FORTRESS FIGHT: COPX @ $73.35

BE SS: $93.40  |  CC-SS: $94.04  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-19 21:24

COPX @ $73.35   UNDERWATER $20.05 (21.5% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.04 (banked floor $93.64)  |  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$12,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,503/mo (info only, already in marks)
Unrealized P&L$-39,280fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,000/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,000/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $56,800
ML VELOCITY
8.4 mo to earn back $100,800
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $94.04 in the fetched chain; the deepest available is $85C (12d, $750/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)
$38,485
was $39,280 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$94.04 → $93.64
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 19 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 21 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $90.26 (+23%) · daily UBB $81.39 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 19 contracts at $77 / 5d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($6,000/mo); it brings $6,270/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 20 × $75/5d for $12,600/mo, but breach risk rises to 33% (+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 × $79/5d (92% survival, $3,000/mo).
Downside anchor: the primary mortgages $31,329 (55% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 2.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-37,458 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 (5d) · sell 19 × $77, 82% survival, $6,270/mo (E[net] $1,987/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 · 5d19 × $7782%$6,270$1,987

📅 NEXT FRIDAY · 24 Jul 2026 · 5d · E[net] $1,987/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $77 (primary), 82% survival, breach 18%, $6,270/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $78 rung (33% normal) lifts survival to 88% (breach 18% → 12%) for $2,280/mo less (36% income) buys safety you do not really need here.
COPX  spot $73.35 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $7924 Jul5d7.7%92%17%+8pp$500$3,000-$3,270$29,578
Sell 20 × $79 7.7% OTM over spot $73.35 24 Jul 2026 (5d, $0.33 mid)
= $500 credit for the 5d cycle → $3,000/mo projected
Survival (stays ≤ $79)
92%
Breach risk
8%
POP (stays ≤ $79.33)
93%
EV / mo
+$2,011
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
52% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,153/mo
median; plan ~$1,464/mo after 68% keep · $14,279 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.7-4.6], measured ONLY among the 52% 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)
10%
Flat exit net (mid-life)
-$2,801
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$86 @ 80% POP
76% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.33/sh now → $1.65 mid-life (likely $1.49–$2.48)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 simulated challenges: the $79 strike is typically first touched on day 4 of 5, at $80 (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 (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+$0.90/sh+$1,791
cycle +$2,291
[+$1,495…+$2,427] · 99% credit
67%
surv 52%
-$26,819 NOT
cap gain +$12,461
Up-and-out for even (raise the cap, free)~$7931 Jul 202610d left+$0.85/sh+$1,703
cycle +$2,203
[+$1,403…+$2,322] · 99% credit
67%
surv 53%
-$26,637 NOT
cap gain +$12,643
Max even-money escape in the band~$8414 Aug 202624d left+$0.29/sh+$575
cycle +$1,075
[-$163…+$1,170] · 68% credit
77%
surv 71%
-$18,765 NOT
cap gain +$20,515
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8614 Aug 202624d left-$0.22/sh-$437
cycle +$63
[-$1,372…+$100] · 26% credit
80%
surv 76%
-$17,077 NOT
cap gain +$22,203
budget: banked $500 debit $437 (87% used ≈ 0.6 wk of income) → whole cycle still +$63 cash · rolled 20 ct earn ≈ $3,580/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$3,000/mo
vs 50% target ($6,000/mo)-50%
vs normal income ($12,000/mo)25% covered
Net income (after hedge)$3,000/mo
Downside budget
⚠ $79 is $15 below CC-SS $94.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,578
… as % of IC ($56,800)52.1%
… as % of ML ($100,800)29.3%
Recovery months (at normal income)2.5 mo
Surgical close (20 ct)$-39,430
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 $81.39 (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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.5σ)$500$-28,610+$10,670+$300
+2.5%$80.97 (2.0σ)$-3,450$-29,005+$10,275-$3,650
+5%$82.95 (2.5σ)$-7,400$-29,400+$9,880-$7,600
SS (= V-bounce)$93.40 (5.2σ)$-28,300$-31,490+$7,790-$21,700
V-BOUNCE STRESS (stock → CC-SS $94.04, where you are whole again, by expiry)
Starting unrealized P&L: $-39,280
+ Fortress recovery (un-capped): +$37,240
− CC assignment net of premium (20 × $79): -$29,578
Total Position P&L @ SS: $-31,618 (+$7,662 vs today)
Do-nothing baseline at SS: $-9,918 (this trade vs do-nothing: $-21,700, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $90.26 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,020, position total $-30,862 (+$8,418 vs today)
33% normal19 × $7824 Jul5d6.3%88%25%+11pp$665$3,990-$2,280$29,809
Sell 19 × $78 6.3% OTM over spot $73.35 24 Jul 2026 (5d, $0.42 mid)
= $665 credit for the 5d cycle → $3,990/mo projected
Survival (stays ≤ $78)
88%
Breach risk
12%
POP (stays ≤ $78.42)
90%
EV / mo
+$2,307
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
56% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,642/mo
median; plan ~$1,796/mo after 68% keep · $17,277 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.7-5.0], measured ONLY among the 56% 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)
14%
Flat exit net (mid-life)
-$2,388
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$85 @ 80% POP
76% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.27/sh now → $1.61 mid-life (likely $1.43–$2.58)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 429 simulated challenges: the $78 strike is typically first touched on day 4 of 5, at $79 (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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7831 Jul 202610d left+$0.87/sh+$1,656
cycle +$2,321
[+$1,246…+$2,254] · 97% credit
67%
surv 52%
-$28,579 NOT
cap gain +$10,701
Up-and-out for even (raise the cap, free)~$7831 Jul 202610d left+$0.83/sh+$1,571
cycle +$2,236
[+$1,154…+$2,153] · 97% credit
67%
surv 53%
-$28,394 NOT
cap gain +$10,886
Max even-money escape in the band~$8314 Aug 202624d left+$0.24/sh+$457
cycle +$1,122
[-$441…+$986] · 60% credit
78%
surv 72%
-$20,508 NOT
cap gain +$18,772
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-$0.25/sh-$477
cycle +$188
[-$1,590…-$4] · 25% credit
80%
surv 76%
-$18,742 NOT
cap gain +$20,538
budget: banked $665 debit $477 (72% used ≈ 0.5 wk of income) → whole cycle still +$188 cash · rolled 19 ct earn ≈ $3,220/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$3,990/mo
vs 50% target ($6,000/mo)-34%
vs normal income ($12,000/mo)33% covered
Net income (after hedge)$4,006/mo
Downside budget
⚠ $78 is $16 below CC-SS $94.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,809
… as % of IC ($56,800)52.5%
… as % of ML ($100,800)29.6%
Recovery months (at normal income)2.5 mo
Surgical close (19 ct)$-37,458
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 ≥ $78.42 (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 $81.39 (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
$77-78.42
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.42
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 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.2σ)$665$-30,235+$9,045+$475
+2.5%$79.95 (1.7σ)$-3,040$-30,430+$8,850-$3,230
+5%$81.90 (2.2σ)$-6,745$-30,625+$8,655-$6,935
SS (= V-bounce)$93.40 (5.2σ)$-28,595$-32,115+$7,165-$22,325
V-BOUNCE STRESS (stock → CC-SS $94.04, where you are whole again, by expiry)
Starting unrealized P&L: $-39,280
+ Fortress recovery (un-capped): +$37,240
− CC assignment net of premium (19 × $78): -$29,809
− Conservative CC assignment net of premium (1 × $90): -$394
Total Position P&L @ SS: $-32,243 (+$7,037 vs today)
Do-nothing baseline at SS: $-9,918 (this trade vs do-nothing: $-22,325, the opportunity cost of earning $3,990/mo FIGHT income now)
BB-reversion stress (→ $90.26 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$22,629, position total $-31,487 (+$7,793 vs today)
🎯 50% normal19 × $7724 Jul5d5.0%82%24%+16pp$1,045$6,270$31,329
Sell 19 × $77 5.0% OTM over spot $73.35 24 Jul 2026 (5d, $0.62 mid)
= $1,045 credit for the 5d cycle → $6,270/mo projected
Survival (stays ≤ $77)
82%
Breach risk
18%
POP (stays ≤ $77.62)
86%
EV / mo
+$3,352
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
64% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,508/mo
median; plan ~$2,386/mo after 68% keep · $21,454 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.8-5.4], measured ONLY among the 64% 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)
24%
Flat exit net (mid-life)
-$1,925
Free roll-up
+$0/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 19 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.21/sh now → $1.56 mid-life (likely $1.52–$2.56)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 721 simulated challenges: the $77 strike is typically first touched on day 3 of 5, at $78 (overshoots $0.97). 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)~$7731 Jul 202610d left+$0.85/sh+$1,611
cycle +$2,656
[+$1,143…+$2,036] · 98% credit
67%
surv 52%
-$30,044 NOT
cap gain +$9,236
Up-and-out for even (raise the cap, free)~$7731 Jul 202610d left+$0.80/sh+$1,525
cycle +$2,570
[+$1,054…+$1,938] · 98% credit
67%
surv 53%
-$29,860 NOT
cap gain +$9,420
Reliable up-and-out (highest cap still free ≥60%)~$8214 Aug 202624d left+$0.35/sh+$668
cycle +$1,713
[-$220…+$952] · 66% credit
77%
surv 71%
-$22,617 NOT
cap gain +$16,663
Max even-money escape in the band~$8214 Aug 202624d left+$0.20/sh+$371
cycle +$1,416
[-$568…+$622] · 52% credit
78%
surv 72%
-$22,014 NOT
cap gain +$17,266
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-$0.38/sh-$727
cycle +$318
[-$1,898…-$531] · 11% credit
83%
surv 80%
-$18,612 NOT
cap gain +$20,668
budget: banked $1,045 debit $727 (70% used ≈ 0.5 wk of income) → whole cycle still +$318 cash · rolled 19 ct earn ≈ $2,804/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$6,270/mo
vs 50% target ($6,000/mo)+4%
vs normal income ($12,000/mo)52% covered
Net income (after hedge)$6,286/mo
Downside budget
⚠ $77 is $17 below CC-SS $94.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,329
… as % of IC ($56,800)55.2%
… as % of ML ($100,800)31.1%
Recovery months (at normal income)2.6 mo
Surgical close (19 ct)$-37,458
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $77.62 (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 $81.39 (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
$76-77.62
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
≥ $77.62
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 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$1,045$-31,655+$7,625+$855
+2.5%$78.92 (1.5σ)$-2,612$-31,847+$7,433-$2,802
+5%$80.85 (2.0σ)$-6,270$-32,040+$7,240-$6,460
SS (= V-bounce)$93.40 (5.2σ)$-30,115$-33,635+$5,645-$23,845
V-BOUNCE STRESS (stock → CC-SS $94.04, where you are whole again, by expiry)
Starting unrealized P&L: $-39,280
+ Fortress recovery (un-capped): +$37,240
− CC assignment net of premium (19 × $77): -$31,329
− Conservative CC assignment net of premium (1 × $90): -$394
Total Position P&L @ SS: $-33,763 (+$5,517 vs today)
Do-nothing baseline at SS: $-9,918 (this trade vs do-nothing: $-23,845, the opportunity cost of earning $6,270/mo FIGHT income now)
BB-reversion stress (→ $90.26 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$24,149, position total $-33,007 (+$6,273 vs today)
100% normal20 × $7524 Jul5d2.2%67%66%+24pp$2,100$12,600+$6,330$35,978
Sell 20 × $75 2.2% OTM over spot $73.35 24 Jul 2026 (5d, $1.12 mid)
= $2,100 credit for the 5d cycle → $12,600/mo projected
Survival (stays ≤ $75)
67%
Breach risk
33%
POP (stays ≤ $76.12)
77%
EV / mo
+$4,831
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+24pp
68% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,091/mo
median; plan ~$3,462/mo after 68% keep · $28,793 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [1.9-5.7], measured ONLY among the 68% 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)
48%
Flat exit net (mid-life)
-$857
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$88 @ 91% POP
91% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.09/sh now → $1.48 mid-life (likely $1.79–$2.77)≈ $0 at expiry  |  you banked $1.05/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,452 simulated challenges: the $75 strike is typically first touched on day 2 of 5, at $76 (overshoots $1.03). 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)~$7531 Jul 202610d left+$0.80/sh+$1,604
cycle +$3,704
[+$843…+$1,508] · 96% credit
67%
surv 52%
-$32,606 NOT
cap gain +$6,674
Up-and-out for even (raise the cap, free)~$7531 Jul 202610d left+$0.75/sh+$1,510
cycle +$3,610
[+$742…+$1,405] · 95% credit
67%
surv 53%
-$32,430 NOT
cap gain +$6,850
Reliable up-and-out (highest cap still free ≥60%)~$7814 Aug 202624d left+$0.76/sh+$1,517
cycle +$3,617
[+$322…+$1,296] · 85% credit
74%
surv 66%
-$27,023 NOT
cap gain +$12,257
Max even-money escape in the band~$8014 Aug 202624d left+$0.11/sh+$217
cycle +$2,317
[-$1,260…-$89] · 20% credit
78%
surv 73%
-$24,723 NOT
cap gain +$14,557
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8814 Aug 202624d left-$1.04/sh-$2,078
cycle +$22
[-$4,208…-$2,583]
91%
surv 91%
-$13,518 NOT
cap gain +$25,762
budget: banked $2,100 debit $2,078 (99% used ≈ 0.7 wk of income) → whole cycle still +$22 cash · rolled 20 ct earn ≈ $1,099/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$12,600/mo
vs 50% target ($6,000/mo)+110%
vs normal income ($12,000/mo)105% covered
Net income (after hedge)$12,600/mo
Downside budget
⚠ $75 is $19 below CC-SS $94.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,978
… as % of IC ($56,800)63.3%
… as % of ML ($100,800)35.7%
Recovery months (at normal income)3.0 mo
Surgical close (20 ct)$-39,430
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.05 collected) or spot ≥ $76.12 (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 $81.39 (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
$74-76.12
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
≥ $76.12
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 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (≤1σ, normal week)$2,100$-34,210+$5,070+$1,900
+2.5%$76.88 (≤1σ, normal week)$-1,650$-34,585+$4,695-$1,850
+5%$78.75 (1.4σ)$-5,400$-34,960+$4,320-$5,600
SS (= V-bounce)$93.40 (5.2σ)$-34,700$-37,890+$1,390-$28,100
V-BOUNCE STRESS (stock → CC-SS $94.04, where you are whole again, by expiry)
Starting unrealized P&L: $-39,280
+ Fortress recovery (un-capped): +$37,240
− CC assignment net of premium (20 × $75): -$35,978
Total Position P&L @ SS: $-38,018 (+$1,262 vs today)
Do-nothing baseline at SS: $-9,918 (this trade vs do-nothing: $-28,100, the opportunity cost of earning $12,600/mo FIGHT income now)
BB-reversion stress (→ $90.26 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$28,420, position total $-37,262 (+$2,018 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 27 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: 0.900 (fallback)  |  Recovery@SS: +$37,240 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,918

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$775d24 Jul 2026$0.5519/20$6,270$6,28682%86%+$3,352-$31,32955.2%$-33,763 (vs do-nothing $-23,845)
$76.505d24 Jul 2026$0.6017/20$6,120$6,16780%84%+$3,019-$28,79650.7%$-32,018 (vs do-nothing $-22,100)
$765d24 Jul 2026$0.7015/20$6,300$6,37976%82%+$2,731-$26,00845.8%$-30,018 (vs do-nothing $-20,100)
$755d24 Jul 2026$1.0510/20$6,300$6,45867%77%+$2,416-$17,98931.7%$-23,968 (vs do-nothing $-14,050)
$7619d7 Aug 2026$1.9520/20$6,158$6,15865%75%+$1,447-$32,17856.7%$-34,218 (vs do-nothing $-24,300)
$75.5019d7 Aug 2026$2.0019/20$6,000$6,01663%73%+$1,049-$31,42455.3%$-33,858 (vs do-nothing $-23,940)
$7519d7 Aug 2026$2.2018/20$6,253$6,28461%72%+$1,069-$30,31053.4%$-33,138 (vs do-nothing $-23,220)
$7526d14 Aug 2026$2.8019/20$6,138$6,15460%72%+$1,281-$30,85454.3%$-33,288 (vs do-nothing $-23,370)
$74.5019d7 Aug 2026$2.5515/20$6,039$6,11858%72%+$1,273-$25,48344.9%$-29,493 (vs do-nothing $-19,575)
$745d24 Jul 2026$1.457/20$6,090$6,29558%73%+$1,880-$13,01222.9%$-20,173 (vs do-nothing $-10,255)
$74.5026d14 Aug 2026$2.9018/20$6,023$6,05558%71%+$960-$29,95052.7%$-32,778 (vs do-nothing $-22,860)
$7419d7 Aug 2026$2.6015/20$6,158$6,23755%70%+$907-$26,15846.1%$-30,168 (vs do-nothing $-20,250)
$7426d14 Aug 2026$3.1017/20$6,081$6,12855%70%+$876-$28,79650.7%$-32,018 (vs do-nothing $-22,100)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$73.5026d14 Aug 2026$3.4016/20$6,277$6,34053%69%+$955-$27,42248.3%$-31,038 (vs do-nothing $-21,120)
$73.5019d7 Aug 2026$3.0013/20$6,158$6,26853%69%+$1,153-$22,80140.1%$-27,598 (vs do-nothing $-17,680)
$73.5012d31 Jul 2026$2.4010/20$6,000$6,15853%70%+$1,162-$18,13931.9%$-24,118 (vs do-nothing $-14,200)
$73.505d24 Jul 2026$1.706/20$6,120$6,34153%70%+$1,715-$11,30319.9%$-18,858 (vs do-nothing $-8,940)
$7326d14 Aug 2026$3.5015/20$6,058$6,13751%67%+$648-$26,30846.3%$-30,318 (vs do-nothing $-20,400)
$7319d7 Aug 2026$3.1013/20$6,363$6,47450%68%+$868-$23,32141.1%$-28,118 (vs do-nothing $-18,200)
$7312d31 Jul 2026$2.5510/20$6,375$6,53349%68%+$919-$18,48932.6%$-24,468 (vs do-nothing $-14,550)
$72.5026d14 Aug 2026$3.8014/20$6,138$6,23348%67%+$676-$24,83543.7%$-29,238 (vs do-nothing $-19,320)
$72.5019d7 Aug 2026$3.5011/20$6,079$6,22147%67%+$985-$19,84334.9%$-25,428 (vs do-nothing $-15,510)
$735d24 Jul 2026$1.956/20$7,020$7,24147%68%+$1,709-$11,45320.2%$-19,008 (vs do-nothing $-9,090)
$7226d14 Aug 2026$4.2013/20$6,300$6,41146%66%+$823-$23,19140.8%$-27,988 (vs do-nothing $-18,070)
$7219d7 Aug 2026$3.6011/20$6,253$6,39545%65%+$683-$20,28335.7%$-25,868 (vs do-nothing $-15,950)
$7212d31 Jul 2026$3.208/20$6,400$6,58942%65%+$927-$15,07126.5%$-21,838 (vs do-nothing $-11,920)
$725d24 Jul 2026$2.554/20$6,120$6,37337%65%+$1,151-$7,79613.7%$-16,138 (vs do-nothing $-6,220)

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  |  2026-07-19 21:24