FORTRESS FIGHT: COIN-LC165 @ $159.80

BE SS: $210.90  |  CC-SS: $215.51  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

COIN-LC165 @ $159.80   UNDERWATER $51.10 (24.2% 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: $215.51 (banked floor $215.01)  |  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$13,412/mo95% ann ROI on ML
Hedge rolling cost$534/mo
Unrealized P&L$-49,932fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,706/mo
HEDGE COVER
$534/mo
NORMAL INCOME
$13,412/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $13,440
ML VELOCITY
10.2 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $215.51 (probe: $215C 17d) brings only $875/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)
$49,476
was $49,932 · 1% earned back
Cycles closed
1
Credit in flight
$0
CC-SS · banked floor (info)
$215.51 → $215.01
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 25 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 45 · %B 52 · hist falling (nightly)
LEVELS20W MA (bounce target) $178.25 (+12%) · daily UBB $174.12 · 1-wk expected move ±$18 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (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 $175 / 3d. This is the safest strike (survival 87%, breach 13%) that still earns 50% of normal income ($6,706/mo); it brings $7,520/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 × $167.50/3d for $14,840/mo, but breach risk rises to 27% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $190/3d (98% survival, $650/mo).
Downside anchor: the primary mortgages $31,658 (236% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 2.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-49,964 and cuts bleed by $534/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 × $175, 87% survival, $7,520/mo (E[net] $3,169/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 × $17587%$7,520$3,169
NEXT FRIDAY24 Jul 2026 · 10d8 × $172.5075%$7,560$1,542

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $3,169/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $175 (primary), 87% survival, breach 13%, $7,520/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $177.50 rung (33% normal) lifts survival to 90% (breach 13% → 10%) for $2,480/mo less (33% income) buys safety you do not really need here.
COIN  spot $159.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $19017 Jul3d18.9%98%5%$65$650-$6,870$12,691
Sell 5 × $190 18.9% OTM over spot $159.80 17 Jul 2026 (3d, $0.25 mid)
= $65 credit for the 3d cycle → $650/mo projected
Survival (stays ≤ $190)
98%
Breach risk
2%
POP (stays ≤ $190.25)
98%
EV / mo
+$379
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.7-2.4] median  ·  53% of paths whole by 9 mo (vs 53% without)  ·  ~1.4 challenges expected  ·  median CC cash $300
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$2,239
Free roll-up
+$13/wk
Safest escape (by 31 Jul 2026)
$215 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $6.52/sh now → $4.61 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$4.48/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$19024 Jul 20268d left+$4.55/sh+$2,273
cycle +$2,338
67%
surv 52%
-$19,895 NOT
cap gain +$30,037
Up-and-out for even (raise the cap, free)~$20324 Jul 20268d left+$0.00/sh+$2
cycle +$67
77%
surv 72%
-$10,543 NOT
cap gain +$39,389
Max even-money escape in the band~$21531 Jul 202616d left+$0.45/sh+$226
cycle +$291
81%
surv 77%
-$439 NOT
cap gain +$49,493
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$650/mo
vs 50% target ($6,706/mo)-90%
vs normal income ($13,412/mo)5% covered
Net income (after hedge)$296/mo
Downside budget
⚠ $190 is $26 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,691
… as % of IC ($13,440)94.4%
… as % of ML ($137,440)9.2%
Recovery months (at normal income)0.9 mo
Surgical close (5 ct)$-31,267
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $190.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-190.25
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
≥ $190.25
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$190.00 (2.6σ)$65$-22,168+$27,764-$35
+2.5%$194.75 (3.0σ)$-2,310$-20,196+$29,736-$2,410
+5%$199.50 (3.5σ)$-4,685$-18,224+$31,708-$4,785
SS (= V-bounce)$210.90 (4.5σ)$-10,385$-13,760+$36,172-$10,035
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (5 × $190): -$12,691
− Conservative CC assignment net of premium (3 × $210): -$1,594
Total Position P&L @ SS: $-13,229 (+$36,703 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-10,035, the opportunity cost of earning $650/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-32,987 (+$16,945 vs today)
33% normal8 × $177.5017 Jul3d11.1%90%20%$504$5,040-$2,480$29,906
Sell 8 × $177.50 11.1% OTM over spot $159.80 17 Jul 2026 (3d, $0.72 mid)
= $504 credit for the 3d cycle → $5,040/mo projected
Survival (stays ≤ $177.50)
90%
Breach risk
10%
POP (stays ≤ $178.22)
91%
EV / mo
+$1,947
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  63% of paths whole by 9 mo (vs 60% without)  ·  ~6.2 challenges expected  ·  median CC cash $10,517
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$2,801
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$203 @ 83% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.84/sh now → $4.13 mid-life (likely $3.99–$7.46)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$3.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 283 simulated challenges: the $178 strike is typically first touched on day 2 of 3, at $182 (overshoots $4.52). 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)~$17824 Jul 20268d left+$4.02/sh+$3,219
cycle +$3,723
[+$3,041…+$3,818] · 100% credit
67%
surv 52%
-$30,010 NOT
cap gain +$19,922
Reliable up-and-out (highest cap still free ≥60%)~$19831 Jul 202616d left+$0.81/sh+$649
cycle +$1,153
[-$460…+$983] · 64% credit
80%
surv 76%
-$14,093 NOT
cap gain +$35,839
Up-and-out for even (raise the cap, free)~$18824 Jul 20268d left+$0.26/sh+$210
cycle +$714
[-$703…+$494] · 49% credit
76%
surv 70%
-$23,684 NOT
cap gain +$26,248
Max even-money escape in the band~$20031 Jul 202616d left+$0.05/sh+$38
cycle +$542
[-$1,283…+$321] · 39% credit
81%
surv 78%
-$12,416 NOT
cap gain +$37,516
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$0.15/sh-$117
cycle +$387
[-$1,463…+$157] · 31% credit
83%
surv 80%
-$10,283 NOT
cap gain +$39,649
budget: banked $504 debit $117 (23% used ≈ 0.1 wk of income) → whole cycle still +$387 cash · rolled 8 ct earn ≈ $5,978/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$5,040/mo
vs 50% target ($6,706/mo)-25%
vs normal income ($13,412/mo)38% covered
Net income (after hedge)$4,506/mo
Downside budget
⚠ $177.50 is $38 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,906
… as % of IC ($13,440)222.5%
… as % of ML ($137,440)21.8%
Recovery months (at normal income)2.2 mo
Surgical close (8 ct)$-50,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $178.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $178)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $175.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$176-178.22
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $178.22
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$177.50 (1.5σ)$504$-33,229+$16,703+$344
+2.5%$181.94 (1.9σ)$-3,046$-32,718+$17,214-$3,206
+5%$186.38 (2.3σ)$-6,596$-32,207+$17,725-$6,756
SS (= V-bounce)$210.90 (4.5σ)$-26,216$-29,381+$20,551-$25,656
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $177.50): -$29,906
Total Position P&L @ SS: $-28,850 (+$21,082 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-25,656, the opportunity cost of earning $5,040/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$96, position total $-33,143 (+$16,789 vs today)
🎯 50% normal8 × $17517 Jul3d9.5%87%13%$752$7,520$31,658
Sell 8 × $175 9.5% OTM over spot $159.80 17 Jul 2026 (3d, $0.98 mid)
= $752 credit for the 3d cycle → $7,520/mo projected
Survival (stays ≤ $175)
87%
Breach risk
13%
POP (stays ≤ $175.98)
88%
EV / mo
+$2,978
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.2] median  ·  62% of paths whole by 9 mo (vs 56% without)  ·  ~8.2 challenges expected  ·  median CC cash $15,648
🛡 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)
-$2,479
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$200 @ 83% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.71/sh now → $4.04 mid-life (likely $3.81–$6.77)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$3.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $175 strike is typically first touched on day 2 of 3, at $179 (overshoots $4.09). 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 20268d left+$3.92/sh+$3,139
cycle +$3,891
[+$2,822…+$3,638] · 100% credit
67%
surv 52%
-$32,130 NOT
cap gain +$17,802
Reliable up-and-out (highest cap still free ≥60%)~$19331 Jul 202616d left+$0.98/sh+$786
cycle +$1,538
[-$141…+$1,138] · 69% credit
78%
surv 74%
-$18,284 NOT
cap gain +$31,648
Max even-money escape in the band~$19531 Jul 202616d left+$0.68/sh+$547
cycle +$1,299
[-$436…+$885] · 59% credit
80%
surv 76%
-$16,235 NOT
cap gain +$33,697
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)~$18524 Jul 20268d left+$0.18/sh+$146
cycle +$898
[-$690…+$438] · 49% credit
77%
surv 70%
-$25,788 NOT
cap gain +$24,144
Safety roll (pay small debit, max POP)~$20031 Jul 202616d left-$0.25/sh-$203
cycle +$549
[-$1,356…+$87] · 29% credit
83%
surv 80%
-$12,409 NOT
cap gain +$37,523
budget: banked $752 debit $203 (27% used ≈ 0.1 wk of income) → whole cycle still +$549 cash · rolled 8 ct earn ≈ $5,676/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$7,520/mo
vs 50% target ($6,706/mo)+12%
vs normal income ($13,412/mo)56% covered
Net income (after hedge)$6,986/mo
Downside budget
⚠ $175 is $41 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,658
… as % of IC ($13,440)235.5%
… as % of ML ($137,440)23.0%
Recovery months (at normal income)2.4 mo
Surgical close (8 ct)$-49,964
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 ≥ $175.98 (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 $174.12 (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
$173-175.98
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
≥ $175.98
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)$752$-35,269+$14,663+$592
+2.5%$179.37 (1.7σ)$-2,748$-34,765+$15,167-$2,908
+5%$183.75 (2.1σ)$-6,248$-34,261+$15,671-$6,408
SS (= V-bounce)$210.90 (4.5σ)$-27,968$-31,133+$18,799-$27,408
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $175): -$31,658
Total Position P&L @ SS: $-30,602 (+$19,330 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-27,408, the opportunity cost of earning $7,520/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,848, position total $-34,895 (+$15,037 vs today)
100% normal7 × $167.5017 Jul3d4.8%73%55%$1,484$14,840+$7,320$32,125
Sell 7 × $167.50 4.8% OTM over spot $159.80 17 Jul 2026 (3d, $2.21 mid)
= $1,484 credit for the 3d cycle → $14,840/mo projected
Survival (stays ≤ $167.50)
73%
Breach risk
27%
POP (stays ≤ $169.71)
78%
EV / mo
+$3,223
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-2.9] median  ·  68% of paths whole by 9 mo (vs 58% without)  ·  ~16.7 challenges expected  ·  median CC cash $18,272
🛡 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)
38%
Flat exit net (mid-life)
-$1,153
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$203 @ 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: $5.33/sh now → $3.77 mid-life (likely $4.45–$7.70)≈ $0 at expiry  |  you banked $2.12/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,150 simulated challenges: the $168 strike is typically first touched on day 2 of 3, at $172 (overshoots $4.53). 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)~$16824 Jul 20268d left+$3.63/sh+$2,541
cycle +$4,025
[+$2,201…+$2,834] · 100% credit
67%
surv 52%
-$38,840 NOT
cap gain +$11,092
Reliable up-and-out (highest cap still free ≥60%)~$18031 Jul 202616d left+$1.64/sh+$1,148
cycle +$2,632
[-$1…+$1,141] · 75% credit
75%
surv 70%
-$28,610 NOT
cap gain +$21,322
Up-and-out for even (raise the cap, free)~$17524 Jul 20268d left+$0.66/sh+$460
cycle +$1,944
[-$480…+$470] · 50% credit
75%
surv 67%
-$33,873 NOT
cap gain +$16,059
Max even-money escape in the band~$18831 Jul 202616d left+$0.32/sh+$225
cycle +$1,709
[-$1,160…+$114] · 28% credit
81%
surv 77%
-$22,669 NOT
cap gain +$27,263
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20331 Jul 202616d left-$1.77/sh-$1,239
cycle +$245
[-$3,161…-$1,558]
89%
surv 88%
-$10,405 NOT
cap gain +$39,527
budget: banked $1,484 debit $1,239 (83% used ≈ 0.4 wk of income) → whole cycle still +$245 cash · rolled 7 ct earn ≈ $2,621/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$14,840/mo
vs 50% target ($6,706/mo)+121%
vs normal income ($13,412/mo)111% covered
Net income (after hedge)$14,366/mo
Downside budget
⚠ $167.50 is $48 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,125
… as % of IC ($13,440)239.0%
… as % of ML ($137,440)23.4%
Recovery months (at normal income)2.4 mo
Surgical close (7 ct)$-43,753
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.12 collected) or spot ≥ $169.71 (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 $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-169.71
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
≥ $169.71
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)$1,484$-41,381+$8,551+$1,344
+2.5%$171.69 (1.0σ)$-1,447$-40,480+$9,452-$1,587
+5%$175.88 (1.4σ)$-4,378$-39,579+$10,353-$4,518
SS (= V-bounce)$210.90 (4.5σ)$-28,896$-32,131+$17,801-$28,406
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (7 × $167.50): -$32,125
− Conservative CC assignment net of premium (1 × $210): -$531
Total Position P&L @ SS: $-31,600 (+$18,332 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-28,406, the opportunity cost of earning $14,840/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,041, position total $-39,068 (+$10,864 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] $1,542/mo

🎯 Engine pick: sell 8 × $172.50 (primary), 75% survival, breach 25%, $7,560/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 84% (breach 25% → 16%) for $2,904/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 $180 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $159.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $202.5024 Jul10d26.7%97%6%$185$555-$7,005$6,321
Sell 5 × $202.50 26.7% OTM over spot $159.80 24 Jul 2026 (10d, $0.94 mid)
= $185 credit for the 10d cycle → $555/mo projected
Survival (stays ≤ $202.50)
97%
Breach risk
3%
POP (stays ≤ $203.44)
97%
EV / mo
+$375
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [0.9-4.0] median  ·  61% of paths whole by 9 mo (vs 60% without)  ·  ~0.6 challenges expected  ·  median CC cash $228
🛡 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)
4%
Flat exit net (mid-life)
-$3,985
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$213 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $11.79/sh now → $8.34 mid-life (likely $5.81–$9.79)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$7.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 109 simulated challenges: the $202 strike is typically first touched on day 8 of 10, at $207 (overshoots $4.03). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20231 Jul 202612d left+$3.59/sh+$1,796
cycle +$1,981
[+$1,997…+$2,861] · 100% credit
66%
surv 53%
-$8,812 NOT
cap gain +$41,120
Up-and-out for even (raise the cap, free)~$21031 Jul 202612d left+$0.66/sh+$332
cycle +$517
[+$293…+$1,234] · 94% credit
71%
surv 62%
-$3,288 NOT
cap gain +$46,644
Max even-money escape in the band~$21031 Jul 202612d left+$0.66/sh+$332
cycle +$517
[+$293…+$1,234] · 94% credit
71%
surv 62%
-$3,288 NOT
cap gain +$46,644
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21331 Jul 202612d left-$0.00/sh-$1
cycle +$184
[-$90…+$857] · 66% credit
73%
surv 65%
-$2,084 NOT
cap gain +$47,848
budget: banked $185 debit $1 (0% used ≈ 0.0 wk of income) → whole cycle still +$184 cash · rolled 5 ct earn ≈ $10,423/mo while parked; 3 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$555/mo
vs 50% target ($6,706/mo)-92%
vs normal income ($13,412/mo)4% covered
Net income (after hedge)$201/mo
Downside budget
⚠ $202.50 is $13 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,321
… as % of IC ($13,440)47.0%
… as % of ML ($137,440)4.6%
Recovery months (at normal income)0.5 mo
Surgical close (5 ct)$-31,490
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 $0.37 collected) or spot ≥ $203.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $202)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-203.44
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
≥ $203.44
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$202.50 (2.0σ)$185$-10,608+$39,324+$85
+2.5%$207.56 (2.3σ)$-2,346$-8,506+$41,426-$2,446
+5%$212.62 (2.5σ)$-4,878$-7,192+$42,740-$3,665
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (5 × $202.50): -$6,321
− Conservative CC assignment net of premium (3 × $210): -$1,594
Total Position P&L @ SS: $-6,859 (+$43,073 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-3,665, the opportunity cost of earning $555/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-32,987 (+$16,945 vs today)
🛡 safe yield8 × $19024 Jul10d18.9%92%17%$736$2,208-$5,352$19,674
Sell 8 × $190 18.9% OTM over spot $159.80 24 Jul 2026 (10d, $1.01 mid)
= $736 credit for the 10d cycle → $2,208/mo projected
Survival (stays ≤ $190)
92%
Breach risk
8%
POP (stays ≤ $191.01)
92%
EV / mo
+$1,007
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.0-4.0] median  ·  56% of paths whole by 9 mo (vs 55% without)  ·  ~2.0 challenges expected  ·  median CC cash $4,292
🛡 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)
-$5,247
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$200 @ 73% 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: $10.57/sh now → $7.48 mid-life (likely $5.94–$10.21)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$6.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 317 simulated challenges: the $190 strike is typically first touched on day 7 of 10, at $194 (overshoots $4.46). 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)~$19031 Jul 202612d left+$3.24/sh+$2,596
cycle +$3,332
[+$2,365…+$3,620] · 100% credit
66%
surv 53%
-$18,961 NOT
cap gain +$30,971
Up-and-out for even (raise the cap, free)~$19831 Jul 202612d left+$0.35/sh+$279
cycle +$1,015
[-$254…+$1,127] · 66% credit
72%
surv 63%
-$14,231 NOT
cap gain +$35,701
Max even-money escape in the band~$19831 Jul 202612d left+$0.35/sh+$279
cycle +$1,015
[-$254…+$1,127] · 66% credit
72%
surv 63%
-$14,231 NOT
cap gain +$35,701
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-$0.32/sh-$252
cycle +$484
[-$836…+$562] · 40% credit
73%
surv 66%
-$12,474 NOT
cap gain +$37,458
budget: banked $736 debit $252 (34% used ≈ 0.5 wk of income) → whole cycle still +$484 cash · rolled 8 ct earn ≈ $14,326/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$2,208/mo
vs 50% target ($6,706/mo)-67%
vs normal income ($13,412/mo)16% covered
Net income (after hedge)$1,674/mo
Downside budget
⚠ $190 is $26 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,674
… as % of IC ($13,440)146.4%
… as % of ML ($137,440)14.3%
Recovery months (at normal income)1.5 mo
Surgical close (8 ct)$-50,004
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 $0.92 collected) or spot ≥ $191.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-191.01
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
≥ $191.01
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$190.00 (1.4σ)$736$-21,557+$28,375+$576
+2.5%$194.75 (1.7σ)$-3,064$-21,010+$28,922-$3,224
+5%$199.50 (1.9σ)$-6,864$-20,463+$29,469-$7,024
SS (= V-bounce)$210.90 (2.4σ)$-15,984$-19,149+$30,783-$15,424
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $190): -$19,674
Total Position P&L @ SS: $-18,618 (+$31,314 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-15,424, the opportunity cost of earning $2,208/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,047 (+$16,885 vs today)
33% normal ← lean8 × $18024 Jul10d12.6%84%34%$1,552$4,656-$2,904$26,858
Sell 8 × $180 12.6% OTM over spot $159.80 24 Jul 2026 (10d, $2.04 mid)
= $1,552 credit for the 10d cycle → $4,656/mo projected
Survival (stays ≤ $180)
84%
Breach risk
16%
POP (stays ≤ $182.04)
86%
EV / mo
+$1,357
📈 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  ·  59% of paths whole by 9 mo (vs 55% without)  ·  ~4.3 challenges expected  ·  median CC cash $9,279
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
24%
Flat exit net (mid-life)
-$3,905
Free roll-up
+$8/wk
Safest escape (by 31 Jul 2026)
$193 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.64/sh now → $6.82 mid-life (likely $6.25–$10.46)≈ $0 at expiry  |  you banked $1.94/sh, so a flat mid-life exit nets -$4.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 726 simulated challenges: the $180 strike is typically first touched on day 6 of 10, at $184 (overshoots $4.35). 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)~$18031 Jul 202612d left+$2.98/sh+$2,383
cycle +$3,935
[+$1,872…+$2,991] · 100% credit
66%
surv 53%
-$27,510 NOT
cap gain +$22,422
Reliable up-and-out (highest cap still free ≥60%)~$18531 Jul 202612d left+$0.92/sh+$738
cycle +$2,290
[+$16…+$1,185] · 76% credit
70%
surv 60%
-$24,396 NOT
cap gain +$25,536
Up-and-out for even (raise the cap, free)~$18831 Jul 202612d left+$0.11/sh+$90
cycle +$1,642
[-$744…+$484] · 41% credit
72%
surv 64%
-$22,756 NOT
cap gain +$27,176
Max even-money escape in the band~$18831 Jul 202612d left+$0.11/sh+$90
cycle +$1,642
[-$744…+$484] · 41% credit
72%
surv 64%
-$22,756 NOT
cap gain +$27,176
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19331 Jul 202612d left-$1.52/sh-$1,214
cycle +$338
[-$2,350…-$917] · 10% credit
76%
surv 70%
-$19,484 NOT
cap gain +$30,448
budget: banked $1,552 debit $1,214 (78% used ≈ 1.1 wk of income) → whole cycle still +$338 cash · rolled 8 ct earn ≈ $10,607/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,656/mo
vs 50% target ($6,706/mo)-31%
vs normal income ($13,412/mo)35% covered
Net income (after hedge)$4,122/mo
Downside budget
⚠ $180 is $36 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,858
… as % of IC ($13,440)199.8%
… as % of ML ($137,440)19.5%
Recovery months (at normal income)2.0 mo
Surgical close (8 ct)$-50,012
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.94 collected) or spot ≥ $182.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-182.04
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
≥ $182.04
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$180.00 (≤1σ, normal week)$1,552$-29,893+$20,039+$1,392
+2.5%$184.50 (1.2σ)$-2,048$-29,375+$20,557-$2,208
+5%$189.00 (1.4σ)$-5,648$-28,856+$21,076-$5,808
SS (= V-bounce)$210.90 (2.4σ)$-23,168$-26,333+$23,599-$22,608
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $180): -$26,858
Total Position P&L @ SS: $-25,802 (+$24,130 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-22,608, the opportunity cost of earning $4,656/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-33,047 (+$16,885 vs today)
🎯 50% normal8 × $172.5024 Jul10d7.9%75%40%$2,520$7,560$31,890
Sell 8 × $172.50 7.9% OTM over spot $159.80 24 Jul 2026 (10d, $3.30 mid)
= $2,520 credit for the 10d cycle → $7,560/mo projected
Survival (stays ≤ $172.50)
75%
Breach risk
25%
POP (stays ≤ $175.80)
79%
EV / mo
+$1,643
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.3] median  ·  59% of paths whole by 9 mo (vs 50% without)  ·  ~7.4 challenges expected  ·  median CC cash $14,754
🛡 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)
40%
Flat exit net (mid-life)
-$2,559
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$193 @ 82% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.97/sh now → $6.35 mid-life (likely $7.19–$10.30)≈ $0 at expiry  |  you banked $3.15/sh, so a flat mid-life exit nets -$3.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,185 simulated challenges: the $172 strike is typically first touched on day 5 of 10, at $177 (overshoots $4.02). 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)~$17231 Jul 202612d left+$2.79/sh+$2,229
cycle +$4,749
[+$1,625…+$2,348] · 100% credit
66%
surv 53%
-$33,560 NOT
cap gain +$16,372
Reliable up-and-out (highest cap still free ≥60%)~$17531 Jul 202612d left+$1.69/sh+$1,354
cycle +$3,874
[+$655…+$1,354] · 96% credit
68%
surv 57%
-$31,964 NOT
cap gain +$17,968
Up-and-out for even (raise the cap, free)~$17831 Jul 202612d left+$0.74/sh+$595
cycle +$3,115
[-$227…+$538] · 57% credit
70%
surv 61%
-$30,435 NOT
cap gain +$19,497
Max even-money escape in the band~$17831 Jul 202612d left+$0.74/sh+$595
cycle +$3,115
[-$227…+$538] · 57% credit
70%
surv 61%
-$30,435 NOT
cap gain +$19,497
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19331 Jul 202612d left-$2.92/sh-$2,339
cycle +$181
[-$3,877…-$2,686]
82%
surv 79%
-$19,641 NOT
cap gain +$30,291
budget: banked $2,520 debit $2,339 (93% used ≈ 1.3 wk of income) → whole cycle still +$181 cash · rolled 8 ct earn ≈ $6,848/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$7,560/mo
vs 50% target ($6,706/mo)+13%
vs normal income ($13,412/mo)56% covered
Net income (after hedge)$7,026/mo
Downside budget
⚠ $172.50 is $43 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,890
… as % of IC ($13,440)237.3%
… as % of ML ($137,440)23.2%
Recovery months (at normal income)2.4 mo
Surgical close (8 ct)$-50,052
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.79/sh (~25% of the $3.15 collected) or spot ≥ $175.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-175.80
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $175.80
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$172.50 (≤1σ, normal week)$2,520$-35,789+$14,143+$2,360
+2.5%$176.81 (≤1σ, normal week)$-930$-35,292+$14,640-$1,090
+5%$181.12 (1.0σ)$-4,380$-34,795+$15,137-$4,540
SS (= V-bounce)$210.90 (2.4σ)$-28,200$-31,365+$18,567-$27,640
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $172.50): -$31,890
Total Position P&L @ SS: $-30,834 (+$19,098 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-27,640, the opportunity cost of earning $7,560/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,080, position total $-35,127 (+$14,805 vs today)
100% normal8 × $162.5024 Jul10d1.7%58%88%$4,840$14,520+$6,960$37,570
Sell 8 × $162.50 1.7% OTM over spot $159.80 24 Jul 2026 (10d, $6.45 mid)
= $4,840 credit for the 10d cycle → $14,520/mo projected
Survival (stays ≤ $162.50)
58%
Breach risk
42%
POP (stays ≤ $168.95)
70%
EV / mo
+$1,315
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [0.9-3.5] median, 0.2 mo faster than no FIGHT (2.3 mo)  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~18.9 challenges expected  ·  median CC cash $19,378
🛡 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)
74%
Flat exit net (mid-life)
+$246
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$198 @ 92% POP
92% 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: $8.12/sh now → $5.74 mid-life (likely $7.84–$10.78)≈ $0 at expiry  |  you banked $6.05/sh, so a flat mid-life exit nets +$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,216 simulated challenges: the $162 strike is typically first touched on day 3 of 10, at $167 (overshoots $4.09). 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)~$16231 Jul 202612d left+$2.54/sh+$2,031
cycle +$6,871
[+$1,253…+$1,633] · 100% credit
66%
surv 53%
-$40,590 NOT
cap gain +$9,342
Reliable up-and-out (highest cap still free ≥60%)~$16531 Jul 202612d left+$1.45/sh+$1,160
cycle +$6,000
[+$238…+$688] · 87% credit
68%
surv 57%
-$38,990 NOT
cap gain +$10,942
Up-and-out for even (raise the cap, free)~$16831 Jul 202612d left+$0.52/sh+$413
cycle +$5,253
[-$680…-$119] · 19% credit
71%
surv 61%
-$37,448 NOT
cap gain +$12,484
Max even-money escape in the band~$16831 Jul 202612d left+$0.52/sh+$413
cycle +$5,253
[-$680…-$119] · 19% credit
71%
surv 61%
-$37,448 NOT
cap gain +$12,484
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19831 Jul 202612d left-$4.65/sh-$3,719
cycle +$1,121
[-$6,523…-$4,863]
92%
surv 92%
-$14,125 NOT
cap gain +$35,807
budget: banked $4,840 debit $3,719 (77% used ≈ 1.1 wk of income) → whole cycle still +$1,121 cash · rolled 8 ct earn ≈ $2,188/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$14,520/mo
vs 50% target ($6,706/mo)+117%
vs normal income ($13,412/mo)108% covered
Net income (after hedge)$13,986/mo
Downside budget
⚠ $162.50 is $53 below CC-SS $215.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,570
… as % of IC ($13,440)279.5%
… as % of ML ($137,440)27.3%
Recovery months (at normal income)2.8 mo
Surgical close (8 ct)$-50,252
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.51/sh (~25% of the $6.05 collected) or spot ≥ $168.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $174.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-168.95
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
≥ $168.95
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$162.50 (≤1σ, normal week)$4,840$-42,621+$7,311+$4,680
+2.5%$166.56 (≤1σ, normal week)$1,590$-42,153+$7,779+$1,430
+5%$170.62 (≤1σ, normal week)$-1,660$-41,685+$8,247-$1,820
SS (= V-bounce)$210.90 (2.4σ)$-33,880$-37,045+$12,887-$33,320
V-BOUNCE STRESS (stock → CC-SS $215.51, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,988
− CC assignment net of premium (8 × $162.50): -$37,570
Total Position P&L @ SS: $-36,514 (+$13,418 vs today)
Do-nothing baseline at SS: $-3,194 (this trade vs do-nothing: $-33,320, the opportunity cost of earning $14,520/mo FIGHT income now)
BB-reversion stress (→ $178.25 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,760, position total $-40,807 (+$9,125 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: 1.144 (IBKR)  |  Recovery@SS: +$50,988 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,194

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1753d17 Jul 2026$0.948/8$7,520$6,98687%88%+$2,978-$31,658235.5%$-30,602 (vs do-nothing $-27,408)
$172.503d17 Jul 2026$1.196/8$7,140$6,72683%85%+$2,197-$25,093186.7%$-25,100 (vs do-nothing $-21,906)
$1703d17 Jul 2026$1.615/8$8,050$7,69679%82%+$2,157-$21,951163.3%$-22,489 (vs do-nothing $-19,295)
$172.5010d24 Jul 2026$3.158/8$7,560$7,02675%79%+$1,643-$31,890237.3%$-30,834 (vs do-nothing $-27,640)
$167.503d17 Jul 2026$2.124/8$8,480$8,18673%78%+$1,842-$18,357136.6%$-19,426 (vs do-nothing $-16,232)
$17010d24 Jul 2026$3.756/8$6,750$6,33671%77%+$1,277-$25,057186.4%$-25,064 (vs do-nothing $-21,870)
$172.5017d31 Jul 2026$5.158/8$7,271$6,73770%77%+$796-$30,290225.4%$-29,234 (vs do-nothing $-26,040)
$17017d31 Jul 2026$6.107/8$7,535$7,06267%75%+$986-$27,589205.3%$-27,064 (vs do-nothing $-23,870)
$167.5010d24 Jul 2026$4.456/8$8,010$7,59667%75%+$1,296-$26,137194.5%$-26,144 (vs do-nothing $-22,950)
$1653d17 Jul 2026$2.703/8$8,100$7,86667%74%+$1,203-$14,344106.7%$-15,944 (vs do-nothing $-12,750)
$167.5017d31 Jul 2026$6.756/8$7,147$6,73364%73%+$678-$24,757184.2%$-24,764 (vs do-nothing $-21,570)
$16510d24 Jul 2026$5.155/8$7,725$7,37163%72%+$905-$22,681168.8%$-23,219 (vs do-nothing $-20,025)
$16517d31 Jul 2026$7.556/8$7,994$7,58161%71%+$563-$25,777191.8%$-25,784 (vs do-nothing $-22,590)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.503d17 Jul 2026$3.402/8$6,800$6,62660%70%+$541-$9,92273.8%$-12,054 (vs do-nothing $-8,860)
$162.5010d24 Jul 2026$6.054/8$7,260$6,96658%70%+$657-$18,785139.8%$-19,854 (vs do-nothing $-16,660)
$162.5017d31 Jul 2026$8.505/8$7,500$7,14657%70%+$413-$22,256165.6%$-22,794 (vs do-nothing $-19,600)
$16017d31 Jul 2026$9.504/8$6,706$6,41254%68%+$243-$18,405136.9%$-19,474 (vs do-nothing $-16,280)
$16010d24 Jul 2026$7.354/8$8,820$8,52653%67%+$893-$19,265143.3%$-20,334 (vs do-nothing $-17,140)
$1603d17 Jul 2026$4.452/8$8,900$8,72652%66%+$540-$10,21276.0%$-12,344 (vs do-nothing $-9,150)
$157.5017d31 Jul 2026$10.604/8$7,482$7,18950%66%+$147-$18,965141.1%$-20,034 (vs do-nothing $-16,840)
$157.5010d24 Jul 2026$8.153/8$7,335$7,10148%65%+$256-$14,959111.3%$-16,559 (vs do-nothing $-13,365)
$157.503d17 Jul 2026$5.552/8$11,100$10,92644%62%+$155-$10,49278.1%$-12,624 (vs do-nothing $-9,430)

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 21:38