FORTRESS FIGHT: COPX @ $76.69

BE SS: $93.40  |  CC-SS: $94.48  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

COPX @ $76.69   UNDERWATER $16.71 (17.9% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.48  |  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$10,431/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,503/mo (info only, already in marks)
Unrealized P&L$-34,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,215/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,431/mo (ATM CC, chain)
IC VELOCITY
5.4 mo to earn back $56,800
ML VELOCITY
9.7 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $94.48 (probe: $91.5C 13d) brings only $231/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 33 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 37 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $92.94 (+21%) · 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 / 6d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($5,215/mo); it brings $5,525/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 × $78/6d for $10,925/mo, but breach risk rises to 38% (+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 20 × $83/6d (91% survival, $1,500/mo).
Downside anchor: the primary mortgages $23,514 (41% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-29,028 and cuts bleed by $0/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 (6d) · sell 17 × $80, 77% survival, $5,525/mo (E[net] $768/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 · 6d17 × $8077%$5,525$768

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $768/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $80 (primary), 77% survival, breach 23%, $5,525/mo.
⚖️ Worth a safer step: the $81.50 rung (33% normal) lifts survival to 86% (breach 23% → 14%) for $2,025/mo less (37% 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 $81.50 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $76.69 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $8317 Jul6d8.2%91%18%$300$1,500-$4,025$22,663
Sell 20 × $83 8.2% OTM over spot $76.69 17 Jul 2026 (6d, $0.25 mid)
= $300 credit for the 6d cycle → $1,500/mo projected
Survival (stays ≤ $83)
91%
Breach risk
9%
POP (stays ≤ $83.25)
92%
EV / mo
+$489
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.6-4.7] median, 0.1 mo SLOWER than no FIGHT (2.8 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 51% without)  ·  ~3.9 challenges expected  ·  median CC cash $7,295
🛡 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)
12%
Flat exit net (mid-life)
-$3,141
Free roll-up
+$1/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 20 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.43/sh now → $1.72 mid-life (likely $1.33–$2.40)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 360 simulated challenges: the $83 strike is typically first touched on day 4 of 6, at $84 (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 (20 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+$0.75/sh+$1,504
cycle +$1,804
[+$1,222…+$2,306] · 98% credit
65%
surv 52%
-$20,522 NOT
cap gain +$13,478
Up-and-out for even (raise the cap, free)~$8424 Jul 202610d left+$0.26/sh+$516
cycle +$816
[+$112…+$1,236] · 78% credit
69%
surv 59%
-$19,087 NOT
cap gain +$14,913
Max even-money escape in the band~$8731 Jul 202617d left+$0.11/sh+$215
cycle +$515
[-$367…+$1,014] · 62% credit
74%
surv 68%
-$14,763 NOT
cap gain +$19,237
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 ($5,215/mo)-71%
vs normal income ($10,431/mo)14% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $83 is $11 below CC-SS $94.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,663
… as % of IC ($56,800)39.9%
… as % of ML ($100,800)22.5%
Recovery months (at normal income)2.2 mo
Surgical close (20 ct)$-34,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $83.25 (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
$82-83.25
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
≥ $83.25
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.00 (1.4σ)$300$-22,026+$11,974+$200
+2.5%$85.07 (1.8σ)$-3,850$-22,338+$11,662-$3,950
+5%$87.15 (2.3σ)$-8,000$-22,649+$11,351-$8,100
SS (= V-bounce)$93.40 (3.7σ)$-20,500$-23,586+$10,414-$20,600
V-BOUNCE STRESS (stock → CC-SS $94.48, where you are whole again, by expiry)
Starting unrealized P&L: $-34,000
+ Fortress recovery (un-capped): +$32,915
− CC assignment net of premium (20 × $83): -$22,663
Total Position P&L @ SS: $-23,749 (+$10,251 vs today)
Do-nothing baseline at SS: $-2,949 (this trade vs do-nothing: $-20,800, 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 -$19,580, position total $-23,517 (+$10,483 vs today)
33% normal ← lean20 × $81.5017 Jul6d6.3%86%29%$700$3,500-$2,025$25,263
Sell 20 × $81.50 6.3% OTM over spot $76.69 17 Jul 2026 (6d, $0.45 mid)
= $700 credit for the 6d cycle → $3,500/mo projected
Survival (stays ≤ $81.50)
86%
Breach risk
14%
POP (stays ≤ $81.95)
88%
EV / mo
+$1,359
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.6-4.7] median, 0.1 mo faster than no FIGHT (3.0 mo)  ·  56% of paths whole by 9 mo (vs 47% without)  ·  ~6.0 challenges expected  ·  median CC cash $14,831
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
21%
Flat exit net (mid-life)
-$2,614
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$87 @ 78% POP
74% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.34/sh now → $1.66 mid-life (likely $1.59–$2.64)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 635 simulated challenges: the $82 strike is typically first touched on day 4 of 6, at $83 (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 (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+$0.72/sh+$1,448
cycle +$2,148
[+$947…+$1,843] · 95% credit
65%
surv 52%
-$22,953 NOT
cap gain +$11,047
Reliable up-and-out (highest cap still free ≥60%)~$8431 Jul 202617d left+$0.37/sh+$739
cycle +$1,439
[-$70…+$1,109] · 72% credit
72%
surv 64%
-$18,464 NOT
cap gain +$15,536
Up-and-out for even (raise the cap, free)~$8324 Jul 202610d left+$0.23/sh+$460
cycle +$1,160
[-$191…+$778] · 65% credit
69%
surv 59%
-$21,518 NOT
cap gain +$12,482
Max even-money escape in the band~$8531 Jul 202617d left+$0.06/sh+$126
cycle +$826
[-$773…+$435] · 41% credit
75%
surv 68%
-$17,227 NOT
cap gain +$16,773
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 202617d left-$0.30/sh-$595
cycle +$105
[-$1,644…-$330] · 16% credit
78%
surv 74%
-$15,173 NOT
cap gain +$18,827
budget: banked $700 debit $595 (85% used ≈ 0.7 wk of income) → whole cycle still +$105 cash · rolled 20 ct earn ≈ $4,798/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,500/mo
vs 50% target ($5,215/mo)-33%
vs normal income ($10,431/mo)34% covered
Net income (after hedge)$3,500/mo
Downside budget
⚠ $81.50 is $13 below CC-SS $94.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,263
… as % of IC ($56,800)44.5%
… as % of ML ($100,800)25.1%
Recovery months (at normal income)2.4 mo
Surgical close (20 ct)$-34,200
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $81.95 (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 $89.67 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $80.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-81.95
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $81.95
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$81.50 (1.1σ)$700$-24,401+$9,599+$600
+2.5%$83.54 (1.5σ)$-3,375$-24,707+$9,293-$3,475
+5%$85.58 (1.9σ)$-7,450$-25,013+$8,987-$7,550
SS (= V-bounce)$93.40 (3.7σ)$-23,100$-26,186+$7,814-$23,200
V-BOUNCE STRESS (stock → CC-SS $94.48, where you are whole again, by expiry)
Starting unrealized P&L: $-34,000
+ Fortress recovery (un-capped): +$32,915
− CC assignment net of premium (20 × $81.50): -$25,263
Total Position P&L @ SS: $-26,349 (+$7,651 vs today)
Do-nothing baseline at SS: $-2,949 (this trade vs do-nothing: $-23,400, the opportunity cost of earning $3,500/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,180, position total $-26,117 (+$7,883 vs today)
🎯 50% normal17 × $8017 Jul6d4.3%77%35%$1,105$5,525$23,514
Sell 17 × $80 4.3% OTM over spot $76.69 17 Jul 2026 (6d, $0.73 mid)
= $1,105 credit for the 6d cycle → $5,525/mo projected
Survival (stays ≤ $80)
77%
Breach risk
23%
POP (stays ≤ $80.72)
82%
EV / mo
+$1,847
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.9] median  ·  62% of paths whole by 9 mo (vs 49% without)  ·  ~9.9 challenges expected  ·  median CC cash $15,980
🛡 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)
35%
Flat exit net (mid-life)
-$1,606
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$86 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.25/sh now → $1.59 mid-life (likely $1.69–$2.67)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$0.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,053 simulated challenges: the $80 strike is typically first touched on day 3 of 6, at $81 (overshoots $1.14). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.70/sh+$1,184
cycle +$2,289
[+$680…+$1,355] · 96% credit
65%
surv 52%
-$25,572 NOT
cap gain +$8,428
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202617d left+$0.32/sh+$547
cycle +$1,652
[-$220…+$631] · 61% credit
73%
surv 65%
-$21,011 NOT
cap gain +$12,989
Up-and-out for even (raise the cap, free)~$8124 Jul 202610d left+$0.20/sh+$344
cycle +$1,449
[-$279…+$422] · 53% credit
70%
surv 60%
-$23,989 NOT
cap gain +$10,011
Max even-money escape in the band~$8431 Jul 202617d left+$0.02/sh+$34
cycle +$1,139
[-$841…+$55] · 29% credit
75%
surv 69%
-$19,674 NOT
cap gain +$14,326
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 202617d left-$0.43/sh-$737
cycle +$368
[-$1,794…-$769] · 7% credit
80%
surv 76%
-$16,745 NOT
cap gain +$17,255
budget: banked $1,105 debit $737 (67% used ≈ 0.6 wk of income) → whole cycle still +$368 cash · rolled 17 ct earn ≈ $3,483/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$5,525/mo
vs 50% target ($5,215/mo)+6%
vs normal income ($10,431/mo)53% covered
Net income (after hedge)$5,548/mo
Downside budget
⚠ $80 is $14 below CC-SS $94.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,514
… as % of IC ($56,800)41.4%
… as % of ML ($100,800)23.3%
Recovery months (at normal income)2.3 mo
Surgical close (17 ct)$-29,028
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $80.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $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
$79-80.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $80.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (≤1σ, normal week)$1,105$-26,756+$7,244+$1,020
+2.5%$82.00 (1.2σ)$-2,295$-26,456+$7,544-$2,380
+5%$84.00 (1.6σ)$-5,695$-26,156+$7,844-$5,780
SS (= V-bounce)$93.40 (3.7σ)$-21,675$-24,746+$9,254-$21,760
V-BOUNCE STRESS (stock → CC-SS $94.48, where you are whole again, by expiry)
Starting unrealized P&L: $-34,000
+ Fortress recovery (un-capped): +$32,915
− CC assignment net of premium (17 × $80): -$23,514
− Conservative CC assignment net of premium (3 × $93.50): -$280
Total Position P&L @ SS: $-24,879 (+$9,121 vs today)
Do-nothing baseline at SS: $-2,949 (this trade vs do-nothing: $-21,930, the opportunity cost of earning $5,525/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,893, position total $-24,815 (+$9,185 vs today)
100% normal19 × $7817 Jul6d1.7%62%77%$2,185$10,925+$5,400$29,130
Sell 19 × $78 1.7% OTM over spot $76.69 17 Jul 2026 (6d, $1.30 mid)
= $2,185 credit for the 6d cycle → $10,925/mo projected
Survival (stays ≤ $78)
62%
Breach risk
38%
POP (stays ≤ $79.30)
72%
EV / mo
+$1,544
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.2] median, 0.1 mo faster than no FIGHT (2.5 mo)  ·  70% of paths whole by 9 mo (vs 55% without)  ·  ~18.2 challenges expected  ·  median CC cash $17,004
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
60%
Flat exit net (mid-life)
-$690
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$88 @ 89% POP
89% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.14/sh now → $1.51 mid-life (likely $1.97–$2.89)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,796 simulated challenges: the $78 strike is typically first touched on day 2 of 6, at $79 (overshoots $1.17). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 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+$0.66/sh+$1,256
cycle +$3,441
[+$492…+$998] · 93% credit
65%
surv 52%
-$28,131 NOT
cap gain +$5,869
Reliable up-and-out (highest cap still free ≥60%)~$8031 Jul 202617d left+$0.61/sh+$1,150
cycle +$3,335
[+$106…+$806] · 79% credit
70%
surv 61%
-$24,888 NOT
cap gain +$9,112
Up-and-out for even (raise the cap, free)~$7924 Jul 202610d left+$0.17/sh+$318
cycle +$2,503
[-$630…+$8] · 25% credit
70%
surv 60%
-$26,645 NOT
cap gain +$7,355
Max even-money escape in the band~$8131 Jul 202617d left+$0.07/sh+$125
cycle +$2,310
[-$1,159…-$296] · 14% credit
74%
surv 68%
-$23,138 NOT
cap gain +$10,862
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8831 Jul 202617d left-$1.09/sh-$2,062
cycle +$123
[-$4,113…-$2,752]
89%
surv 89%
-$12,375 NOT
cap gain +$21,625
budget: banked $2,185 debit $2,062 (94% used ≈ 0.8 wk of income) → whole cycle still +$123 cash · rolled 19 ct earn ≈ $1,435/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$10,925/mo
vs 50% target ($5,215/mo)+109%
vs normal income ($10,431/mo)105% covered
Net income (after hedge)$10,932/mo
Downside budget
⚠ $78 is $16 below CC-SS $94.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,130
… as % of IC ($56,800)51.3%
… as % of ML ($100,800)28.9%
Recovery months (at normal income)2.8 mo
Surgical close (19 ct)$-32,585
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $79.30 (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 $89.67 (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
$77-79.30
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
≥ $79.30
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$2,185$-29,386+$4,614+$2,090
+2.5%$79.95 (≤1σ, normal week)$-1,520$-29,484+$4,516-$1,615
+5%$81.90 (1.1σ)$-5,225$-29,581+$4,419-$5,320
SS (= V-bounce)$93.40 (3.7σ)$-27,075$-30,156+$3,844-$27,170
V-BOUNCE STRESS (stock → CC-SS $94.48, where you are whole again, by expiry)
Starting unrealized P&L: $-34,000
+ Fortress recovery (un-capped): +$32,915
− CC assignment net of premium (19 × $78): -$29,130
− Conservative CC assignment net of premium (1 × $93.50): -$93
Total Position P&L @ SS: $-30,309 (+$3,691 vs today)
Do-nothing baseline at SS: $-2,949 (this trade vs do-nothing: $-27,360, the opportunity cost of earning $10,925/mo FIGHT income now)
BB-reversion stress (→ $92.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$26,201, position total $-30,133 (+$3,867 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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 0.925 (IBKR)  |  Recovery@SS: +$32,915 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,949

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$806d17 Jul 2026$0.6517/20$5,525$5,54877%82%+$1,847-$23,51441.4%$-24,879 (vs do-nothing $-21,930)
$80.5013d24 Jul 2026$1.1520/20$5,308$5,30872%78%+$1,065-$25,66345.2%$-26,749 (vs do-nothing $-23,800)
$796d17 Jul 2026$0.8014/20$5,600$5,64570%77%+$940-$20,55436.2%$-22,199 (vs do-nothing $-19,250)
$8013d24 Jul 2026$1.3517/20$5,296$5,31970%77%+$1,195-$22,32439.3%$-23,689 (vs do-nothing $-20,740)
$79.5020d31 Jul 2026$1.9019/20$5,415$5,42265%74%+$604-$24,85543.8%$-26,034 (vs do-nothing $-23,085)
$7913d24 Jul 2026$1.6015/20$5,538$5,57665%74%+$894-$20,82336.7%$-22,374 (vs do-nothing $-19,425)
$7920d31 Jul 2026$2.0517/20$5,228$5,25063%72%+$484-$22,83440.2%$-24,199 (vs do-nothing $-21,250)
$786d17 Jul 2026$1.1510/20$5,750$5,82562%72%+$813-$15,33227.0%$-17,349 (vs do-nothing $-14,400)
$78.5020d31 Jul 2026$2.2516/20$5,400$5,43061%71%+$492-$21,97138.7%$-23,429 (vs do-nothing $-20,480)
$7813d24 Jul 2026$1.9012/20$5,262$5,32259%71%+$548-$17,49830.8%$-19,329 (vs do-nothing $-16,380)
$7820d31 Jul 2026$2.4515/20$5,512$5,55058%70%+$466-$21,04837.1%$-22,599 (vs do-nothing $-19,650)
$77.5020d31 Jul 2026$2.5014/20$5,250$5,29556%69%+$96-$20,27435.7%$-21,919 (vs do-nothing $-18,970)
$776d17 Jul 2026$1.557/20$5,425$5,52254%68%+$494-$11,15219.6%$-13,449 (vs do-nothing $-10,500)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7720d31 Jul 2026$3.0012/20$5,400$5,46054%68%+$619-$17,37830.6%$-19,209 (vs do-nothing $-16,260)
$7713d24 Jul 2026$2.3010/20$5,308$5,38354%68%+$388-$15,18226.7%$-17,199 (vs do-nothing $-14,250)
$76.5020d31 Jul 2026$2.9512/20$5,310$5,37051%66%+$97-$18,03831.8%$-19,869 (vs do-nothing $-16,920)
$76.5013d24 Jul 2026$2.4510/20$5,654$5,72951%66%+$176-$15,53227.3%$-17,549 (vs do-nothing $-14,600)
$7620d31 Jul 2026$3.4011/20$5,610$5,67749%66%+$411-$16,59029.2%$-18,514 (vs do-nothing $-15,565)
$7613d24 Jul 2026$2.809/20$5,815$5,89848%65%+$345-$14,11424.8%$-16,224 (vs do-nothing $-13,275)
$75.5020d31 Jul 2026$3.4011/20$5,610$5,67746%64%$-36-$17,14030.2%$-19,064 (vs do-nothing $-16,115)
$766d17 Jul 2026$2.056/20$6,150$6,25545%64%+$348-$9,85917.4%$-12,249 (vs do-nothing $-9,300)

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  |  2026-07-11 00:20