FORTRESS FIGHT: COPX @ $74.46

BE SS: $93.40  |  CC-SS: $95.51  |  20 contracts (2,000 sh)  |  2026-07-08 03:37 |  ⌂ PORTFOLIO

COPX @ $74.46   UNDERWATER $18.94 (20.3% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.51  |  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$9,900/mo95% ann ROI on ML
Hedge rolling cost$1,484/mo
Unrealized P&L$-38,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,950/mo
HEDGE COVER
$1,484/mo
NORMAL INCOME
$9,900/mo (ATM CC, chain)
IC VELOCITY
5.7 mo to earn back $56,800
ML VELOCITY
10.2 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.51 (probe: $93C 16d) brings only $375/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 24 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 22 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $93.00 (+25%) · daily UBB $89.94 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 17 contracts at $79 / 2d. This is the safest strike (survival 95%, breach 5%) that still earns 50% of normal income ($4,950/mo); it brings $5,100/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 20 × $78/2d for $10,500/mo, but breach risk rises to 9% (+5pp 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 × $81/2d (99% survival, $1,500/mo).
Downside anchor: the primary mortgages $27,722 (49% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-32,980 and cuts bleed by $1,261/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 17 × $79, 95% survival, $5,100/mo (E[net] $3,392/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 · 2d17 × $7995%$5,100$3,392
NEXT FRIDAY17 Jul 2026 · 9d20 × $7978%$5,000$-207

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $3,392/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $79 (primary), 95% survival, breach 5%, $5,100/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $81 rung (cover hedge) lifts survival to 99% (breach 5% → 1%) for $3,600/mo less (71% income) buys safety you do not really need here.
COPX  spot $74.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge20 × $8110 Jul2d8.8%99%2%$100$1,500-$3,600$28,914
Sell 20 × $81 8.8% OTM over spot $74.46 10 Jul 2026 (2d, $0.23 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $81)
99%
Breach risk
1%
POP (stays ≤ $81.22)
99%
EV / mo
+$1,448
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.6-5.1] median  ·  41% of paths whole by 9 mo (vs 41% without)  ·  ~0.8 challenges expected  ·  median CC cash $-9,252
🛡 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)
-$2,628
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$87 @ 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: $1.93/sh now → $1.36 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.31/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)~$8117 Jul 20268d left+$1.17/sh+$2,335
cycle +$2,435
66%
surv 52%
Up-and-out for even (raise the cap, free)~$8417 Jul 20268d left+$0.12/sh+$233
cycle +$333
74%
surv 66%
Max even-money escape in the band~$8724 Jul 202615d left+$0.04/sh+$82
cycle +$182
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 ($4,950/mo)-70%
vs normal income ($9,900/mo)15% covered
Net income (after hedge)$16/mo
Downside budget
⚠ $81 is $15 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,914
… as % of IC ($56,800)50.9%
… as % of ML ($100,800)28.7%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-38,950
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 ≥ $81.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $81)); NOT the premium you collected. Momentum override: two daily closes above $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $80.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-81.22
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
≥ $81.22
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$81.00 (2.5σ)$100$-26,506+$12,094-$100
+2.5%$83.02 (3.3σ)$-3,950$-26,842+$11,758-$4,150
+5%$85.05 (4.0σ)$-8,000$-27,178+$11,422-$8,200
SS (= V-bounce)$93.40 (7.2σ)$-24,700$-28,564+$10,036-$24,100
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (20 × $81): -$28,914
Total Position P&L @ SS: $-28,914 (+$9,686 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-24,100, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,900, position total $-28,498 (+$10,102 vs today)
33% normal11 × $7910 Jul2d6.1%95%9%$220$3,300-$1,800$17,938
Sell 11 × $79 6.1% OTM over spot $74.46 10 Jul 2026 (2d, $0.30 mid)
= $220 credit for the 2d cycle → $3,300/mo projected
Survival (stays ≤ $79)
95%
Breach risk
5%
POP (stays ≤ $79.30)
96%
EV / mo
+$2,953
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.6-5.0] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 38% without)  ·  ~5.0 challenges expected  ·  median CC cash $433
🛡 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)
-$1,206
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$85 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 11 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: $1.83/sh now → $1.30 mid-life (likely $1.32–$2.54)≈ $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 122 simulated challenges: the $79 strike is typically first touched on day 2 of 2, at $80 (overshoots $1.02). 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 (11 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7917 Jul 20268d left+$1.11/sh+$1,223
cycle +$1,443
[+$643…+$1,295] · 93% credit
66%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8324 Jul 202615d left+$0.44/sh+$487
cycle +$707
[-$312…+$540] · 65% credit
75%
surv 68%
Max even-money escape in the band~$8424 Jul 202615d left+$0.18/sh+$200
cycle +$420
[-$663…+$236] · 48% credit
78%
surv 72%
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)~$8217 Jul 20268d left+$0.07/sh+$82
cycle +$302
[-$785…+$78] · 34% credit
74%
surv 67%
Safety roll (pay small debit, max POP)~$8524 Jul 202615d left-$0.03/sh-$32
cycle +$188
[-$949…-$10] · 25% credit
80%
surv 76%
budget: banked $220 debit $32 (15% used ≈ 0.0 wk of income) → whole cycle still +$188 cash · rolled 11 ct earn ≈ $2,787/mo while parked; 9 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$3,300/mo
vs 50% target ($4,950/mo)-33%
vs normal income ($9,900/mo)33% covered
Net income (after hedge)$1,985/mo
Downside budget
⚠ $79 is $17 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,938
… as % of IC ($56,800)31.6%
… as % of ML ($100,800)17.8%
Recovery months (at normal income)1.8 mo
Surgical close (11 ct)$-21,340
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 ≥ $79.30 (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 $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.30
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
≥ $79.30
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 (1.7σ)$220$-29,964+$8,636+$110
+2.5%$80.97 (2.5σ)$-1,952$-28,514+$10,086-$2,062
+5%$82.95 (3.2σ)$-4,125$-27,064+$11,536-$4,235
SS (= V-bounce)$93.40 (7.2σ)$-15,620$-19,754+$18,846-$15,290
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (11 × $79): -$17,938
− Conservative CC assignment net of premium (9 × $93): -$2,166
Total Position P&L @ SS: $-20,104 (+$18,496 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-15,290, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,180, position total $-19,688 (+$18,912 vs today)
🎯 50% normal17 × $7910 Jul2d6.1%95%5%$340$5,100$27,722
Sell 17 × $79 6.1% OTM over spot $74.46 10 Jul 2026 (2d, $0.30 mid)
= $340 credit for the 2d cycle → $5,100/mo projected
Survival (stays ≤ $79)
95%
Breach risk
5%
POP (stays ≤ $79.30)
96%
EV / mo
+$4,563
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.8-4.6] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 39% without)  ·  ~4.7 challenges expected  ·  median CC cash $3,604
🛡 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)
5%
Flat exit net (mid-life)
-$1,864
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$85 @ 80% POP
76% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.83/sh now → $1.30 mid-life (likely $1.35–$2.49)≈ $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 155 simulated challenges: the $79 strike is typically first touched on day 2 of 2, at $80 (overshoots $1.03). 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)~$7917 Jul 20268d left+$1.11/sh+$1,891
cycle +$2,231
[+$1,038…+$1,947] · 92% credit
66%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8324 Jul 202615d left+$0.44/sh+$753
cycle +$1,093
[-$425…+$761] · 63% credit
75%
surv 68%
Max even-money escape in the band~$8424 Jul 202615d left+$0.18/sh+$309
cycle +$649
[-$965…+$286] · 45% credit
78%
surv 72%
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)~$8217 Jul 20268d left+$0.07/sh+$127
cycle +$467
[-$1,156…+$94] · 30% credit
74%
surv 67%
Safety roll (pay small debit, max POP)~$8524 Jul 202615d left-$0.03/sh-$50
cycle +$290
[-$1,405…-$85] · 23% credit
80%
surv 76%
budget: banked $340 debit $50 (15% used ≈ 0.0 wk of income) → whole cycle still +$290 cash · rolled 17 ct earn ≈ $4,307/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$5,100/mo
vs 50% target ($4,950/mo)+3%
vs normal income ($9,900/mo)52% covered
Net income (after hedge)$3,672/mo
Downside budget
⚠ $79 is $17 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,722
… as % of IC ($56,800)48.8%
… as % of ML ($100,800)27.5%
Recovery months (at normal income)2.8 mo
Surgical close (17 ct)$-32,980
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 ≥ $79.30 (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 $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.30
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
≥ $79.30
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 (1.7σ)$340$-29,904+$8,696+$170
+2.5%$80.97 (2.5σ)$-3,017$-29,639+$8,961-$3,187
+5%$82.95 (3.2σ)$-6,375$-29,374+$9,226-$6,545
SS (= V-bounce)$93.40 (7.2σ)$-24,140$-28,094+$10,506-$23,630
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (17 × $79): -$27,722
− Conservative CC assignment net of premium (3 × $93): -$722
Total Position P&L @ SS: $-28,444 (+$10,156 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-23,630, the opportunity cost of earning $5,100/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,460, position total $-28,028 (+$10,572 vs today)
100% normal19 × $7810 Jul2d4.8%91%18%$665$9,975+$4,875$32,598
Sell 19 × $78 4.8% OTM over spot $74.46 10 Jul 2026 (2d, $0.45 mid)
= $665 credit for the 2d cycle → $9,975/mo projected
Survival (stays ≤ $78)
91%
Breach risk
9%
POP (stays ≤ $78.45)
93%
EV / mo
+$8,263
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.4] median, 0.2 mo faster than no FIGHT (2.8 mo)  ·  60% of paths whole by 9 mo (vs 42% without)  ·  ~8.8 challenges expected  ·  median CC cash $16,532
🛡 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)
-$1,735
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$84 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.79/sh now → $1.26 mid-life (likely $1.27–$2.53)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 293 simulated challenges: the $78 strike is typically first touched on day 2 of 2, at $79 (overshoots $1.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7817 Jul 20268d left+$1.09/sh+$2,062
cycle +$2,727
[+$1,047…+$2,199] · 89% credit
66%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8124 Jul 202615d left+$0.71/sh+$1,350
cycle +$2,015
[+$33…+$1,491] · 75% credit
73%
surv 64%
Max even-money escape in the band~$8324 Jul 202615d left+$0.15/sh+$276
cycle +$941
[-$1,248…+$360] · 41% credit
78%
surv 73%
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+$0.05/sh+$103
cycle +$768
[-$1,396…+$119] · 31% credit
74%
surv 67%
Safety roll (pay small debit, max POP)~$8424 Jul 202615d left-$0.06/sh-$120
cycle +$545
[-$1,728…-$57] · 22% credit
81%
surv 77%
budget: banked $665 debit $120 (18% used ≈ 0.1 wk of income) → whole cycle still +$545 cash · rolled 19 ct earn ≈ $4,559/mo while parked; 1 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$9,975/mo
vs 50% target ($4,950/mo)+102%
vs normal income ($9,900/mo)101% covered
Net income (after hedge)$8,510/mo
Downside budget
⚠ $78 is $18 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,598
… as % of IC ($56,800)57.4%
… as % of ML ($100,800)32.3%
Recovery months (at normal income)3.3 mo
Surgical close (19 ct)$-36,860
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $78.45 (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 $89.94 (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
$77-78.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.3σ)$665$-31,433+$7,167+$475
+2.5%$79.95 (2.1σ)$-3,040$-31,561+$7,039-$3,230
+5%$81.90 (2.8σ)$-6,745$-31,690+$6,910-$6,935
SS (= V-bounce)$93.40 (7.2σ)$-28,595$-32,489+$6,111-$28,025
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (19 × $78): -$32,598
− Conservative CC assignment net of premium (1 × $93): -$241
Total Position P&L @ SS: $-32,839 (+$5,761 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-28,025, the opportunity cost of earning $9,975/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,835, position total $-32,423 (+$6,177 vs today)
🛡 safe yield20 × $7810 Jul2d4.8%91%18%$700$10,500+$5,400$34,314
Sell 20 × $78 4.8% OTM over spot $74.46 10 Jul 2026 (2d, $0.45 mid)
= $700 credit for the 2d cycle → $10,500/mo projected
Survival (stays ≤ $78)
91%
Breach risk
9%
POP (stays ≤ $78.45)
93%
EV / mo
+$8,698
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.2] median, 0.3 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  64% of paths whole by 9 mo (vs 40% without)  ·  ~8.8 challenges expected  ·  median CC cash $17,596
🛡 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)
-$1,826
Free roll-up
+$3/wk
Safest escape (by 24 Jul 2026)
$84 @ 81% POP
77% 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: $1.79/sh now → $1.26 mid-life (likely $1.33–$2.47)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$0.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 313 simulated challenges: the $78 strike is typically first touched on day 2 of 2, at $79 (overshoots $1.00). 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)~$7817 Jul 20268d left+$1.09/sh+$2,170
cycle +$2,870
[+$1,148…+$2,222] · 89% credit
66%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8124 Jul 202615d left+$0.71/sh+$1,421
cycle +$2,121
[+$121…+$1,450] · 77% credit
73%
surv 64%
Max even-money escape in the band~$8324 Jul 202615d left+$0.15/sh+$290
cycle +$990
[-$1,243…+$259] · 39% credit
78%
surv 73%
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+$0.05/sh+$108
cycle +$808
[-$1,429…+$46] · 28% credit
74%
surv 67%
Safety roll (pay small debit, max POP)~$8424 Jul 202615d left-$0.06/sh-$126
cycle +$574
[-$1,757…-$179] · 16% credit
81%
surv 77%
budget: banked $700 debit $126 (18% used ≈ 0.1 wk of income) → whole cycle still +$574 cash · rolled 20 ct earn ≈ $4,799/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$10,500/mo
vs 50% target ($4,950/mo)+112%
vs normal income ($9,900/mo)106% covered
Net income (after hedge)$9,016/mo
Downside budget
⚠ $78 is $18 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,314
… as % of IC ($56,800)60.4%
… as % of ML ($100,800)34.0%
Recovery months (at normal income)3.5 mo
Surgical close (20 ct)$-38,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $78.45 (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 $89.94 (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
$77-78.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.3σ)$700$-31,408+$7,192+$500
+2.5%$79.95 (2.1σ)$-3,200$-31,731+$6,869-$3,400
+5%$81.90 (2.8σ)$-7,100$-32,055+$6,545-$7,300
SS (= V-bounce)$93.40 (7.2σ)$-30,100$-33,964+$4,636-$29,500
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (20 × $78): -$34,314
Total Position P&L @ SS: $-34,314 (+$4,286 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-29,500, the opportunity cost of earning $10,500/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,300, position total $-33,898 (+$4,702 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] $-207/mo

🎯 Engine pick: sell 20 × $79 (primary), 78% survival, breach 22%, $5,000/mo.
Stay at the pick. Stepping safer (the $80 rung (33% normal) lifts survival to 82% (breach 22% → 18%) for $1,700/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $74.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $83.5017 Jul9d12.1%92%17%$450$1,500-$3,500$21,162
Sell 18 × $83.50 12.1% OTM over spot $74.46 17 Jul 2026 (9d, $0.42 mid)
= $450 credit for the 9d cycle → $1,500/mo projected
Survival (stays ≤ $83.50)
92%
Breach risk
8%
POP (stays ≤ $83.92)
92%
EV / mo
+$632
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.8] median  ·  48% of paths whole by 9 mo (vs 45% without)  ·  ~1.8 challenges expected  ·  median CC cash $-1,827
🛡 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)
-$4,066
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$85 @ 70% POP
59% 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: $3.55/sh now → $2.51 mid-life (likely $1.81–$3.17)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$2.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 292 simulated challenges: the $84 strike is typically first touched on day 7 of 9, at $85 (overshoots $1.14). 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+$0.59/sh+$1,066
cycle +$1,516
[+$920…+$2,295] · 97% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$8424 Jul 202612d left+$0.35/sh+$630
cycle +$1,080
[+$444…+$1,809] · 91% credit
68%
surv 55%
Max even-money escape in the band~$8424 Jul 202612d left+$0.35/sh+$630
cycle +$1,080
[+$444…+$1,809] · 91% credit
68%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8524 Jul 202612d left-$0.11/sh-$193
cycle +$257
[-$462…+$877] · 52% credit
70%
surv 59%
budget: banked $450 debit $193 (43% used ≈ 0.6 wk of income) → whole cycle still +$257 cash · rolled 18 ct earn ≈ $10,810/mo while parked; 2 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$1,500/mo
vs 50% target ($4,950/mo)-70%
vs normal income ($9,900/mo)15% covered
Net income (after hedge)$54/mo
Downside budget
⚠ $83.50 is $12 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,162
… as % of IC ($56,800)37.3%
… as % of ML ($100,800)21.0%
Recovery months (at normal income)2.1 mo
Surgical close (18 ct)$-35,055
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 ≥ $83.92 (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 $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $82.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-83.92
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
≥ $83.92
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$83.50 (1.6σ)$450$-21,551+$17,049+$270
+2.5%$85.59 (2.0σ)$-3,307$-21,480+$17,120-$3,487
+5%$87.67 (2.4σ)$-7,065$-21,409+$17,191-$7,245
SS (= V-bounce)$93.40 (3.4σ)$-17,370$-21,294+$17,306-$16,830
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (18 × $83.50): -$21,162
− Conservative CC assignment net of premium (2 × $93): -$481
Total Position P&L @ SS: $-21,644 (+$16,956 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-16,830, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,650, position total $-21,228 (+$17,372 vs today)
33% normal18 × $8017 Jul9d7.4%82%37%$990$3,300-$1,700$26,922
Sell 18 × $80 7.4% OTM over spot $74.46 17 Jul 2026 (9d, $0.73 mid)
= $990 credit for the 9d cycle → $3,300/mo projected
Survival (stays ≤ $80)
82%
Breach risk
18%
POP (stays ≤ $80.72)
85%
EV / mo
+$705
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-5.0] median, 0.1 mo faster than no FIGHT (3.1 mo)  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~5.5 challenges expected  ·  median CC cash $2,562
🛡 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)
25%
Flat exit net (mid-life)
-$3,157
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$82 @ 72% POP
62% 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: $3.26/sh now → $2.30 mid-life (likely $2.29–$3.53)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 758 simulated challenges: the $80 strike is typically first touched on day 5 of 9, at $81 (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)~$8024 Jul 202612d left+$0.54/sh+$968
cycle +$1,958
[+$435…+$1,364] · 92% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$8124 Jul 202612d left+$0.29/sh+$530
cycle +$1,520
[-$46…+$861] · 71% credit
68%
surv 55%
Max even-money escape in the band~$8124 Jul 202612d left+$0.29/sh+$530
cycle +$1,520
[-$46…+$861] · 71% credit
68%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8224 Jul 202612d left-$0.35/sh-$638
cycle +$352
[-$1,464…-$414] · 15% credit
72%
surv 62%
budget: banked $990 debit $638 (64% used ≈ 0.8 wk of income) → whole cycle still +$352 cash · rolled 18 ct earn ≈ $8,771/mo while parked; 2 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$3,300/mo
vs 50% target ($4,950/mo)-33%
vs normal income ($9,900/mo)33% covered
Net income (after hedge)$1,854/mo
Downside budget
⚠ $80 is $16 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,922
… as % of IC ($56,800)47.4%
… as % of ML ($100,800)26.7%
Recovery months (at normal income)2.7 mo
Surgical close (18 ct)$-35,055
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 ≥ $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 $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.72
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$80.00 (≤1σ, normal week)$990$-27,430+$11,170+$810
+2.5%$82.00 (1.4σ)$-2,610$-27,362+$11,238-$2,790
+5%$84.00 (1.7σ)$-6,210$-27,294+$11,306-$6,390
SS (= V-bounce)$93.40 (3.4σ)$-23,130$-27,054+$11,546-$22,590
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (18 × $80): -$26,922
− Conservative CC assignment net of premium (2 × $93): -$481
Total Position P&L @ SS: $-27,404 (+$11,196 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-22,590, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,410, position total $-26,988 (+$11,612 vs today)
🎯 50% normal20 × $7917 Jul9d6.1%78%35%$1,500$5,000$31,514
Sell 20 × $79 6.1% OTM over spot $74.46 17 Jul 2026 (9d, $0.93 mid)
= $1,500 credit for the 9d cycle → $5,000/mo projected
Survival (stays ≤ $79)
78%
Breach risk
22%
POP (stays ≤ $79.92)
82%
EV / mo
+$1,108
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.6-4.8] median  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~7.2 challenges expected  ·  median CC cash $6,738
🛡 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)
-$2,993
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$82 @ 73% 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: $3.18/sh now → $2.25 mid-life (likely $2.23–$3.48)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$1.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,043 simulated challenges: the $79 strike is typically first touched on day 5 of 9, at $80 (overshoots $1.18). 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)~$7924 Jul 202612d left+$0.52/sh+$1,045
cycle +$2,545
[+$383…+$1,469] · 92% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$8024 Jul 202612d left+$0.28/sh+$559
cycle +$2,059
[-$161…+$930] · 64% credit
68%
surv 55%
Max even-money escape in the band~$8024 Jul 202612d left+$0.28/sh+$559
cycle +$2,059
[-$161…+$930] · 64% credit
68%
surv 55%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8224 Jul 202612d left-$0.56/sh-$1,126
cycle +$374
[-$2,156…-$986] · 8% credit
73%
surv 65%
budget: banked $1,500 debit $1,126 (75% used ≈ 1.0 wk of income) → whole cycle still +$374 cash · rolled 20 ct earn ≈ $8,418/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$5,000/mo
vs 50% target ($4,950/mo)+1%
vs normal income ($9,900/mo)51% covered
Net income (after hedge)$3,516/mo
Downside budget
⚠ $79 is $17 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,514
… as % of IC ($56,800)55.5%
… as % of ML ($100,800)31.3%
Recovery months (at normal income)3.2 mo
Surgical close (20 ct)$-38,950
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.75 collected) or spot ≥ $79.92 (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 $89.94 (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
$78-79.92
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
≥ $79.92
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)$1,500$-28,774+$9,826+$1,300
+2.5%$80.97 (1.2σ)$-2,450$-29,101+$9,499-$2,650
+5%$82.95 (1.5σ)$-6,400$-29,429+$9,171-$6,600
SS (= V-bounce)$93.40 (3.4σ)$-27,300$-31,164+$7,436-$26,700
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (20 × $79): -$31,514
Total Position P&L @ SS: $-31,514 (+$7,086 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-26,700, the opportunity cost of earning $5,000/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,500, position total $-31,098 (+$7,502 vs today)
100% normal19 × $7617 Jul9d2.1%62%79%$3,040$10,133+$5,133$34,023
Sell 19 × $76 2.1% OTM over spot $74.46 17 Jul 2026 (9d, $1.73 mid)
= $3,040 credit for the 9d cycle → $10,133/mo projected
Survival (stays ≤ $76)
62%
Breach risk
38%
POP (stays ≤ $77.72)
72%
EV / mo
+$1,554
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.6-4.9] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 42% without)  ·  ~17.5 challenges expected  ·  median CC cash $11,833
🛡 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)
-$911
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$84 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.94/sh now → $2.08 mid-life (likely $2.73–$3.75)≈ $0 at expiry  |  you banked $1.60/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,913 simulated challenges: the $76 strike is typically first touched on day 3 of 9, at $77 (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 (19 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7624 Jul 202612d left+$0.48/sh+$909
cycle +$3,949
[+$8…+$552] · 76% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$7724 Jul 202612d left+$0.23/sh+$446
cycle +$3,486
[-$524…+$61] · 27% credit
68%
surv 55%
Max even-money escape in the band~$7724 Jul 202612d left+$0.23/sh+$446
cycle +$3,486
[-$524…+$61] · 27% credit
68%
surv 55%
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-$1.59/sh-$3,030
cycle +$10
[-$5,201…-$3,901]
88%
surv 87%
budget: banked $3,040 debit $3,030 (100% used ≈ 1.3 wk of income) → whole cycle still +$10 cash · rolled 19 ct earn ≈ $2,304/mo while parked; 1 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$10,133/mo
vs 50% target ($4,950/mo)+105%
vs normal income ($9,900/mo)102% covered
Net income (after hedge)$8,668/mo
Downside budget
⚠ $76 is $20 below CC-SS $95.51: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,023
… as % of IC ($56,800)59.9%
… as % of ML ($100,800)33.8%
Recovery months (at normal income)3.4 mo
Surgical close (19 ct)$-36,908
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.60 collected) or spot ≥ $77.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $89.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $75.24Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$75-77.72
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
≥ $77.72
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$76.00 (≤1σ, normal week)$3,040$-32,726+$5,874+$2,850
+2.5%$77.90 (≤1σ, normal week)$-570$-32,851+$5,749-$760
+5%$79.80 (≤1σ, normal week)$-4,180$-32,976+$5,624-$4,370
SS (= V-bounce)$93.40 (3.4σ)$-30,020$-33,914+$4,686-$29,450
V-BOUNCE STRESS (stock → CC-SS $95.51, where you are whole again, by expiry)
Starting unrealized P&L: $-38,600
+ Fortress recovery (un-capped): +$38,600
− CC assignment net of premium (19 × $76): -$34,023
− Conservative CC assignment net of premium (1 × $93): -$241
Total Position P&L @ SS: $-34,264 (+$4,336 vs today)
Do-nothing baseline at SS: $-4,814 (this trade vs do-nothing: $-29,450, the opportunity cost of earning $10,133/mo FIGHT income now)
BB-reversion stress (→ $93.00 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,260, position total $-33,848 (+$4,752 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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 23 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: 0.917 (IBKR)  |  Recovery@SS: +$38,600 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,814

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$792d10 Jul 2026$0.2017/20$5,100$3,67295%96%+$4,563-$27,72248.8%$-28,444 (vs do-nothing $-23,630)
$782d10 Jul 2026$0.3510/20$5,250$3,95491%93%+$4,349-$17,15730.2%$-19,564 (vs do-nothing $-14,750)
$772d10 Jul 2026$0.507/20$5,250$4,01083%88%+$3,670-$12,60522.2%$-15,734 (vs do-nothing $-10,920)
$799d17 Jul 2026$0.7520/20$5,000$3,51678%82%+$1,108-$31,51455.5%$-31,514 (vs do-nothing $-26,700)
$789d17 Jul 2026$0.9516/20$5,067$3,65873%79%+$899-$26,49146.6%$-27,454 (vs do-nothing $-22,640)
$762d10 Jul 2026$0.755/20$5,625$4,42272%82%+$3,132-$9,37816.5%$-12,989 (vs do-nothing $-8,175)
$7816d24 Jul 2026$1.5018/20$5,062$3,61670%77%+$1,101-$28,81250.7%$-29,294 (vs do-nothing $-24,480)
$779d17 Jul 2026$1.2512/20$5,000$3,66668%76%+$860-$20,70836.5%$-22,634 (vs do-nothing $-17,820)
$7716d24 Jul 2026$1.8015/20$5,062$3,67265%75%+$917-$25,06044.1%$-26,264 (vs do-nothing $-21,450)
$76.5016d24 Jul 2026$2.0014/20$5,250$3,87963%74%+$930-$23,81041.9%$-25,254 (vs do-nothing $-20,440)
$769d17 Jul 2026$1.6010/20$5,333$4,03762%72%+$818-$17,90731.5%$-20,314 (vs do-nothing $-15,500)
$7616d24 Jul 2026$2.2013/20$5,362$4,01060%72%+$895-$22,49939.6%$-24,184 (vs do-nothing $-19,370)
$752d10 Jul 2026$1.104/20$6,600$5,41659%76%+$2,697-$7,76313.7%$-11,614 (vs do-nothing $-6,800)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$759d17 Jul 2026$2.008/20$5,333$4,07455%69%+$670-$14,80626.1%$-17,694 (vs do-nothing $-12,880)
$7516d24 Jul 2026$2.6510/20$4,969$3,67255%70%+$742-$17,85731.4%$-20,264 (vs do-nothing $-15,450)
$7416d24 Jul 2026$3.109/20$5,231$3,95450%67%+$604-$16,56629.2%$-19,214 (vs do-nothing $-14,400)
$749d17 Jul 2026$2.506/20$5,000$3,77948%67%+$553-$11,40420.1%$-14,774 (vs do-nothing $-9,960)
$73.5016d24 Jul 2026$3.209/20$5,400$4,12247%67%+$319-$16,92629.8%$-19,574 (vs do-nothing $-14,760)
$7316d24 Jul 2026$3.708/20$5,550$4,29144%65%+$606-$15,04626.5%$-17,934 (vs do-nothing $-13,120)
$742d10 Jul 2026$1.603/20$7,200$6,03544%70%+$2,081-$5,97210.5%$-10,064 (vs do-nothing $-5,250)
$739d17 Jul 2026$3.005/20$5,000$3,79742%64%+$363-$9,75317.2%$-13,364 (vs do-nothing $-8,550)
$73.502d10 Jul 2026$1.902/20$5,700$4,55436%67%+$1,358-$4,0217.1%$-8,354 (vs do-nothing $-3,540)
$732d10 Jul 2026$2.202/20$6,600$5,45429%65%+$1,206-$4,0617.2%$-8,394 (vs do-nothing $-3,580)

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 03:37