FORTRESS FIGHT: COIN-LC165 @ $155.88

BE SS: $210.90  |  CC-SS: $216.00  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 03:38

COIN-LC165 @ $155.88   UNDERWATER $55.02 (26.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 17 days. The recommended CC (3d) 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: $216.00 (banked floor $215.49)  |  IV: HIGH  |  Accounts: Main:1299

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

Economics

Max Loss$137,440(ND $16.80 + SW $155) x 800
Normal income ref$14,640/mo95% ann ROI on ML
Hedge rolling cost$483/mo
Unrealized P&L$-53,852fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,320/mo
HEDGE COVER
$483/mo
NORMAL INCOME
$14,640/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $13,440
ML VELOCITY
9.4 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $216.00 (probe: $215C 17d) brings only $1,002/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)
$53,396
was $53,852 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$216.00 → $215.49
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 20 (live) · RSI 40 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 42 · %B 40 · hist falling (nightly)
LEVELS20W MA (bounce target) $178.18 (+14%) · daily UBB $173.95 · 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: 8 contracts at $172.50 / 3d. This is the safest strike (survival 91%, breach 9%) that still earns 50% of normal income ($7,320/mo); it brings $7,760/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 7 × $165/3d for $15,610/mo, but breach risk rises to 21% (+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 6 × $195/3d (99% survival, $540/mo).
Downside anchor: the primary mortgages $34,021 (253% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-53,884 and cuts bleed by $483/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 (3d) · sell 8 × $172.50, 91% survival, $7,760/mo (E[net] $4,213/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 · 3d8 × $172.5091%$7,760$4,213
NEXT FRIDAY24 Jul 2026 · 10d8 × $17076%$7,920$1,508

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $4,213/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $172.50 (primary), 91% survival, breach 9%, $7,760/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 $2,790/mo less (36% income) buys safety you do not really need here.
COIN  spot $155.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $19517 Jul3d25.1%99%1%$54$540-$7,220$12,544
Sell 6 × $195 25.1% OTM over spot $155.88 17 Jul 2026 (3d, $0.10 mid)
= $54 credit for the 3d cycle → $540/mo projected
Survival (stays ≤ $195)
99%
Breach risk
1%
POP (stays ≤ $195.10)
99%
EV / mo
+$502
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.3] median  ·  57% of paths whole by 9 mo (vs 57% without)  ·  ~0.3 challenges expected  ·  median CC cash $-113
🛡 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)
-$3,328
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$227 @ 84% POP
81% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.97/sh now → $5.64 mid-life → ≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$5.55/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)~$19524 Jul 20268d left+$5.04/sh+$3,022
cycle +$3,076
68%
surv 53%
-$15,058 NOT
cap gain +$38,794
Up-and-out for even (raise the cap, free)~$20924 Jul 20268d left+$0.02/sh+$11
cycle +$65
78%
surv 72%
-$5,193 NOT
cap gain +$48,659
Max even-money escape in the band~$22731 Jul 202616d left+$0.08/sh+$47
cycle +$101
84%
surv 81%
+$7,480 SAFE
cap gain +$61,332
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 ($7,320/mo)-93%
vs normal income ($14,640/mo)4% covered
Net income (after hedge)$177/mo
Downside budget
⚠ $195 is $21 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,544
… as % of IC ($13,440)93.3%
… as % of ML ($137,440)9.1%
Recovery months (at normal income)0.9 mo
Surgical close (6 ct)$-40,398
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 ≥ $195.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $195)); NOT the premium you collected. Momentum override: two daily closes above $173.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $193.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$193-195.10
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
≥ $195.10
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$195.00 (3.5σ)$54$-18,081+$35,771-$66
+2.5%$199.87 (3.9σ)$-2,871$-16,560+$37,292-$2,991
+5%$204.75 (4.3σ)$-5,796$-15,039+$38,813-$5,916
SS (= V-bounce)$210.90 (4.9σ)$-9,486$-13,300+$40,552-$9,066
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (6 × $195): -$12,544
− Conservative CC assignment net of premium (2 × $210): -$1,159
Total Position P&L @ SS: $-12,729 (+$41,123 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-9,066, the opportunity cost of earning $540/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,474 (+$20,378 vs today)
33% normal7 × $17517 Jul3d12.3%93%14%$497$4,970-$2,790$28,200
Sell 7 × $175 12.3% OTM over spot $155.88 17 Jul 2026 (3d, $0.75 mid)
= $497 credit for the 3d cycle → $4,970/mo projected
Survival (stays ≤ $175)
93%
Breach risk
7%
POP (stays ≤ $175.75)
94%
EV / mo
+$3,599
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.0] median  ·  57% of paths whole by 9 mo (vs 50% without)  ·  ~4.6 challenges expected  ·  median CC cash $14,247
🛡 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)
-$2,802
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$204 @ 85% POP
82% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.66/sh now → $4.71 mid-life (likely $4.18–$7.70)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets -$4.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 186 simulated challenges: the $175 strike is typically first touched on day 2 of 3, at $179 (overshoots $3.82). 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 20268d left+$4.20/sh+$2,941
cycle +$3,438
[+$2,663…+$3,369] · 99% credit
68%
surv 53%
-$32,956 NOT
cap gain +$20,896
Reliable up-and-out (highest cap still free ≥60%)~$19431 Jul 202616d left+$1.29/sh+$904
cycle +$1,401
[+$16…+$1,299] · 76% credit
80%
surv 75%
-$17,556 NOT
cap gain +$36,296
Up-and-out for even (raise the cap, free)~$18424 Jul 20268d left+$0.74/sh+$519
cycle +$1,016
[-$317…+$875] · 63% credit
76%
surv 68%
-$27,062 NOT
cap gain +$26,790
Max even-money escape in the band~$19931 Jul 202616d left+$0.23/sh+$161
cycle +$658
[-$887…+$549] · 47% credit
83%
surv 79%
-$13,739 NOT
cap gain +$40,113
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20431 Jul 202616d left-$0.70/sh-$487
cycle +$10
[-$1,713…-$120] · 17% credit
85%
surv 82%
-$9,827 NOT
cap gain +$44,025
budget: banked $497 debit $487 (98% used ≈ 0.4 wk of income) → whole cycle still +$10 cash · rolled 7 ct earn ≈ $5,271/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$4,970/mo
vs 50% target ($7,320/mo)-32%
vs normal income ($14,640/mo)34% covered
Net income (after hedge)$4,547/mo
Downside budget
⚠ $175 is $41 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,200
… as % of IC ($13,440)209.8%
… as % of ML ($137,440)20.5%
Recovery months (at normal income)1.9 mo
Surgical close (7 ct)$-47,149
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $175.75 (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 $173.95 (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
$173-175.75
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
≥ $175.75
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 (1.7σ)$497$-35,898+$17,954+$357
+2.5%$179.37 (2.1σ)$-2,565$-34,970+$18,882-$2,705
+5%$183.75 (2.5σ)$-5,628$-34,043+$19,809-$5,768
SS (= V-bounce)$210.90 (4.9σ)$-24,633$-28,377+$25,475-$24,143
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (7 × $175): -$28,200
− Conservative CC assignment net of premium (1 × $210): -$580
Total Position P&L @ SS: $-27,806 (+$26,046 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-24,143, the opportunity cost of earning $4,970/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,729, position total $-35,223 (+$18,629 vs today)
🎯 50% normal8 × $172.5017 Jul3d10.7%91%10%$776$7,760$34,021
Sell 8 × $172.50 10.7% OTM over spot $155.88 17 Jul 2026 (3d, $1.01 mid)
= $776 credit for the 3d cycle → $7,760/mo projected
Survival (stays ≤ $172.50)
91%
Breach risk
9%
POP (stays ≤ $173.51)
92%
EV / mo
+$5,313
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-3.6] median, 0.1 mo SLOWER than no FIGHT (1.9 mo): roll costs eat the credits at this rung  ·  64% of paths whole by 9 mo (vs 53% without)  ·  ~5.7 challenges expected  ·  median CC cash $19,893
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$2,906
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$202 @ 85% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.51/sh now → $4.60 mid-life (likely $4.46–$8.50)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$3.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 289 simulated challenges: the $172 strike is typically first touched on day 2 of 3, at $177 (overshoots $4.19). 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 20268d left+$4.10/sh+$3,282
cycle +$4,058
[+$2,620…+$3,712] · 99% credit
67%
surv 53%
-$34,636 NOT
cap gain +$19,216
Reliable up-and-out (highest cap still free ≥60%)~$19231 Jul 202616d left+$1.14/sh+$911
cycle +$1,687
[-$468…+$1,212] · 64% credit
80%
surv 75%
-$19,570 NOT
cap gain +$34,282
Up-and-out for even (raise the cap, free)~$18224 Jul 20268d left+$0.65/sh+$522
cycle +$1,298
[-$726…+$779] · 55% credit
76%
surv 68%
-$29,079 NOT
cap gain +$24,773
Max even-money escape in the band~$19731 Jul 202616d left+$0.09/sh+$75
cycle +$851
[-$1,518…+$331] · 38% credit
83%
surv 79%
-$15,846 NOT
cap gain +$38,006
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-$0.81/sh-$649
cycle +$127
[-$2,458…-$428] · 12% credit
85%
surv 83%
-$12,010 NOT
cap gain +$41,842
budget: banked $776 debit $649 (84% used ≈ 0.4 wk of income) → whole cycle still +$127 cash · rolled 8 ct earn ≈ $5,687/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$7,760/mo
vs 50% target ($7,320/mo)+6%
vs normal income ($14,640/mo)53% covered
Net income (after hedge)$7,277/mo
Downside budget
⚠ $172.50 is $43 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,021
… as % of IC ($13,440)253.1%
… as % of ML ($137,440)24.8%
Recovery months (at normal income)2.3 mo
Surgical close (8 ct)$-53,884
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $173.51 (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 $173.95 (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
$171-173.51
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
≥ $173.51
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 (1.5σ)$776$-37,919+$15,933+$616
+2.5%$176.81 (1.9σ)$-2,674$-37,436+$16,416-$2,834
+5%$181.12 (2.2σ)$-6,124$-36,953+$16,899-$6,284
SS (= V-bounce)$210.90 (4.9σ)$-29,944$-33,618+$20,234-$29,384
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (8 × $172.50): -$34,021
Total Position P&L @ SS: $-33,047 (+$20,805 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-29,384, the opportunity cost of earning $7,760/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,768, position total $-37,282 (+$16,570 vs today)
100% normal7 × $16517 Jul3d5.9%79%42%$1,561$15,610+$7,850$34,136
Sell 7 × $165 5.9% OTM over spot $155.88 17 Jul 2026 (3d, $2.26 mid)
= $1,561 credit for the 3d cycle → $15,610/mo projected
Survival (stays ≤ $165)
79%
Breach risk
21%
POP (stays ≤ $167.26)
84%
EV / mo
+$8,983
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.1-4.1] median  ·  69% of paths whole by 9 mo (vs 51% without)  ·  ~13.5 challenges expected  ·  median CC cash $29,002
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
26%
Flat exit net (mid-life)
-$1,435
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 89% POP
88% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.05/sh now → $4.28 mid-life (likely $4.67–$8.66)≈ $0 at expiry  |  you banked $2.23/sh, so a flat mid-life exit nets -$2.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 777 simulated challenges: the $165 strike is typically first touched on day 2 of 3, at $169 (overshoots $4.05). 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)~$16524 Jul 20268d left+$3.81/sh+$2,668
cycle +$4,229
[+$1,944…+$2,925] · 98% credit
67%
surv 52%
-$41,285 NOT
cap gain +$12,567
Reliable up-and-out (highest cap still free ≥60%)~$18231 Jul 202616d left+$1.27/sh+$888
cycle +$2,449
[-$523…+$971] · 63% credit
79%
surv 74%
-$27,908 NOT
cap gain +$25,944
Up-and-out for even (raise the cap, free)~$17424 Jul 20268d left+$0.40/sh+$278
cycle +$1,839
[-$1,076…+$319] · 34% credit
76%
surv 69%
-$35,358 NOT
cap gain +$18,494
Max even-money escape in the band~$18731 Jul 202616d left+$0.07/sh+$50
cycle +$1,611
[-$1,612…+$61] · 27% credit
82%
surv 79%
-$24,186 NOT
cap gain +$29,666
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19931 Jul 202616d left-$1.75/sh-$1,225
cycle +$336
[-$3,304…-$1,322]
89%
surv 88%
-$14,061 NOT
cap gain +$39,791
budget: banked $1,561 debit $1,225 (78% used ≈ 0.3 wk of income) → whole cycle still +$336 cash · rolled 7 ct earn ≈ $3,320/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$15,610/mo
vs 50% target ($7,320/mo)+113%
vs normal income ($14,640/mo)107% covered
Net income (after hedge)$15,187/mo
Downside budget
⚠ $165 is $51 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,136
… as % of IC ($13,440)254.0%
… as % of ML ($137,440)24.8%
Recovery months (at normal income)2.3 mo
Surgical close (7 ct)$-47,145
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.23 collected) or spot ≥ $167.26 (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 $173.95 (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
$163-167.26
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
≥ $167.26
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)$1,561$-43,954+$9,898+$1,421
+2.5%$169.12 (1.2σ)$-1,326$-43,079+$10,773-$1,466
+5%$173.25 (1.5σ)$-4,214$-42,205+$11,647-$4,354
SS (= V-bounce)$210.90 (4.9σ)$-30,569$-34,313+$19,539-$30,079
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (7 × $165): -$34,136
− Conservative CC assignment net of premium (1 × $210): -$580
Total Position P&L @ SS: $-33,742 (+$20,110 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-30,079, the opportunity cost of earning $15,610/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,665, position total $-41,159 (+$12,693 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 · 10d · E[net] $1,508/mo

🎯 Engine pick: sell 8 × $170 (primary), 76% survival, breach 24%, $7,920/mo.
⚖️ Worth a safer step: the $175 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $2,943/mo less (37% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $175 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $155.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $20524 Jul10d31.5%98%5%$168$504-$7,416$8,629
Sell 8 × $205 31.5% OTM over spot $155.88 24 Jul 2026 (10d, $0.31 mid)
= $168 credit for the 10d cycle → $504/mo projected
Survival (stays ≤ $205)
98%
Breach risk
2%
POP (stays ≤ $205.31)
98%
EV / mo
+$294
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.1-4.3] median  ·  52% of paths whole by 9 mo (vs 53% without)  ·  ~0.5 challenges expected  ·  median CC cash $-440
🛡 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)
3%
Flat exit net (mid-life)
-$7,287
Free roll-up
+$12/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 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.17/sh now → $9.32 mid-life (likely $6.12–$11.81)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$9.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 83 simulated challenges: the $205 strike is typically first touched on day 8 of 10, at $210 (overshoots $5.48). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20531 Jul 202612d left+$5.03/sh+$4,021
cycle +$4,189
[+$4,552…+$6,043] · 100% credit
68%
surv 53%
-$4,866 NOT
cap gain +$48,986
Up-and-out for even (raise the cap, free)~$21731 Jul 202612d left+$0.48/sh+$381
cycle +$549
[+$260…+$2,006] · 84% credit
75%
surv 66%
+$2,092 SAFE
cap gain +$55,944
Max even-money escape in the band~$21731 Jul 202612d left+$0.48/sh+$381
cycle +$549
[+$260…+$2,006] · 84% credit
75%
surv 66%
+$2,092 SAFE
cap gain +$55,944
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$504/mo
vs 50% target ($7,320/mo)-93%
vs normal income ($14,640/mo)3% covered
Net income (after hedge)$21/mo
Downside budget
⚠ $205 is $11 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,629
… as % of IC ($13,440)64.2%
… as % of ML ($137,440)6.3%
Recovery months (at normal income)0.6 mo
Surgical close (8 ct)$-53,932
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $205.31 (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 $173.95 (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
$203-205.31
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
≥ $205.31
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 (2.4σ)$168$-8,887+$44,965+$8
+2.5%$210.12 (2.6σ)$-3,932$-8,313+$45,539-$3,992
+5%$215.25 (2.9σ)$-8,032$-7,739+$46,113-$3,992
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (8 × $205): -$8,629
Total Position P&L @ SS: $-7,655 (+$46,197 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-3,992, the opportunity cost of earning $504/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,514 (+$20,338 vs today)
🛡 safe yield8 × $182.5024 Jul10d17.1%90%20%$1,104$3,312-$4,608$25,693
Sell 8 × $182.50 17.1% OTM over spot $155.88 24 Jul 2026 (10d, $1.42 mid)
= $1,104 credit for the 10d cycle → $3,312/mo projected
Survival (stays ≤ $182.50)
90%
Breach risk
10%
POP (stays ≤ $183.91)
91%
EV / mo
+$1,811
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-4.2] median  ·  56% of paths whole by 9 mo (vs 52% without)  ·  ~2.6 challenges expected  ·  median CC cash $8,392
🛡 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)
15%
Flat exit net (mid-life)
-$5,032
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$197 @ 77% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.84/sh now → $7.67 mid-life (likely $6.64–$11.00)≈ $0 at expiry  |  you banked $1.38/sh, so a flat mid-life exit nets -$6.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 456 simulated challenges: the $182 strike is typically first touched on day 6 of 10, at $187 (overshoots $4.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18231 Jul 202612d left+$4.14/sh+$3,311
cycle +$4,415
[+$3,140…+$4,312] · 100% credit
68%
surv 53%
-$25,159 NOT
cap gain +$28,693
Up-and-out for even (raise the cap, free)~$19231 Jul 202612d left+$0.44/sh+$349
cycle +$1,453
[-$148…+$914] · 63% credit
74%
surv 65%
-$19,804 NOT
cap gain +$34,048
Max even-money escape in the band~$19231 Jul 202612d left+$0.44/sh+$349
cycle +$1,453
[-$148…+$914] · 63% credit
74%
surv 65%
-$19,804 NOT
cap gain +$34,048
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19731 Jul 202612d left-$1.07/sh-$855
cycle +$249
[-$1,573…-$371] · 19% credit
77%
surv 71%
-$16,448 NOT
cap gain +$37,404
budget: banked $1,104 debit $855 (77% used ≈ 1.1 wk of income) → whole cycle still +$249 cash · rolled 8 ct earn ≈ $13,203/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,312/mo
vs 50% target ($7,320/mo)-55%
vs normal income ($14,640/mo)23% covered
Net income (after hedge)$2,829/mo
Downside budget
⚠ $182.50 is $33 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,693
… as % of IC ($13,440)191.2%
… as % of ML ($137,440)18.7%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-53,880
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 $1.38 collected) or spot ≥ $183.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); NOT the premium you collected. Momentum override: two daily closes above $173.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-183.91
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
≥ $183.91
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$182.50 (1.3σ)$1,104$-28,471+$25,381+$944
+2.5%$187.06 (1.5σ)$-2,546$-27,960+$25,892-$2,706
+5%$191.62 (1.7σ)$-6,196$-27,449+$26,403-$6,356
SS (= V-bounce)$210.90 (2.7σ)$-21,616$-25,290+$28,562-$21,056
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (8 × $182.50): -$25,693
Total Position P&L @ SS: $-24,719 (+$29,133 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-21,056, the opportunity cost of earning $3,312/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,514 (+$20,338 vs today)
33% normal ← lean7 × $17524 Jul10d12.3%83%36%$1,659$4,977-$2,943$27,038
Sell 7 × $175 12.3% OTM over spot $155.88 24 Jul 2026 (10d, $2.46 mid)
= $1,659 credit for the 10d cycle → $4,977/mo projected
Survival (stays ≤ $175)
83%
Breach risk
17%
POP (stays ≤ $177.46)
85%
EV / mo
+$1,918
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  54% of paths whole by 9 mo (vs 50% without)  ·  ~5.0 challenges expected  ·  median CC cash $12,264
🛡 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)
-$3,350
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$192 @ 80% POP
74% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.11/sh now → $7.16 mid-life (likely $7.24–$10.76)≈ $0 at expiry  |  you banked $2.37/sh, so a flat mid-life exit nets -$4.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 803 simulated challenges: the $175 strike is typically first touched on day 6 of 10, at $179 (overshoots $4.31). 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)~$17531 Jul 202612d left+$3.86/sh+$2,703
cycle +$4,362
[+$2,447…+$3,177] · 100% credit
68%
surv 53%
-$32,032 NOT
cap gain +$21,820
Reliable up-and-out (highest cap still free ≥60%)~$18231 Jul 202612d left+$1.09/sh+$766
cycle +$2,425
[+$318…+$1,018] · 92% credit
73%
surv 62%
-$27,933 NOT
cap gain +$25,919
Up-and-out for even (raise the cap, free)~$18431 Jul 202612d left+$0.18/sh+$128
cycle +$1,787
[-$421…+$318] · 41% credit
74%
surv 66%
-$26,291 NOT
cap gain +$27,561
Max even-money escape in the band~$18431 Jul 202612d left+$0.18/sh+$128
cycle +$1,787
[-$421…+$318] · 41% credit
74%
surv 66%
-$26,291 NOT
cap gain +$27,561
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-$1.95/sh-$1,368
cycle +$291
[-$2,253…-$1,341] · 4% credit
80%
surv 74%
-$20,946 NOT
cap gain +$32,906
budget: banked $1,659 debit $1,368 (82% used ≈ 1.2 wk of income) → whole cycle still +$291 cash · rolled 7 ct earn ≈ $9,103/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$4,977/mo
vs 50% target ($7,320/mo)-32%
vs normal income ($14,640/mo)34% covered
Net income (after hedge)$4,554/mo
Downside budget
⚠ $175 is $41 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,038
… as % of IC ($13,440)201.2%
… as % of ML ($137,440)19.7%
Recovery months (at normal income)1.8 mo
Surgical close (7 ct)$-47,180
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.59/sh (~25% of the $2.37 collected) or spot ≥ $177.46 (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 $173.95 (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
$173-177.46
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
≥ $177.46
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)$1,659$-34,736+$19,116+$1,519
+2.5%$179.37 (1.1σ)$-1,403$-33,808+$20,044-$1,543
+5%$183.75 (1.4σ)$-4,466$-32,881+$20,971-$4,606
SS (= V-bounce)$210.90 (2.7σ)$-23,471$-27,215+$26,637-$22,981
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (7 × $175): -$27,038
− Conservative CC assignment net of premium (1 × $210): -$580
Total Position P&L @ SS: $-26,644 (+$27,208 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-22,981, the opportunity cost of earning $4,977/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$567, position total $-34,061 (+$19,791 vs today)
🎯 50% normal8 × $17024 Jul10d9.1%76%39%$2,640$7,920$34,157
Sell 8 × $170 9.1% OTM over spot $155.88 24 Jul 2026 (10d, $3.40 mid)
= $2,640 credit for the 10d cycle → $7,920/mo projected
Survival (stays ≤ $170)
76%
Breach risk
24%
POP (stays ≤ $173.40)
81%
EV / mo
+$2,388
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.0] median  ·  60% of paths whole by 9 mo (vs 53% without)  ·  ~6.7 challenges expected  ·  median CC cash $15,318
🛡 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)
39%
Flat exit net (mid-life)
-$2,817
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$192 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.64/sh now → $6.82 mid-life (likely $7.47–$10.99)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets -$3.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,175 simulated challenges: the $170 strike is typically first touched on day 5 of 10, at $174 (overshoots $4.17). 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)~$17031 Jul 202612d left+$3.68/sh+$2,946
cycle +$5,586
[+$2,612…+$3,184] · 100% credit
68%
surv 53%
-$35,389 NOT
cap gain +$18,463
Reliable up-and-out (highest cap still free ≥60%)~$17731 Jul 202612d left+$0.92/sh+$737
cycle +$3,377
[+$108…+$815] · 82% credit
73%
surv 63%
-$31,560 NOT
cap gain +$22,292
Up-and-out for even (raise the cap, free)~$17931 Jul 202612d left+$0.02/sh+$16
cycle +$2,656
[-$750…+$2] · 25% credit
75%
surv 66%
-$30,001 NOT
cap gain +$23,851
Max even-money escape in the band~$17931 Jul 202612d left+$0.02/sh+$16
cycle +$2,656
[-$750…+$2] · 25% credit
75%
surv 66%
-$30,001 NOT
cap gain +$23,851
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-$3.20/sh-$2,562
cycle +$78
[-$4,078…-$2,824]
84%
surv 80%
-$21,179 NOT
cap gain +$32,673
budget: banked $2,640 debit $2,562 (97% used ≈ 1.4 wk of income) → whole cycle still +$78 cash · rolled 8 ct earn ≈ $7,238/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$7,920/mo
vs 50% target ($7,320/mo)+8%
vs normal income ($14,640/mo)54% covered
Net income (after hedge)$7,437/mo
Downside budget
⚠ $170 is $46 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,157
… as % of IC ($13,440)254.1%
… as % of ML ($137,440)24.9%
Recovery months (at normal income)2.3 mo
Surgical close (8 ct)$-53,932
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 ≥ $173.40 (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 $173.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-173.40
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
≥ $173.40
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)$2,640$-38,335+$15,517+$2,480
+2.5%$174.25 (≤1σ, normal week)$-760$-37,859+$15,993-$920
+5%$178.50 (1.1σ)$-4,160$-37,383+$16,469-$4,320
SS (= V-bounce)$210.90 (2.7σ)$-30,080$-33,754+$20,098-$29,520
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (8 × $170): -$34,157
Total Position P&L @ SS: $-33,183 (+$20,669 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-29,520, the opportunity cost of earning $7,920/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,904, position total $-37,418 (+$16,434 vs today)
100% normal8 × $16024 Jul10d2.6%60%83%$5,040$15,120+$7,200$39,757
Sell 8 × $160 2.6% OTM over spot $155.88 24 Jul 2026 (10d, $6.40 mid)
= $5,040 credit for the 10d cycle → $15,120/mo projected
Survival (stays ≤ $160)
60%
Breach risk
40%
POP (stays ≤ $166.40)
71%
EV / mo
+$2,637
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.6] median  ·  64% of paths whole by 9 mo (vs 53% without)  ·  ~15.6 challenges expected  ·  median CC cash $20,169
🛡 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)
68%
Flat exit net (mid-life)
+$99
Free roll-up
+$7/wk
Safest escape (by 31 Jul 2026)
$192 @ 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.73/sh now → $6.18 mid-life (likely $8.26–$11.21)≈ $0 at expiry  |  you banked $6.30/sh, so a flat mid-life exit nets +$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,050 simulated challenges: the $160 strike is typically first touched on day 3 of 10, at $164 (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)~$16031 Jul 202612d left+$3.33/sh+$2,668
cycle +$7,708
[+$2,170…+$2,514] · 100% credit
68%
surv 53%
-$42,387 NOT
cap gain +$11,465
Reliable up-and-out (highest cap still free ≥60%)~$16431 Jul 202612d left+$1.53/sh+$1,226
cycle +$6,266
[+$557…+$900] · 98% credit
71%
surv 60%
-$40,071 NOT
cap gain +$13,781
Up-and-out for even (raise the cap, free)~$16731 Jul 202612d left+$0.59/sh+$473
cycle +$5,513
[-$349…+$60] · 31% credit
73%
surv 64%
-$38,544 NOT
cap gain +$15,308
Max even-money escape in the band~$16731 Jul 202612d left+$0.59/sh+$473
cycle +$5,513
[-$349…+$60] · 31% credit
73%
surv 64%
-$38,544 NOT
cap gain +$15,308
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-$4.58/sh-$3,661
cycle +$1,379
[-$6,022…-$4,623]
91%
surv 90%
-$19,878 NOT
cap gain +$33,974
budget: banked $5,040 debit $3,661 (73% used ≈ 1.1 wk of income) → whole cycle still +$1,379 cash · rolled 8 ct earn ≈ $3,199/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$15,120/mo
vs 50% target ($7,320/mo)+107%
vs normal income ($14,640/mo)103% covered
Net income (after hedge)$14,637/mo
Downside budget
⚠ $160 is $56 below CC-SS $216.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,757
… as % of IC ($13,440)295.8%
… as % of ML ($137,440)28.9%
Recovery months (at normal income)2.7 mo
Surgical close (8 ct)$-53,932
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.57/sh (~25% of the $6.30 collected) or spot ≥ $166.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected. Momentum override: two daily closes above $173.95 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-166.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $166.40
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$160.00 (≤1σ, normal week)$5,040$-45,055+$8,797+$4,880
+2.5%$164.00 (≤1σ, normal week)$1,840$-44,607+$9,245+$1,680
+5%$168.00 (≤1σ, normal week)$-1,360$-44,159+$9,693-$1,520
SS (= V-bounce)$210.90 (2.7σ)$-35,680$-39,354+$14,498-$35,120
V-BOUNCE STRESS (stock → CC-SS $216.00, where you are whole again, by expiry)
Starting unrealized P&L: $-53,852
+ Fortress recovery (un-capped): +$54,826
− CC assignment net of premium (8 × $160): -$39,757
Total Position P&L @ SS: $-38,783 (+$15,069 vs today)
Do-nothing baseline at SS: $-3,663 (this trade vs do-nothing: $-35,120, the opportunity cost of earning $15,120/mo FIGHT income now)
BB-reversion stress (→ $178.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,504, position total $-43,018 (+$10,834 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 22 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: 1.140 (IBKR)  |  Recovery@SS: +$54,826 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,663

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.503d17 Jul 2026$0.978/8$7,760$7,27791%92%+$5,313-$34,021253.1%$-33,047 (vs do-nothing $-29,384)
$1703d17 Jul 2026$1.286/8$7,680$7,31789%91%+$5,525-$26,830199.6%$-27,015 (vs do-nothing $-23,352)
$167.503d17 Jul 2026$1.685/8$8,400$8,09785%88%+$5,431-$23,408174.2%$-24,173 (vs do-nothing $-20,510)
$1653d17 Jul 2026$2.234/8$8,920$8,67779%84%+$5,133-$19,506145.1%$-20,851 (vs do-nothing $-17,188)
$17010d24 Jul 2026$3.308/8$7,920$7,43776%81%+$2,388-$34,157254.1%$-33,183 (vs do-nothing $-29,520)
$162.503d17 Jul 2026$2.883/8$8,640$8,45773%80%+$4,274-$15,185113.0%$-17,109 (vs do-nothing $-13,446)
$167.5010d24 Jul 2026$3.807/8$7,980$7,55773%79%+$1,969-$31,287232.8%$-30,893 (vs do-nothing $-27,230)
$17017d31 Jul 2026$5.758/8$8,118$7,63572%79%+$2,356-$32,197239.6%$-31,223 (vs do-nothing $-27,560)
$167.5017d31 Jul 2026$6.457/8$7,968$7,54569%77%+$2,110-$29,432219.0%$-29,038 (vs do-nothing $-25,375)
$16510d24 Jul 2026$4.606/8$8,280$7,91769%76%+$1,937-$27,838207.1%$-28,023 (vs do-nothing $-24,360)
$16517d31 Jul 2026$7.206/8$7,624$7,26166%75%+$1,807-$26,278195.5%$-26,463 (vs do-nothing $-22,800)
$1603d17 Jul 2026$3.653/8$10,950$10,76765%76%+$4,476-$15,704116.8%$-17,628 (vs do-nothing $-13,965)
$162.5010d24 Jul 2026$5.405/8$8,100$7,79765%74%+$1,649-$24,048178.9%$-24,813 (vs do-nothing $-21,150)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.5017d31 Jul 2026$8.106/8$8,576$8,21463%73%+$1,861-$27,238202.7%$-27,423 (vs do-nothing $-23,760)
$16010d24 Jul 2026$6.304/8$7,560$7,31760%71%+$1,318-$19,878147.9%$-21,223 (vs do-nothing $-17,560)
$16017d31 Jul 2026$9.055/8$7,985$7,68359%72%+$1,548-$23,473174.7%$-24,238 (vs do-nothing $-20,575)
$157.503d17 Jul 2026$4.502/8$9,000$8,87757%72%+$2,824-$10,79980.4%$-13,303 (vs do-nothing $-9,640)
$157.5017d31 Jul 2026$10.105/8$8,912$8,60956%70%+$1,538-$24,198180.0%$-24,963 (vs do-nothing $-21,300)
$157.5010d24 Jul 2026$7.354/8$8,820$8,57756%69%+$1,338-$20,458152.2%$-21,803 (vs do-nothing $-18,140)
$15517d31 Jul 2026$11.254/8$7,941$7,69952%68%+$1,213-$19,898148.1%$-21,243 (vs do-nothing $-17,580)
$15510d24 Jul 2026$8.353/8$7,515$7,33251%67%+$847-$15,794117.5%$-17,718 (vs do-nothing $-14,055)
$1553d17 Jul 2026$5.652/8$11,300$11,17748%68%+$2,632-$11,06982.4%$-13,573 (vs do-nothing $-9,910)

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  |  2026-07-14 03:38