137,440)21.8%
Recovery months (at normal income)1.5 mo
Surgical close (8 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$2,640$-33,539+$18,813+$2,400
+2.5%$179.37 (1.2σ)$-860$-33,060+$19,292-$1,100
+5%$183.75 (1.4σ)$-4,360$-32,580+$19,772-$4,600
SS (= V-bounce)$210.90 (2.9σ)$-26,080$-29,605+$22,747-$25,600
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $175): -$29,989
Total Position P&L @ SS: $-29,069 (+$23,283 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-25,600, the opportunity cost of earning $7,200/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$704, position total $-33,081 (+$19,271 vs today)
🎯 50% normal7 × $167.5024 Jul11d6.5%72%47%$3,605$9,832$30,195
Sell 7 × $167.50 6.5% OTM over spot $157.22 24 Jul 2026 (11d, $5.33 mid)
= $3,605 credit for the 11d cycle → $9,832/mo projected
Survival (stays ≤ $167.50)
72%
Breach risk
28%
POP (stays ≤ $172.82)
80%
EV / mo
+$4,761
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.1] median  ·  58% of paths whole by 9 mo (vs 47% without)  ·  ~8.1 challenges expected  ·  median CC cash $20,422
🛡 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)
47%
Flat exit net (mid-life)
-$2,082
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$190 @ 86% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.49/sh now → $8.12 mid-life (likely $9.22–$12.93)≈ $0 at expiry  |  you banked $5.15/sh, so a flat mid-life exit nets -$2.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,418 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (overshoots $3.40). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16831 Jul 202612d left+$2.63/sh+$1,840
cycle +$5,445
[+$970…+$1,824] · 97% credit
69%
surv 53%
-$37,527 NOT
cap gain +$14,825
Reliable up-and-out (highest cap still free ≥60%)~$17031 Jul 202612d left+$1.72/sh+$1,206
cycle +$4,811
[+$339…+$1,141] · 88% credit
72%
surv 57%
-$35,632 NOT
cap gain +$16,720
Up-and-out for even (raise the cap, free)~$17331 Jul 202612d left+$0.89/sh+$622
cycle +$4,227
[-$271…+$497] · 53% credit
74%
surv 61%
-$33,942 NOT
cap gain +$18,410
Max even-money escape in the band~$17331 Jul 202612d left+$0.89/sh+$622
cycle +$4,227
[-$271…+$497] · 53% credit
74%
surv 61%
-$33,942 NOT
cap gain +$18,410
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19031 Jul 202612d left-$4.61/sh-$3,226
cycle +$379
[-$5,018…-$3,742]
86%
surv 83%
-$21,871 NOT
cap gain +$30,481
budget: banked $3,605 debit $3,226 (89% used ≈ 1.4 wk of income) → whole cycle still +$379 cash · rolled 7 ct earn ≈ $6,153/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 $48 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,195
… as % of IC ($13,440)224.7%
… as % of ML ($137,440)22.0%
Recovery months (at normal income)1.5 mo
Surgical close (7 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$3,605$-39,366+$12,986+$3,395
+2.5%$171.69 (≤1σ, normal week)$674$-38,489+$13,863+$464
+5%$175.88 (1.0σ)$-2,258$-37,611+$14,741-$2,468
SS (= V-bounce)$210.90 (2.9σ)$-26,775$-30,360+$21,992-$26,355
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (7 × $167.50): -$30,195
− Conservative CC assignment net of premium (1 × $210): -$549
Total Position P&L @ SS: $-29,824 (+$22,528 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-26,355, the opportunity cost of earning $9,832/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,571, position total $-36,918 (+$15,434 vs today)
100% normal8 × $157.5024 Jul11d0.2%53%99%$7,160$19,527+$9,695$39,469
Sell 8 × $157.50 0.2% OTM over spot $157.22 24 Jul 2026 (11d, $9.52 mid)
= $7,160 credit for the 11d cycle → $19,527/mo projected
Survival (stays ≤ $157.50)
53%
Breach risk
47%
POP (stays ≤ $167.03)
72%
EV / mo
+$6,155
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-3.9] median, 0.3 mo faster than no FIGHT (2.4 mo)  ·  62% of paths whole by 9 mo (vs 49% without)  ·  ~25.0 challenges expected  ·  median CC cash $25,348
🛡 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)
82%
Flat exit net (mid-life)
+$1,322
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$185 @ 91% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.32/sh now → $7.30 mid-life (likely $10.29–$14.39)≈ $0 at expiry  |  you banked $8.95/sh, so a flat mid-life exit nets +$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,445 simulated challenges: the $158 strike is typically first touched on day 2 of 11, at $162 (overshoots $4.03). 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)~$15831 Jul 202612d left+$2.40/sh+$1,924
cycle +$9,084
[+$454…+$1,158] · 88% credit
69%
surv 53%
-$43,013 NOT
cap gain +$9,339
Reliable up-and-out (highest cap still free ≥60%)~$16031 Jul 202612d left+$1.45/sh+$1,159
cycle +$8,319
[-$310…+$438] · 61% credit
72%
surv 58%
-$41,249 NOT
cap gain +$11,103
Up-and-out for even (raise the cap, free)~$16331 Jul 202612d left+$0.59/sh+$469
cycle +$7,629
[-$1,043…-$235] · 12% credit
74%
surv 62%
-$39,665 NOT
cap gain +$12,687
Max even-money escape in the band~$16331 Jul 202612d left+$0.59/sh+$469
cycle +$7,629
[-$1,043…-$235] · 12% credit
74%
surv 62%
-$39,665 NOT
cap gain +$12,687
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-$5.22/sh-$4,172
cycle +$2,988
[-$7,424…-$5,502]
91%
surv 89%
-$23,841 NOT
cap gain +$28,511
budget: banked $7,160 debit $4,172 (58% used ≈ 0.9 wk of income) → whole cycle still +$2,988 cash · rolled 8 ct earn ≈ $4,164/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 $58 below CC-SS $215.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,469
… as % of IC ($13,440)293.7%
… as % of ML ($137,440)28.7%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-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. Momentum override: two daily closes above $174.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$7,160$-44,937+$7,415+$6,920
+2.5%$161.44 (≤1σ, normal week)$4,010$-44,506+$7,846+$3,770
+5%$165.38 (≤1σ, normal week)$860$-44,074+$8,278+$620
SS (= V-bounce)$210.90 (2.9σ)$-35,560$-39,085+$13,267-$35,080
V-BOUNCE STRESS (stock → CC-SS $215.79, where you are whole again, by expiry)
Starting unrealized P&L: $-52,352
+ Fortress recovery (un-capped): +$53,272
− CC assignment net of premium (8 × $157.50): -$39,469
Total Position P&L @ SS: $-38,549 (+$13,803 vs today)
Do-nothing baseline at SS: $-3,469 (this trade vs do-nothing: $-35,080, the opportunity cost of earning $19,527/mo FIGHT income now)
BB-reversion stress (→ $179.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,184, position total $-42,561 (+$9,791 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (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: 1.137 (IBKR)  |  Recovery@SS: +$53,272 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,469

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.504d17 Jul 2026$1.728/8$10,320$9,75291%93%+$8,554-$33,253247.4%$-32,333 (vs do-nothing $-28,864)
$1704d17 Jul 2026$2.206/8$9,900$9,49587%91%+$7,779-$26,152194.6%$-26,329 (vs do-nothing $-22,860)
$167.504d17 Jul 2026$2.745/8$10,275$9,95282%88%+$7,495-$22,773169.4%$-23,499 (vs do-nothing $-20,030)
$1654d17 Jul 2026$3.454/8$10,350$10,10976%85%+$6,927-$18,934140.9%$-20,209 (vs do-nothing $-16,740)
$167.5011d24 Jul 2026$5.157/8$9,832$9,34572%80%+$4,761-$30,195224.7%$-29,824 (vs do-nothing $-26,355)
$162.504d17 Jul 2026$4.304/8$12,900$12,65969%81%+$7,761-$19,594145.8%$-20,869 (vs do-nothing $-17,400)
$16511d24 Jul 2026$6.006/8$9,818$9,41368%78%+$4,389-$26,872199.9%$-27,049 (vs do-nothing $-23,580)
$167.5018d31 Jul 2026$7.658/8$10,200$9,63268%79%+$3,627-$32,509241.9%$-31,589 (vs do-nothing $-28,120)
$16518d31 Jul 2026$8.957/8$10,442$9,95565%76%+$3,756-$29,285217.9%$-28,914 (vs do-nothing $-25,445)
$162.5011d24 Jul 2026$6.906/8$11,291$10,88663%76%+$4,568-$27,832207.1%$-28,009 (vs do-nothing $-24,540)
$1604d17 Jul 2026$5.303/8$11,925$11,76661%78%+$6,298-$15,146112.7%$-16,969 (vs do-nothing $-13,500)
$162.5018d31 Jul 2026$9.956/8$9,950$9,54561%75%+$3,316-$26,002193.5%$-26,179 (vs do-nothing $-22,710)
$16011d24 Jul 2026$8.105/8$11,045$10,72258%74%+$4,170-$23,843177.4%$-24,569 (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$10,34557%72%+$3,104-$27,022201.1%$-27,199 (vs do-nothing $-23,730)
$157.5018d31 Jul 2026$11.805/8$9,833$9,51054%73%+$2,523-$23,243172.9%$-23,969 (vs do-nothing $-20,500)
$157.5011d24 Jul 2026$8.954/8$9,764$9,52253%72%+$3,078-$19,734146.8%$-21,009 (vs do-nothing $-17,540)
$157.504d17 Jul 2026$6.453/8$14,512$14,35352%75%+$6,545-$15,551115.7%$-17,374 (vs do-nothing $-13,905)
$15518d31 Jul 2026$10.056/8$10,050$9,64550%70%+$36-$30,442226.5%$-30,619 (vs do-nothing $-27,150)
$15511d24 Jul 2026$10.054/8$10,964$10,72248%70%+$2,914-$20,294151.0%$-21,569 (vs do-nothing $-18,100)
$1554d17 Jul 2026$7.852/8$11,775$11,69743%72%+$4,488-$10,58778.8%$-12,959 (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 19:31