FORTRESS FIGHT: COIN-LC500 @ $166.24

BE SS: $563.00  |  CC-SS: $333.24  |  17 contracts (1,700 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 14:41

COIN-LC500BBC @ $166.24   UNDERWATER $396.76 (70.5% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
COIN reports 2026-07-31 (Fri), in 15 days. The recommended CC (8d) 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.
PARTIAL: 8 of 25 contracts already capped (8x $175C). FIGHTing the 17 uncapped; all figures (income, hedge, cap give-up) are for that slice.

17 of 25 contracts (1,700 sh uncapped)  |  BE SS: $563.00  |  CC-SS: $333.24  |  IV: HIGH  |  Accounts: Main:1299

LC: $500 exp 2027-12-17 (entry $79.745/sh)
SP: $330 exp 2027-12-17 (entry $100.135/sh)
HP: $300 exp 2027-12-17 (entry $83.388/sh)

Economics

Max Loss$158,100(ND $63.00 + SW $30) x 1700
Normal income ref$36,924/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-123,981fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$18,462/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$36,924/mo (ATM CC, chain)
IC VELOCITY
2.9 mo to earn back $107,100
ML VELOCITY
4.3 mo to earn back $158,100
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $333.24 in the fetched chain; the deepest available is $250C (15d, $646/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-16; 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 2026-07-16
$0
Hole (after banked)
$123,981
was $123,981 · 0% earned back
Cycles closed
0
Credit in flight
$1,010
Open legAcctCredit/shIn flightOpened
8x $175C 17 Jul 2026U10001299$1.26$1,0102026-07-16
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 52 · %B 76 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $215.11 (+29%) · daily UBB $173.30 · 1-wk expected move ±$18 (chain IV)
SETUPNo tilt: engine default. (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: 15 contracts at $180 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($18,462/mo); it brings $18,844/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 15 × $170/8d for $37,125/mo, but breach risk rises to 40% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 17 × $192.50/8d (91% survival, $8,224/mo).
Downside anchor: the primary mortgages $224,839 (210% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 6.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 15 contracts realizes $-109,508 and cuts bleed by $0/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 17 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 (8d) · sell 15 × $180, 78% survival, $18,844/mo (E[net] $4,823/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 · 8d15 × $18078%$18,844$4,823

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $4,823/mo 🏆 GRAND PICK

🎯 Engine pick: sell 15 × $180 (primary), 78% survival, breach 22%, $18,844/mo.
⚖️ Worth a safer step: the $185 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $6,019/mo less (32% 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 $185 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $166.24 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield17 × $192.5024 Jul8d15.8%91%19%$2,193$8,224-$10,620$237,070
Sell 17 × $192.50 15.8% OTM over spot $166.24 24 Jul 2026 (8d, $1.35 mid)
= $2,193 credit for the 8d cycle → $8,224/mo projected
Survival (stays ≤ $192.50)
91%
Breach risk
9%
POP (stays ≤ $193.85)
92%
EV / mo
+$5,036
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.3 mo [4.5-7.4] median, 0.7 mo SLOWER than no FIGHT (5.6 mo): roll costs eat the credits at this rung  ·  17% of paths whole by 9 mo (vs 8% without)  ·  ~4.3 challenges expected  ·  median CC cash $47,686
🛡 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)
-$11,310
Free roll-up
+$11/wk
Safest escape (by 31 Jul 2026)
$206 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.23/sh now → $7.94 mid-life (likely $6.53–$11.42)≈ $0 at expiry  |  you banked $1.29/sh, so a flat mid-life exit nets -$6.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 385 simulated challenges: the $192 strike is typically first touched on day 6 of 8, at $197 (overshoots $4.44). 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 (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$19231 Jul 202611d left+$4.43/sh+$7,533
cycle +$9,726
[+$6,866…+$10,408] · 100% credit
69%
surv 53%
-$100,684 NOT
cap gain +$23,297
Reliable up-and-out (highest cap still free ≥60%)~$20131 Jul 202611d left+$0.95/sh+$1,611
cycle +$3,804
[+$182…+$3,497] · 78% credit
74%
surv 64%
-$102,079 NOT
cap gain +$21,902
Up-and-out for even (raise the cap, free)~$20431 Jul 202611d left+$0.13/sh+$214
cycle +$2,407
[-$1,398…+$1,974] · 52% credit
76%
surv 67%
-$102,184 NOT
cap gain +$21,797
Max even-money escape in the band~$20431 Jul 202611d left+$0.13/sh+$214
cycle +$2,407
[-$1,398…+$1,974] · 52% credit
76%
surv 67%
-$102,184 NOT
cap gain +$21,797
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20631 Jul 202611d left-$0.71/sh-$1,210
cycle +$983
[-$3,158…+$491] · 31% credit
77%
surv 70%
-$102,316 NOT
cap gain +$21,665
budget: banked $2,193 debit $1,210 (55% used ≈ 0.6 wk of income) → whole cycle still +$983 cash · rolled 17 ct earn ≈ $33,527/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$8,224/mo
vs 50% target ($18,462/mo)-55%
vs normal income ($36,924/mo)22% covered
Net income (after hedge)$8,224/mo
Downside budget
⚠ $192.50 is $141 below CC-SS $333.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$237,070
… as % of IC ($107,100)221.4%
… as % of ML ($158,100)149.9%
Recovery months (at normal income)6.4 mo
Surgical close (17 ct)$-124,092
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.29 collected) or spot ≥ $193.85 (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 $173.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $190.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$191-193.85
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
≥ $193.85
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 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$192.50 (1.4σ)$2,193$-108,217+$15,764+$1,870
+2.5%$197.31 (1.6σ)$-5,988$-113,911+$10,070-$6,311
+5%$202.12 (1.9σ)$-14,170$-119,605+$4,376-$14,492
SS (= V-bounce)$563.00 (20.9σ)$-627,657$-546,592-$422,611-$95,880
V-BOUNCE STRESS (stock → CC-SS $333.24, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,307
− CC assignment net of premium (17 × $192.50): -$237,070
Total Position P&L @ SS: $-274,744 ($-150,763 vs today)
Do-nothing baseline at SS: $-178,864 (this trade vs do-nothing: $-95,880, the opportunity cost of earning $8,224/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$36,244, position total $-134,969 ($-10,988 vs today)
33% normal ← lean15 × $18524 Jul8d11.3%84%32%$3,420$12,825-$6,019$218,944
Sell 15 × $185 11.3% OTM over spot $166.24 24 Jul 2026 (8d, $2.37 mid)
= $3,420 credit for the 8d cycle → $12,825/mo projected
Survival (stays ≤ $185)
84%
Breach risk
16%
POP (stays ≤ $187.37)
87%
EV / mo
+$6,556
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.7 mo [4.6-7.3] median, 0.4 mo SLOWER than no FIGHT (5.3 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 10% without)  ·  ~7.8 challenges expected  ·  median CC cash $62,487
🛡 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)
-$7,716
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$201 @ 80% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.50/sh now → $7.42 mid-life (likely $7.11–$11.05)≈ $0 at expiry  |  you banked $2.28/sh, so a flat mid-life exit nets -$5.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 710 simulated challenges: the $185 strike is typically first touched on day 5 of 8, at $189 (overshoots $4.08). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18531 Jul 202611d left+$4.16/sh+$6,245
cycle +$9,665
[+$5,342…+$7,549] · 100% credit
69%
surv 53%
-$104,583 NOT
cap gain +$19,398
Up-and-out for even (raise the cap, free)~$19431 Jul 202611d left+$0.68/sh+$1,018
cycle +$4,438
[-$514…+$1,692] · 61% credit
75%
surv 65%
-$105,282 NOT
cap gain +$18,699
Max even-money escape in the band~$19431 Jul 202611d left+$0.68/sh+$1,018
cycle +$4,438
[-$514…+$1,692] · 61% credit
75%
surv 65%
-$105,282 NOT
cap gain +$18,699
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20131 Jul 202611d left-$1.66/sh-$2,492
cycle +$928
[-$4,763…-$2,089] · 8% credit
80%
surv 74%
-$104,917 NOT
cap gain +$19,064
budget: banked $3,420 debit $2,492 (73% used ≈ 0.8 wk of income) → whole cycle still +$928 cash · rolled 15 ct earn ≈ $23,575/mo while parked; 2 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$12,825/mo
vs 50% target ($18,462/mo)-31%
vs normal income ($36,924/mo)35% covered
Net income (after hedge)$12,901/mo
Downside budget
⚠ $185 is $148 below CC-SS $333.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$218,944
… as % of IC ($107,100)204.4%
… as % of ML ($158,100)138.5%
Recovery months (at normal income)5.9 mo
Surgical close (15 ct)$-109,530
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.57/sh (~25% of the $2.28 collected) or spot ≥ $187.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $173.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-187.37
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
≥ $187.37
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 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (≤1σ, normal week)$3,420$-110,828+$13,153+$3,135
+2.5%$189.62 (1.2σ)$-3,517$-115,375+$8,606-$3,802
+5%$194.25 (1.5σ)$-10,455$-119,922+$4,059-$10,740
SS (= V-bounce)$563.00 (20.9σ)$-563,580$-545,077-$421,096-$94,365
V-BOUNCE STRESS (stock → CC-SS $333.24, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,307
− CC assignment net of premium (15 × $185): -$218,944
− Conservative CC assignment net of premium (2 × $250): -$16,611
Total Position P&L @ SS: $-273,229 ($-149,248 vs today)
Do-nothing baseline at SS: $-178,864 (this trade vs do-nothing: $-94,365, the opportunity cost of earning $12,825/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$41,745, position total $-140,432 ($-16,451 vs today)
🎯 50% normal15 × $18024 Jul8d8.3%78%35%$5,025$18,844$224,839
Sell 15 × $180 8.3% OTM over spot $166.24 24 Jul 2026 (8d, $3.42 mid)
= $5,025 credit for the 8d cycle → $18,844/mo projected
Survival (stays ≤ $180)
78%
Breach risk
22%
POP (stays ≤ $183.43)
83%
EV / mo
+$8,500
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.2 mo [4.8-7.3] median, 0.3 mo SLOWER than no FIGHT (5.9 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 8% without)  ·  ~11.4 challenges expected  ·  median CC cash $72,040
🛡 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)
35%
Flat exit net (mid-life)
-$5,607
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$199 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.02/sh now → $7.09 mid-life (likely $7.65–$11.27)≈ $0 at expiry  |  you banked $3.35/sh, so a flat mid-life exit nets -$3.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,055 simulated challenges: the $180 strike is typically first touched on day 4 of 8, at $184 (overshoots $3.95). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18031 Jul 202611d left+$3.99/sh+$5,983
cycle +$11,008
[+$4,758…+$6,545] · 100% credit
69%
surv 53%
-$105,824 NOT
cap gain +$18,157
Reliable up-and-out (highest cap still free ≥60%)~$18631 Jul 202611d left+$1.12/sh+$1,682
cycle +$6,707
[-$118…+$1,707] · 71% credit
73%
surv 62%
-$106,889 NOT
cap gain +$17,092
Up-and-out for even (raise the cap, free)~$18931 Jul 202611d left+$0.51/sh+$760
cycle +$5,785
[-$1,106…+$733] · 41% credit
75%
surv 65%
-$106,519 NOT
cap gain +$17,462
Max even-money escape in the band~$18931 Jul 202611d left+$0.51/sh+$760
cycle +$5,785
[-$1,106…+$733] · 41% credit
75%
surv 65%
-$106,519 NOT
cap gain +$17,462
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19931 Jul 202611d left-$2.81/sh-$4,217
cycle +$808
[-$7,509…-$4,667] · 0% credit
81%
surv 77%
-$106,328 NOT
cap gain +$17,653
budget: banked $5,025 debit $4,217 (84% used ≈ 1.0 wk of income) → whole cycle still +$808 cash · rolled 15 ct earn ≈ $17,496/mo while parked; 2 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$18,844/mo
vs 50% target ($18,462/mo)+2%
vs normal income ($36,924/mo)51% covered
Net income (after hedge)$18,920/mo
Downside budget
⚠ $180 is $153 below CC-SS $333.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$224,839
… as % of IC ($107,100)209.9%
… as % of ML ($158,100)142.2%
Recovery months (at normal income)6.1 mo
Surgical close (15 ct)$-109,508
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.84/sh (~25% of the $3.35 collected) or spot ≥ $183.43 (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 $173.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-183.43
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $183.43
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 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (≤1σ, normal week)$5,025$-111,807+$12,174+$4,740
+2.5%$184.50 (≤1σ, normal week)$-1,725$-116,231+$7,750-$2,010
+5%$189.00 (1.2σ)$-8,475$-120,656+$3,325-$8,760
SS (= V-bounce)$563.00 (20.9σ)$-569,475$-550,972-$426,991-$100,260
V-BOUNCE STRESS (stock → CC-SS $333.24, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,307
− CC assignment net of premium (15 × $180): -$224,839
− Conservative CC assignment net of premium (2 × $250): -$16,611
Total Position P&L @ SS: $-279,124 ($-155,143 vs today)
Do-nothing baseline at SS: $-178,864 (this trade vs do-nothing: $-100,260, the opportunity cost of earning $18,844/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,640, position total $-146,327 ($-22,346 vs today)
100% normal15 × $17024 Jul8d2.3%60%83%$9,900$37,125+$18,281$234,964
Sell 15 × $170 2.3% OTM over spot $166.24 24 Jul 2026 (8d, $6.72 mid)
= $9,900 credit for the 8d cycle → $37,125/mo projected
Survival (stays ≤ $170)
60%
Breach risk
40%
POP (stays ≤ $176.72)
73%
EV / mo
+$11,366
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.9 mo [4.3-7.3] median, 0.4 mo SLOWER than no FIGHT (5.4 mo): roll costs eat the credits at this rung  ·  43% of paths whole by 9 mo (vs 10% without)  ·  ~27.5 challenges expected  ·  median CC cash $92,586
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
68%
Flat exit net (mid-life)
+$243
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$204 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.10/sh now → $6.44 mid-life (likely $8.67–$12.06)≈ $0 at expiry  |  you banked $6.60/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,025 simulated challenges: the $170 strike is typically first touched on day 3 of 8, at $174 (overshoots $4.14). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17031 Jul 202611d left+$3.65/sh+$5,475
cycle +$15,375
[+$3,798…+$4,759] · 100% credit
68%
surv 53%
-$106,624 NOT
cap gain +$17,357
Reliable up-and-out (highest cap still free ≥60%)~$17431 Jul 202611d left+$2.24/sh+$3,358
cycle +$13,258
[+$1,475…+$2,514] · 96% credit
72%
surv 59%
-$106,798 NOT
cap gain +$17,183
Up-and-out for even (raise the cap, free)~$17931 Jul 202611d left+$0.18/sh+$269
cycle +$10,169
[-$2,330…-$878] · 12% credit
75%
surv 67%
-$107,303 NOT
cap gain +$16,678
Max even-money escape in the band~$17931 Jul 202611d left+$0.18/sh+$269
cycle +$10,169
[-$2,330…-$878] · 12% credit
75%
surv 67%
-$107,303 NOT
cap gain +$16,678
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20431 Jul 202611d left-$4.87/sh-$7,301
cycle +$2,599
[-$13,053…-$9,525]
91%
surv 91%
-$101,953 NOT
cap gain +$22,028
budget: banked $9,900 debit $7,301 (74% used ≈ 0.9 wk of income) → whole cycle still +$2,599 cash · rolled 15 ct earn ≈ $6,425/mo while parked; 2 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$37,125/mo
vs 50% target ($18,462/mo)+101%
vs normal income ($36,924/mo)101% covered
Net income (after hedge)$37,201/mo
Downside budget
⚠ $170 is $163 below CC-SS $333.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$234,964
… as % of IC ($107,100)219.4%
… as % of ML ($158,100)148.6%
Recovery months (at normal income)6.4 mo
Surgical close (15 ct)$-109,583
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.65/sh (~25% of the $6.60 collected) or spot ≥ $176.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $173.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-176.72
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
≥ $176.72
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 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$9,900$-112,100+$11,881+$9,615
+2.5%$174.25 (≤1σ, normal week)$3,525$-116,278+$7,703+$3,240
+5%$178.50 (≤1σ, normal week)$-2,850$-120,457+$3,524-$3,135
SS (= V-bounce)$563.00 (20.9σ)$-579,600$-561,097-$437,116-$110,385
V-BOUNCE STRESS (stock → CC-SS $333.24, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,307
− CC assignment net of premium (15 × $170): -$234,964
− Conservative CC assignment net of premium (2 × $250): -$16,611
Total Position P&L @ SS: $-289,249 ($-165,268 vs today)
Do-nothing baseline at SS: $-178,864 (this trade vs do-nothing: $-110,385, the opportunity cost of earning $37,125/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$57,765, position total $-156,452 ($-32,471 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 (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 15 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: 0.304 (IBKR)  |  Recovery@SS: +$86,307 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-178,864

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1808d24 Jul 2026$3.3515/17$18,844$18,92078%83%+$8,500-$224,839209.9%$-279,124 (vs do-nothing $-100,260)
$182.5015d31 Jul 2026$5.6017/17$19,040$19,04074%80%+$6,708-$246,743230.4%$-284,417 (vs do-nothing $-105,553)
$177.508d24 Jul 2026$4.0013/17$19,500$19,65274%80%+$8,094-$197,266184.2%$-268,161 (vs do-nothing $-89,297)
$18015d31 Jul 2026$6.3015/17$18,900$18,97672%79%+$6,250-$220,414205.8%$-274,699 (vs do-nothing $-95,835)
$1758d24 Jul 2026$4.7011/17$19,388$19,61670%78%+$7,205-$168,897157.7%$-256,403 (vs do-nothing $-77,539)
$177.5015d31 Jul 2026$7.1014/17$19,880$19,99469%77%+$6,190-$208,100194.3%$-270,690 (vs do-nothing $-91,826)
$17515d31 Jul 2026$7.9012/17$18,960$19,15065%75%+$5,395-$180,411168.5%$-259,612 (vs do-nothing $-80,748)
$172.508d24 Jul 2026$5.559/17$18,731$19,03565%75%+$6,260-$139,673130.4%$-243,790 (vs do-nothing $-64,926)
$172.5015d31 Jul 2026$8.5011/17$18,700$18,92862%73%+$4,372-$167,467156.4%$-254,973 (vs do-nothing $-76,109)
$1708d24 Jul 2026$6.608/17$19,800$20,14260%73%+$6,062-$125,314117.0%$-237,736 (vs do-nothing $-58,872)
$17015d31 Jul 2026$10.0010/17$20,000$20,26659%72%+$5,047-$153,243143.1%$-249,054 (vs do-nothing $-70,190)
$167.5015d31 Jul 2026$10.609/17$19,080$19,38455%70%+$3,692-$139,628130.4%$-243,745 (vs do-nothing $-64,881)
$167.508d24 Jul 2026$7.557/17$19,819$20,19955%71%+$5,073-$110,735103.4%$-231,462 (vs do-nothing $-52,598)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$16515d31 Jul 2026$12.108/17$19,360$19,70251%69%+$3,785-$124,914116.6%$-237,336 (vs do-nothing $-58,472)
$1658d24 Jul 2026$8.806/17$19,800$20,21849%68%+$4,459-$95,66689.3%$-224,698 (vs do-nothing $-45,834)

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 17 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-16 14:41