FORTRESS FIGHT: COIN-LC165 @ $154.31

BE SS: $210.90  |  CC-SS: $218.42  |  8 contracts (800 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

COIN-LC165 @ $154.31   UNDERWATER $56.59 (26.8% 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: $218.42 (banked floor $216.92)  |  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$17,914/mo95% ann ROI on ML
Hedge rolling cost$527/mo
Unrealized P&L$-57,472fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,957/mo
HEDGE COVER
$527/mo
NORMAL INCOME
$17,914/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $13,440
ML VELOCITY
7.7 mo to earn back $137,440
Deep drawdown confirmed: a CC at CC-SS $218.42 (probe: $217.5C 14d) brings only $51/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)
$56,120
was $57,472 · 2% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$218.42 → $216.92
? 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 17 (live) · RSI 41 · MACD bullish, hist rising
DAILYFALLING (provisional) · RSI 43 · %B 37 · hist rising (nightly)
LEVELS20W MA (bounce target) $178.41 (+16%) · daily UBB $171.91 · 1-wk expected move ±$17 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 8 contracts at $165 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($8,957/mo); it brings $9,874/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 × $155/7d for $18,750/mo, but breach risk rises to 46% (+22pp 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 × $192.50/7d (97% survival, $621/mo).
Downside anchor: the primary mortgages $40,434 (301% of IC) ONLY on a full V-bounce all the way to SS $211, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 8 contracts realizes $-57,600 and cuts bleed by $527/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 × $165, 76% survival, $9,874/mo (E[net] $2,385/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 × $16576%$9,874$2,385

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $2,385/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $165 (primary), 76% survival, breach 24%, $9,874/mo.
⚖️ Worth a safer step: the $170 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $3,600/mo less (36% 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 $170 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $154.31 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $192.5024 Jul7d24.7%97%5%-1pp$145$621-$9,253$12,816
Sell 5 × $192.50 24.7% OTM over spot $154.31 24 Jul 2026 (7d, $0.55 mid)
= $145 credit for the 7d cycle → $621/mo projected
Survival (stays ≤ $192.50)
97%
Breach risk
3%
POP (stays ≤ $193.05)
98%
EV / mo
+$457
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
53% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$358/mo
median; plan ~$243/mo after 68% keep · $1,845 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.1-4.3], measured ONLY among the 53% 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)
2%
Flat exit net (mid-life)
-$3,775
Free roll-up
+$13/wk
Safest escape (by 14 Aug 2026)
$218 @ 80% POP
74% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.09/sh now → $7.84 mid-life (likely $5.40–$11.31)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$7.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 54 simulated challenges: the $192 strike is typically first touched on day 6 of 7, at $198 (overshoots $5.19). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$19231 Jul 202610d left+$5.40/sh+$2,702
cycle +$2,847
[+$2,710…+$3,621] · 100% credit
69%
surv 53%
-$19,611 NOT
cap gain +$37,861
Max even-money escape in the band~$21814 Aug 202624d left+$1.81/sh+$906
cycle +$1,051
[+$544…+$2,067] · 80% credit
80%
surv 74%
-$438 NOT
cap gain +$57,034
reaches SS ✓
Up-and-out for even (raise the cap, free)~$20631 Jul 202610d left+$0.93/sh+$465
cycle +$610
[-$79…+$1,145] · 72% credit
77%
surv 68%
-$9,824 NOT
cap gain +$47,648
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$621/mo
vs 50% target ($8,957/mo)-93%
vs normal income ($17,914/mo)3% covered
Net income (after hedge)$499/mo
Downside budget
⚠ $192.50 is $26 below CC-SS $218.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,816
… as % of IC ($13,440)95.4%
… as % of ML ($137,440)9.3%
Recovery months (at normal income)0.7 mo
Surgical close (5 ct)$-36,050
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.29 collected) or spot ≥ $193.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $192)); NOT the premium you collected. Momentum override: two daily closes above $171.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $190.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$191-193.05
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
≥ $193.05
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$192.50 (2.2σ)$145$-22,313+$35,159-$170
+2.5%$197.31 (2.5σ)$-2,261$-20,331+$37,141-$2,576
+5%$202.12 (2.8σ)$-4,668$-18,348+$39,124-$4,982
SS (= V-bounce)$210.90 (3.3σ)$-9,055$-15,002+$42,470-$8,920
V-BOUNCE STRESS (stock → CC-SS $218.42, where you are whole again, by expiry)
Starting unrealized P&L: $-57,472
+ Fortress recovery (un-capped): +$58,466
− CC assignment net of premium (5 × $192.50): -$12,816
− Conservative CC assignment net of premium (3 × $210): -$2,338
Total Position P&L @ SS: $-14,160 (+$43,312 vs today)
Do-nothing baseline at SS: $-5,240 (this trade vs do-nothing: $-8,920, the opportunity cost of earning $621/mo FIGHT income now)
BB-reversion stress (→ $178.41 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-35,308 (+$22,164 vs today)
🛡 safe yield8 × $177.5024 Jul7d15.0%91%18%+2pp$672$2,880-$6,994$32,066
Sell 8 × $177.50 15.0% OTM over spot $154.31 24 Jul 2026 (7d, $1.29 mid)
= $672 credit for the 7d cycle → $2,880/mo projected
Survival (stays ≤ $177.50)
91%
Breach risk
9%
POP (stays ≤ $178.79)
92%
EV / mo
+$1,473
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
51% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,340/mo
median; plan ~$911/mo after 68% keep · $7,768 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.2], measured ONLY among the 51% 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)
11%
Flat exit net (mid-life)
-$4,782
Free roll-up
+$13/wk
Safest escape (by 14 Aug 2026)
$203 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.64/sh now → $6.82 mid-life (likely $5.47–$9.95)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$5.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $178 strike is typically first touched on day 5 of 7, at $182 (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)~$17831 Jul 202610d left+$4.81/sh+$3,845
cycle +$4,517
[+$3,512…+$4,837] · 100% credit
68%
surv 53%
-$31,810 NOT
cap gain +$25,662
Max even-money escape in the band~$20314 Aug 202624d left+$0.73/sh+$585
cycle +$1,257
[-$430…+$1,619] · 63% credit
81%
surv 76%
-$11,645 NOT
cap gain +$45,827
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)~$19131 Jul 202610d left+$0.31/sh+$249
cycle +$921
[-$729…+$820] · 53% credit
78%
surv 70%
-$23,382 NOT
cap gain +$34,090
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$2,880/mo
vs 50% target ($8,957/mo)-68%
vs normal income ($17,914/mo)16% covered
Net income (after hedge)$2,353/mo
Downside budget
⚠ $177.50 is $41 below CC-SS $218.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,066
… as % of IC ($13,440)238.6%
… as % of ML ($137,440)23.3%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-57,836
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.84 collected) or spot ≥ $178.79 (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 $171.91 (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
$176-178.79
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
≥ $178.79
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 (1.4σ)$672$-35,655+$21,817+$168
+2.5%$181.94 (1.6σ)$-2,878$-35,158+$22,314-$3,382
+5%$186.38 (1.9σ)$-6,428$-34,661+$22,811-$6,932
SS (= V-bounce)$210.90 (3.3σ)$-26,048$-31,914+$25,558-$25,832
V-BOUNCE STRESS (stock → CC-SS $218.42, where you are whole again, by expiry)
Starting unrealized P&L: $-57,472
+ Fortress recovery (un-capped): +$58,466
− CC assignment net of premium (8 × $177.50): -$32,066
Total Position P&L @ SS: $-31,072 (+$26,400 vs today)
Do-nothing baseline at SS: $-5,240 (this trade vs do-nothing: $-25,832, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $178.41 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$56, position total $-35,553 (+$21,919 vs today)
33% normal ← lean8 × $17024 Jul7d10.2%84%34%+6pp$1,464$6,274-$3,600$37,274
Sell 8 × $170 10.2% OTM over spot $154.31 24 Jul 2026 (7d, $2.03 mid)
= $1,464 credit for the 7d cycle → $6,274/mo projected
Survival (stays ≤ $170)
84%
Breach risk
16%
POP (stays ≤ $172.03)
86%
EV / mo
+$2,871
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
55% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,817/mo
median; plan ~$1,916/mo after 68% keep · $17,107 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.5], measured ONLY among the 55% 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)
23%
Flat exit net (mid-life)
-$3,601
Free roll-up
+$13/wk
Safest escape (by 7 Aug 2026)
$196 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.95/sh now → $6.33 mid-life (likely $6.10–$9.88)≈ $0 at expiry  |  you banked $1.83/sh, so a flat mid-life exit nets -$4.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 700 simulated challenges: the $170 strike is typically first touched on day 4 of 7, at $174 (overshoots $3.74). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17031 Jul 202610d left+$4.52/sh+$3,615
cycle +$5,079
[+$3,015…+$4,098] · 100% credit
68%
surv 53%
-$38,088 NOT
cap gain +$19,384
Reliable up-and-out (highest cap still free ≥60%)~$18614 Aug 202624d left+$2.25/sh+$1,804
cycle +$3,268
[+$598…+$2,306] · 85% credit
76%
surv 70%
-$25,595 NOT
cap gain +$31,877
Max even-money escape in the band~$19614 Aug 202624d left+$0.25/sh+$198
cycle +$1,662
[-$1,180…+$577] · 40% credit
82%
surv 77%
-$18,080 NOT
cap gain +$39,392
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)~$18331 Jul 202610d left+$0.03/sh+$22
cycle +$1,486
[-$1,098…+$162] · 31% credit
78%
surv 71%
-$29,657 NOT
cap gain +$27,815
Safety roll (pay small debit, max POP)~$1967 Aug 202618d left-$1.43/sh-$1,146
cycle +$318
[-$2,640…-$897] · 11% credit
83%
surv 80%
-$19,424 NOT
cap gain +$38,048
budget: banked $1,464 debit $1,146 (78% used ≈ 0.8 wk of income) → whole cycle still +$318 cash · rolled 8 ct earn ≈ $6,532/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$6,274/mo
vs 50% target ($8,957/mo)-30%
vs normal income ($17,914/mo)35% covered
Net income (after hedge)$5,747/mo
Downside budget
⚠ $170 is $48 below CC-SS $218.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,274
… as % of IC ($13,440)277.3%
… as % of ML ($137,440)27.1%
Recovery months (at normal income)2.1 mo
Surgical close (8 ct)$-57,632
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.83 collected) or spot ≥ $172.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $171.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-172.03
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $172.03
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$1,464$-41,703+$15,769+$960
+2.5%$174.25 (1.2σ)$-1,936$-41,227+$16,245-$2,440
+5%$178.50 (1.4σ)$-5,336$-40,751+$16,721-$5,840
SS (= V-bounce)$210.90 (3.3σ)$-31,256$-37,122+$20,350-$31,040
V-BOUNCE STRESS (stock → CC-SS $218.42, where you are whole again, by expiry)
Starting unrealized P&L: $-57,472
+ Fortress recovery (un-capped): +$58,466
− CC assignment net of premium (8 × $170): -$37,274
Total Position P&L @ SS: $-36,280 (+$21,192 vs today)
Do-nothing baseline at SS: $-5,240 (this trade vs do-nothing: $-31,040, the opportunity cost of earning $6,274/mo FIGHT income now)
BB-reversion stress (→ $178.41 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,264, position total $-40,761 (+$16,711 vs today)
🎯 50% normal8 × $16524 Jul7d6.9%76%36%+10pp$2,304$9,874$40,434
Sell 8 × $165 6.9% OTM over spot $154.31 24 Jul 2026 (7d, $3.04 mid)
= $2,304 credit for the 7d cycle → $9,874/mo projected
Survival (stays ≤ $165)
76%
Breach risk
24%
POP (stays ≤ $168.04)
81%
EV / mo
+$3,854
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
56% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,793/mo
median; plan ~$2,579/mo after 68% keep · $23,339 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.6], measured ONLY among the 56% 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)
36%
Flat exit net (mid-life)
-$2,510
Free roll-up
+$8/wk
Safest escape (by 7 Aug 2026)
$196 @ 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: $8.51/sh now → $6.02 mid-life (likely $6.53–$9.95)≈ $0 at expiry  |  you banked $2.88/sh, so a flat mid-life exit nets -$3.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,089 simulated challenges: the $165 strike is typically first touched on day 4 of 7, at $169 (overshoots $3.61). 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)~$16531 Jul 202610d left+$4.33/sh+$3,465
cycle +$5,769
[+$2,783…+$3,608] · 100% credit
68%
surv 53%
-$41,958 NOT
cap gain +$15,514
Reliable up-and-out (highest cap still free ≥60%)~$18114 Aug 202624d left+$1.93/sh+$1,546
cycle +$3,850
[+$152…+$1,612] · 79% credit
77%
surv 70%
-$29,572 NOT
cap gain +$27,900
Up-and-out for even (raise the cap, free)~$17331 Jul 202610d left+$0.83/sh+$663
cycle +$2,967
[-$486…+$606] · 52% credit
74%
surv 65%
-$37,295 NOT
cap gain +$20,177
Max even-money escape in the band~$1837 Aug 202618d left+$0.00/sh+$0
cycle +$2,304
[-$1,458…-$33] · 24% credit
80%
surv 74%
-$28,838 NOT
cap gain +$28,634
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1967 Aug 202618d left-$2.50/sh-$1,998
cycle +$306
[-$3,895…-$2,209] · 1% credit
87%
surv 84%
-$19,437 NOT
cap gain +$38,035
budget: banked $2,304 debit $1,998 (87% used ≈ 0.9 wk of income) → whole cycle still +$306 cash · rolled 8 ct earn ≈ $4,693/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,874/mo
vs 50% target ($8,957/mo)+10%
vs normal income ($17,914/mo)55% covered
Net income (after hedge)$9,347/mo
Downside budget
⚠ $165 is $53 below CC-SS $218.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,434
… as % of IC ($13,440)300.8%
… as % of ML ($137,440)29.4%
Recovery months (at normal income)2.3 mo
Surgical close (8 ct)$-57,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.72/sh (~25% of the $2.88 collected) or spot ≥ $168.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected. Momentum override: two daily closes above $171.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-168.04
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
≥ $168.04
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$165.00 (≤1σ, normal week)$2,304$-45,423+$12,049+$1,800
+2.5%$169.12 (≤1σ, normal week)$-996$-44,961+$12,511-$1,500
+5%$173.25 (1.1σ)$-4,296$-44,499+$12,973-$4,800
SS (= V-bounce)$210.90 (3.3σ)$-34,416$-40,282+$17,190-$34,200
V-BOUNCE STRESS (stock → CC-SS $218.42, where you are whole again, by expiry)
Starting unrealized P&L: $-57,472
+ Fortress recovery (un-capped): +$58,466
− CC assignment net of premium (8 × $165): -$40,434
Total Position P&L @ SS: $-39,440 (+$18,032 vs today)
Do-nothing baseline at SS: $-5,240 (this trade vs do-nothing: $-34,200, the opportunity cost of earning $9,874/mo FIGHT income now)
BB-reversion stress (→ $178.41 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,424, position total $-43,921 (+$13,551 vs today)
100% normal7 × $15524 Jul7d0.4%54%96%+8pp$4,375$18,750+$8,876$40,021
Sell 7 × $155 0.4% OTM over spot $154.31 24 Jul 2026 (7d, $6.72 mid)
= $4,375 credit for the 7d cycle → $18,750/mo projected
Survival (stays ≤ $155)
54%
Breach risk
46%
POP (stays ≤ $161.72)
70%
EV / mo
+$3,916
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
60% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~10.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,656/mo
median; plan ~$3,166/mo after 68% keep · $25,680 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-4.2], measured ONLY among the 60% 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)
+$586
Free roll-up
+$8/wk
Safest escape (by 7 Aug 2026)
$191 @ 91% 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: $7.65/sh now → $5.41 mid-life (likely $7.52–$11.54)≈ $0 at expiry  |  you banked $6.25/sh, so a flat mid-life exit nets +$0.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,303 simulated challenges: the $155 strike is typically first touched on day 2 of 7, at $159 (overshoots $4.30). 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)~$15531 Jul 202610d left+$3.97/sh+$2,776
cycle +$7,151
[+$1,787…+$2,332] · 99% credit
68%
surv 53%
-$49,633 NOT
cap gain +$7,839
Reliable up-and-out (highest cap still free ≥60%)~$1637 Aug 202618d left+$2.55/sh+$1,783
cycle +$6,158
[+$291…+$1,126] · 84% credit
74%
surv 65%
-$43,161 NOT
cap gain +$14,311
Up-and-out for even (raise the cap, free)~$16331 Jul 202610d left+$0.52/sh+$366
cycle +$4,741
[-$1,227…-$197] · 13% credit
75%
surv 66%
-$44,579 NOT
cap gain +$12,893
Max even-money escape in the band~$1717 Aug 202618d left+$0.16/sh+$114
cycle +$4,489
[-$1,829…-$648] · 8% credit
79%
surv 74%
-$37,990 NOT
cap gain +$19,482
SS $211 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1917 Aug 202618d left-$3.21/sh-$2,245
cycle +$2,130
[-$5,075…-$3,250]
91%
surv 89%
-$22,110 NOT
cap gain +$35,362
budget: banked $4,375 debit $2,245 (51% used ≈ 0.5 wk of income) → whole cycle still +$2,130 cash · rolled 7 ct earn ≈ $2,572/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$18,750/mo
vs 50% target ($8,957/mo)+109%
vs normal income ($17,914/mo)105% covered
Net income (after hedge)$18,358/mo
Downside budget
⚠ $155 is $63 below CC-SS $218.42: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,021
… as % of IC ($13,440)297.8%
… as % of ML ($137,440)29.1%
Recovery months (at normal income)2.2 mo
Surgical close (7 ct)$-50,620
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.56/sh (~25% of the $6.25 collected) or spot ≥ $161.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $155)); NOT the premium you collected. Momentum override: two daily closes above $171.91 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $153.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$153-161.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $161.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.14 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$155.00 (≤1σ, normal week)$4,375$-52,409+$5,063+$3,934
+2.5%$158.88 (≤1σ, normal week)$1,662$-51,588+$5,884+$1,222
+5%$162.75 (≤1σ, normal week)$-1,050$-50,766+$6,706-$1,491
SS (= V-bounce)$210.90 (3.3σ)$-34,755$-40,648+$16,824-$34,566
V-BOUNCE STRESS (stock → CC-SS $218.42, where you are whole again, by expiry)
Starting unrealized P&L: $-57,472
+ Fortress recovery (un-capped): +$58,466
− CC assignment net of premium (7 × $155): -$40,021
− Conservative CC assignment net of premium (1 × $210): -$779
Total Position P&L @ SS: $-39,806 (+$17,666 vs today)
Do-nothing baseline at SS: $-5,240 (this trade vs do-nothing: $-34,566, the opportunity cost of earning $18,750/mo FIGHT income now)
BB-reversion stress (→ $178.41 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,012, position total $-47,446 (+$10,026 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 4-45 DTE band (4 expiries scanned, 22 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.140 (IBKR)  |  Recovery@SS: +$58,466 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,240

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1657d24 Jul 2026$2.888/8$9,874$9,34776%81%+$3,854-$40,434300.8%$-39,440 (vs do-nothing $-34,200)
$167.5014d31 Jul 2026$6.307/8$9,450$9,05871%78%+$3,047-$31,236232.4%$-31,021 (vs do-nothing $-25,781)
$162.507d24 Jul 2026$3.207/8$9,600$9,20871%78%+$2,666-$36,906274.6%$-36,691 (vs do-nothing $-31,451)
$16514d31 Jul 2026$6.407/8$9,600$9,20868%76%+$2,160-$32,916244.9%$-32,701 (vs do-nothing $-27,461)
$16521d7 Aug 2026$8.008/8$9,143$8,61567%76%+$2,367-$36,338270.4%$-35,344 (vs do-nothing $-30,104)
$1607d24 Jul 2026$4.405/8$9,429$9,30666%76%+$2,970-$27,011201.0%$-28,355 (vs do-nothing $-23,115)
$162.5014d31 Jul 2026$7.256/8$9,321$9,06465%75%+$1,937-$29,204217.3%$-29,768 (vs do-nothing $-24,528)
$162.5021d7 Aug 2026$8.958/8$10,229$9,70164%75%+$2,514-$37,578279.6%$-36,584 (vs do-nothing $-31,344)
$16014d31 Jul 2026$8.306/8$10,671$10,41462%73%+$2,152-$30,074223.8%$-30,638 (vs do-nothing $-25,398)
$16021d7 Aug 2026$9.857/8$9,850$9,45861%73%+$2,192-$34,001253.0%$-33,786 (vs do-nothing $-28,546)
$16028d14 Aug 2026$10.658/8$9,129$8,60161%73%+$1,237-$38,218284.4%$-37,224 (vs do-nothing $-31,984)
$157.507d24 Jul 2026$5.105/8$10,929$10,80660%72%+$2,602-$27,911207.7%$-29,255 (vs do-nothing $-24,015)
$157.5014d31 Jul 2026$9.455/8$10,125$10,00358%71%+$1,967-$25,736191.5%$-27,080 (vs do-nothing $-21,840)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$157.5021d7 Aug 2026$10.806/8$9,257$9,00058%72%+$1,837-$30,074223.8%$-30,638 (vs do-nothing $-25,398)
$15528d14 Aug 2026$11.608/8$9,943$9,41555%70%+$252-$41,458308.5%$-40,464 (vs do-nothing $-35,224)
$15521d7 Aug 2026$11.956/8$10,243$9,98555%70%+$1,886-$30,884229.8%$-31,448 (vs do-nothing $-26,208)
$15514d31 Jul 2026$10.454/8$8,957$8,97054%70%+$1,489-$21,189157.7%$-23,312 (vs do-nothing $-18,072)
$1557d24 Jul 2026$6.254/8$10,714$10,72754%70%+$2,238-$22,869170.2%$-24,992 (vs do-nothing $-19,752)
$152.5028d14 Aug 2026$13.057/8$9,788$9,39552%69%+$415-$37,011275.4%$-36,796 (vs do-nothing $-31,556)
$152.5021d7 Aug 2026$13.055/8$9,321$9,19951%69%+$1,507-$26,436196.7%$-27,780 (vs do-nothing $-22,540)
$152.5014d31 Jul 2026$11.554/8$9,900$9,91351%68%+$1,392-$21,749161.8%$-23,872 (vs do-nothing $-18,632)
$152.507d24 Jul 2026$7.603/8$9,771$9,91947%67%+$1,799-$17,497130.2%$-20,399 (vs do-nothing $-15,159)

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 21:37