FORTRESS FIGHT: COPX @ $75.76

BE SS: $93.40  |  CC-SS: $93.92  |  20 contracts (2,000 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

COPX @ $75.76   UNDERWATER $17.64 (18.9% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $93.92  |  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$9,643/mo95% ann ROI on ML
Hedge rolling cost$1,489/mo
Unrealized P&L$-34,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,821/mo
HEDGE COVER
$1,489/mo
NORMAL INCOME
$9,643/mo (ATM CC, chain)
IC VELOCITY
5.9 mo to earn back $56,800
ML VELOCITY
10.5 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $93.92 (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 29 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 33 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.94 (+23%) · daily UBB $89.68 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 12 contracts at $78 / 7d. This is the safest strike (survival 68%, breach 32%) that still earns 50% of normal income ($4,821/mo); it brings $4,886/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 15 × $76/7d for $9,964/mo, but breach risk rises to 47% (+15pp 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 (91% survival, $1,543/mo).
Downside anchor: the primary mortgages $17,962 (32% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 1.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 12 contracts realizes $-21,000 and cuts bleed by $894/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 12 × $78, 68% survival, $4,886/mo (E[net] $653/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 · 7d12 × $7868%$4,886$653

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $653/mo 🏆 GRAND PICK

🎯 Engine pick: sell 12 × $78 (primary), 68% survival, breach 32%, $4,886/mo.
⚖️ Worth a safer step: the $80 rung (33% normal) lifts survival to 80% (breach 32% → 20%) for $1,671/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 $75.76 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $8317 Jul7d9.6%91%18%$360$1,543-$3,343$19,293
Sell 18 × $83 9.6% OTM over spot $75.76 17 Jul 2026 (7d, $0.35 mid)
= $360 credit for the 7d cycle → $1,543/mo projected
Survival (stays ≤ $83)
91%
Breach risk
9%
POP (stays ≤ $83.35)
92%
EV / mo
+$560
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.5] median  ·  52% of paths whole by 9 mo (vs 49% without)  ·  ~3.4 challenges expected  ·  median CC cash $-2,589
🛡 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)
11%
Flat exit net (mid-life)
-$2,980
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$87 @ 74% POP
69% 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: $2.62/sh now → $1.86 mid-life (likely $1.57–$2.70)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 317 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+$0.62/sh+$1,117
cycle +$1,477
[+$796…+$1,726] · 97% credit
65%
surv 52%
-$19,766 NOT
cap gain +$14,834
Reliable up-and-out (highest cap still free ≥60%)~$8531 Jul 202618d left+$0.30/sh+$548
cycle +$908
[-$14…+$1,124] · 74% credit
69%
surv 61%
-$16,207 NOT
cap gain +$18,393
Max even-money escape in the band~$8631 Jul 202618d left+$0.09/sh+$165
cycle +$525
[-$474…+$737] · 54% credit
70%
surv 63%
-$15,668 NOT
cap gain +$18,932
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)~$8424 Jul 202610d left+$0.04/sh+$80
cycle +$440
[-$423…+$568] · 51% credit
68%
surv 59%
-$18,519 NOT
cap gain +$16,081
Safety roll (pay small debit, max POP)~$8731 Jul 202618d left-$0.16/sh-$281
cycle +$79
[-$981…+$277] · 35% credit
74%
surv 69%
-$13,347 NOT
cap gain +$21,253
budget: banked $360 debit $281 (78% used ≈ 0.8 wk of income) → whole cycle still +$79 cash · rolled 18 ct earn ≈ $5,099/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 ($4,821/mo)-68%
vs normal income ($9,643/mo)16% covered
Net income (after hedge)$68/mo
Downside budget
⚠ $83 is $11 below CC-SS $93.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,293
… as % of IC ($56,800)34.0%
… as % of ML ($100,800)19.1%
Recovery months (at normal income)2.0 mo
Surgical close (18 ct)$-31,410
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 ≥ $83.35 (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 $89.68 (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
$82-83.35
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
≥ $83.35
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$83.00 (1.5σ)$360$-20,882+$13,718+$270
+2.5%$85.07 (1.9σ)$-3,375$-20,791+$13,809-$3,465
+5%$87.15 (2.3σ)$-7,110$-20,700+$13,900-$7,200
SS (= V-bounce)$93.40 (3.6σ)$-18,360$-20,425+$14,175-$18,450
V-BOUNCE STRESS (stock → CC-SS $93.92, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,481
− CC assignment net of premium (18 × $83): -$19,293
− Conservative CC assignment net of premium (2 × $93.50): -$74
Total Position P&L @ SS: $-20,486 (+$14,114 vs today)
Do-nothing baseline at SS: $-1,856 (this trade vs do-nothing: $-18,630, the opportunity cost of earning $1,543/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,532, position total $-20,445 (+$14,155 vs today)
33% normal ← lean15 × $8017 Jul7d5.6%80%41%$750$3,214-$1,671$20,128
Sell 15 × $80 5.6% OTM over spot $75.76 17 Jul 2026 (7d, $0.68 mid)
= $750 credit for the 7d cycle → $3,214/mo projected
Survival (stays ≤ $80)
80%
Breach risk
20%
POP (stays ≤ $80.67)
83%
EV / mo
+$615
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.3] median, 0.1 mo faster than no FIGHT (2.7 mo)  ·  56% of paths whole by 9 mo (vs 51% without)  ·  ~8.1 challenges expected  ·  median CC cash $1,021
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$1,830
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$84 @ 75% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 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 $1.68–$2.73)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 854 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (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 (15 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+$0.58/sh+$863
cycle +$1,613
[+$437…+$1,135] · 94% credit
65%
surv 52%
-$25,147 NOT
cap gain +$9,453
Reliable up-and-out (highest cap still free ≥60%)~$8231 Jul 202618d left+$0.44/sh+$653
cycle +$1,403
[+$39…+$924] · 78% credit
69%
surv 60%
-$22,151 NOT
cap gain +$12,449
Max even-money escape in the band~$8331 Jul 202618d left+$0.03/sh+$44
cycle +$794
[-$690…+$253] · 34% credit
71%
surv 64%
-$20,916 NOT
cap gain +$13,684
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+$0.01/sh+$15
cycle +$765
[-$562…+$206] · 33% credit
69%
surv 59%
-$23,711 NOT
cap gain +$10,889
Safety roll (pay small debit, max POP)~$8431 Jul 202618d left-$0.22/sh-$333
cycle +$417
[-$1,106…-$159] · 19% credit
75%
surv 70%
-$18,526 NOT
cap gain +$16,074
budget: banked $750 debit $333 (44% used ≈ 0.4 wk of income) → whole cycle still +$417 cash · rolled 15 ct earn ≈ $3,747/mo while parked; 5 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$3,214/mo
vs 50% target ($4,821/mo)-33%
vs normal income ($9,643/mo)33% covered
Net income (after hedge)$1,761/mo
Downside budget
⚠ $80 is $14 below CC-SS $93.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,128
… as % of IC ($56,800)35.4%
… as % of ML ($100,800)20.0%
Recovery months (at normal income)2.1 mo
Surgical close (15 ct)$-26,212
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 ≥ $80.67 (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 $89.68 (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
$79-80.67
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$750$-26,009+$8,591+$675
+2.5%$82.00 (1.3σ)$-2,250$-25,321+$9,279-$2,325
+5%$84.00 (1.7σ)$-5,250$-24,633+$9,967-$5,325
SS (= V-bounce)$93.40 (3.6σ)$-19,350$-21,400+$13,200-$19,425
V-BOUNCE STRESS (stock → CC-SS $93.92, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,481
− CC assignment net of premium (15 × $80): -$20,128
− Conservative CC assignment net of premium (5 × $93.50): -$184
Total Position P&L @ SS: $-21,431 (+$13,169 vs today)
Do-nothing baseline at SS: $-1,856 (this trade vs do-nothing: $-19,575, the opportunity cost of earning $3,214/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,660, position total $-21,558 (+$13,042 vs today)
🎯 50% normal12 × $7817 Jul7d3.0%68%50%$1,140$4,886$17,962
Sell 12 × $78 3.0% OTM over spot $75.76 17 Jul 2026 (7d, $1.15 mid)
= $1,140 credit for the 7d cycle → $4,886/mo projected
Survival (stays ≤ $78)
68%
Breach risk
32%
POP (stays ≤ $79.15)
76%
EV / mo
+$635
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.6-5.0] median, 0.3 mo faster than no FIGHT (3.3 mo)  ·  56% of paths whole by 9 mo (vs 46% without)  ·  ~15.4 challenges expected  ·  median CC cash $2,316
🛡 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)
50%
Flat exit net (mid-life)
-$820
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 85% POP
83% 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: $2.31/sh now → $1.63 mid-life (likely $1.96–$2.85)≈ $0 at expiry  |  you banked $0.95/sh, so a flat mid-life exit nets -$0.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,512 simulated challenges: the $78 strike is typically first touched on day 3 of 7, at $79 (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 (12 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7824 Jul 202610d left+$0.55/sh+$655
cycle +$1,795
[+$216…+$583] · 90% credit
65%
surv 52%
-$28,638 NOT
cap gain +$5,962
Reliable up-and-out (highest cap still free ≥60%)~$7931 Jul 202618d left+$0.58/sh+$699
cycle +$1,839
[+$112…+$596] · 82% credit
68%
surv 58%
-$26,310 NOT
cap gain +$8,290
Up-and-out for even (raise the cap, free)~$7924 Jul 202610d left+$0.18/sh+$221
cycle +$1,361
[-$314…+$120] · 34% credit
67%
surv 56%
-$27,710 NOT
cap gain +$6,890
Max even-money escape in the band~$8031 Jul 202618d left+$0.19/sh+$224
cycle +$1,364
[-$462…+$84] · 30% credit
70%
surv 62%
-$24,941 NOT
cap gain +$9,659
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-$0.81/sh-$971
cycle +$169
[-$1,913…-$1,220]
85%
surv 83%
-$15,072 NOT
cap gain +$19,528
budget: banked $1,140 debit $971 (85% used ≈ 0.9 wk of income) → whole cycle still +$169 cash · rolled 12 ct earn ≈ $1,647/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$4,886/mo
vs 50% target ($4,821/mo)+1%
vs normal income ($9,643/mo)51% covered
Net income (after hedge)$3,454/mo
Downside budget
⚠ $78 is $16 below CC-SS $93.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,962
… as % of IC ($56,800)31.6%
… as % of ML ($100,800)17.8%
Recovery months (at normal income)1.9 mo
Surgical close (12 ct)$-21,000
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.95 collected) or spot ≥ $79.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $89.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-79.15
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
≥ $79.15
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$78.00 (≤1σ, normal week)$1,140$-29,292+$5,308+$1,080
+2.5%$79.95 (≤1σ, normal week)$-1,200$-28,037+$6,563-$1,260
+5%$81.90 (1.2σ)$-3,540$-26,781+$7,819-$3,600
SS (= V-bounce)$93.40 (3.6σ)$-17,340$-19,375+$15,225-$17,400
V-BOUNCE STRESS (stock → CC-SS $93.92, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,481
− CC assignment net of premium (12 × $78): -$17,962
− Conservative CC assignment net of premium (8 × $93.50): -$295
Total Position P&L @ SS: $-19,376 (+$15,224 vs today)
Do-nothing baseline at SS: $-1,856 (this trade vs do-nothing: $-17,520, the opportunity cost of earning $4,886/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,788, position total $-19,671 (+$14,929 vs today)
100% normal15 × $7617 Jul7d0.3%53%96%$2,325$9,964+$5,079$24,553
Sell 15 × $76 0.3% OTM over spot $75.76 17 Jul 2026 (7d, $1.80 mid)
= $2,325 credit for the 7d cycle → $9,964/mo projected
Survival (stays ≤ $76)
53%
Breach risk
47%
POP (stays ≤ $77.80)
67%
EV / mo
$-115
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.9] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  58% of paths whole by 9 mo (vs 44% without)  ·  ~32.1 challenges expected  ·  median CC cash $6,588
🛡 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)
75%
Flat exit net (mid-life)
+$3
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 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: $2.19/sh now → $1.55 mid-life (likely $2.16–$3.24)≈ $0 at expiry  |  you banked $1.55/sh, so a flat mid-life exit nets +$0.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,250 simulated challenges: the $76 strike is typically first touched on day 2 of 7, at $77 (overshoots $1.33). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$7731 Jul 202618d left+$0.77/sh+$1,158
cycle +$3,483
[+$214…+$700] · 85% credit
67%
surv 56%
-$29,291 NOT
cap gain +$5,309
Roll out (same strike, buy time)~$7624 Jul 202610d left+$0.52/sh+$776
cycle +$3,101
[+$3…+$400] · 75% credit
65%
surv 52%
-$31,035 NOT
cap gain +$3,565
Up-and-out for even (raise the cap, free)~$7724 Jul 202610d left+$0.16/sh+$240
cycle +$2,565
[-$694…-$169] · 12% credit
67%
surv 56%
-$30,209 NOT
cap gain +$4,391
Max even-money escape in the band~$7831 Jul 202618d left+$0.14/sh+$214
cycle +$2,539
[-$997…-$300] · 10% credit
70%
surv 63%
-$27,469 NOT
cap gain +$7,131
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-$1.32/sh-$1,984
cycle +$341
[-$4,171…-$2,784]
90%
surv 90%
-$14,915 NOT
cap gain +$19,685
budget: banked $2,325 debit $1,984 (85% used ≈ 0.9 wk of income) → whole cycle still +$341 cash · rolled 15 ct earn ≈ $563/mo while parked; 5 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$9,964/mo
vs 50% target ($4,821/mo)+107%
vs normal income ($9,643/mo)103% covered
Net income (after hedge)$8,511/mo
Downside budget
⚠ $76 is $18 below CC-SS $93.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,553
… as % of IC ($56,800)43.2%
… as % of ML ($100,800)24.4%
Recovery months (at normal income)2.5 mo
Surgical close (15 ct)$-26,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.55 collected) or spot ≥ $77.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $89.68 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $75.24Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$75-77.80
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.80
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$76.00 (≤1σ, normal week)$2,325$-31,810+$2,790+$2,250
+2.5%$77.90 (≤1σ, normal week)$-525$-31,157+$3,443-$600
+5%$79.80 (≤1σ, normal week)$-3,375$-30,503+$4,097-$3,450
SS (= V-bounce)$93.40 (3.6σ)$-23,775$-25,825+$8,775-$23,850
V-BOUNCE STRESS (stock → CC-SS $93.92, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,481
− CC assignment net of premium (15 × $76): -$24,553
− Conservative CC assignment net of premium (5 × $93.50): -$184
Total Position P&L @ SS: $-25,856 (+$8,744 vs today)
Do-nothing baseline at SS: $-1,856 (this trade vs do-nothing: $-24,000, the opportunity cost of earning $9,964/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,085, position total $-25,983 (+$8,617 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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: 0.922 (IBKR)  |  Recovery@SS: +$33,481 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,856

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$787d17 Jul 2026$0.9512/20$4,886$3,45468%76%+$635-$17,96231.6%$-19,376 (vs do-nothing $-17,520)
$78.5021d31 Jul 2026$1.7020/20$4,857$3,36864%73%$-258-$27,43748.3%$-28,556 (vs do-nothing $-26,700)
$7814d24 Jul 2026$1.4516/20$4,971$3,51164%73%+$53-$23,15040.8%$-24,416 (vs do-nothing $-22,560)
$7821d31 Jul 2026$1.9018/20$4,886$3,41162%72%$-157-$25,23344.4%$-26,426 (vs do-nothing $-24,570)
$777d17 Jul 2026$1.0511/20$4,950$3,52561%70%$-476-$17,45530.7%$-18,906 (vs do-nothing $-17,050)
$77.5021d31 Jul 2026$2.1017/20$5,100$3,63260%71%$-108-$24,34142.9%$-25,571 (vs do-nothing $-23,715)
$7714d24 Jul 2026$1.8013/20$5,014$3,57559%70%$-31-$19,65434.6%$-21,031 (vs do-nothing $-19,175)
$7721d31 Jul 2026$2.3015/20$4,929$3,47558%69%$-90-$21,92838.6%$-23,231 (vs do-nothing $-21,375)
$76.5014d24 Jul 2026$2.0012/20$5,143$3,71156%68%$-63-$18,50232.6%$-19,916 (vs do-nothing $-18,060)
$76.5021d31 Jul 2026$2.5514/20$5,100$3,65456%68%$-7-$20,81636.6%$-22,156 (vs do-nothing $-20,300)
$7621d31 Jul 2026$2.8013/20$5,200$3,76153%68%+$38-$19,65434.6%$-21,031 (vs do-nothing $-19,175)
$767d17 Jul 2026$1.558/20$5,314$3,91153%67%$-61-$13,09523.1%$-14,656 (vs do-nothing $-12,800)
$7614d24 Jul 2026$2.2511/20$5,304$3,87953%67%$-13-$17,23530.3%$-18,686 (vs do-nothing $-16,830)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$75.5021d31 Jul 2026$3.0012/20$5,143$3,71151%67%$-35-$18,50232.6%$-19,916 (vs do-nothing $-18,060)
$7521d31 Jul 2026$3.2011/20$5,029$3,60449%66%$-119-$17,29030.4%$-18,741 (vs do-nothing $-16,885)
$7514d24 Jul 2026$2.759/20$5,304$3,89348%65%$-39-$14,55225.6%$-16,076 (vs do-nothing $-14,220)
$74.5021d31 Jul 2026$3.4010/20$4,857$3,43946%64%$-209-$16,01828.2%$-17,506 (vs do-nothing $-15,650)
$757d17 Jul 2026$2.106/20$5,400$4,01145%64%+$43-$10,09117.8%$-11,726 (vs do-nothing $-9,870)

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 v6.1  |  2026-07-10 22:04