FORTRESS FIGHT: COPX @ $73.17

BE SS: $93.40  |  CC-SS: $95.14  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-18 03:37

COPX @ $73.17   UNDERWATER $20.23 (21.7% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.14 (banked floor $94.75)  |  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$10,985/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,500/mo (info only, already in marks)
Unrealized P&L$-41,900fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,492/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,985/mo (ATM CC, chain)
IC VELOCITY
5.2 mo to earn back $56,800
ML VELOCITY
9.2 mo to earn back $100,800
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $95.14 in the fetched chain; the deepest available is $85C (13d, $692/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
$795
Hole (after banked)
$41,105
was $41,900 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$95.14 → $94.75
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 18 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 20 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $90.27 (+23%) · daily UBB $81.41 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 19 contracts at $76.50 / 6d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($5,492/mo); it brings $5,700/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 17 × $74/6d for $11,475/mo, but breach risk rises to 41% (+20pp 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 × $79/6d (91% survival, $2,500/mo).
Downside anchor: the primary mortgages $34,282 (60% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 3.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-39,947 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 · 24 Jul 2026 (6d) · sell 19 × $76.50, 79% survival, $5,700/mo (E[net] $1,052/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 · 6d19 × $76.5079%$5,700$1,052

📅 NEXT FRIDAY · 24 Jul 2026 · 6d · E[net] $1,052/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $76.50 (primary), 79% survival, breach 21%, $5,700/mo.
Stay at the pick. Stepping safer (the $77 rung (33% normal) lifts survival to 82% (breach 21% → 18%) for $1,950/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $73.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $7924 Jul6d8.0%91%18%+7pp$500$2,500-$3,200$31,786
Sell 20 × $79 8.0% OTM over spot $73.17 24 Jul 2026 (6d, $0.33 mid)
= $500 credit for the 6d cycle → $2,500/mo projected
Survival (stays ≤ $79)
91%
Breach risk
9%
POP (stays ≤ $79.33)
92%
EV / mo
+$1,574
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
48% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,773/mo
median; plan ~$1,206/mo after 68% keep · $13,246 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-5.4], 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)
11%
Flat exit net (mid-life)
-$2,824
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$86 @ 81% POP
77% 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: $2.35/sh now → $1.66 mid-life (likely $1.36–$2.44)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 321 simulated challenges: the $79 strike is typically first touched on day 4 of 6, at $80 (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)~$7931 Jul 202610d left+$0.87/sh+$1,749
cycle +$2,249
[+$1,464…+$2,483] · 99% credit
66%
surv 52%
-$29,017 NOT
cap gain +$12,883
Max even-money escape in the band~$8414 Aug 202624d left+$0.21/sh+$417
cycle +$917
[-$236…+$1,168] · 66% credit
78%
surv 72%
-$20,627 NOT
cap gain +$21,273
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)~$8131 Jul 202610d left+$0.01/sh+$15
cycle +$515
[-$500…+$566] · 50% credit
74%
surv 65%
-$26,502 NOT
cap gain +$15,398
Safety roll (pay small debit, max POP)~$8614 Aug 202624d left-$0.11/sh-$217
cycle +$283
[-$951…+$487] · 42% credit
81%
surv 77%
-$18,526 NOT
cap gain +$23,374
budget: banked $500 debit $217 (43% used ≈ 0.4 wk of income) → whole cycle still +$283 cash · rolled 20 ct earn ≈ $3,884/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,500/mo
vs 50% target ($5,492/mo)-54%
vs normal income ($10,985/mo)23% covered
Net income (after hedge)$2,500/mo
Downside budget
⚠ $79 is $16 below CC-SS $95.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,786
… as % of IC ($56,800)56.0%
… as % of ML ($100,800)31.5%
Recovery months (at normal income)2.9 mo
Surgical close (20 ct)$-42,050
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 ≥ $79.33 (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 $81.41 (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
$78-79.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $79.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.4σ)$500$-30,766+$11,134+$300
+2.5%$80.97 (1.9σ)$-3,450$-31,114+$10,786-$3,650
+5%$82.95 (2.3σ)$-7,400$-31,461+$10,439-$7,600
SS (= V-bounce)$93.40 (4.8σ)$-28,300$-33,300+$8,600-$21,700
V-BOUNCE STRESS (stock → CC-SS $95.14, where you are whole again, by expiry)
Starting unrealized P&L: $-41,900
+ Fortress recovery (un-capped): +$40,079
− CC assignment net of premium (20 × $79): -$31,786
Total Position P&L @ SS: $-33,607 (+$8,293 vs today)
Do-nothing baseline at SS: $-11,907 (this trade vs do-nothing: $-21,700, the opportunity cost of earning $2,500/mo FIGHT income now)
BB-reversion stress (→ $90.27 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,040, position total $-32,750 (+$9,150 vs today)
33% normal15 × $7724 Jul6d5.2%82%37%+6pp$750$3,750-$1,950$26,464
Sell 15 × $77 5.2% OTM over spot $73.17 24 Jul 2026 (6d, $0.57 mid)
= $750 credit for the 6d cycle → $3,750/mo projected
Survival (stays ≤ $77)
82%
Breach risk
18%
POP (stays ≤ $77.58)
85%
EV / mo
+$1,648
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
48% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~3.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,149/mo
median; plan ~$1,461/mo after 68% keep · $16,303 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.1-5.2], 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)
25%
Flat exit net (mid-life)
-$1,612
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.23/sh now → $1.57 mid-life (likely $1.58–$2.59)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 761 simulated challenges: the $77 strike is typically first touched on day 4 of 6, at $78 (overshoots $1.05). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7731 Jul 202610d left+$0.83/sh+$1,245
cycle +$1,995
[+$893…+$1,467] · 99% credit
66%
surv 52%
-$32,869 NOT
cap gain +$9,031
Reliable up-and-out (highest cap still free ≥60%)~$8114 Aug 202624d left+$0.43/sh+$646
cycle +$1,396
[-$9…+$850] · 74% credit
76%
surv 69%
-$25,570 NOT
cap gain +$16,330
Up-and-out for even (raise the cap, free)~$7931 Jul 202610d left+$0.11/sh+$171
cycle +$921
[-$343…+$308] · 44% credit
73%
surv 63%
-$30,605 NOT
cap gain +$11,295
Max even-money escape in the band~$8214 Aug 202624d left+$0.12/sh+$181
cycle +$931
[-$561…+$355] · 42% credit
78%
surv 73%
-$24,211 NOT
cap gain +$17,689
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8514 Aug 202624d left-$0.40/sh-$598
cycle +$152
[-$1,496…-$472] · 10% credit
83%
surv 80%
-$20,430 NOT
cap gain +$21,470
budget: banked $750 debit $598 (80% used ≈ 0.7 wk of income) → whole cycle still +$152 cash · rolled 15 ct earn ≈ $2,206/mo while parked; 5 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,750/mo
vs 50% target ($5,492/mo)-32%
vs normal income ($10,985/mo)34% covered
Net income (after hedge)$3,825/mo
Downside budget
⚠ $77 is $18 below CC-SS $95.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,464
… as % of IC ($56,800)46.6%
… as % of ML ($100,800)26.3%
Recovery months (at normal income)2.4 mo
Surgical close (15 ct)$-31,537
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $77.58 (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 $81.41 (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
$76-77.58
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.58
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 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$750$-34,114+$7,786+$600
+2.5%$78.92 (1.4σ)$-2,137$-33,490+$8,410-$2,287
+5%$80.85 (1.8σ)$-5,025$-32,867+$9,033-$5,175
SS (= V-bounce)$93.40 (4.8σ)$-23,850$-30,500+$11,400-$18,900
V-BOUNCE STRESS (stock → CC-SS $95.14, where you are whole again, by expiry)
Starting unrealized P&L: $-41,900
+ Fortress recovery (un-capped): +$40,079
− CC assignment net of premium (15 × $77): -$26,464
− Conservative CC assignment net of premium (5 × $90): -$2,521
Total Position P&L @ SS: $-30,807 (+$11,093 vs today)
Do-nothing baseline at SS: $-11,907 (this trade vs do-nothing: $-18,900, the opportunity cost of earning $3,750/mo FIGHT income now)
BB-reversion stress (→ $90.27 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,155, position total $-29,950 (+$11,950 vs today)
🎯 50% normal19 × $76.5024 Jul6d4.6%79%32%+14pp$1,140$5,700$34,282
Sell 19 × $76.50 4.6% OTM over spot $73.17 24 Jul 2026 (6d, $0.68 mid)
= $1,140 credit for the 6d cycle → $5,700/mo projected
Survival (stays ≤ $76.50)
79%
Breach risk
21%
POP (stays ≤ $77.17)
83%
EV / mo
+$2,286
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
54% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,013/mo
median; plan ~$2,049/mo after 68% keep · $21,515 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.9-5.5], measured ONLY among the 54% 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)
32%
Flat exit net (mid-life)
-$1,811
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 86% POP
83% 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: $2.20/sh now → $1.55 mid-life (likely $1.63–$2.59)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$0.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 945 simulated challenges: the $76 strike is typically first touched on day 3 of 6, at $78 (overshoots $1.05). 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)~$7631 Jul 202610d left+$0.82/sh+$1,556
cycle +$2,696
[+$1,071…+$1,764] · 98% credit
66%
surv 52%
-$33,120 NOT
cap gain +$8,780
Reliable up-and-out (highest cap still free ≥60%)~$8114 Aug 202624d left+$0.41/sh+$773
cycle +$1,913
[-$109…+$909] · 69% credit
76%
surv 70%
-$26,005 NOT
cap gain +$15,895
Up-and-out for even (raise the cap, free)~$7831 Jul 202610d left+$0.10/sh+$197
cycle +$1,337
[-$494…+$279] · 37% credit
73%
surv 63%
-$31,141 NOT
cap gain +$10,759
Max even-money escape in the band~$8214 Aug 202624d left+$0.10/sh+$189
cycle +$1,329
[-$793…+$277] · 34% credit
78%
surv 73%
-$24,765 NOT
cap gain +$17,135
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8514 Aug 202624d left-$0.57/sh-$1,083
cycle +$57
[-$2,339…-$1,106] · 3% credit
86%
surv 83%
-$19,653 NOT
cap gain +$22,247
budget: banked $1,140 debit $1,083 (95% used ≈ 0.8 wk of income) → whole cycle still +$57 cash · rolled 19 ct earn ≈ $2,335/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$5,700/mo
vs 50% target ($5,492/mo)+4%
vs normal income ($10,985/mo)52% covered
Net income (after hedge)$5,715/mo
Downside budget
⚠ $76.50 is $19 below CC-SS $95.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,282
… as % of IC ($56,800)60.4%
… as % of ML ($100,800)34.0%
Recovery months (at normal income)3.1 mo
Surgical close (19 ct)$-39,947
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 ≥ $77.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $81.41 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $75.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.17
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.17
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 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$76.50 (≤1σ, normal week)$1,140$-34,676+$7,224+$950
+2.5%$78.41 (1.2σ)$-2,494$-34,821+$7,079-$2,684
+5%$80.33 (1.7σ)$-6,128$-34,967+$6,933-$6,318
SS (= V-bounce)$93.40 (4.8σ)$-30,970$-36,300+$5,600-$24,700
V-BOUNCE STRESS (stock → CC-SS $95.14, where you are whole again, by expiry)
Starting unrealized P&L: $-41,900
+ Fortress recovery (un-capped): +$40,079
− CC assignment net of premium (19 × $76.50): -$34,282
− Conservative CC assignment net of premium (1 × $90): -$504
Total Position P&L @ SS: $-36,607 (+$5,293 vs today)
Do-nothing baseline at SS: $-11,907 (this trade vs do-nothing: $-24,700, the opportunity cost of earning $5,700/mo FIGHT income now)
BB-reversion stress (→ $90.27 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,023, position total $-35,750 (+$6,150 vs today)
100% normal17 × $7424 Jul6d1.1%59%84%+15pp$2,295$11,475+$5,775$33,648
Sell 17 × $74 1.1% OTM over spot $73.17 24 Jul 2026 (6d, $1.50 mid)
= $2,295 credit for the 6d cycle → $11,475/mo projected
Survival (stays ≤ $74)
59%
Breach risk
41%
POP (stays ≤ $75.50)
72%
EV / mo
+$2,494
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
57% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~9.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,787/mo
median; plan ~$2,575/mo after 68% keep · $25,666 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.1-5.2], measured ONLY among the 57% 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)
64%
Flat exit net (mid-life)
-$167
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$86 @ 92% POP
91% 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: $2.05/sh now → $1.45 mid-life (likely $1.92–$2.85)≈ $0 at expiry  |  you banked $1.35/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,910 simulated challenges: the $74 strike is typically first touched on day 2 of 6, at $75 (overshoots $1.11). 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)~$7431 Jul 202610d left+$0.77/sh+$1,302
cycle +$3,597
[+$672…+$1,081] · 97% credit
66%
surv 52%
-$36,760 NOT
cap gain +$5,140
Reliable up-and-out (highest cap still free ≥60%)~$7714 Aug 202624d left+$0.54/sh+$919
cycle +$3,214
[-$173…+$536] · 66% credit
74%
surv 67%
-$31,068 NOT
cap gain +$10,832
Max even-money escape in the band~$7914 Aug 202624d left+$0.14/sh+$246
cycle +$2,541
[-$987…-$201] · 17% credit
78%
surv 73%
-$29,005 NOT
cap gain +$12,895
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)~$7631 Jul 202610d left+$0.05/sh+$88
cycle +$2,383
[-$801…-$240] · 14% credit
73%
surv 64%
-$34,635 NOT
cap gain +$7,265
Safety roll (pay small debit, max POP)~$8614 Aug 202624d left-$1.01/sh-$1,715
cycle +$580
[-$3,593…-$2,364]
92%
surv 91%
-$18,198 NOT
cap gain +$23,702
budget: banked $2,295 debit $1,715 (75% used ≈ 0.6 wk of income) → whole cycle still +$580 cash · rolled 17 ct earn ≈ $933/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$11,475/mo
vs 50% target ($5,492/mo)+109%
vs normal income ($10,985/mo)104% covered
Net income (after hedge)$11,520/mo
Downside budget
⚠ $74 is $21 below CC-SS $95.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,648
… as % of IC ($56,800)59.2%
… as % of ML ($100,800)33.4%
Recovery months (at normal income)3.1 mo
Surgical close (17 ct)$-35,870
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.35 collected) or spot ≥ $75.50 (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 $81.41 (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
$73-75.50
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
≥ $75.50
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 0.91 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (≤1σ, normal week)$2,295$-38,061+$3,839+$2,125
+2.5%$75.85 (≤1σ, normal week)$-850$-37,832+$4,068-$1,020
+5%$77.70 (1.1σ)$-3,995$-37,602+$4,298-$4,165
SS (= V-bounce)$93.40 (4.8σ)$-30,685$-36,675+$5,225-$25,075
V-BOUNCE STRESS (stock → CC-SS $95.14, where you are whole again, by expiry)
Starting unrealized P&L: $-41,900
+ Fortress recovery (un-capped): +$40,079
− CC assignment net of premium (17 × $74): -$33,648
− Conservative CC assignment net of premium (3 × $90): -$1,513
Total Position P&L @ SS: $-36,982 (+$4,918 vs today)
Do-nothing baseline at SS: $-11,907 (this trade vs do-nothing: $-25,075, the opportunity cost of earning $11,475/mo FIGHT income now)
BB-reversion stress (→ $90.27 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,364, position total $-36,125 (+$5,775 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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 31 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: 0.912 (IBKR)  |  Recovery@SS: +$40,079 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,907

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$76.506d24 Jul 2026$0.6019/20$5,700$5,71579%83%+$2,286-$34,28260.4%$-36,607 (vs do-nothing $-24,700)
$766d24 Jul 2026$0.7016/20$5,600$5,66075%81%+$1,954-$29,50952.0%$-33,347 (vs do-nothing $-21,440)
$76.5013d31 Jul 2026$1.2520/20$5,769$5,76971%78%+$1,518-$34,78661.2%$-36,607 (vs do-nothing $-24,700)
$7613d31 Jul 2026$1.4517/20$5,688$5,73369%77%+$1,548-$30,07853.0%$-33,412 (vs do-nothing $-21,505)
$756d24 Jul 2026$1.0011/20$5,500$5,63568%76%+$1,600-$21,05737.1%$-27,417 (vs do-nothing $-15,510)
$75.5013d31 Jul 2026$1.6015/20$5,538$5,61366%75%+$1,364-$27,06447.6%$-31,407 (vs do-nothing $-19,500)
$75.5020d7 Aug 2026$2.0019/20$5,700$5,71564%74%+$1,026-$33,52259.0%$-35,847 (vs do-nothing $-23,940)
$7513d31 Jul 2026$1.7514/20$5,654$5,74463%73%+$1,214-$25,75045.3%$-30,597 (vs do-nothing $-18,690)
$7520d7 Aug 2026$2.2017/20$5,610$5,65561%72%+$969-$30,50353.7%$-33,837 (vs do-nothing $-21,930)
$7527d14 Aug 2026$2.6020/20$5,778$5,77860%72%+$846-$35,08661.8%$-36,907 (vs do-nothing $-25,000)
$74.5013d31 Jul 2026$1.9013/20$5,700$5,80560%72%+$1,018-$24,36642.9%$-29,717 (vs do-nothing $-17,810)
$746d24 Jul 2026$1.359/20$6,075$6,24059%72%+$1,320-$17,81431.4%$-25,182 (vs do-nothing $-13,275)
$74.5020d7 Aug 2026$2.4016/20$5,760$5,82059%72%+$926-$29,18951.4%$-33,027 (vs do-nothing $-21,120)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$74.5027d14 Aug 2026$2.9018/20$5,800$5,83058%71%+$970-$31,93756.2%$-34,767 (vs do-nothing $-22,860)
$7413d31 Jul 2026$2.0012/20$5,538$5,65857%70%+$647-$22,97240.4%$-28,827 (vs do-nothing $-16,920)
$7420d7 Aug 2026$2.6015/20$5,850$5,92556%70%+$849-$27,81449.0%$-32,157 (vs do-nothing $-20,250)
$7427d14 Aug 2026$3.1016/20$5,511$5,57156%70%+$846-$28,86950.8%$-32,707 (vs do-nothing $-20,800)
$73.506d24 Jul 2026$1.558/20$6,200$6,38054%69%+$1,121-$16,07428.3%$-23,947 (vs do-nothing $-12,040)
$73.5027d14 Aug 2026$3.3015/20$5,500$5,57554%69%+$756-$27,51448.4%$-31,857 (vs do-nothing $-19,950)
$73.5020d7 Aug 2026$2.8513/20$5,558$5,66354%69%+$788-$24,43143.0%$-29,782 (vs do-nothing $-17,875)
$73.5013d31 Jul 2026$2.3011/20$5,838$5,97354%69%+$784-$21,27737.5%$-27,637 (vs do-nothing $-15,730)
$7327d14 Aug 2026$3.5015/20$5,833$5,90852%68%+$695-$27,96449.2%$-32,307 (vs do-nothing $-20,400)
$7320d7 Aug 2026$3.1012/20$5,580$5,70051%68%+$747-$22,85240.2%$-28,707 (vs do-nothing $-16,800)
$7313d31 Jul 2026$2.5510/20$5,885$6,03551%67%+$725-$19,59334.5%$-26,457 (vs do-nothing $-14,550)
$736d24 Jul 2026$1.757/20$6,125$6,32050%67%+$838-$14,27525.1%$-22,652 (vs do-nothing $-10,745)
$72.5027d14 Aug 2026$3.8014/20$5,911$6,00149%68%+$726-$26,38046.4%$-31,227 (vs do-nothing $-19,320)
$72.5020d7 Aug 2026$3.3012/20$5,940$6,06049%67%+$650-$23,21240.9%$-29,067 (vs do-nothing $-17,160)
$7227d14 Aug 2026$4.1013/20$5,922$6,02747%66%+$725-$24,75643.6%$-30,107 (vs do-nothing $-18,200)
$7220d7 Aug 2026$3.6011/20$5,940$6,07546%66%+$646-$21,49737.8%$-27,857 (vs do-nothing $-15,950)
$7213d31 Jul 2026$3.108/20$5,723$5,90344%65%+$583-$16,03428.2%$-23,907 (vs do-nothing $-12,000)
$726d24 Jul 2026$2.355/20$5,875$6,10040%63%+$687-$10,39618.3%$-19,782 (vs do-nothing $-7,875)

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  |  2026-07-18 03:37