FORTRESS FIGHT: COIN-LC500 @ $166.53

BE SS: $563.00  |  CC-SS: $354.47  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-17 21:49

COIN-LC500BBC @ $166.53   UNDERWATER $396.47 (70.4% below BE SS)

25 contracts (2,500 sh)  |  BE SS: $563.00  |  CC-SS: $354.47 (banked floor $343.63)  |  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$38,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $13,842/mo (info only, already in marks)
Unrealized P&L$-194,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$19,000/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$38,000/mo (ATM CC, chain)
IC VELOCITY
4.1 mo to earn back $157,500
ML VELOCITY
6.1 mo to earn back $232,500
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $354.47 in the fetched chain; the deepest available is $265C (15d, $250/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)
$179,787
was $194,875 · 8% earned back
Cycles closed
14
Credit in flight
$0
CC-SS · banked floor (info)
$354.47 → $343.63
? 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 47 (live) · RSI 46 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 47 · %B 12 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $201.65 (+21%) · daily UBB $195.87 · 1-wk expected move ±$14 (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: 21 contracts at $177.50 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($19,000/mo); it brings $19,372/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 23 × $170/8d for $38,812/mo, but breach risk rises to 39% (+15pp 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 × $190/8d (91% survival, $7,688/mo).
Downside anchor: the primary mortgages $366,466 (233% of IC) ONLY on a full V-bounce all the way to SS $563, recoverable in 9.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 21 contracts realizes $-163,895 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 · 25 Sep 2026 (8d) · sell 21 × $177.50, 76% survival, $19,372/mo (E[net] $6,581/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆25 Sep 2026 · 8d21 × $177.5076%$19,372$6,581
E[net] arithmetic on the grand pick: keep $5,166 with probability 65%; on the 35% touch you roll, paying $10,444 to close and taking $5,837 back from the best priced door (net cash $4,608) 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 · 25 Sep 2026 · 8d · E[net] $6,581/mo 🏆 GRAND PICK

🎯 Engine pick: sell 21 × $177.50 (50% normal), 76% survival, breach 24%, $19,372/mo.
⚖️ Worth a safer step: the $182.50 rung (33% normal) lifts survival to 84% (breach 24% → 16%) for $6,502/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 $182.50 rung, unless you need the income to cover the hedge bleed, or you expect COIN to stay flat-to-down near term.
COIN  spot $166.53 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $19025 Sep8d14.1%91%hist 96%18%hist 14%+7pp$2,050$7,688-$11,685$409,118
Sell 25 × $190 14.1% OTM over spot $166.53 25 Sep 2026 (8d, $0.86 mid)
= $2,050 credit for the 8d cycle → $7,688/mo projected
Survival (stays ≤ $190)
91%
Breach risk
9%
POP (stays ≤ $190.87)
92%
EV / mo
+$3,590
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
12% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,412/mo
median; plan ~$3,680/mo after 68% keep · $47,111 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.7 mo, measured ONLY among the 12% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$12,022
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$208 @ 80% POP
75% 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: $7.96/sh now → $5.63 mid-life (likely $4.19–$7.61)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$4.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 300 simulated challenges: the $190 strike is typically first touched on day 6 of 8, at $193 (overshoots $3.21). 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)~$1902 Oct 202611d left+$3.15/sh+$7,864
cycle +$9,914
[+$7,831…+$11,410] · 100% credit
67%
surv 52%
-$169,765 NOT
cap gain +$25,110
Up-and-out for even (raise the cap, free)~$1962 Oct 202611d left+$0.70/sh+$1,738
cycle +$3,788
[+$862…+$4,506] · 88% credit
72%
surv 62%
-$172,024 NOT
cap gain +$22,851
Reliable up-and-out (highest cap still free ≥60%)~$2039 Oct 202618d left+$0.75/sh+$1,866
cycle +$3,916
[+$649…+$5,161] · 84% credit
77%
surv 70%
-$167,041 NOT
cap gain +$27,834
Max even-money escape in the band~$2069 Oct 202618d left+$0.10/sh+$259
cycle +$2,309
[-$1,184…+$3,421] · 59% credit
78%
surv 73%
-$167,028 NOT
cap gain +$27,847
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2089 Oct 202618d left-$0.50/sh-$1,245
cycle +$805
[-$2,932…+$1,801] · 38% credit
80%
surv 75%
-$166,914 NOT
cap gain +$27,961
budget: banked $2,050 debit $1,245 (61% used ≈ 0.7 wk of income) → whole cycle still +$805 cash · rolled 25 ct earn ≈ $21,378/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,688/mo
vs 50% target ($19,000/mo)-60%
vs normal income ($38,000/mo)20% covered
Net income (after hedge)$7,688/mo
Downside budget
⚠ $190 is $164 below CC-SS $354.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$409,118
… as % of IC ($157,500)259.8%
… as % of ML ($232,500)176.0%
Recovery months (at normal income)10.8 mo
Surgical close (25 ct)$-194,988
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $190.87 (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 $195.87 (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
$188-190.87
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
≥ $190.87
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 0.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$190.00 (1.5σ)$2,050$-177,628+$17,247+$1,925
+2.5%$194.75 (1.8σ)$-9,825$-186,428+$8,447-$9,950
+5%$199.50 (2.1σ)$-21,700$-195,227-$352-$21,825
SS (= V-bounce)$563.00 (25.9σ)$-930,450$-868,611-$673,736-$185,575
V-BOUNCE STRESS (stock → CC-SS $354.47, where you are whole again, by expiry)
Starting unrealized P&L: $-194,875
+ Fortress recovery (un-capped): +$121,689
− CC assignment net of premium (25 × $190): -$409,118
Total Position P&L @ SS: $-482,304 ($-287,429 vs today)
Do-nothing baseline at SS: $-296,729 (this trade vs do-nothing: $-185,575, the opportunity cost of earning $7,688/mo FIGHT income now)
BB-reversion stress (→ $201.65 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,075, position total $-199,210 ($-4,335 vs today)
33% normal ← lean22 × $182.5025 Sep8d9.6%84%hist 86%34%hist 30%+9pp$3,432$12,870-$6,502$374,896
Sell 22 × $182.50 9.6% OTM over spot $166.53 25 Sep 2026 (8d, $1.66 mid)
= $3,432 credit for the 8d cycle → $12,870/mo projected
Survival (stays ≤ $182.50)
84%
Breach risk
16%
POP (stays ≤ $184.16)
86%
EV / mo
+$4,521
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
14% whole by 9mo vs 5% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,526/mo
median; plan ~$5,118/mo after 68% keep · $65,044 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~6.7 mo, measured ONLY among the 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)
23%
Flat exit net (mid-life)
-$8,076
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$203 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.40/sh now → $5.23 mid-life (likely $4.94–$7.87)≈ $0 at expiry  |  you banked $1.56/sh, so a flat mid-life exit nets -$3.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 701 simulated challenges: the $182 strike is typically first touched on day 5 of 8, at $186 (overshoots $3.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (22 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1822 Oct 202611d left+$2.92/sh+$6,431
cycle +$9,863
[+$5,766…+$8,021] · 100% credit
67%
surv 52%
-$174,657 NOT
cap gain +$20,218
Reliable up-and-out (highest cap still free ≥60%)~$1939 Oct 202618d left+$1.07/sh+$2,364
cycle +$5,796
[+$604…+$3,755] · 84% credit
75%
surv 68%
-$171,620 NOT
cap gain +$23,255
Up-and-out for even (raise the cap, free)~$1882 Oct 202611d left+$0.49/sh+$1,082
cycle +$4,514
[-$341…+$2,082] · 64% credit
72%
surv 63%
-$176,140 NOT
cap gain +$18,735
Max even-money escape in the band~$1969 Oct 202618d left+$0.41/sh+$895
cycle +$4,327
[-$1,060…+$2,083] · 54% credit
77%
surv 71%
-$171,471 NOT
cap gain +$23,404
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2039 Oct 202618d left-$1.32/sh-$2,908
cycle +$524
[-$5,604…-$2,049] · 12% credit
82%
surv 79%
-$170,417 NOT
cap gain +$24,458
budget: banked $3,432 debit $2,908 (85% used ≈ 1.0 wk of income) → whole cycle still +$524 cash · rolled 22 ct earn ≈ $14,334/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,870/mo
vs 50% target ($19,000/mo)-32%
vs normal income ($38,000/mo)34% covered
Net income (after hedge)$12,900/mo
Downside budget
⚠ $182.50 is $172 below CC-SS $354.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$374,896
… as % of IC ($157,500)238.0%
… as % of ML ($232,500)161.2%
Recovery months (at normal income)9.9 mo
Surgical close (22 ct)$-171,710
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.56 collected) or spot ≥ $184.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $182)); NOT the premium you collected. Momentum override: two daily closes above $195.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $180.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$181-184.16
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
≥ $184.16
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 0.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$182.50 (1.0σ)$3,432$-181,087+$13,788+$3,322
+2.5%$187.06 (1.3σ)$-6,605$-188,171+$6,704-$6,715
+5%$191.62 (1.6σ)$-16,643$-195,254-$379-$16,753
SS (= V-bounce)$563.00 (25.9σ)$-833,668$-861,214-$666,339-$178,178
V-BOUNCE STRESS (stock → CC-SS $354.47, where you are whole again, by expiry)
Starting unrealized P&L: $-194,875
+ Fortress recovery (un-capped): +$121,689
− CC assignment net of premium (22 × $182.50): -$374,896
− Conservative CC assignment net of premium (3 × $265): -$26,825
Total Position P&L @ SS: $-474,907 ($-280,032 vs today)
Do-nothing baseline at SS: $-296,729 (this trade vs do-nothing: $-178,178, the opportunity cost of earning $12,870/mo FIGHT income now)
BB-reversion stress (→ $201.65 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$38,698, position total $-210,818 ($-15,943 vs today)
🎯 50% normal21 × $177.5025 Sep8d6.6%76%hist 84%49%hist 39%+12pp$5,166$19,372$366,466
Sell 21 × $177.50 6.6% OTM over spot $166.53 25 Sep 2026 (8d, $2.55 mid)
= $5,166 credit for the 8d cycle → $19,372/mo projected
Survival (stays ≤ $177.50)
76%
Breach risk
24%
POP (stays ≤ $180.06)
80%
EV / mo
+$5,500
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
18% whole by 9mo vs 6% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,384/mo
median; plan ~$6,381/mo after 68% keep · $81,097 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.1 mo [6.0-8.2], measured ONLY among the 18% 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)
35%
Flat exit net (mid-life)
-$5,278
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$203 @ 86% POP
84% 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: $7.03/sh now → $4.97 mid-life (likely $5.38–$8.31)≈ $0 at expiry  |  you banked $2.46/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,047 simulated challenges: the $178 strike is typically first touched on day 4 of 8, at $181 (overshoots $3.52). 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)~$1782 Oct 202611d left+$2.78/sh+$5,837
cycle +$11,003
[+$4,807…+$6,476] · 100% credit
67%
surv 52%
-$176,749 NOT
cap gain +$18,126
Reliable up-and-out (highest cap still free ≥60%)~$1889 Oct 202618d left+$0.85/sh+$1,785
cycle +$6,951
[-$588…+$2,141] · 61% credit
76%
surv 69%
-$173,698 NOT
cap gain +$21,177
Up-and-out for even (raise the cap, free)~$1832 Oct 202611d left+$0.36/sh+$760
cycle +$5,926
[-$1,111…+$976] · 43% credit
73%
surv 64%
-$177,960 NOT
cap gain +$16,915
Max even-money escape in the band~$1919 Oct 202618d left+$0.19/sh+$407
cycle +$5,573
[-$2,221…+$591] · 32% credit
78%
surv 72%
-$173,458 NOT
cap gain +$21,417
SS $563 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2039 Oct 202618d left-$2.35/sh-$4,942
cycle +$224
[-$9,187…-$5,290] · 0% credit
86%
surv 84%
-$170,713 NOT
cap gain +$24,162
budget: banked $5,166 debit $4,942 (96% used ≈ 1.1 wk of income) → whole cycle still +$224 cash · rolled 21 ct earn ≈ $9,170/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$19,372/mo
vs 50% target ($19,000/mo)+2%
vs normal income ($38,000/mo)51% covered
Net income (after hedge)$19,412/mo
Downside budget
⚠ $177.50 is $177 below CC-SS $354.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$366,466
… as % of IC ($157,500)232.7%
… as % of ML ($232,500)157.6%
Recovery months (at normal income)9.6 mo
Surgical close (21 ct)$-163,895
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.61/sh (~25% of the $2.46 collected) or spot ≥ $180.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $178)); NOT the premium you collected. Momentum override: two daily closes above $195.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $175.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$176-180.06
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $180.06
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$177.50 (≤1σ, normal week)$5,166$-182,586+$12,289+$5,061
+2.5%$181.94 (1.0σ)$-4,153$-189,031+$5,844-$4,258
+5%$186.38 (1.3σ)$-13,472$-195,477-$602-$13,576
SS (= V-bounce)$563.00 (25.9σ)$-804,384$-861,725-$666,850-$178,689
V-BOUNCE STRESS (stock → CC-SS $354.47, where you are whole again, by expiry)
Starting unrealized P&L: $-194,875
+ Fortress recovery (un-capped): +$121,689
− CC assignment net of premium (21 × $177.50): -$366,466
− Conservative CC assignment net of premium (4 × $265): -$35,767
Total Position P&L @ SS: $-475,418 ($-280,543 vs today)
Do-nothing baseline at SS: $-296,729 (this trade vs do-nothing: $-178,689, the opportunity cost of earning $19,372/mo FIGHT income now)
BB-reversion stress (→ $201.65 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,549, position total $-217,664 ($-22,789 vs today)
100% normal23 × $17025 Sep8d2.1%61%hist 65%81%hist 79%+18pp$10,350$38,812+$19,440$413,925
Sell 23 × $170 2.1% OTM over spot $166.53 25 Sep 2026 (8d, $4.67 mid)
= $10,350 credit for the 8d cycle → $38,812/mo projected
Survival (stays ≤ $170)
61%
Breach risk
39%
POP (stays ≤ $174.68)
71%
EV / mo
+$6,902
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
22% whole by 9mo vs 4% doing nothing
FIRE DRILLS
~9.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,064/mo
median; plan ~$8,884/mo after 68% keep · $113,530 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~7.2 mo [5.6-8.3], 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)
66%
Flat exit net (mid-life)
-$229
Free roll-up
+$6/wk
Safest escape (by 9 Oct 2026)
$203 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.50/sh now → $4.60 mid-life (likely $6.09–$8.55)≈ $0 at expiry  |  you banked $4.50/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,977 simulated challenges: the $170 strike is typically first touched on day 3 of 8, at $173 (overshoots $3.44). 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)~$1702 Oct 202611d left+$2.57/sh+$5,912
cycle +$16,262
[+$4,411…+$5,361] · 100% credit
67%
surv 52%
-$176,356 NOT
cap gain +$18,519
Reliable up-and-out (highest cap still free ≥60%)~$1789 Oct 202618d left+$1.22/sh+$2,814
cycle +$13,164
[-$230…+$1,513] · 70% credit
74%
surv 66%
-$173,970 NOT
cap gain +$20,905
Max even-money escape in the band~$1819 Oct 202618d left+$0.53/sh+$1,222
cycle +$11,572
[-$2,125…-$177] · 22% credit
76%
surv 70%
-$173,944 NOT
cap gain +$20,931
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)~$1762 Oct 202611d left+$0.18/sh+$405
cycle +$10,755
[-$2,183…-$677] · 15% credit
73%
surv 64%
-$177,997 NOT
cap gain +$16,878
Safety roll (pay small debit, max POP)~$2039 Oct 202618d left-$3.14/sh-$7,222
cycle +$3,128
[-$13,670…-$9,694]
91%
surv 90%
-$167,819 NOT
cap gain +$27,056
budget: banked $10,350 debit $7,222 (70% used ≈ 0.8 wk of income) → whole cycle still +$3,128 cash · rolled 23 ct earn ≈ $5,595/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$38,812/mo
vs 50% target ($19,000/mo)+104%
vs normal income ($38,000/mo)102% covered
Net income (after hedge)$38,832/mo
Downside budget
⚠ $170 is $184 below CC-SS $354.47: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$413,925
… as % of IC ($157,500)262.8%
… as % of ML ($232,500)178.0%
Recovery months (at normal income)10.9 mo
Surgical close (23 ct)$-179,688
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.12/sh (~25% of the $4.50 collected) or spot ≥ $174.68 (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 $195.87 (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
$168-174.68
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
≥ $174.68
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 0.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (≤1σ, normal week)$10,350$-182,268+$12,607+$10,235
+2.5%$174.25 (≤1σ, normal week)$575$-189,291+$5,584+$460
+5%$178.50 (≤1σ, normal week)$-9,200$-196,314-$1,439-$9,315
SS (= V-bounce)$563.00 (25.9σ)$-893,550$-891,301-$696,426-$208,265
V-BOUNCE STRESS (stock → CC-SS $354.47, where you are whole again, by expiry)
Starting unrealized P&L: $-194,875
+ Fortress recovery (un-capped): +$121,689
− CC assignment net of premium (23 × $170): -$413,925
− Conservative CC assignment net of premium (2 × $265): -$17,883
Total Position P&L @ SS: $-504,994 ($-310,119 vs today)
Do-nothing baseline at SS: $-296,729 (this trade vs do-nothing: $-208,265, the opportunity cost of earning $38,812/mo FIGHT income now)
BB-reversion stress (→ $201.65 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$62,445, position total $-234,570 ($-39,695 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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: 0.259 (IBKR)  |  Recovery@SS: +$121,689 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-296,729

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$177.508d25 Sep 2026$2.4621/25$19,372$19,41276%80%+$5,500-$366,466232.7%$-475,418 (vs do-nothing $-178,689)
$1758d25 Sep 2026$3.0017/25$19,125$19,20572%78%+$5,533-$299,995190.5%$-444,714 (vs do-nothing $-147,985)
$177.5015d2 Oct 2026$4.1523/25$19,090$19,11071%78%+$4,435-$397,480252.4%$-488,549 (vs do-nothing $-191,820)
$177.5022d9 Oct 2026$5.7025/25$19,432$19,43269%76%+$4,196-$428,168271.9%$-501,354 (vs do-nothing $-204,625)
$17515d2 Oct 2026$4.8520/25$19,400$19,45068%75%+$3,943-$349,235221.7%$-467,129 (vs do-nothing $-170,400)
$172.508d25 Sep 2026$3.6514/25$19,162$19,27267%75%+$4,283-$249,644158.5%$-421,189 (vs do-nothing $-124,460)
$17522d9 Oct 2026$6.4022/25$19,200$19,23066%74%+$3,482-$380,748241.7%$-480,759 (vs do-nothing $-184,030)
$172.5015d2 Oct 2026$5.6517/25$19,210$19,29063%73%+$3,357-$299,740190.3%$-444,459 (vs do-nothing $-147,730)
$172.5022d9 Oct 2026$7.2520/25$19,773$19,82362%72%+$3,113-$349,435221.9%$-467,329 (vs do-nothing $-170,600)
$1708d25 Sep 2026$4.5012/25$20,250$20,38061%71%+$3,601-$215,961137.1%$-405,389 (vs do-nothing $-108,660)
$17015d2 Oct 2026$6.6015/25$19,800$19,90059%70%+$3,025-$266,801169.4%$-429,404 (vs do-nothing $-132,675)
$17022d9 Oct 2026$8.3017/25$19,241$19,32158%70%+$2,822-$299,485190.1%$-444,204 (vs do-nothing $-147,475)
$167.5022d9 Oct 2026$9.1516/25$19,964$20,05455%69%+$2,144-$284,508180.6%$-438,169 (vs do-nothing $-141,440)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167.508d25 Sep 2026$5.5010/25$20,625$20,77554%68%+$2,835-$181,467115.2%$-388,779 (vs do-nothing $-92,050)
$167.5015d2 Oct 2026$7.6013/25$19,760$19,88054%68%+$2,443-$233,178148.0%$-413,664 (vs do-nothing $-116,935)
$16522d9 Oct 2026$10.3514/25$19,759$19,86951%67%+$1,879-$250,764159.2%$-422,309 (vs do-nothing $-125,580)
$16515d2 Oct 2026$8.8011/25$19,360$19,50050%66%+$2,035-$198,734126.2%$-397,104 (vs do-nothing $-100,375)
$1658d25 Sep 2026$6.658/25$19,950$20,12048%65%+$2,021-$146,25492.9%$-371,449 (vs do-nothing $-74,720)

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  |  2026-09-17 21:49