FORTRESS FIGHT: COIN-LC165 @ $157.95

BE SS: $210.90  |  CC-SS: $216.88  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

COIN-LC165 @ $157.95   UNDERWATER $52.95 (25.1% 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: $216.88 (banked floor $216.38)  |  IV: HIGH  |  Accounts: Main:1299

LC: $165 exp 2028-01-21 (entry $101.085/sh)
SP: $240 exp 2028-01-21 (entry $85.833/sh)
HP: $85 exp 2026-10-16 (entry $2.740/sh)

Economics

Max Loss$137,440(ND $16.80 + SW $155) x 800
Normal income ref$16,364/mo95% ann ROI on ML
Hedge rolling cost$500/mo
Unrealized P&L$-52,728fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,182/mo
HEDGE COVER
$500/mo
NORMAL INCOME
$16,364/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $13,440
ML VELOCITY
8.4 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $216.88 (probe: $215C 11d) brings only $327/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)
$52,272
was $52,728 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$216.88 → $216.38
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 23 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 43 · %B 47 · hist falling (nightly)
LEVELS20W MA (bounce target) $178.29 (+13%) · daily UBB $174.05 · 1-wk expected move ±$17 (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: 7 contracts at $170 / 4d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($8,182/mo); it brings $8,558/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 $16,380/mo, but breach risk rises to 28% (+11pp 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 × $200/4d (99% survival, $540/mo).
Downside anchor: the primary mortgages $31,678 (236% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 1.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-46,186 and cuts bleed by $438/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 7 × $170, 83% survival, $8,558/mo (E[net] $3,281/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 · 4d7 × $17083%$8,558$3,281
NEXT FRIDAY24 Jul 2026 · 11d8 × $167.5070%$9,273$2,195

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,281/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $170 (primary), 83% survival, breach 17%, $8,558/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 90% (breach 17% → 10%) for $2,918/mo less (34% income) buys safety you do not really need here.
COIN  spot $157.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20017 Jul4d26.6%99%2%$72$540-$8,018$13,436
Sell 8 × $200 26.6% OTM over spot $157.95 17 Jul 2026 (4d, $0.10 mid)
= $72 credit for the 4d cycle → $540/mo projected
Survival (stays ≤ $200)
99%
Breach risk
1%
POP (stays ≤ $200.10)
99%
EV / mo
+$415
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-2.8] median  ·  57% of paths whole by 9 mo (vs 57% without)  ·  ~0.5 challenges expected  ·  median CC cash $-171
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$4,552
Free roll-up
+$12/wk
Safest escape (by 31 Jul 2026)
$230 @ 83% POP
79% 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: $8.17/sh now → $5.78 mid-life → ≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$5.69/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)~$20024 Jul 20269d left+$4.73/sh+$3,782
cycle +$3,854
67%
surv 53%
-$10,559 NOT
cap gain +$42,169
Up-and-out for even (raise the cap, free)~$21224 Jul 20269d left+$0.38/sh+$307
cycle +$379
76%
surv 69%
-$3,053 NOT
cap gain +$49,675
Max even-money escape in the band~$23031 Jul 202616d left+$0.12/sh+$92
cycle +$164
83%
surv 79%
+$12,678 SAFE
cap gain +$65,406
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$540/mo
vs 50% target ($8,182/mo)-93%
vs normal income ($16,364/mo)3% covered
Net income (after hedge)$40/mo
Downside budget
⚠ $200 is $17 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,436
… as % of IC ($13,440)100.0%
… as % of ML ($137,440)9.8%
Recovery months (at normal income)0.8 mo
Surgical close (8 ct)$-52,736
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $200.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $200)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-200.10
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $200.10
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$200.00 (3.3σ)$72$-14,340+$38,388-$96
+2.5%$205.00 (3.6σ)$-3,928$-13,784+$38,944-$4,096
+5%$210.00 (4.0σ)$-7,928$-13,228+$39,500-$8,096
SS (= V-bounce)$210.90 (4.1σ)$-8,648$-13,128+$39,600-$8,096
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $200): -$13,436
Total Position P&L @ SS: $-12,462 (+$40,266 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-8,096, the opportunity cost of earning $540/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,194 (+$18,534 vs today)
33% normal8 × $17517 Jul4d10.8%90%20%$752$5,640-$2,918$32,756
Sell 8 × $175 10.8% OTM over spot $157.95 17 Jul 2026 (4d, $1.00 mid)
= $752 credit for the 4d cycle → $5,640/mo projected
Survival (stays ≤ $175)
90%
Breach risk
10%
POP (stays ≤ $176.00)
91%
EV / mo
+$3,507
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.5] median, 0.2 mo SLOWER than no FIGHT (1.9 mo): roll costs eat the credits at this rung  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~5.3 challenges expected  ·  median CC cash $16,651
🛡 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)
-$2,943
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$202 @ 84% POP
81% 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: $6.53/sh now → $4.62 mid-life (likely $4.18–$7.59)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$3.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 390 simulated challenges: the $175 strike is typically first touched on day 3 of 4, at $179 (overshoots $4.14). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17524 Jul 20269d left+$3.72/sh+$2,978
cycle +$3,730
[+$2,863…+$3,663] · 100% credit
67%
surv 52%
-$33,462 NOT
cap gain +$19,266
Reliable up-and-out (highest cap still free ≥60%)~$19231 Jul 202616d left+$1.19/sh+$950
cycle +$1,702
[-$20…+$1,499] · 74% credit
79%
surv 73%
-$19,954 NOT
cap gain +$32,774
Up-and-out for even (raise the cap, free)~$18524 Jul 20269d left+$0.17/sh+$134
cycle +$886
[-$711…+$595] · 49% credit
76%
surv 69%
-$27,604 NOT
cap gain +$25,124
Max even-money escape in the band~$19731 Jul 202616d left+$0.03/sh+$21
cycle +$773
[-$1,175…+$505] · 38% credit
81%
surv 78%
-$16,327 NOT
cap gain +$36,401
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-$0.68/sh-$542
cycle +$210
[-$1,856…-$102] · 21% credit
84%
surv 81%
-$12,334 NOT
cap gain +$40,394
budget: banked $752 debit $542 (72% used ≈ 0.4 wk of income) → whole cycle still +$210 cash · rolled 8 ct earn ≈ $5,912/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,640/mo
vs 50% target ($8,182/mo)-31%
vs normal income ($16,364/mo)34% covered
Net income (after hedge)$5,140/mo
Downside budget
⚠ $175 is $42 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,756
… as % of IC ($13,440)243.7%
… as % of ML ($137,440)23.8%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-52,776
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.94 collected) or spot ≥ $176.00 (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 $174.05 (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
$173-176.00
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
≥ $176.00
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 (1.3σ)$752$-36,440+$16,288+$584
+2.5%$179.37 (1.7σ)$-2,748$-35,954+$16,774-$2,916
+5%$183.75 (2.0σ)$-6,248$-35,467+$17,261-$6,416
SS (= V-bounce)$210.90 (4.1σ)$-27,968$-32,448+$20,280-$27,416
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $175): -$32,756
Total Position P&L @ SS: $-31,782 (+$20,946 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-27,416, the opportunity cost of earning $5,640/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,880, position total $-36,074 (+$16,654 vs today)
🎯 50% normal7 × $17017 Jul4d7.6%83%23%$1,141$8,558$31,678
Sell 7 × $170 7.6% OTM over spot $157.95 17 Jul 2026 (4d, $1.70 mid)
= $1,141 credit for the 4d cycle → $8,558/mo projected
Survival (stays ≤ $170)
83%
Breach risk
17%
POP (stays ≤ $171.70)
86%
EV / mo
+$4,128
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.0] median  ·  60% of paths whole by 9 mo (vs 51% without)  ·  ~9.6 challenges expected  ·  median CC cash $20,663
🛡 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)
23%
Flat exit net (mid-life)
-$1,940
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$202 @ 87% POP
86% 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: $6.22/sh now → $4.40 mid-life (likely $4.28–$7.48)≈ $0 at expiry  |  you banked $1.63/sh, so a flat mid-life exit nets -$2.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 685 simulated challenges: the $170 strike is typically first touched on day 3 of 4, at $174 (overshoots $3.68). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17024 Jul 20269d left+$3.54/sh+$2,475
cycle +$3,616
[+$2,092…+$3,013] · 100% credit
67%
surv 52%
-$38,111 NOT
cap gain +$14,617
Reliable up-and-out (highest cap still free ≥60%)~$18731 Jul 202616d left+$0.92/sh+$643
cycle +$1,784
[-$313…+$990] · 64% credit
79%
surv 74%
-$24,407 NOT
cap gain +$28,321
Max even-money escape in the band~$19031 Jul 202616d left+$0.34/sh+$241
cycle +$1,382
[-$791…+$556] · 46% credit
81%
surv 76%
-$22,531 NOT
cap gain +$30,197
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$18024 Jul 20269d left+$0.01/sh+$8
cycle +$1,149
[-$815…+$302] · 35% credit
76%
surv 70%
-$31,876 NOT
cap gain +$20,852
Safety roll (pay small debit, max POP)~$20231 Jul 202616d left-$1.62/sh-$1,136
cycle +$5
[-$2,528…-$940] · 1% credit
87%
surv 86%
-$12,518 NOT
cap gain +$40,210
budget: banked $1,141 debit $1,136 (100% used ≈ 0.6 wk of income) → whole cycle still +$5 cash · rolled 7 ct earn ≈ $3,647/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,558/mo
vs 50% target ($8,182/mo)+5%
vs normal income ($16,364/mo)52% covered
Net income (after hedge)$8,115/mo
Downside budget
⚠ $170 is $47 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,678
… as % of IC ($13,440)235.7%
… as % of ML ($137,440)23.0%
Recovery months (at normal income)1.9 mo
Surgical close (7 ct)$-46,186
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 ≥ $171.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-171.70
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
≥ $171.70
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$1,141$-40,586+$12,142+$994
+2.5%$174.25 (1.3σ)$-1,834$-39,688+$13,040-$1,981
+5%$178.50 (1.6σ)$-4,809$-38,791+$13,937-$4,956
SS (= V-bounce)$210.90 (4.1σ)$-27,489$-32,038+$20,690-$27,006
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (7 × $170): -$31,678
− Conservative CC assignment net of premium (1 × $210): -$667
Total Position P&L @ SS: $-31,372 (+$21,356 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-27,006, the opportunity cost of earning $8,558/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,662, position total $-38,835 (+$13,893 vs today)
100% normal8 × $16517 Jul4d4.5%72%58%$2,184$16,380+$7,823$39,324
Sell 8 × $165 4.5% OTM over spot $157.95 17 Jul 2026 (4d, $2.81 mid)
= $2,184 credit for the 4d cycle → $16,380/mo projected
Survival (stays ≤ $165)
72%
Breach risk
28%
POP (stays ≤ $167.81)
78%
EV / mo
+$5,583
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.3] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  69% of paths whole by 9 mo (vs 52% without)  ·  ~16.5 challenges expected  ·  median CC cash $26,841
🛡 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)
-$1,168
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$202 @ 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: $5.92/sh now → $4.19 mid-life (likely $4.86–$8.07)≈ $0 at expiry  |  you banked $2.73/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,224 simulated challenges: the $165 strike is typically first touched on day 2 of 4, at $169 (overshoots $4.06). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16524 Jul 20269d left+$3.35/sh+$2,683
cycle +$4,867
[+$2,123…+$2,898] · 100% credit
67%
surv 52%
-$41,437 NOT
cap gain +$11,291
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202616d left+$1.32/sh+$1,055
cycle +$3,239
[-$286…+$942] · 66% credit
78%
surv 72%
-$29,807 NOT
cap gain +$22,921
Up-and-out for even (raise the cap, free)~$17224 Jul 20269d left+$0.61/sh+$487
cycle +$2,671
[-$566…+$409] · 42% credit
74%
surv 66%
-$37,209 NOT
cap gain +$15,519
Max even-money escape in the band~$18531 Jul 202616d left+$0.11/sh+$85
cycle +$2,269
[-$1,488…-$86] · 22% credit
81%
surv 77%
-$26,221 NOT
cap gain +$26,507
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-$2.31/sh-$1,850
cycle +$334
[-$4,100…-$2,211]
90%
surv 89%
-$12,210 NOT
cap gain +$40,518
budget: banked $2,184 debit $1,850 (85% used ≈ 0.5 wk of income) → whole cycle still +$334 cash · rolled 8 ct earn ≈ $2,815/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$16,380/mo
vs 50% target ($8,182/mo)+100%
vs normal income ($16,364/mo)100% covered
Net income (after hedge)$15,880/mo
Downside budget
⚠ $165 is $52 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,324
… as % of IC ($13,440)292.6%
… as % of ML ($137,440)28.6%
Recovery months (at normal income)2.4 mo
Surgical close (8 ct)$-52,792
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.68/sh (~25% of the $2.73 collected) or spot ≥ $167.81 (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 $174.05 (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
$163-167.81
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
≥ $167.81
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)$2,184$-44,120+$8,608+$2,016
+2.5%$169.12 (≤1σ, normal week)$-1,116$-43,661+$9,067-$1,284
+5%$173.25 (1.2σ)$-4,416$-43,203+$9,525-$4,584
SS (= V-bounce)$210.90 (4.1σ)$-34,536$-39,016+$13,712-$33,984
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $165): -$39,324
Total Position P&L @ SS: $-38,350 (+$14,378 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-33,984, the opportunity cost of earning $16,380/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,448, position total $-42,642 (+$10,086 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] $2,195/mo

🎯 Engine pick: sell 8 × $167.50 (primary), 70% survival, breach 30%, $9,273/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 80% (breach 30% → 20%) for $3,513/mo less (38% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $157.95 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $20524 Jul11d29.8%97%7%$210$573-$8,700$6,921
Sell 6 × $205 29.8% OTM over spot $157.95 24 Jul 2026 (11d, $0.43 mid)
= $210 credit for the 11d cycle → $573/mo projected
Survival (stays ≤ $205)
97%
Breach risk
3%
POP (stays ≤ $205.44)
97%
EV / mo
+$307
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.6] median  ·  51% of paths whole by 9 mo (vs 51% without)  ·  ~0.7 challenges expected  ·  median CC cash $92
🛡 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)
2%
Flat exit net (mid-life)
-$5,289
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$217 @ 75% POP
66% 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: $12.95/sh now → $9.16 mid-life (likely $5.72–$9.52)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$8.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 62 simulated challenges: the $205 strike is typically first touched on day 9 of 11, at $209 (overshoots $4.39). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20531 Jul 202612d left+$4.37/sh+$2,624
cycle +$2,834
[+$3,080…+$4,069] · 100% credit
68%
surv 53%
-$6,980 NOT
cap gain +$45,748
Up-and-out for even (raise the cap, free)~$21531 Jul 202612d left+$0.30/sh+$180
cycle +$390
[+$271…+$1,413] · 89% credit
73%
surv 64%
-$1,632 NOT
cap gain +$51,096
Max even-money escape in the band~$21531 Jul 202612d left+$0.30/sh+$180
cycle +$390
[+$271…+$1,413] · 89% credit
73%
surv 64%
-$1,632 NOT
cap gain +$51,096
reaches SS ✓
Safety roll (pay small debit, max POP)~$21731 Jul 202612d left-$0.24/sh-$144
cycle +$66
[-$128…+$1,012] · 66% credit
75%
surv 66%
-$178 NOT
cap gain +$52,550
budget: banked $210 debit $144 (68% used ≈ 1.1 wk of income) → whole cycle still +$66 cash · rolled 6 ct earn ≈ $13,388/mo while parked; 2 ct free to re-sell · clears 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$573/mo
vs 50% target ($8,182/mo)-93%
vs normal income ($16,364/mo)3% covered
Net income (after hedge)$187/mo
Downside budget
⚠ $205 is $12 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,921
… as % of IC ($13,440)51.5%
… as % of ML ($137,440)5.0%
Recovery months (at normal income)0.4 mo
Surgical close (6 ct)$-39,597
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $205.44 (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 $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $202.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$203-205.44
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
≥ $205.44
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 (2.2σ)$210$-9,604+$43,124+$84
+2.5%$210.12 (2.4σ)$-2,865$-8,034+$44,694-$2,916
+5%$215.25 (2.7σ)$-5,940$-7,464+$45,264-$2,916
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (6 × $205): -$6,921
− Conservative CC assignment net of premium (2 × $210): -$1,335
Total Position P&L @ SS: $-7,282 (+$45,446 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-2,916, the opportunity cost of earning $573/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,152 (+$18,576 vs today)
🛡 safe yield8 × $187.5024 Jul11d18.7%91%19%$888$2,422-$6,851$22,620
Sell 8 × $187.50 18.7% OTM over spot $157.95 24 Jul 2026 (11d, $1.20 mid)
= $888 credit for the 11d cycle → $2,422/mo projected
Survival (stays ≤ $187.50)
91%
Breach risk
9%
POP (stays ≤ $188.70)
92%
EV / mo
+$1,094
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.9] median  ·  54% of paths whole by 9 mo (vs 52% without)  ·  ~2.1 challenges expected  ·  median CC cash $5,806
🛡 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)
-$5,391
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$200 @ 76% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.09/sh now → $7.85 mid-life (likely $6.09–$9.88)≈ $0 at expiry  |  you banked $1.11/sh, so a flat mid-life exit nets -$6.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $188 strike is typically first touched on day 8 of 11, at $191 (overshoots $3.79). 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)~$18831 Jul 202612d left+$3.80/sh+$3,038
cycle +$3,926
[+$3,005…+$4,084] · 100% credit
68%
surv 53%
-$21,876 NOT
cap gain +$30,852
Up-and-out for even (raise the cap, free)~$19531 Jul 202612d left+$0.89/sh+$708
cycle +$1,596
[+$366…+$1,535] · 89% credit
72%
surv 62%
-$17,782 NOT
cap gain +$34,946
Max even-money escape in the band~$19531 Jul 202612d left+$0.89/sh+$708
cycle +$1,596
[+$366…+$1,535] · 89% credit
72%
surv 62%
-$17,782 NOT
cap gain +$34,946
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 202612d left-$0.72/sh-$580
cycle +$308
[-$1,048…+$117] · 31% credit
76%
surv 68%
-$14,514 NOT
cap gain +$38,214
budget: banked $888 debit $580 (65% used ≈ 1.0 wk of income) → whole cycle still +$308 cash · rolled 8 ct earn ≈ $14,247/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$2,422/mo
vs 50% target ($8,182/mo)-70%
vs normal income ($16,364/mo)15% covered
Net income (after hedge)$1,922/mo
Downside budget
⚠ $187.50 is $29 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,620
… as % of IC ($13,440)168.3%
… as % of ML ($137,440)16.5%
Recovery months (at normal income)1.4 mo
Surgical close (8 ct)$-52,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.11 collected) or spot ≥ $188.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $174.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.70
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
≥ $188.70
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$187.50 (1.4σ)$888$-24,914+$27,814+$720
+2.5%$192.19 (1.6σ)$-2,862$-24,393+$28,335-$3,030
+5%$196.88 (1.8σ)$-6,612$-23,872+$28,856-$6,780
SS (= V-bounce)$210.90 (2.5σ)$-17,832$-22,312+$30,416-$17,280
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $187.50): -$22,620
Total Position P&L @ SS: $-21,646 (+$31,082 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-17,280, the opportunity cost of earning $2,422/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,194 (+$18,534 vs today)
33% normal ← lean8 × $17524 Jul11d10.8%80%41%$2,112$5,760-$3,513$31,396
Sell 8 × $175 10.8% OTM over spot $157.95 24 Jul 2026 (11d, $2.84 mid)
= $2,112 credit for the 11d cycle → $5,760/mo projected
Survival (stays ≤ $175)
80%
Breach risk
20%
POP (stays ≤ $177.84)
84%
EV / mo
+$1,970
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.6] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 49% without)  ·  ~5.3 challenges expected  ·  median CC cash $13,125
🛡 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)
31%
Flat exit net (mid-life)
-$3,463
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$192 @ 80% POP
76% 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: $9.85/sh now → $6.97 mid-life (likely $7.19–$10.48)≈ $0 at expiry  |  you banked $2.64/sh, so a flat mid-life exit nets -$4.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 936 simulated challenges: the $175 strike is typically first touched on day 6 of 11, at $179 (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)~$17531 Jul 202612d left+$3.41/sh+$2,727
cycle +$4,839
[+$2,320…+$3,065] · 100% credit
68%
surv 53%
-$32,353 NOT
cap gain +$20,375
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202612d left+$1.44/sh+$1,149
cycle +$3,261
[+$543…+$1,361] · 94% credit
71%
surv 60%
-$29,785 NOT
cap gain +$22,943
Up-and-out for even (raise the cap, free)~$18231 Jul 202612d left+$0.53/sh+$423
cycle +$2,535
[-$285…+$554] · 56% credit
73%
surv 63%
-$28,233 NOT
cap gain +$24,495
Max even-money escape in the band~$18231 Jul 202612d left+$0.53/sh+$423
cycle +$2,535
[-$285…+$554] · 56% credit
73%
surv 63%
-$28,233 NOT
cap gain +$24,495
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19231 Jul 202612d left-$2.38/sh-$1,904
cycle +$208
[-$3,105…-$1,995] · 1% credit
80%
surv 76%
-$21,448 NOT
cap gain +$31,280
budget: banked $2,112 debit $1,904 (90% used ≈ 1.4 wk of income) → whole cycle still +$208 cash · rolled 8 ct earn ≈ $9,178/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,760/mo
vs 50% target ($8,182/mo)-30%
vs normal income ($16,364/mo)35% covered
Net income (after hedge)$5,260/mo
Downside budget
⚠ $175 is $42 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,396
… as % of IC ($13,440)233.6%
… as % of ML ($137,440)22.8%
Recovery months (at normal income)1.9 mo
Surgical close (8 ct)$-52,892
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.64 collected) or spot ≥ $177.84 (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 $174.05 (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
$173-177.84
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
≥ $177.84
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)$2,112$-35,080+$17,648+$1,944
+2.5%$179.37 (1.0σ)$-1,388$-34,594+$18,134-$1,556
+5%$183.75 (1.2σ)$-4,888$-34,107+$18,621-$5,056
SS (= V-bounce)$210.90 (2.5σ)$-26,608$-31,088+$21,640-$26,056
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $175): -$31,396
Total Position P&L @ SS: $-30,422 (+$22,306 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-26,056, the opportunity cost of earning $5,760/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$520, position total $-34,714 (+$18,014 vs today)
🎯 50% normal8 × $167.5024 Jul11d6.0%70%50%$3,400$9,273$36,108
Sell 8 × $167.50 6.0% OTM over spot $157.95 24 Jul 2026 (11d, $4.45 mid)
= $3,400 credit for the 11d cycle → $9,273/mo projected
Survival (stays ≤ $167.50)
70%
Breach risk
30%
POP (stays ≤ $171.95)
77%
EV / mo
+$2,221
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-3.6] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  62% of paths whole by 9 mo (vs 54% without)  ·  ~8.7 challenges expected  ·  median CC cash $15,955
🛡 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)
50%
Flat exit net (mid-life)
-$1,773
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$195 @ 88% POP
86% 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: $9.14/sh now → $6.47 mid-life (likely $7.78–$10.47)≈ $0 at expiry  |  you banked $4.25/sh, so a flat mid-life exit nets -$2.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,505 simulated challenges: the $168 strike is typically first touched on day 5 of 11, at $171 (overshoots $3.70). 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)~$16831 Jul 202612d left+$3.19/sh+$2,548
cycle +$5,948
[+$2,008…+$2,527] · 100% credit
68%
surv 53%
-$38,078 NOT
cap gain +$14,650
Reliable up-and-out (highest cap still free ≥60%)~$17231 Jul 202612d left+$1.22/sh+$979
cycle +$4,379
[+$266…+$800] · 88% credit
71%
surv 60%
-$35,501 NOT
cap gain +$17,227
Up-and-out for even (raise the cap, free)~$17531 Jul 202612d left+$0.33/sh+$262
cycle +$3,662
[-$564…+$10] · 26% credit
73%
surv 64%
-$33,940 NOT
cap gain +$18,788
Max even-money escape in the band~$17531 Jul 202612d left+$0.33/sh+$262
cycle +$3,662
[-$564…+$10] · 26% credit
73%
surv 64%
-$33,940 NOT
cap gain +$18,788
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19531 Jul 202612d left-$4.08/sh-$3,267
cycle +$133
[-$5,109…-$3,888]
88%
surv 86%
-$19,245 NOT
cap gain +$33,483
budget: banked $3,400 debit $3,267 (96% used ≈ 1.5 wk of income) → whole cycle still +$133 cash · rolled 8 ct earn ≈ $4,764/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$9,273/mo
vs 50% target ($8,182/mo)+13%
vs normal income ($16,364/mo)57% covered
Net income (after hedge)$8,773/mo
Downside budget
⚠ $167.50 is $49 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,108
… as % of IC ($13,440)268.7%
… as % of ML ($137,440)26.3%
Recovery months (at normal income)2.2 mo
Surgical close (8 ct)$-52,888
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.06/sh (~25% of the $4.25 collected) or spot ≥ $171.95 (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 $174.05 (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
$166-171.95
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
≥ $171.95
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)$3,400$-40,626+$12,102+$3,232
+2.5%$171.69 (≤1σ, normal week)$50$-40,160+$12,568-$118
+5%$175.88 (≤1σ, normal week)$-3,300$-39,695+$13,033-$3,468
SS (= V-bounce)$210.90 (2.5σ)$-31,320$-35,800+$16,928-$30,768
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $167.50): -$36,108
Total Position P&L @ SS: $-35,134 (+$17,594 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-30,768, the opportunity cost of earning $9,273/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,232, position total $-39,426 (+$13,302 vs today)
100% normal8 × $157.5024 Jul11d-0.3%52%99+%$6,360$17,345+$8,073$41,148
Sell 8 × $157.50 0.3% ITM over spot $157.95 24 Jul 2026 (11d, $8.22 mid)
= $6,360 credit for the 11d cycle → $17,345/mo projected
Survival (stays ≤ $157.50)
52%
Breach risk
48%
POP (stays ≤ $165.72)
67%
EV / mo
+$2,266
🛡 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)
+$1,701
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$188 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.23/sh now → $5.82 mid-life → ≈ $0 at expiry  |  you banked $7.95/sh, so a flat mid-life exit nets +$2.13/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)~$15831 Jul 202612d left+$2.90/sh+$2,318
cycle +$8,678
67%
surv 53%
-$44,050 NOT
cap gain +$8,678
Up-and-out for even (raise the cap, free)~$16231 Jul 202612d left+$0.79/sh+$628
cycle +$6,988
72%
surv 61%
-$41,594 NOT
cap gain +$11,134
Max even-money escape in the band~$16231 Jul 202612d left+$0.79/sh+$628
cycle +$6,988
72%
surv 61%
-$41,594 NOT
cap gain +$11,134
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-$4.40/sh-$3,523
cycle +$2,837
91%
surv 90%
-$22,965 NOT
cap gain +$29,763
budget: banked $6,360 debit $3,523 (55% used ≈ 0.9 wk of income) → whole cycle still +$2,837 cash · rolled 8 ct earn ≈ $2,840/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$17,345/mo
vs 50% target ($8,182/mo)+112%
vs normal income ($16,364/mo)106% covered
Net income (after hedge)$16,845/mo
Downside budget
⚠ $157.50 is $59 below CC-SS $216.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,148
… as % of IC ($13,440)306.2%
… as % of ML ($137,440)29.9%
Recovery months (at normal income)2.5 mo
Surgical close (8 ct)$-52,948
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.99/sh (~25% of the $7.95 collected) or spot ≥ $165.72 (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 $174.05 (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
$156-165.72
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
≥ $165.72
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)$6,360$-46,368+$6,360+$6,192
+2.5%$161.44 (≤1σ, normal week)$3,210$-46,340+$6,388+$3,042
+5%$165.38 (≤1σ, normal week)$60$-45,902+$6,826-$108
SS (= V-bounce)$210.90 (2.5σ)$-36,360$-40,840+$11,888-$35,808
V-BOUNCE STRESS (stock → CC-SS $216.88, where you are whole again, by expiry)
Starting unrealized P&L: $-52,728
+ Fortress recovery (un-capped): +$53,701
− CC assignment net of premium (8 × $157.50): -$41,148
Total Position P&L @ SS: $-40,174 (+$12,554 vs today)
Do-nothing baseline at SS: $-4,366 (this trade vs do-nothing: $-35,808, the opportunity cost of earning $17,345/mo FIGHT income now)
BB-reversion stress (→ $178.29 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,272, position total $-44,466 (+$8,262 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COIN are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 19 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.139 (IBKR)  |  Recovery@SS: +$53,701 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,366

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1704d17 Jul 2026$1.637/8$8,558$8,11583%86%+$4,128-$31,678235.7%$-31,372 (vs do-nothing $-27,006)
$167.504d17 Jul 2026$2.116/8$9,495$9,10978%82%+$3,875-$28,365211.0%$-28,726 (vs do-nothing $-24,360)
$1654d17 Jul 2026$2.734/8$8,190$7,91972%78%+$2,791-$19,662146.3%$-21,358 (vs do-nothing $-16,992)
$167.5011d24 Jul 2026$4.258/8$9,273$8,77370%77%+$2,221-$36,108268.7%$-35,134 (vs do-nothing $-30,768)
$167.5018d31 Jul 2026$6.658/8$8,867$8,36666%75%+$1,510-$34,188254.4%$-33,214 (vs do-nothing $-28,848)
$16511d24 Jul 2026$5.007/8$9,545$9,10366%74%+$2,015-$32,819244.2%$-32,513 (vs do-nothing $-28,147)
$162.504d17 Jul 2026$3.504/8$10,500$10,22965%74%+$2,926-$20,354151.4%$-22,050 (vs do-nothing $-17,684)
$16518d31 Jul 2026$7.657/8$8,925$8,48263%73%+$1,501-$30,964230.4%$-30,658 (vs do-nothing $-26,292)
$162.5011d24 Jul 2026$5.806/8$9,491$9,10561%72%+$1,657-$29,151216.9%$-29,512 (vs do-nothing $-25,146)
$162.5018d31 Jul 2026$8.556/8$8,550$8,16460%71%+$1,253-$27,501204.6%$-27,862 (vs do-nothing $-23,496)
$1604d17 Jul 2026$4.303/8$9,675$9,46158%70%+$1,727-$15,775117.4%$-18,139 (vs do-nothing $-13,773)
$16011d24 Jul 2026$6.805/8$9,273$8,94457%70%+$1,400-$25,042186.3%$-26,071 (vs do-nothing $-21,705)
$16018d31 Jul 2026$9.656/8$9,650$9,26456%70%+$1,312-$28,341210.9%$-28,702 (vs do-nothing $-24,336)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$157.5018d31 Jul 2026$10.705/8$8,917$8,58853%68%+$1,008-$24,342181.1%$-25,371 (vs do-nothing $-21,005)
$157.5011d24 Jul 2026$7.954/8$8,673$8,40252%67%+$1,133-$20,574153.1%$-22,270 (vs do-nothing $-17,904)
$157.504d17 Jul 2026$5.303/8$11,925$11,71150%67%+$1,591-$16,225120.7%$-18,589 (vs do-nothing $-14,223)
$15518d31 Jul 2026$11.905/8$9,917$9,58849%66%+$952-$24,992186.0%$-26,021 (vs do-nothing $-21,655)
$15511d24 Jul 2026$9.204/8$10,036$9,76546%65%+$1,082-$21,074156.8%$-22,770 (vs do-nothing $-18,404)
$1554d17 Jul 2026$6.552/8$9,825$9,66842%63%+$880-$11,06782.3%$-14,098 (vs do-nothing $-9,732)

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 22:11