FORTRESS FIGHT: COPX @ $75.35

BE SS: $93.40  |  CC-SS: $95.24  |  20 contracts (2,000 sh)  |  2026-07-08 01:49 |  ⌂ PORTFOLIO

COPX @ $75.35   UNDERWATER $18.05 (19.3% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.24  |  IV: HIGH  |  Accounts: Joint:1782

LC: $65 exp 2028-01-21 (entry $38.858/sh)
SP: $90 exp 2028-01-21 (entry $19.960/sh)
HP: $68 exp 2028-01-21 (entry $9.525/sh)

Economics

Max Loss$100,800(ND $28.40 + SW $22) x 2000
Normal income ref$10,688/mo95% ann ROI on ML
Hedge rolling cost$1,484/mo
Unrealized P&L$-36,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,344/mo
HEDGE COVER
$1,484/mo
NORMAL INCOME
$10,688/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $56,800
ML VELOCITY
9.4 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.24 (probe: $94.5C 16d) brings only $188/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 27 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 26 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.96 (+23%) · daily UBB $89.85 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 18 contracts at $80 / 2d. This is the safest strike (survival 93%, breach 7%) that still earns 50% of normal income ($5,344/mo); it brings $5,400/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 15 × $78/2d for $11,250/mo, but breach risk rises to 17% (+9pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $82.50/2d (99% survival, $1,500/mo).
Downside anchor: the primary mortgages $27,074 (48% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-32,985 and cuts bleed by $1,336/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 20 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 · 10 Jul 2026 (2d) · sell 18 × $80, 93% survival, $5,400/mo (E[net] $3,469/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆10 Jul 2026 · 2d18 × $8093%$5,400$3,469
NEXT FRIDAY17 Jul 2026 · 9d17 × $7973%$5,667$609

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $3,469/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $80 (primary), 93% survival, breach 7%, $5,400/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $80.50 rung (33% normal) lifts survival to 95% (breach 7% → 5%) for $1,800/mo less (33% income) buys safety you do not really need here.
COPX  spot $75.35 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $82.5010 Jul2d9.5%99%1%$100$1,500-$3,900$25,383
Sell 20 × $82.50 9.5% OTM over spot $75.35 10 Jul 2026 (2d, $0.10 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $82.50)
99%
Breach risk
1%
POP (stays ≤ $82.60)
99%
EV / mo
+$1,464
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-4.7] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 40% without)  ·  ~0.6 challenges expected  ·  median CC cash $-10,235
🛡 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)
1%
Flat exit net (mid-life)
-$2,667
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$88 @ 80% POP
75% 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: $1.96/sh now → $1.38 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.33/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8217 Jul 20268d left+$1.33/sh+$2,667
cycle +$2,767
67%
surv 52%
Up-and-out for even (raise the cap, free)~$8517 Jul 20268d left+$0.19/sh+$378
cycle +$478
74%
surv 66%
Max even-money escape in the band~$8824 Jul 202615d left+$0.13/sh+$265
cycle +$365
80%
surv 75%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,500/mo
vs 50% target ($5,344/mo)-72%
vs normal income ($10,688/mo)14% covered
Net income (after hedge)$16/mo
Downside budget
⚠ $82.50 is $13 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,383
… as % of IC ($56,800)44.7%
… as % of ML ($100,800)25.2%
Recovery months (at normal income)2.4 mo
Surgical close (20 ct)$-36,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $82.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $81.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-82.60
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
≥ $82.60
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.50 (2.6σ)$100$-23,344+$13,256+$0
+2.5%$84.56 (3.4σ)$-4,025$-23,674+$12,926-$4,125
+5%$86.62 (4.1σ)$-8,150$-24,004+$12,596-$8,250
SS (= V-bounce)$93.40 (6.6σ)$-21,700$-25,088+$11,512-$21,800
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (20 × $82.50): -$25,383
Total Position P&L @ SS: $-25,383 (+$11,217 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-22,000, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,820, position total $-25,018 (+$11,582 vs today)
33% normal16 × $80.5010 Jul2d6.8%95%11%$240$3,600-$1,800$23,346
Sell 16 × $80.50 6.8% OTM over spot $75.35 10 Jul 2026 (2d, $0.22 mid)
= $240 credit for the 2d cycle → $3,600/mo projected
Survival (stays ≤ $80.50)
95%
Breach risk
5%
POP (stays ≤ $80.72)
95%
EV / mo
+$2,812
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.5] median  ·  51% of paths whole by 9 mo (vs 44% without)  ·  ~3.3 challenges expected  ·  median CC cash $447
🛡 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)
4%
Flat exit net (mid-life)
-$1,867
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$86 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 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: $1.86/sh now → $1.32 mid-life (likely $1.44–$2.65)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 124 simulated challenges: the $80 strike is typically first touched on day 2 of 2, at $82 (overshoots $1.16). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (16 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8017 Jul 20268d left+$1.27/sh+$2,034
cycle +$2,274
[+$1,233…+$2,076] · 92% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8424 Jul 202615d left+$0.53/sh+$842
cycle +$1,082
[-$339…+$822] · 70% credit
76%
surv 69%
Up-and-out for even (raise the cap, free)~$8317 Jul 20268d left+$0.14/sh+$225
cycle +$465
[-$983…+$143] · 36% credit
74%
surv 67%
Max even-money escape in the band~$8624 Jul 202615d left+$0.05/sh+$84
cycle +$324
[-$1,253…+$26] · 28% credit
81%
surv 76%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
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$3,600/mo
vs 50% target ($5,344/mo)-33%
vs normal income ($10,688/mo)34% covered
Net income (after hedge)$2,154/mo
Downside budget
⚠ $80.50 is $15 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,346
… as % of IC ($56,800)41.1%
… as % of ML ($100,800)23.2%
Recovery months (at normal income)2.2 mo
Surgical close (16 ct)$-29,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $80.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-80.72
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
≥ $80.72
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.50 (1.9σ)$240$-26,864+$9,736+$160
+2.5%$82.51 (2.6σ)$-2,980$-26,381+$10,219-$3,060
+5%$84.53 (3.3σ)$-6,200$-25,898+$10,702-$6,280
SS (= V-bounce)$93.40 (6.6σ)$-20,400$-23,768+$12,832-$20,480
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (16 × $80.50): -$23,346
− Conservative CC assignment net of premium (4 × $93.50): -$677
Total Position P&L @ SS: $-24,023 (+$12,577 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-20,640, the opportunity cost of earning $3,600/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,696, position total $-23,874 (+$12,726 vs today)
🎯 50% normal18 × $8010 Jul2d6.2%93%6%$360$5,400$27,074
Sell 18 × $80 6.2% OTM over spot $75.35 10 Jul 2026 (2d, $0.23 mid)
= $360 credit for the 2d cycle → $5,400/mo projected
Survival (stays ≤ $80)
93%
Breach risk
7%
POP (stays ≤ $80.22)
94%
EV / mo
+$4,031
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-5.4] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 45% without)  ·  ~4.9 challenges expected  ·  median CC cash $5,344
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$1,981
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$86 @ 81% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.84/sh now → $1.30 mid-life (likely $1.37–$2.60)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 165 simulated challenges: the $80 strike is typically first touched on day 2 of 2, at $81 (overshoots $1.13). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8017 Jul 20268d left+$1.26/sh+$2,260
cycle +$2,620
[+$1,364…+$2,368] · 90% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8424 Jul 202615d left+$0.50/sh+$908
cycle +$1,268
[-$395…+$968] · 67% credit
76%
surv 69%
Up-and-out for even (raise the cap, free)~$8317 Jul 20268d left+$0.13/sh+$232
cycle +$592
[-$1,193…+$191] · 41% credit
74%
surv 67%
Max even-money escape in the band~$8624 Jul 202615d left+$0.03/sh+$59
cycle +$419
[-$1,444…+$63] · 28% credit
81%
surv 76%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
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$5,400/mo
vs 50% target ($5,344/mo)+1%
vs normal income ($10,688/mo)51% covered
Net income (after hedge)$3,935/mo
Downside budget
⚠ $80 is $15 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,074
… as % of IC ($56,800)47.7%
… as % of ML ($100,800)26.9%
Recovery months (at normal income)2.5 mo
Surgical close (18 ct)$-32,985
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $80.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.22
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
≥ $80.22
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.7σ)$360$-27,674+$8,926+$270
+2.5%$82.00 (2.4σ)$-3,240$-27,594+$9,006-$3,330
+5%$84.00 (3.2σ)$-6,840$-27,514+$9,086-$6,930
SS (= V-bounce)$93.40 (6.6σ)$-23,760$-27,138+$9,462-$23,850
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (18 × $80): -$27,074
− Conservative CC assignment net of premium (2 × $93.50): -$338
Total Position P&L @ SS: $-27,413 (+$9,187 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-24,030, the opportunity cost of earning $5,400/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,968, position total $-27,156 (+$9,444 vs today)
🛡 safe yield20 × $8010 Jul2d6.2%93%15%$400$6,000+$600$30,083
Sell 20 × $80 6.2% OTM over spot $75.35 10 Jul 2026 (2d, $0.23 mid)
= $400 credit for the 2d cycle → $6,000/mo projected
Survival (stays ≤ $80)
93%
Breach risk
7%
POP (stays ≤ $80.22)
94%
EV / mo
+$4,479
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.1] median, 0.1 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 48% without)  ·  ~4.6 challenges expected  ·  median CC cash $6,283
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$2,201
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$86 @ 81% POP
76% 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: $1.84/sh now → $1.30 mid-life (likely $1.25–$2.56)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 168 simulated challenges: the $80 strike is typically first touched on day 2 of 2, at $81 (overshoots $1.09). 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 (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8017 Jul 20268d left+$1.26/sh+$2,511
cycle +$2,911
[+$1,559…+$2,723] · 95% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8424 Jul 202615d left+$0.50/sh+$1,008
cycle +$1,408
[-$382…+$1,213] · 65% credit
76%
surv 69%
Up-and-out for even (raise the cap, free)~$8317 Jul 20268d left+$0.13/sh+$258
cycle +$658
[-$1,269…+$354] · 44% credit
74%
surv 67%
Max even-money escape in the band~$8624 Jul 202615d left+$0.03/sh+$66
cycle +$466
[-$1,543…+$226] · 37% credit
81%
surv 76%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,000/mo
vs 50% target ($5,344/mo)+12%
vs normal income ($10,688/mo)56% covered
Net income (after hedge)$4,516/mo
Downside budget
⚠ $80 is $15 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,083
… as % of IC ($56,800)53.0%
… as % of ML ($100,800)29.8%
Recovery months (at normal income)2.8 mo
Surgical close (20 ct)$-36,650
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $80.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.22
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
≥ $80.22
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.7σ)$400$-27,644+$8,956+$300
+2.5%$82.00 (2.4σ)$-3,600$-27,964+$8,636-$3,700
+5%$84.00 (3.2σ)$-7,600$-28,284+$8,316-$7,700
SS (= V-bounce)$93.40 (6.6σ)$-26,400$-29,788+$6,812-$26,500
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (20 × $80): -$30,083
Total Position P&L @ SS: $-30,083 (+$6,517 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-26,700, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,520, position total $-29,718 (+$6,882 vs today)
100% normal15 × $7810 Jul2d3.5%83%34%$750$11,250+$5,850$25,112
Sell 15 × $78 3.5% OTM over spot $75.35 10 Jul 2026 (2d, $0.60 mid)
= $750 credit for the 2d cycle → $11,250/mo projected
Survival (stays ≤ $78)
83%
Breach risk
17%
POP (stays ≤ $78.60)
88%
EV / mo
+$7,698
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.5-4.9] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  68% of paths whole by 9 mo (vs 39% without)  ·  ~15.6 challenges expected  ·  median CC cash $23,417
🛡 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)
19%
Flat exit net (mid-life)
-$1,104
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$86 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 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: $1.75/sh now → $1.24 mid-life (likely $1.35–$2.60)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$0.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 579 simulated challenges: the $78 strike is typically first touched on day 2 of 2, at $79 (overshoots $1.06). 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 (15 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7817 Jul 20268d left+$1.20/sh+$1,793
cycle +$2,543
[+$986…+$1,769] · 93% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8124 Jul 202615d left+$0.78/sh+$1,165
cycle +$1,915
[+$116…+$1,116] · 78% credit
74%
surv 65%
Max even-money escape in the band~$8324 Jul 202615d left+$0.22/sh+$327
cycle +$1,077
[-$922…+$245] · 43% credit
79%
surv 74%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$8117 Jul 20268d left+$0.08/sh+$124
cycle +$874
[-$1,103…+$40] · 27% credit
75%
surv 68%
Safety roll (pay small debit, max POP)~$8624 Jul 202615d left-$0.46/sh-$692
cycle +$58
[-$2,259…-$803]
86%
surv 84%
budget: banked $750 debit $692 (92% used ≈ 0.3 wk of income) → whole cycle still +$58 cash · rolled 15 ct earn ≈ $2,324/mo while parked; 5 ct free to re-sell
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$11,250/mo
vs 50% target ($5,344/mo)+111%
vs normal income ($10,688/mo)105% covered
Net income (after hedge)$9,813/mo
Downside budget
⚠ $78 is $17 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,112
… as % of IC ($56,800)44.2%
… as % of ML ($100,800)24.9%
Recovery months (at normal income)2.3 mo
Surgical close (15 ct)$-27,600
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 $0.50 collected) or spot ≥ $78.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.60
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
≥ $78.60
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$750$-30,949+$5,651+$675
+2.5%$79.95 (1.7σ)$-2,175$-30,286+$6,314-$2,250
+5%$81.90 (2.4σ)$-5,100$-29,623+$6,977-$5,175
SS (= V-bounce)$93.40 (6.6σ)$-22,350$-25,713+$10,887-$22,425
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (15 × $78): -$25,112
− Conservative CC assignment net of premium (5 × $93.50): -$846
Total Position P&L @ SS: $-25,958 (+$10,642 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-22,575, the opportunity cost of earning $11,250/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,690, position total $-25,863 (+$10,737 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 COPX are the tiebreakers.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $609/mo

🎯 Engine pick: sell 17 × $79 (primary), 73% survival, breach 27%, $5,667/mo.
⚖️ Worth a safer step: the $81.50 rung (33% normal) lifts survival to 84% (breach 27% → 16%) for $2,000/mo less (35% 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 $81.50 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $75.35 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $84.5017 Jul9d12.1%92%17%$450$1,500-$4,167$18,884
Sell 18 × $84.50 12.1% OTM over spot $75.35 17 Jul 2026 (9d, $0.40 mid)
= $450 credit for the 9d cycle → $1,500/mo projected
Survival (stays ≤ $84.50)
92%
Breach risk
8%
POP (stays ≤ $84.90)
92%
EV / mo
+$647
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.6-4.4] median, 0.1 mo faster than no FIGHT (2.8 mo)  ·  49% of paths whole by 9 mo (vs 46% without)  ·  ~2.0 challenges expected  ·  median CC cash $-2,209
🛡 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)
-$3,797
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$86 @ 71% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.34/sh now → $2.36 mid-life (likely $1.83–$3.14)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$2.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 329 simulated challenges: the $84 strike is typically first touched on day 6 of 9, at $86 (overshoots $1.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8424 Jul 202612d left+$0.88/sh+$1,592
cycle +$2,042
[+$1,550…+$2,599] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$8624 Jul 202612d left+$0.10/sh+$181
cycle +$631
[-$34…+$937] · 72% credit
71%
surv 60%
Max even-money escape in the band~$8624 Jul 202612d left+$0.10/sh+$181
cycle +$631
[-$34…+$937] · 72% credit
71%
surv 60%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,500/mo
vs 50% target ($5,344/mo)-72%
vs normal income ($10,688/mo)14% covered
Net income (after hedge)$35/mo
Downside budget
⚠ $84.50 is $11 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,884
… as % of IC ($56,800)33.2%
… as % of ML ($100,800)18.7%
Recovery months (at normal income)1.8 mo
Surgical close (18 ct)$-33,210
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $84.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $83.66Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-84.90
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
≥ $84.90
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.50 (1.6σ)$450$-19,304+$17,296+$360
+2.5%$86.61 (1.9σ)$-3,352$-19,219+$17,381-$3,442
+5%$88.73 (2.3σ)$-7,155$-19,135+$17,465-$7,245
SS (= V-bounce)$93.40 (3.1σ)$-15,570$-18,948+$17,652-$15,660
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (18 × $84.50): -$18,884
− Conservative CC assignment net of premium (2 × $93.50): -$338
Total Position P&L @ SS: $-19,223 (+$17,377 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-15,840, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,778, position total $-18,966 (+$17,634 vs today)
🛡 safe yield20 × $8417 Jul9d11.5%91%19%$600$2,000-$3,667$21,883
Sell 20 × $84 11.5% OTM over spot $75.35 17 Jul 2026 (9d, $0.57 mid)
= $600 credit for the 9d cycle → $2,000/mo projected
Survival (stays ≤ $84)
91%
Breach risk
9%
POP (stays ≤ $84.58)
92%
EV / mo
+$886
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.5-4.9] median  ·  47% of paths whole by 9 mo (vs 42% without)  ·  ~2.3 challenges expected  ·  median CC cash $-392
🛡 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)
-$4,064
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$87 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.30/sh now → $2.33 mid-life (likely $1.84–$3.14)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$2.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 345 simulated challenges: the $84 strike is typically first touched on day 7 of 9, at $85 (overshoots $1.35). 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
Roll out (same strike, buy time)~$8424 Jul 202612d left+$0.87/sh+$1,746
cycle +$2,346
[+$1,732…+$2,906] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$8624 Jul 202612d left+$0.09/sh+$181
cycle +$781
[-$81…+$1,052] · 69% credit
71%
surv 60%
Max even-money escape in the band~$8624 Jul 202612d left+$0.09/sh+$181
cycle +$781
[-$81…+$1,052] · 69% credit
71%
surv 60%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8724 Jul 202612d left-$0.26/sh-$529
cycle +$71
[-$945…+$271] · 34% credit
73%
surv 64%
budget: banked $600 debit $529 (88% used ≈ 1.1 wk of income) → whole cycle still +$71 cash · rolled 20 ct earn ≈ $10,337/mo while parked; 0 ct free to re-sell
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$2,000/mo
vs 50% target ($5,344/mo)-63%
vs normal income ($10,688/mo)19% covered
Net income (after hedge)$516/mo
Downside budget
⚠ $84 is $11 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,883
… as % of IC ($56,800)38.5%
… as % of ML ($100,800)21.7%
Recovery months (at normal income)2.0 mo
Surgical close (20 ct)$-37,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.30 collected) or spot ≥ $84.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $83.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-84.58
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
≥ $84.58
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.00 (1.5σ)$600$-20,084+$16,516+$500
+2.5%$86.10 (1.8σ)$-3,600$-20,420+$16,180-$3,700
+5%$88.20 (2.2σ)$-7,800$-20,756+$15,844-$7,900
SS (= V-bounce)$93.40 (3.1σ)$-18,200$-21,588+$15,012-$18,300
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (20 × $84): -$21,883
Total Position P&L @ SS: $-21,883 (+$14,717 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-18,500, the opportunity cost of earning $2,000/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,320, position total $-21,518 (+$15,082 vs today)
33% normal ← lean20 × $81.5017 Jul9d8.2%84%33%$1,100$3,667-$2,000$26,383
Sell 20 × $81.50 8.2% OTM over spot $75.35 17 Jul 2026 (9d, $0.68 mid)
= $1,100 credit for the 9d cycle → $3,667/mo projected
Survival (stays ≤ $81.50)
84%
Breach risk
16%
POP (stays ≤ $82.17)
86%
EV / mo
+$1,209
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.5] median  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~4.6 challenges expected  ·  median CC cash $3,613
🛡 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)
-$3,292
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$84 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.11/sh now → $2.20 mid-life (likely $1.96–$3.32)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 697 simulated challenges: the $82 strike is typically first touched on day 6 of 9, at $83 (overshoots $1.24). 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
Roll out (same strike, buy time)~$8224 Jul 202612d left+$0.82/sh+$1,633
cycle +$2,733
[+$1,308…+$2,292] · 100% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8224 Jul 202612d left+$0.49/sh+$982
cycle +$2,082
[+$576…+$1,526] · 97% credit
68%
surv 55%
Up-and-out for even (raise the cap, free)~$8324 Jul 202612d left+$0.04/sh+$81
cycle +$1,181
[-$483…+$479] · 46% credit
71%
surv 60%
Max even-money escape in the band~$8324 Jul 202612d left+$0.04/sh+$81
cycle +$1,181
[-$483…+$479] · 46% credit
71%
surv 60%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8424 Jul 202612d left-$0.31/sh-$621
cycle +$479
[-$1,319…-$243] · 18% credit
74%
surv 65%
budget: banked $1,100 debit $621 (56% used ≈ 0.7 wk of income) → whole cycle still +$479 cash · rolled 20 ct earn ≈ $9,428/mo while parked; 0 ct free to re-sell
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$3,667/mo
vs 50% target ($5,344/mo)-31%
vs normal income ($10,688/mo)34% covered
Net income (after hedge)$2,183/mo
Downside budget
⚠ $81.50 is $14 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,383
… as % of IC ($56,800)46.4%
… as % of ML ($100,800)26.2%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-36,850
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $82.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $80.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-82.17
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
≥ $82.17
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$81.50 (1.1σ)$1,100$-24,184+$12,416+$1,000
+2.5%$83.54 (1.4σ)$-2,975$-24,510+$12,090-$3,075
+5%$85.58 (1.8σ)$-7,050$-24,836+$11,764-$7,150
SS (= V-bounce)$93.40 (3.1σ)$-22,700$-26,088+$10,512-$22,800
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (20 × $81.50): -$26,383
Total Position P&L @ SS: $-26,383 (+$10,217 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-23,000, the opportunity cost of earning $3,667/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,820, position total $-26,018 (+$10,582 vs today)
🎯 50% normal17 × $7917 Jul9d4.8%73%43%$1,700$5,667$25,910
Sell 17 × $79 4.8% OTM over spot $75.35 17 Jul 2026 (9d, $1.15 mid)
= $1,700 credit for the 9d cycle → $5,667/mo projected
Survival (stays ≤ $79)
73%
Breach risk
27%
POP (stays ≤ $80.15)
79%
EV / mo
+$1,247
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.6] median, 0.2 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 45% without)  ·  ~9.3 challenges expected  ·  median CC cash $5,618
🛡 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)
43%
Flat exit net (mid-life)
-$1,810
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$84 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 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: $2.92/sh now → $2.06 mid-life (likely $2.27–$3.38)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$1.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,297 simulated challenges: the $79 strike is typically first touched on day 4 of 9, at $80 (overshoots $1.24). 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 (17 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7924 Jul 202612d left+$0.76/sh+$1,295
cycle +$2,995
[+$873…+$1,468] · 100% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8024 Jul 202612d left+$0.44/sh+$744
cycle +$2,444
[+$242…+$827] · 92% credit
68%
surv 55%
Up-and-out for even (raise the cap, free)~$8024 Jul 202612d left+$0.05/sh+$90
cycle +$1,790
[-$581…+$113] · 29% credit
69%
surv 58%
Max even-money escape in the band~$8024 Jul 202612d left+$0.05/sh+$90
cycle +$1,790
[-$581…+$113] · 29% credit
69%
surv 58%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8424 Jul 202612d left-$0.89/sh-$1,515
cycle +$185
[-$2,520…-$1,654]
80%
surv 75%
budget: banked $1,700 debit $1,515 (89% used ≈ 1.2 wk of income) → whole cycle still +$185 cash · rolled 17 ct earn ≈ $4,986/mo while parked; 3 ct free to re-sell
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$5,667/mo
vs 50% target ($5,344/mo)+6%
vs normal income ($10,688/mo)53% covered
Net income (after hedge)$4,211/mo
Downside budget
⚠ $79 is $16 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,910
… as % of IC ($56,800)45.6%
… as % of ML ($100,800)25.7%
Recovery months (at normal income)2.4 mo
Surgical close (17 ct)$-31,365
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 ≥ $80.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-80.15
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.15
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$1,700$-28,169+$8,431+$1,615
+2.5%$80.97 (≤1σ, normal week)$-1,657$-27,892+$8,708-$1,742
+5%$82.95 (1.3σ)$-5,015$-27,616+$8,984-$5,100
SS (= V-bounce)$93.40 (3.1σ)$-22,780$-26,153+$10,447-$22,865
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (17 × $79): -$25,910
− Conservative CC assignment net of premium (3 × $93.50): -$507
Total Position P&L @ SS: $-26,418 (+$10,182 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-23,035, the opportunity cost of earning $5,667/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,032, position total $-26,215 (+$10,385 vs today)
100% normal20 × $7717 Jul9d2.2%62%78%$3,300$11,000+$5,333$33,183
Sell 20 × $77 2.2% OTM over spot $75.35 17 Jul 2026 (9d, $1.80 mid)
= $3,300 credit for the 9d cycle → $11,000/mo projected
Survival (stays ≤ $77)
62%
Breach risk
38%
POP (stays ≤ $78.80)
72%
EV / mo
+$1,978
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.2] median, 0.3 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  61% of paths whole by 9 mo (vs 41% without)  ·  ~16.0 challenges expected  ·  median CC cash $11,480
🛡 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)
64%
Flat exit net (mid-life)
-$624
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$86 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.77/sh now → $1.96 mid-life (likely $2.55–$3.51)≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,933 simulated challenges: the $77 strike is typically first touched on day 3 of 9, at $78 (overshoots $1.21). 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 (20 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7724 Jul 202612d left+$0.72/sh+$1,439
cycle +$4,739
[+$819…+$1,228] · 100% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$7824 Jul 202612d left+$0.40/sh+$793
cycle +$4,093
[+$75…+$509] · 82% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$7824 Jul 202612d left+$0.02/sh+$47
cycle +$3,347
[-$913…-$341] · 14% credit
69%
surv 58%
Max even-money escape in the band~$7824 Jul 202612d left+$0.02/sh+$47
cycle +$3,347
[-$913…-$341] · 14% credit
69%
surv 58%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8624 Jul 202612d left-$1.63/sh-$3,256
cycle +$44
[-$5,534…-$4,137]
90%
surv 89%
budget: banked $3,300 debit $3,256 (99% used ≈ 1.3 wk of income) → whole cycle still +$44 cash · rolled 20 ct earn ≈ $1,671/mo while parked; 0 ct free to re-sell
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$11,000/mo
vs 50% target ($5,344/mo)+106%
vs normal income ($10,688/mo)103% covered
Net income (after hedge)$9,516/mo
Downside budget
⚠ $77 is $18 below CC-SS $95.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,183
… as % of IC ($56,800)58.4%
… as % of ML ($100,800)32.9%
Recovery months (at normal income)3.1 mo
Surgical close (20 ct)$-36,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.65 collected) or spot ≥ $78.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $89.85 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.80
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
≥ $78.80
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$3,300$-30,264+$6,336+$3,200
+2.5%$78.92 (≤1σ, normal week)$-550$-30,572+$6,028-$650
+5%$80.85 (≤1σ, normal week)$-4,400$-30,880+$5,720-$4,500
SS (= V-bounce)$93.40 (3.1σ)$-29,500$-32,888+$3,712-$29,600
V-BOUNCE STRESS (stock → CC-SS $95.24, where you are whole again, by expiry)
Starting unrealized P&L: $-36,600
+ Fortress recovery (un-capped): +$36,600
− CC assignment net of premium (20 × $77): -$33,183
Total Position P&L @ SS: $-33,183 (+$3,417 vs today)
Do-nothing baseline at SS: $-3,383 (this trade vs do-nothing: $-29,800, the opportunity cost of earning $11,000/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,620, position total $-32,818 (+$3,782 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 COPX are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (20 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 20 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: 0.920 (IBKR)  |  Recovery@SS: +$36,600 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,383

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$802d10 Jul 2026$0.2018/20$5,400$3,93593%94%+$4,031-$27,07447.7%$-27,413 (vs do-nothing $-24,030)
$792d10 Jul 2026$0.3511/20$5,775$4,37588%90%+$3,888-$17,48030.8%$-19,003 (vs do-nothing $-15,620)
$782d10 Jul 2026$0.508/20$6,000$4,62983%88%+$4,106-$13,39323.6%$-15,423 (vs do-nothing $-12,040)
$799d17 Jul 2026$1.0017/20$5,667$4,21173%79%+$1,247-$25,91045.6%$-26,418 (vs do-nothing $-23,035)
$772d10 Jul 2026$0.805/20$6,000$4,65773%83%+$3,469-$8,72115.4%$-11,258 (vs do-nothing $-7,875)
$7916d24 Jul 2026$1.5519/20$5,522$4,04770%77%+$1,378-$27,91349.1%$-28,083 (vs do-nothing $-24,700)
$789d17 Jul 2026$1.3013/20$5,633$4,21568%76%+$1,152-$20,72436.5%$-21,908 (vs do-nothing $-18,525)
$7816d24 Jul 2026$1.9016/20$5,700$4,25466%75%+$1,319-$24,54643.2%$-25,223 (vs do-nothing $-21,840)
$779d17 Jul 2026$1.6510/20$5,500$4,11062%72%+$989-$16,59129.2%$-18,283 (vs do-nothing $-14,900)
$7716d24 Jul 2026$2.2513/20$5,484$4,06661%72%+$1,060-$20,78936.6%$-21,973 (vs do-nothing $-18,590)
$762d10 Jul 2026$1.154/20$6,900$5,56660%76%+$3,025-$7,23712.7%$-9,943 (vs do-nothing $-6,560)
$76.5016d24 Jul 2026$2.3013/20$5,606$4,18858%71%+$694-$21,37437.6%$-22,558 (vs do-nothing $-19,175)
$769d17 Jul 2026$2.058/20$5,467$4,09556%70%+$813-$13,75324.2%$-15,783 (vs do-nothing $-12,400)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7616d24 Jul 2026$2.7011/20$5,569$4,16955%70%+$966-$18,19532.0%$-19,718 (vs do-nothing $-16,335)
$7516d24 Jul 2026$3.209/20$5,400$4,01950%68%+$822-$15,33727.0%$-17,198 (vs do-nothing $-13,815)
$759d17 Jul 2026$2.607/20$6,067$4,70549%67%+$899-$12,34921.7%$-14,548 (vs do-nothing $-11,165)
$752d10 Jul 2026$1.653/20$7,425$6,10046%70%+$2,410-$5,5779.8%$-8,453 (vs do-nothing $-5,070)
$7416d24 Jul 2026$3.708/20$5,550$4,17945%65%+$662-$14,03324.7%$-16,063 (vs do-nothing $-12,680)
$749d17 Jul 2026$3.106/20$6,200$4,84743%64%+$670-$10,88519.2%$-13,253 (vs do-nothing $-9,870)
$742d10 Jul 2026$2.252/20$6,750$5,43532%65%+$1,498-$3,7986.7%$-6,843 (vs do-nothing $-3,460)

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%). 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 20 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-08 01:49