FORTRESS FIGHT: COIN-LC500 @ $148.84

BE SS: $563.00  |  CC-SS: $331.87  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-31 21:46

COIN-LC500BBC @ $148.84   UNDERWATER $414.16 (73.6% below BE SS)

25 contracts (2,500 sh)  |  BE SS: $563.00  |  CC-SS: $331.87 (banked floor $330.29)  |  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$232,500(ND $63.00 + SW $30) x 2500
Normal income ref$31,875/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-198,750fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$15,938/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$31,875/mo (ATM CC, chain)
IC VELOCITY
4.9 mo to earn back $157,500
ML VELOCITY
7.3 mo to earn back $232,500
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $331.87 in the fetched chain; the deepest available is $260C (14d, $107/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
$2,266
Hole (after banked)
$196,484
was $198,750 · 1% earned back
Cycles closed
4
Credit in flight
$4,729
CC-SS · banked floor (info)
$331.87 → $330.29
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
25x $180C 31 Jul 2026U10001299$1.89$4,7292026-07-27
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 17 (live) · RSI 38 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 0 · hist falling (nightly)
LEVELS20W MA (bounce target) $173.92 (+17%) · daily UBB $173.37 · 1-wk expected move ±$15 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 22 contracts at $160 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($15,938/mo); it brings $16,123/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 22 × $152.50/7d for $33,000/mo, but breach risk rises to 39% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 25 × $170/7d (90% survival, $6,321/mo).
Downside anchor: the primary mortgages $374,354 (238% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 11.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 22 contracts realizes $-175,142 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 25 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 · 7 Aug 2026 (7d) · sell 22 × $160, 77% survival, $16,123/mo (E[net] $3,504/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 7d22 × $16077%$16,123$3,504
E[net] arithmetic on the grand pick: keep $3,762 with probability 68%; on the 32% touch you roll, paying $9,278 to close and taking $3,762 back from the best priced door (net cash $5,517) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 7d · E[net] $3,504/mo 🏆 GRAND PICK

🎯 Engine pick: sell 22 × $160 (50% normal), 77% survival, breach 23%, $16,123/mo.
⚖️ Worth a safer step: the $162.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $5,409/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $162.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $148.84 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $1707 Aug7d14.2%90%hist 100%20%hist 13%+5pp$1,475$6,321-$9,801$403,202
Sell 25 × $170 14.2% OTM over spot $148.84 7 Aug 2026 (7d, $0.66 mid)
= $1,475 credit for the 7d cycle → $6,321/mo projected
Survival (stays ≤ $170)
90%
Breach risk
10%
POP (stays ≤ $170.66)
91%
EV / mo
+$1,326
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
10% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,414/mo
median; plan ~$3,001/mo after 68% keep · $38,379 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.5 mo, measured ONLY among the 10% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$10,231
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$196 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.62/sh now → $4.68 mid-life (likely $3.79–$7.01)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$4.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $170 strike is typically first touched on day 5 of 7, at $174 (overshoots $3.70). 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17014 Aug 202610d left+$1.90/sh+$4,746
cycle +$6,221
[+$3,877…+$7,352] · 98% credit
64%
surv 53%
-$178,246 NOT
cap gain +$20,504
Reliable up-and-out (highest cap still free ≥60%)~$18628 Aug 202624d left+$0.88/sh+$2,200
cycle +$3,675
[+$292…+$4,768] · 77% credit
76%
surv 71%
-$169,884 NOT
cap gain +$28,866
Up-and-out for even (raise the cap, free)~$17614 Aug 202610d left+$0.25/sh+$632
cycle +$2,107
[-$845…+$2,493] · 59% credit
71%
surv 63%
-$178,202 NOT
cap gain +$20,548
Max even-money escape in the band~$18928 Aug 202624d left+$0.12/sh+$289
cycle +$1,764
[-$2,102…+$2,707] · 48% credit
77%
surv 73%
-$170,108 NOT
cap gain +$28,642
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19628 Aug 202624d left-$0.46/sh-$1,142
cycle +$333
[-$3,764…+$1,104] · 33% credit
82%
surv 79%
-$166,476 NOT
cap gain +$32,274
budget: banked $1,475 debit $1,142 (77% used ≈ 0.8 wk of income) → whole cycle still +$333 cash · rolled 25 ct earn ≈ $13,204/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,321/mo
vs 50% target ($15,938/mo)-60%
vs normal income ($31,875/mo)20% covered
Net income (after hedge)$6,321/mo
Downside budget
⚠ $170 is $162 below CC-SS $331.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$403,202
… as % of IC ($157,500)256.0%
… as % of ML ($232,500)173.4%
Recovery months (at normal income)12.6 mo
Surgical close (25 ct)$-198,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $170.66 (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 $173.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-170.66
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
≥ $170.66
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 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (1.4σ)$1,475$-182,992+$15,758+$1,425
+2.5%$174.25 (1.7σ)$-9,150$-190,748+$8,002-$9,200
+5%$178.50 (2.0σ)$-19,775$-198,504+$246-$19,825
SS (= V-bounce)$563.00 (28.3σ)$-981,025$-900,217-$701,467-$448,575
V-BOUNCE STRESS (stock → CC-SS $331.87, where you are whole again, by expiry)
Starting unrealized P&L: $-198,750
+ Fortress recovery (un-capped): +$123,546
− CC assignment net of premium (25 × $170): -$403,202
Total Position P&L @ SS: $-478,406 ($-279,656 vs today)
Do-nothing baseline at SS: $-75,154 (this trade vs do-nothing: $-403,252, the opportunity cost of earning $6,321/mo FIGHT income now)
BB-reversion stress (→ $173.92 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,325, position total $-190,146 (+$8,604 vs today)
33% normal ← lean20 × $162.507 Aug7d9.2%83%hist 99%36%hist 18%+5pp$2,500$10,714-$5,409$336,242
Sell 20 × $162.50 9.2% OTM over spot $148.84 7 Aug 2026 (7d, $1.42 mid)
= $2,500 credit for the 7d cycle → $10,714/mo projected
Survival (stays ≤ $162.50)
83%
Breach risk
17%
POP (stays ≤ $163.91)
85%
EV / mo
+$2,297
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
9% whole by 9mo vs 4% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,100/mo
median; plan ~$4,148/mo after 68% keep · $53,255 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.7 mo, measured ONLY among the 9% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$6,163
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$189 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.12/sh now → $4.33 mid-life (likely $4.24–$6.75)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$3.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 758 simulated challenges: the $162 strike is typically first touched on day 4 of 7, at $166 (overshoots $3.43). 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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16214 Aug 202610d left+$1.76/sh+$3,512
cycle +$6,012
[+$2,324…+$4,623] · 98% credit
64%
surv 52%
-$183,507 NOT
cap gain +$15,243
Reliable up-and-out (highest cap still free ≥60%)~$17428 Aug 202624d left+$1.54/sh+$3,082
cycle +$5,582
[+$1,044…+$4,152] · 88% credit
73%
surv 67%
-$176,404 NOT
cap gain +$22,346
Max even-money escape in the band~$17928 Aug 202624d left+$0.56/sh+$1,116
cycle +$3,616
[-$1,191…+$2,040] · 55% credit
76%
surv 72%
-$174,996 NOT
cap gain +$23,754
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)~$16914 Aug 202610d left+$0.10/sh+$200
cycle +$2,700
[-$1,422…+$878] · 39% credit
71%
surv 64%
-$182,661 NOT
cap gain +$16,089
Safety roll (pay small debit, max POP)~$18928 Aug 202624d left-$0.75/sh-$1,494
cycle +$1,006
[-$4,160…-$881] · 17% credit
83%
surv 80%
-$170,856 NOT
cap gain +$27,894
budget: banked $2,500 debit $1,494 (60% used ≈ 0.6 wk of income) → whole cycle still +$1,006 cash · rolled 20 ct earn ≈ $8,961/mo while parked; 5 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$10,714/mo
vs 50% target ($15,938/mo)-33%
vs normal income ($31,875/mo)34% covered
Net income (after hedge)$10,729/mo
Downside budget
⚠ $162.50 is $169 below CC-SS $331.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$336,242
… as % of IC ($157,500)213.5%
… as % of ML ($232,500)144.6%
Recovery months (at normal income)10.5 mo
Surgical close (20 ct)$-159,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $163.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected. Momentum override: two daily closes above $173.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-163.91
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
≥ $163.91
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 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (≤1σ, normal week)$2,500$-187,020+$11,730+$2,460
+2.5%$166.56 (1.2σ)$-5,625$-192,402+$6,348-$5,665
+5%$170.62 (1.5σ)$-13,750$-197,785+$965-$13,790
SS (= V-bounce)$563.00 (28.3σ)$-798,500$-824,182-$625,432-$372,540
V-BOUNCE STRESS (stock → CC-SS $331.87, where you are whole again, by expiry)
Starting unrealized P&L: $-198,750
+ Fortress recovery (un-capped): +$123,546
− CC assignment net of premium (20 × $162.50): -$336,242
+ Conservative CC premium (5 × $350): +$10
Total Position P&L @ SS: $-411,436 ($-212,686 vs today)
Do-nothing baseline at SS: $-75,154 (this trade vs do-nothing: $-336,282, the opportunity cost of earning $10,714/mo FIGHT income now)
BB-reversion stress (→ $173.92 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$20,340, position total $-202,151 ($-3,401 vs today)
🎯 50% normal22 × $1607 Aug7d7.5%77%hist 96%47%hist 28%+6pp$3,762$16,123$374,354
Sell 22 × $160 7.5% OTM over spot $148.84 7 Aug 2026 (7d, $1.82 mid)
= $3,762 credit for the 7d cycle → $16,123/mo projected
Survival (stays ≤ $160)
77%
Breach risk
23%
POP (stays ≤ $161.82)
81%
EV / mo
+$1,415
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
10% whole by 9mo vs 4% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,767/mo
median; plan ~$5,282/mo after 68% keep · $68,462 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.0 mo, measured ONLY among the 10% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$5,516
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$184 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.96/sh now → $4.22 mid-life (likely $4.52–$7.02)≈ $0 at expiry  |  you banked $1.71/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 952 simulated challenges: the $160 strike is typically first touched on day 4 of 7, at $164 (overshoots $3.56). 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 (22 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16014 Aug 202610d left+$1.71/sh+$3,762
cycle +$7,524
[+$2,283…+$4,511] · 97% credit
64%
surv 52%
-$183,687 NOT
cap gain +$15,063
Reliable up-and-out (highest cap still free ≥60%)~$17128 Aug 202624d left+$1.43/sh+$3,146
cycle +$6,908
[+$658…+$3,614] · 82% credit
73%
surv 67%
-$176,770 NOT
cap gain +$21,980
Max even-money escape in the band~$17628 Aug 202624d left+$0.46/sh+$1,002
cycle +$4,764
[-$1,842…+$1,361] · 41% credit
77%
surv 72%
-$175,539 NOT
cap gain +$23,211
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)~$16614 Aug 202610d left+$0.05/sh+$112
cycle +$3,874
[-$1,928…+$365] · 30% credit
72%
surv 64%
-$183,179 NOT
cap gain +$15,571
Safety roll (pay small debit, max POP)~$18421 Aug 202618d left-$1.71/sh-$3,754
cycle +$8
[-$7,336…-$3,808] · 3% credit
84%
surv 82%
-$175,232 NOT
cap gain +$23,518
budget: banked $3,762 debit $3,754 (100% used ≈ 1.0 wk of income) → whole cycle still +$8 cash · rolled 22 ct earn ≈ $9,207/mo while parked; 3 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$16,123/mo
vs 50% target ($15,938/mo)+1%
vs normal income ($31,875/mo)51% covered
Net income (after hedge)$16,131/mo
Downside budget
⚠ $160 is $172 below CC-SS $331.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$374,354
… as % of IC ($157,500)237.7%
… as % of ML ($232,500)161.0%
Recovery months (at normal income)11.7 mo
Surgical close (22 ct)$-175,142
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.71 collected) or spot ≥ $161.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected. Momentum override: two daily closes above $173.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-161.82
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $161.82
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 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (≤1σ, normal week)$3,762$-187,449+$11,301+$3,718
+2.5%$164.00 (1.0σ)$-5,038$-193,549+$5,201-$5,082
+5%$168.00 (1.3σ)$-13,838$-199,649-$899-$13,882
SS (= V-bounce)$563.00 (28.3σ)$-882,838$-865,924-$667,174-$414,282
V-BOUNCE STRESS (stock → CC-SS $331.87, where you are whole again, by expiry)
Starting unrealized P&L: $-198,750
+ Fortress recovery (un-capped): +$123,546
− CC assignment net of premium (22 × $160): -$374,354
+ Conservative CC premium (3 × $350): +$6
Total Position P&L @ SS: $-449,552 ($-250,802 vs today)
Do-nothing baseline at SS: $-75,154 (this trade vs do-nothing: $-374,398, the opportunity cost of earning $16,123/mo FIGHT income now)
BB-reversion stress (→ $173.92 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$26,862, position total $-208,677 ($-9,927 vs today)
100% normal22 × $152.507 Aug7d2.5%61%hist 80%80%hist 80%+14pp$7,700$33,000+$16,877$386,916
Sell 22 × $152.50 2.5% OTM over spot $148.84 7 Aug 2026 (7d, $3.70 mid)
= $7,700 credit for the 7d cycle → $33,000/mo projected
Survival (stays ≤ $152.50)
61%
Breach risk
39%
POP (stays ≤ $156.20)
70%
EV / mo
$-789
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
20% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~10.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,154/mo
median; plan ~$7,585/mo after 68% keep · $95,501 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.4 mo [5.3-8.1], measured ONLY among the 20% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
62%
Flat exit net (mid-life)
-$845
Free roll-up
+$4/wk
Safest escape (by 28 Aug 2026)
$191 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.49/sh now → $3.88 mid-life (likely $5.13–$7.37)≈ $0 at expiry  |  you banked $3.50/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,858 simulated challenges: the $152 strike is typically first touched on day 2 of 7, at $156 (overshoots $3.58). 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 (22 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$15214 Aug 202610d left+$1.57/sh+$3,464
cycle +$11,164
[+$1,382…+$2,667] · 94% credit
64%
surv 52%
-$185,110 NOT
cap gain +$13,640
Reliable up-and-out (highest cap still free ≥60%)~$16128 Aug 202624d left+$1.80/sh+$3,968
cycle +$11,668
[+$760…+$2,758] · 84% credit
72%
surv 65%
-$178,760 NOT
cap gain +$19,990
Up-and-out for even (raise the cap, free)~$15614 Aug 202610d left+$0.65/sh+$1,421
cycle +$9,121
[-$885…+$547] · 45% credit
69%
surv 60%
-$184,682 NOT
cap gain +$14,068
Max even-money escape in the band~$16928 Aug 202624d left+$0.16/sh+$361
cycle +$8,061
[-$3,615…-$1,119] · 13% credit
78%
surv 74%
-$177,304 NOT
cap gain +$21,446
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19128 Aug 202624d left-$2.76/sh-$6,081
cycle +$1,619
[-$12,242…-$8,336]
90%
surv 90%
-$168,559 NOT
cap gain +$30,191
budget: banked $7,700 debit $6,081 (79% used ≈ 0.8 wk of income) → whole cycle still +$1,619 cash · rolled 22 ct earn ≈ $3,081/mo while parked; 3 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$33,000/mo
vs 50% target ($15,938/mo)+107%
vs normal income ($31,875/mo)104% covered
Net income (after hedge)$33,009/mo
Downside budget
⚠ $152.50 is $179 below CC-SS $331.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$386,916
… as % of IC ($157,500)245.7%
… as % of ML ($232,500)166.4%
Recovery months (at normal income)12.1 mo
Surgical close (22 ct)$-175,340
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.88/sh (~25% of the $3.50 collected) or spot ≥ $156.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $152)); NOT the premium you collected. Momentum override: two daily closes above $173.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $150.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$151-156.20
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
≥ $156.20
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 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$152.50 (≤1σ, normal week)$7,700$-188,574+$10,176+$7,656
+2.5%$156.31 (≤1σ, normal week)$-688$-194,388+$4,362-$732
+5%$160.12 (≤1σ, normal week)$-9,075$-200,202-$1,452-$9,119
SS (= V-bounce)$563.00 (28.3σ)$-895,400$-878,486-$679,736-$426,844
V-BOUNCE STRESS (stock → CC-SS $331.87, where you are whole again, by expiry)
Starting unrealized P&L: $-198,750
+ Fortress recovery (un-capped): +$123,546
− CC assignment net of premium (22 × $152.50): -$386,916
+ Conservative CC premium (3 × $350): +$6
Total Position P&L @ SS: $-462,114 ($-263,364 vs today)
Do-nothing baseline at SS: $-75,154 (this trade vs do-nothing: $-386,960, the opportunity cost of earning $33,000/mo FIGHT income now)
BB-reversion stress (→ $173.92 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$39,424, position total $-221,239 ($-22,489 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 (34 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 34 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: 0.270 (IBKR)  |  Recovery@SS: +$123,546 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-75,154

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1607d7 Aug 2026$1.7122/25$16,123$16,13177%81%+$1,415-$374,354237.7%$-449,552 (vs do-nothing $-374,398)
$157.507d7 Aug 2026$2.0818/25$16,046$16,06673%78%+$1,383-$310,124196.9%$-385,314 (vs do-nothing $-310,160)
$16014d14 Aug 2026$3.1024/25$15,943$15,94672%77%+$233-$405,050257.2%$-480,252 (vs do-nothing $-405,098)
$16021d21 Aug 2026$4.7524/25$16,286$16,28970%75%+$1,212-$401,090254.7%$-476,292 (vs do-nothing $-401,138)
$157.5014d14 Aug 2026$3.7520/25$16,071$16,08668%75%+$223-$341,242216.7%$-416,436 (vs do-nothing $-341,282)
$1557d7 Aug 2026$2.7714/25$16,620$16,65167%74%+$127-$243,741154.8%$-318,923 (vs do-nothing $-243,769)
$157.5021d21 Aug 2026$5.4021/25$16,200$16,21166%74%+$774-$354,839225.3%$-430,035 (vs do-nothing $-354,881)
$15514d14 Aug 2026$4.4017/25$16,029$16,05164%72%$-350-$293,201186.2%$-368,389 (vs do-nothing $-293,235)
$15521d21 Aug 2026$6.1519/25$16,693$16,71063%71%+$435-$324,370205.9%$-399,562 (vs do-nothing $-324,408)
$15528d28 Aug 2026$6.2024/25$15,943$15,94662%72%$-3,025-$409,610260.1%$-484,812 (vs do-nothing $-409,658)
$152.507d7 Aug 2026$3.5011/25$16,500$16,54061%70%$-395-$193,458122.8%$-268,634 (vs do-nothing $-193,480)
$152.5014d14 Aug 2026$5.1515/25$16,554$16,58260%69%$-830-$261,331165.9%$-336,515 (vs do-nothing $-261,361)
$152.5021d21 Aug 2026$7.0516/25$16,114$16,14059%69%+$237-$275,713175.1%$-350,900 (vs do-nothing $-275,745)
Show 21 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$152.5028d28 Aug 2026$7.2021/25$16,200$16,21159%70%$-2,586-$361,559229.6%$-436,755 (vs do-nothing $-361,601)
$15028d28 Aug 2026$8.6018/25$16,586$16,60655%69%$-1,587-$311,888198.0%$-387,078 (vs do-nothing $-311,924)
$15021d21 Aug 2026$8.2014/25$16,400$16,43155%67%+$366-$243,139154.4%$-318,321 (vs do-nothing $-243,167)
$1507d7 Aug 2026$4.259/25$16,393$16,43955%66%$-1,368-$159,859101.5%$-235,031 (vs do-nothing $-159,877)
$15014d14 Aug 2026$6.5012/25$16,714$16,75155%67%+$99-$210,445133.6%$-285,623 (vs do-nothing $-210,469)
$14928d28 Aug 2026$8.4518/25$16,296$16,31654%68%$-2,761-$313,958199.3%$-389,148 (vs do-nothing $-313,994)
$14921d21 Aug 2026$8.4514/25$16,900$16,93154%67%$-57-$244,189155.0%$-319,371 (vs do-nothing $-244,217)
$14914d14 Aug 2026$5.9513/25$16,575$16,60953%66%$-2,712-$229,997146.0%$-305,177 (vs do-nothing $-230,023)
$14828d28 Aug 2026$10.0015/25$16,071$16,10053%67%$-574-$260,806165.6%$-335,990 (vs do-nothing $-260,836)
$1497d7 Aug 2026$4.509/25$17,357$17,40352%65%$-1,482-$160,534101.9%$-235,706 (vs do-nothing $-160,552)
$14821d21 Aug 2026$8.7513/25$16,250$16,28452%66%$-389-$227,657144.5%$-302,837 (vs do-nothing $-227,683)
$14728d28 Aug 2026$9.3516/25$16,029$16,05451%66%$-2,571-$280,833178.3%$-356,020 (vs do-nothing $-280,865)
$14814d14 Aug 2026$6.5512/25$16,843$16,88051%65%$-2,211-$212,785135.1%$-287,963 (vs do-nothing $-212,809)
$14721d21 Aug 2026$9.3012/25$15,943$15,98050%65%$-274-$210,685133.8%$-285,863 (vs do-nothing $-210,709)
$14628d28 Aug 2026$10.2015/25$16,393$16,42150%66%$-1,863-$263,506167.3%$-338,690 (vs do-nothing $-263,536)
$1487d7 Aug 2026$4.908/25$16,800$16,84950%63%$-2,279-$143,17790.9%$-218,347 (vs do-nothing $-143,193)
$14714d14 Aug 2026$7.4011/25$17,443$17,48349%64%$-1,226-$195,218123.9%$-270,394 (vs do-nothing $-195,240)
$14621d21 Aug 2026$9.3012/25$15,943$15,98049%64%$-1,165-$211,885134.5%$-287,063 (vs do-nothing $-211,909)
$14614d14 Aug 2026$7.9010/25$16,929$16,97147%63%$-1,188-$177,971113.0%$-253,145 (vs do-nothing $-177,991)
$1477d7 Aug 2026$5.507/25$16,500$16,55147%62%$-1,780-$125,56079.7%$-200,728 (vs do-nothing $-125,574)
$1467d7 Aug 2026$5.857/25$17,550$17,60145%61%$-2,414-$126,01580.0%$-201,183 (vs do-nothing $-126,029)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 25 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-07-31 21:46