FORTRESS FIGHT: COPX @ $74.72

BE SS: $93.40  |  CC-SS: $95.99  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 10:56

COPX @ $74.72   UNDERWATER $18.68 (20.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.99 (banked floor $95.59)  |  IV: HIGH  |  Accounts: Joint:1782

LC: $65 exp 2028-01-21 (entry $38.858/sh)
SP: $90 exp 2028-01-21 (entry $19.960/sh)
HP: $68 exp 2028-01-21 (entry $9.525/sh)

Economics

Max Loss$100,800(ND $28.40 + SW $22) x 2000
Normal income ref$8,029/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,530/mo (info only, already in marks)
Unrealized P&L$-40,940fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,015/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,029/mo (ATM CC, chain)
IC VELOCITY
7.1 mo to earn back $56,800
ML VELOCITY
12.6 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.99 (probe: $90C 17d) brings only $353/mo (<20% of normal), 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)
$40,145
was $40,940 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$95.99 → $95.59
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 28 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 34 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $90.29 (+21%) · daily UBB $79.17 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 17 contracts at $78 / 3d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($4,015/mo); it brings $4,250/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 15 × $76.50/3d for $8,250/mo, but breach risk rises to 29% (+13pp 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 × $80/3d (93% survival, $2,000/mo).
Downside anchor: the primary mortgages $30,151 (53% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 3.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 17 contracts realizes $-34,842 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: THIS FRIDAY · 24 Jul 2026 (3d) · sell 17 × $78, 84% survival, $4,250/mo (E[net] $1,076/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 3d17 × $7884%$4,250$1,076
NEXT FRIDAY31 Jul 2026 · 10d13 × $76.5064%$4,290$642

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $1,076/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $78 (primary), 84% survival, breach 16%, $4,250/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $80 rung (🛡 safe yield) lifts survival to 93% (breach 16% → 7%) for $2,250/mo less (53% income) buys safety you do not really need here.
COPX  spot $74.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $8024 Jul3d7.1%93%13%+4pp$200$2,000-$2,250$31,772
Sell 20 × $80 7.1% OTM over spot $74.72 24 Jul 2026 (3d, $0.12 mid)
= $200 credit for the 3d cycle → $2,000/mo projected
Survival (stays ≤ $80)
93%
Breach risk
7%
POP (stays ≤ $80.12)
94%
EV / mo
+$1,007
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
55% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,508/mo
median; plan ~$1,025/mo after 68% keep · $10,054 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-5.0], measured ONLY among the 55% 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)
5%
Flat exit net (mid-life)
-$2,091
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$87 @ 82% POP
78% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.62/sh now → $1.15 mid-life (likely $0.98–$1.86)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 147 simulated challenges: the $80 strike is typically first touched on day 3 of 3, at $81 (overshoots $0.95). 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)~$8031 Jul 20268d left+$0.86/sh+$1,724
cycle +$1,924
[+$1,372…+$2,041] · 97% credit
65%
surv 51%
-$29,288 NOT
cap gain +$11,652
Reliable up-and-out (highest cap still free ≥60%)~$8514 Aug 202622d left+$0.33/sh+$667
cycle +$867
[-$53…+$1,005] · 75% credit
77%
surv 73%
-$20,619 NOT
cap gain +$20,321
Up-and-out for even (raise the cap, free)~$8231 Jul 20268d left+$0.06/sh+$113
cycle +$313
[-$621…+$402] · 52% credit
71%
surv 63%
-$27,627 NOT
cap gain +$13,313
Max even-money escape in the band~$8714 Aug 202622d left+$0.01/sh+$24
cycle +$224
[-$822…+$351] · 46% credit
82%
surv 78%
-$17,573 NOT
cap gain +$23,367
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,000/mo
vs 50% target ($4,015/mo)-50%
vs normal income ($8,029/mo)25% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $80 is $16 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,772
… as % of IC ($56,800)55.9%
… as % of ML ($100,800)31.5%
Recovery months (at normal income)4.0 mo
Surgical close (20 ct)$-40,990
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 ≥ $80.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-80.12
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
≥ $80.12
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$80.00 (1.7σ)$200$-31,013+$9,927+$0
+2.5%$82.00 (2.4σ)$-3,800$-31,325+$9,615-$4,000
+5%$84.00 (3.1σ)$-7,800$-31,637+$9,303-$8,000
SS (= V-bounce)$93.40 (6.2σ)$-26,600$-33,103+$7,837-$20,000
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (20 × $80): -$31,772
Total Position P&L @ SS: $-33,507 (+$7,433 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-20,000, the opportunity cost of earning $2,000/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,380, position total $-32,618 (+$8,322 vs today)
33% normal11 × $7824 Jul3d4.4%84%33%+7pp$275$2,750-$1,500$19,509
Sell 11 × $78 4.4% OTM over spot $74.72 24 Jul 2026 (3d, $0.28 mid)
= $275 credit for the 3d cycle → $2,750/mo projected
Survival (stays ≤ $78)
84%
Breach risk
16%
POP (stays ≤ $78.28)
85%
EV / mo
+$655
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
53% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,807/mo
median; plan ~$1,229/mo after 68% keep · $12,665 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-4.7], measured ONLY among the 53% 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)
17%
Flat exit net (mid-life)
-$919
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 82% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 11 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.54/sh now → $1.09 mid-life (likely $1.06–$2.06)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 499 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $79 (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 (11 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7831 Jul 20268d left+$0.82/sh+$900
cycle +$1,175
[+$572…+$1,023] · 94% credit
65%
surv 51%
-$33,636 NOT
cap gain +$7,304
Reliable up-and-out (highest cap still free ≥60%)~$8214 Aug 202622d left+$0.51/sh+$558
cycle +$833
[-$3…+$672] · 75% credit
74%
surv 68%
-$27,017 NOT
cap gain +$13,923
Max even-money escape in the band~$8314 Aug 202622d left+$0.25/sh+$280
cycle +$555
[-$330…+$385] · 59% credit
78%
surv 73%
-$24,529 NOT
cap gain +$16,411
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)~$8031 Jul 20268d left+$0.03/sh+$31
cycle +$306
[-$522…+$111] · 36% credit
71%
surv 64%
-$31,232 NOT
cap gain +$9,708
Safety roll (pay small debit, max POP)~$8514 Aug 202622d left-$0.06/sh-$63
cycle +$212
[-$746…+$21] · 27% credit
82%
surv 80%
-$21,184 NOT
cap gain +$19,756
budget: banked $275 debit $63 (23% used ≈ 0.1 wk of income) → whole cycle still +$212 cash · rolled 11 ct earn ≈ $1,542/mo while parked; 9 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,750/mo
vs 50% target ($4,015/mo)-32%
vs normal income ($8,029/mo)34% covered
Net income (after hedge)$2,909/mo
Downside budget
⚠ $78 is $18 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,509
… as % of IC ($56,800)34.3%
… as % of ML ($100,800)19.4%
Recovery months (at normal income)2.4 mo
Surgical close (11 ct)$-22,544
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 ≥ $78.28 (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 $79.17 (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
$77-78.28
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
≥ $78.28
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.1σ)$275$-34,536+$6,404+$165
+2.5%$79.95 (1.7σ)$-1,870$-33,085+$7,855-$1,980
+5%$81.90 (2.4σ)$-4,015$-31,634+$9,306-$4,125
SS (= V-bounce)$93.40 (6.2σ)$-16,665$-26,138+$14,802-$13,035
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (11 × $78): -$19,509
− Conservative CC assignment net of premium (9 × $90): -$5,297
Total Position P&L @ SS: $-26,542 (+$14,398 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-13,035, the opportunity cost of earning $2,750/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,244, position total $-25,653 (+$15,287 vs today)
🎯 50% normal17 × $7824 Jul3d4.4%84%17%+9pp$425$4,250$30,151
Sell 17 × $78 4.4% OTM over spot $74.72 24 Jul 2026 (3d, $0.28 mid)
= $425 credit for the 3d cycle → $4,250/mo projected
Survival (stays ≤ $78)
84%
Breach risk
16%
POP (stays ≤ $78.28)
85%
EV / mo
+$1,012
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
57% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,541/mo
median; plan ~$1,728/mo after 68% keep · $16,175 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.7-4.4], 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)
17%
Flat exit net (mid-life)
-$1,421
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 82% POP
80% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.54/sh now → $1.09 mid-life (likely $1.07–$1.95)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 516 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $79 (overshoots $0.93). 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)~$7831 Jul 20268d left+$0.82/sh+$1,391
cycle +$1,816
[+$961…+$1,578] · 97% credit
65%
surv 51%
-$33,055 NOT
cap gain +$7,885
Reliable up-and-out (highest cap still free ≥60%)~$8214 Aug 202622d left+$0.51/sh+$863
cycle +$1,288
[+$111…+$1,029] · 79% credit
74%
surv 68%
-$26,622 NOT
cap gain +$14,318
Max even-money escape in the band~$8314 Aug 202622d left+$0.25/sh+$432
cycle +$857
[-$399…+$587] · 58% credit
78%
surv 73%
-$24,286 NOT
cap gain +$16,654
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)~$8031 Jul 20268d left+$0.03/sh+$48
cycle +$473
[-$709…+$160] · 34% credit
71%
surv 64%
-$31,125 NOT
cap gain +$9,815
Safety roll (pay small debit, max POP)~$8514 Aug 202622d left-$0.06/sh-$98
cycle +$327
[-$1,035…+$35] · 27% credit
82%
surv 80%
-$21,129 NOT
cap gain +$19,811
budget: banked $425 debit $98 (23% used ≈ 0.1 wk of income) → whole cycle still +$327 cash · rolled 17 ct earn ≈ $2,383/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,250/mo
vs 50% target ($4,015/mo)+6%
vs normal income ($8,029/mo)53% covered
Net income (after hedge)$4,303/mo
Downside budget
⚠ $78 is $18 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,151
… as % of IC ($56,800)53.1%
… as % of ML ($100,800)29.9%
Recovery months (at normal income)3.8 mo
Surgical close (17 ct)$-34,842
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 ≥ $78.28 (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 $79.17 (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
$77-78.28
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
≥ $78.28
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (1.1σ)$425$-34,446+$6,494+$255
+2.5%$79.95 (1.7σ)$-2,890$-34,165+$6,775-$3,060
+5%$81.90 (2.4σ)$-6,205$-33,884+$7,056-$6,375
SS (= V-bounce)$93.40 (6.2σ)$-25,755$-33,248+$7,692-$20,145
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (17 × $78): -$30,151
− Conservative CC assignment net of premium (3 × $90): -$1,766
Total Position P&L @ SS: $-33,652 (+$7,288 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-20,145, the opportunity cost of earning $4,250/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,468, position total $-32,763 (+$8,177 vs today)
100% normal15 × $76.5024 Jul3d2.4%71%59%+15pp$825$8,250+$4,000$28,404
Sell 15 × $76.50 2.4% OTM over spot $74.72 24 Jul 2026 (3d, $0.60 mid)
= $825 credit for the 3d cycle → $8,250/mo projected
Survival (stays ≤ $76.50)
71%
Breach risk
29%
POP (stays ≤ $77.10)
77%
EV / mo
+$1,199
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
62% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~8.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,665/mo
median; plan ~$2,492/mo after 68% keep · $23,179 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-5.3], measured ONLY among the 62% 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)
36%
Flat exit net (mid-life)
-$738
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$87 @ 88% POP
87% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.47/sh now → $1.04 mid-life (likely $1.21–$2.08)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,085 simulated challenges: the $76 strike is typically first touched on day 2 of 3, at $78 (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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7631 Jul 20268d left+$0.79/sh+$1,179
cycle +$2,004
[+$648…+$1,232] · 93% credit
65%
surv 51%
-$35,613 NOT
cap gain +$5,327
Reliable up-and-out (highest cap still free ≥60%)~$8014 Aug 202622d left+$0.45/sh+$674
cycle +$1,499
[-$207…+$632] · 66% credit
74%
surv 69%
-$29,157 NOT
cap gain +$11,783
Max even-money escape in the band~$8214 Aug 202622d left+$0.20/sh+$297
cycle +$1,122
[-$657…+$219] · 38% credit
78%
surv 74%
-$26,768 NOT
cap gain +$14,172
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)~$7831 Jul 20268d left+$0.01/sh+$12
cycle +$837
[-$844…-$71] · 22% credit
71%
surv 64%
-$33,507 NOT
cap gain +$7,433
Safety roll (pay small debit, max POP)~$8714 Aug 202622d left-$0.52/sh-$776
cycle +$49
[-$2,008…-$964]
88%
surv 87%
-$18,621 NOT
cap gain +$22,319
budget: banked $825 debit $776 (94% used ≈ 0.4 wk of income) → whole cycle still +$49 cash · rolled 15 ct earn ≈ $1,073/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$8,250/mo
vs 50% target ($4,015/mo)+105%
vs normal income ($8,029/mo)103% covered
Net income (after hedge)$8,338/mo
Downside budget
⚠ $76.50 is $19 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,404
… as % of IC ($56,800)50.0%
… as % of ML ($100,800)28.2%
Recovery months (at normal income)3.5 mo
Surgical close (15 ct)$-30,780
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 ≥ $77.10 (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 $79.17 (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
$76-77.10
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
≥ $77.10
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$76.50 (≤1σ, normal week)$825$-36,792+$4,148+$675
+2.5%$78.41 (1.2σ)$-2,044$-36,134+$4,806-$2,194
+5%$80.33 (1.9σ)$-4,913$-35,476+$5,464-$5,063
SS (= V-bounce)$93.40 (6.2σ)$-24,525$-32,678+$8,262-$19,575
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (15 × $76.50): -$28,404
− Conservative CC assignment net of premium (5 × $90): -$2,943
Total Position P&L @ SS: $-33,082 (+$7,858 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-19,575, the opportunity cost of earning $8,250/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,860, position total $-32,193 (+$8,747 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.

📅 NEXT FRIDAY · 31 Jul 2026 · 10d · E[net] $642/mo

🎯 Engine pick: sell 13 × $76.50 (primary), 64% survival, breach 36%, $4,290/mo.
Stay at the pick. Stepping safer (the $79 rung (33% normal) lifts survival to 79% (breach 36% → 21%) for $1,590/mo less (37% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $74.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $82.5031 Jul10d10.4%92%17%+0pp$100$300-$3,990$26,872
Sell 20 × $82.50 10.4% OTM over spot $74.72 31 Jul 2026 (10d, $0.17 mid)
= $100 credit for the 10d cycle → $300/mo projected
Survival (stays ≤ $82.50)
92%
Breach risk
8%
POP (stays ≤ $82.67)
92%
EV / mo
$-419
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
41% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$299/mo
median; plan ~$204/mo after 68% keep · $2,327 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.8-4.8], measured ONLY among the 41% 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)
12%
Flat exit net (mid-life)
-$3,548
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$86 @ 73% POP
66% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.58/sh now → $1.82 mid-life (likely $1.45–$2.46)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $82 strike is typically first touched on day 7 of 10, at $84 (overshoots $1.08). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$827 Aug 202612d left+$0.72/sh+$1,441
cycle +$1,541
[+$1,361…+$2,087] · 100% credit
65%
surv 52%
-$25,062 NOT
cap gain +$15,878
Max even-money escape in the band~$8614 Aug 202619d left+$0.19/sh+$372
cycle +$472
[+$26…+$1,072] · 77% credit
73%
surv 66%
-$20,091 NOT
cap gain +$20,849
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)~$847 Aug 202612d left+$0.06/sh+$124
cycle +$224
[-$146…+$675] · 65% credit
70%
surv 61%
-$23,106 NOT
cap gain +$17,834
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$300/mo
vs 50% target ($4,015/mo)-93%
vs normal income ($8,029/mo)4% covered
Net income (after hedge)$300/mo
Downside budget
⚠ $82.50 is $13 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,872
… as % of IC ($56,800)47.3%
… as % of ML ($100,800)26.7%
Recovery months (at normal income)3.3 mo
Surgical close (20 ct)$-41,190
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $82.67 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $81.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-82.67
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
≥ $82.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.50 (1.4σ)$100$-26,503+$14,437-$100
+2.5%$84.56 (1.8σ)$-4,025$-26,825+$14,115-$4,225
+5%$86.62 (2.2σ)$-8,150$-27,146+$13,794-$8,350
SS (= V-bounce)$93.40 (3.4σ)$-21,700$-28,203+$12,737-$15,100
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (20 × $82.50): -$26,872
Total Position P&L @ SS: $-28,607 (+$12,333 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-15,100, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,480, position total $-27,718 (+$13,222 vs today)
33% normal20 × $7931 Jul10d5.7%79%44%+5pp$900$2,700-$1,590$33,072
Sell 20 × $79 5.7% OTM over spot $74.72 31 Jul 2026 (10d, $0.57 mid)
= $900 credit for the 10d cycle → $2,700/mo projected
Survival (stays ≤ $79)
79%
Breach risk
21%
POP (stays ≤ $79.58)
81%
EV / mo
$-264
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
47% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,404/mo
median; plan ~$955/mo after 68% keep · $10,551 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.8-5.3], measured ONLY among the 47% 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)
35%
Flat exit net (mid-life)
-$2,432
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$82 @ 73% POP
67% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.36/sh now → $1.67 mid-life (likely $1.73–$2.63)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$1.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,037 simulated challenges: the $79 strike is typically first touched on day 5 of 10, at $80 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$797 Aug 202612d left+$0.66/sh+$1,311
cycle +$2,211
[+$985…+$1,576] · 100% credit
65%
surv 52%
-$30,846 NOT
cap gain +$10,094
Reliable up-and-out (highest cap still free ≥60%)~$8114 Aug 202619d left+$0.44/sh+$870
cycle +$1,770
[+$304…+$1,058] · 92% credit
71%
surv 62%
-$27,092 NOT
cap gain +$13,848
Max even-money escape in the band~$8214 Aug 202619d left+$0.08/sh+$168
cycle +$1,068
[-$506…+$311] · 37% credit
73%
surv 67%
-$25,950 NOT
cap gain +$14,990
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)~$817 Aug 202612d left+$0.00/sh+$3
cycle +$903
[-$499…+$112] · 29% credit
71%
surv 62%
-$28,881 NOT
cap gain +$12,059
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$2,700/mo
vs 50% target ($4,015/mo)-33%
vs normal income ($8,029/mo)34% covered
Net income (after hedge)$2,700/mo
Downside budget
⚠ $79 is $17 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,072
… as % of IC ($56,800)58.2%
… as % of ML ($100,800)32.8%
Recovery months (at normal income)4.1 mo
Surgical close (20 ct)$-41,190
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $79.58 (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 $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.58
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
≥ $79.58
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (≤1σ, normal week)$900$-32,157+$8,783+$700
+2.5%$80.97 (1.1σ)$-3,050$-32,465+$8,475-$3,250
+5%$82.95 (1.5σ)$-7,000$-32,773+$8,167-$7,200
SS (= V-bounce)$93.40 (3.4σ)$-27,900$-34,403+$6,537-$21,300
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (20 × $79): -$33,072
Total Position P&L @ SS: $-34,807 (+$6,133 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-21,300, the opportunity cost of earning $2,700/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,680, position total $-33,918 (+$7,022 vs today)
🎯 50% normal13 × $76.5031 Jul10d2.4%64%60%+6pp$1,430$4,290$23,902
Sell 13 × $76.50 2.4% OTM over spot $74.72 31 Jul 2026 (10d, $1.23 mid)
= $1,430 credit for the 10d cycle → $4,290/mo projected
Survival (stays ≤ $76.50)
64%
Breach risk
36%
POP (stays ≤ $77.72)
71%
EV / mo
$-224
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
52% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~5.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,694/mo
median; plan ~$1,152/mo after 68% keep · $12,328 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [2.0-5.5], 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)
60%
Flat exit net (mid-life)
-$595
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$84 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 13 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.20/sh now → $1.56 mid-life (likely $1.97–$2.72)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$0.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,802 simulated challenges: the $76 strike is typically first touched on day 4 of 10, at $78 (overshoots $1.10). 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 (13 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$767 Aug 202612d left+$0.61/sh+$794
cycle +$2,224
[+$512…+$714] · 100% credit
65%
surv 52%
-$35,373 NOT
cap gain +$5,567
Reliable up-and-out (highest cap still free ≥60%)~$7914 Aug 202619d left+$0.36/sh+$463
cycle +$1,893
[-$17…+$289] · 72% credit
71%
surv 63%
-$31,509 NOT
cap gain +$9,431
Up-and-out for even (raise the cap, free)~$787 Aug 202612d left+$0.11/sh+$144
cycle +$1,574
[-$244…-$2] · 25% credit
69%
surv 60%
-$33,672 NOT
cap gain +$7,268
Max even-money escape in the band~$8014 Aug 202619d left+$0.02/sh+$21
cycle +$1,451
[-$557…-$192] · 14% credit
74%
surv 68%
-$30,107 NOT
cap gain +$10,833
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8414 Aug 202619d left-$0.80/sh-$1,037
cycle +$393
[-$1,921…-$1,363] · 0% credit
84%
surv 82%
-$23,789 NOT
cap gain +$17,151
budget: banked $1,430 debit $1,037 (73% used ≈ 1.1 wk of income) → whole cycle still +$393 cash · rolled 13 ct earn ≈ $1,559/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,290/mo
vs 50% target ($4,015/mo)+7%
vs normal income ($8,029/mo)53% covered
Net income (after hedge)$4,414/mo
Downside budget
⚠ $76.50 is $19 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,902
… as % of IC ($56,800)42.1%
… as % of ML ($100,800)23.7%
Recovery months (at normal income)3.0 mo
Surgical close (13 ct)$-26,774
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $77.72 (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 $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $75.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.72
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $77.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$76.50 (≤1σ, normal week)$1,430$-36,167+$4,773+$1,300
+2.5%$78.41 (≤1σ, normal week)$-1,056$-35,126+$5,814-$1,186
+5%$80.33 (1.0σ)$-3,543$-34,086+$6,854-$3,673
SS (= V-bounce)$93.40 (3.4σ)$-20,540$-29,353+$11,587-$16,250
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (13 × $76.50): -$23,902
− Conservative CC assignment net of premium (7 × $90): -$4,120
Total Position P&L @ SS: $-29,757 (+$11,183 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-16,250, the opportunity cost of earning $4,290/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,497, position total $-28,868 (+$12,072 vs today)
100% normal18 × $75.5031 Jul10d1.0%57%89%+13pp$2,790$8,370+$4,080$34,084
Sell 18 × $75.50 1.0% OTM over spot $74.72 31 Jul 2026 (10d, $1.70 mid)
= $2,790 credit for the 10d cycle → $8,370/mo projected
Survival (stays ≤ $75.50)
57%
Breach risk
43%
POP (stays ≤ $77.20)
68%
EV / mo
+$21
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
57% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~7.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,769/mo
median; plan ~$1,883/mo after 68% keep · $17,751 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 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)
73%
Flat exit net (mid-life)
+$63
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$86 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.14/sh now → $1.52 mid-life (likely $2.08–$2.84)≈ $0 at expiry  |  you banked $1.55/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,184 simulated challenges: the $76 strike is typically first touched on day 3 of 10, at $77 (overshoots $1.17). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$767 Aug 202612d left+$0.59/sh+$1,068
cycle +$3,858
[+$641…+$837] · 100% credit
65%
surv 52%
-$35,632 NOT
cap gain +$5,308
Reliable up-and-out (highest cap still free ≥60%)~$7714 Aug 202619d left+$0.52/sh+$933
cycle +$3,723
[+$260…+$564] · 92% credit
70%
surv 61%
-$32,495 NOT
cap gain +$8,445
Max even-money escape in the band~$7814 Aug 202619d left+$0.33/sh+$585
cycle +$3,375
[-$170…+$180] · 54% credit
71%
surv 63%
-$31,920 NOT
cap gain +$9,020
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)~$777 Aug 202612d left+$0.09/sh+$170
cycle +$2,960
[-$438…-$151] · 15% credit
69%
surv 60%
-$34,180 NOT
cap gain +$6,760
Safety roll (pay small debit, max POP)~$8614 Aug 202619d left-$1.15/sh-$2,071
cycle +$719
[-$3,823…-$2,826]
90%
surv 90%
-$19,825 NOT
cap gain +$21,115
budget: banked $2,790 debit $2,071 (74% used ≈ 1.1 wk of income) → whole cycle still +$719 cash · rolled 18 ct earn ≈ $1,035/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,370/mo
vs 50% target ($4,015/mo)+108%
vs normal income ($8,029/mo)104% covered
Net income (after hedge)$8,405/mo
Downside budget
⚠ $75.50 is $20 below CC-SS $95.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,084
… as % of IC ($56,800)60.0%
… as % of ML ($100,800)33.8%
Recovery months (at normal income)4.2 mo
Surgical close (18 ct)$-37,116
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.55 collected) or spot ≥ $77.20 (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 $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $74.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$75-77.20
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
≥ $77.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.50 (≤1σ, normal week)$2,790$-36,701+$4,239+$2,610
+2.5%$77.39 (≤1σ, normal week)$-607$-36,618+$4,322-$787
+5%$79.28 (≤1σ, normal week)$-4,005$-36,535+$4,405-$4,185
SS (= V-bounce)$93.40 (3.4σ)$-29,430$-36,593+$4,347-$23,490
V-BOUNCE STRESS (stock → CC-SS $95.99, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,205
− CC assignment net of premium (18 × $75.50): -$34,084
− Conservative CC assignment net of premium (2 × $90): -$1,177
Total Position P&L @ SS: $-36,997 (+$3,943 vs today)
Do-nothing baseline at SS: $-13,507 (this trade vs do-nothing: $-23,490, the opportunity cost of earning $8,370/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,832, position total $-36,108 (+$4,832 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 3-45 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: 0.922 (IBKR)  |  Recovery@SS: +$39,205 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-13,507

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$783d24 Jul 2026$0.2517/20$4,250$4,30384%85%+$1,012-$30,15153.1%$-33,652 (vs do-nothing $-20,145)
$773d24 Jul 2026$0.4011/20$4,400$4,55976%80%+$521-$20,44436.0%$-27,477 (vs do-nothing $-13,970)
$76.503d24 Jul 2026$0.558/20$4,400$4,61271%77%+$639-$15,14926.7%$-23,947 (vs do-nothing $-10,440)
$7817d7 Aug 2026$1.2019/20$4,024$4,04169%75%+$81-$31,89356.1%$-34,217 (vs do-nothing $-20,710)
$763d24 Jul 2026$0.657/20$4,550$4,77967%75%+$931-$13,53523.8%$-22,922 (vs do-nothing $-9,415)
$7824d14 Aug 2026$1.7519/20$4,156$4,17467%74%+$352-$30,84854.3%$-33,172 (vs do-nothing $-19,665)
$77.5017d7 Aug 2026$1.4516/20$4,094$4,16567%74%+$357-$27,25748.0%$-31,347 (vs do-nothing $-17,840)
$77.5024d14 Aug 2026$1.7019/20$4,038$4,05565%72%$-149-$31,89356.1%$-34,217 (vs do-nothing $-20,710)
$76.5010d31 Jul 2026$1.1013/20$4,290$4,41464%71%$-224-$23,90242.1%$-29,757 (vs do-nothing $-16,250)
$7724d14 Aug 2026$2.1016/20$4,200$4,27163%72%+$326-$27,01747.6%$-31,107 (vs do-nothing $-17,600)
$76.5017d7 Aug 2026$1.8013/20$4,129$4,25362%71%+$313-$22,99240.5%$-28,847 (vs do-nothing $-15,340)
$76.5024d14 Aug 2026$2.3014/20$4,025$4,13160%71%+$308-$24,06042.4%$-29,327 (vs do-nothing $-15,820)
$7617d7 Aug 2026$1.9512/20$4,129$4,27159%69%+$197-$21,64338.1%$-28,087 (vs do-nothing $-14,580)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7624d14 Aug 2026$2.2015/20$4,125$4,21358%69%$-232-$26,67947.0%$-31,357 (vs do-nothing $-17,850)
$75.5010d31 Jul 2026$1.559/20$4,185$4,37957%68%+$10-$17,04230.0%$-25,252 (vs do-nothing $-11,745)
$75.5017d7 Aug 2026$1.9012/20$4,024$4,16556%68%$-354-$22,30339.3%$-28,747 (vs do-nothing $-15,240)
$75.5024d14 Aug 2026$2.6513/20$4,306$4,43056%68%+$185-$23,18740.8%$-29,042 (vs do-nothing $-15,535)
$753d24 Jul 2026$1.005/20$5,000$5,26554%68%+$534-$9,99317.6%$-20,557 (vs do-nothing $-7,050)
$7524d14 Aug 2026$2.4014/20$4,200$4,30654%66%$-634-$26,02045.8%$-31,287 (vs do-nothing $-17,780)
$7510d31 Jul 2026$1.758/20$4,200$4,41253%66%$-53-$15,38927.1%$-24,187 (vs do-nothing $-10,680)
$7517d7 Aug 2026$2.4010/20$4,235$4,41253%67%+$187-$18,58632.7%$-26,207 (vs do-nothing $-12,700)
$74.5024d14 Aug 2026$2.7512/20$4,125$4,26651%66%$-378-$22,48339.6%$-28,927 (vs do-nothing $-15,420)
$74.5017d7 Aug 2026$2.5010/20$4,412$4,58851%65%$-66-$18,98633.4%$-26,607 (vs do-nothing $-13,100)
$74.5010d31 Jul 2026$2.007/20$4,200$4,42950%64%$-41-$13,64024.0%$-23,027 (vs do-nothing $-9,520)
$7424d14 Aug 2026$3.3010/20$4,125$4,30149%66%+$56-$18,68632.9%$-26,307 (vs do-nothing $-12,800)
$7417d7 Aug 2026$2.858/20$4,024$4,23548%64%+$73-$15,30927.0%$-24,107 (vs do-nothing $-10,600)
$73.5024d14 Aug 2026$3.4010/20$4,250$4,42647%64%$-153-$19,08633.6%$-26,707 (vs do-nothing $-13,200)
$7410d31 Jul 2026$2.207/20$4,620$4,84946%67%$-187-$13,85024.4%$-23,237 (vs do-nothing $-9,730)
$73.5017d7 Aug 2026$2.5010/20$4,412$4,58845%62%$-1,017-$19,98635.2%$-27,607 (vs do-nothing $-14,100)
$743d24 Jul 2026$1.453/20$4,350$4,65041%62%+$86-$6,16110.8%$-17,902 (vs do-nothing $-4,395)
$73.503d24 Jul 2026$1.703/20$5,100$5,40035%59%$-127-$6,23611.0%$-17,977 (vs do-nothing $-4,470)

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 v6.2  |  2026-07-21 10:56