FORTRESS FIGHT: COPX @ $72.06

BE SS: $93.40  |  CC-SS: $94.68  |  1 contracts (100 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

COPX @ $72.06   UNDERWATER $21.34 (22.9% below BE SS)

PARTIAL: 19 of 20 contracts already capped (19x $82C). FIGHTing the 1 uncapped; all figures (income, hedge, cap give-up) are for that slice.

1 of 20 contracts (100 sh uncapped)  |  BE SS: $93.40  |  CC-SS: $94.68 (banked floor $94.33)  |  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$5,040(ND $28.40 + SW $22) x 100
Normal income ref$417/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $78/mo (info only, already in marks)
Unrealized P&L$-2,145fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$208/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$417/mo (ATM CC, chain)
IC VELOCITY
6.8 mo to earn back $2,840
ML VELOCITY
12.1 mo to earn back $5,040
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $94.68 in the fetched chain; the deepest available is $83.5C (14d, $11/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$35
Hole (after banked)
$2,110
was $2,145 · 2% earned back
Cycles closed
1
Credit in flight
$760
CC-SS · banked floor (info)
$94.68 → $94.33
Open legAcctCredit/shIn flightOpened
19x $81.5C 17 Jul 2026U6241782$0.40$7602026-07-11
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 14 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 13 · hist falling (nightly)
LEVELS20W MA (bounce target) $79.75 (+11%) · daily UBB $81.64 · 1-wk expected move ±$4 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 1 contract at $74 / 7d. This is the safest strike (survival 67%, breach 33%) that still earns 50% of normal income ($208/mo); it brings $257/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 1 × $72/7d for $536/mo, but breach risk rises to 49% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $79/7d (93% survival, $43/mo).
Downside anchor: the primary mortgages $2,008 (71% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 4.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 1 contracts realizes $-2,208 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 1 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 · 24 Jul 2026 (7d) · sell 1 × $74, 67% survival, $257/mo (E[net] $-220/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 7d1 × $7467%$257$-220

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $-220/mo 🏆 GRAND PICK

🎯 Engine pick: sell 1 × $74 (primary), 67% survival, breach 33%, $257/mo.
Stay at the pick. Stepping safer (the $75 rung (33% normal) lifts survival to 75% (breach 33% → 25%) for $86/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $72.06 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield1 × $7924 Jul7d9.6%93%13%+2pp$10$43-$214$1,558
Sell 1 × $79 9.6% OTM over spot $72.06 24 Jul 2026 (7d, $0.40 mid)
= $10 credit for the 7d cycle → $43/mo projected
Survival (stays ≤ $79)
93%
Breach risk
7%
POP (stays ≤ $79.40)
94%
EV / mo
+$15
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
39% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$32/mo
median; plan ~$22/mo after 68% keep · $248 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.7-5.7], measured ONLY among the 39% of futures that got whole
🛡 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)
-$235
Free roll-up
none
Safest escape (by 14 Aug 2026)
$80 @ 67% POP
58% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $3.46/sh now → $2.45 mid-life (likely $1.97–$3.53)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$2.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 322 simulated challenges: the $79 strike is typically first touched on day 5 of 7, at $80 (overshoots $1.16). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (1 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%)~$8014 Aug 202624d left+$0.32/sh+$32
cycle +$42
[-$20…+$94] · 66% credit
66%
surv 56%
-$1,390 NOT
cap gain +$755
Max even-money escape in the band~$8014 Aug 202624d left+$0.12/sh+$12
cycle +$22
[-$43…+$72] · 56% credit
67%
surv 58%
-$1,366 NOT
cap gain +$779
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$7931 Jul 202610d left-$0.37/sh-$37
cycle -$27
[-$88…+$16] · 30% credit
64%
surv 52%
-$1,545 NOT
cap gain +$600
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$43/mo
vs 50% target ($208/mo)-79%
vs normal income ($417/mo)10% covered
Net income (after hedge)$43/mo
Downside budget
⚠ $79 is $16 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,558
… as % of IC ($2,840)54.9%
… as % of ML ($5,040)30.9%
Recovery months (at normal income)3.7 mo
Surgical close (1 ct)$-2,175
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $79.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $81.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $79.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.6σ)$10$-1,508+$637+$0
+2.5%$80.97 (2.0σ)$-187$-1,527+$618-$197
+5%$82.95 (2.4σ)$-385$-1,546+$599-$395
SS (= V-bounce)$93.40 (4.8σ)$-1,430$-1,648+$497-$1,100
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-2,145
+ Fortress recovery (un-capped): +$2,043
− CC assignment net of premium (1 × $79): -$1,558
Total Position P&L @ SS: $-1,660 (+$485 vs today)
Do-nothing baseline at SS: $-560 (this trade vs do-nothing: $-1,100, the opportunity cost of earning $43/mo FIGHT income now)
BB-reversion stress (→ $79.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$65, position total $-1,515 (+$630 vs today)
33% normal1 × $7524 Jul7d4.1%75%52%+7pp$40$171-$86$1,928
Sell 1 × $75 4.1% OTM over spot $72.06 24 Jul 2026 (7d, $0.98 mid)
= $40 credit for the 7d cycle → $171/mo projected
Survival (stays ≤ $75)
75%
Breach risk
25%
POP (stays ≤ $75.97)
81%
EV / mo
$-54
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
51% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$81/mo
median; plan ~$55/mo after 68% keep · $598 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.9-5.0], measured ONLY among the 51% of futures that got whole
🛡 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)
40%
Flat exit net (mid-life)
-$180
Free roll-up
none
Safest escape (by 14 Aug 2026)
$77 @ 70% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $3.11/sh now → $2.20 mid-life (likely $2.43–$3.69)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$1.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,192 simulated challenges: the $75 strike is typically first touched on day 4 of 7, at $76 (overshoots $1.06). 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 (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$7614 Aug 202624d left+$0.05/sh+$5
cycle +$45
[-$85…-$2] · 24% credit
68%
surv 59%
-$1,703 NOT
cap gain +$442
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$7714 Aug 202624d left-$0.35/sh-$35
cycle +$5
[-$133…-$47] · 13% credit
70%
surv 63%
-$1,654 NOT
cap gain +$491
budget: banked $40 debit $35 (88% used ≈ 0.9 wk of income) → whole cycle still +$5 cash · rolled 1 ct earn ≈ $230/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$7531 Jul 202610d left-$0.33/sh-$33
cycle +$7
[-$114…-$41] · 12% credit
64%
surv 52%
-$1,872 NOT
cap gain +$273
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$171/mo
vs 50% target ($208/mo)-18%
vs normal income ($417/mo)41% covered
Net income (after hedge)$171/mo
Downside budget
⚠ $75 is $20 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,928
… as % of IC ($2,840)67.9%
… as % of ML ($5,040)38.3%
Recovery months (at normal income)4.6 mo
Surgical close (1 ct)$-2,202
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $75.97 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $81.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.97
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
≥ $75.97
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$40$-1,839+$306+$30
+2.5%$76.88 (1.1σ)$-148$-1,857+$288-$158
+5%$78.75 (1.5σ)$-335$-1,875+$270-$345
SS (= V-bounce)$93.40 (4.8σ)$-1,800$-2,018+$127-$1,470
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-2,145
+ Fortress recovery (un-capped): +$2,043
− CC assignment net of premium (1 × $75): -$1,928
Total Position P&L @ SS: $-2,030 (+$115 vs today)
Do-nothing baseline at SS: $-560 (this trade vs do-nothing: $-1,470, the opportunity cost of earning $171/mo FIGHT income now)
BB-reversion stress (→ $79.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$435, position total $-1,885 (+$260 vs today)
🎯 50% normal1 × $7424 Jul7d2.7%67%52%+8pp$60$257$2,008
Sell 1 × $74 2.7% OTM over spot $72.06 24 Jul 2026 (7d, $1.23 mid)
= $60 credit for the 7d cycle → $257/mo projected
Survival (stays ≤ $74)
67%
Breach risk
33%
POP (stays ≤ $75.22)
76%
EV / mo
$-82
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
48% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$103/mo
median; plan ~$70/mo after 68% keep · $759 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [2.0-5.6], measured ONLY among the 48% of futures that got whole
🛡 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)
52%
Flat exit net (mid-life)
-$154
Free roll-up
none
Safest escape (by 14 Aug 2026)
$77 @ 71% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $3.02/sh now → $2.14 mid-life (likely $2.56–$3.74)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$1.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,562 simulated challenges: the $74 strike is typically first touched on day 3 of 7, at $75 (overshoots $1.04). 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 (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$7514 Aug 202624d left+$0.04/sh+$4
cycle +$64
[-$94…-$19] · 18% credit
68%
surv 59%
-$1,775 NOT
cap gain +$370
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$7431 Jul 202610d left-$0.32/sh-$32
cycle +$28
[-$120…-$53] · 9% credit
64%
surv 52%
-$1,942 NOT
cap gain +$203
Safety roll (pay small debit, max POP)~$7714 Aug 202624d left-$0.56/sh-$56
cycle +$4
[-$166…-$82] · 5% credit
71%
surv 65%
-$1,699 NOT
cap gain +$446
budget: banked $60 debit $56 (93% used ≈ 0.9 wk of income) → whole cycle still +$4 cash · rolled 1 ct earn ≈ $197/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$257/mo
vs 50% target ($208/mo)+23%
vs normal income ($417/mo)62% covered
Net income (after hedge)$257/mo
Downside budget
⚠ $74 is $21 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,008
… as % of IC ($2,840)70.7%
… as % of ML ($5,040)39.8%
Recovery months (at normal income)4.8 mo
Surgical close (1 ct)$-2,208
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $75.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $81.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-75.22
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
≥ $75.22
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (≤1σ, normal week)$60$-1,909+$236+$50
+2.5%$75.85 (≤1σ, normal week)$-125$-1,927+$218-$135
+5%$77.70 (1.3σ)$-310$-1,945+$200-$320
SS (= V-bounce)$93.40 (4.8σ)$-1,880$-2,098+$47-$1,550
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-2,145
+ Fortress recovery (un-capped): +$2,043
− CC assignment net of premium (1 × $74): -$2,008
Total Position P&L @ SS: $-2,110 (+$35 vs today)
Do-nothing baseline at SS: $-560 (this trade vs do-nothing: $-1,550, the opportunity cost of earning $257/mo FIGHT income now)
BB-reversion stress (→ $79.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$515, position total $-1,965 (+$180 vs today)
100% normal1 × $7224 Jul7d-0.1%51%99+%·$125$536+$279$2,143
Sell 1 × $72 0.1% ITM over spot $72.06 24 Jul 2026 (7d, $2.08 mid)
= $125 credit for the 7d cycle → $536/mo projected
Survival (stays ≤ $72)
51%
Breach risk
49%
POP (stays ≤ $74.08)
68%
EV / mo
$-153
🛡 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)
100%
Flat exit net (mid-life)
-$77
Free roll-up
none
Safest escape (by 14 Aug 2026)
$78 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $2.85/sh now → $2.02 mid-life → ≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$0.77/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7231 Jul 202610d left-$0.31/sh-$31
cycle +$94
64%
surv 52%
-$2,051 NOT
cap gain +$94
Max even-money escape in the band~$7314 Aug 202624d left+$0.18/sh+$18
cycle +$143
67%
surv 57%
-$1,916 NOT
cap gain +$229
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$7814 Aug 202624d left-$1.20/sh-$120
cycle +$5
79%
surv 76%
-$1,648 NOT
cap gain +$497
budget: banked $125 debit $120 (96% used ≈ 1.0 wk of income) → whole cycle still +$5 cash · rolled 1 ct earn ≈ $103/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$536/mo
vs 50% target ($208/mo)+157%
vs normal income ($417/mo)129% covered
Net income (after hedge)$536/mo
Downside budget
⚠ $72 is $23 below CC-SS $94.68: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,143
… as % of IC ($2,840)75.5%
… as % of ML ($5,040)42.5%
Recovery months (at normal income)5.1 mo
Surgical close (1 ct)$-2,228
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 ≥ $74.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $81.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-74.08
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
≥ $74.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (≤1σ, normal week)$125$-2,020+$125+$115
+2.5%$73.80 (≤1σ, normal week)$-55$-2,042+$103-$65
+5%$75.60 (≤1σ, normal week)$-235$-2,060+$85-$245
SS (= V-bounce)$93.40 (4.8σ)$-2,015$-2,233-$88-$1,685
V-BOUNCE STRESS (stock → CC-SS $94.68, where you are whole again, by expiry)
Starting unrealized P&L: $-2,145
+ Fortress recovery (un-capped): +$2,043
− CC assignment net of premium (1 × $72): -$2,143
Total Position P&L @ SS: $-2,245 ($-100 vs today)
Do-nothing baseline at SS: $-560 (this trade vs do-nothing: $-1,685, the opportunity cost of earning $536/mo FIGHT income now)
BB-reversion stress (→ $79.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$650, position total $-2,100 (+$45 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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 28 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: 0.903 (IBKR)  |  Recovery@SS: +$2,043 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-560

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$75.5014d31 Jul 2026$1.001/1$214$21472%79%+$24-$1,81864.0%$-1,920 (vs do-nothing $-1,360)
$747d24 Jul 2026$0.601/1$257$25767%76%$-82-$2,00870.7%$-2,110 (vs do-nothing $-1,550)
$74.5021d7 Aug 2026$1.551/1$221$22165%74%+$2-$1,86365.6%$-1,965 (vs do-nothing $-1,405)
$7414d31 Jul 2026$1.201/1$257$25764%73%$-31-$1,94868.6%$-2,050 (vs do-nothing $-1,490)
$73.507d24 Jul 2026$0.501/1$214$21463%74%$-196-$2,06872.8%$-2,170 (vs do-nothing $-1,610)
$7421d7 Aug 2026$1.601/1$229$22962%73%$-16-$1,90867.2%$-2,010 (vs do-nothing $-1,450)
$7428d14 Aug 2026$2.001/1$214$21461%72%$-21-$1,86865.8%$-1,970 (vs do-nothing $-1,410)
$73.5014d31 Jul 2026$1.251/1$268$26861%71%$-61-$1,99370.2%$-2,095 (vs do-nothing $-1,535)
$73.5021d7 Aug 2026$1.851/1$264$26460%72%$-7-$1,93368.1%$-2,035 (vs do-nothing $-1,475)
$737d24 Jul 2026$0.701/1$300$30059%72%$-192-$2,09873.9%$-2,200 (vs do-nothing $-1,640)
$73.5028d14 Aug 2026$2.201/1$236$23659%71%$-21-$1,89866.8%$-2,000 (vs do-nothing $-1,440)
$7314d31 Jul 2026$1.601/1$343$34358%71%$-30-$2,00870.7%$-2,110 (vs do-nothing $-1,550)
$7321d7 Aug 2026$2.201/1$314$31457%71%+$13-$1,94868.6%$-2,050 (vs do-nothing $-1,490)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7328d14 Aug 2026$2.401/1$257$25757%70%$-22-$1,92867.9%$-2,030 (vs do-nothing $-1,470)
$72.5028d14 Aug 2026$2.651/1$284$28454%69%$-19-$1,95368.8%$-2,055 (vs do-nothing $-1,495)
$72.5021d7 Aug 2026$2.251/1$321$32154%69%$-12-$1,99370.2%$-2,095 (vs do-nothing $-1,535)
$7228d14 Aug 2026$2.901/1$311$31152%68%$-17-$1,97869.6%$-2,080 (vs do-nothing $-1,520)
$7221d7 Aug 2026$2.501/1$357$35752%68%$-11-$2,01871.1%$-2,120 (vs do-nothing $-1,560)
$7214d31 Jul 2026$2.001/1$429$42951%68%$-46-$2,06872.8%$-2,170 (vs do-nothing $-1,610)
$727d24 Jul 2026$1.251/1$536$53651%68%$-153-$2,14375.5%$-2,245 (vs do-nothing $-1,685)
$71.5028d14 Aug 2026$3.101/1$332$33250%67%$-22-$2,00870.7%$-2,110 (vs do-nothing $-1,550)
$71.5021d7 Aug 2026$2.751/1$393$39349%67%$-12-$2,04371.9%$-2,145 (vs do-nothing $-1,585)
$71.5014d31 Jul 2026$2.151/1$461$46148%66%$-70-$2,10374.0%$-2,205 (vs do-nothing $-1,645)
$7128d14 Aug 2026$3.301/1$354$35448%66%$-29-$2,03871.8%$-2,140 (vs do-nothing $-1,580)
$71.507d24 Jul 2026$1.501/1$643$64347%65%$-160-$2,16876.3%$-2,270 (vs do-nothing $-1,710)
$7121d7 Aug 2026$3.201/1$457$45746%66%+$13-$2,04872.1%$-2,150 (vs do-nothing $-1,590)
$7114d31 Jul 2026$2.301/1$493$49345%64%$-99-$2,13875.3%$-2,240 (vs do-nothing $-1,680)
$717d24 Jul 2026$1.501/1$643$64342%62%$-286-$2,21878.1%$-2,320 (vs do-nothing $-1,760)

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 1 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-17 21:37