FORTRESS FIGHT: COPX @ $76.32

BE SS: $93.40  |  CC-SS: $94.44  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

COPX @ $76.32   UNDERWATER $17.08 (18.3% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.44  |  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$8,571/mo95% ann ROI on ML
Hedge rolling cost$1,500/mo
Unrealized P&L$-34,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,286/mo
HEDGE COVER
$1,500/mo
NORMAL INCOME
$8,571/mo (ATM CC, chain)
IC VELOCITY
6.6 mo to earn back $56,800
ML VELOCITY
11.8 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $94.44 (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 31 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 36 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.94 (+22%) · daily UBB $89.67 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 17 contracts at $80 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($4,286/mo); it brings $4,371/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 16 × $77/7d for $8,571/mo, but breach risk rises to 43% (+21pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 14 × $83/7d (90% survival, $1,500/mo).
Downside anchor: the primary mortgages $23,526 (41% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-29,495 and cuts bleed by $1,275/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 17 × $80, 78% survival, $4,371/mo (E[net] $341/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 · 7d17 × $8078%$4,371$341

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $341/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $80 (primary), 78% survival, breach 22%, $4,371/mo.
⚖️ Worth a safer step: the $83 rung (cover hedge) lifts survival to 90% (breach 22% → 10%) for $2,871/mo less (66% 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 $83 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $76.32 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean14 × $8317 Jul7d8.8%90%20%$350$1,500-$2,871$15,664
Sell 14 × $83 8.8% OTM over spot $76.32 17 Jul 2026 (7d, $0.30 mid)
= $350 credit for the 7d cycle → $1,500/mo projected
Survival (stays ≤ $83)
90%
Breach risk
10%
POP (stays ≤ $83.30)
91%
EV / mo
+$633
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.5-5.7] median, 0.1 mo SLOWER than no FIGHT (3.0 mo): roll costs eat the credits at this rung  ·  47% of paths whole by 9 mo (vs 44% without)  ·  ~4.2 challenges expected  ·  median CC cash $-3,115
🛡 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)
-$2,155
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$87 @ 73% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.53/sh now → $1.79 mid-life (likely $1.50–$2.61)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 394 simulated challenges: the $83 strike is typically first touched on day 5 of 7, at $84 (overshoots $1.15). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (14 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+$0.37/sh+$511
cycle +$861
[+$184…+$1,019] · 86% credit
64%
surv 52%
-$21,364 NOT
cap gain +$13,236
Reliable up-and-out (highest cap still free ≥60%)~$8631 Jul 202618d left+$0.40/sh+$566
cycle +$916
[+$192…+$1,100] · 85% credit
71%
surv 63%
-$16,356 NOT
cap gain +$18,244
Up-and-out for even (raise the cap, free)~$8424 Jul 202610d left+$0.07/sh+$102
cycle +$452
[-$313…+$545] · 54% credit
66%
surv 56%
-$20,517 NOT
cap gain +$14,083
Max even-money escape in the band~$8731 Jul 202618d left+$0.03/sh+$48
cycle +$398
[-$432…+$516] · 50% credit
73%
surv 67%
-$15,026 NOT
cap gain +$19,574
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,500/mo
vs 50% target ($4,286/mo)-65%
vs normal income ($8,571/mo)18% covered
Net income (after hedge)$43/mo
Downside budget
⚠ $83 is $11 below CC-SS $94.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,664
… as % of IC ($56,800)27.6%
… as % of ML ($100,800)15.5%
Recovery months (at normal income)1.8 mo
Surgical close (14 ct)$-24,290
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $83.30 (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 $89.67 (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
$82-83.30
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
≥ $83.30
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 (1.4σ)$350$-21,875+$12,725+$280
+2.5%$85.07 (1.8σ)$-2,555$-20,946+$13,654-$2,625
+5%$87.15 (2.2σ)$-5,460$-20,016+$14,584-$5,530
SS (= V-bounce)$93.40 (3.5σ)$-14,210$-17,216+$17,384-$14,280
V-BOUNCE STRESS (stock → CC-SS $94.44, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,484
− CC assignment net of premium (14 × $83): -$15,664
− Conservative CC assignment net of premium (6 × $93.50): -$533
Total Position P&L @ SS: $-17,314 (+$17,286 vs today)
Do-nothing baseline at SS: $-2,894 (this trade vs do-nothing: $-14,420, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,566, position total $-17,422 (+$17,178 vs today)
33% normal11 × $8017 Jul7d4.8%78%46%$660$2,829-$1,543$15,223
Sell 11 × $80 4.8% OTM over spot $76.32 17 Jul 2026 (7d, $0.65 mid)
= $660 credit for the 7d cycle → $2,829/mo projected
Survival (stays ≤ $80)
78%
Breach risk
22%
POP (stays ≤ $80.65)
81%
EV / mo
+$610
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.8] median, 0.3 mo faster than no FIGHT (2.9 mo)  ·  50% of paths whole by 9 mo (vs 45% without)  ·  ~9.8 challenges expected  ·  median CC cash $-324
🛡 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)
34%
Flat exit net (mid-life)
-$1,164
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$85 @ 78% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 11 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: $2.34/sh now → $1.66 mid-life (likely $1.79–$2.68)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$1.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,025 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (overshoots $1.12). 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 (11 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+$0.34/sh+$372
cycle +$1,032
[-$12…+$434] · 74% credit
64%
surv 52%
-$26,722 NOT
cap gain +$7,878
Max even-money escape in the band~$8331 Jul 202618d left+$0.31/sh+$341
cycle +$1,001
[-$99…+$399] · 63% credit
72%
surv 64%
-$21,801 NOT
cap gain +$12,799
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+$0.05/sh+$56
cycle +$716
[-$394…+$97] · 32% credit
66%
surv 56%
-$25,782 NOT
cap gain +$8,818
Safety roll (pay small debit, max POP)~$8531 Jul 202618d left-$0.45/sh-$491
cycle +$169
[-$1,115…-$504] · 7% credit
78%
surv 74%
-$18,012 NOT
cap gain +$16,588
budget: banked $660 debit $491 (74% used ≈ 0.8 wk of income) → whole cycle still +$169 cash · rolled 11 ct earn ≈ $2,222/mo while parked; 9 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$2,829/mo
vs 50% target ($4,286/mo)-34%
vs normal income ($8,571/mo)33% covered
Net income (after hedge)$1,393/mo
Downside budget
⚠ $80 is $14 below CC-SS $94.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,223
… as % of IC ($56,800)26.8%
… as % of ML ($100,800)15.1%
Recovery months (at normal income)1.8 mo
Surgical close (11 ct)$-19,085
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $80.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $89.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.65
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$660$-27,094+$7,506+$605
+2.5%$82.00 (1.2σ)$-1,540$-25,598+$9,002-$1,595
+5%$84.00 (1.6σ)$-3,740$-24,102+$10,498-$3,795
SS (= V-bounce)$93.40 (3.5σ)$-14,080$-17,071+$17,529-$14,135
V-BOUNCE STRESS (stock → CC-SS $94.44, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,484
− CC assignment net of premium (11 × $80): -$15,223
− Conservative CC assignment net of premium (9 × $93.50): -$800
Total Position P&L @ SS: $-17,139 (+$17,461 vs today)
Do-nothing baseline at SS: $-2,894 (this trade vs do-nothing: $-14,245, the opportunity cost of earning $2,829/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,574, position total $-17,415 (+$17,185 vs today)
🎯 50% normal17 × $8017 Jul7d4.8%78%33%$1,020$4,371$23,526
Sell 17 × $80 4.8% OTM over spot $76.32 17 Jul 2026 (7d, $0.65 mid)
= $1,020 credit for the 7d cycle → $4,371/mo projected
Survival (stays ≤ $80)
78%
Breach risk
22%
POP (stays ≤ $80.65)
81%
EV / mo
+$942
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-5.0] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  50% of paths whole by 9 mo (vs 40% without)  ·  ~9.6 challenges expected  ·  median CC cash $3,684
🛡 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)
33%
Flat exit net (mid-life)
-$1,799
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$85 @ 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: $2.34/sh now → $1.66 mid-life (likely $1.73–$2.72)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$1.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,001 simulated challenges: the $80 strike is typically first touched on day 4 of 7, at $81 (overshoots $1.09). 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+$0.34/sh+$575
cycle +$1,595
[-$32…+$688] · 73% credit
64%
surv 52%
-$26,189 NOT
cap gain +$8,411
Max even-money escape in the band~$8331 Jul 202618d left+$0.31/sh+$527
cycle +$1,547
[-$167…+$638] · 62% credit
72%
surv 64%
-$21,285 NOT
cap gain +$13,315
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+$0.05/sh+$86
cycle +$1,106
[-$622…+$171] · 32% credit
66%
surv 56%
-$25,422 NOT
cap gain +$9,178
Safety roll (pay small debit, max POP)~$8531 Jul 202618d left-$0.45/sh-$758
cycle +$262
[-$1,769…-$731] · 8% credit
78%
surv 74%
-$17,950 NOT
cap gain +$16,650
budget: banked $1,020 debit $758 (74% used ≈ 0.8 wk of income) → whole cycle still +$262 cash · rolled 17 ct earn ≈ $3,434/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$4,371/mo
vs 50% target ($4,286/mo)+2%
vs normal income ($8,571/mo)51% covered
Net income (after hedge)$2,893/mo
Downside budget
⚠ $80 is $14 below CC-SS $94.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,526
… as % of IC ($56,800)41.4%
… as % of ML ($100,800)23.3%
Recovery months (at normal income)2.7 mo
Surgical close (17 ct)$-29,495
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $80.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $89.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.65
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$1,020$-26,764+$7,836+$935
+2.5%$82.00 (1.2σ)$-2,380$-26,468+$8,132-$2,465
+5%$84.00 (1.6σ)$-5,780$-26,172+$8,428-$5,865
SS (= V-bounce)$93.40 (3.5σ)$-21,760$-24,781+$9,819-$21,845
V-BOUNCE STRESS (stock → CC-SS $94.44, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,484
− CC assignment net of premium (17 × $80): -$23,526
− Conservative CC assignment net of premium (3 × $93.50): -$267
Total Position P&L @ SS: $-24,909 (+$9,691 vs today)
Do-nothing baseline at SS: $-2,894 (this trade vs do-nothing: $-22,015, the opportunity cost of earning $4,371/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,978, position total $-24,849 (+$9,751 vs today)
100% normal16 × $7717 Jul7d0.9%57%89%$2,000$8,571+$4,200$25,902
Sell 16 × $77 0.9% OTM over spot $76.32 17 Jul 2026 (7d, $1.50 mid)
= $2,000 credit for the 7d cycle → $8,571/mo projected
Survival (stays ≤ $77)
57%
Breach risk
43%
POP (stays ≤ $78.50)
68%
EV / mo
$-690
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-4.6] median, 0.2 mo faster than no FIGHT (2.8 mo)  ·  58% of paths whole by 9 mo (vs 46% without)  ·  ~26.3 challenges expected  ·  median CC cash $5,371
🛡 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)
68%
Flat exit net (mid-life)
-$451
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 87% POP
86% 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: $2.17/sh now → $1.53 mid-life (likely $2.06–$3.03)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,053 simulated challenges: the $77 strike is typically first touched on day 2 of 7, at $78 (overshoots $1.24). 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
Reliable up-and-out (highest cap still free ≥60%)~$7831 Jul 202618d left+$0.59/sh+$945
cycle +$2,945
[-$71…+$525] · 71% credit
65%
surv 55%
-$29,122 NOT
cap gain +$5,478
Roll out (same strike, buy time)~$7724 Jul 202610d left+$0.31/sh+$499
cycle +$2,499
[-$396…+$133] · 40% credit
63%
surv 52%
-$30,824 NOT
cap gain +$3,776
Max even-money escape in the band~$8031 Jul 202618d left+$0.22/sh+$353
cycle +$2,353
[-$679…-$69] · 21% credit
72%
surv 65%
-$26,018 NOT
cap gain +$8,582
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)~$7824 Jul 202610d left+$0.03/sh+$47
cycle +$2,047
[-$972…-$359] · 11% credit
66%
surv 56%
-$30,020 NOT
cap gain +$4,580
Safety roll (pay small debit, max POP)~$8631 Jul 202618d left-$1.21/sh-$1,935
cycle +$65
[-$3,937…-$2,651]
87%
surv 86%
-$16,294 NOT
cap gain +$18,306
budget: banked $2,000 debit $1,935 (97% used ≈ 1.0 wk of income) → whole cycle still +$65 cash · rolled 16 ct earn ≈ $859/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$8,571/mo
vs 50% target ($4,286/mo)+100%
vs normal income ($8,571/mo)100% covered
Net income (after hedge)$7,100/mo
Downside budget
⚠ $77 is $17 below CC-SS $94.44: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,902
… as % of IC ($56,800)45.6%
… as % of ML ($100,800)25.7%
Recovery months (at normal income)3.0 mo
Surgical close (16 ct)$-28,080
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $78.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $89.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.50
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.50
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$2,000$-31,323+$3,277+$1,920
+2.5%$78.92 (≤1σ, normal week)$-1,080$-30,846+$3,754-$1,160
+5%$80.85 (≤1σ, normal week)$-4,160$-30,369+$4,231-$4,240
SS (= V-bounce)$93.40 (3.5σ)$-24,240$-27,256+$7,344-$24,320
V-BOUNCE STRESS (stock → CC-SS $94.44, where you are whole again, by expiry)
Starting unrealized P&L: $-34,600
+ Fortress recovery (un-capped): +$33,484
− CC assignment net of premium (16 × $77): -$25,902
− Conservative CC assignment net of premium (4 × $93.50): -$356
Total Position P&L @ SS: $-27,374 (+$7,226 vs today)
Do-nothing baseline at SS: $-2,894 (this trade vs do-nothing: $-24,480, the opportunity cost of earning $8,571/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,504, position total $-27,370 (+$7,230 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on COPX are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 22 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.924 (IBKR)  |  Recovery@SS: +$33,484 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,894

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$807d17 Jul 2026$0.6017/20$4,371$2,89378%81%+$942-$23,52641.4%$-24,909 (vs do-nothing $-22,015)
$797d17 Jul 2026$0.6017/20$4,371$2,89371%77%$-602-$25,22644.4%$-26,609 (vs do-nothing $-23,715)
$8014d24 Jul 2026$1.1019/20$4,479$2,98671%77%+$418-$25,34444.6%$-26,549 (vs do-nothing $-23,655)
$8021d31 Jul 2026$1.6019/20$4,343$2,85068%76%+$379-$24,39442.9%$-25,599 (vs do-nothing $-22,705)
$787d17 Jul 2026$0.9511/20$4,479$3,04364%73%$-101-$17,03830.0%$-18,954 (vs do-nothing $-16,060)
$7921d31 Jul 2026$1.9516/20$4,457$2,98664%73%+$442-$21,58238.0%$-23,054 (vs do-nothing $-20,160)
$78.5021d31 Jul 2026$1.7018/20$4,371$2,88662%71%$-596-$25,63045.1%$-26,924 (vs do-nothing $-24,030)
$7814d24 Jul 2026$1.7012/20$4,371$2,92961%71%+$205-$17,68731.1%$-19,514 (vs do-nothing $-16,620)
$7821d31 Jul 2026$1.9016/20$4,343$2,87160%70%$-507-$23,26241.0%$-24,734 (vs do-nothing $-21,840)
$77.5021d31 Jul 2026$2.1015/20$4,500$3,03658%69%$-487-$22,25839.2%$-23,819 (vs do-nothing $-20,925)
$777d17 Jul 2026$1.258/20$4,286$2,87157%68%$-345-$12,95122.8%$-15,134 (vs do-nothing $-12,240)
$7714d24 Jul 2026$1.8012/20$4,629$3,18656%67%$-592-$18,76733.0%$-20,594 (vs do-nothing $-17,700)
$7721d31 Jul 2026$2.3014/20$4,600$3,14355%68%$-496-$21,19437.3%$-22,844 (vs do-nothing $-19,950)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$76.5021d31 Jul 2026$2.5512/20$4,371$2,92953%67%$-402-$18,46732.5%$-20,294 (vs do-nothing $-17,400)
$76.5014d24 Jul 2026$2.0010/20$4,286$2,85753%66%$-560-$15,93928.1%$-17,944 (vs do-nothing $-15,050)
$7621d31 Jul 2026$2.8511/20$4,479$3,04351%66%$-293-$17,14830.2%$-19,064 (vs do-nothing $-16,170)
$7614d24 Jul 2026$2.259/20$4,339$2,91850%65%$-491-$14,57025.7%$-16,664 (vs do-nothing $-13,770)
$767d17 Jul 2026$1.706/20$4,371$2,97149%64%$-331-$10,04317.7%$-12,404 (vs do-nothing $-9,510)
$75.5021d31 Jul 2026$3.0010/20$4,286$2,85748%64%$-434-$15,93928.1%$-17,944 (vs do-nothing $-15,050)
$7521d31 Jul 2026$3.2010/20$4,571$3,14346%63%$-551-$16,23928.6%$-18,244 (vs do-nothing $-15,350)
$7514d24 Jul 2026$3.107/20$4,650$3,24344%63%+$83-$11,43720.1%$-13,709 (vs do-nothing $-10,815)
$757d17 Jul 2026$2.455/20$5,250$3,85741%62%+$91-$8,49415.0%$-10,944 (vs do-nothing $-8,050)

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 22:35