FORTRESS FIGHT: COPX @ $75.60

BE SS: $93.40  |  CC-SS: $94.99  |  20 contracts (2,000 sh)  |  2026-07-10 01:46 |  ⌂ PORTFOLIO

COPX @ $75.60   UNDERWATER $17.80 (19.1% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.99  |  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$10,714/mo95% ann ROI on ML
Hedge rolling cost$1,500/mo
Unrealized P&L$-35,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,357/mo
HEDGE COVER
$1,500/mo
NORMAL INCOME
$10,714/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 $94.99 (probe: $92C 14d) brings only $214/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 28 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 31 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.99 (+23%) · daily UBB $90.05 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 16 contracts at $79 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($5,357/mo); it brings $5,486/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 19 × $77/7d for $10,993/mo, but breach risk rises to 38% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 12 × $82/7d (89% survival, $1,543/mo).
Downside anchor: the primary mortgages $24,304 (43% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 16 contracts realizes $-28,600 and cuts bleed by $1,200/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 (7d) · sell 16 × $79, 76% survival, $5,486/mo (E[net] $501/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 · 7d16 × $7976%$5,486$501

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $501/mo 🏆 GRAND PICK

🎯 Engine pick: sell 16 × $79 (primary), 76% survival, breach 24%, $5,486/mo.
⚖️ Worth a safer step: the $80 rung (33% normal) lifts survival to 81% (breach 24% → 19%) for $1,886/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $80 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $75.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge12 × $8217 Jul7d8.5%89%22%$360$1,543-$3,943$15,228
Sell 12 × $82 8.5% OTM over spot $75.60 17 Jul 2026 (7d, $0.38 mid)
= $360 credit for the 7d cycle → $1,543/mo projected
Survival (stays ≤ $82)
89%
Breach risk
11%
POP (stays ≤ $82.38)
91%
EV / mo
+$751
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-5.3] median  ·  48% of paths whole by 9 mo (vs 44% without)  ·  ~4.1 challenges expected  ·  median CC cash $-2,784
🛡 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)
15%
Flat exit net (mid-life)
-$2,020
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 12 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.80/sh now → $1.98 mid-life (likely $1.62–$2.87)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$1.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 451 simulated challenges: the $82 strike is typically first touched on day 5 of 7, at $83 (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 (12 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8224 Jul 202610d left+$0.78/sh+$938
cycle +$1,298
[+$749…+$1,416] · 99% credit
67%
surv 52%
Max even-money escape in the band~$8531 Jul 202618d left+$0.20/sh+$243
cycle +$603
[-$164…+$648] · 64% credit
74%
surv 66%
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)~$8324 Jul 202610d left+$0.13/sh+$154
cycle +$514
[-$163…+$516] · 62% credit
70%
surv 60%
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$0.05/sh-$65
cycle +$295
[-$528…+$326] · 44% credit
76%
surv 70%
budget: banked $360 debit $65 (18% used ≈ 0.2 wk of income) → whole cycle still +$295 cash · rolled 12 ct earn ≈ $3,858/mo while parked; 8 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$1,543/mo
vs 50% target ($5,357/mo)-71%
vs normal income ($10,714/mo)14% covered
Net income (after hedge)$100/mo
Downside budget
⚠ $82 is $13 below CC-SS $94.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,228
… as % of IC ($56,800)26.8%
… as % of ML ($100,800)15.1%
Recovery months (at normal income)1.4 mo
Surgical close (12 ct)$-21,450
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 ≥ $82.38 (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 $90.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-82.38
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
≥ $82.38
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$82.00 (1.3σ)$360$-23,450+$12,150+$300
+2.5%$84.05 (1.7σ)$-2,100$-22,146+$13,454-$2,160
+5%$86.10 (2.1σ)$-4,560$-20,842+$14,758-$4,620
SS (= V-bounce)$93.40 (3.6σ)$-13,320$-16,199+$19,401-$13,380
V-BOUNCE STRESS (stock → CC-SS $94.99, where you are whole again, by expiry)
Starting unrealized P&L: $-35,600
+ Fortress recovery (un-capped): +$35,600
− CC assignment net of premium (12 × $82): -$15,228
− Conservative CC assignment net of premium (8 × $93.50): -$1,152
Total Position P&L @ SS: $-16,380 (+$19,220 vs today)
Do-nothing baseline at SS: $-2,880 (this trade vs do-nothing: $-13,500, the opportunity cost of earning $1,543/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,828, position total $-16,460 (+$19,140 vs today)
33% normal ← lean14 × $8017 Jul7d5.8%81%38%$840$3,600-$1,886$20,146
Sell 14 × $80 5.8% OTM over spot $75.60 17 Jul 2026 (7d, $0.65 mid)
= $840 credit for the 7d cycle → $3,600/mo projected
Survival (stays ≤ $80)
81%
Breach risk
19%
POP (stays ≤ $80.65)
85%
EV / mo
+$1,488
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.8] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  53% of paths whole by 9 mo (vs 44% without)  ·  ~7.8 challenges expected  ·  median CC cash $2,309
🛡 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)
28%
Flat exit net (mid-life)
-$1,799
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.67/sh now → $1.89 mid-life (likely $1.89–$3.01)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$1.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 836 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (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 (14 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$8024 Jul 202610d left+$0.74/sh+$1,039
cycle +$1,879
[+$646…+$1,341] · 98% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8231 Jul 202618d left+$0.59/sh+$829
cycle +$1,669
[+$233…+$1,119] · 87% credit
70%
surv 60%
Max even-money escape in the band~$8331 Jul 202618d left+$0.14/sh+$193
cycle +$1,033
[-$478…+$404] · 43% credit
74%
surv 67%
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)~$8124 Jul 202610d left+$0.09/sh+$131
cycle +$971
[-$399…+$315] · 42% credit
71%
surv 60%
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$0.58/sh-$808
cycle +$32
[-$1,696…-$700] · 8% credit
79%
surv 75%
budget: banked $840 debit $808 (96% used ≈ 1.0 wk of income) → whole cycle still +$32 cash · rolled 14 ct earn ≈ $3,052/mo while parked; 6 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$3,600/mo
vs 50% target ($5,357/mo)-33%
vs normal income ($10,714/mo)34% covered
Net income (after hedge)$2,143/mo
Downside budget
⚠ $80 is $15 below CC-SS $94.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,146
… as % of IC ($56,800)35.5%
… as % of ML ($100,800)20.0%
Recovery months (at normal income)1.9 mo
Surgical close (14 ct)$-24,990
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $80.65 (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 $90.05 (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
$79-80.65
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$840$-26,652+$8,948+$770
+2.5%$82.00 (1.3σ)$-1,960$-25,780+$9,820-$2,030
+5%$84.00 (1.7σ)$-4,760$-24,908+$10,692-$4,830
SS (= V-bounce)$93.40 (3.6σ)$-17,920$-20,809+$14,791-$17,990
V-BOUNCE STRESS (stock → CC-SS $94.99, where you are whole again, by expiry)
Starting unrealized P&L: $-35,600
+ Fortress recovery (un-capped): +$35,600
− CC assignment net of premium (14 × $80): -$20,146
− Conservative CC assignment net of premium (6 × $93.50): -$864
Total Position P&L @ SS: $-21,010 (+$14,590 vs today)
Do-nothing baseline at SS: $-2,880 (this trade vs do-nothing: $-18,130, the opportunity cost of earning $3,600/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,346, position total $-20,988 (+$14,612 vs today)
🎯 50% normal16 × $7917 Jul7d4.5%76%40%$1,280$5,486$24,304
Sell 16 × $79 4.5% OTM over spot $75.60 17 Jul 2026 (7d, $0.88 mid)
= $1,280 credit for the 7d cycle → $5,486/mo projected
Survival (stays ≤ $79)
76%
Breach risk
24%
POP (stays ≤ $79.88)
81%
EV / mo
+$1,887
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.7-4.9] median, 0.2 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  57% of paths whole by 9 mo (vs 45% without)  ·  ~9.8 challenges expected  ·  median CC cash $6,034
🛡 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)
40%
Flat exit net (mid-life)
-$1,660
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$85 @ 81% POP
77% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.60/sh now → $1.84 mid-life (likely $2.03–$3.05)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$1.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,187 simulated challenges: the $79 strike is typically first touched on day 4 of 7, at $80 (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 (16 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$7924 Jul 202610d left+$0.72/sh+$1,157
cycle +$2,437
[+$653…+$1,261] · 98% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$8131 Jul 202618d left+$0.56/sh+$894
cycle +$2,174
[+$137…+$935] · 82% credit
70%
surv 61%
Max even-money escape in the band~$8231 Jul 202618d left+$0.11/sh+$171
cycle +$1,451
[-$699…+$152] · 31% credit
74%
surv 67%
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)~$8024 Jul 202610d left+$0.08/sh+$123
cycle +$1,403
[-$560…+$126] · 31% credit
71%
surv 60%
Safety roll (pay small debit, max POP)~$8531 Jul 202618d left-$0.75/sh-$1,193
cycle +$87
[-$2,396…-$1,349] · 2% credit
81%
surv 77%
budget: banked $1,280 debit $1,193 (93% used ≈ 0.9 wk of income) → whole cycle still +$87 cash · rolled 16 ct earn ≈ $2,912/mo while parked; 4 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$5,486/mo
vs 50% target ($5,357/mo)+2%
vs normal income ($10,714/mo)51% covered
Net income (after hedge)$4,014/mo
Downside budget
⚠ $79 is $16 below CC-SS $94.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,304
… as % of IC ($56,800)42.8%
… as % of ML ($100,800)24.1%
Recovery months (at normal income)2.3 mo
Surgical close (16 ct)$-28,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $79.88 (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 $90.05 (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
$78-79.88
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
≥ $79.88
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)$1,280$-28,058+$7,542+$1,200
+2.5%$80.97 (1.1σ)$-1,880$-27,591+$8,009-$1,960
+5%$82.95 (1.5σ)$-5,040$-27,125+$8,475-$5,120
SS (= V-bounce)$93.40 (3.6σ)$-21,760$-24,659+$10,941-$21,840
V-BOUNCE STRESS (stock → CC-SS $94.99, where you are whole again, by expiry)
Starting unrealized P&L: $-35,600
+ Fortress recovery (un-capped): +$35,600
− CC assignment net of premium (16 × $79): -$24,304
− Conservative CC assignment net of premium (4 × $93.50): -$576
Total Position P&L @ SS: $-24,880 (+$10,720 vs today)
Do-nothing baseline at SS: $-2,880 (this trade vs do-nothing: $-22,000, the opportunity cost of earning $5,486/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,104, position total $-24,756 (+$10,844 vs today)
100% normal19 × $7717 Jul7d1.9%62%77%$2,565$10,993+$5,507$31,616
Sell 19 × $77 1.9% OTM over spot $75.60 17 Jul 2026 (7d, $1.50 mid)
= $2,565 credit for the 7d cycle → $10,993/mo projected
Survival (stays ≤ $77)
62%
Breach risk
38%
POP (stays ≤ $78.50)
73%
EV / mo
+$2,120
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.6-5.0] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  62% of paths whole by 9 mo (vs 45% without)  ·  ~19.3 challenges expected  ·  median CC cash $12,820
🛡 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)
60%
Flat exit net (mid-life)
-$748
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$88 @ 90% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.47/sh now → $1.74 mid-life (likely $2.28–$3.25)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,789 simulated challenges: the $77 strike is typically first touched on day 3 of 7, at $78 (overshoots $1.20). 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)~$7724 Jul 202610d left+$0.69/sh+$1,302
cycle +$3,867
[+$520…+$1,083] · 94% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$7931 Jul 202618d left+$0.49/sh+$938
cycle +$3,503
[-$242…+$526] · 62% credit
71%
surv 61%
Up-and-out for even (raise the cap, free)~$7824 Jul 202610d left+$0.04/sh+$84
cycle +$2,649
[-$965…-$277] · 16% credit
71%
surv 61%
Max even-money escape in the band~$8031 Jul 202618d left+$0.05/sh+$88
cycle +$2,653
[-$1,250…-$366] · 15% credit
75%
surv 68%
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8831 Jul 202618d left-$1.33/sh-$2,529
cycle +$36
[-$4,805…-$3,346]
90%
surv 90%
budget: banked $2,565 debit $2,529 (99% used ≈ 1.0 wk of income) → whole cycle still +$36 cash · rolled 19 ct earn ≈ $1,307/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$10,993/mo
vs 50% target ($5,357/mo)+105%
vs normal income ($10,714/mo)103% covered
Net income (after hedge)$9,500/mo
Downside budget
⚠ $77 is $18 below CC-SS $94.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,616
… as % of IC ($56,800)55.7%
… as % of ML ($100,800)31.4%
Recovery months (at normal income)3.0 mo
Surgical close (19 ct)$-34,105
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.35 collected) or spot ≥ $78.50 (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 $90.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.50
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
≥ $78.50
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)$2,565$-30,460+$5,140+$2,470
+2.5%$78.92 (≤1σ, normal week)$-1,092$-30,583+$5,017-$1,187
+5%$80.85 (1.1σ)$-4,750$-30,706+$4,894-$4,845
SS (= V-bounce)$93.40 (3.6σ)$-28,595$-31,509+$4,091-$28,690
V-BOUNCE STRESS (stock → CC-SS $94.99, where you are whole again, by expiry)
Starting unrealized P&L: $-35,600
+ Fortress recovery (un-capped): +$35,600
− CC assignment net of premium (19 × $77): -$31,616
− Conservative CC assignment net of premium (1 × $93.50): -$144
Total Position P&L @ SS: $-31,760 (+$3,840 vs today)
Do-nothing baseline at SS: $-2,880 (this trade vs do-nothing: $-28,880, the opportunity cost of earning $10,993/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,816, position total $-31,483 (+$4,117 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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 0.918 (IBKR)  |  Recovery@SS: +$35,600 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,880

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$797d17 Jul 2026$0.8016/20$5,486$4,01476%81%+$1,887-$24,30442.8%$-24,880 (vs do-nothing $-22,000)
$7914d24 Jul 2026$1.3519/20$5,496$4,00470%77%+$1,074-$27,81649.0%$-27,960 (vs do-nothing $-25,080)
$787d17 Jul 2026$1.0013/20$5,571$4,12170%77%+$1,307-$20,78736.6%$-21,795 (vs do-nothing $-18,915)
$7921d31 Jul 2026$1.9520/20$5,571$4,07167%75%+$1,022-$28,08049.4%$-28,080 (vs do-nothing $-25,200)
$78.5021d31 Jul 2026$2.0519/20$5,564$4,07165%74%+$823-$27,43648.3%$-27,580 (vs do-nothing $-24,700)
$7814d24 Jul 2026$1.7015/20$5,464$4,00065%74%+$1,015-$22,93540.4%$-23,655 (vs do-nothing $-20,775)
$7821d31 Jul 2026$2.1018/20$5,400$3,91463%72%+$480-$26,80247.2%$-27,090 (vs do-nothing $-24,210)
$777d17 Jul 2026$1.3510/20$5,786$4,35762%73%+$1,116-$16,64029.3%$-18,080 (vs do-nothing $-15,200)
$77.5021d31 Jul 2026$2.4016/20$5,486$4,01461%72%+$702-$24,14442.5%$-24,720 (vs do-nothing $-21,840)
$7714d24 Jul 2026$2.0513/20$5,711$4,26160%71%+$853-$20,72236.5%$-21,730 (vs do-nothing $-18,850)
$7721d31 Jul 2026$2.5515/20$5,464$4,00059%70%+$565-$23,16040.8%$-23,880 (vs do-nothing $-21,000)
$76.5014d24 Jul 2026$2.1512/20$5,529$4,08657%70%+$519-$19,60834.5%$-20,760 (vs do-nothing $-17,880)
$76.5021d31 Jul 2026$2.9013/20$5,386$3,93656%70%+$756-$20,26735.7%$-21,275 (vs do-nothing $-18,395)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$767d17 Jul 2026$1.758/20$6,000$4,58654%69%+$839-$13,79224.3%$-15,520 (vs do-nothing $-12,640)
$7614d24 Jul 2026$2.5010/20$5,357$3,92954%69%+$708-$16,49029.0%$-17,930 (vs do-nothing $-15,050)
$7621d31 Jul 2026$3.0013/20$5,571$4,12154%68%+$531-$20,78736.6%$-21,795 (vs do-nothing $-18,915)
$75.5021d31 Jul 2026$3.1013/20$5,757$4,30752%67%+$279-$21,30737.5%$-22,315 (vs do-nothing $-19,435)
$7521d31 Jul 2026$3.6011/20$5,657$4,22149%67%+$628-$18,02931.7%$-19,325 (vs do-nothing $-16,445)
$7514d24 Jul 2026$3.009/20$5,786$4,36448%66%+$646-$15,29126.9%$-16,875 (vs do-nothing $-13,995)
$74.5021d31 Jul 2026$3.6011/20$5,657$4,22147%65%+$212-$18,57932.7%$-19,875 (vs do-nothing $-16,995)
$757d17 Jul 2026$2.256/20$5,786$4,38647%65%+$598-$10,64418.7%$-12,660 (vs do-nothing $-9,780)

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  |  2026-07-10 01:46