FORTRESS FIGHT: COIN-LC500 @ $147.44

BE SS: $563.00  |  CC-SS: $340.76  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-06 21:36

COIN-LC500BBC @ $147.44   UNDERWATER $415.56 (73.8% below BE SS)

25 contracts (2,500 sh)  |  BE SS: $563.00  |  CC-SS: $340.76 (banked floor $335.80)  |  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$37,800/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $15,148/mo (info only, already in marks)
Unrealized P&L$-200,812fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$18,900/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$37,800/mo (ATM CC, chain)
IC VELOCITY
4.2 mo to earn back $157,500
ML VELOCITY
6.2 mo to earn back $232,500
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $340.76 in the fetched chain; the deepest available is $300C (15d, $200/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
$6,995
Hole (after banked)
$193,818
was $200,812 · 3% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$340.76 → $335.80
? 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 19 (live) · RSI 38 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 15 · hist falling (nightly)
LEVELS20W MA (bounce target) $171.38 (+16%) · daily UBB $174.89 · 1-wk expected move ±$14 (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: 20 contracts at $160 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($18,900/mo); it brings $19,050/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 × $152.50/8d for $38,906/mo, but breach risk rises to 36% (+14pp 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 × $170/8d (92% survival, $9,000/mo).
Downside anchor: the primary mortgages $356,431 (226% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 9.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-160,930 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 · 14 Aug 2026 (8d) · sell 20 × $160, 79% survival, $19,050/mo (E[net] $2,570/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆14 Aug 2026 · 8d20 × $16079%$19,050$2,570
E[net] arithmetic on the grand pick: keep $5,080 with probability 69%; on the 31% touch you roll, paying $12,422 to close and taking $3,477 back from the best priced door (net cash $8,945) 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 · 14 Aug 2026 · 8d · E[net] $2,570/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $160 (50% normal), 79% survival, breach 21%, $19,050/mo.
⚖️ Worth a safer step: the $165 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $6,371/mo less (33% 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 $165 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $147.44 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $17014 Aug8d15.3%92%hist 99%16%hist 6%+6pp$2,400$9,000-$10,050$424,488
Sell 25 × $170 15.3% OTM over spot $147.44 14 Aug 2026 (8d, $1.12 mid)
= $2,400 credit for the 8d cycle → $9,000/mo projected
Survival (stays ≤ $170)
92%
Breach risk
8%
POP (stays ≤ $171.12)
93%
EV / mo
+$5,943
📈 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
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,576/mo
median; plan ~$4,472/mo after 68% keep · $56,944 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.9 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)
12%
Flat exit net (mid-life)
-$14,834
Free roll-up
+$5/wk
Safest escape (by 28 Aug 2026)
$183 @ 76% POP
69% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.75/sh now → $6.89 mid-life (likely $5.53–$9.34)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$5.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 362 simulated challenges: the $170 strike is typically first touched on day 6 of 8, at $173 (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)~$17021 Aug 202611d left+$1.94/sh+$4,838
cycle +$7,238
[+$3,921…+$8,247] · 97% credit
67%
surv 53%
-$179,418 NOT
cap gain +$21,395
Max even-money escape in the band~$18028 Aug 202618d left+$0.46/sh+$1,157
cycle +$3,557
[-$707…+$4,468] · 68% credit
74%
surv 66%
-$176,786 NOT
cap gain +$24,026
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)~$17521 Aug 202611d left+$0.11/sh+$278
cycle +$2,678
[-$1,244…+$2,980] · 61% credit
72%
surv 61%
-$180,803 NOT
cap gain +$20,009
Safety roll (pay small debit, max POP)~$18328 Aug 202618d left-$0.35/sh-$873
cycle +$1,527
[-$3,137…+$2,374] · 43% credit
76%
surv 69%
-$177,248 NOT
cap gain +$23,565
budget: banked $2,400 debit $873 (36% used ≈ 0.4 wk of income) → whole cycle still +$1,527 cash · rolled 25 ct earn ≈ $27,268/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$9,000/mo
vs 50% target ($18,900/mo)-52%
vs normal income ($37,800/mo)24% covered
Net income (after hedge)$9,000/mo
Downside budget
⚠ $170 is $171 below CC-SS $340.76: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$424,488
… as % of IC ($157,500)269.5%
… as % of ML ($232,500)182.6%
Recovery months (at normal income)11.2 mo
Surgical close (25 ct)$-201,225
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 $0.96 collected) or spot ≥ $171.12 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-171.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $171.12
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$170.00 (1.5σ)$2,400$-184,256+$16,556+$2,300
+2.5%$174.25 (1.7σ)$-8,225$-192,214+$8,598-$8,325
+5%$178.50 (2.0σ)$-18,850$-200,172+$640-$18,950
SS (= V-bounce)$563.00 (26.9σ)$-980,100$-920,149-$719,336-$322,700
V-BOUNCE STRESS (stock → CC-SS $340.76, where you are whole again, by expiry)
Starting unrealized P&L: $-200,812
+ Fortress recovery (un-capped): +$121,305
− CC assignment net of premium (25 × $170): -$424,488
Total Position P&L @ SS: $-503,995 ($-303,183 vs today)
Do-nothing baseline at SS: $-181,295 (this trade vs do-nothing: $-322,700, the opportunity cost of earning $9,000/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,050, position total $-186,840 (+$13,972 vs today)
33% normal ← lean21 × $16514 Aug8d11.9%86%hist 95%30%hist 18%+7pp$3,381$12,679-$6,371$365,705
Sell 21 × $165 11.9% OTM over spot $147.44 14 Aug 2026 (8d, $1.75 mid)
= $3,381 credit for the 8d cycle → $12,679/mo projected
Survival (stays ≤ $165)
86%
Breach risk
14%
POP (stays ≤ $166.75)
88%
EV / mo
+$5,918
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
10% whole by 9mo vs 3% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,557/mo
median; plan ~$5,139/mo after 68% keep · $66,853 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.8 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)
20%
Flat exit net (mid-life)
-$10,370
Free roll-up
+$5/wk
Safest escape (by 28 Aug 2026)
$180 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 21 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.26/sh now → $6.55 mid-life (likely $6.12–$9.93)≈ $0 at expiry  |  you banked $1.61/sh, so a flat mid-life exit nets -$4.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 615 simulated challenges: the $165 strike is typically first touched on day 5 of 8, at $169 (overshoots $3.64). 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 (21 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16521 Aug 202611d left+$1.84/sh+$3,855
cycle +$7,236
[+$2,193…+$5,655] · 95% credit
67%
surv 53%
-$182,542 NOT
cap gain +$18,271
Reliable up-and-out (highest cap still free ≥60%)~$17328 Aug 202618d left+$1.39/sh+$2,914
cycle +$6,295
[+$543…+$4,566] · 82% credit
73%
surv 64%
-$178,739 NOT
cap gain +$22,074
Max even-money escape in the band~$17528 Aug 202618d left+$0.27/sh+$573
cycle +$3,954
[-$2,223…+$1,889] · 44% credit
74%
surv 67%
-$179,511 NOT
cap gain +$21,302
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$17021 Aug 202611d left+$0.01/sh+$11
cycle +$3,392
[-$2,230…+$1,105] · 39% credit
72%
surv 61%
-$183,210 NOT
cap gain +$17,602
Safety roll (pay small debit, max POP)~$18028 Aug 202618d left-$1.33/sh-$2,791
cycle +$590
[-$6,287…-$1,640] · 13% credit
78%
surv 72%
-$179,738 NOT
cap gain +$21,075
budget: banked $3,381 debit $2,791 (83% used ≈ 1.0 wk of income) → whole cycle still +$590 cash · rolled 21 ct earn ≈ $18,266/mo while parked; 4 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,679/mo
vs 50% target ($18,900/mo)-33%
vs normal income ($37,800/mo)34% covered
Net income (after hedge)$12,711/mo
Downside budget
⚠ $165 is $176 below CC-SS $340.76: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$365,705
… as % of IC ($157,500)232.2%
… as % of ML ($232,500)157.3%
Recovery months (at normal income)9.7 mo
Surgical close (21 ct)$-168,966
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.61 collected) or spot ≥ $166.75 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-166.75
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
≥ $166.75
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 (1.1σ)$3,381$-186,397+$14,416+$3,297
+2.5%$169.12 (1.4σ)$-5,281$-192,471+$8,342-$5,365
+5%$173.25 (1.7σ)$-13,944$-198,545+$2,268-$14,028
SS (= V-bounce)$563.00 (26.9σ)$-832,419$-877,652-$676,839-$280,203
V-BOUNCE STRESS (stock → CC-SS $340.76, where you are whole again, by expiry)
Starting unrealized P&L: $-200,812
+ Fortress recovery (un-capped): +$121,305
− CC assignment net of premium (21 × $165): -$365,705
− Conservative CC assignment net of premium (4 × $300): -$16,286
Total Position P&L @ SS: $-461,498 ($-260,686 vs today)
Do-nothing baseline at SS: $-181,295 (this trade vs do-nothing: $-280,203, the opportunity cost of earning $12,679/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,017, position total $-195,791 (+$5,021 vs today)
🎯 50% normal20 × $16014 Aug8d8.5%79%hist 92%44%hist 32%+9pp$5,080$19,050$356,431
Sell 20 × $160 8.5% OTM over spot $147.44 14 Aug 2026 (8d, $2.68 mid)
= $5,080 credit for the 8d cycle → $19,050/mo projected
Survival (stays ≤ $160)
79%
Breach risk
21%
POP (stays ≤ $162.68)
83%
EV / mo
+$7,802
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
14% whole by 9mo vs 4% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,768/mo
median; plan ~$6,642/mo after 68% keep · $84,889 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.6 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)
31%
Flat exit net (mid-life)
-$7,342
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$180 @ 82% POP
78% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.78/sh now → $6.21 mid-life (likely $6.35–$9.83)≈ $0 at expiry  |  you banked $2.54/sh, so a flat mid-life exit nets -$3.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 940 simulated challenges: the $160 strike is typically first touched on day 4 of 8, at $163 (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)~$16021 Aug 202611d left+$1.74/sh+$3,477
cycle +$8,557
[+$1,436…+$4,258] · 94% credit
67%
surv 53%
-$184,354 NOT
cap gain +$16,458
Up-and-out for even (raise the cap, free)~$16321 Aug 202611d left+$0.96/sh+$1,917
cycle +$6,997
[-$264…+$2,569] · 70% credit
70%
surv 57%
-$184,308 NOT
cap gain +$16,505
Reliable up-and-out (highest cap still free ≥60%)~$16828 Aug 202618d left+$1.17/sh+$2,342
cycle +$7,422
[-$481…+$3,068] · 68% credit
73%
surv 64%
-$180,745 NOT
cap gain +$20,067
Max even-money escape in the band~$17028 Aug 202618d left+$0.09/sh+$181
cycle +$5,261
[-$2,997…+$804] · 32% credit
75%
surv 67%
-$181,337 NOT
cap gain +$19,475
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18028 Aug 202618d left-$2.44/sh-$4,885
cycle +$195
[-$9,180…-$4,818] · 2% credit
82%
surv 78%
-$180,129 NOT
cap gain +$20,684
budget: banked $5,080 debit $4,885 (96% used ≈ 1.1 wk of income) → whole cycle still +$195 cash · rolled 20 ct earn ≈ $12,562/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$19,050/mo
vs 50% target ($18,900/mo)+1%
vs normal income ($37,800/mo)50% covered
Net income (after hedge)$19,090/mo
Downside budget
⚠ $160 is $181 below CC-SS $340.76: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$356,431
… as % of IC ($157,500)226.3%
… as % of ML ($232,500)153.3%
Recovery months (at normal income)9.4 mo
Surgical close (20 ct)$-160,930
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.54 collected) or spot ≥ $162.68 (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 $174.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-162.68
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
≥ $162.68
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 (≤1σ, normal week)$5,080$-187,831+$12,981+$5,000
+2.5%$164.00 (1.1σ)$-2,920$-193,321+$7,491-$3,000
+5%$168.00 (1.3σ)$-10,920$-198,811+$2,001-$11,000
SS (= V-bounce)$563.00 (26.9σ)$-800,920$-872,449-$671,636-$275,000
V-BOUNCE STRESS (stock → CC-SS $340.76, where you are whole again, by expiry)
Starting unrealized P&L: $-200,812
+ Fortress recovery (un-capped): +$121,305
− CC assignment net of premium (20 × $160): -$356,431
− Conservative CC assignment net of premium (5 × $300): -$20,358
Total Position P&L @ SS: $-456,295 ($-255,483 vs today)
Do-nothing baseline at SS: $-181,295 (this trade vs do-nothing: $-275,000, the opportunity cost of earning $19,050/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,680, position total $-203,450 ($-2,638 vs today)
100% normal25 × $152.5014 Aug8d3.4%64%hist 78%74%hist 59%+19pp$10,375$38,906+$19,856$460,263
Sell 25 × $152.50 3.4% OTM over spot $147.44 14 Aug 2026 (8d, $4.68 mid)
= $10,375 credit for the 8d cycle → $38,906/mo projected
Survival (stays ≤ $152.50)
64%
Breach risk
36%
POP (stays ≤ $157.18)
74%
EV / mo
+$7,995
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
24% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~8.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,846/mo
median; plan ~$9,415/mo after 68% keep · $118,497 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.0 mo [5.6-7.8], measured ONLY among the 24% 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)
58%
Flat exit net (mid-life)
-$3,930
Free roll-up
+$3/wk
Safest escape (by 28 Aug 2026)
$185 @ 90% POP
89% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.09/sh now → $5.72 mid-life (likely $7.19–$10.17)≈ $0 at expiry  |  you banked $4.15/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,743 simulated challenges: the $152 strike is typically first touched on day 3 of 8, at $156 (overshoots $3.32). 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)~$15221 Aug 202611d left+$1.60/sh+$3,994
cycle +$14,369
[+$632…+$2,982] · 85% credit
67%
surv 53%
-$183,269 NOT
cap gain +$17,544
Reliable up-and-out (highest cap still free ≥60%)~$15828 Aug 202618d left+$1.47/sh+$3,683
cycle +$14,058
[-$816…+$2,292] · 62% credit
71%
surv 61%
-$180,404 NOT
cap gain +$20,409
Up-and-out for even (raise the cap, free)~$15521 Aug 202611d left+$0.79/sh+$1,982
cycle +$12,357
[-$1,553…+$863] · 39% credit
70%
surv 58%
-$183,674 NOT
cap gain +$17,138
Max even-money escape in the band~$16028 Aug 202618d left+$0.86/sh+$2,151
cycle +$12,526
[-$2,478…+$640] · 32% credit
74%
surv 65%
-$180,368 NOT
cap gain +$20,445
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18528 Aug 202618d left-$4.13/sh-$10,325
cycle +$50
[-$18,705…-$13,162]
90%
surv 89%
-$177,156 NOT
cap gain +$23,657
budget: banked $10,375 debit $10,325 (100% used ≈ 1.2 wk of income) → whole cycle still +$50 cash · rolled 25 ct earn ≈ $6,634/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$38,906/mo
vs 50% target ($18,900/mo)+106%
vs normal income ($37,800/mo)103% covered
Net income (after hedge)$38,906/mo
Downside budget
⚠ $152.50 is $188 below CC-SS $340.76: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$460,263
… as % of IC ($157,500)292.2%
… as % of ML ($232,500)198.0%
Recovery months (at normal income)12.2 mo
Surgical close (25 ct)$-202,125
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.04/sh (~25% of the $4.15 collected) or spot ≥ $157.18 (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 $174.89 (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
$151-157.18
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
≥ $157.18
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)$10,375$-187,262+$13,550+$10,275
+2.5%$156.31 (≤1σ, normal week)$844$-194,401+$6,411+$744
+5%$160.12 (≤1σ, normal week)$-8,687$-201,540-$728-$8,788
SS (= V-bounce)$563.00 (26.9σ)$-1,015,875$-955,924-$755,111-$358,475
V-BOUNCE STRESS (stock → CC-SS $340.76, where you are whole again, by expiry)
Starting unrealized P&L: $-200,812
+ Fortress recovery (un-capped): +$121,305
− CC assignment net of premium (25 × $152.50): -$460,263
Total Position P&L @ SS: $-539,770 ($-338,958 vs today)
Do-nothing baseline at SS: $-181,295 (this trade vs do-nothing: $-358,475, the opportunity cost of earning $38,906/mo FIGHT income now)
BB-reversion stress (→ $171.38 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$36,825, position total $-222,615 ($-21,803 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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 0.251 (IBKR)  |  Recovery@SS: +$121,305 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-181,295

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1608d14 Aug 2026$2.5420/25$19,050$19,09079%83%+$7,802-$356,431226.3%$-456,295 (vs do-nothing $-275,000)
$157.508d14 Aug 2026$3.0017/25$19,125$19,18975%80%+$6,588-$306,434194.6%$-418,513 (vs do-nothing $-237,218)
$16015d21 Aug 2026$3.9524/25$18,960$18,96873%79%+$4,651-$424,333269.4%$-507,911 (vs do-nothing $-326,616)
$157.5015d21 Aug 2026$4.6521/25$19,530$19,56270%77%+$4,503-$375,071238.1%$-470,864 (vs do-nothing $-289,569)
$1558d14 Aug 2026$3.7014/25$19,425$19,51370%77%+$5,992-$254,877161.8%$-379,171 (vs do-nothing $-197,876)
$157.5022d28 Aug 2026$5.9524/25$19,473$19,48168%76%+$3,530-$425,533270.2%$-509,111 (vs do-nothing $-327,816)
$15515d21 Aug 2026$5.4018/25$19,440$19,49666%75%+$4,036-$324,640206.1%$-432,647 (vs do-nothing $-251,352)
$15522d28 Aug 2026$7.0020/25$19,091$19,13165%74%+$3,706-$357,511227.0%$-457,375 (vs do-nothing $-276,080)
$152.508d14 Aug 2026$4.1513/25$20,231$20,32764%74%+$4,157-$239,337152.0%$-367,702 (vs do-nothing $-186,407)
$152.5015d21 Aug 2026$6.2516/25$20,000$20,07262%73%+$3,693-$291,208184.9%$-407,359 (vs do-nothing $-226,064)
$152.5022d28 Aug 2026$7.6019/25$19,691$19,73961%72%+$2,815-$343,245217.9%$-447,181 (vs do-nothing $-265,886)
$1508d14 Aug 2026$5.0510/25$18,938$19,05858%71%+$3,182-$185,705117.9%$-326,285 (vs do-nothing $-144,990)
$15015d21 Aug 2026$7.3013/25$18,980$19,07658%71%+$3,274-$238,492151.4%$-366,857 (vs do-nothing $-185,562)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15022d28 Aug 2026$9.4515/25$19,330$19,41057%71%+$3,997-$271,958172.7%$-392,180 (vs do-nothing $-210,885)
$1498d14 Aug 2026$5.4510/25$20,438$20,55856%70%+$3,138-$186,305118.3%$-326,885 (vs do-nothing $-145,590)
$14922d28 Aug 2026$9.0016/25$19,636$19,70856%70%+$2,354-$292,408185.7%$-408,559 (vs do-nothing $-227,264)
$14915d21 Aug 2026$7.7513/25$20,150$20,24656%70%+$3,363-$239,207151.9%$-367,572 (vs do-nothing $-186,277)
$14822d28 Aug 2026$9.5015/25$19,432$19,51254%69%+$2,321-$274,883174.5%$-395,105 (vs do-nothing $-213,810)
$14815d21 Aug 2026$8.1512/25$19,560$19,66454%69%+$3,013-$221,526140.7%$-353,963 (vs do-nothing $-172,668)
$1488d14 Aug 2026$5.859/25$19,744$19,87254%69%+$2,684-$168,215106.8%$-312,866 (vs do-nothing $-131,571)
$14722d28 Aug 2026$9.8515/25$20,148$20,22853%69%+$2,090-$275,858175.1%$-396,080 (vs do-nothing $-214,785)
$14715d21 Aug 2026$8.0012/25$19,200$19,30452%68%+$1,546-$222,906141.5%$-355,343 (vs do-nothing $-174,048)
$14622d28 Aug 2026$10.3514/25$19,759$19,84751%68%+$1,983-$258,167163.9%$-382,461 (vs do-nothing $-201,166)
$1478d14 Aug 2026$6.608/25$19,800$19,93651%68%+$3,220-$149,72495.1%$-298,447 (vs do-nothing $-117,152)
$14615d21 Aug 2026$7.8013/25$20,280$20,37650%67%$-105-$243,042154.3%$-371,407 (vs do-nothing $-190,112)
$14522d28 Aug 2026$10.8013/25$19,145$19,24150%67%+$1,749-$240,442152.7%$-368,807 (vs do-nothing $-187,512)
$1468d14 Aug 2026$6.808/25$20,400$20,53648%67%+$2,311-$150,36495.5%$-299,087 (vs do-nothing $-117,792)
$14515d21 Aug 2026$9.6510/25$19,300$19,42048%67%+$2,602-$186,105118.2%$-326,685 (vs do-nothing $-145,390)
$1458d14 Aug 2026$7.457/25$19,556$19,70046%66%+$2,326-$131,81483.7%$-284,608 (vs do-nothing $-103,313)

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  |  2026-08-06 21:36