FORTRESS FIGHT: COIN-LC500 @ $148.52

BE SS: $563.00  |  CC-SS: $339.26  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-05 21:42

COIN-LC500BBC @ $148.52   UNDERWATER $414.48 (73.6% below BE SS)

25 contracts (2,500 sh)  |  BE SS: $563.00  |  CC-SS: $339.26 (banked floor $334.28)  |  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$39,609/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $15,281/mo (info only, already in marks)
Unrealized P&L$-197,938fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$19,805/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$39,609/mo (ATM CC, chain)
IC VELOCITY
4.0 mo to earn back $157,500
ML VELOCITY
5.9 mo to earn back $232,500
Deep drawdown confirmed: a CC at CC-SS $339.26 (probe: $320C 16d) brings only $94/mo (<20% of normal), 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
$6,995
Hole (after banked)
$190,943
was $197,938 · 4% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$339.26 → $334.28
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 20 (live) · RSI 38 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 16 · hist falling (nightly)
LEVELS20W MA (bounce target) $171.36 (+15%) · daily UBB $174.77 · 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: 18 contracts at $162.50 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($19,805/mo); it brings $20,520/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 25 × $160/2d for $41,250/mo, but breach risk rises to 14% (+4pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 18 × $165/2d (92% survival, $13,230/mo).
Downside anchor: the primary mortgages $316,797 (201% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 8.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-142,578 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: THIS FRIDAY · 7 Aug 2026 (2d) · sell 18 × $162.50, 90% survival, $20,520/mo (E[net] $18,061/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆7 Aug 2026 · 2d18 × $162.5090%$20,520$18,061
NEXT FRIDAY14 Aug 2026 · 9d23 × $162.5079%$20,547$3,250
E[net] arithmetic on the grand pick: keep $1,368 with probability 90%; on the 10% touch you roll, paying $6,984 to close and taking $6,755 back from the best priced door (net cash $229) 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.

📅 THIS FRIDAY · 7 Aug 2026 · 2d · E[net] $18,061/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $162.50 (50% normal), 90% survival, breach 10%, $20,520/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $165 rung (🛡 safe yield) lifts survival to 92% (breach 10% → 8%) for $2,145/mo less (10% income) buys safety you do not really need here.
COIN  spot $148.52 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal18 × $1657 Aug2d11.1%92%hist 99%15%hist 6%+12pp$882$13,230-$7,290$312,783
Sell 18 × $165 11.1% OTM over spot $148.52 7 Aug 2026 (2d, $0.54 mid)
= $882 credit for the 2d cycle → $13,230/mo projected
Survival (stays ≤ $165)
92%
Breach risk
8%
POP (stays ≤ $165.54)
93%
EV / mo
+$7,650
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
20% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,441/mo
median; plan ~$6,420/mo after 68% keep · $76,216 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.5 mo [4.3-7.3], 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)
6%
Flat exit net (mid-life)
-$6,271
Free roll-up
+$9/wk
Safest escape (by 28 Aug 2026)
$194 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.62/sh now → $3.97 mid-life (likely $4.22–$8.01)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$3.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 193 simulated challenges: the $165 strike is typically first touched on day 2 of 2, at $169 (overshoots $4.16). 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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16514 Aug 20268d left+$3.86/sh+$6,943
cycle +$7,825
[+$5,648…+$7,642] · 100% credit
67%
surv 52%
-$179,798 NOT
cap gain +$18,139
Reliable up-and-out (highest cap still free ≥60%)~$18628 Aug 202622d left+$1.49/sh+$2,680
cycle +$3,562
[-$920…+$2,936] · 67% credit
81%
surv 76%
-$170,636 NOT
cap gain +$27,301
Up-and-out for even (raise the cap, free)~$17414 Aug 20268d left+$0.70/sh+$1,262
cycle +$2,144
[-$1,755…+$1,336] · 51% credit
76%
surv 69%
-$179,867 NOT
cap gain +$18,070
Max even-money escape in the band~$19128 Aug 202622d left+$0.24/sh+$429
cycle +$1,311
[-$3,834…+$497] · 35% credit
83%
surv 80%
-$169,763 NOT
cap gain +$28,175
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19428 Aug 202622d left-$0.08/sh-$138
cycle +$744
[-$4,588…-$135] · 23% credit
84%
surv 82%
-$168,767 NOT
cap gain +$29,170
budget: banked $882 debit $138 (16% used ≈ 0.0 wk of income) → whole cycle still +$744 cash · rolled 18 ct earn ≈ $9,565/mo while parked; 7 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$13,230/mo
vs 50% target ($19,805/mo)-33%
vs normal income ($39,609/mo)33% covered
Net income (after hedge)$13,256/mo
Downside budget
⚠ $165 is $174 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$312,783
… as % of IC ($157,500)198.6%
… as % of ML ($232,500)134.5%
Recovery months (at normal income)7.9 mo
Surgical close (18 ct)$-142,605
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $165.54 (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 $174.77 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-165.54
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
≥ $165.54
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (2.0σ)$882$-186,742+$11,196+$846
+2.5%$169.12 (2.5σ)$-6,543$-191,588+$6,349-$6,579
+5%$173.25 (3.0σ)$-13,968$-196,435+$1,502-$14,004
SS (= V-bounce)$563.00 (50.2σ)$-715,518$-824,492-$626,554-$278,154
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (18 × $165): -$312,783
− Conservative CC assignment net of premium (7 × $320): -$13,467
Total Position P&L @ SS: $-404,976 ($-207,039 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-278,154, the opportunity cost of earning $13,230/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,566, position total $-194,215 (+$3,723 vs today)
🛡 safe yield25 × $1657 Aug2d11.1%92%hist 99%15%hist 6%+19pp$1,225$18,375-$2,145$434,421
Sell 25 × $165 11.1% OTM over spot $148.52 7 Aug 2026 (2d, $0.54 mid)
= $1,225 credit for the 2d cycle → $18,375/mo projected
Survival (stays ≤ $165)
92%
Breach risk
8%
POP (stays ≤ $165.54)
93%
EV / mo
+$10,624
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
32% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,765/mo
median; plan ~$9,360/mo after 68% keep · $99,848 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.9-7.0], measured ONLY among the 32% 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)
6%
Flat exit net (mid-life)
-$8,709
Free roll-up
+$9/wk
Safest escape (by 28 Aug 2026)
$194 @ 84% POP
82% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.62/sh now → $3.97 mid-life (likely $4.05–$6.96)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$3.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 181 simulated challenges: the $165 strike is typically first touched on day 2 of 2, at $168 (overshoots $3.47). 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)~$16514 Aug 20268d left+$3.86/sh+$9,643
cycle +$10,868
[+$8,588…+$10,746] · 99% credit
67%
surv 52%
-$176,769 NOT
cap gain +$21,168
Reliable up-and-out (highest cap still free ≥60%)~$18628 Aug 202622d left+$1.49/sh+$3,722
cycle +$4,947
[+$283…+$4,390] · 77% credit
81%
surv 76%
-$169,265 NOT
cap gain +$28,672
Up-and-out for even (raise the cap, free)~$17414 Aug 20268d left+$0.70/sh+$1,752
cycle +$2,977
[-$1,202…+$2,111] · 65% credit
76%
surv 69%
-$179,048 NOT
cap gain +$18,890
Max even-money escape in the band~$19128 Aug 202622d left+$0.24/sh+$595
cycle +$1,820
[-$3,543…+$1,050] · 43% credit
83%
surv 80%
-$169,267 NOT
cap gain +$28,670
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19428 Aug 202622d left-$0.08/sh-$192
cycle +$1,033
[-$4,574…+$188] · 27% credit
84%
surv 82%
-$168,492 NOT
cap gain +$29,446
budget: banked $1,225 debit $192 (16% used ≈ 0.0 wk of income) → whole cycle still +$1,033 cash · rolled 25 ct earn ≈ $13,285/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$18,375/mo
vs 50% target ($19,805/mo)-7%
vs normal income ($39,609/mo)46% covered
Net income (after hedge)$18,375/mo
Downside budget
⚠ $165 is $174 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$434,421
… as % of IC ($157,500)275.8%
… as % of ML ($232,500)186.8%
Recovery months (at normal income)11.0 mo
Surgical close (25 ct)$-198,063
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $165.54 (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 $174.77 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-165.54
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
≥ $165.54
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (2.0σ)$1,225$-186,413+$11,525+$1,175
+2.5%$169.12 (2.5σ)$-9,087$-194,147+$3,791-$9,137
+5%$173.25 (3.0σ)$-19,400$-201,881-$3,944-$19,450
SS (= V-bounce)$563.00 (50.2σ)$-993,775$-932,662-$734,725-$386,325
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (25 × $165): -$434,421
Total Position P&L @ SS: $-513,147 ($-315,210 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-386,325, the opportunity cost of earning $18,375/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,675, position total $-198,338 ($-400 vs today)
🎯 50% normal18 × $162.507 Aug2d9.4%90%hist 95%21%hist 18%+19pp$1,368$20,520$316,797
Sell 18 × $162.50 9.4% OTM over spot $148.52 7 Aug 2026 (2d, $0.79 mid)
= $1,368 credit for the 2d cycle → $20,520/mo projected
Survival (stays ≤ $162.50)
90%
Breach risk
10%
POP (stays ≤ $163.29)
91%
EV / mo
+$11,729
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
26% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~4.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,116/mo
median; plan ~$8,919/mo after 68% keep · $105,529 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.5 mo [3.8-7.3], measured ONLY among the 26% 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)
10%
Flat exit net (mid-life)
-$5,616
Free roll-up
+$9/wk
Safest escape (by 28 Aug 2026)
$194 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.49/sh now → $3.88 mid-life (likely $4.20–$7.72)≈ $0 at expiry  |  you banked $0.76/sh, so a flat mid-life exit nets -$3.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 308 simulated challenges: the $162 strike is typically first touched on day 2 of 2, at $167 (overshoots $4.13). 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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16214 Aug 20268d left+$3.75/sh+$6,755
cycle +$8,123
[+$5,441…+$7,316] · 98% credit
67%
surv 52%
-$181,063 NOT
cap gain +$16,874
Reliable up-and-out (highest cap still free ≥60%)~$18428 Aug 202622d left+$1.31/sh+$2,367
cycle +$3,735
[-$1,139…+$2,320] · 65% credit
81%
surv 77%
-$172,026 NOT
cap gain +$25,911
Up-and-out for even (raise the cap, free)~$17114 Aug 20268d left+$0.60/sh+$1,084
cycle +$2,452
[-$1,812…+$1,011] · 52% credit
76%
surv 69%
-$181,122 NOT
cap gain +$16,816
Max even-money escape in the band~$18928 Aug 202622d left+$0.10/sh+$176
cycle +$1,544
[-$3,939…+$41] · 26% credit
84%
surv 81%
-$171,092 NOT
cap gain +$26,846
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$19428 Aug 202622d left-$0.72/sh-$1,288
cycle +$80
[-$5,931…-$1,496] · 6% credit
86%
surv 84%
-$169,431 NOT
cap gain +$28,507
budget: banked $1,368 debit $1,288 (94% used ≈ 0.3 wk of income) → whole cycle still +$80 cash · rolled 18 ct earn ≈ $7,767/mo while parked; 7 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$20,520/mo
vs 50% target ($19,805/mo)+4%
vs normal income ($39,609/mo)52% covered
Net income (after hedge)$20,546/mo
Downside budget
⚠ $162.50 is $177 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$316,797
… as % of IC ($157,500)201.1%
… as % of ML ($232,500)136.3%
Recovery months (at normal income)8.0 mo
Surgical close (18 ct)$-142,578
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $163.29 (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 $174.77 (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
$161-163.29
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
≥ $163.29
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (1.7σ)$1,368$-187,818+$10,120+$1,332
+2.5%$166.56 (2.2σ)$-5,944$-192,591+$5,346-$5,980
+5%$170.62 (2.7σ)$-13,257$-197,365+$573-$13,293
SS (= V-bounce)$563.00 (50.2σ)$-719,532$-828,506-$630,568-$282,168
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (18 × $162.50): -$316,797
− Conservative CC assignment net of premium (7 × $320): -$13,467
Total Position P&L @ SS: $-408,990 ($-211,053 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-282,168, the opportunity cost of earning $20,520/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,580, position total $-198,229 ($-291 vs today)
100% normal25 × $1607 Aug2d7.7%86%hist 95%29%hist 18%+46pp$2,750$41,250+$20,730$445,396
Sell 25 × $160 7.7% OTM over spot $148.52 7 Aug 2026 (2d, $1.15 mid)
= $2,750 credit for the 2d cycle → $41,250/mo projected
Survival (stays ≤ $160)
86%
Breach risk
14%
POP (stays ≤ $161.15)
88%
EV / mo
+$21,965
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+46pp
56% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$24,864/mo
median; plan ~$16,907/mo after 68% keep · $158,496 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~4.9 mo [3.7-6.4], measured ONLY among the 56% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$6,717
Free roll-up
+$9/wk
Safest escape (by 21 Aug 2026)
$186 @ 86% POP
84% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.35/sh now → $3.79 mid-life (likely $4.11–$7.65)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$2.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 425 simulated challenges: the $160 strike is typically first touched on day 2 of 2, at $164 (overshoots $4.09). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16014 Aug 20268d left+$3.65/sh+$9,124
cycle +$11,874
[+$7,296…+$9,815] · 97% credit
67%
surv 52%
-$178,888 NOT
cap gain +$19,049
Reliable up-and-out (highest cap still free ≥60%)~$18128 Aug 202622d left+$1.15/sh+$2,864
cycle +$5,614
[-$2,218…+$2,715] · 64% credit
81%
surv 77%
-$171,723 NOT
cap gain +$26,214
Up-and-out for even (raise the cap, free)~$16914 Aug 20268d left+$0.51/sh+$1,264
cycle +$4,014
[-$2,772…+$1,082] · 48% credit
77%
surv 70%
-$181,136 NOT
cap gain +$16,801
Max even-money escape in the band~$18428 Aug 202622d left+$0.21/sh+$530
cycle +$3,280
[-$5,289…+$256] · 32% credit
82%
surv 79%
-$172,495 NOT
cap gain +$25,443
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18621 Aug 202615d left-$1.00/sh-$2,497
cycle +$253
[-$8,691…-$2,888]
86%
surv 84%
-$173,960 NOT
cap gain +$23,978
budget: banked $2,750 debit $2,497 (91% used ≈ 0.3 wk of income) → whole cycle still +$253 cash · rolled 25 ct earn ≈ $13,940/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$41,250/mo
vs 50% target ($19,805/mo)+108%
vs normal income ($39,609/mo)104% covered
Net income (after hedge)$41,250/mo
Downside budget
⚠ $160 is $179 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$445,396
… as % of IC ($157,500)282.8%
… as % of ML ($232,500)191.6%
Recovery months (at normal income)11.2 mo
Surgical close (25 ct)$-198,063
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $161.15 (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 $174.77 (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
$158-161.15
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
≥ $161.15
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (1.4σ)$2,750$-188,013+$9,925+$2,700
+2.5%$164.00 (1.9σ)$-7,250$-195,513+$2,425-$7,300
+5%$168.00 (2.4σ)$-17,250$-203,013-$5,075-$17,300
SS (= V-bounce)$563.00 (50.2σ)$-1,004,750$-943,638-$745,700-$397,300
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (25 × $160): -$445,396
Total Position P&L @ SS: $-524,122 ($-326,185 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-397,300, the opportunity cost of earning $41,250/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$25,650, position total $-209,313 ($-11,375 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.

📅 NEXT FRIDAY · 14 Aug 2026 · 9d · E[net] $3,250/mo

🎯 Engine pick: sell 23 × $162.50 (50% normal), 79% survival, breach 21%, $20,547/mo.
⚖️ Worth a safer step: the $167.50 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $7,347/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 $167.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $148.52 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $17514 Aug9d17.8%91%hist 99%18%hist 6%+7pp$2,375$7,917-$12,630$408,271
Sell 25 × $175 17.8% OTM over spot $148.52 14 Aug 2026 (9d, $1.05 mid)
= $2,375 credit for the 9d cycle → $7,917/mo projected
Survival (stays ≤ $175)
91%
Breach risk
9%
POP (stays ≤ $176.05)
92%
EV / mo
+$3,940
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
14% whole by 9mo vs 6% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,717/mo
median; plan ~$3,888/mo after 68% keep · $48,416 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 14% 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)
10%
Flat exit net (mid-life)
-$16,031
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$191 @ 78% POP
72% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.41/sh now → $7.36 mid-life (likely $5.66–$9.94)≈ $0 at expiry  |  you banked $0.95/sh, so a flat mid-life exit nets -$6.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 311 simulated challenges: the $175 strike is typically first touched on day 7 of 9, at $179 (overshoots $4.09). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$17521 Aug 202612d left+$2.31/sh+$5,771
cycle +$8,146
[+$4,728…+$9,433] · 99% credit
67%
surv 53%
-$173,241 NOT
cap gain +$24,696
Max even-money escape in the band~$18628 Aug 202618d left+$1.14/sh+$2,857
cycle +$5,232
[+$1,033…+$6,727] · 83% credit
75%
surv 67%
-$168,981 NOT
cap gain +$28,957
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)~$18121 Aug 202612d left+$0.53/sh+$1,313
cycle +$3,688
[-$97…+$4,363] · 72% credit
72%
surv 62%
-$173,650 NOT
cap gain +$24,288
Safety roll (pay small debit, max POP)~$19128 Aug 202618d left-$0.87/sh-$2,168
cycle +$207
[-$4,773…+$1,777] · 36% credit
78%
surv 72%
-$170,880 NOT
cap gain +$27,057
budget: banked $2,375 debit $2,168 (91% used ≈ 1.2 wk of income) → whole cycle still +$207 cash · rolled 25 ct earn ≈ $27,063/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$7,917/mo
vs 50% target ($19,805/mo)-60%
vs normal income ($39,609/mo)20% covered
Net income (after hedge)$7,917/mo
Downside budget
⚠ $175 is $164 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$408,271
… as % of IC ($157,500)259.2%
… as % of ML ($232,500)175.6%
Recovery months (at normal income)10.3 mo
Surgical close (25 ct)$-198,188
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.95 collected) or spot ≥ $176.05 (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 $174.77 (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
$173-176.05
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $176.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.5σ)$2,375$-179,013+$18,925+$2,325
+2.5%$179.37 (1.8σ)$-8,562$-187,216+$10,722-$8,612
+5%$183.75 (2.0σ)$-19,500$-195,419+$2,519-$19,550
SS (= V-bounce)$563.00 (23.6σ)$-967,625$-906,512-$708,575-$360,175
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (25 × $175): -$408,271
Total Position P&L @ SS: $-486,997 ($-289,060 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-360,175, the opportunity cost of earning $7,917/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-183,663 (+$14,275 vs today)
33% normal ← lean24 × $167.5014 Aug9d12.8%85%hist 95%31%hist 22%+9pp$3,960$13,200-$7,347$408,260
Sell 24 × $167.50 12.8% OTM over spot $148.52 14 Aug 2026 (9d, $1.87 mid)
= $3,960 credit for the 9d cycle → $13,200/mo projected
Survival (stays ≤ $167.50)
85%
Breach risk
15%
POP (stays ≤ $169.37)
87%
EV / mo
+$4,990
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
15% whole by 9mo vs 6% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,727/mo
median; plan ~$5,255/mo after 68% keep · $67,854 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.6 mo [5.3-7.8], measured ONLY among the 15% 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)
22%
Flat exit net (mid-life)
-$12,448
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$184 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 24 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.67/sh now → $6.84 mid-life (likely $6.61–$10.37)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$5.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $168 strike is typically first touched on day 5 of 9, at $172 (overshoots $4.05). 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 (24 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16821 Aug 202612d left+$2.14/sh+$5,134
cycle +$9,094
[+$3,415…+$6,658] · 98% credit
67%
surv 53%
-$176,979 NOT
cap gain +$20,958
Max even-money escape in the band~$17928 Aug 202618d left+$0.77/sh+$1,851
cycle +$5,811
[-$888…+$3,231] · 64% credit
76%
surv 68%
-$173,087 NOT
cap gain +$24,850
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)~$17421 Aug 202612d left+$0.30/sh+$721
cycle +$4,681
[-$1,374…+$1,734] · 49% credit
73%
surv 63%
-$177,342 NOT
cap gain +$20,596
Safety roll (pay small debit, max POP)~$18428 Aug 202618d left-$1.13/sh-$2,703
cycle +$1,257
[-$6,487…-$1,643] · 15% credit
78%
surv 73%
-$174,516 NOT
cap gain +$23,421
budget: banked $3,960 debit $2,703 (68% used ≈ 0.9 wk of income) → whole cycle still +$1,257 cash · rolled 24 ct earn ≈ $22,842/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$13,200/mo
vs 50% target ($19,805/mo)-33%
vs normal income ($39,609/mo)33% covered
Net income (after hedge)$13,204/mo
Downside budget
⚠ $167.50 is $172 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$408,260
… as % of IC ($157,500)259.2%
… as % of ML ($232,500)175.6%
Recovery months (at normal income)10.3 mo
Surgical close (24 ct)$-190,548
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.65 collected) or spot ≥ $169.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected. Momentum override: two daily closes above $174.77 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-169.37
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
≥ $169.37
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (1.1σ)$3,960$-182,113+$15,824+$3,912
+2.5%$171.69 (1.3σ)$-6,090$-189,546+$8,392-$6,138
+5%$175.88 (1.6σ)$-16,140$-196,979+$959-$16,188
SS (= V-bounce)$563.00 (23.6σ)$-945,240$-908,426-$710,488-$362,088
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (24 × $167.50): -$408,260
− Conservative CC assignment net of premium (1 × $320): -$1,924
Total Position P&L @ SS: $-488,910 ($-290,973 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-362,088, the opportunity cost of earning $13,200/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,304, position total $-188,965 (+$8,973 vs today)
🎯 50% normal23 × $162.5014 Aug9d9.4%79%hist 92%44%hist 32%+10pp$6,164$20,547$400,381
Sell 23 × $162.50 9.4% OTM over spot $148.52 14 Aug 2026 (9d, $2.89 mid)
= $6,164 credit for the 9d cycle → $20,547/mo projected
Survival (stays ≤ $162.50)
79%
Breach risk
21%
POP (stays ≤ $165.39)
83%
EV / mo
+$7,562
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
15% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,167/mo
median; plan ~$6,914/mo after 68% keep · $88,027 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.5 mo [5.4-7.9], measured ONLY among the 15% 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)
-$8,778
Free roll-up
+$6/wk
Safest escape (by 28 Aug 2026)
$184 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.18/sh now → $6.50 mid-life (likely $6.67–$10.30)≈ $0 at expiry  |  you banked $2.68/sh, so a flat mid-life exit nets -$3.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 947 simulated challenges: the $162 strike is typically first touched on day 5 of 9, at $166 (overshoots $3.71). 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 (23 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16221 Aug 202612d left+$2.03/sh+$4,668
cycle +$10,832
[+$2,648…+$5,835] · 98% credit
67%
surv 53%
-$178,364 NOT
cap gain +$19,574
Reliable up-and-out (highest cap still free ≥60%)~$16928 Aug 202618d left+$1.59/sh+$3,647
cycle +$9,811
[+$720…+$4,790] · 83% credit
72%
surv 62%
-$175,335 NOT
cap gain +$22,602
Max even-money escape in the band~$17428 Aug 202618d left+$0.54/sh+$1,232
cycle +$7,396
[-$1,833…+$1,999] · 43% credit
76%
surv 68%
-$174,625 NOT
cap gain +$23,312
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)~$16921 Aug 202612d left+$0.16/sh+$361
cycle +$6,525
[-$1,970…+$905] · 34% credit
73%
surv 63%
-$178,621 NOT
cap gain +$19,317
Safety roll (pay small debit, max POP)~$18428 Aug 202618d left-$2.17/sh-$4,980
cycle +$1,184
[-$9,554…-$4,713] · 5% credit
82%
surv 78%
-$174,587 NOT
cap gain +$23,351
budget: banked $6,164 debit $4,980 (81% used ≈ 1.1 wk of income) → whole cycle still +$1,184 cash · rolled 23 ct earn ≈ $16,604/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$20,547/mo
vs 50% target ($19,805/mo)+4%
vs normal income ($39,609/mo)52% covered
Net income (after hedge)$20,554/mo
Downside budget
⚠ $162.50 is $177 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$400,381
… as % of IC ($157,500)254.2%
… as % of ML ($232,500)172.2%
Recovery months (at normal income)10.1 mo
Surgical close (23 ct)$-182,586
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.67/sh (~25% of the $2.68 collected) or spot ≥ $165.39 (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 $174.77 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-165.39
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
≥ $165.39
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (≤1σ, normal week)$6,164$-183,032+$14,906+$6,118
+2.5%$166.56 (1.0σ)$-3,180$-189,837+$8,101-$3,226
+5%$170.62 (1.3σ)$-12,524$-196,641+$1,296-$12,570
SS (= V-bounce)$563.00 (23.6σ)$-914,986$-902,470-$704,532-$356,132
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (23 × $162.50): -$400,381
− Conservative CC assignment net of premium (2 × $320): -$3,848
Total Position P&L @ SS: $-482,954 ($-285,017 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-356,132, the opportunity cost of earning $20,547/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,214, position total $-197,873 (+$65 vs today)
100% normal23 × $152.5014 Aug9d2.7%61%hist 78%81%hist 81%+15pp$12,075$40,250+$19,703$417,470
Sell 23 × $152.50 2.7% OTM over spot $148.52 14 Aug 2026 (9d, $5.65 mid)
= $12,075 credit for the 9d cycle → $40,250/mo projected
Survival (stays ≤ $152.50)
61%
Breach risk
39%
POP (stays ≤ $158.15)
72%
EV / mo
+$7,314
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
20% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~9.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,808/mo
median; plan ~$8,709/mo after 68% keep · $111,102 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.4 mo [5.4-7.5], 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)
65%
Flat exit net (mid-life)
-$1,361
Free roll-up
+$4/wk
Safest escape (by 28 Aug 2026)
$186 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.26/sh now → $5.84 mid-life (likely $7.81–$10.64)≈ $0 at expiry  |  you banked $5.25/sh, so a flat mid-life exit nets -$0.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,950 simulated challenges: the $152 strike is typically first touched on day 3 of 9, at $156 (overshoots $3.71). 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 (23 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$15221 Aug 202612d left+$1.82/sh+$4,184
cycle +$16,259
[+$1,429…+$2,997] · 94% credit
67%
surv 53%
-$179,187 NOT
cap gain +$18,750
Reliable up-and-out (highest cap still free ≥60%)~$15628 Aug 202618d left+$2.26/sh+$5,189
cycle +$17,264
[+$1,534…+$3,550] · 91% credit
70%
surv 59%
-$175,694 NOT
cap gain +$22,243
Up-and-out for even (raise the cap, free)~$15621 Aug 202612d left+$0.35/sh+$809
cycle +$12,884
[-$2,428…-$700] · 16% credit
70%
surv 60%
-$180,075 NOT
cap gain +$17,863
Max even-money escape in the band~$16428 Aug 202618d left+$0.09/sh+$218
cycle +$12,293
[-$4,036…-$1,731] · 12% credit
77%
surv 70%
-$175,978 NOT
cap gain +$21,960
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18628 Aug 202618d left-$4.21/sh-$9,686
cycle +$2,389
[-$17,789…-$13,042]
90%
surv 89%
-$171,819 NOT
cap gain +$26,118
budget: banked $12,075 debit $9,686 (80% used ≈ 1.0 wk of income) → whole cycle still +$2,389 cash · rolled 23 ct earn ≈ $6,250/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$40,250/mo
vs 50% target ($19,805/mo)+103%
vs normal income ($39,609/mo)102% covered
Net income (after hedge)$40,258/mo
Downside budget
⚠ $152.50 is $187 below CC-SS $339.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$417,470
… as % of IC ($157,500)265.1%
… as % of ML ($232,500)179.6%
Recovery months (at normal income)10.5 mo
Surgical close (23 ct)$-183,023
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.31/sh (~25% of the $5.25 collected) or spot ≥ $158.15 (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 $174.77 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $150.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$151-158.15
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
≥ $158.15
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 0.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$152.50 (≤1σ, normal week)$12,075$-183,371+$14,566+$12,029
+2.5%$156.31 (≤1σ, normal week)$3,306$-189,757+$8,181+$3,260
+5%$160.12 (≤1σ, normal week)$-5,462$-196,143+$1,795-$5,508
SS (= V-bounce)$563.00 (23.6σ)$-932,075$-919,558-$721,621-$373,221
V-BOUNCE STRESS (stock → CC-SS $339.26, where you are whole again, by expiry)
Starting unrealized P&L: $-197,938
+ Fortress recovery (un-capped): +$119,212
− CC assignment net of premium (23 × $152.50): -$417,470
− Conservative CC assignment net of premium (2 × $320): -$3,848
Total Position P&L @ SS: $-500,043 ($-302,106 vs today)
Do-nothing baseline at SS: $-126,822 (this trade vs do-nothing: $-373,221, the opportunity cost of earning $40,250/mo FIGHT income now)
BB-reversion stress (→ $171.36 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$31,303, position total $-214,962 ($-17,024 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 (38 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 38 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: 0.250 (IBKR)  |  Recovery@SS: +$119,212 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-126,822

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$162.502d7 Aug 2026$0.7618/25$20,520$20,54690%91%+$11,729-$316,797201.1%$-408,990 (vs do-nothing $-282,168)
$1602d7 Aug 2026$1.1013/25$21,450$21,49586%88%+$11,422-$231,606147.1%$-333,418 (vs do-nothing $-206,596)
$157.502d7 Aug 2026$1.519/25$20,385$20,44581%84%+$9,493-$162,224103.0%$-271,731 (vs do-nothing $-144,909)
$162.509d14 Aug 2026$2.6823/25$20,547$20,55479%83%+$7,562-$400,381254.2%$-482,954 (vs do-nothing $-356,132)
$1609d14 Aug 2026$3.0520/25$20,333$20,35275%80%+$5,928-$352,417223.8%$-440,762 (vs do-nothing $-313,940)
$1552d7 Aug 2026$2.057/25$21,525$21,59274%80%+$8,433-$127,54681.0%$-240,901 (vs do-nothing $-114,079)
$16016d21 Aug 2026$4.9522/25$20,419$20,43071%77%+$5,062-$383,479243.5%$-467,976 (vs do-nothing $-341,154)
$157.509d14 Aug 2026$3.8516/25$20,533$20,56771%78%+$5,927-$284,654180.7%$-380,694 (vs do-nothing $-253,872)
$16023d28 Aug 2026$6.6024/25$20,661$20,66569%77%+$5,015-$414,380263.1%$-495,030 (vs do-nothing $-368,208)
$157.5016d21 Aug 2026$5.4520/25$20,438$20,45667%75%+$3,894-$352,617223.9%$-440,962 (vs do-nothing $-314,140)
$152.502d7 Aug 2026$2.835/25$21,225$21,30066%76%+$7,091-$91,96458.4%$-209,167 (vs do-nothing $-82,345)
$1559d14 Aug 2026$4.4014/25$20,533$20,57566%75%+$4,457-$251,802159.9%$-351,690 (vs do-nothing $-224,868)
$157.5023d28 Aug 2026$6.8023/25$20,400$20,40866%75%+$3,213-$402,405255.5%$-484,978 (vs do-nothing $-358,156)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15516d21 Aug 2026$6.8016/25$20,400$20,43464%74%+$4,783-$283,934180.3%$-379,974 (vs do-nothing $-253,152)
$15523d28 Aug 2026$7.6520/25$19,957$19,97563%73%+$2,864-$353,217224.3%$-441,562 (vs do-nothing $-314,740)
$152.509d14 Aug 2026$5.2512/25$21,000$21,04961%72%+$3,816-$217,810138.3%$-321,546 (vs do-nothing $-194,724)
$152.5016d21 Aug 2026$7.2015/25$20,250$20,28860%71%+$3,053-$269,338171.0%$-367,302 (vs do-nothing $-240,480)
$152.5023d28 Aug 2026$8.7518/25$20,543$20,57059%71%+$2,328-$320,415203.4%$-412,608 (vs do-nothing $-285,786)
$1502d7 Aug 2026$3.804/25$22,800$22,87957%71%+$6,180-$74,18347.1%$-193,310 (vs do-nothing $-66,488)
$15023d28 Aug 2026$10.0016/25$20,870$20,90356%70%+$3,131-$286,814182.1%$-382,854 (vs do-nothing $-256,032)
$1509d14 Aug 2026$6.3510/25$21,167$21,22356%69%+$3,480-$182,909116.1%$-290,492 (vs do-nothing $-163,670)
$15016d21 Aug 2026$8.6013/25$20,962$21,00856%70%+$3,544-$234,856149.1%$-336,668 (vs do-nothing $-209,846)
$14923d28 Aug 2026$10.3515/25$20,250$20,28854%69%+$2,757-$269,863171.3%$-367,827 (vs do-nothing $-241,005)
$14916d21 Aug 2026$8.4513/25$20,597$20,64254%68%+$2,086-$236,351150.1%$-338,163 (vs do-nothing $-211,341)
$1499d14 Aug 2026$6.759/25$20,250$20,31053%69%+$2,978-$165,158104.9%$-274,665 (vs do-nothing $-147,843)
$1492d7 Aug 2026$3.904/25$23,400$23,47953%69%+$4,183-$74,54347.3%$-193,670 (vs do-nothing $-66,848)
$14823d28 Aug 2026$10.8015/25$21,130$21,16853%69%+$2,739-$270,688171.9%$-368,652 (vs do-nothing $-241,830)
$14816d21 Aug 2026$8.8512/25$19,912$19,96152%68%+$1,770-$218,890139.0%$-322,626 (vs do-nothing $-195,804)
$14723d28 Aug 2026$11.3514/25$20,726$20,76751%68%+$2,689-$253,272160.8%$-353,160 (vs do-nothing $-226,338)
$1489d14 Aug 2026$7.209/25$21,600$21,66051%68%+$2,892-$165,653105.2%$-275,160 (vs do-nothing $-148,338)
$14716d21 Aug 2026$9.3012/25$20,925$20,97450%67%+$1,678-$219,550139.4%$-323,286 (vs do-nothing $-196,464)
$14623d28 Aug 2026$11.7513/25$19,924$19,96950%67%+$2,335-$235,961149.8%$-337,773 (vs do-nothing $-210,951)
$1482d7 Aug 2026$4.404/25$26,400$26,47949%67%+$4,298-$74,74347.5%$-193,870 (vs do-nothing $-67,048)
$1479d14 Aug 2026$7.109/25$21,300$21,36049%66%+$1,071-$166,643105.8%$-276,150 (vs do-nothing $-149,328)
$14616d21 Aug 2026$9.8511/25$20,316$20,36849%66%+$1,617-$201,749128.1%$-307,409 (vs do-nothing $-180,587)
$1469d14 Aug 2026$7.808/25$20,800$20,86447%65%+$1,504-$148,36794.2%$-259,798 (vs do-nothing $-132,976)
$1472d7 Aug 2026$4.753/25$21,375$21,45845%65%+$2,415-$56,25335.7%$-177,303 (vs do-nothing $-50,481)
$1462d7 Aug 2026$5.503/25$24,750$24,83241%64%+$3,187-$56,32835.8%$-177,378 (vs do-nothing $-50,556)

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  |  2026-08-05 21:42