FORTRESS FIGHT: COIN-LC165 @ $161.63

BE SS: $210.90  |  CC-SS: $217.27  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

COIN-LC165 @ $161.63   UNDERWATER $49.27 (23.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 14 days. The recommended CC (7d) 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: $217.27 (banked floor $215.77)  |  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$18,857/mo95% ann ROI on ML
Hedge rolling cost$411/mo
Unrealized P&L$-49,932fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$9,429/mo
HEDGE COVER
$411/mo
NORMAL INCOME
$18,857/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $13,440
ML VELOCITY
7.3 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $217.27 (probe: $215C 14d) brings only $1,509/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
$1,352
Hole (after banked)
$48,580
was $49,932 · 3% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$217.27 → $215.77
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 27 (live) · RSI 41 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 48 · %B 61 · hist rising (nightly)
LEVELS20W MA (bounce target) $178.46 (+10%) · daily UBB $172.34 · 1-wk expected move ±$19 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (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 / 7d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($9,429/mo); it brings $10,011/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 × $162.50/7d for $19,350/mo, but breach risk rises to 46% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 7 × $210/7d (99% survival, $420/mo).
Downside anchor: the primary mortgages $33,478 (249% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-50,024 and cuts bleed by $411/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: NEXT FRIDAY · 24 Jul 2026 (7d) · sell 8 × $172.50, 73% survival, $10,011/mo (E[net] $1,655/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 7d8 × $172.5073%$10,011$1,655

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,655/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $172.50 (primary), 73% survival, breach 27%, $10,011/mo.
⚖️ Worth a safer step: the $177.50 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $3,429/mo less (34% 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 $177.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $161.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $21024 Jul7d29.9%99%2%-2pp$98$420-$9,591$4,989
Sell 7 × $210 29.9% OTM over spot $161.63 24 Jul 2026 (7d, $0.18 mid)
= $98 credit for the 7d cycle → $420/mo projected
Survival (stays ≤ $210)
99%
Breach risk
1%
POP (stays ≤ $210.18)
99%
EV / mo
+$339
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
57% whole by 9mo vs 60% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$176/mo
median; plan ~$120/mo after 68% keep · $571 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.9-3.2], measured ONLY among the 57% of futures that got whole
🛡 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)
-$5,301
Free roll-up
+$18/wk
Safest escape (by 14 Aug 2026)
$248 @ 83% POP
79% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.90/sh now → $7.71 mid-life → ≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$7.57/sh  |  roll rows are incremental, the banked premium stays yours
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)~$21031 Jul 202610d left+$7.10/sh+$4,971
cycle +$5,069
69%
surv 53%
-$482 NOT
cap gain +$49,450
Up-and-out for even (raise the cap, free)~$22831 Jul 202610d left+$0.51/sh+$357
cycle +$455
78%
surv 72%
+$9,880 SAFE
cap gain +$59,812
Max even-money escape in the band~$24814 Aug 202624d left+$1.00/sh+$700
cycle +$798
83%
surv 79%
+$26,526 SAFE
cap gain +$76,458
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$420/mo
vs 50% target ($9,429/mo)-96%
vs normal income ($18,857/mo)2% covered
Net income (after hedge)$251/mo
Downside budget
⚠ $210 is $7 below CC-SS $217.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,989
… as % of IC ($13,440)37.1%
… as % of ML ($137,440)3.6%
Recovery months (at normal income)0.3 mo
Surgical close (7 ct)$-43,719
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.14 collected) or spot ≥ $210.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $210)); NOT the premium you collected. Momentum override: two daily closes above $172.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $207.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$208-210.18
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
≥ $210.18
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$210.00 (2.6σ)$98$-5,453+$44,479-$693
+2.5%$215.25 (2.8σ)$-3,577$-4,848+$45,084-$693
+5%$220.50 (3.1σ)$-7,252$-4,243+$45,689-$693
V-BOUNCE STRESS (stock → CC-SS $217.27, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,919
− CC assignment net of premium (7 × $210): -$4,989
− Conservative CC assignment net of premium (1 × $210): -$614
Total Position P&L @ SS: $-4,616 (+$45,316 vs today)
Do-nothing baseline at SS: $-3,923 (this trade vs do-nothing: $-693, the opportunity cost of earning $420/mo FIGHT income now)
BB-reversion stress (→ $178.46 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,416 (+$15,516 vs today)
🛡 safe yield8 × $187.5024 Jul7d16.0%93%14%+0pp$568$2,434-$7,577$23,246
Sell 8 × $187.50 16.0% OTM over spot $161.63 24 Jul 2026 (7d, $0.85 mid)
= $568 credit for the 7d cycle → $2,434/mo projected
Survival (stays ≤ $187.50)
93%
Breach risk
7%
POP (stays ≤ $188.35)
94%
EV / mo
+$1,422
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
52% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,262/mo
median; plan ~$858/mo after 68% keep · $6,966 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-4.0], measured ONLY among the 52% of futures that got whole
🛡 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)
-$4,557
Free roll-up
+$16/wk
Safest escape (by 14 Aug 2026)
$226 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.06/sh now → $6.41 mid-life (likely $5.14–$9.11)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets -$5.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 402 simulated challenges: the $188 strike is typically first touched on day 5 of 7, at $192 (overshoots $4.37). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18831 Jul 202610d left+$5.92/sh+$4,733
cycle +$5,301
[+$4,947…+$5,943] · 100% credit
69%
surv 53%
-$20,955 NOT
cap gain +$28,977
Reliable up-and-out (highest cap still free ≥60%)~$21314 Aug 202624d left+$1.38/sh+$1,108
cycle +$1,676
[+$505…+$2,314] · 88% credit
80%
surv 75%
-$904 NOT
cap gain +$49,028
Max even-money escape in the band~$22114 Aug 202624d left+$0.11/sh+$88
cycle +$656
[-$640…+$1,177] · 52% credit
83%
surv 80%
+$4,941 SAFE
cap gain +$54,873
reaches SS ✓
Up-and-out for even (raise the cap, free)~$20331 Jul 202610d left+$0.09/sh+$75
cycle +$643
[-$415…+$669] · 51% credit
79%
surv 72%
-$11,088 NOT
cap gain +$38,844
Safety roll (pay small debit, max POP)~$22614 Aug 202624d left-$0.64/sh-$515
cycle +$53
[-$1,322…+$511] · 37% credit
85%
surv 83%
+$8,913 SAFE
cap gain +$58,845
budget: banked $568 debit $515 (91% used ≈ 0.9 wk of income) → whole cycle still +$53 cash · rolled 8 ct earn ≈ $5,762/mo while parked; 0 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$2,434/mo
vs 50% target ($9,429/mo)-74%
vs normal income ($18,857/mo)13% covered
Net income (after hedge)$2,023/mo
Downside budget
⚠ $187.50 is $30 below CC-SS $217.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,246
… as % of IC ($13,440)173.0%
… as % of ML ($137,440)16.9%
Recovery months (at normal income)1.2 mo
Surgical close (8 ct)$-50,048
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 ≥ $188.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $172.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.35
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $188.35
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$187.50 (1.4σ)$568$-25,688+$24,244-$336
+2.5%$192.19 (1.6σ)$-3,182$-25,148+$24,784-$4,086
+5%$196.88 (1.9σ)$-6,932$-24,608+$25,324-$7,836
SS (= V-bounce)$210.90 (2.6σ)$-18,152$-22,992+$26,940-$18,336
V-BOUNCE STRESS (stock → CC-SS $217.27, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,919
− CC assignment net of premium (8 × $187.50): -$23,246
Total Position P&L @ SS: $-22,259 (+$27,673 vs today)
Do-nothing baseline at SS: $-3,923 (this trade vs do-nothing: $-18,336, the opportunity cost of earning $2,434/mo FIGHT income now)
BB-reversion stress (→ $178.46 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,529 (+$15,403 vs today)
33% normal ← lean8 × $177.5024 Jul7d9.8%80%40%+3pp$1,536$6,583-$3,429$30,278
Sell 8 × $177.50 9.8% OTM over spot $161.63 24 Jul 2026 (7d, $2.01 mid)
= $1,536 credit for the 7d cycle → $6,583/mo projected
Survival (stays ≤ $177.50)
80%
Breach risk
20%
POP (stays ≤ $179.51)
83%
EV / mo
+$1,183
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
62% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,807/mo
median; plan ~$1,909/mo after 68% keep · $12,662 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.4], measured ONLY among the 62% of futures that got whole
🛡 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)
29%
Flat exit net (mid-life)
-$3,154
Free roll-up
+$13/wk
Safest escape (by 14 Aug 2026)
$216 @ 87% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.29/sh now → $5.86 mid-life (likely $6.06–$9.77)≈ $0 at expiry  |  you banked $1.92/sh, so a flat mid-life exit nets -$3.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 884 simulated challenges: the $178 strike is typically first touched on day 4 of 7, at $182 (overshoots $4.86). 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)~$17831 Jul 202610d left+$5.42/sh+$4,338
cycle +$5,874
[+$4,320…+$4,958] · 100% credit
69%
surv 53%
-$29,534 NOT
cap gain +$20,398
Reliable up-and-out (highest cap still free ≥60%)~$20114 Aug 202624d left+$1.17/sh+$936
cycle +$2,472
[-$188…+$1,266] · 67% credit
80%
surv 75%
-$11,548 NOT
cap gain +$38,384
Up-and-out for even (raise the cap, free)~$19131 Jul 202610d left+$0.50/sh+$403
cycle +$1,939
[-$282…+$524] · 52% credit
78%
surv 71%
-$21,233 NOT
cap gain +$28,699
Max even-money escape in the band~$20314 Aug 202624d left+$0.70/sh+$559
cycle +$2,095
[-$621…+$847] · 48% credit
81%
surv 77%
-$9,637 NOT
cap gain +$40,295
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21614 Aug 202624d left-$1.23/sh-$983
cycle +$553
[-$2,476…-$832] · 11% credit
87%
surv 84%
+$262 SAFE
cap gain +$50,194
budget: banked $1,536 debit $983 (64% used ≈ 0.6 wk of income) → whole cycle still +$553 cash · rolled 8 ct earn ≈ $4,634/mo while parked; 0 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$6,583/mo
vs 50% target ($9,429/mo)-30%
vs normal income ($18,857/mo)35% covered
Net income (after hedge)$6,171/mo
Downside budget
⚠ $177.50 is $40 below CC-SS $217.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,278
… as % of IC ($13,440)225.3%
… as % of ML ($137,440)22.0%
Recovery months (at normal income)1.6 mo
Surgical close (8 ct)$-50,008
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 $1.92 collected) or spot ≥ $179.51 (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 $172.34 (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
$176-179.51
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
≥ $179.51
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$177.50 (≤1σ, normal week)$1,536$-33,872+$16,060+$632
+2.5%$181.94 (1.1σ)$-2,014$-33,361+$16,571-$2,918
+5%$186.38 (1.3σ)$-5,564$-32,849+$17,083-$6,468
SS (= V-bounce)$210.90 (2.6σ)$-25,184$-30,024+$19,908-$25,368
V-BOUNCE STRESS (stock → CC-SS $217.27, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,919
− CC assignment net of premium (8 × $177.50): -$30,278
Total Position P&L @ SS: $-29,291 (+$20,641 vs today)
Do-nothing baseline at SS: $-3,923 (this trade vs do-nothing: $-25,368, the opportunity cost of earning $6,583/mo FIGHT income now)
BB-reversion stress (→ $178.46 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-34,529 (+$15,403 vs today)
🎯 50% normal8 × $172.5024 Jul7d6.7%73%44%+3pp$2,336$10,011$33,478
Sell 8 × $172.50 6.7% OTM over spot $161.63 24 Jul 2026 (7d, $3.04 mid)
= $2,336 credit for the 7d cycle → $10,011/mo projected
Survival (stays ≤ $172.50)
73%
Breach risk
27%
POP (stays ≤ $175.53)
78%
EV / mo
+$1,194
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
66% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,832/mo
median; plan ~$2,606/mo after 68% keep · $15,311 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.6], measured ONLY among the 66% of futures that got whole
🛡 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)
44%
Flat exit net (mid-life)
-$2,143
Free roll-up
+$13/wk
Safest escape (by 14 Aug 2026)
$216 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.92/sh now → $5.60 mid-life (likely $6.22–$9.54)≈ $0 at expiry  |  you banked $2.92/sh, so a flat mid-life exit nets -$2.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,306 simulated challenges: the $172 strike is typically first touched on day 3 of 7, at $177 (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)~$17231 Jul 202610d left+$5.18/sh+$4,146
cycle +$6,482
[+$4,046…+$4,695] · 100% credit
69%
surv 53%
-$33,502 NOT
cap gain +$16,430
Reliable up-and-out (highest cap still free ≥60%)~$19114 Aug 202624d left+$2.13/sh+$1,708
cycle +$4,044
[+$500…+$1,783] · 89% credit
77%
surv 71%
-$19,128 NOT
cap gain +$30,804
Up-and-out for even (raise the cap, free)~$18631 Jul 202610d left+$0.29/sh+$235
cycle +$2,571
[-$511…+$209] · 33% credit
78%
surv 72%
-$25,177 NOT
cap gain +$24,755
Max even-money escape in the band~$19814 Aug 202624d left+$0.38/sh+$305
cycle +$2,641
[-$1,020…+$321] · 32% credit
82%
surv 78%
-$13,667 NOT
cap gain +$36,265
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21614 Aug 202624d left-$2.45/sh-$1,960
cycle +$376
[-$3,885…-$2,188] · 2% credit
89%
surv 88%
+$85 SAFE
cap gain +$50,017
budget: banked $2,336 debit $1,960 (84% used ≈ 0.9 wk of income) → whole cycle still +$376 cash · rolled 8 ct earn ≈ $3,150/mo while parked; 0 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$10,011/mo
vs 50% target ($9,429/mo)+6%
vs normal income ($18,857/mo)53% covered
Net income (after hedge)$9,600/mo
Downside budget
⚠ $172.50 is $45 below CC-SS $217.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,478
… as % of IC ($13,440)249.1%
… as % of ML ($137,440)24.4%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-50,024
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.73/sh (~25% of the $2.92 collected) or spot ≥ $175.53 (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 $172.34 (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
$171-175.53
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
≥ $175.53
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)$2,336$-37,648+$12,284+$1,432
+2.5%$176.81 (≤1σ, normal week)$-1,114$-37,151+$12,781-$2,018
+5%$181.12 (1.0σ)$-4,564$-36,654+$13,278-$5,468
SS (= V-bounce)$210.90 (2.6σ)$-28,384$-33,224+$16,708-$28,568
V-BOUNCE STRESS (stock → CC-SS $217.27, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,919
− CC assignment net of premium (8 × $172.50): -$33,478
Total Position P&L @ SS: $-32,491 (+$17,441 vs today)
Do-nothing baseline at SS: $-3,923 (this trade vs do-nothing: $-28,568, the opportunity cost of earning $10,011/mo FIGHT income now)
BB-reversion stress (→ $178.46 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,432, position total $-36,961 (+$12,971 vs today)
100% normal7 × $162.5024 Jul7d0.5%54%96%+10pp$4,515$19,350+$9,339$33,822
Sell 7 × $162.50 0.5% OTM over spot $161.63 24 Jul 2026 (7d, $6.60 mid)
= $4,515 credit for the 7d cycle → $19,350/mo projected
Survival (stays ≤ $162.50)
54%
Breach risk
46%
POP (stays ≤ $169.10)
67%
EV / mo
+$1,300
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
74% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~7.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,596/mo
median; plan ~$3,805/mo after 68% keep · $18,680 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.6], measured ONLY among the 74% of futures that got whole
🛡 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)
77%
Flat exit net (mid-life)
+$953
Free roll-up
+$11/wk
Safest escape (by 14 Aug 2026)
$206 @ 90% POP
89% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.20/sh now → $5.09 mid-life (likely $7.14–$10.79)≈ $0 at expiry  |  you banked $6.45/sh, so a flat mid-life exit nets +$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,307 simulated challenges: the $162 strike is typically first touched on day 2 of 7, at $168 (overshoots $5.18). 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)~$16231 Jul 202610d left+$4.72/sh+$3,303
cycle +$7,818
[+$3,117…+$3,337] · 100% credit
68%
surv 53%
-$41,205 NOT
cap gain +$8,727
Reliable up-and-out (highest cap still free ≥60%)~$17814 Aug 202624d left+$2.28/sh+$1,598
cycle +$6,113
[+$162…+$905] · 81% credit
77%
surv 70%
-$28,386 NOT
cap gain +$21,546
Up-and-out for even (raise the cap, free)~$17331 Jul 202610d left+$0.62/sh+$431
cycle +$4,946
[-$372…+$57] · 35% credit
77%
surv 70%
-$34,128 NOT
cap gain +$15,804
Max even-money escape in the band~$18614 Aug 202624d left+$0.24/sh+$167
cycle +$4,682
[-$1,538…-$598] · 8% credit
82%
surv 78%
-$22,952 NOT
cap gain +$26,980
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20614 Aug 202624d left-$2.72/sh-$1,907
cycle +$2,608
[-$4,494…-$2,909]
90%
surv 89%
-$6,723 NOT
cap gain +$43,209
budget: banked $4,515 debit $1,907 (42% used ≈ 0.4 wk of income) → whole cycle still +$2,608 cash · rolled 7 ct earn ≈ $2,069/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$19,350/mo
vs 50% target ($9,429/mo)+105%
vs normal income ($18,857/mo)103% covered
Net income (after hedge)$19,181/mo
Downside budget
⚠ $162.50 is $55 below CC-SS $217.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,822
… as % of IC ($13,440)251.7%
… as % of ML ($137,440)24.6%
Recovery months (at normal income)1.8 mo
Surgical close (7 ct)$-43,796
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.61/sh (~25% of the $6.45 collected) or spot ≥ $169.10 (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 $172.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-169.10
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
≥ $169.10
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$162.50 (≤1σ, normal week)$4,515$-44,508+$5,424+$3,724
+2.5%$166.56 (≤1σ, normal week)$1,671$-43,634+$6,298+$880
+5%$170.62 (≤1σ, normal week)$-1,172$-42,759+$7,173-$1,964
SS (= V-bounce)$210.90 (2.6σ)$-29,365$-34,182+$15,750-$29,526
V-BOUNCE STRESS (stock → CC-SS $217.27, where you are whole again, by expiry)
Starting unrealized P&L: $-49,932
+ Fortress recovery (un-capped): +$50,919
− CC assignment net of premium (7 × $162.50): -$33,822
− Conservative CC assignment net of premium (1 × $210): -$614
Total Position P&L @ SS: $-33,449 (+$16,483 vs today)
Do-nothing baseline at SS: $-3,923 (this trade vs do-nothing: $-29,526, the opportunity cost of earning $19,350/mo FIGHT income now)
BB-reversion stress (→ $178.46 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,657, position total $-41,073 (+$8,859 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 (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 24 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: +$50,919 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,923

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$177.5014d31 Jul 2026$5.558/8$9,514$9,10374%80%+$2,937-$27,374203.7%$-26,387 (vs do-nothing $-22,464)
$172.507d24 Jul 2026$2.928/8$10,011$9,60073%78%+$1,194-$33,478249.1%$-32,491 (vs do-nothing $-28,568)
$17514d31 Jul 2026$6.357/8$9,525$9,35671%78%+$2,851-$25,142187.1%$-24,769 (vs do-nothing $-20,846)
$1707d24 Jul 2026$3.657/8$10,950$10,78169%75%+$1,250-$30,532227.2%$-30,159 (vs do-nothing $-26,236)
$172.5014d31 Jul 2026$7.107/8$10,650$10,48168%76%+$2,933-$26,367196.2%$-25,994 (vs do-nothing $-22,071)
$172.5021d7 Aug 2026$8.658/8$9,886$9,47467%76%+$2,371-$28,894215.0%$-27,907 (vs do-nothing $-23,984)
$17014d31 Jul 2026$7.956/8$10,221$10,29465%75%+$2,598-$23,590175.5%$-23,831 (vs do-nothing $-19,908)
$167.507d24 Jul 2026$4.405/8$9,429$9,74464%72%+$813-$22,684168.8%$-23,538 (vs do-nothing $-19,615)
$17021d7 Aug 2026$9.507/8$9,500$9,33164%74%+$2,084-$26,437196.7%$-26,064 (vs do-nothing $-22,141)
$167.5014d31 Jul 2026$8.905/8$9,536$9,85162%73%+$2,239-$20,434152.0%$-21,288 (vs do-nothing $-17,365)
$167.5021d7 Aug 2026$10.507/8$10,500$10,33161%73%+$2,160-$27,487204.5%$-27,114 (vs do-nothing $-23,191)
$167.5028d14 Aug 2026$11.608/8$9,943$9,53161%72%+$1,080-$30,534227.2%$-29,547 (vs do-nothing $-25,624)
$1657d24 Jul 2026$5.355/8$11,464$11,77959%70%+$867-$23,459174.5%$-24,313 (vs do-nothing $-20,390)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16514d31 Jul 2026$9.805/8$10,500$10,81558%71%+$2,151-$21,234158.0%$-22,088 (vs do-nothing $-18,165)
$16528d14 Aug 2026$12.108/8$10,371$9,96058%70%+$641-$32,134239.1%$-31,147 (vs do-nothing $-27,224)
$16521d7 Aug 2026$11.606/8$9,943$10,01658%71%+$1,926-$24,400181.6%$-24,641 (vs do-nothing $-20,718)
$162.5028d14 Aug 2026$13.557/8$10,162$9,99356%69%+$834-$28,852214.7%$-28,479 (vs do-nothing $-24,556)
$162.5021d7 Aug 2026$12.706/8$10,886$10,95955%70%+$1,924-$25,240187.8%$-25,481 (vs do-nothing $-21,558)
$162.5014d31 Jul 2026$11.004/8$9,429$9,98655%70%+$1,817-$17,507130.3%$-18,975 (vs do-nothing $-15,052)
$162.507d24 Jul 2026$6.454/8$11,057$11,61454%67%+$743-$19,327143.8%$-20,795 (vs do-nothing $-16,872)
$16028d14 Aug 2026$14.756/8$9,482$9,55553%68%+$739-$25,510189.8%$-25,751 (vs do-nothing $-21,828)
$16021d7 Aug 2026$13.655/8$9,750$10,06552%69%+$1,427-$21,809162.3%$-22,663 (vs do-nothing $-18,740)
$16014d31 Jul 2026$11.654/8$9,986$10,54351%68%+$1,348-$18,247135.8%$-19,715 (vs do-nothing $-15,792)
$1607d24 Jul 2026$7.603/8$9,771$10,57149%65%+$462-$14,900110.9%$-16,982 (vs do-nothing $-13,059)

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  |  2026-07-17 03:39