FORTRESS FIGHT: COIN-LC500 @ $163.45

BE SS: $563.00  |  CC-SS: $331.84  |  17 contracts (1,700 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

COIN-LC500BBC @ $163.45   UNDERWATER $399.55 (71.0% 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: $331.84  |  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$32,470/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-124,312fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,235/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$32,470/mo (ATM CC, chain)
IC VELOCITY
3.3 mo to earn back $107,100
ML VELOCITY
4.9 mo to earn back $158,100
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $331.84 in the fetched chain; the deepest available is $250C (15d, $340/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)
$124,312
was $124,312 · 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 29 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 67 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $215.11 (+32%) · daily UBB $172.93 · 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: 16 contracts at $175 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($16,235/mo); it brings $17,220/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 16 × $165/8d for $34,500/mo, but breach risk rises to 44% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 17 × $190/8d (91% survival, $5,738/mo).
Downside anchor: the primary mortgages $246,354 (230% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 7.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 16 contracts realizes $-117,304 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 16 × $175, 75% survival, $17,220/mo (E[net] $2,670/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 · 8d16 × $17575%$17,220$2,670

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $2,670/mo 🏆 GRAND PICK

🎯 Engine pick: sell 16 × $175 (primary), 75% survival, breach 25%, $17,220/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $6,195/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 $180 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $163.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield17 × $19024 Jul8d16.2%91%18%$1,530$5,738-$11,482$239,600
Sell 17 × $190 16.2% OTM over spot $163.45 24 Jul 2026 (8d, $1.02 mid)
= $1,530 credit for the 8d cycle → $5,738/mo projected
Survival (stays ≤ $190)
91%
Breach risk
9%
POP (stays ≤ $191.03)
92%
EV / mo
+$2,684
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [4.1-7.1] median, 0.1 mo faster than no FIGHT (5.4 mo)  ·  16% of paths whole by 9 mo (vs 10% without)  ·  ~4.2 challenges expected  ·  median CC cash $33,402
🛡 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)
-$10,191
Free roll-up
+$12/wk
Safest escape (by 7 Aug 2026)
$212 @ 78% POP
74% 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: $9.75/sh now → $6.89 mid-life (likely $5.43–$9.62)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$5.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 328 simulated challenges: the $190 strike is typically first touched on day 6 of 8, at $194 (overshoots $3.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$4.41/sh+$7,489
cycle +$9,019
[+$7,211…+$10,141] · 100% credit
68%
surv 53%
-$101,888 NOT
cap gain +$22,424
Reliable up-and-out (highest cap still free ≥60%)~$2047 Aug 202618d left+$1.54/sh+$2,621
cycle +$4,151
[+$996…+$4,911] · 88% credit
74%
surv 68%
-$99,663 NOT
cap gain +$24,650
Up-and-out for even (raise the cap, free)~$20231 Jul 202611d left+$0.15/sh+$248
cycle +$1,778
[-$1,005…+$1,829] · 54% credit
76%
surv 68%
-$103,298 NOT
cap gain +$21,015
Max even-money escape in the band~$2077 Aug 202618d left+$0.09/sh+$153
cycle +$1,683
[-$1,909…+$2,404] · 52% credit
75%
surv 70%
-$100,869 NOT
cap gain +$23,444
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2127 Aug 202618d left-$0.35/sh-$594
cycle +$936
[-$2,626…+$1,515] · 42% credit
78%
surv 74%
-$99,090 NOT
cap gain +$25,222
budget: banked $1,530 debit $594 (39% used ≈ 0.4 wk of income) → whole cycle still +$936 cash · rolled 17 ct earn ≈ $18,545/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,738/mo
vs 50% target ($16,235/mo)-65%
vs normal income ($32,470/mo)18% covered
Net income (after hedge)$5,738/mo
Downside budget
⚠ $190 is $142 below CC-SS $331.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$239,600
… as % of IC ($107,100)223.7%
… as % of ML ($158,100)151.5%
Recovery months (at normal income)7.4 mo
Surgical close (17 ct)$-124,525
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $191.03 (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 $172.93 (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
$188-191.03
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
≥ $191.03
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 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (1.4σ)$1,530$-109,377+$14,935+$1,360
+2.5%$194.75 (1.6σ)$-6,545$-115,054+$9,258-$6,715
+5%$199.50 (1.9σ)$-14,620$-120,731+$3,582-$14,790
SS (= V-bounce)$563.00 (20.9σ)$-632,570$-555,150-$430,837-$100,640
V-BOUNCE STRESS (stock → CC-SS $331.84, where you are whole again, by expiry)
Starting unrealized P&L: $-124,312
+ Fortress recovery (un-capped): +$85,021
− CC assignment net of premium (17 × $190): -$239,600
Total Position P&L @ SS: $-278,892 ($-154,579 vs today)
Do-nothing baseline at SS: $-178,252 (this trade vs do-nothing: $-100,640, the opportunity cost of earning $5,738/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$41,157, position total $-139,386 ($-15,074 vs today)
33% normal ← lean15 × $18024 Jul8d10.1%82%37%$2,940$11,025-$6,195$224,822
Sell 15 × $180 10.1% OTM over spot $163.45 24 Jul 2026 (8d, $2.15 mid)
= $2,940 credit for the 8d cycle → $11,025/mo projected
Survival (stays ≤ $180)
82%
Breach risk
18%
POP (stays ≤ $182.15)
85%
EV / mo
+$3,426
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.0 mo [4.8-7.4] median, 0.3 mo SLOWER than no FIGHT (5.7 mo): roll costs eat the credits at this rung  ·  18% of paths whole by 9 mo (vs 9% without)  ·  ~9.2 challenges expected  ·  median CC cash $49,617
🛡 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)
28%
Flat exit net (mid-life)
-$6,495
Free roll-up
+$9/wk
Safest escape (by 7 Aug 2026)
$204 @ 80% 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: $8.89/sh now → $6.29 mid-life (likely $6.26–$9.95)≈ $0 at expiry  |  you banked $1.96/sh, so a flat mid-life exit nets -$4.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 827 simulated challenges: the $180 strike is typically first touched on day 5 of 8, at $184 (overshoots $4.39). 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+$4.04/sh+$6,059
cycle +$8,999
[+$5,419…+$7,138] · 100% credit
68%
surv 53%
-$106,937 NOT
cap gain +$17,376
Max even-money escape in the band~$1947 Aug 202618d left+$1.09/sh+$1,641
cycle +$4,581
[-$522…+$2,220] · 64% credit
75%
surv 69%
-$104,261 NOT
cap gain +$20,051
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)~$18931 Jul 202611d left+$0.57/sh+$860
cycle +$3,800
[-$614…+$1,280] · 56% credit
74%
surv 66%
-$107,567 NOT
cap gain +$16,746
Safety roll (pay small debit, max POP)~$2047 Aug 202618d left-$1.52/sh-$2,279
cycle +$661
[-$5,277…-$1,901] · 9% credit
80%
surv 77%
-$103,133 NOT
cap gain +$21,180
budget: banked $2,940 debit $2,279 (78% used ≈ 0.9 wk of income) → whole cycle still +$661 cash · rolled 15 ct earn ≈ $11,926/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$11,025/mo
vs 50% target ($16,235/mo)-32%
vs normal income ($32,470/mo)34% covered
Net income (after hedge)$11,065/mo
Downside budget
⚠ $180 is $152 below CC-SS $331.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$224,822
… as % of IC ($107,100)209.9%
… as % of ML ($158,100)142.2%
Recovery months (at normal income)6.9 mo
Surgical close (15 ct)$-109,972
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.96 collected) or spot ≥ $182.15 (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 $172.93 (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
$178-182.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $182.15
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)$2,940$-112,996+$11,316+$2,790
+2.5%$184.50 (1.1σ)$-3,810$-117,474+$6,838-$3,960
+5%$189.00 (1.3σ)$-10,560$-121,952+$2,360-$10,710
SS (= V-bounce)$563.00 (20.9σ)$-571,560$-556,720-$432,407-$102,210
V-BOUNCE STRESS (stock → CC-SS $331.84, where you are whole again, by expiry)
Starting unrealized P&L: $-124,312
+ Fortress recovery (un-capped): +$85,021
− CC assignment net of premium (15 × $180): -$224,822
− Conservative CC assignment net of premium (2 × $250): -$16,348
Total Position P&L @ SS: $-280,462 ($-156,149 vs today)
Do-nothing baseline at SS: $-178,252 (this trade vs do-nothing: $-102,210, the opportunity cost of earning $11,025/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$49,725, position total $-147,934 ($-23,622 vs today)
🎯 50% normal16 × $17524 Jul8d7.1%75%40%$4,592$17,220$246,354
Sell 16 × $175 7.1% OTM over spot $163.45 24 Jul 2026 (8d, $3.06 mid)
= $4,592 credit for the 8d cycle → $17,220/mo projected
Survival (stays ≤ $175)
75%
Breach risk
25%
POP (stays ≤ $178.06)
79%
EV / mo
+$3,966
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.3 mo [4.4-7.7] median, 1.6 mo SLOWER than no FIGHT (4.7 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 9% without)  ·  ~13.9 challenges expected  ·  median CC cash $64,475
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
40%
Flat exit net (mid-life)
-$5,004
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$197 @ 84% POP
81% 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: $8.48/sh now → $6.00 mid-life (likely $6.79–$10.02)≈ $0 at expiry  |  you banked $2.87/sh, so a flat mid-life exit nets -$3.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,213 simulated challenges: the $175 strike is typically first touched on day 4 of 8, at $179 (overshoots $4.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (16 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17531 Jul 202611d left+$3.86/sh+$6,180
cycle +$10,772
[+$5,219…+$6,634] · 100% credit
68%
surv 53%
-$107,699 NOT
cap gain +$16,613
Reliable up-and-out (highest cap still free ≥60%)~$1877 Aug 202618d left+$1.59/sh+$2,541
cycle +$7,133
[+$99…+$2,354] · 76% credit
74%
surv 67%
-$105,507 NOT
cap gain +$18,806
Max even-money escape in the band~$1897 Aug 202618d left+$0.88/sh+$1,411
cycle +$6,003
[-$1,231…+$1,173] · 46% credit
75%
surv 69%
-$105,375 NOT
cap gain +$18,938
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)~$18431 Jul 202611d left+$0.41/sh+$654
cycle +$5,246
[-$1,132…+$464] · 36% credit
75%
surv 66%
-$108,656 NOT
cap gain +$15,657
Safety roll (pay small debit, max POP)~$19731 Jul 202611d left-$2.64/sh-$4,231
cycle +$361
[-$7,322…-$4,870]
84%
surv 81%
-$107,230 NOT
cap gain +$17,083
budget: banked $4,592 debit $4,231 (92% used ≈ 1.1 wk of income) → whole cycle still +$361 cash · rolled 16 ct earn ≈ $14,631/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$17,220/mo
vs 50% target ($16,235/mo)+6%
vs normal income ($32,470/mo)53% covered
Net income (after hedge)$17,240/mo
Downside budget
⚠ $175 is $157 below CC-SS $331.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$246,354
… as % of IC ($107,100)230.0%
… as % of ML ($158,100)155.8%
Recovery months (at normal income)7.6 mo
Surgical close (16 ct)$-117,304
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 $2.87 collected) or spot ≥ $178.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected. Momentum override: two daily closes above $172.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-178.06
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
≥ $178.06
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$175.00 (≤1σ, normal week)$4,592$-113,879+$10,434+$4,432
+2.5%$179.37 (≤1σ, normal week)$-2,408$-118,670+$5,643-$2,568
+5%$183.75 (1.1σ)$-9,408$-123,461+$851-$9,568
SS (= V-bounce)$563.00 (20.9σ)$-616,208$-570,078-$445,765-$115,568
V-BOUNCE STRESS (stock → CC-SS $331.84, where you are whole again, by expiry)
Starting unrealized P&L: $-124,312
+ Fortress recovery (un-capped): +$85,021
− CC assignment net of premium (16 × $175): -$246,354
− Conservative CC assignment net of premium (1 × $250): -$8,174
Total Position P&L @ SS: $-293,820 ($-169,507 vs today)
Do-nothing baseline at SS: $-178,252 (this trade vs do-nothing: $-115,568, the opportunity cost of earning $17,220/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,584, position total $-157,803 ($-33,491 vs today)
100% normal16 × $16524 Jul8d0.9%56%93%$9,200$34,500+$17,280$257,746
Sell 16 × $165 0.9% OTM over spot $163.45 24 Jul 2026 (8d, $6.25 mid)
= $9,200 credit for the 8d cycle → $34,500/mo projected
Survival (stays ≤ $165)
56%
Breach risk
44%
POP (stays ≤ $171.25)
68%
EV / mo
+$2,152
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.9 mo [4.8-7.4] median  ·  33% of paths whole by 9 mo (vs 6% without)  ·  ~37.5 challenges expected  ·  median CC cash $80,829
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
74%
Flat exit net (mid-life)
+$507
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$202 @ 92% POP
91% 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: $7.68/sh now → $5.43 mid-life (likely $7.47–$11.02)≈ $0 at expiry  |  you banked $5.75/sh, so a flat mid-life exit nets +$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,229 simulated challenges: the $165 strike is typically first touched on day 2 of 8, at $169 (overshoots $4.43). 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)~$16531 Jul 202611d left+$3.52/sh+$5,630
cycle +$14,830
[+$4,348…+$4,919] · 100% credit
67%
surv 53%
-$108,690 NOT
cap gain +$15,623
Reliable up-and-out (highest cap still free ≥60%)~$1747 Aug 202618d left+$2.03/sh+$3,245
cycle +$12,445
[+$21…+$1,796] · 75% credit
73%
surv 65%
-$106,506 NOT
cap gain +$17,806
Max even-money escape in the band~$1797 Aug 202618d left+$0.48/sh+$767
cycle +$9,967
[-$3,108…-$845] · 13% credit
76%
surv 70%
-$106,459 NOT
cap gain +$17,853
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)~$17431 Jul 202611d left+$0.10/sh+$155
cycle +$9,355
[-$2,402…-$921] · 9% credit
75%
surv 68%
-$109,595 NOT
cap gain +$14,717
Safety roll (pay small debit, max POP)~$20231 Jul 202611d left-$4.07/sh-$6,511
cycle +$2,689
[-$12,650…-$8,652]
92%
surv 91%
-$102,377 NOT
cap gain +$21,936
budget: banked $9,200 debit $6,511 (71% used ≈ 0.8 wk of income) → whole cycle still +$2,689 cash · rolled 16 ct earn ≈ $5,952/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$34,500/mo
vs 50% target ($16,235/mo)+113%
vs normal income ($32,470/mo)106% covered
Net income (after hedge)$34,520/mo
Downside budget
⚠ $165 is $167 below CC-SS $331.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$257,746
… as % of IC ($107,100)240.7%
… as % of ML ($158,100)163.0%
Recovery months (at normal income)7.9 mo
Surgical close (16 ct)$-117,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.44/sh (~25% of the $5.75 collected) or spot ≥ $171.25 (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 $172.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-171.25
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $171.25
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.30 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (≤1σ, normal week)$9,200$-114,320+$9,993+$9,040
+2.5%$169.12 (≤1σ, normal week)$2,600$-118,837+$5,475+$2,440
+5%$173.25 (≤1σ, normal week)$-4,000$-123,354+$958-$4,160
SS (= V-bounce)$563.00 (20.9σ)$-627,600$-581,470-$457,157-$126,960
V-BOUNCE STRESS (stock → CC-SS $331.84, where you are whole again, by expiry)
Starting unrealized P&L: $-124,312
+ Fortress recovery (un-capped): +$85,021
− CC assignment net of premium (16 × $165): -$257,746
− Conservative CC assignment net of premium (1 × $250): -$8,174
Total Position P&L @ SS: $-305,212 ($-180,899 vs today)
Do-nothing baseline at SS: $-178,252 (this trade vs do-nothing: $-126,960, the opportunity cost of earning $34,500/mo FIGHT income now)
BB-reversion stress (→ $215.11 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$70,976, position total $-169,195 ($-44,883 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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 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: 0.297 (IBKR)  |  Recovery@SS: +$85,021 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-178,252

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$18015d31 Jul 2026$4.8517/17$16,490$16,49075%81%+$5,355-$249,885233.3%$-289,177 (vs do-nothing $-110,925)
$1758d24 Jul 2026$2.8716/17$17,220$17,24075%79%+$3,966-$246,354230.0%$-293,820 (vs do-nothing $-115,568)
$177.5015d31 Jul 2026$5.4016/17$17,280$17,30072%79%+$4,928-$238,306222.5%$-285,772 (vs do-nothing $-107,520)
$172.508d24 Jul 2026$3.5013/17$17,062$17,14271%77%+$3,430-$202,593189.2%$-274,582 (vs do-nothing $-96,330)
$17515d31 Jul 2026$6.1014/17$17,080$17,14069%78%+$4,403-$211,038197.0%$-274,852 (vs do-nothing $-96,600)
$17522d7 Aug 2026$7.5016/17$16,364$16,38467%76%+$1,547-$238,946223.1%$-286,412 (vs do-nothing $-108,160)
$172.5015d31 Jul 2026$6.8512/17$16,440$16,54066%76%+$3,759-$182,989170.9%$-263,152 (vs do-nothing $-84,900)
$1708d24 Jul 2026$4.2511/17$17,531$17,65166%74%+$3,044-$173,350161.9%$-261,687 (vs do-nothing $-83,435)
$172.5022d7 Aug 2026$8.4015/17$17,182$17,22264%74%+$1,584-$226,412211.4%$-282,052 (vs do-nothing $-103,800)
$17015d31 Jul 2026$8.0011/17$17,600$17,72063%74%+$4,102-$169,225158.0%$-257,562 (vs do-nothing $-79,310)
$17022d7 Aug 2026$9.4013/17$16,664$16,74462%74%+$1,523-$198,173185.0%$-270,162 (vs do-nothing $-91,910)
$167.508d24 Jul 2026$4.8010/17$18,000$18,14061%71%+$1,602-$159,541149.0%$-256,052 (vs do-nothing $-77,800)
$167.5015d31 Jul 2026$8.6010/17$17,200$17,34059%73%+$3,023-$155,741145.4%$-252,252 (vs do-nothing $-74,000)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167.5022d7 Aug 2026$10.5012/17$17,182$17,28259%72%+$1,571-$184,609172.4%$-264,772 (vs do-nothing $-86,520)
$16522d7 Aug 2026$11.6511/17$17,475$17,59556%71%+$1,536-$170,710159.4%$-259,047 (vs do-nothing $-80,795)
$1658d24 Jul 2026$5.758/17$17,250$17,43056%68%+$1,076-$128,873120.3%$-241,732 (vs do-nothing $-63,480)
$16515d31 Jul 2026$9.959/17$17,910$18,07056%71%+$3,245-$141,202131.8%$-245,887 (vs do-nothing $-67,635)
$162.5022d7 Aug 2026$12.8510/17$17,523$17,66353%70%+$1,431-$156,491146.1%$-253,002 (vs do-nothing $-74,750)
$162.5015d31 Jul 2026$10.508/17$16,800$16,98052%69%+$1,894-$127,073118.6%$-239,932 (vs do-nothing $-61,680)
$162.508d24 Jul 2026$7.007/17$18,375$18,57550%66%+$1,110-$113,639106.1%$-234,672 (vs do-nothing $-56,420)

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 21:38