FORTRESS FIGHT: COPX @ $75.42

BE SS: $93.40  |  CC-SS: $98.40  |  20 contracts (2,000 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

COPX @ $75.42   UNDERWATER $17.98 (19.3% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $98.40  |  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$10,629/mo95% ann ROI on ML
Hedge rolling cost$1,500/mo
Unrealized P&L$-41,360fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,314/mo
HEDGE COVER
$1,500/mo
NORMAL INCOME
$10,629/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $56,800
ML VELOCITY
9.5 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $98.40 (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 27 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 30 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.96 (+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 ($5,314/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 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 18 × $83/7d (93% survival, $1,543/mo).
Downside anchor: the primary mortgages $29,756 (52% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 16 contracts realizes $-33,208 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] $968/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$968

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $968/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 83% (breach 23% → 17%) for $1,843/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 $75.42 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $8317 Jul7d10.1%93%13%$360$1,543-$3,943$27,356
Sell 18 × $83 10.1% OTM over spot $75.42 17 Jul 2026 (7d, $0.33 mid)
= $360 credit for the 7d cycle → $1,543/mo projected
Survival (stays ≤ $83)
93%
Breach risk
7%
POP (stays ≤ $83.33)
94%
EV / mo
+$967
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-4.9] median, 0.1 mo SLOWER than no FIGHT (3.0 mo): roll costs eat the credits at this rung  ·  44% of paths whole by 9 mo (vs 40% without)  ·  ~2.7 challenges expected  ·  median CC cash $-2,068
🛡 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)
9%
Flat exit net (mid-life)
-$3,208
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$87 @ 74% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.80/sh now → $1.98 mid-life (likely $1.67–$3.03)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 273 simulated challenges: the $83 strike is typically first touched on day 5 of 7, at $84 (overshoots $1.27). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8324 Jul 202610d left+$0.83/sh+$1,502
cycle +$1,862
[+$1,244…+$2,261] · 100% credit
67%
surv 52%
-$25,844 NOT
cap gain +$15,516
Reliable up-and-out (highest cap still free ≥60%)~$8631 Jul 202618d left+$0.29/sh+$524
cycle +$884
[-$133…+$1,219] · 70% credit
72%
surv 64%
-$21,278 NOT
cap gain +$20,082
Up-and-out for even (raise the cap, free)~$8524 Jul 202610d left+$0.11/sh+$194
cycle +$554
[-$358…+$790] · 62% credit
71%
surv 60%
-$24,308 NOT
cap gain +$17,052
Max even-money escape in the band~$8731 Jul 202618d left+$0.07/sh+$135
cycle +$495
[-$609…+$795] · 56% credit
73%
surv 66%
-$20,767 NOT
cap gain +$20,593
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-$0.03/sh-$47
cycle +$313
[-$839…+$592] · 47% credit
74%
surv 68%
-$20,049 NOT
cap gain +$21,311
budget: banked $360 debit $47 (13% used ≈ 0.1 wk of income) → whole cycle still +$313 cash · rolled 18 ct earn ≈ $5,869/mo while parked; 2 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 ($5,314/mo)-71%
vs normal income ($10,629/mo)15% covered
Net income (after hedge)$57/mo
Downside budget
⚠ $83 is $15 below CC-SS $98.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,356
… as % of IC ($56,800)48.2%
… as % of ML ($100,800)27.1%
Recovery months (at normal income)2.6 mo
Surgical close (18 ct)$-37,449
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $83.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $83)); 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 $82.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-83.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $83.33
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 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.00 (1.5σ)$360$-27,346+$14,014+$270
+2.5%$85.07 (2.0σ)$-3,375$-27,346+$14,014-$3,465
+5%$87.15 (2.4σ)$-7,110$-27,346+$14,014-$7,200
SS (= V-bounce)$93.40 (3.7σ)$-18,360$-27,626+$13,734-$15,930
V-BOUNCE STRESS (stock → CC-SS $98.40, where you are whole again, by expiry)
Starting unrealized P&L: $-41,360
+ Fortress recovery (un-capped): +$41,360
− CC assignment net of premium (18 × $83): -$27,356
− Conservative CC assignment net of premium (2 × $92): -$1,270
Total Position P&L @ SS: $-28,626 (+$12,734 vs today)
Do-nothing baseline at SS: $-12,696 (this trade vs do-nothing: $-15,930, the opportunity cost of earning $1,543/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,568, position total $-27,538 (+$13,822 vs today)
🛡 safe yield20 × $8217 Jul7d8.7%91%19%$600$2,571-$2,914$32,196
Sell 20 × $82 8.7% OTM over spot $75.42 17 Jul 2026 (7d, $0.38 mid)
= $600 credit for the 7d cycle → $2,571/mo projected
Survival (stays ≤ $82)
91%
Breach risk
9%
POP (stays ≤ $82.38)
92%
EV / mo
+$1,503
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [1.8-5.7] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  43% of paths whole by 9 mo (vs 35% without)  ·  ~4.0 challenges expected  ·  median CC cash $1,539
🛡 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)
13%
Flat exit net (mid-life)
-$3,267
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$86 @ 75% POP
68% 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: $2.73/sh now → $1.93 mid-life (likely $1.60–$2.80)≈ $0 at expiry  |  you banked $0.30/sh, so a flat mid-life exit nets -$1.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 377 simulated challenges: the $82 strike is typically first touched on day 5 of 7, at $83 (overshoots $1.18). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8224 Jul 202610d left+$0.81/sh+$1,628
cycle +$2,228
[+$1,335…+$2,379] · 99% credit
67%
surv 52%
-$27,288 NOT
cap gain +$14,072
Reliable up-and-out (highest cap still free ≥60%)~$8531 Jul 202618d left+$0.26/sh+$519
cycle +$1,119
[-$103…+$1,167] · 71% credit
73%
surv 65%
-$22,853 NOT
cap gain +$18,507
Up-and-out for even (raise the cap, free)~$8424 Jul 202610d left+$0.09/sh+$180
cycle +$780
[-$321…+$722] · 57% credit
71%
surv 61%
-$25,892 NOT
cap gain +$15,468
Max even-money escape in the band~$8631 Jul 202618d left+$0.05/sh+$94
cycle +$694
[-$608…+$752] · 50% credit
73%
surv 67%
-$22,378 NOT
cap gain +$18,982
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-$0.05/sh-$108
cycle +$492
[-$842…+$548] · 38% credit
75%
surv 68%
-$21,680 NOT
cap gain +$19,680
budget: banked $600 debit $108 (18% used ≈ 0.2 wk of income) → whole cycle still +$492 cash · rolled 20 ct earn ≈ $6,265/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$2,571/mo
vs 50% target ($5,314/mo)-52%
vs normal income ($10,629/mo)24% covered
Net income (after hedge)$1,071/mo
Downside budget
⚠ $82 is $16 below CC-SS $98.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,196
… as % of IC ($56,800)56.7%
… as % of ML ($100,800)31.9%
Recovery months (at normal income)3.0 mo
Surgical close (20 ct)$-41,510
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (1.3σ)$600$-28,916+$12,444+$500
+2.5%$84.05 (1.8σ)$-3,500$-29,326+$12,034-$3,600
+5%$86.10 (2.2σ)$-7,600$-29,736+$11,624-$7,700
SS (= V-bounce)$93.40 (3.7σ)$-22,200$-31,196+$10,164-$19,500
V-BOUNCE STRESS (stock → CC-SS $98.40, where you are whole again, by expiry)
Starting unrealized P&L: $-41,360
+ Fortress recovery (un-capped): +$41,360
− CC assignment net of premium (20 × $82): -$32,196
Total Position P&L @ SS: $-32,196 (+$9,164 vs today)
Do-nothing baseline at SS: $-12,696 (this trade vs do-nothing: $-19,500, the opportunity cost of earning $2,571/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,320, position total $-31,108 (+$10,252 vs today)
33% normal ← lean17 × $8017 Jul7d6.1%83%35%$850$3,643-$1,843$30,426
Sell 17 × $80 6.1% OTM over spot $75.42 17 Jul 2026 (7d, $0.60 mid)
= $850 credit for the 7d cycle → $3,643/mo projected
Survival (stays ≤ $80)
83%
Breach risk
17%
POP (stays ≤ $80.60)
85%
EV / mo
+$1,337
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [1.7-5.1] median, 0.6 mo SLOWER than no FIGHT (3.0 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 32% without)  ·  ~7.9 challenges expected  ·  median CC cash $3,387
🛡 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)
24%
Flat exit net (mid-life)
-$2,274
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$86 @ 78% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.60/sh now → $1.84 mid-life (likely $1.72–$2.83)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 732 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (overshoots $1.08). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (17 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8024 Jul 202610d left+$0.77/sh+$1,315
cycle +$2,165
[+$929…+$1,735] · 99% credit
67%
surv 52%
-$30,936 NOT
cap gain +$10,424
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202618d left+$0.35/sh+$596
cycle +$1,446
[-$98…+$995] · 70% credit
72%
surv 63%
-$27,011 NOT
cap gain +$14,349
Max even-money escape in the band~$8331 Jul 202618d left+$0.20/sh+$337
cycle +$1,187
[-$382…+$710] · 54% credit
73%
surv 65%
-$26,370 NOT
cap gain +$14,990
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)~$8224 Jul 202610d left+$0.06/sh+$94
cycle +$944
[-$494…+$406] · 42% credit
71%
surv 61%
-$29,313 NOT
cap gain +$12,047
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$0.47/sh-$792
cycle +$58
[-$1,732…-$509] · 14% credit
78%
surv 74%
-$22,999 NOT
cap gain +$18,361
budget: banked $850 debit $792 (93% used ≈ 0.9 wk of income) → whole cycle still +$58 cash · rolled 17 ct earn ≈ $3,886/mo while parked; 3 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$3,643/mo
vs 50% target ($5,314/mo)-31%
vs normal income ($10,629/mo)34% covered
Net income (after hedge)$2,164/mo
Downside budget
⚠ $80 is $18 below CC-SS $98.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,426
… as % of IC ($56,800)53.6%
… as % of ML ($100,800)30.2%
Recovery months (at normal income)2.9 mo
Surgical close (17 ct)$-35,326
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $80.60 (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
$79-80.60
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
≥ $80.60
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 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$850$-32,251+$9,109+$765
+2.5%$82.00 (1.3σ)$-2,550$-32,051+$9,309-$2,635
+5%$84.00 (1.7σ)$-5,950$-31,851+$9,509-$6,035
SS (= V-bounce)$93.40 (3.7σ)$-21,930$-31,331+$10,029-$19,635
V-BOUNCE STRESS (stock → CC-SS $98.40, where you are whole again, by expiry)
Starting unrealized P&L: $-41,360
+ Fortress recovery (un-capped): +$41,360
− CC assignment net of premium (17 × $80): -$30,426
− Conservative CC assignment net of premium (3 × $92): -$1,904
Total Position P&L @ SS: $-32,331 (+$9,029 vs today)
Do-nothing baseline at SS: $-12,696 (this trade vs do-nothing: $-19,635, the opportunity cost of earning $3,643/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,182, position total $-31,243 (+$10,117 vs today)
🎯 50% normal16 × $7917 Jul7d4.7%77%37%$1,280$5,486$29,756
Sell 16 × $79 4.7% OTM over spot $75.42 17 Jul 2026 (7d, $0.88 mid)
= $1,280 credit for the 7d cycle → $5,486/mo projected
Survival (stays ≤ $79)
77%
Breach risk
23%
POP (stays ≤ $79.88)
82%
EV / mo
+$2,232
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.1-5.2] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  49% of paths whole by 9 mo (vs 38% without)  ·  ~10.3 challenges expected  ·  median CC cash $7,459
🛡 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)
37%
Flat exit net (mid-life)
-$1,585
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$85 @ 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: $2.53/sh now → $1.79 mid-life (likely $1.97–$2.94)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,104 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7924 Jul 202610d left+$0.75/sh+$1,206
cycle +$2,486
[+$730…+$1,319] · 98% credit
67%
surv 52%
-$32,410 NOT
cap gain +$8,950
Reliable up-and-out (highest cap still free ≥60%)~$8131 Jul 202618d left+$0.62/sh+$994
cycle +$2,274
[+$307…+$1,096] · 87% credit
71%
surv 61%
-$28,878 NOT
cap gain +$12,482
Max even-money escape in the band~$8231 Jul 202618d left+$0.17/sh+$270
cycle +$1,550
[-$567…+$309] · 38% credit
73%
surv 66%
-$27,802 NOT
cap gain +$13,558
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+$0.04/sh+$62
cycle +$1,342
[-$606…+$101] · 29% credit
71%
surv 61%
-$30,710 NOT
cap gain +$10,650
Safety roll (pay small debit, max POP)~$8531 Jul 202618d left-$0.64/sh-$1,019
cycle +$261
[-$2,139…-$1,139] · 3% credit
80%
surv 76%
-$23,691 NOT
cap gain +$17,669
budget: banked $1,280 debit $1,019 (80% used ≈ 0.8 wk of income) → whole cycle still +$261 cash · rolled 16 ct earn ≈ $3,076/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 ($5,314/mo)+3%
vs normal income ($10,629/mo)52% covered
Net income (after hedge)$4,014/mo
Downside budget
⚠ $79 is $19 below CC-SS $98.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,756
… as % of IC ($56,800)52.4%
… as % of ML ($100,800)29.5%
Recovery months (at normal income)2.8 mo
Surgical close (16 ct)$-33,208
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 $90.03 (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
$78-79.88
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$1,280$-33,616+$7,744+$1,200
+2.5%$80.97 (1.1σ)$-1,880$-33,221+$8,139-$1,960
+5%$82.95 (1.5σ)$-5,040$-32,826+$8,534-$5,120
SS (= V-bounce)$93.40 (3.7σ)$-21,760$-31,296+$10,064-$19,600
V-BOUNCE STRESS (stock → CC-SS $98.40, where you are whole again, by expiry)
Starting unrealized P&L: $-41,360
+ Fortress recovery (un-capped): +$41,360
− CC assignment net of premium (16 × $79): -$29,756
− Conservative CC assignment net of premium (4 × $92): -$2,539
Total Position P&L @ SS: $-32,296 (+$9,064 vs today)
Do-nothing baseline at SS: $-12,696 (this trade vs do-nothing: $-19,600, the opportunity cost of earning $5,486/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,056, position total $-31,208 (+$10,152 vs today)
100% normal19 × $7717 Jul7d2.1%64%74%$2,565$10,993+$5,507$38,091
Sell 19 × $77 2.1% OTM over spot $75.42 17 Jul 2026 (7d, $1.45 mid)
= $2,565 credit for the 7d cycle → $10,993/mo projected
Survival (stays ≤ $77)
64%
Breach risk
36%
POP (stays ≤ $78.45)
74%
EV / mo
+$2,908
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.7-4.7] median, 0.1 mo SLOWER than no FIGHT (3.1 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 37% without)  ·  ~19.4 challenges expected  ·  median CC cash $13,855
🛡 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)
57%
Flat exit net (mid-life)
-$661
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$89 @ 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: $2.40/sh now → $1.70 mid-life (likely $2.18–$3.12)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,701 simulated challenges: the $77 strike is typically first touched on day 3 of 7, at $78 (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 (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+$0.71/sh+$1,358
cycle +$3,923
[+$639…+$1,157] · 96% credit
67%
surv 52%
-$34,588 NOT
cap gain +$6,772
Reliable up-and-out (highest cap still free ≥60%)~$7931 Jul 202618d left+$0.55/sh+$1,044
cycle +$3,609
[-$21…+$680] · 74% credit
71%
surv 62%
-$31,158 NOT
cap gain +$10,202
Max even-money escape in the band~$8031 Jul 202618d left+$0.11/sh+$211
cycle +$2,776
[-$1,060…-$235] · 18% credit
73%
surv 66%
-$30,191 NOT
cap gain +$11,169
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)~$7924 Jul 202610d left+$0.01/sh+$12
cycle +$2,577
[-$1,001…-$347] · 14% credit
71%
surv 62%
-$33,090 NOT
cap gain +$8,270
Safety roll (pay small debit, max POP)~$8931 Jul 202618d left-$1.32/sh-$2,511
cycle +$54
[-$4,718…-$3,265]
90%
surv 90%
-$17,613 NOT
cap gain +$23,747
budget: banked $2,565 debit $2,511 (98% used ≈ 1.0 wk of income) → whole cycle still +$54 cash · rolled 19 ct earn ≈ $1,193/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$10,993/mo
vs 50% target ($5,314/mo)+107%
vs normal income ($10,629/mo)103% covered
Net income (after hedge)$9,500/mo
Downside budget
⚠ $77 is $21 below CC-SS $98.40: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,091
… as % of IC ($56,800)67.1%
… as % of ML ($100,800)37.8%
Recovery months (at normal income)3.6 mo
Surgical close (19 ct)$-39,482
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 ≥ $78.45 (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
$76-78.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$2,565$-35,946+$5,414+$2,470
+2.5%$78.92 (≤1σ, normal week)$-1,092$-36,138+$5,222-$1,187
+5%$80.85 (1.1σ)$-4,750$-36,331+$5,029-$4,845
SS (= V-bounce)$93.40 (3.7σ)$-28,595$-37,726+$3,634-$26,030
V-BOUNCE STRESS (stock → CC-SS $98.40, where you are whole again, by expiry)
Starting unrealized P&L: $-41,360
+ Fortress recovery (un-capped): +$41,360
− CC assignment net of premium (19 × $77): -$38,091
− Conservative CC assignment net of premium (1 × $92): -$635
Total Position P&L @ SS: $-38,726 (+$2,634 vs today)
Do-nothing baseline at SS: $-12,696 (this trade vs do-nothing: $-26,030, the opportunity cost of earning $10,993/mo FIGHT income now)
BB-reversion stress (→ $92.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$27,759, position total $-37,638 (+$3,722 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COPX are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (23 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 23 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$41,360 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-12,696

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$797d17 Jul 2026$0.8016/20$5,486$4,01477%82%+$2,232-$29,75652.4%$-32,296 (vs do-nothing $-19,600)
$787d17 Jul 2026$0.9014/20$5,400$3,94371%78%+$1,238-$27,29748.1%$-31,106 (vs do-nothing $-18,410)
$7914d24 Jul 2026$1.3020/20$5,571$4,07171%78%+$1,174-$36,19663.7%$-36,196 (vs do-nothing $-23,500)
$7814d24 Jul 2026$1.6016/20$5,486$4,01466%75%+$987-$30,07653.0%$-32,616 (vs do-nothing $-19,920)
$78.5021d31 Jul 2026$1.9520/20$5,571$4,07166%74%+$760-$35,89663.2%$-35,896 (vs do-nothing $-23,200)
$777d17 Jul 2026$1.3510/20$5,786$4,35764%74%+$1,531-$20,04835.3%$-26,396 (vs do-nothing $-13,700)
$7821d31 Jul 2026$2.1018/20$5,400$3,91464%73%+$655-$32,93658.0%$-34,206 (vs do-nothing $-21,510)
$77.5021d31 Jul 2026$2.4016/20$5,486$4,01462%72%+$869-$29,59652.1%$-32,136 (vs do-nothing $-19,440)
$7714d24 Jul 2026$1.9513/20$5,432$3,98261%72%+$811-$25,28244.5%$-29,726 (vs do-nothing $-17,030)
$7721d31 Jul 2026$2.5515/20$5,464$4,00059%71%+$735-$28,27249.8%$-31,446 (vs do-nothing $-18,750)
$76.5014d24 Jul 2026$2.1512/20$5,529$4,08658%70%+$754-$23,69741.7%$-28,776 (vs do-nothing $-16,080)
$76.5021d31 Jul 2026$2.8014/20$5,600$4,14357%70%+$783-$26,73747.1%$-30,546 (vs do-nothing $-17,850)
$767d17 Jul 2026$1.658/20$5,657$4,24356%70%+$911-$16,59829.2%$-24,216 (vs do-nothing $-11,520)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7614d24 Jul 2026$2.3511/20$5,539$4,10455%69%+$656-$22,05338.8%$-27,766 (vs do-nothing $-15,070)
$7621d31 Jul 2026$2.9013/20$5,386$3,93655%69%+$512-$25,34744.6%$-29,791 (vs do-nothing $-17,095)
$75.5021d31 Jul 2026$3.2012/20$5,486$4,04353%68%+$593-$23,63741.6%$-28,716 (vs do-nothing $-16,020)
$7521d31 Jul 2026$3.5011/20$5,500$4,06450%67%+$630-$21,88838.5%$-27,601 (vs do-nothing $-14,905)
$7514d24 Jul 2026$2.909/20$5,593$4,17149%67%+$667-$18,44832.5%$-25,431 (vs do-nothing $-12,735)
$74.5021d31 Jul 2026$3.6011/20$5,657$4,22148%66%+$379-$22,32839.3%$-28,041 (vs do-nothing $-15,345)
$757d17 Jul 2026$2.156/20$5,529$4,12948%66%+$707-$12,74922.4%$-21,636 (vs do-nothing $-8,940)
$7421d31 Jul 2026$3.7011/20$5,814$4,37946%65%+$105-$22,76840.1%$-28,481 (vs do-nothing $-15,785)
$7414d24 Jul 2026$3.408/20$5,829$4,41444%64%+$503-$16,79829.6%$-24,416 (vs do-nothing $-11,720)
$747d17 Jul 2026$2.705/20$5,786$4,39340%63%+$505-$10,84919.1%$-20,371 (vs do-nothing $-7,675)

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 09:43