FORTRESS FIGHT: COIN-LC500 @ $164.97

BE SS: $563.00  |  CC-SS: $332.59  |  17 contracts (1,700 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 16:00

COIN-LC500BBC @ $164.97   UNDERWATER $398.03 (70.7% 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: $332.59  |  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$41,140/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
$20,570/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$41,140/mo (ATM CC, chain)
IC VELOCITY
2.6 mo to earn back $107,100
ML VELOCITY
3.8 mo to earn back $158,100
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $332.59 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 31 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 72 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $215.11 (+30%) · daily UBB $173.12 · 1-wk expected move ±$17 (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: 17 contracts at $180 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($20,570/mo); it brings $21,356/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 17 × $170/8d for $42,075/mo, but breach risk rises to 37% (+17pp 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 × $190/8d (90% survival, $9,945/mo).
Downside anchor: the primary mortgages $253,711 (237% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 6.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-124,109 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 17 × $180, 80% survival, $21,356/mo (E[net] $5,933/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 · 8d17 × $18080%$21,356$5,933

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $5,933/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $180 (primary), 80% survival, breach 20%, $21,356/mo.
⚖️ Worth a safer step: the $185 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $7,676/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 $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 $164.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield17 × $19024 Jul8d15.2%90%20%$2,652$9,945-$11,411$239,754
Sell 17 × $190 15.2% OTM over spot $164.97 24 Jul 2026 (8d, $1.62 mid)
= $2,652 credit for the 8d cycle → $9,945/mo projected
Survival (stays ≤ $190)
90%
Breach risk
10%
POP (stays ≤ $191.62)
91%
EV / mo
+$6,404
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.5 mo [4.3-7.1] median, 0.3 mo faster than no FIGHT (5.8 mo)  ·  24% of paths whole by 9 mo (vs 10% without)  ·  ~4.7 challenges expected  ·  median CC cash $55,072
🛡 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)
14%
Flat exit net (mid-life)
-$11,874
Free roll-up
+$10/wk
Safest escape (by 7 Aug 2026)
$215 @ 83% POP
78% 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: $12.08/sh now → $8.54 mid-life (likely $6.75–$11.50)≈ $0 at expiry  |  you banked $1.56/sh, so a flat mid-life exit nets -$6.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 407 simulated challenges: the $190 strike is typically first touched on day 6 of 8, at $194 (overshoots $3.94). 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)~$19031 Jul 202611d left+$4.62/sh+$7,847
cycle +$10,499
[+$7,617…+$11,070] · 100% credit
71%
surv 53%
-$100,547 NOT
cap gain +$23,434
Max even-money escape in the band~$2137 Aug 202618d left+$0.25/sh+$419
cycle +$3,071
[-$1,238…+$2,887] · 61% credit
82%
surv 76%
-$96,331 NOT
cap gain +$27,650
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$20031 Jul 202611d left+$0.28/sh+$471
cycle +$3,123
[-$1,057…+$2,391] · 60% credit
76%
surv 66%
-$102,739 NOT
cap gain +$21,242
Safety roll (pay small debit, max POP)~$2157 Aug 202618d left-$0.60/sh-$1,022
cycle +$1,630
[-$2,907…+$1,337] · 40% credit
83%
surv 78%
-$96,480 NOT
cap gain +$27,501
budget: banked $2,652 debit $1,022 (39% used ≈ 0.4 wk of income) → whole cycle still +$1,630 cash · rolled 17 ct earn ≈ $22,508/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$9,945/mo
vs 50% target ($20,570/mo)-52%
vs normal income ($41,140/mo)24% covered
Net income (after hedge)$9,945/mo
Downside budget
⚠ $190 is $143 below CC-SS $332.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$239,754
… as % of IC ($107,100)223.9%
… as % of ML ($158,100)151.6%
Recovery months (at normal income)5.8 mo
Surgical close (17 ct)$-124,083
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.56 collected) or spot ≥ $191.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $173.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-191.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $191.62
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$190.00 (1.4σ)$2,652$-108,393+$15,588+$2,329
+2.5%$194.75 (1.6σ)$-5,423$-114,014+$9,967-$5,746
+5%$199.50 (1.9σ)$-13,498$-119,634+$4,347-$13,821
SS (= V-bounce)$563.00 (21.9σ)$-631,448$-549,727-$425,746-$99,671
V-BOUNCE STRESS (stock → CC-SS $332.59, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,627
− CC assignment net of premium (17 × $190): -$239,754
Total Position P&L @ SS: $-277,108 ($-153,127 vs today)
Do-nothing baseline at SS: $-177,437 (this trade vs do-nothing: $-99,671, the opportunity cost of earning $9,945/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$40,035, position total $-138,104 ($-14,123 vs today)
33% normal ← lean16 × $18524 Jul8d12.1%86%28%$3,648$13,680-$7,676$232,499
Sell 16 × $185 12.1% OTM over spot $164.97 24 Jul 2026 (8d, $2.37 mid)
= $3,648 credit for the 8d cycle → $13,680/mo projected
Survival (stays ≤ $185)
86%
Breach risk
14%
POP (stays ≤ $187.37)
89%
EV / mo
+$8,413
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.6 mo [4.2-7.2] median, 0.1 mo faster than no FIGHT (5.7 mo)  ·  29% of paths whole by 9 mo (vs 11% without)  ·  ~6.7 challenges expected  ·  median CC cash $67,481
🛡 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)
21%
Flat exit net (mid-life)
-$9,418
Free roll-up
+$10/wk
Safest escape (by 7 Aug 2026)
$215 @ 86% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 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: $11.55/sh now → $8.17 mid-life (likely $7.60–$11.95)≈ $0 at expiry  |  you banked $2.28/sh, so a flat mid-life exit nets -$5.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 622 simulated challenges: the $185 strike is typically first touched on day 5 of 8, at $189 (overshoots $4.10). 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 (16 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+$4.41/sh+$7,059
cycle +$10,707
[+$6,378…+$8,926] · 100% credit
71%
surv 53%
-$102,903 NOT
cap gain +$21,078
Reliable up-and-out (highest cap still free ≥60%)~$2007 Aug 202618d left+$2.11/sh+$3,380
cycle +$7,028
[+$1,919…+$5,101] · 94% credit
79%
surv 70%
-$98,815 NOT
cap gain +$25,166
Max even-money escape in the band~$2057 Aug 202618d left+$0.44/sh+$701
cycle +$4,349
[-$1,177…+$2,095] · 54% credit
81%
surv 75%
-$98,910 NOT
cap gain +$25,071
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$19531 Jul 202611d left+$0.10/sh+$158
cycle +$3,806
[-$1,697…+$1,054] · 41% credit
76%
surv 67%
-$104,621 NOT
cap gain +$19,360
Safety roll (pay small debit, max POP)~$2157 Aug 202618d left-$2.01/sh-$3,216
cycle +$432
[-$5,814…-$2,241] · 12% credit
86%
surv 82%
-$97,659 NOT
cap gain +$26,322
budget: banked $3,648 debit $3,216 (88% used ≈ 1.0 wk of income) → whole cycle still +$432 cash · rolled 16 ct earn ≈ $16,416/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$13,680/mo
vs 50% target ($20,570/mo)-33%
vs normal income ($41,140/mo)33% covered
Net income (after hedge)$13,718/mo
Downside budget
⚠ $185 is $148 below CC-SS $332.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$232,499
… as % of IC ($107,100)217.1%
… as % of ML ($158,100)147.1%
Recovery months (at normal income)5.7 mo
Surgical close (16 ct)$-116,832
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 $173.12 (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 (1.1σ)$3,648$-109,962+$14,019+$3,344
+2.5%$189.62 (1.4σ)$-3,752$-114,972+$9,009-$4,056
+5%$194.25 (1.6σ)$-11,152$-119,982+$3,999-$11,456
SS (= V-bounce)$563.00 (21.9σ)$-601,152$-550,712-$426,731-$100,656
V-BOUNCE STRESS (stock → CC-SS $332.59, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,627
− CC assignment net of premium (16 × $185): -$232,499
− Conservative CC assignment net of premium (1 × $250): -$8,240
Total Position P&L @ SS: $-278,093 ($-154,112 vs today)
Do-nothing baseline at SS: $-177,437 (this trade vs do-nothing: $-100,656, the opportunity cost of earning $13,680/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,528, position total $-142,578 ($-18,597 vs today)
🎯 50% normal17 × $18024 Jul8d9.1%80%31%$5,695$21,356$253,711
Sell 17 × $180 9.1% OTM over spot $164.97 24 Jul 2026 (8d, $3.42 mid)
= $5,695 credit for the 8d cycle → $21,356/mo projected
Survival (stays ≤ $180)
80%
Breach risk
20%
POP (stays ≤ $183.43)
84%
EV / mo
+$11,276
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.0 mo [4.6-7.3] median, 0.6 mo faster than no FIGHT (6.5 mo)  ·  37% of paths whole by 9 mo (vs 8% without)  ·  ~10.1 challenges expected  ·  median CC cash $83,840
🛡 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)
31%
Flat exit net (mid-life)
-$7,558
Free roll-up
+$8/wk
Safest escape (by 7 Aug 2026)
$215 @ 89% POP
86% 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: $11.02/sh now → $7.80 mid-life (likely $7.70–$12.38)≈ $0 at expiry  |  you banked $3.35/sh, so a flat mid-life exit nets -$4.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 931 simulated challenges: the $180 strike is typically first touched on day 5 of 8, at $184 (overshoots $4.01). 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)~$18031 Jul 202611d left+$4.21/sh+$7,161
cycle +$12,856
[+$5,930…+$8,761] · 100% credit
71%
surv 53%
-$103,357 NOT
cap gain +$20,624
Reliable up-and-out (highest cap still free ≥60%)~$1957 Aug 202618d left+$1.73/sh+$2,939
cycle +$8,634
[+$689…+$3,901] · 85% credit
79%
surv 71%
-$99,812 NOT
cap gain +$24,169
Up-and-out for even (raise the cap, free)~$18831 Jul 202611d left+$0.58/sh+$988
cycle +$6,683
[-$1,062…+$1,717] · 51% credit
75%
surv 64%
-$105,639 NOT
cap gain +$18,342
Max even-money escape in the band~$2007 Aug 202618d left+$0.09/sh+$146
cycle +$5,841
[-$2,611…+$931] · 35% credit
82%
surv 75%
-$100,021 NOT
cap gain +$23,960
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2157 Aug 202618d left-$3.30/sh-$5,617
cycle +$78
[-$9,692…-$5,219] · 1% credit
89%
surv 86%
-$98,032 NOT
cap gain +$25,949
budget: banked $5,695 debit $5,617 (99% used ≈ 1.1 wk of income) → whole cycle still +$78 cash · rolled 17 ct earn ≈ $12,726/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$21,356/mo
vs 50% target ($20,570/mo)+4%
vs normal income ($41,140/mo)52% covered
Net income (after hedge)$21,356/mo
Downside budget
⚠ $180 is $153 below CC-SS $332.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$253,711
… as % of IC ($107,100)236.9%
… as % of ML ($158,100)160.5%
Recovery months (at normal income)6.2 mo
Surgical close (17 ct)$-124,109
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 $173.12 (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)$5,695$-110,518+$13,463+$5,372
+2.5%$184.50 (1.1σ)$-1,955$-115,843+$8,138-$2,278
+5%$189.00 (1.3σ)$-9,605$-121,167+$2,814-$9,928
SS (= V-bounce)$563.00 (21.9σ)$-645,405$-563,684-$439,703-$113,628
V-BOUNCE STRESS (stock → CC-SS $332.59, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,627
− CC assignment net of premium (17 × $180): -$253,711
Total Position P&L @ SS: $-291,065 ($-167,084 vs today)
Do-nothing baseline at SS: $-177,437 (this trade vs do-nothing: $-113,628, the opportunity cost of earning $21,356/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$53,992, position total $-152,061 ($-28,080 vs today)
100% normal17 × $17024 Jul8d3.0%63%77%$11,220$42,075+$20,719$265,186
Sell 17 × $170 3.0% OTM over spot $164.97 24 Jul 2026 (8d, $6.72 mid)
= $11,220 credit for the 8d cycle → $42,075/mo projected
Survival (stays ≤ $170)
63%
Breach risk
37%
POP (stays ≤ $176.72)
75%
EV / mo
+$16,185
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.7 mo [4.3-7.4] median, 0.6 mo faster than no FIGHT (6.3 mo)  ·  55% of paths whole by 9 mo (vs 11% without)  ·  ~22.7 challenges expected  ·  median CC cash $105,218
🛡 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)
62%
Flat exit net (mid-life)
-$816
Free roll-up
+$8/wk
Safest escape (by 7 Aug 2026)
$205 @ 90% POP
88% 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: $10.01/sh now → $7.08 mid-life (likely $9.27–$12.88)≈ $0 at expiry  |  you banked $6.60/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,846 simulated challenges: the $170 strike is typically first touched on day 3 of 8, at $174 (overshoots $3.97). 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)~$17031 Jul 202611d left+$3.83/sh+$6,506
cycle +$17,726
[+$4,767…+$5,865] · 100% credit
70%
surv 53%
-$103,655 NOT
cap gain +$20,326
Reliable up-and-out (highest cap still free ≥60%)~$1837 Aug 202618d left+$1.81/sh+$3,072
cycle +$14,292
[+$33…+$1,775] · 76% credit
78%
surv 69%
-$100,614 NOT
cap gain +$23,367
Max even-money escape in the band~$1857 Aug 202618d left+$1.01/sh+$1,715
cycle +$12,935
[-$1,562…+$317] · 32% credit
80%
surv 72%
-$100,679 NOT
cap gain +$23,302
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17831 Jul 202611d left+$0.22/sh+$371
cycle +$11,591
[-$2,438…-$807] · 14% credit
76%
surv 65%
-$105,899 NOT
cap gain +$18,082
Safety roll (pay small debit, max POP)~$2057 Aug 202618d left-$3.69/sh-$6,265
cycle +$4,955
[-$11,831…-$8,494]
90%
surv 88%
-$98,323 NOT
cap gain +$25,658
budget: banked $11,220 debit $6,265 (56% used ≈ 0.6 wk of income) → whole cycle still +$4,955 cash · rolled 17 ct earn ≈ $9,618/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$42,075/mo
vs 50% target ($20,570/mo)+105%
vs normal income ($41,140/mo)102% covered
Net income (after hedge)$42,075/mo
Downside budget
⚠ $170 is $163 below CC-SS $332.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$265,186
… as % of IC ($107,100)247.6%
… as % of ML ($158,100)167.7%
Recovery months (at normal income)6.4 mo
Surgical close (17 ct)$-124,194
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 $173.12 (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)$11,220$-110,161+$13,820+$10,897
+2.5%$174.25 (≤1σ, normal week)$3,995$-115,190+$8,791+$3,672
+5%$178.50 (≤1σ, normal week)$-3,230$-120,219+$3,762-$3,553
SS (= V-bounce)$563.00 (21.9σ)$-656,880$-575,159-$451,178-$125,103
V-BOUNCE STRESS (stock → CC-SS $332.59, where you are whole again, by expiry)
Starting unrealized P&L: $-123,981
+ Fortress recovery (un-capped): +$86,627
− CC assignment net of premium (17 × $170): -$265,186
Total Position P&L @ SS: $-302,540 ($-178,559 vs today)
Do-nothing baseline at SS: $-177,437 (this trade vs do-nothing: $-125,103, the opportunity cost of earning $42,075/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$65,467, position total $-163,536 ($-39,555 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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 23 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: +$86,627 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-177,437

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1808d24 Jul 2026$3.3517/17$21,356$21,35680%84%+$11,276-$253,711236.9%$-291,065 (vs do-nothing $-113,628)
$177.508d24 Jul 2026$4.0014/17$21,000$21,11476%82%+$10,357-$211,529197.5%$-273,603 (vs do-nothing $-96,166)
$18015d31 Jul 2026$6.3017/17$21,420$21,42074%81%+$10,296-$248,696232.2%$-286,050 (vs do-nothing $-108,613)
$1758d24 Jul 2026$4.7012/17$21,150$21,34072%80%+$9,545-$183,470171.3%$-262,025 (vs do-nothing $-84,588)
$177.5015d31 Jul 2026$7.1015/17$21,300$21,37670%78%+$7,900-$221,988207.3%$-275,822 (vs do-nothing $-98,385)
$177.5022d7 Aug 2026$9.6516/17$21,055$21,09369%79%+$9,055-$232,707217.3%$-278,301 (vs do-nothing $-100,864)
$172.508d24 Jul 2026$5.5510/17$20,812$21,07868%77%+$8,618-$154,542144.3%$-249,577 (vs do-nothing $-72,140)
$17515d31 Jul 2026$7.9014/17$22,120$22,23467%77%+$7,611-$209,569195.7%$-271,643 (vs do-nothing $-94,206)
$17522d7 Aug 2026$10.7015/17$21,886$21,96266%77%+$9,064-$220,338205.7%$-274,172 (vs do-nothing $-96,735)
$172.5015d31 Jul 2026$8.5013/17$22,100$22,25264%76%+$8,089-$197,069184.0%$-267,384 (vs do-nothing $-89,947)
$172.5022d7 Aug 2026$11.5514/17$22,050$22,16463%76%+$8,458-$207,959194.2%$-270,033 (vs do-nothing $-92,596)
$1708d24 Jul 2026$6.609/17$22,275$22,57963%75%+$8,568-$140,393131.1%$-243,668 (vs do-nothing $-66,231)
$17015d31 Jul 2026$10.0011/17$22,000$22,22861%74%+$6,814-$167,851156.7%$-254,646 (vs do-nothing $-77,209)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$17022d7 Aug 2026$12.6012/17$20,618$20,80860%75%+$7,432-$179,990168.1%$-258,545 (vs do-nothing $-81,108)
$167.508d24 Jul 2026$7.558/17$22,650$22,99258%73%+$7,589-$126,033117.7%$-237,549 (vs do-nothing $-60,112)
$167.5015d31 Jul 2026$10.6010/17$21,200$21,46657%72%+$5,358-$154,492144.3%$-249,527 (vs do-nothing $-72,090)
$167.5022d7 Aug 2026$13.7012/17$22,418$22,60857%73%+$7,548-$181,670169.6%$-260,225 (vs do-nothing $-82,788)
$16522d7 Aug 2026$11.6014/17$22,145$22,25954%71%+$2,653-$218,389203.9%$-280,463 (vs do-nothing $-103,026)
$16515d31 Jul 2026$12.109/17$21,780$22,08453%71%+$6,604-$139,943130.7%$-243,218 (vs do-nothing $-65,781)
$1658d24 Jul 2026$8.807/17$23,100$23,48052%71%+$6,983-$111,154103.8%$-230,910 (vs do-nothing $-53,473)
$162.5022d7 Aug 2026$15.9010/17$21,682$21,94850%71%+$6,095-$154,192144.0%$-249,227 (vs do-nothing $-71,790)
$162.5015d31 Jul 2026$12.908/17$20,640$20,98250%69%+$4,166-$125,753117.4%$-237,269 (vs do-nothing $-59,832)
$162.508d24 Jul 2026$10.256/17$23,062$23,48047%69%+$6,353-$95,90589.5%$-223,901 (vs do-nothing $-46,464)

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 16:00