FORTRESS FIGHT: COPX @ $75.62

BE SS: $93.40  |  CC-SS: $94.87  |  20 contracts (2,000 sh)  |  2026-07-10 02:23 |  ⌂ PORTFOLIO

COPX @ $75.62   UNDERWATER $17.78 (19.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.87  |  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$11,143/mo95% ann ROI on ML
Hedge rolling cost$1,500/mo
Unrealized P&L$-35,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,571/mo
HEDGE COVER
$1,500/mo
NORMAL INCOME
$11,143/mo (ATM CC, chain)
IC VELOCITY
5.1 mo to earn back $56,800
ML VELOCITY
9.0 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $94.87 (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: 20 contracts at $80 / 7d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($5,571/mo); it brings $5,571/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 $11,400/mo, but breach risk rises to 38% (+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 12 × $82/7d (89% survival, $1,543/mo).
Downside anchor: the primary mortgages $28,445 (50% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-35,450 and cuts bleed by $1,500/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 20 × $80, 81% survival, $5,571/mo (E[net] $1,089/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 · 7d20 × $8081%$5,571$1,089

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,089/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $80 (primary), 81% survival, breach 19%, $5,571/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $81 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $1,714/mo less (31% income) buys safety you do not really need here.
COPX  spot $75.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge12 × $8217 Jul7d8.4%89%23%$360$1,543-$4,029$15,087
Sell 12 × $82 8.4% OTM over spot $75.62 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)
90%
EV / mo
+$617
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.2-4.9] median  ·  50% of paths whole by 9 mo (vs 45% without)  ·  ~4.1 challenges expected  ·  median CC cash $-2,733
🛡 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)
-$2,000
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$87 @ 77% POP
71% 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: $2.78/sh now → $1.97 mid-life (likely $1.67–$2.89)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$1.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 456 simulated challenges: the $82 strike is typically first touched on day 5 of 7, at $83 (overshoots $1.17). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8224 Jul 202610d left+$0.89/sh+$1,063
cycle +$1,423
[+$907…+$1,497] · 100% credit
67%
surv 52%
-$22,145 NOT
cap gain +$13,155
Up-and-out for even (raise the cap, free)~$8324 Jul 202610d left+$0.25/sh+$294
cycle +$654
[+$18…+$607] · 76% credit
71%
surv 59%
-$20,392 NOT
cap gain +$14,908
Max even-money escape in the band~$8531 Jul 202618d left+$0.22/sh+$260
cycle +$620
[-$141…+$628] · 64% credit
74%
surv 66%
-$16,758 NOT
cap gain +$18,542
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8731 Jul 202618d left-$0.26/sh-$307
cycle +$53
[-$810…+$54] · 27% credit
77%
surv 71%
-$14,575 NOT
cap gain +$20,725
budget: banked $360 debit $307 (85% used ≈ 0.9 wk of income) → whole cycle still +$53 cash · rolled 12 ct earn ≈ $3,420/mo while parked; 8 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,543/mo
vs 50% target ($5,571/mo)-72%
vs normal income ($11,143/mo)14% covered
Net income (after hedge)$100/mo
Downside budget
⚠ $82 is $13 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,087
… as % of IC ($56,800)26.6%
… as % of ML ($100,800)15.0%
Recovery months (at normal income)1.4 mo
Surgical close (12 ct)$-21,270
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/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)$360$-23,208+$12,092+$300
+2.5%$84.05 (1.7σ)$-2,100$-21,909+$13,391-$2,160
+5%$86.10 (2.1σ)$-4,560$-20,609+$14,691-$4,620
SS (= V-bounce)$93.40 (3.6σ)$-13,320$-15,981+$19,319-$13,380
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-35,300
+ Fortress recovery (un-capped): +$35,300
− CC assignment net of premium (12 × $82): -$15,087
− Conservative CC assignment net of premium (8 × $93.50): -$1,058
Total Position P&L @ SS: $-16,145 (+$19,155 vs today)
Do-nothing baseline at SS: $-2,645 (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 $-16,241 (+$19,059 vs today)
33% normal20 × $8117 Jul7d7.1%85%30%$900$3,857-$1,714$26,845
Sell 20 × $81 7.1% OTM over spot $75.62 17 Jul 2026 (7d, $0.53 mid)
= $900 credit for the 7d cycle → $3,857/mo projected
Survival (stays ≤ $81)
85%
Breach risk
15%
POP (stays ≤ $81.53)
87%
EV / mo
+$1,584
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.5-4.9] median  ·  51% of paths whole by 9 mo (vs 43% without)  ·  ~5.4 challenges expected  ·  median CC cash $4,432
🛡 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)
21%
Flat exit net (mid-life)
-$2,936
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 77% POP
72% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.71/sh now → $1.92 mid-life (likely $1.79–$2.95)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$1.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 640 simulated challenges: the $81 strike is typically first touched on day 4 of 7, at $82 (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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8124 Jul 202610d left+$0.86/sh+$1,726
cycle +$2,626
[+$1,344…+$2,210] · 99% credit
67%
surv 52%
-$22,816 NOT
cap gain +$12,484
Reliable up-and-out (highest cap still free ≥60%)~$8431 Jul 202618d left+$0.34/sh+$673
cycle +$1,573
[-$80…+$1,135] · 71% credit
73%
surv 64%
-$18,596 NOT
cap gain +$16,704
Up-and-out for even (raise the cap, free)~$8224 Jul 202610d left+$0.22/sh+$449
cycle +$1,349
[-$119…+$854] · 69% credit
71%
surv 60%
-$21,572 NOT
cap gain +$13,728
Max even-money escape in the band~$8431 Jul 202618d left+$0.18/sh+$367
cycle +$1,267
[-$444…+$812] · 55% credit
74%
surv 66%
-$17,985 NOT
cap gain +$17,315
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$0.28/sh-$564
cycle +$336
[-$1,559…-$172] · 20% credit
77%
surv 72%
-$16,166 NOT
cap gain +$19,134
budget: banked $900 debit $564 (63% used ≈ 0.6 wk of income) → whole cycle still +$336 cash · rolled 20 ct earn ≈ $5,452/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,857/mo
vs 50% target ($5,571/mo)-31%
vs normal income ($11,143/mo)35% covered
Net income (after hedge)$2,357/mo
Downside budget
⚠ $81 is $14 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,845
… as % of IC ($56,800)47.3%
… as % of ML ($100,800)26.6%
Recovery months (at normal income)2.4 mo
Surgical close (20 ct)$-35,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $81.53 (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 $90.05 (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
$80-81.53
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
≥ $81.53
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 (1.1σ)$900$-24,542+$10,758+$800
+2.5%$83.02 (1.5σ)$-3,150$-24,878+$10,422-$3,250
+5%$85.05 (1.9σ)$-7,200$-25,215+$10,085-$7,300
SS (= V-bounce)$93.40 (3.6σ)$-23,900$-26,601+$8,699-$24,000
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-35,300
+ Fortress recovery (un-capped): +$35,300
− CC assignment net of premium (20 × $81): -$26,845
Total Position P&L @ SS: $-26,845 (+$8,455 vs today)
Do-nothing baseline at SS: $-2,645 (this trade vs do-nothing: $-24,200, the opportunity cost of earning $3,857/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,080, position total $-26,533 (+$8,767 vs today)
🎯 50% normal20 × $8017 Jul7d5.8%81%28%$1,300$5,571$28,445
Sell 20 × $80 5.8% OTM over spot $75.62 17 Jul 2026 (7d, $0.73 mid)
= $1,300 credit for the 7d cycle → $5,571/mo projected
Survival (stays ≤ $80)
81%
Breach risk
19%
POP (stays ≤ $80.72)
84%
EV / mo
+$2,244
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.6-4.9] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 39% without)  ·  ~7.6 challenges expected  ·  median CC cash $9,093
🛡 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)
-$2,440
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 80% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.64/sh now → $1.87 mid-life (likely $1.86–$3.05)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$1.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 839 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (overshoots $1.16). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8024 Jul 202610d left+$0.84/sh+$1,682
cycle +$2,982
[+$1,198…+$2,092] · 99% credit
67%
surv 52%
-$24,294 NOT
cap gain +$11,006
Reliable up-and-out (highest cap still free ≥60%)~$8231 Jul 202618d left+$0.71/sh+$1,417
cycle +$2,717
[+$620…+$1,780] · 94% credit
71%
surv 60%
-$21,121 NOT
cap gain +$14,179
Up-and-out for even (raise the cap, free)~$8124 Jul 202610d left+$0.20/sh+$408
cycle +$1,708
[-$297…+$664] · 56% credit
71%
surv 60%
-$23,046 NOT
cap gain +$12,254
Max even-money escape in the band~$8331 Jul 202618d left+$0.15/sh+$303
cycle +$1,603
[-$699…+$554] · 44% credit
74%
surv 66%
-$19,484 NOT
cap gain +$15,816
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$0.61/sh-$1,228
cycle +$72
[-$2,589…-$1,109] · 6% credit
80%
surv 77%
-$15,512 NOT
cap gain +$19,788
budget: banked $1,300 debit $1,228 (94% used ≈ 1.0 wk of income) → whole cycle still +$72 cash · rolled 20 ct earn ≈ $4,187/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,571/mo
vs 50% target ($5,571/mo)-0%
vs normal income ($11,143/mo)50% covered
Net income (after hedge)$4,071/mo
Downside budget
⚠ $80 is $15 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,445
… as % of IC ($56,800)50.1%
… as % of ML ($100,800)28.2%
Recovery months (at normal income)2.6 mo
Surgical close (20 ct)$-35,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 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 $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
$79-80.72
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)$1,300$-25,976+$9,324+$1,200
+2.5%$82.00 (1.3σ)$-2,700$-26,308+$8,992-$2,800
+5%$84.00 (1.7σ)$-6,700$-26,640+$8,660-$6,800
SS (= V-bounce)$93.40 (3.6σ)$-25,500$-28,201+$7,099-$25,600
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-35,300
+ Fortress recovery (un-capped): +$35,300
− CC assignment net of premium (20 × $80): -$28,445
Total Position P&L @ SS: $-28,445 (+$6,855 vs today)
Do-nothing baseline at SS: $-2,645 (this trade vs do-nothing: $-25,800, the opportunity cost of earning $5,571/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,680, position total $-28,133 (+$7,167 vs today)
100% normal19 × $7717 Jul7d1.8%62%78%$2,660$11,400+$5,829$31,298
Sell 19 × $77 1.8% OTM over spot $75.62 17 Jul 2026 (7d, $1.50 mid)
= $2,660 credit for the 7d cycle → $11,400/mo projected
Survival (stays ≤ $77)
62%
Breach risk
38%
POP (stays ≤ $78.50)
72%
EV / mo
+$2,276
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.9] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  62% of paths whole by 9 mo (vs 45% without)  ·  ~19.2 challenges expected  ·  median CC cash $12,517
🛡 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)
-$627
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: $2.45/sh now → $1.73 mid-life (likely $2.25–$3.24)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,810 simulated challenges: the $77 strike is typically first touched on day 3 of 7, at $78 (overshoots $1.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7724 Jul 202610d left+$0.78/sh+$1,474
cycle +$4,134
[+$782…+$1,290] · 99% credit
67%
surv 52%
-$28,639 NOT
cap gain +$6,661
Reliable up-and-out (highest cap still free ≥60%)~$7931 Jul 202618d left+$0.60/sh+$1,138
cycle +$3,798
[+$53…+$771] · 77% credit
71%
surv 61%
-$25,536 NOT
cap gain +$9,764
Up-and-out for even (raise the cap, free)~$7824 Jul 202610d left+$0.14/sh+$275
cycle +$2,935
[-$675…-$59] · 23% credit
71%
surv 60%
-$27,316 NOT
cap gain +$7,984
Max even-money escape in the band~$8031 Jul 202618d left+$0.06/sh+$111
cycle +$2,771
[-$1,217…-$342] · 15% credit
74%
surv 67%
-$23,812 NOT
cap gain +$11,488
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-$1.32/sh-$2,504
cycle +$156
[-$4,780…-$3,301]
90%
surv 90%
-$11,756 NOT
cap gain +$23,544
budget: banked $2,660 debit $2,504 (94% used ≈ 1.0 wk of income) → whole cycle still +$156 cash · rolled 19 ct earn ≈ $1,304/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,400/mo
vs 50% target ($5,571/mo)+105%
vs normal income ($11,143/mo)102% covered
Net income (after hedge)$9,907/mo
Downside budget
⚠ $77 is $18 below CC-SS $94.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,298
… as % of IC ($56,800)55.1%
… as % of ML ($100,800)31.0%
Recovery months (at normal income)2.8 mo
Surgical close (19 ct)$-33,725
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 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)$2,660$-30,113+$5,187+$2,565
+2.5%$78.92 (≤1σ, normal week)$-997$-30,240+$5,060-$1,092
+5%$80.85 (1.1σ)$-4,655$-30,367+$4,933-$4,750
SS (= V-bounce)$93.40 (3.6σ)$-28,500$-31,196+$4,104-$28,595
V-BOUNCE STRESS (stock → CC-SS $94.87, where you are whole again, by expiry)
Starting unrealized P&L: $-35,300
+ Fortress recovery (un-capped): +$35,300
− CC assignment net of premium (19 × $77): -$31,298
− Conservative CC assignment net of premium (1 × $93.50): -$132
Total Position P&L @ SS: $-31,430 (+$3,870 vs today)
Do-nothing baseline at SS: $-2,645 (this trade vs do-nothing: $-28,785, the opportunity cost of earning $11,400/mo FIGHT income now)
BB-reversion stress (→ $92.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,721, position total $-31,169 (+$4,131 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 22 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: +$35,300 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,645

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$807d17 Jul 2026$0.6520/20$5,571$4,07181%84%+$2,244-$28,44550.1%$-28,445 (vs do-nothing $-25,800)
$797d17 Jul 2026$0.8017/20$5,829$4,35075%80%+$1,733-$25,62345.1%$-26,020 (vs do-nothing $-23,375)
$7914d24 Jul 2026$1.4019/20$5,700$4,20770%77%+$1,243-$27,49848.4%$-27,630 (vs do-nothing $-24,985)
$787d17 Jul 2026$1.0513/20$5,850$4,40069%77%+$1,384-$20,56936.2%$-21,495 (vs do-nothing $-18,850)
$7921d31 Jul 2026$1.9520/20$5,571$4,07167%75%+$1,005-$27,84549.0%$-27,845 (vs do-nothing $-25,200)
$78.5021d31 Jul 2026$2.1019/20$5,700$4,20765%74%+$943-$27,11847.7%$-27,250 (vs do-nothing $-24,605)
$7814d24 Jul 2026$1.7515/20$5,625$4,16165%74%+$1,142-$22,68439.9%$-23,345 (vs do-nothing $-20,700)
$7821d31 Jul 2026$2.1019/20$5,700$4,20763%72%+$489-$28,06849.4%$-28,200 (vs do-nothing $-25,555)
$777d17 Jul 2026$1.4010/20$6,000$4,57162%72%+$1,198-$16,47329.0%$-17,795 (vs do-nothing $-15,150)
$77.5021d31 Jul 2026$2.5016/20$5,714$4,24361%72%+$914-$23,79641.9%$-24,325 (vs do-nothing $-21,680)
$7714d24 Jul 2026$2.1513/20$5,989$4,53960%71%+$1,096-$20,43936.0%$-21,365 (vs do-nothing $-18,720)
$7721d31 Jul 2026$2.5516/20$5,829$4,35759%70%+$586-$24,51643.2%$-25,045 (vs do-nothing $-22,400)
$76.5014d24 Jul 2026$2.3512/20$6,043$4,60057%70%+$997-$19,22733.9%$-20,285 (vs do-nothing $-17,640)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$76.5021d31 Jul 2026$2.9014/20$5,800$4,34356%70%+$798-$21,66238.1%$-22,455 (vs do-nothing $-19,810)
$767d17 Jul 2026$1.858/20$6,343$4,92954%69%+$1,096-$13,61824.0%$-15,205 (vs do-nothing $-12,560)
$7621d31 Jul 2026$3.1013/20$5,757$4,30754%68%+$701-$20,50436.1%$-21,430 (vs do-nothing $-18,785)
$7614d24 Jul 2026$2.6010/20$5,571$4,14354%69%+$889-$16,27328.6%$-17,595 (vs do-nothing $-14,950)
$75.5021d31 Jul 2026$3.4012/20$5,829$4,38652%68%+$756-$19,16733.7%$-20,225 (vs do-nothing $-17,580)
$7521d31 Jul 2026$3.6011/20$5,657$4,22149%67%+$613-$17,90031.5%$-19,090 (vs do-nothing $-16,445)
$7514d24 Jul 2026$3.109/20$5,979$4,55748%66%+$805-$15,09526.6%$-16,550 (vs do-nothing $-13,905)
$74.5021d31 Jul 2026$3.6011/20$5,657$4,22147%65%+$196-$18,45032.5%$-19,640 (vs do-nothing $-16,995)
$757d17 Jul 2026$2.406/20$6,171$4,77146%66%+$934-$10,48418.5%$-12,335 (vs do-nothing $-9,690)

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 02:23