FORTRESS FIGHT: COPX @ $73.06

BE SS: $93.40  |  CC-SS: $95.26  |  20 contracts (2,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

COPX @ $73.06   UNDERWATER $20.34 (21.8% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.26  |  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$10,940/mo95% ann ROI on ML
Hedge rolling cost$1,604/mo
Unrealized P&L$-40,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,470/mo
HEDGE COVER
$1,604/mo
NORMAL INCOME
$10,940/mo (ATM CC, chain)
IC VELOCITY
5.2 mo to earn back $56,800
ML VELOCITY
9.2 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.26 (probe: $89C 15d) brings only $200/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 19 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 19 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $93.09 (+27%) · daily UBB $90.12 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 20 contracts at $77 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($5,470/mo); it brings $5,625/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 18 × $74/8d for $11,475/mo, but breach risk rises to 42% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 18 × $81/8d (91% survival, $1,688/mo).
Downside anchor: the primary mortgages $35,025 (62% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 3.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-40,300 and cuts bleed by $1,604/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: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 20 × $77, 77% survival, $5,625/mo (E[net] $530/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d20 × $7777%$5,625$530

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $530/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $77 (primary), 77% survival, breach 23%, $5,625/mo.
Stay at the pick. Stepping safer (the $78 rung (33% normal) lifts survival to 82% (breach 23% → 18%) for $1,912/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $73.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $8117 Jul8d10.9%91%18%$450$1,688-$3,938$25,223
Sell 18 × $81 10.9% OTM over spot $73.06 17 Jul 2026 (8d, $0.30 mid)
= $450 credit for the 8d cycle → $1,688/mo projected
Survival (stays ≤ $81)
91%
Breach risk
9%
POP (stays ≤ $81.30)
92%
EV / mo
+$780
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [1.9-5.9] median  ·  46% of paths whole by 9 mo (vs 40% without)  ·  ~2.5 challenges expected  ·  median CC cash $-2,407
🛡 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)
-$3,486
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$83 @ 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.09/sh now → $2.19 mid-life (likely $1.69–$2.96)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 305 simulated challenges: the $81 strike is typically first touched on day 6 of 8, at $82 (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)~$8124 Jul 202611d left+$0.74/sh+$1,336
cycle +$1,786
[+$1,158…+$2,289] · 98% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$8224 Jul 202611d left+$0.22/sh+$391
cycle +$841
[+$78…+$1,220] · 78% credit
69%
surv 57%
Max even-money escape in the band~$8224 Jul 202611d left+$0.22/sh+$391
cycle +$841
[+$78…+$1,220] · 78% credit
69%
surv 57%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8324 Jul 202611d left-$0.08/sh-$145
cycle +$305
[-$529…+$562] · 48% credit
72%
surv 62%
budget: banked $450 debit $145 (32% used ≈ 0.4 wk of income) → whole cycle still +$305 cash · rolled 18 ct earn ≈ $10,339/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$1,688/mo
vs 50% target ($5,470/mo)-69%
vs normal income ($10,940/mo)15% covered
Net income (after hedge)$103/mo
Downside budget
⚠ $81 is $14 below CC-SS $95.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,223
… as % of IC ($56,800)44.4%
… as % of ML ($100,800)25.0%
Recovery months (at normal income)2.3 mo
Surgical close (18 ct)$-36,090
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 ≥ $81.30 (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 $90.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $80.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-81.30
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
≥ $81.30
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 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$81.00 (1.5σ)$450$-25,241+$14,759+$360
+2.5%$83.02 (1.9σ)$-3,195$-25,237+$14,763-$3,285
+5%$85.05 (2.3σ)$-6,840$-25,233+$14,767-$6,930
SS (= V-bounce)$93.40 (4.0σ)$-21,870$-26,096+$13,904-$14,040
V-BOUNCE STRESS (stock → CC-SS $95.26, where you are whole again, by expiry)
Starting unrealized P&L: $-40,000
+ Fortress recovery (un-capped): +$40,000
− CC assignment net of premium (18 × $81): -$25,223
− Conservative CC assignment net of premium (2 × $89): -$1,243
Total Position P&L @ SS: $-26,465 (+$13,535 vs today)
Do-nothing baseline at SS: $-12,425 (this trade vs do-nothing: $-14,040, the opportunity cost of earning $1,688/mo FIGHT income now)
BB-reversion stress (→ $93.09 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,312, position total $-26,035 (+$13,965 vs today)
33% normal18 × $7817 Jul8d6.8%82%37%$990$3,712-$1,912$30,083
Sell 18 × $78 6.8% OTM over spot $73.06 17 Jul 2026 (8d, $0.68 mid)
= $990 credit for the 8d cycle → $3,712/mo projected
Survival (stays ≤ $78)
82%
Breach risk
18%
POP (stays ≤ $78.67)
85%
EV / mo
+$1,143
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.7-4.7] median  ·  48% of paths whole by 9 mo (vs 40% without)  ·  ~6.5 challenges expected  ·  median CC cash $2,773
🛡 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)
27%
Flat exit net (mid-life)
-$2,658
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$81 @ 75% POP
68% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.87/sh now → $2.03 mid-life (likely $1.97–$3.09)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 801 simulated challenges: the $78 strike is typically first touched on day 5 of 8, at $79 (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)~$7824 Jul 202611d left+$0.68/sh+$1,231
cycle +$2,221
[+$785…+$1,658] · 98% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$7824 Jul 202611d left+$0.47/sh+$840
cycle +$1,830
[+$332…+$1,208] · 91% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$7924 Jul 202611d left+$0.17/sh+$303
cycle +$1,293
[-$289…+$596] · 54% credit
69%
surv 57%
Max even-money escape in the band~$7924 Jul 202611d left+$0.17/sh+$303
cycle +$1,293
[-$289…+$596] · 54% credit
69%
surv 57%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8124 Jul 202611d left-$0.48/sh-$867
cycle +$123
[-$1,641…-$686] · 10% credit
75%
surv 68%
budget: banked $990 debit $867 (88% used ≈ 1.0 wk of income) → whole cycle still +$123 cash · rolled 18 ct earn ≈ $7,584/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$3,712/mo
vs 50% target ($5,470/mo)-32%
vs normal income ($10,940/mo)34% covered
Net income (after hedge)$2,128/mo
Downside budget
⚠ $78 is $17 below CC-SS $95.26: 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 ($100,800)29.8%
Recovery months (at normal income)2.7 mo
Surgical close (18 ct)$-36,225
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $78.67 (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 $90.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.67
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
≥ $78.67
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 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$990$-30,107+$9,893+$900
+2.5%$79.95 (1.3σ)$-2,520$-30,103+$9,897-$2,610
+5%$81.90 (1.7σ)$-6,030$-30,099+$9,901-$6,120
SS (= V-bounce)$93.40 (4.0σ)$-26,730$-30,956+$9,044-$18,900
V-BOUNCE STRESS (stock → CC-SS $95.26, where you are whole again, by expiry)
Starting unrealized P&L: $-40,000
+ Fortress recovery (un-capped): +$40,000
− CC assignment net of premium (18 × $78): -$30,083
− Conservative CC assignment net of premium (2 × $89): -$1,243
Total Position P&L @ SS: $-31,325 (+$8,675 vs today)
Do-nothing baseline at SS: $-12,425 (this trade vs do-nothing: $-18,900, the opportunity cost of earning $3,712/mo FIGHT income now)
BB-reversion stress (→ $93.09 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,172, position total $-30,895 (+$9,105 vs today)
🎯 50% normal20 × $7717 Jul8d5.4%77%34%$1,500$5,625$35,025
Sell 20 × $77 5.4% OTM over spot $73.06 17 Jul 2026 (8d, $0.90 mid)
= $1,500 credit for the 8d cycle → $5,625/mo projected
Survival (stays ≤ $77)
77%
Breach risk
23%
POP (stays ≤ $77.90)
82%
EV / mo
+$1,605
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [2.0-5.3] median  ·  46% of paths whole by 9 mo (vs 34% without)  ·  ~8.9 challenges expected  ·  median CC cash $7,330
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
34%
Flat exit net (mid-life)
-$2,449
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$81 @ 79% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.79/sh now → $1.97 mid-life (likely $2.08–$3.22)≈ $0 at expiry  |  you banked $0.75/sh, so a flat mid-life exit nets -$1.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,032 simulated challenges: the $77 strike is typically first touched on day 4 of 8, at $78 (overshoots $1.15). 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 202611d left+$0.67/sh+$1,330
cycle +$2,830
[+$722…+$1,557] · 98% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$7724 Jul 202611d left+$0.45/sh+$896
cycle +$2,396
[+$221…+$1,094] · 87% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$7824 Jul 202611d left+$0.15/sh+$306
cycle +$1,806
[-$483…+$431] · 44% credit
69%
surv 57%
Max even-money escape in the band~$7824 Jul 202611d left+$0.15/sh+$306
cycle +$1,806
[-$483…+$431] · 44% credit
69%
surv 57%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8124 Jul 202611d left-$0.74/sh-$1,486
cycle +$14
[-$2,630…-$1,541] · 1% credit
79%
surv 73%
budget: banked $1,500 debit $1,486 (99% used ≈ 1.1 wk of income) → whole cycle still +$14 cash · rolled 20 ct earn ≈ $6,718/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$5,625/mo
vs 50% target ($5,470/mo)+3%
vs normal income ($10,940/mo)51% covered
Net income (after hedge)$4,021/mo
Downside budget
⚠ $77 is $18 below CC-SS $95.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,025
… as % of IC ($56,800)61.7%
… as % of ML ($100,800)34.7%
Recovery months (at normal income)3.2 mo
Surgical close (20 ct)$-40,300
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 ≥ $77.90 (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 $90.12 (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
$76-77.90
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
≥ $77.90
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 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$1,500$-31,409+$8,591+$1,400
+2.5%$78.92 (1.1σ)$-2,350$-31,790+$8,210-$2,450
+5%$80.85 (1.5σ)$-6,200$-32,171+$7,829-$6,300
SS (= V-bounce)$93.40 (4.0σ)$-31,300$-34,656+$5,344-$22,600
V-BOUNCE STRESS (stock → CC-SS $95.26, where you are whole again, by expiry)
Starting unrealized P&L: $-40,000
+ Fortress recovery (un-capped): +$40,000
− CC assignment net of premium (20 × $77): -$35,025
Total Position P&L @ SS: $-35,025 (+$4,975 vs today)
Do-nothing baseline at SS: $-12,425 (this trade vs do-nothing: $-22,600, the opportunity cost of earning $5,625/mo FIGHT income now)
BB-reversion stress (→ $93.09 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$30,680, position total $-34,595 (+$5,405 vs today)
100% normal18 × $7417 Jul8d1.3%58%86%$3,060$11,475+$5,850$35,213
Sell 18 × $74 1.3% OTM over spot $73.06 17 Jul 2026 (8d, $1.85 mid)
= $3,060 credit for the 8d cycle → $11,475/mo projected
Survival (stays ≤ $74)
58%
Breach risk
42%
POP (stays ≤ $75.85)
71%
EV / mo
+$2,091
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.2] median, 0.1 mo faster than no FIGHT (3.0 mo)  ·  52% of paths whole by 9 mo (vs 38% without)  ·  ~23.4 challenges expected  ·  median CC cash $13,249
🛡 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)
70%
Flat exit net (mid-life)
-$221
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$83 @ 92% POP
92% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.58/sh now → $1.82 mid-life (likely $2.45–$3.47)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,096 simulated challenges: the $74 strike is typically first touched on day 2 of 8, at $75 (overshoots $1.23). 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)~$7424 Jul 202611d left+$0.61/sh+$1,098
cycle +$4,158
[+$343…+$734] · 93% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$7424 Jul 202611d left+$0.39/sh+$710
cycle +$3,770
[-$122…+$318] · 63% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$7524 Jul 202611d left+$0.11/sh+$193
cycle +$3,253
[-$790…-$260] · 13% credit
69%
surv 58%
Max even-money escape in the band~$7524 Jul 202611d left+$0.11/sh+$193
cycle +$3,253
[-$790…-$260] · 13% 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)~$8324 Jul 202611d left-$1.54/sh-$2,778
cycle +$282
[-$4,998…-$3,645]
92%
surv 92%
budget: banked $3,060 debit $2,778 (91% used ≈ 1.1 wk of income) → whole cycle still +$282 cash · rolled 18 ct earn ≈ $1,372/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$11,475/mo
vs 50% target ($5,470/mo)+110%
vs normal income ($10,940/mo)105% covered
Net income (after hedge)$9,891/mo
Downside budget
⚠ $74 is $21 below CC-SS $95.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,213
… as % of IC ($56,800)62.0%
… as % of ML ($100,800)34.9%
Recovery months (at normal income)3.2 mo
Surgical close (18 ct)$-36,270
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $75.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $90.12 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-75.85
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
≥ $75.85
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 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (≤1σ, normal week)$3,060$-35,245+$4,755+$2,970
+2.5%$75.85 (≤1σ, normal week)$-270$-35,241+$4,759-$360
+5%$77.70 (≤1σ, normal week)$-3,600$-35,238+$4,762-$3,690
SS (= V-bounce)$93.40 (4.0σ)$-31,860$-36,086+$3,914-$24,030
V-BOUNCE STRESS (stock → CC-SS $95.26, where you are whole again, by expiry)
Starting unrealized P&L: $-40,000
+ Fortress recovery (un-capped): +$40,000
− CC assignment net of premium (18 × $74): -$35,213
− Conservative CC assignment net of premium (2 × $89): -$1,243
Total Position P&L @ SS: $-36,455 (+$3,545 vs today)
Do-nothing baseline at SS: $-12,425 (this trade vs do-nothing: $-24,030, the opportunity cost of earning $11,475/mo FIGHT income now)
BB-reversion stress (→ $93.09 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$31,302, position total $-36,025 (+$3,975 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 (13 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 13 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: 0.901 (IBKR)  |  Recovery@SS: +$40,000 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,425

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$778d17 Jul 2026$0.7520/20$5,625$4,02177%82%+$1,605-$35,02561.7%$-35,025 (vs do-nothing $-22,600)
$768d17 Jul 2026$1.0015/20$5,625$4,07172%78%+$1,421-$27,39448.2%$-30,500 (vs do-nothing $-18,075)
$76.5015d24 Jul 2026$1.4020/20$5,600$3,99670%77%+$1,294-$34,72561.1%$-34,725 (vs do-nothing $-22,300)
$7615d24 Jul 2026$1.6018/20$5,760$4,17668%76%+$1,370-$31,79356.0%$-33,035 (vs do-nothing $-20,610)
$758d17 Jul 2026$1.3012/20$5,850$4,32665%74%+$1,223-$22,75540.1%$-27,725 (vs do-nothing $-15,300)
$7515d24 Jul 2026$1.9515/20$5,850$4,29663%73%+$1,199-$27,46948.4%$-30,575 (vs do-nothing $-18,150)
$748d17 Jul 2026$1.709/20$5,738$4,24358%71%+$1,046-$17,60631.0%$-24,440 (vs do-nothing $-12,015)
$7415d24 Jul 2026$2.2513/20$5,850$4,31657%70%+$792-$24,71643.5%$-29,065 (vs do-nothing $-16,640)
$73.5015d24 Jul 2026$2.5511/20$5,610$4,09654%69%+$839-$21,13437.2%$-26,725 (vs do-nothing $-14,300)
$7315d24 Jul 2026$2.8010/20$5,600$4,09652%68%+$782-$19,46334.3%$-25,675 (vs do-nothing $-13,250)
$738d17 Jul 2026$2.157/20$5,644$4,16951%68%+$809-$14,07924.8%$-22,155 (vs do-nothing $-9,730)
$7215d24 Jul 2026$3.309/20$5,940$4,44646%65%+$645-$17,96631.6%$-24,800 (vs do-nothing $-12,375)
$728d17 Jul 2026$2.706/20$6,075$4,61144%64%+$707-$12,33821.7%$-21,035 (vs do-nothing $-8,610)

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  |  2026-07-09 03:37