FORTRESS FIGHT: COPX @ $75.45

BE SS: $93.40  |  CC-SS: $94.68  |  20 contracts (2,000 sh)  |  2026-07-10 03:38 |  ⌂ PORTFOLIO

COPX @ $75.45   UNDERWATER $17.95 (19.2% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.68  |  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$10,929/mo95% ann ROI on ML
Hedge rolling cost$1,500/mo
Unrealized P&L$-35,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,464/mo
HEDGE COVER
$1,500/mo
NORMAL INCOME
$10,929/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 $94.68 (probe: $91.5C 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 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 30 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.95 (+23%) · daily UBB $90.03 · 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 77%, breach 23%) that still earns 50% of normal income ($5,464/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 20 × $77/7d for $11,143/mo, but breach risk rises to 36% (+13pp 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 (90% survival, $1,543/mo).
Downside anchor: the primary mortgages $23,809 (42% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 16 contracts realizes $-28,440 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, 77% survival, $5,486/mo (E[net] $797/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 × $7977%$5,486$797

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $797/mo 🏆 GRAND PICK

🎯 Engine pick: sell 16 × $79 (primary), 77% survival, breach 23%, $5,486/mo.
⚖️ Worth a safer step: the $80 rung (33% normal) lifts survival to 82% (breach 23% → 18%) for $1,714/mo less (31% 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 $75.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge12 × $8217 Jul7d8.7%90%21%$360$1,543-$3,943$14,857
Sell 12 × $82 8.7% OTM over spot $75.45 17 Jul 2026 (7d, $0.38 mid)
= $360 credit for the 7d cycle → $1,543/mo projected
Survival (stays ≤ $82)
90%
Breach risk
10%
POP (stays ≤ $82.38)
91%
EV / mo
+$756
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-5.2] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 43% without)  ·  ~3.8 challenges expected  ·  median CC cash $-2,564
🛡 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)
14%
Flat exit net (mid-life)
-$1,987
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$87 @ 77% POP
72% 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: $2.77/sh now → $1.96 mid-life (likely $1.59–$2.81)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 414 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8224 Jul 202610d left+$0.90/sh+$1,076
cycle +$1,436
[+$922…+$1,575] · 100% credit
67%
surv 52%
-$21,932 NOT
cap gain +$13,568
Up-and-out for even (raise the cap, free)~$8424 Jul 202610d left+$0.22/sh+$263
cycle +$623
[-$14…+$652] · 73% credit
71%
surv 60%
-$19,884 NOT
cap gain +$15,616
Max even-money escape in the band~$8631 Jul 202618d left+$0.25/sh+$303
cycle +$663
[-$57…+$739] · 72% credit
74%
surv 67%
-$16,152 NOT
cap gain +$19,348
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-$0.22/sh-$263
cycle +$97
[-$702…+$124] · 35% credit
77%
surv 72%
-$13,950 NOT
cap gain +$21,550
budget: banked $360 debit $263 (73% used ≈ 0.7 wk of income) → whole cycle still +$97 cash · rolled 12 ct earn ≈ $3,473/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 ($5,464/mo)-72%
vs normal income ($10,929/mo)14% covered
Net income (after hedge)$100/mo
Downside budget
⚠ $82 is $13 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,857
… as % of IC ($56,800)26.2%
… as % of ML ($100,800)14.7%
Recovery months (at normal income)1.4 mo
Surgical close (12 ct)$-21,390
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 $90.03 (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)$360$-23,009+$12,491+$300
+2.5%$84.05 (1.8σ)$-2,100$-21,684+$13,816-$2,160
+5%$86.10 (2.2σ)$-4,560$-20,360+$15,140-$4,620
SS (= V-bounce)$93.40 (3.7σ)$-13,320$-15,644+$19,856-$13,380
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-35,500
+ Fortress recovery (un-capped): +$35,500
− CC assignment net of premium (12 × $82): -$14,857
− Conservative CC assignment net of premium (8 × $93.50): -$905
Total Position P&L @ SS: $-15,762 (+$19,738 vs today)
Do-nothing baseline at SS: $-2,262 (this trade vs do-nothing: $-13,500, the opportunity cost of earning $1,543/mo FIGHT income now)
BB-reversion stress (→ $92.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,780, position total $-15,935 (+$19,565 vs today)
33% normal ← lean16 × $8017 Jul7d6.0%82%36%$880$3,771-$1,714$22,609
Sell 16 × $80 6.0% OTM over spot $75.45 17 Jul 2026 (7d, $0.62 mid)
= $880 credit for the 7d cycle → $3,771/mo projected
Survival (stays ≤ $80)
82%
Breach risk
18%
POP (stays ≤ $80.62)
85%
EV / mo
+$1,476
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-5.0] median  ·  55% of paths whole by 9 mo (vs 45% without)  ·  ~7.0 challenges expected  ·  median CC cash $3,035
🛡 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)
26%
Flat exit net (mid-life)
-$2,095
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$86 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.63/sh now → $1.86 mid-life (likely $1.86–$2.89)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 771 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (overshoots $1.10). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8024 Jul 202610d left+$0.85/sh+$1,364
cycle +$2,244
[+$1,018…+$1,695] · 100% credit
67%
surv 52%
-$24,837 NOT
cap gain +$10,663
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202618d left+$0.33/sh+$532
cycle +$1,412
[-$86…+$772] · 68% credit
73%
surv 65%
-$20,038 NOT
cap gain +$15,462
Up-and-out for even (raise the cap, free)~$8224 Jul 202610d left+$0.18/sh+$283
cycle +$1,163
[-$215…+$483] · 55% credit
72%
surv 61%
-$23,056 NOT
cap gain +$12,444
Max even-money escape in the band~$8431 Jul 202618d left+$0.18/sh+$290
cycle +$1,170
[-$367…+$492] · 50% credit
75%
surv 67%
-$19,358 NOT
cap gain +$16,142
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-$0.53/sh-$855
cycle +$25
[-$1,749…-$737] · 10% credit
80%
surv 76%
-$15,887 NOT
cap gain +$19,613
budget: banked $880 debit $855 (97% used ≈ 1.0 wk of income) → whole cycle still +$25 cash · rolled 16 ct earn ≈ $3,534/mo while parked; 4 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$3,771/mo
vs 50% target ($5,464/mo)-31%
vs normal income ($10,929/mo)35% covered
Net income (after hedge)$2,300/mo
Downside budget
⚠ $80 is $15 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,609
… as % of IC ($56,800)39.8%
… as % of ML ($100,800)22.4%
Recovery months (at normal income)2.1 mo
Surgical close (16 ct)$-28,520
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 ≥ $80.62 (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 $90.03 (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
$79-80.62
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
≥ $80.62
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)$880$-26,201+$9,299+$800
+2.5%$82.00 (1.3σ)$-2,320$-25,709+$9,791-$2,400
+5%$84.00 (1.7σ)$-5,520$-25,217+$10,283-$5,600
SS (= V-bounce)$93.40 (3.7σ)$-20,560$-22,904+$12,596-$20,640
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-35,500
+ Fortress recovery (un-capped): +$35,500
− CC assignment net of premium (16 × $80): -$22,609
− Conservative CC assignment net of premium (4 × $93.50): -$452
Total Position P&L @ SS: $-23,062 (+$12,438 vs today)
Do-nothing baseline at SS: $-2,262 (this trade vs do-nothing: $-20,800, the opportunity cost of earning $3,771/mo FIGHT income now)
BB-reversion stress (→ $92.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,840, position total $-23,015 (+$12,485 vs today)
🎯 50% normal16 × $7917 Jul7d4.7%77%38%$1,280$5,486$23,809
Sell 16 × $79 4.7% OTM over spot $75.45 17 Jul 2026 (7d, $0.82 mid)
= $1,280 credit for the 7d cycle → $5,486/mo projected
Survival (stays ≤ $79)
77%
Breach risk
23%
POP (stays ≤ $79.83)
81%
EV / mo
+$2,111
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.7-4.8] 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)  ·  ~9.2 challenges expected  ·  median CC cash $6,468
🛡 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)
38%
Flat exit net (mid-life)
-$1,619
Free roll-up
+$2/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: $2.56/sh now → $1.81 mid-life (likely $1.96–$2.96)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,132 simulated challenges: the $79 strike is typically first touched on day 4 of 7, at $80 (overshoots $1.11). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7924 Jul 202610d left+$0.83/sh+$1,329
cycle +$2,609
[+$881…+$1,481] · 99% credit
67%
surv 52%
-$26,318 NOT
cap gain +$9,182
Reliable up-and-out (highest cap still free ≥60%)~$8131 Jul 202618d left+$0.70/sh+$1,117
cycle +$2,397
[+$470…+$1,232] · 92% credit
71%
surv 61%
-$22,745 NOT
cap gain +$12,755
Up-and-out for even (raise the cap, free)~$8124 Jul 202610d left+$0.16/sh+$250
cycle +$1,530
[-$347…+$302] · 42% credit
72%
surv 61%
-$24,536 NOT
cap gain +$10,964
Max even-money escape in the band~$8331 Jul 202618d left+$0.15/sh+$234
cycle +$1,514
[-$564…+$279] · 38% credit
75%
surv 68%
-$20,859 NOT
cap gain +$14,641
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8531 Jul 202618d left-$0.56/sh-$891
cycle +$389
[-$1,939…-$950] · 5% credit
81%
surv 77%
-$17,369 NOT
cap gain +$18,131
budget: banked $1,280 debit $891 (70% used ≈ 0.7 wk of income) → whole cycle still +$389 cash · rolled 16 ct earn ≈ $3,348/mo while parked; 4 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$5,486/mo
vs 50% target ($5,464/mo)+0%
vs normal income ($10,929/mo)50% covered
Net income (after hedge)$4,014/mo
Downside budget
⚠ $79 is $16 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,809
… as % of IC ($56,800)41.9%
… as % of ML ($100,800)23.6%
Recovery months (at normal income)2.2 mo
Surgical close (16 ct)$-28,440
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 ≥ $79.83 (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 $90.03 (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
$78-79.83
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
≥ $79.83
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)$1,280$-27,647+$7,853+$1,200
+2.5%$80.97 (1.1σ)$-1,880$-27,161+$8,339-$1,960
+5%$82.95 (1.5σ)$-5,040$-26,675+$8,825-$5,120
SS (= V-bounce)$93.40 (3.7σ)$-21,760$-24,104+$11,396-$21,840
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-35,500
+ Fortress recovery (un-capped): +$35,500
− CC assignment net of premium (16 × $79): -$23,809
− Conservative CC assignment net of premium (4 × $93.50): -$452
Total Position P&L @ SS: $-24,262 (+$11,238 vs today)
Do-nothing baseline at SS: $-2,262 (this trade vs do-nothing: $-22,000, the opportunity cost of earning $5,486/mo FIGHT income now)
BB-reversion stress (→ $92.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,040, position total $-24,215 (+$11,285 vs today)
100% normal20 × $7717 Jul7d2.1%64%75%$2,600$11,143+$5,657$32,762
Sell 20 × $77 2.1% OTM over spot $75.45 17 Jul 2026 (7d, $1.40 mid)
= $2,600 credit for the 7d cycle → $11,143/mo projected
Survival (stays ≤ $77)
64%
Breach risk
36%
POP (stays ≤ $78.40)
73%
EV / mo
+$2,429
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.7-5.0] median  ·  61% of paths whole by 9 mo (vs 42% without)  ·  ~18.4 challenges expected  ·  median CC cash $12,623
🛡 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)
58%
Flat exit net (mid-life)
-$838
Free roll-up
+$2/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 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: $2.43/sh now → $1.72 mid-life (likely $2.19–$3.16)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,750 simulated challenges: the $77 strike is typically first touched on day 3 of 7, at $78 (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 (20 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+$0.79/sh+$1,575
cycle +$4,175
[+$882…+$1,391] · 99% credit
67%
surv 52%
-$28,464 NOT
cap gain +$7,036
Reliable up-and-out (highest cap still free ≥60%)~$7931 Jul 202618d left+$0.62/sh+$1,242
cycle +$3,842
[+$192…+$913] · 83% credit
72%
surv 62%
-$25,013 NOT
cap gain +$10,487
Up-and-out for even (raise the cap, free)~$7924 Jul 202610d left+$0.12/sh+$232
cycle +$2,832
[-$725…-$108] · 21% credit
72%
surv 61%
-$26,946 NOT
cap gain +$8,554
Max even-money escape in the band~$8131 Jul 202618d left+$0.08/sh+$159
cycle +$2,759
[-$1,125…-$288] · 16% credit
75%
surv 68%
-$23,326 NOT
cap gain +$12,174
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-$1.26/sh-$2,513
cycle +$87
[-$4,687…-$3,245]
90%
surv 90%
-$13,076 NOT
cap gain +$22,424
budget: banked $2,600 debit $2,513 (97% used ≈ 1.0 wk of income) → whole cycle still +$87 cash · rolled 20 ct earn ≈ $1,542/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$11,143/mo
vs 50% target ($5,464/mo)+104%
vs normal income ($10,929/mo)102% covered
Net income (after hedge)$9,643/mo
Downside budget
⚠ $77 is $18 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,762
… as % of IC ($56,800)57.7%
… as % of ML ($100,800)32.5%
Recovery months (at normal income)3.0 mo
Surgical close (20 ct)$-35,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $78.40 (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 $90.03 (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
$76-78.40
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
≥ $78.40
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)$2,600$-30,039+$5,461+$2,500
+2.5%$78.92 (≤1σ, normal week)$-1,250$-30,335+$5,165-$1,350
+5%$80.85 (1.1σ)$-5,100$-30,632+$4,868-$5,200
SS (= V-bounce)$93.40 (3.7σ)$-30,200$-32,564+$2,936-$30,300
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-35,500
+ Fortress recovery (un-capped): +$35,500
− CC assignment net of premium (20 × $77): -$32,762
Total Position P&L @ SS: $-32,762 (+$2,738 vs today)
Do-nothing baseline at SS: $-2,262 (this trade vs do-nothing: $-30,500, the opportunity cost of earning $11,143/mo FIGHT income now)
BB-reversion stress (→ $92.95 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$29,300, position total $-32,495 (+$3,005 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 (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 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: 0.923 (IBKR)  |  Recovery@SS: +$35,500 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,262

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$797d17 Jul 2026$0.8016/20$5,486$4,01477%81%+$2,111-$23,80941.9%$-24,262 (vs do-nothing $-22,000)
$7914d24 Jul 2026$1.4019/20$5,700$4,20771%78%+$1,465-$27,13347.8%$-27,247 (vs do-nothing $-24,985)
$787d17 Jul 2026$1.0013/20$5,571$4,12171%78%+$1,592-$20,38535.9%$-21,177 (vs do-nothing $-18,915)
$7921d31 Jul 2026$1.9520/20$5,571$4,07168%76%+$1,256-$27,46248.3%$-27,462 (vs do-nothing $-25,200)
$78.5021d31 Jul 2026$2.1019/20$5,700$4,20766%74%+$1,179-$26,75347.1%$-26,867 (vs do-nothing $-24,605)
$7814d24 Jul 2026$1.6516/20$5,657$4,18666%75%+$1,099-$24,04942.3%$-24,502 (vs do-nothing $-22,240)
$7821d31 Jul 2026$2.1019/20$5,700$4,20764%73%+$725-$27,70348.8%$-27,817 (vs do-nothing $-25,555)
$777d17 Jul 2026$1.3010/20$5,571$4,14364%73%+$1,215-$16,38128.8%$-17,512 (vs do-nothing $-15,250)
$77.5021d31 Jul 2026$2.5016/20$5,714$4,24362%72%+$1,115-$23,48941.4%$-23,942 (vs do-nothing $-21,680)
$7714d24 Jul 2026$2.1013/20$5,850$4,40061%72%+$1,171-$20,25535.7%$-21,047 (vs do-nothing $-18,785)
$7721d31 Jul 2026$2.5515/20$5,464$4,00059%71%+$740-$22,69640.0%$-23,262 (vs do-nothing $-21,000)
$76.5014d24 Jul 2026$2.1512/20$5,529$4,08658%70%+$697-$19,23733.9%$-20,142 (vs do-nothing $-17,880)
$76.5021d31 Jul 2026$2.9014/20$5,800$4,34357%70%+$980-$21,39337.7%$-22,072 (vs do-nothing $-19,810)
Show 11 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$4,58656%70%+$1,161-$13,54523.8%$-14,902 (vs do-nothing $-12,640)
$7614d24 Jul 2026$2.5011/20$5,893$4,45755%69%+$953-$17,79931.3%$-18,817 (vs do-nothing $-16,555)
$7621d31 Jul 2026$3.1013/20$5,757$4,30755%69%+$876-$20,25535.7%$-21,047 (vs do-nothing $-18,785)
$75.5021d31 Jul 2026$3.4012/20$5,829$4,38652%68%+$924-$18,93733.3%$-19,842 (vs do-nothing $-17,580)
$7521d31 Jul 2026$3.6011/20$5,657$4,22150%67%+$775-$17,68931.1%$-18,707 (vs do-nothing $-16,445)
$7514d24 Jul 2026$3.009/20$5,786$4,36449%67%+$809-$15,01326.4%$-16,257 (vs do-nothing $-13,995)
$74.5021d31 Jul 2026$3.6011/20$5,657$4,22148%66%+$367-$18,23932.1%$-19,257 (vs do-nothing $-16,995)
$757d17 Jul 2026$2.206/20$5,657$4,25748%66%+$757-$10,48818.5%$-12,072 (vs do-nothing $-9,810)
$7421d31 Jul 2026$4.2010/20$6,000$4,57145%66%+$800-$16,48129.0%$-17,612 (vs do-nothing $-15,350)
$7414d24 Jul 2026$3.608/20$6,171$4,75743%65%+$796-$13,66524.1%$-15,022 (vs do-nothing $-12,760)
$747d17 Jul 2026$2.805/20$6,000$4,60740%63%+$646-$8,94015.7%$-10,637 (vs do-nothing $-8,375)

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 03:38