FORTRESS FIGHT: COIN-LC500 @ $171.48

BE SS: $563.00  |  CC-SS: $355.12  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

COIN-LC500BBC @ $171.48   UNDERWATER $391.52 (69.5% below BE SS)

25 contracts (2,500 sh)  |  BE SS: $563.00  |  CC-SS: $355.12 (banked floor $344.30)  |  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$40,547/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $0/mo (info only, already in marks)
Unrealized P&L$-192,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$20,273/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$40,547/mo (ATM CC, chain)
IC VELOCITY
3.9 mo to earn back $157,500
ML VELOCITY
5.7 mo to earn back $232,500
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $355.12 in the fetched chain; the deepest available is $265C (16d, $234/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
$15,088
Hole (after banked)
$177,787
was $192,875 · 8% earned back
Cycles closed
14
Credit in flight
$0
CC-SS · banked floor (info)
$355.12 → $344.30
? 4 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)
WEEKLYNEUTRAL · %B 54 (live) · RSI 47 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 48 · %B 20 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $201.87 (+18%) · daily UBB $194.29 · 1-wk expected move ±$16 (chain IV)
SETUPNo tilt: engine default. (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 $185 / 2d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($20,273/mo); it brings $21,000/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 20 × $180/2d for $42,000/mo, but breach risk rises to 21% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 19 × $187.50/2d (92% survival, $13,965/mo).
Downside anchor: the primary mortgages $338,833 (215% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 8.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-154,410 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 · 18 Sep 2026 (2d) · sell 20 × $185, 89% survival, $21,000/mo (E[net] $18,725/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 🏆18 Sep 2026 · 2d20 × $18589%$21,000$18,725
NEXT FRIDAY25 Sep 2026 · 9d24 × $18578%$20,960$5,035
E[net] arithmetic on the grand pick: keep $1,400 with probability 89%; on the 11% touch you roll, paying $6,785 to close and taking $8,123 back from the best priced door (net cash $0) 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 · 18 Sep 2026 · 2d · E[net] $18,725/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $185 (50% normal), 89% survival, breach 11%, $21,000/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $187.50 rung (🛡 safe yield) lifts survival to 92% (breach 11% → 8%) for $2,625/mo less (12% income) buys safety you do not really need here.
COIN  spot $171.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal19 × $187.5018 Sep2d9.3%92%hist 96%16%hist 14%+14pp$931$13,965-$7,035$317,541
Sell 19 × $187.50 9.3% OTM over spot $171.48 18 Sep 2026 (2d, $0.53 mid)
= $931 credit for the 2d cycle → $13,965/mo projected
Survival (stays ≤ $187.50)
92%
Breach risk
8%
POP (stays ≤ $188.03)
93%
EV / mo
+$7,778
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
28% whole by 9mo vs 14% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,155/mo
median; plan ~$6,905/mo after 68% keep · $80,395 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.2 mo [3.4-7.1], measured ONLY among the 28% 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)
8%
Flat exit net (mid-life)
-$5,658
Free roll-up
+$11/wk
Safest escape (by 9 Oct 2026)
$224 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 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: $4.90/sh now → $3.47 mid-life (likely $3.57–$7.07)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$2.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 235 simulated challenges: the $188 strike is typically first touched on day 2 of 2, at $192 (overshoots $4.22). 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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18825 Sep 20268d left+$4.17/sh+$7,914
cycle +$8,845
[+$7,208…+$8,736] · 100% credit
67%
surv 52%
-$173,307 NOT
cap gain +$19,568
Reliable up-and-out (highest cap still free ≥60%)~$2149 Oct 202622d left+$0.94/sh+$1,784
cycle +$2,715
[-$1,743…+$2,077] · 60% credit
83%
surv 79%
-$162,068 NOT
cap gain +$30,807
Up-and-out for even (raise the cap, free)~$19925 Sep 20268d left+$0.30/sh+$568
cycle +$1,499
[-$2,468…+$658] · 44% credit
78%
surv 72%
-$173,296 NOT
cap gain +$19,579
Max even-money escape in the band~$2199 Oct 202622d left+$0.22/sh+$426
cycle +$1,357
[-$3,522…+$607] · 38% credit
85%
surv 83%
-$160,089 NOT
cap gain +$32,786
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2249 Oct 202622d left-$0.45/sh-$849
cycle +$82
[-$5,239…-$775] · 14% credit
87%
surv 86%
-$158,026 NOT
cap gain +$34,849
budget: banked $931 debit $849 (91% used ≈ 0.3 wk of income) → whole cycle still +$82 cash · rolled 19 ct earn ≈ $7,827/mo while parked; 6 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$13,965/mo
vs 50% target ($20,273/mo)-31%
vs normal income ($40,547/mo)34% covered
Net income (after hedge)$14,021/mo
Downside budget
⚠ $187.50 is $168 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$317,541
… as % of IC ($157,500)201.6%
… as % of ML ($232,500)136.6%
Recovery months (at normal income)7.8 mo
Surgical close (19 ct)$-146,670
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 ≥ $188.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.03
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $188.03
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$187.50 (1.9σ)$931$-181,221+$11,654+$836
+2.5%$192.19 (2.4σ)$-7,975$-186,998+$5,877-$8,070
+5%$196.88 (3.0σ)$-16,882$-192,775+$100-$16,976
SS (= V-bounce)$563.00 (46.3σ)$-712,519$-822,824-$629,949-$146,414
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (19 × $187.50): -$317,541
− Conservative CC assignment net of premium (6 × $265): -$54,040
Total Position P&L @ SS: $-441,878 ($-249,003 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-146,414, the opportunity cost of earning $13,965/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,372, position total $-198,932 ($-6,057 vs today)
🛡 safe yield25 × $187.5018 Sep2d9.3%92%hist 96%16%hist 14%+23pp$1,225$18,375-$2,625$417,816
Sell 25 × $187.50 9.3% OTM over spot $171.48 18 Sep 2026 (2d, $0.53 mid)
= $1,225 credit for the 2d cycle → $18,375/mo projected
Survival (stays ≤ $187.50)
92%
Breach risk
8%
POP (stays ≤ $188.03)
93%
EV / mo
+$10,235
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+23pp
32% whole by 9mo vs 10% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,434/mo
median; plan ~$9,135/mo after 68% keep · $99,740 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.1 mo [4.0-6.8], 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)
7%
Flat exit net (mid-life)
-$7,445
Free roll-up
+$11/wk
Safest escape (by 9 Oct 2026)
$224 @ 87% POP
86% 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: $4.90/sh now → $3.47 mid-life (likely $3.59–$6.43)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$2.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 204 simulated challenges: the $188 strike is typically first touched on day 2 of 2, at $191 (overshoots $3.92). 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)~$18825 Sep 20268d left+$4.17/sh+$10,413
cycle +$11,638
[+$9,846…+$11,509] · 100% credit
67%
surv 52%
-$170,544 NOT
cap gain +$22,331
Reliable up-and-out (highest cap still free ≥60%)~$2149 Oct 202622d left+$0.94/sh+$2,348
cycle +$3,573
[-$1,450…+$2,790] · 62% credit
83%
surv 79%
-$161,240 NOT
cap gain +$31,635
Up-and-out for even (raise the cap, free)~$19925 Sep 20268d left+$0.30/sh+$748
cycle +$1,973
[-$2,485…+$912] · 45% credit
78%
surv 72%
-$172,853 NOT
cap gain +$20,022
Max even-money escape in the band~$2199 Oct 202622d left+$0.22/sh+$560
cycle +$1,785
[-$3,698…+$862] · 39% credit
85%
surv 83%
-$159,690 NOT
cap gain +$33,185
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2249 Oct 202622d left-$0.45/sh-$1,117
cycle +$108
[-$5,818…-$951] · 14% credit
87%
surv 86%
-$158,030 NOT
cap gain +$34,845
budget: banked $1,225 debit $1,117 (91% used ≈ 0.3 wk of income) → whole cycle still +$108 cash · rolled 25 ct earn ≈ $10,299/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 ($20,273/mo)-9%
vs normal income ($40,547/mo)45% covered
Net income (after hedge)$18,375/mo
Downside budget
⚠ $187.50 is $168 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$417,816
… as % of IC ($157,500)265.3%
… as % of ML ($232,500)179.7%
Recovery months (at normal income)10.3 mo
Surgical close (25 ct)$-192,987
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 ≥ $188.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.03
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $188.03
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$187.50 (1.9σ)$1,225$-180,957+$11,918+$1,100
+2.5%$192.19 (2.4σ)$-10,494$-189,546+$3,329-$10,619
+5%$196.88 (3.0σ)$-22,212$-198,136-$5,261-$22,338
SS (= V-bounce)$563.00 (46.3σ)$-937,525$-869,060-$676,185-$192,650
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (25 × $187.50): -$417,816
Total Position P&L @ SS: $-488,114 ($-295,239 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-192,650, the opportunity cost of earning $18,375/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,700, position total $-207,290 ($-14,415 vs today)
🎯 50% normal20 × $18518 Sep2d7.9%89%hist 86%23%hist 26%+23pp$1,400$21,000$338,833
Sell 20 × $185 7.9% OTM over spot $171.48 18 Sep 2026 (2d, $0.76 mid)
= $1,400 credit for the 2d cycle → $21,000/mo projected
Survival (stays ≤ $185)
89%
Breach risk
11%
POP (stays ≤ $185.75)
90%
EV / mo
+$10,164
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+23pp
34% whole by 9mo vs 11% doing nothing
FIRE DRILLS
~5.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,062/mo
median; plan ~$9,562/mo after 68% keep · $105,474 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.0 mo [3.9-7.1], measured ONLY among the 34% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$5,385
Free roll-up
+$11/wk
Safest escape (by 9 Oct 2026)
$221 @ 88% POP
86% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.80/sh now → $3.39 mid-life (likely $3.47–$6.66)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$2.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 325 simulated challenges: the $185 strike is typically first touched on day 2 of 2, at $189 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18525 Sep 20268d left+$4.06/sh+$8,123
cycle +$9,523
[+$7,590…+$8,960] · 100% credit
67%
surv 52%
-$174,302 NOT
cap gain +$18,573
Reliable up-and-out (highest cap still free ≥60%)~$2069 Oct 202622d left+$1.80/sh+$3,596
cycle +$4,996
[+$734…+$4,000] · 80% credit
80%
surv 76%
-$164,799 NOT
cap gain +$28,076
Up-and-out for even (raise the cap, free)~$19625 Sep 20268d left+$0.22/sh+$432
cycle +$1,832
[-$2,492…+$476] · 38% credit
78%
surv 73%
-$174,637 NOT
cap gain +$18,238
Max even-money escape in the band~$2169 Oct 202622d left+$0.09/sh+$185
cycle +$1,585
[-$3,677…+$306] · 32% credit
85%
surv 83%
-$161,535 NOT
cap gain +$31,340
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2219 Oct 202622d left-$0.56/sh-$1,114
cycle +$286
[-$5,379…-$1,107] · 10% credit
88%
surv 86%
-$159,497 NOT
cap gain +$33,378
budget: banked $1,400 debit $1,114 (80% used ≈ 0.2 wk of income) → whole cycle still +$286 cash · rolled 20 ct earn ≈ $7,733/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$21,000/mo
vs 50% target ($20,273/mo)+4%
vs normal income ($40,547/mo)52% covered
Net income (after hedge)$21,047/mo
Downside budget
⚠ $185 is $170 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$338,833
… as % of IC ($157,500)215.1%
… as % of ML ($232,500)145.7%
Recovery months (at normal income)8.4 mo
Surgical close (20 ct)$-154,410
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $185.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-185.75
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
≥ $185.75
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 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (1.6σ)$1,400$-182,425+$10,450+$1,300
+2.5%$189.62 (2.1σ)$-7,850$-188,588+$4,287-$7,950
+5%$194.25 (2.7σ)$-17,100$-194,751-$1,876-$17,200
SS (= V-bounce)$563.00 (46.3σ)$-754,600$-835,110-$642,235-$158,700
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (20 × $185): -$338,833
− Conservative CC assignment net of premium (5 × $265): -$45,033
Total Position P&L @ SS: $-454,164 ($-261,289 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-158,700, the opportunity cost of earning $21,000/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$32,340, position total $-204,905 ($-12,030 vs today)
100% normal20 × $18018 Sep2d5.0%79%hist 84%43%hist 39%+41pp$2,800$42,000+$21,000$347,433
Sell 20 × $180 5.0% OTM over spot $171.48 18 Sep 2026 (2d, $1.45 mid)
= $2,800 credit for the 2d cycle → $42,000/mo projected
Survival (stays ≤ $180)
79%
Breach risk
21%
POP (stays ≤ $181.45)
83%
EV / mo
+$14,759
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+41pp
53% whole by 9mo vs 12% doing nothing
FIRE DRILLS
~9.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$22,006/mo
median; plan ~$14,964/mo after 68% keep · $149,889 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~5.3 mo [3.9-6.9], measured ONLY among the 53% 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)
23%
Flat exit net (mid-life)
-$3,689
Free roll-up
+$11/wk
Safest escape (by 9 Oct 2026)
$221 @ 90% POP
89% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.59/sh now → $3.24 mid-life (likely $3.81–$7.53)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$1.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 696 simulated challenges: the $180 strike is typically first touched on day 1 of 2, at $185 (overshoots $4.56). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$18025 Sep 20268d left+$3.86/sh+$7,717
cycle +$10,517
[+$6,622…+$7,778] · 100% credit
67%
surv 52%
-$176,646 NOT
cap gain +$16,229
Reliable up-and-out (highest cap still free ≥60%)~$2019 Oct 202622d left+$1.47/sh+$2,942
cycle +$5,742
[-$1,239…+$2,589] · 66% credit
81%
surv 77%
-$167,390 NOT
cap gain +$25,485
Max even-money escape in the band~$2099 Oct 202622d left+$0.15/sh+$291
cycle +$3,091
[-$4,811…-$259] · 20% credit
85%
surv 83%
-$165,035 NOT
cap gain +$27,840
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)~$19125 Sep 20268d left+$0.06/sh+$112
cycle +$2,912
[-$3,825…-$325] · 17% credit
78%
surv 73%
-$176,895 NOT
cap gain +$15,980
Safety roll (pay small debit, max POP)~$2219 Oct 202622d left-$1.26/sh-$2,514
cycle +$286
[-$8,777…-$3,281]
90%
surv 89%
-$159,496 NOT
cap gain +$33,379
budget: banked $2,800 debit $2,514 (90% used ≈ 0.3 wk of income) → whole cycle still +$286 cash · rolled 20 ct earn ≈ $5,421/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$42,000/mo
vs 50% target ($20,273/mo)+107%
vs normal income ($40,547/mo)104% covered
Net income (after hedge)$42,047/mo
Downside budget
⚠ $180 is $175 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$347,433
… as % of IC ($157,500)220.6%
… as % of ML ($232,500)149.4%
Recovery months (at normal income)8.6 mo
Surgical close (20 ct)$-154,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 collected) or spot ≥ $181.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-181.45
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
≥ $181.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (1.0σ)$2,800$-184,363+$8,512+$2,700
+2.5%$184.50 (1.5σ)$-6,200$-190,359+$2,516-$6,300
+5%$189.00 (2.1σ)$-15,200$-196,355-$3,480-$15,300
SS (= V-bounce)$563.00 (46.3σ)$-763,200$-843,710-$650,835-$167,300
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (20 × $180): -$347,433
− Conservative CC assignment net of premium (5 × $265): -$45,033
Total Position P&L @ SS: $-462,764 ($-269,889 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-167,300, the opportunity cost of earning $42,000/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$40,940, position total $-213,505 ($-20,630 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 · 25 Sep 2026 · 9d · E[net] $5,035/mo

🎯 Engine pick: sell 24 × $185 (50% normal), 78% survival, breach 22%, $20,960/mo.
⚖️ Worth a safer step: the $190 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $7,160/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $190 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $171.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $197.5025 Sep9d15.2%90%hist 96%20%hist 14%+7pp$2,500$8,333-$12,627$391,541
Sell 25 × $197.50 15.2% OTM over spot $171.48 25 Sep 2026 (9d, $1.07 mid)
= $2,500 credit for the 9d cycle → $8,333/mo projected
Survival (stays ≤ $197.50)
90%
Breach risk
10%
POP (stays ≤ $198.57)
91%
EV / mo
+$3,749
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
14% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,677/mo
median; plan ~$3,860/mo after 68% keep · $49,136 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.2 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)
12%
Flat exit net (mid-life)
-$14,514
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$216 @ 79% POP
74% 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: $9.62/sh now → $6.81 mid-life (likely $5.50–$9.09)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$5.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 353 simulated challenges: the $198 strike is typically first touched on day 6 of 9, at $202 (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)~$1982 Oct 202612d left+$3.12/sh+$7,790
cycle +$10,290
[+$7,414…+$10,597] · 100% credit
67%
surv 53%
-$165,217 NOT
cap gain +$27,658
Up-and-out for even (raise the cap, free)~$2042 Oct 202612d left+$0.66/sh+$1,642
cycle +$4,142
[+$327…+$4,172] · 81% credit
71%
surv 61%
-$167,346 NOT
cap gain +$25,529
Max even-money escape in the band~$2119 Oct 202618d left+$0.59/sh+$1,470
cycle +$3,970
[-$317…+$4,615] · 73% credit
76%
surv 69%
-$162,513 NOT
cap gain +$30,362
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2169 Oct 202618d left-$0.78/sh-$1,955
cycle +$545
[-$4,140…+$826] · 29% credit
79%
surv 74%
-$162,599 NOT
cap gain +$30,276
budget: banked $2,500 debit $1,955 (78% used ≈ 1.0 wk of income) → whole cycle still +$545 cash · rolled 25 ct earn ≈ $25,098/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$8,333/mo
vs 50% target ($20,273/mo)-59%
vs normal income ($40,547/mo)21% covered
Net income (after hedge)$8,333/mo
Downside budget
⚠ $197.50 is $158 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$391,541
… as % of IC ($157,500)248.6%
… as % of ML ($232,500)168.4%
Recovery months (at normal income)9.7 mo
Surgical close (25 ct)$-193,050
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $198.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $198)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $195.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$196-198.57
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
≥ $198.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$197.50 (1.4σ)$2,500$-173,007+$19,868+$2,375
+2.5%$202.44 (1.7σ)$-9,844$-182,055+$10,820-$9,969
+5%$207.38 (2.0σ)$-22,188$-191,103+$1,772-$22,312
SS (= V-bounce)$563.00 (21.8σ)$-911,250$-842,785-$649,910-$166,375
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (25 × $197.50): -$391,541
Total Position P&L @ SS: $-461,839 ($-268,964 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-166,375, the opportunity cost of earning $8,333/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,425, position total $-181,015 (+$11,860 vs today)
33% normal ← lean23 × $19025 Sep9d10.8%84%hist 86%33%hist 30%+8pp$4,140$13,800-$7,160$375,628
Sell 23 × $190 10.8% OTM over spot $171.48 25 Sep 2026 (9d, $1.86 mid)
= $4,140 credit for the 9d cycle → $13,800/mo projected
Survival (stays ≤ $190)
84%
Breach risk
16%
POP (stays ≤ $191.87)
86%
EV / mo
+$5,095
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
16% whole by 9mo vs 8% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,010/mo
median; plan ~$5,446/mo after 68% keep · $67,409 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.0 mo [5.1-6.9], measured ONLY among the 16% 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)
24%
Flat exit net (mid-life)
-$10,475
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$211 @ 81% POP
77% 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: $8.98/sh now → $6.35 mid-life (likely $5.97–$9.48)≈ $0 at expiry  |  you banked $1.80/sh, so a flat mid-life exit nets -$4.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 726 simulated challenges: the $190 strike is typically first touched on day 6 of 9, at $194 (overshoots $3.75). 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)~$1902 Oct 202612d left+$2.91/sh+$6,691
cycle +$10,831
[+$5,678…+$8,751] · 100% credit
67%
surv 53%
-$169,672 NOT
cap gain +$23,203
Reliable up-and-out (highest cap still free ≥60%)~$2019 Oct 202618d left+$0.94/sh+$2,162
cycle +$6,302
[-$99…+$3,813] · 73% credit
75%
surv 67%
-$166,845 NOT
cap gain +$26,030
Up-and-out for even (raise the cap, free)~$1962 Oct 202612d left+$0.47/sh+$1,073
cycle +$5,213
[-$754…+$2,295] · 60% credit
71%
surv 62%
-$171,272 NOT
cap gain +$21,603
Max even-money escape in the band~$2049 Oct 202618d left+$0.27/sh+$621
cycle +$4,761
[-$1,898…+$2,175] · 48% credit
76%
surv 70%
-$166,718 NOT
cap gain +$26,157
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2119 Oct 202618d left-$1.58/sh-$3,631
cycle +$509
[-$7,047…-$2,400] · 12% credit
81%
surv 77%
-$165,963 NOT
cap gain +$26,912
budget: banked $4,140 debit $3,631 (88% used ≈ 1.1 wk of income) → whole cycle still +$509 cash · rolled 23 ct earn ≈ $18,306/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$13,800/mo
vs 50% target ($20,273/mo)-32%
vs normal income ($40,547/mo)34% covered
Net income (after hedge)$13,819/mo
Downside budget
⚠ $190 is $165 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$375,628
… as % of IC ($157,500)238.5%
… as % of ML ($232,500)161.6%
Recovery months (at normal income)9.3 mo
Surgical close (23 ct)$-177,594
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.80 collected) or spot ≥ $191.87 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $190)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $188.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$188-191.87
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $191.87
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (1.0σ)$4,140$-176,363+$16,512+$4,025
+2.5%$194.75 (1.3σ)$-6,785$-184,117+$8,758-$6,900
+5%$199.50 (1.6σ)$-17,710$-191,872+$1,003-$17,825
SS (= V-bounce)$563.00 (21.8σ)$-853,760$-844,885-$652,010-$168,475
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (23 × $190): -$375,628
− Conservative CC assignment net of premium (2 × $265): -$18,013
Total Position P&L @ SS: $-463,939 ($-271,064 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-168,475, the opportunity cost of earning $13,800/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,161, position total $-195,741 ($-2,866 vs today)
🎯 50% normal24 × $18525 Sep9d7.9%78%hist 84%46%hist 39%+15pp$6,288$20,960$401,992
Sell 24 × $185 7.9% OTM over spot $171.48 25 Sep 2026 (9d, $2.71 mid)
= $6,288 credit for the 9d cycle → $20,960/mo projected
Survival (stays ≤ $185)
78%
Breach risk
22%
POP (stays ≤ $187.72)
82%
EV / mo
+$6,253
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
22% whole by 9mo vs 7% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,232/mo
median; plan ~$6,958/mo after 68% keep · $87,826 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.6 mo [5.2-7.5], measured ONLY among the 22% 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)
34%
Flat exit net (mid-life)
-$8,260
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$209 @ 83% POP
80% 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: $8.57/sh now → $6.06 mid-life (likely $6.31–$9.58)≈ $0 at expiry  |  you banked $2.62/sh, so a flat mid-life exit nets -$3.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,011 simulated challenges: the $185 strike is typically first touched on day 5 of 9, at $189 (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 (24 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1852 Oct 202612d left+$2.77/sh+$6,660
cycle +$12,948
[+$5,204…+$7,795] · 100% credit
67%
surv 53%
-$170,897 NOT
cap gain +$21,978
Reliable up-and-out (highest cap still free ≥60%)~$1949 Oct 202618d left+$1.65/sh+$3,948
cycle +$10,236
[+$1,428…+$4,880] · 90% credit
73%
surv 64%
-$167,922 NOT
cap gain +$24,953
Up-and-out for even (raise the cap, free)~$1912 Oct 202612d left+$0.34/sh+$826
cycle +$7,114
[-$1,432…+$1,225] · 43% credit
72%
surv 62%
-$172,713 NOT
cap gain +$20,162
Max even-money escape in the band~$1999 Oct 202618d left+$0.07/sh+$165
cycle +$6,453
[-$2,966…+$638] · 31% credit
77%
surv 70%
-$168,368 NOT
cap gain +$24,507
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2099 Oct 202618d left-$2.19/sh-$5,252
cycle +$1,036
[-$9,712…-$5,201] · 4% credit
83%
surv 80%
-$167,110 NOT
cap gain +$25,765
budget: banked $6,288 debit $5,252 (84% used ≈ 1.1 wk of income) → whole cycle still +$1,036 cash · rolled 24 ct earn ≈ $15,493/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$20,960/mo
vs 50% target ($20,273/mo)+3%
vs normal income ($40,547/mo)52% covered
Net income (after hedge)$20,969/mo
Downside budget
⚠ $185 is $170 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$401,992
… as % of IC ($157,500)255.2%
… as % of ML ($232,500)172.9%
Recovery months (at normal income)9.9 mo
Surgical close (24 ct)$-185,388
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.62 collected) or spot ≥ $187.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $194.29 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-187.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $187.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (≤1σ, normal week)$6,288$-177,557+$15,318+$6,168
+2.5%$189.62 (1.0σ)$-4,812$-185,570+$7,305-$4,932
+5%$194.25 (1.3σ)$-15,912$-193,583-$708-$16,032
SS (= V-bounce)$563.00 (21.8σ)$-900,912$-862,242-$669,367-$185,832
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (24 × $185): -$401,992
− Conservative CC assignment net of premium (1 × $265): -$9,007
Total Position P&L @ SS: $-481,296 ($-288,421 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-185,832, the opportunity cost of earning $20,960/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,200, position total $-206,785 ($-13,910 vs today)
100% normal23 × $17525 Sep9d2.1%60%hist 70%84%hist 79%+22pp$12,535$41,783+$20,823$401,733
Sell 23 × $175 2.1% OTM over spot $171.48 25 Sep 2026 (9d, $5.65 mid)
= $12,535 credit for the 9d cycle → $41,783/mo projected
Survival (stays ≤ $175)
60%
Breach risk
40%
POP (stays ≤ $180.65)
71%
EV / mo
+$6,872
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+22pp
27% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~9.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,262/mo
median; plan ~$9,018/mo after 68% keep · $111,717 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.8 mo [4.9-7.9], measured ONLY among the 27% 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)
66%
Flat exit net (mid-life)
-$109
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$211 @ 91% POP
90% 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: $7.77/sh now → $5.50 mid-life (likely $7.37–$10.20)≈ $0 at expiry  |  you banked $5.45/sh, so a flat mid-life exit nets -$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,995 simulated challenges: the $175 strike is typically first touched on day 3 of 9, at $179 (overshoots $3.86). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (23 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1752 Oct 202612d left+$2.52/sh+$5,787
cycle +$18,322
[+$3,841…+$4,947] · 100% credit
67%
surv 52%
-$172,193 NOT
cap gain +$20,682
Reliable up-and-out (highest cap still free ≥60%)~$1819 Oct 202618d left+$2.09/sh+$4,818
cycle +$17,353
[+$1,711…+$3,441] · 95% credit
72%
surv 62%
-$169,145 NOT
cap gain +$23,730
Max even-money escape in the band~$1869 Oct 202618d left+$0.33/sh+$765
cycle +$13,300
[-$3,302…-$1,068] · 14% credit
76%
surv 69%
-$169,859 NOT
cap gain +$23,016
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)~$1812 Oct 202612d left+$0.11/sh+$257
cycle +$12,792
[-$2,876…-$1,144] · 12% credit
72%
surv 63%
-$173,705 NOT
cap gain +$19,170
Safety roll (pay small debit, max POP)~$2119 Oct 202618d left-$3.87/sh-$8,912
cycle +$3,623
[-$16,594…-$12,004]
91%
surv 90%
-$162,849 NOT
cap gain +$30,026
budget: banked $12,535 debit $8,912 (71% used ≈ 0.9 wk of income) → whole cycle still +$3,623 cash · rolled 23 ct earn ≈ $6,220/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$41,783/mo
vs 50% target ($20,273/mo)+106%
vs normal income ($40,547/mo)103% covered
Net income (after hedge)$41,802/mo
Downside budget
⚠ $175 is $180 below CC-SS $355.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$401,733
… as % of IC ($157,500)255.1%
… as % of ML ($232,500)172.8%
Recovery months (at normal income)9.9 mo
Surgical close (23 ct)$-177,905
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.36/sh (~25% of the $5.45 collected) or spot ≥ $180.65 (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 $194.29 (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
$173-180.65
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
≥ $180.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$12,535$-177,980+$14,895+$12,420
+2.5%$179.37 (≤1σ, normal week)$2,473$-185,123+$7,752+$2,358
+5%$183.75 (≤1σ, normal week)$-7,590$-192,265+$610-$7,705
SS (= V-bounce)$563.00 (21.8σ)$-879,865$-870,990-$678,115-$194,580
V-BOUNCE STRESS (stock → CC-SS $355.12, where you are whole again, by expiry)
Starting unrealized P&L: $-192,875
+ Fortress recovery (un-capped): +$122,577
− CC assignment net of premium (23 × $175): -$401,733
− Conservative CC assignment net of premium (2 × $265): -$18,013
Total Position P&L @ SS: $-490,044 ($-297,169 vs today)
Do-nothing baseline at SS: $-295,464 (this trade vs do-nothing: $-194,580, the opportunity cost of earning $41,783/mo FIGHT income now)
BB-reversion stress (→ $201.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$49,266, position total $-221,846 ($-28,971 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 27 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: 0.267 (IBKR)  |  Recovery@SS: +$122,577 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-295,464

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1852d18 Sep 2026$0.7020/25$21,000$21,04789%90%+$10,164-$338,833215.1%$-454,164 (vs do-nothing $-158,700)
$182.502d18 Sep 2026$0.9714/25$20,370$20,47384%87%+$8,084-$240,305152.6%$-409,676 (vs do-nothing $-114,212)
$1802d18 Sep 2026$1.4010/25$21,000$21,14179%83%+$7,379-$173,717110.3%$-379,114 (vs do-nothing $-83,650)
$1859d25 Sep 2026$2.6224/25$20,960$20,96978%82%+$6,253-$401,992255.2%$-481,296 (vs do-nothing $-185,832)
$182.509d25 Sep 2026$3.1520/25$21,000$21,04774%79%+$5,481-$338,933215.2%$-454,264 (vs do-nothing $-158,800)
$18516d2 Oct 2026$4.4525/25$20,859$20,85973%79%+$5,218-$414,166263.0%$-484,464 (vs do-nothing $-189,000)
$177.502d18 Sep 2026$1.878/25$22,440$22,59972%78%+$6,003-$140,59789.3%$-364,008 (vs do-nothing $-68,544)
$1809d25 Sep 2026$3.8017/25$21,533$21,60870%76%+$4,918-$291,238184.9%$-433,589 (vs do-nothing $-138,125)
$182.5016d2 Oct 2026$5.1521/25$20,278$20,31670%76%+$4,155-$351,680223.3%$-458,004 (vs do-nothing $-162,540)
$182.5023d9 Oct 2026$6.5524/25$20,504$20,51468%75%+$3,843-$398,560253.1%$-477,864 (vs do-nothing $-182,400)
$18016d2 Oct 2026$6.0019/25$21,375$21,43166%74%+$4,319-$321,322204.0%$-445,659 (vs do-nothing $-150,195)
$177.509d25 Sep 2026$4.5514/25$21,233$21,33665%74%+$4,112-$242,293153.8%$-411,664 (vs do-nothing $-116,200)
$18023d9 Oct 2026$7.4521/25$20,407$20,44465%74%+$3,703-$352,100223.6%$-458,424 (vs do-nothing $-162,960)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1752d18 Sep 2026$2.706/25$24,300$24,47864%73%+$5,810-$106,45067.6%$-347,874 (vs do-nothing $-52,410)
$177.5016d2 Oct 2026$6.7017/25$21,356$21,43162%72%+$3,370-$290,558184.5%$-432,909 (vs do-nothing $-137,445)
$177.5023d9 Oct 2026$8.3519/25$20,693$20,75062%72%+$3,423-$321,607204.2%$-445,944 (vs do-nothing $-150,480)
$1759d25 Sep 2026$5.4512/25$21,800$21,92260%71%+$3,585-$209,600133.1%$-396,984 (vs do-nothing $-101,520)
$17516d2 Oct 2026$7.6515/25$21,516$21,60959%70%+$3,224-$258,700164.3%$-419,064 (vs do-nothing $-123,600)
$17523d9 Oct 2026$9.3517/25$20,733$20,80858%70%+$3,127-$290,303184.3%$-432,654 (vs do-nothing $-137,190)
$172.502d18 Sep 2026$3.454/25$20,700$20,89755%68%+$2,536-$71,66745.5%$-331,104 (vs do-nothing $-35,640)
$172.5023d9 Oct 2026$10.3516/25$21,600$21,68455%69%+$2,783-$275,627175.0%$-426,984 (vs do-nothing $-131,520)
$172.5016d2 Oct 2026$8.6513/25$21,084$21,19754%68%+$2,531-$226,157143.6%$-404,534 (vs do-nothing $-109,070)
$172.509d25 Sep 2026$6.4510/25$21,500$21,64154%68%+$2,832-$176,167111.9%$-381,564 (vs do-nothing $-86,100)
$17023d9 Oct 2026$11.3514/25$20,726$20,82951%67%+$2,096-$243,273154.5%$-412,644 (vs do-nothing $-117,180)
$17016d2 Oct 2026$9.8012/25$22,050$22,17250%66%+$2,204-$210,380133.6%$-397,764 (vs do-nothing $-102,300)
$1709d25 Sep 2026$7.609/25$22,800$22,95049%66%+$2,346-$159,765101.4%$-374,169 (vs do-nothing $-78,705)
$1702d18 Sep 2026$4.653/25$20,925$21,13145%64%+$1,647-$54,14034.4%$-322,584 (vs do-nothing $-27,120)

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  |  2026-09-16 21:50