FORTRESS FIGHT: COPX @ $74.87

BE SS: $93.40  |  CC-SS: $96.11  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 11:04

COPX @ $74.87   UNDERWATER $18.53 (19.8% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $96.11 (banked floor $95.71)  |  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$8,471/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
$4,235/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$8,471/mo (ATM CC, chain)
IC VELOCITY
6.7 mo to earn back $56,800
ML VELOCITY
11.9 mo to earn back $100,800
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $96.11 in the fetched chain; the deepest available is $80.5C (17d, $2,647/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)
$40,145
was $40,940 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$96.11 → $95.71
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 28 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 36 · 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 83%, breach 17%) that still earns 50% of normal income ($4,235/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 16 × $76.50/3d for $8,800/mo, but breach risk rises to 31% (+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 $30,361 (53% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 3.6 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, 83% survival, $4,250/mo (E[net] $455/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 × $7883%$4,250$455
NEXT FRIDAY31 Jul 2026 · 10d17 × $7766%$4,335$-160

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $455/mo 🏆 GRAND PICK

🎯 Engine pick: sell 17 × $78 (primary), 83% survival, breach 17%, $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 17% → 7%) for $2,250/mo less (53% income) buys safety you do not really need here.
COPX  spot $74.87 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $8024 Jul3d6.9%93%14%+5pp$200$2,000-$2,250$32,019
Sell 20 × $80 6.9% OTM over spot $74.87 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)
93%
EV / mo
+$882
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
55% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,483/mo
median; plan ~$1,008/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 [1.7-5.1], 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)
8%
Flat exit net (mid-life)
-$1,922
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$87 @ 81% 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: $1.50/sh now → $1.06 mid-life (likely $0.96–$1.73)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 241 simulated challenges: the $80 strike is typically first touched on day 3 of 3, at $81 (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 (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+$0.87/sh+$1,731
cycle +$1,931
[+$1,513…+$2,097] · 98% credit
64%
surv 51%
-$29,540 NOT
cap gain +$11,400
Reliable up-and-out (highest cap still free ≥60%)~$8514 Aug 202622d left+$0.40/sh+$805
cycle +$1,005
[+$281…+$1,110] · 82% credit
77%
surv 72%
-$20,998 NOT
cap gain +$19,942
Up-and-out for even (raise the cap, free)~$8231 Jul 20268d left+$0.13/sh+$262
cycle +$462
[-$252…+$499] · 61% credit
70%
surv 62%
-$27,994 NOT
cap gain +$12,946
Max even-money escape in the band~$8714 Aug 202622d left+$0.08/sh+$164
cycle +$364
[-$497…+$425] · 51% credit
81%
surv 78%
-$17,950 NOT
cap gain +$22,990
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 ($4,235/mo)-53%
vs normal income ($8,471/mo)24% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $80 is $16 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,019
… as % of IC ($56,800)56.4%
… as % of ML ($100,800)31.8%
Recovery months (at normal income)3.8 mo
Surgical close (20 ct)$-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)$200$-31,271+$9,669+$100
+2.5%$82.00 (2.3σ)$-3,800$-31,583+$9,357-$3,900
+5%$84.00 (3.0σ)$-7,800$-31,895+$9,045-$4,900
SS (= V-bounce)$93.40 (6.1σ)$-26,600$-33,361+$7,579-$4,900
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (20 × $80): -$32,019
Total Position P&L @ SS: $-33,784 (+$7,156 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-4,900, 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 $-32,876 (+$8,064 vs today)
33% normal12 × $7824 Jul3d4.2%83%35%+8pp$300$3,000-$1,250$21,431
Sell 12 × $78 4.2% OTM over spot $74.87 24 Jul 2026 (3d, $0.28 mid)
= $300 credit for the 3d cycle → $3,000/mo projected
Survival (stays ≤ $78)
83%
Breach risk
17%
POP (stays ≤ $78.28)
84%
EV / mo
+$480
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
55% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,870/mo
median; plan ~$1,272/mo after 68% keep · $12,760 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)
23%
Flat exit net (mid-life)
-$910
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 12 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: $1.43/sh now → $1.01 mid-life (likely $1.03–$1.82)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 687 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $79 (overshoots $1.06). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (12 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+$982
cycle +$1,282
[+$776…+$1,114] · 99% credit
64%
surv 51%
-$33,837 NOT
cap gain +$7,103
Reliable up-and-out (highest cap still free ≥60%)~$8314 Aug 202622d left+$0.32/sh+$383
cycle +$683
[-$81…+$467] · 68% credit
77%
surv 73%
-$25,475 NOT
cap gain +$15,465
Up-and-out for even (raise the cap, free)~$8031 Jul 20268d left+$0.10/sh+$118
cycle +$418
[-$291…+$191] · 44% credit
70%
surv 63%
-$31,686 NOT
cap gain +$9,254
Max even-money escape in the band~$8514 Aug 202622d left+$0.01/sh+$10
cycle +$310
[-$534…+$74] · 32% credit
82%
surv 79%
-$23,760 NOT
cap gain +$17,180
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$3,000/mo
vs 50% target ($4,235/mo)-29%
vs normal income ($8,471/mo)35% covered
Net income (after hedge)$3,120/mo
Downside budget
⚠ $78 is $18 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,431
… as % of IC ($56,800)37.7%
… as % of ML ($100,800)21.3%
Recovery months (at normal income)2.5 mo
Surgical close (12 ct)$-24,594
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 (1.0σ)$300$-34,819+$6,121+$240
+2.5%$79.95 (1.7σ)$-2,040$-33,563+$7,377-$2,100
+5%$81.90 (2.3σ)$-4,380$-32,307+$8,633-$4,440
SS (= V-bounce)$93.40 (6.1σ)$-18,180$-33,621+$7,319-$5,160
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (12 × $78): -$21,431
− Conservative CC assignment net of premium (8 × $82.50): -$10,847
Total Position P&L @ SS: $-34,044 (+$6,896 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-5,160, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,448, position total $-33,136 (+$7,804 vs today)
🎯 50% normal17 × $7824 Jul3d4.2%83%22%+10pp$425$4,250$30,361
Sell 17 × $78 4.2% OTM over spot $74.87 24 Jul 2026 (3d, $0.28 mid)
= $425 credit for the 3d cycle → $4,250/mo projected
Survival (stays ≤ $78)
83%
Breach risk
17%
POP (stays ≤ $78.28)
84%
EV / mo
+$679
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
57% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,493/mo
median; plan ~$1,695/mo after 68% keep · $15,870 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.6-4.7], 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)
22%
Flat exit net (mid-life)
-$1,290
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$85 @ 82% POP
79% 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: $1.43/sh now → $1.01 mid-life (likely $1.05–$1.89)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 664 simulated challenges: the $78 strike is typically first touched on day 2 of 3, at $79 (overshoots $1.09). 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
[+$1,081…+$1,579] · 99% credit
64%
surv 51%
-$33,328 NOT
cap gain +$7,612
Reliable up-and-out (highest cap still free ≥60%)~$8314 Aug 202622d left+$0.32/sh+$543
cycle +$968
[-$186…+$651] · 65% credit
77%
surv 73%
-$24,898 NOT
cap gain +$16,042
Up-and-out for even (raise the cap, free)~$8031 Jul 20268d left+$0.10/sh+$168
cycle +$593
[-$461…+$246] · 41% credit
70%
surv 63%
-$31,536 NOT
cap gain +$9,404
Max even-money escape in the band~$8514 Aug 202622d left+$0.01/sh+$14
cycle +$439
[-$835…+$81] · 30% credit
82%
surv 79%
-$22,339 NOT
cap gain +$18,601
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$4,250/mo
vs 50% target ($4,235/mo)+0%
vs normal income ($8,471/mo)50% covered
Net income (after hedge)$4,295/mo
Downside budget
⚠ $78 is $18 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,361
… as % of IC ($56,800)53.5%
… as % of ML ($100,800)30.1%
Recovery months (at normal income)3.6 mo
Surgical close (17 ct)$-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 (1.0σ)$425$-34,719+$6,221+$340
+2.5%$79.95 (1.7σ)$-2,890$-34,438+$6,502-$2,975
+5%$81.90 (2.3σ)$-6,205$-34,157+$6,783-$6,290
SS (= V-bounce)$93.40 (6.1σ)$-25,755$-35,771+$5,169-$7,310
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (17 × $78): -$30,361
− Conservative CC assignment net of premium (3 × $82.50): -$4,068
Total Position P&L @ SS: $-36,194 (+$4,746 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-7,310, 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 $-35,286 (+$5,654 vs today)
100% normal16 × $76.5024 Jul3d2.2%69%62%+15pp$880$8,800+$4,550$30,495
Sell 16 × $76.50 2.2% OTM over spot $74.87 24 Jul 2026 (3d, $0.60 mid)
= $880 credit for the 3d cycle → $8,800/mo projected
Survival (stays ≤ $76.50)
69%
Breach risk
31%
POP (stays ≤ $77.10)
75%
EV / mo
+$645
📈 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
~8.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,744/mo
median; plan ~$2,546/mo after 68% keep · $22,887 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.5-5.0], 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)
42%
Flat exit net (mid-life)
-$672
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 16 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: $1.37/sh now → $0.97 mid-life (likely $1.16–$1.99)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,258 simulated challenges: the $76 strike is typically first touched on day 2 of 3, at $78 (overshoots $1.16). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (16 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+$0.78/sh+$1,254
cycle +$2,134
[+$856…+$1,337] · 98% credit
64%
surv 51%
-$35,771 NOT
cap gain +$5,169
Reliable up-and-out (highest cap still free ≥60%)~$8014 Aug 202622d left+$0.51/sh+$817
cycle +$1,697
[+$17…+$759] · 76% credit
74%
surv 68%
-$29,505 NOT
cap gain +$11,435
Max even-money escape in the band~$8214 Aug 202622d left+$0.26/sh+$416
cycle +$1,296
[-$467…+$311] · 51% credit
78%
surv 74%
-$27,140 NOT
cap gain +$13,800
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+$0.08/sh+$120
cycle +$1,000
[-$638…+$22] · 26% credit
70%
surv 63%
-$33,890 NOT
cap gain +$7,050
Safety roll (pay small debit, max POP)~$8714 Aug 202622d left-$0.45/sh-$723
cycle +$157
[-$1,956…-$959]
88%
surv 87%
-$20,713 NOT
cap gain +$20,227
budget: banked $880 debit $723 (82% used ≈ 0.4 wk of income) → whole cycle still +$157 cash · rolled 16 ct earn ≈ $1,130/mo while parked; 4 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$8,800/mo
vs 50% target ($4,235/mo)+108%
vs normal income ($8,471/mo)104% covered
Net income (after hedge)$8,860/mo
Downside budget
⚠ $76.50 is $20 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,495
… as % of IC ($56,800)53.7%
… as % of ML ($100,800)30.3%
Recovery months (at normal income)3.6 mo
Surgical close (16 ct)$-32,832
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)$880$-37,025+$3,915+$800
+2.5%$78.41 (1.2σ)$-2,180$-36,558+$4,382-$2,260
+5%$80.33 (1.8σ)$-5,240$-36,092+$4,848-$5,320
SS (= V-bounce)$93.40 (6.1σ)$-26,160$-37,261+$3,679-$8,800
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (16 × $76.50): -$30,495
− Conservative CC assignment net of premium (4 × $82.50): -$5,424
Total Position P&L @ SS: $-37,684 (+$3,256 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-8,800, the opportunity cost of earning $8,800/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,184, position total $-36,776 (+$4,164 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] $-160/mo

🎯 Engine pick: sell 17 × $77 (primary), 66% survival, breach 34%, $4,335/mo.
Stay at the pick. Stepping safer (the $78 rung (33% normal) lifts survival to 72% (breach 34% → 28%) for $1,410/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $74.87 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $82.5031 Jul10d10.2%91%19%+0pp$100$300-$4,035$27,119
Sell 20 × $82.50 10.2% OTM over spot $74.87 31 Jul 2026 (10d, $0.17 mid)
= $100 credit for the 10d cycle → $300/mo projected
Survival (stays ≤ $82.50)
91%
Breach risk
9%
POP (stays ≤ $82.67)
91%
EV / mo
$-592
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
45% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$341/mo
median; plan ~$232/mo after 68% keep · $2,694 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-4.8], measured ONLY among the 45% 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)
13%
Flat exit net (mid-life)
-$3,563
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$86 @ 72% POP
65% 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: $2.59/sh now → $1.83 mid-life (likely $1.51–$2.46)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 376 simulated challenges: the $82 strike is typically first touched on day 7 of 10, at $84 (overshoots $1.07). 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+$0.67/sh+$1,348
cycle +$1,448
[+$1,246…+$1,995] · 100% credit
65%
surv 52%
-$25,413 NOT
cap gain +$15,527
Max even-money escape in the band~$8614 Aug 202619d left+$0.16/sh+$315
cycle +$415
[-$85…+$972] · 69% credit
72%
surv 65%
-$20,665 NOT
cap gain +$20,275
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+$0.04/sh+$86
cycle +$186
[-$210…+$623] · 60% credit
69%
surv 60%
-$23,660 NOT
cap gain +$17,280
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 ($4,235/mo)-93%
vs normal income ($8,471/mo)4% covered
Net income (after hedge)$300/mo
Downside budget
⚠ $82.50 is $14 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,119
… as % of IC ($56,800)47.7%
… as % of ML ($100,800)26.9%
Recovery months (at normal income)3.2 mo
Surgical close (20 ct)$-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)$100$-26,761+$14,179+$0
+2.5%$84.56 (1.7σ)$-4,025$-27,083+$13,857+$0
+5%$86.62 (2.1σ)$-8,150$-27,405+$13,535+$0
SS (= V-bounce)$93.40 (3.3σ)$-21,700$-28,461+$12,479+$0
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (20 × $82.50): -$27,119
Total Position P&L @ SS: $-28,884 (+$12,056 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: +$0, 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 $-27,976 (+$12,964 vs today)
33% normal15 × $7831 Jul10d4.2%72%57%+5pp$975$2,925-$1,410$26,189
Sell 15 × $78 4.2% OTM over spot $74.87 31 Jul 2026 (10d, $0.90 mid)
= $975 credit for the 10d cycle → $2,925/mo projected
Survival (stays ≤ $78)
72%
Breach risk
28%
POP (stays ≤ $78.90)
77%
EV / mo
$-487
📈 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
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,359/mo
median; plan ~$924/mo after 68% keep · $10,371 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.9-5.0], 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)
45%
Flat exit net (mid-life)
-$1,467
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$83 @ 78% POP
74% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.30/sh now → $1.63 mid-life (likely $1.79–$2.64)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$0.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,343 simulated challenges: the $78 strike is typically first touched on day 5 of 10, at $79 (overshoots $1.06). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$787 Aug 202612d left+$0.60/sh+$896
cycle +$1,871
[+$580…+$975] · 100% credit
65%
surv 52%
-$33,263 NOT
cap gain +$7,677
Reliable up-and-out (highest cap still free ≥60%)~$8014 Aug 202619d left+$0.39/sh+$580
cycle +$1,555
[+$65…+$565] · 81% credit
70%
surv 62%
-$29,642 NOT
cap gain +$11,298
Up-and-out for even (raise the cap, free)~$797 Aug 202612d left+$0.13/sh+$188
cycle +$1,163
[-$229…+$168] · 40% credit
68%
surv 58%
-$31,878 NOT
cap gain +$9,062
Max even-money escape in the band~$8114 Aug 202619d left+$0.04/sh+$61
cycle +$1,036
[-$546…+$13] · 26% credit
73%
surv 66%
-$28,317 NOT
cap gain +$12,623
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8314 Aug 202619d left-$0.50/sh-$748
cycle +$227
[-$1,533…-$857] · 5% credit
78%
surv 74%
-$25,756 NOT
cap gain +$15,184
budget: banked $975 debit $748 (77% used ≈ 1.1 wk of income) → whole cycle still +$227 cash · rolled 15 ct earn ≈ $2,674/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$2,925/mo
vs 50% target ($4,235/mo)-31%
vs normal income ($8,471/mo)35% covered
Net income (after hedge)$3,000/mo
Downside budget
⚠ $78 is $18 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,189
… as % of IC ($56,800)46.1%
… as % of ML ($100,800)26.0%
Recovery months (at normal income)3.1 mo
Surgical close (15 ct)$-31,080
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $78.90 (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≥ 6d left3-5d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-78.90
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
≥ $78.90
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 (≤1σ, normal week)$975$-34,159+$6,781+$900
+2.5%$79.95 (≤1σ, normal week)$-1,950$-33,488+$7,452-$2,025
+5%$81.90 (1.3σ)$-4,875$-32,817+$8,123-$4,950
SS (= V-bounce)$93.40 (3.3σ)$-22,125$-34,311+$6,629-$5,850
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (15 × $78): -$26,189
− Conservative CC assignment net of premium (5 × $82.50): -$6,780
Total Position P&L @ SS: $-34,734 (+$6,206 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-5,850, the opportunity cost of earning $2,925/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,460, position total $-33,826 (+$7,114 vs today)
🎯 50% normal17 × $7731 Jul10d2.9%66%56%+7pp$1,445$4,335$31,041
Sell 17 × $77 2.9% OTM over spot $74.87 31 Jul 2026 (10d, $1.02 mid)
= $1,445 credit for the 10d cycle → $4,335/mo projected
Survival (stays ≤ $77)
66%
Breach risk
34%
POP (stays ≤ $78.03)
72%
EV / mo
$-973
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
45% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,734/mo
median; plan ~$1,179/mo after 68% keep · $13,211 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 45% 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)
56%
Flat exit net (mid-life)
-$1,248
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$84 @ 84% POP
81% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.24/sh now → $1.58 mid-life (likely $1.93–$2.70)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$0.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,669 simulated challenges: the $77 strike is typically first touched on day 4 of 10, at $78 (overshoots $1.09). 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)~$777 Aug 202612d left+$0.58/sh+$987
cycle +$2,432
[+$602…+$952] · 100% credit
65%
surv 52%
-$34,556 NOT
cap gain +$6,384
Reliable up-and-out (highest cap still free ≥60%)~$7914 Aug 202619d left+$0.36/sh+$608
cycle +$2,053
[-$40…+$442] · 71% credit
71%
surv 62%
-$30,998 NOT
cap gain +$9,942
Up-and-out for even (raise the cap, free)~$787 Aug 202612d left+$0.11/sh+$188
cycle +$1,633
[-$332…+$47] · 28% credit
68%
surv 59%
-$33,262 NOT
cap gain +$7,678
Max even-money escape in the band~$8014 Aug 202619d left+$0.02/sh+$28
cycle +$1,473
[-$740…-$193] · 17% credit
73%
surv 67%
-$29,734 NOT
cap gain +$11,206
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-$1,367
cycle +$78
[-$2,493…-$1,728] · 0% credit
84%
surv 81%
-$24,244 NOT
cap gain +$16,696
budget: banked $1,445 debit $1,367 (95% used ≈ 1.4 wk of income) → whole cycle still +$78 cash · rolled 17 ct earn ≈ $2,094/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$4,335/mo
vs 50% target ($4,235/mo)+2%
vs normal income ($8,471/mo)51% covered
Net income (after hedge)$4,380/mo
Downside budget
⚠ $77 is $19 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,041
… as % of IC ($56,800)54.6%
… as % of ML ($100,800)30.8%
Recovery months (at normal income)3.7 mo
Surgical close (17 ct)$-35,096
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $78.03 (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 $79.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.03
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
≥ $78.03
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$77.00 (≤1σ, normal week)$1,445$-35,543+$5,397+$1,360
+2.5%$78.92 (≤1σ, normal week)$-1,827$-35,266+$5,674-$1,912
+5%$80.85 (1.1σ)$-5,100$-34,989+$5,951-$5,185
SS (= V-bounce)$93.40 (3.3σ)$-26,435$-36,451+$4,489-$7,990
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (17 × $77): -$31,041
− Conservative CC assignment net of premium (3 × $82.50): -$4,068
Total Position P&L @ SS: $-36,874 (+$4,066 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-7,990, the opportunity cost of earning $4,335/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,148, position total $-35,966 (+$4,974 vs today)
100% normal19 × $75.5031 Jul10d0.8%56%91%+12pp$2,945$8,835+$4,500$36,213
Sell 19 × $75.50 0.8% OTM over spot $74.87 31 Jul 2026 (10d, $1.70 mid)
= $2,945 credit for the 10d cycle → $8,835/mo projected
Survival (stays ≤ $75.50)
56%
Breach risk
44%
POP (stays ≤ $77.20)
67%
EV / mo
$-341
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
58% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~7.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,805/mo
median; plan ~$1,907/mo after 68% keep · $18,267 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.9-5.5], measured ONLY among the 58% 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)
74%
Flat exit net (mid-life)
+$57
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$86 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.15/sh now → $1.52 mid-life (likely $2.09–$2.86)≈ $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 2,208 simulated challenges: the $76 strike is typically first touched on day 3 of 10, at $77 (overshoots $1.16). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (19 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+$0.56/sh+$1,057
cycle +$4,002
[+$554…+$764] · 99% credit
65%
surv 52%
-$35,762 NOT
cap gain +$5,178
Reliable up-and-out (highest cap still free ≥60%)~$7714 Aug 202619d left+$0.51/sh+$966
cycle +$3,911
[+$177…+$543] · 87% credit
69%
surv 60%
-$32,838 NOT
cap gain +$8,102
Max even-money escape in the band~$7814 Aug 202619d left+$0.32/sh+$600
cycle +$3,545
[-$280…+$139] · 44% credit
71%
surv 63%
-$32,282 NOT
cap gain +$8,658
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+$169
cycle +$3,114
[-$536…-$200] · 13% credit
68%
surv 59%
-$34,557 NOT
cap gain +$6,383
Safety roll (pay small debit, max POP)~$8614 Aug 202619d left-$1.16/sh-$2,202
cycle +$743
[-$4,073…-$3,019]
90%
surv 89%
-$20,645 NOT
cap gain +$20,295
budget: banked $2,945 debit $2,202 (75% used ≈ 1.1 wk of income) → whole cycle still +$743 cash · rolled 19 ct earn ≈ $1,083/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$8,835/mo
vs 50% target ($4,235/mo)+109%
vs normal income ($8,471/mo)104% covered
Net income (after hedge)$8,850/mo
Downside budget
⚠ $75.50 is $21 below CC-SS $96.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,213
… as % of IC ($56,800)63.8%
… as % of ML ($100,800)35.9%
Recovery months (at normal income)4.3 mo
Surgical close (19 ct)$-39,178
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)$2,945$-36,819+$4,121+$2,850
+2.5%$77.39 (≤1σ, normal week)$-641$-36,925+$4,015-$736
+5%$79.28 (≤1σ, normal week)$-4,228$-37,030+$3,910-$4,323
SS (= V-bounce)$93.40 (3.3σ)$-31,065$-38,911+$2,029-$10,450
V-BOUNCE STRESS (stock → CC-SS $96.11, where you are whole again, by expiry)
Starting unrealized P&L: $-40,940
+ Fortress recovery (un-capped): +$39,174
− CC assignment net of premium (19 × $75.50): -$36,213
− Conservative CC assignment net of premium (1 × $82.50): -$1,356
Total Position P&L @ SS: $-39,334 (+$1,606 vs today)
Do-nothing baseline at SS: $-28,884 (this trade vs do-nothing: $-10,450, the opportunity cost of earning $8,835/mo FIGHT income now)
BB-reversion stress (→ $90.29 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,156, position total $-38,426 (+$2,514 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 (30 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 30 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: +$39,174 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-28,884

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$783d24 Jul 2026$0.2517/20$4,250$4,29583%84%+$679-$30,36153.5%$-36,194 (vs do-nothing $-7,310)
$773d24 Jul 2026$0.4011/20$4,400$4,53574%79%+$171-$20,58036.2%$-34,549 (vs do-nothing $-5,665)
$76.503d24 Jul 2026$0.558/20$4,400$4,58069%75%+$323-$15,24726.8%$-33,284 (vs do-nothing $-4,400)
$7817d7 Aug 2026$1.2020/20$4,235$4,23568%74%$-209-$33,81959.5%$-35,584 (vs do-nothing $-6,700)
$7710d31 Jul 2026$0.8517/20$4,335$4,38066%72%$-973-$31,04154.6%$-36,874 (vs do-nothing $-7,990)
$7824d14 Aug 2026$1.7520/20$4,375$4,37566%73%+$158-$32,71957.6%$-34,484 (vs do-nothing $-5,600)
$77.5017d7 Aug 2026$1.4517/20$4,350$4,39566%73%+$109-$29,17151.4%$-35,004 (vs do-nothing $-6,120)
$763d24 Jul 2026$0.657/20$4,550$4,74564%72%$-106-$13,62124.0%$-33,014 (vs do-nothing $-4,130)
$77.5024d14 Aug 2026$1.7020/20$4,250$4,25064%72%$-383-$33,81959.5%$-35,584 (vs do-nothing $-6,700)
$76.5010d31 Jul 2026$1.1013/20$4,290$4,39563%71%$-428-$24,06242.4%$-35,319 (vs do-nothing $-6,435)
$7724d14 Aug 2026$2.1017/20$4,462$4,50862%71%+$146-$28,91650.9%$-34,749 (vs do-nothing $-5,865)
$76.5017d7 Aug 2026$1.8014/20$4,447$4,53761%70%+$197-$24,93343.9%$-34,834 (vs do-nothing $-5,950)
$76.5024d14 Aug 2026$2.3015/20$4,312$4,38860%70%+$146-$25,96445.7%$-34,509 (vs do-nothing $-5,625)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$7617d7 Aug 2026$1.9513/20$4,474$4,57958%69%+$72-$23,60741.6%$-34,864 (vs do-nothing $-5,980)
$7624d14 Aug 2026$2.2016/20$4,400$4,46057%68%$-451-$28,65550.4%$-35,844 (vs do-nothing $-6,960)
$75.5010d31 Jul 2026$1.5510/20$4,650$4,80056%67%$-179-$19,05933.6%$-34,384 (vs do-nothing $-5,500)
$75.5017d7 Aug 2026$1.9013/20$4,359$4,46455%67%$-534-$24,32242.8%$-35,579 (vs do-nothing $-6,695)
$75.5024d14 Aug 2026$2.6513/20$4,306$4,41155%67%+$13-$23,34741.1%$-34,604 (vs do-nothing $-5,720)
$7524d14 Aug 2026$2.4015/20$4,500$4,57553%65%$-884-$28,06449.4%$-36,609 (vs do-nothing $-7,725)
$7517d7 Aug 2026$2.4010/20$4,235$4,38553%66%+$63-$18,70932.9%$-34,034 (vs do-nothing $-5,150)
$753d24 Jul 2026$1.005/20$5,000$5,22552%65%$-390-$10,05517.7%$-32,159 (vs do-nothing $-3,275)
$7510d31 Jul 2026$1.759/20$4,725$4,89052%65%$-218-$17,42330.7%$-34,104 (vs do-nothing $-5,220)
$74.5017d7 Aug 2026$2.5010/20$4,412$4,56250%64%$-199-$19,10933.6%$-34,434 (vs do-nothing $-5,550)
$74.5010d31 Jul 2026$2.008/20$4,800$4,98049%63%$-190-$15,68727.6%$-33,724 (vs do-nothing $-4,840)
$7417d7 Aug 2026$2.859/20$4,526$4,69147%64%$-45-$17,33330.5%$-34,014 (vs do-nothing $-5,130)
$7410d31 Jul 2026$2.207/20$4,620$4,81545%66%$-312-$13,93624.5%$-33,329 (vs do-nothing $-4,445)
$73.5017d7 Aug 2026$2.5010/20$4,412$4,56244%61%$-1,166-$20,10935.4%$-35,434 (vs do-nothing $-6,550)
$73.5010d31 Jul 2026$1.3011/20$4,290$4,42542%57%$-4,419-$23,44041.3%$-37,409 (vs do-nothing $-8,525)
$743d24 Jul 2026$1.453/20$4,350$4,60541%59%$-548-$6,19810.9%$-31,014 (vs do-nothing $-2,130)
$73.503d24 Jul 2026$1.703/20$5,100$5,35535%56%$-783-$6,27311.0%$-31,089 (vs do-nothing $-2,205)

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 11:04