FORTRESS FIGHT: COPX @ $78.50

BE SS: $93.40  |  CC-SS: $94.79  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 21:39

COPX @ $78.50   UNDERWATER $14.90 (16.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $94.79 (banked floor $94.13)  |  IV: HIGH  |  Accounts: Joint:1782

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

Economics

Max Loss$100,800(ND $28.40 + SW $22) x 2000
Normal income ref$12,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,278/mo (info only, already in marks)
Unrealized P&L$-31,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,000/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,000/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $56,800
ML VELOCITY
8.4 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $94.79 (probe: $90C 15d) brings only $600/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
$1,334
Hole (after banked)
$30,166
was $31,500 · 4% earned back
Cycles closed
8
Credit in flight
$1,166
CC-SS · banked floor (info)
$94.79 → $94.13
Open legAcctCredit/shIn flightOpened
20x $80.5C 31 Jul 2026U6241782$0.58$1,1662026-07-28
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 43 (live) · RSI 51 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 50 · %B 74 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $90.20 (+15%) · daily UBB $80.63 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 19 contracts at $82 / 8d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($6,000/mo); it brings $6,056/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 19 × $79.50/8d for $12,112/mo, but breach risk rises to 42% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $88/8d (94% survival, $375/mo).
Downside anchor: the primary mortgages $22,695 (40% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 1.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 19 contracts realizes $-30,780 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 20 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 7 Aug 2026 (8d) · sell 19 × $82, 74% survival, $6,056/mo (E[net] $-3,747/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d19 × $8274%$6,056$-3,747
E[net] arithmetic on the grand pick: keep $1,615 with probability 60%; on the 40% touch you roll, paying $5,279 to close and taking $337 back from the best priced door (net cash $4,942) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $-3,747/mo 🏆 GRAND PICK

🎯 Engine pick: sell 19 × $82 (50% normal), 74% survival, breach 26%, $6,056/mo.
Stay at the pick. Stepping safer (the $83 rung (33% normal) lifts survival to 79% (breach 26% → 21%) for $2,006/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $78.50 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $887 Aug8d12.1%94%hist 100%11%hist 5%-1pp$100$375-$5,681$13,489
Sell 20 × $88 12.1% OTM over spot $78.50 7 Aug 2026 (8d, $0.40 mid)
= $100 credit for the 8d cycle → $375/mo projected
Survival (stays ≤ $88)
94%
Breach risk
6%
POP (stays ≤ $88.40)
95%
EV / mo
$-152
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
61% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$296/mo
median; plan ~$202/mo after 68% keep · $1,598 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.4], measured ONLY among the 61% 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)
-$6,301
Free roll-up
none
Safest escape (by 21 Aug 2026)
$90 @ 69% POP
58% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.53/sh now → $3.20 mid-life (likely $2.50–$4.23)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$3.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 236 simulated challenges: the $88 strike is typically first touched on day 6 of 8, at $89 (overshoots $1.28). 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
Reliable up-and-out (highest cap still free ≥60%)~$8921 Aug 202618d left+$0.26/sh+$529
cycle +$629
[-$306…+$1,988] · 67% credit
68%
surv 56%
-$10,942 NOT
cap gain +$20,558
Max even-money escape in the band~$9021 Aug 202618d left+$0.06/sh+$120
cycle +$220
[-$730…+$1,538] · 57% credit
69%
surv 58%
-$10,402 NOT
cap gain +$21,098
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$8814 Aug 202611d left+$0.03/sh+$58
cycle +$158
[-$662…+$1,383] · 57% credit
66%
surv 52%
-$13,311 NOT
cap gain +$18,189
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$375/mo
vs 50% target ($6,000/mo)-94%
vs normal income ($12,000/mo)3% covered
Net income (after hedge)$375/mo
Downside budget
⚠ $88 is $7 below CC-SS $94.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,489
… as % of IC ($56,800)23.7%
… as % of ML ($100,800)13.4%
Recovery months (at normal income)1.1 mo
Surgical close (20 ct)$-32,200
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 ≥ $88.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $80.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $87.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-88.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $88.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.95 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.00 (1.6σ)$100$-13,369+$18,131-$200
+2.5%$90.20 (2.0σ)$-4,300$-13,593+$17,907-$4,200
+5%$92.40 (2.4σ)$-8,700$-13,818+$17,682-$4,200
SS (= V-bounce)$93.40 (2.6σ)$-10,700$-13,920+$17,580-$4,200
V-BOUNCE STRESS (stock → CC-SS $94.79, where you are whole again, by expiry)
Starting unrealized P&L: $-31,500
+ Fortress recovery (un-capped): +$30,927
− CC assignment net of premium (20 × $88): -$13,489
Total Position P&L @ SS: $-14,062 (+$17,438 vs today)
Do-nothing baseline at SS: $-9,862 (this trade vs do-nothing: $-4,200, the opportunity cost of earning $375/mo FIGHT income now)
BB-reversion stress (→ $90.20 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$4,300, position total $-13,593 (+$17,907 vs today)
33% normal18 × $837 Aug8d5.7%79%hist 96%44%hist 28%+5pp$1,080$4,050-$2,006$20,150
Sell 18 × $83 5.7% OTM over spot $78.50 7 Aug 2026 (8d, $0.93 mid)
= $1,080 credit for the 8d cycle → $4,050/mo projected
Survival (stays ≤ $83)
79%
Breach risk
21%
POP (stays ≤ $83.92)
83%
EV / mo
+$552
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
70% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,164/mo
median; plan ~$1,472/mo after 68% keep · $8,899 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.2], measured ONLY among the 70% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$4,044
Free roll-up
none
Safest escape (by 21 Aug 2026)
$86 @ 71% POP
62% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.03/sh now → $2.85 mid-life (likely $2.90–$4.43)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$2.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 975 simulated challenges: the $83 strike is typically first touched on day 4 of 8, at $84 (overshoots $1.20). 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
Max even-money escape in the band~$8421 Aug 202618d left+$0.19/sh+$344
cycle +$1,424
[-$1,100…+$672] · 40% credit
68%
surv 56%
-$19,607 NOT
cap gain +$11,893
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$8314 Aug 202611d left+$0.03/sh+$47
cycle +$1,127
[-$1,191…+$350] · 33% credit
66%
surv 52%
-$21,802 NOT
cap gain +$9,698
Safety roll (pay small debit, max POP)~$8621 Aug 202618d left-$0.46/sh-$833
cycle +$247
[-$2,459…-$608] · 16% credit
71%
surv 62%
-$17,937 NOT
cap gain +$13,563
budget: banked $1,080 debit $833 (77% used ≈ 0.9 wk of income) → whole cycle still +$247 cash · rolled 18 ct earn ≈ $7,151/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$4,050/mo
vs 50% target ($6,000/mo)-32%
vs normal income ($12,000/mo)34% covered
Net income (after hedge)$4,110/mo
Downside budget
⚠ $83 is $12 below CC-SS $94.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,150
… as % of IC ($56,800)35.5%
… as % of ML ($100,800)20.0%
Recovery months (at normal income)1.7 mo
Surgical close (18 ct)$-28,935
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $83.92 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $83)); NOT the premium you collected. Momentum override: two daily closes above $80.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $82.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-83.92
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
≥ $83.92
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 0.95 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.00 (≤1σ, normal week)$1,080$-21,849+$9,651+$810
+2.5%$85.07 (1.1σ)$-2,655$-21,646+$9,854-$2,925
+5%$87.15 (1.5σ)$-6,390$-21,442+$10,058-$6,660
SS (= V-bounce)$93.40 (2.6σ)$-17,640$-21,510+$9,990-$11,790
V-BOUNCE STRESS (stock → CC-SS $94.79, where you are whole again, by expiry)
Starting unrealized P&L: $-31,500
+ Fortress recovery (un-capped): +$30,927
− CC assignment net of premium (18 × $83): -$20,150
− Conservative CC assignment net of premium (2 × $90): -$929
Total Position P&L @ SS: $-21,652 (+$9,848 vs today)
Do-nothing baseline at SS: $-9,862 (this trade vs do-nothing: $-11,790, the opportunity cost of earning $4,050/mo FIGHT income now)
BB-reversion stress (→ $90.20 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,880, position total $-21,183 (+$10,317 vs today)
🎯 50% normal19 × $827 Aug8d4.5%74%hist 96%54%hist 43%+11pp$1,615$6,056$22,695
Sell 19 × $82 4.5% OTM over spot $78.50 7 Aug 2026 (8d, $1.30 mid)
= $1,615 credit for the 8d cycle → $6,056/mo projected
Survival (stays ≤ $82)
74%
Breach risk
26%
POP (stays ≤ $83.30)
80%
EV / mo
+$901
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
68% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,897/mo
median; plan ~$1,970/mo after 68% keep · $11,719 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-3.9], measured ONLY among the 68% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
40%
Flat exit net (mid-life)
-$3,664
Free roll-up
none
Safest escape (by 21 Aug 2026)
$86 @ 74% POP
66% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.93/sh now → $2.78 mid-life (likely $3.08–$4.63)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,196 simulated challenges: the $82 strike is typically first touched on day 4 of 8, at $83 (overshoots $1.26). 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
Max even-money escape in the band~$8321 Aug 202618d left+$0.18/sh+$337
cycle +$1,952
[-$1,487…+$276] · 30% credit
68%
surv 56%
-$20,992 NOT
cap gain +$10,508
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$8214 Aug 202611d left+$0.03/sh+$48
cycle +$1,663
[-$1,511…+$1] · 25% credit
66%
surv 52%
-$23,179 NOT
cap gain +$8,321
Safety roll (pay small debit, max POP)~$8621 Aug 202618d left-$0.67/sh-$1,280
cycle +$335
[-$3,386…-$1,485] · 7% credit
74%
surv 66%
-$17,864 NOT
cap gain +$13,636
budget: banked $1,615 debit $1,280 (79% used ≈ 0.9 wk of income) → whole cycle still +$335 cash · rolled 19 ct earn ≈ $6,665/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,056/mo
vs 50% target ($6,000/mo)+1%
vs normal income ($12,000/mo)50% covered
Net income (after hedge)$6,086/mo
Downside budget
⚠ $82 is $13 below CC-SS $94.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,695
… as % of IC ($56,800)40.0%
… as % of ML ($100,800)22.5%
Recovery months (at normal income)1.9 mo
Surgical close (19 ct)$-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 < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $83.30 (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 $80.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-83.30
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
≥ $83.30
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 0.95 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (≤1σ, normal week)$1,615$-23,227+$8,273+$1,330
+2.5%$84.05 (≤1σ, normal week)$-2,280$-23,231+$8,269-$2,565
+5%$86.10 (1.3σ)$-6,175$-23,235+$8,265-$6,460
SS (= V-bounce)$93.40 (2.6σ)$-20,045$-23,590+$7,910-$13,870
V-BOUNCE STRESS (stock → CC-SS $94.79, where you are whole again, by expiry)
Starting unrealized P&L: $-31,500
+ Fortress recovery (un-capped): +$30,927
− CC assignment net of premium (19 × $82): -$22,695
− Conservative CC assignment net of premium (1 × $90): -$464
Total Position P&L @ SS: $-23,732 (+$7,768 vs today)
Do-nothing baseline at SS: $-9,862 (this trade vs do-nothing: $-13,870, the opportunity cost of earning $6,056/mo FIGHT income now)
BB-reversion stress (→ $90.20 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,965, position total $-23,263 (+$8,237 vs today)
100% normal19 × $79.507 Aug8d1.3%58%hist 79%86%hist 80%+12pp$3,230$12,112+$6,056$25,830
Sell 19 × $79.50 1.3% OTM over spot $78.50 7 Aug 2026 (8d, $2.12 mid)
= $3,230 credit for the 8d cycle → $12,112/mo projected
Survival (stays ≤ $79.50)
58%
Breach risk
42%
POP (stays ≤ $81.62)
71%
EV / mo
+$1,314
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
72% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,405/mo
median; plan ~$2,996/mo after 68% keep · $13,908 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.7], measured ONLY among the 72% 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)
69%
Flat exit net (mid-life)
-$1,731
Free roll-up
none
Safest escape (by 21 Aug 2026)
$86 @ 81% POP
77% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.69/sh now → $2.61 mid-life (likely $3.56–$4.96)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$0.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,061 simulated challenges: the $80 strike is typically first touched on day 2 of 8, at $81 (overshoots $1.32). 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
Max even-money escape in the band~$8021 Aug 202618d left+$0.14/sh+$271
cycle +$3,501
[-$2,099…-$828] · 11% credit
68%
surv 57%
-$24,188 NOT
cap gain +$7,312
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$8014 Aug 202611d left+$0.02/sh+$46
cycle +$3,276
[-$1,972…-$890] · 9% credit
66%
surv 52%
-$26,311 NOT
cap gain +$5,189
Safety roll (pay small debit, max POP)~$8621 Aug 202618d left-$1.50/sh-$2,857
cycle +$373
[-$6,042…-$4,197]
81%
surv 77%
-$16,877 NOT
cap gain +$14,623
budget: banked $3,230 debit $2,857 (88% used ≈ 1.0 wk of income) → whole cycle still +$373 cash · rolled 19 ct earn ≈ $3,507/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$12,112/mo
vs 50% target ($6,000/mo)+102%
vs normal income ($12,000/mo)101% covered
Net income (after hedge)$12,142/mo
Downside budget
⚠ $79.50 is $15 below CC-SS $94.79: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,830
… as % of IC ($56,800)45.5%
… as % of ML ($100,800)25.6%
Recovery months (at normal income)2.2 mo
Surgical close (19 ct)$-30,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $81.62 (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 $80.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$79-81.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $81.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.95 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.50 (≤1σ, normal week)$3,230$-26,357+$5,143+$2,945
+2.5%$81.49 (≤1σ, normal week)$-546$-26,361+$5,139-$831
+5%$83.48 (≤1σ, normal week)$-4,323$-26,365+$5,135-$4,608
SS (= V-bounce)$93.40 (2.6σ)$-23,180$-26,725+$4,775-$17,005
V-BOUNCE STRESS (stock → CC-SS $94.79, where you are whole again, by expiry)
Starting unrealized P&L: $-31,500
+ Fortress recovery (un-capped): +$30,927
− CC assignment net of premium (19 × $79.50): -$25,830
− Conservative CC assignment net of premium (1 × $90): -$464
Total Position P&L @ SS: $-26,867 (+$4,633 vs today)
Do-nothing baseline at SS: $-9,862 (this trade vs do-nothing: $-17,005, the opportunity cost of earning $12,112/mo FIGHT income now)
BB-reversion stress (→ $90.20 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,100, position total $-26,398 (+$5,102 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 4-45 DTE band (3 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: 0.949 (IBKR)  |  Recovery@SS: +$30,927 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,862

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$828d7 Aug 2026$0.8519/20$6,056$6,08674%80%+$901-$22,69540.0%$-23,732 (vs do-nothing $-13,870)
$81.508d7 Aug 2026$0.9517/20$6,056$6,14671%79%+$650-$20,98636.9%$-22,952 (vs do-nothing $-13,090)
$818d7 Aug 2026$1.1514/20$6,038$6,21868%77%+$848-$17,70231.2%$-21,062 (vs do-nothing $-11,200)
$81.5015d14 Aug 2026$1.6019/20$6,080$6,11066%76%+$408-$22,22039.1%$-23,257 (vs do-nothing $-13,395)
$80.508d7 Aug 2026$1.3013/20$6,338$6,54865%76%+$751-$16,89329.7%$-20,717 (vs do-nothing $-10,855)
$8115d14 Aug 2026$1.6519/20$6,270$6,30064%74%$-23-$23,07540.6%$-24,112 (vs do-nothing $-14,250)
$8122d21 Aug 2026$2.3519/20$6,089$6,11962%73%+$365-$21,74538.3%$-22,782 (vs do-nothing $-12,920)
$80.5015d14 Aug 2026$2.0515/20$6,150$6,30062%74%+$650-$18,36732.3%$-21,262 (vs do-nothing $-11,400)
$808d7 Aug 2026$1.5011/20$6,188$6,45862%73%+$737-$14,62425.7%$-19,377 (vs do-nothing $-9,515)
$80.5022d21 Aug 2026$2.5518/20$6,259$6,31961%72%+$383-$21,14037.2%$-22,642 (vs do-nothing $-12,780)
$8015d14 Aug 2026$2.1015/20$6,300$6,45059%72%+$224-$19,04233.5%$-21,937 (vs do-nothing $-12,075)
$8022d21 Aug 2026$2.8016/20$6,109$6,22959%71%+$456-$19,19133.8%$-21,622 (vs do-nothing $-11,760)
$79.508d7 Aug 2026$1.7010/20$6,375$6,67558%71%+$692-$13,59523.9%$-18,812 (vs do-nothing $-8,950)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$79.5015d14 Aug 2026$2.5012/20$6,000$6,24057%72%+$644-$15,35327.0%$-19,642 (vs do-nothing $-9,780)
$79.5022d21 Aug 2026$3.0015/20$6,136$6,28657%71%+$410-$18,44232.5%$-21,337 (vs do-nothing $-11,475)
$798d7 Aug 2026$1.959/20$6,581$6,91155%71%+$745-$12,46021.9%$-18,142 (vs do-nothing $-8,280)
$7915d14 Aug 2026$2.7511/20$6,050$6,32055%71%+$652-$14,34925.3%$-19,102 (vs do-nothing $-9,240)
$7922d21 Aug 2026$3.3014/20$6,300$6,48055%69%+$533-$17,49230.8%$-20,852 (vs do-nothing $-10,990)
$78.5022d21 Aug 2026$3.5013/20$6,205$6,41552%69%+$436-$16,63329.3%$-20,457 (vs do-nothing $-10,595)
$78.5015d14 Aug 2026$3.0010/20$6,000$6,30052%70%+$619-$13,29523.4%$-18,512 (vs do-nothing $-8,650)
$78.508d7 Aug 2026$2.208/20$6,600$6,96051%70%+$711-$11,27619.9%$-17,422 (vs do-nothing $-7,560)
$7822d21 Aug 2026$3.8012/20$6,218$6,45850%67%+$491-$15,59327.5%$-19,882 (vs do-nothing $-10,020)
$7815d14 Aug 2026$3.2010/20$6,400$6,70049%69%+$527-$13,59523.9%$-18,812 (vs do-nothing $-8,950)
$77.5022d21 Aug 2026$4.1011/20$6,150$6,42048%67%+$513-$14,51425.6%$-19,267 (vs do-nothing $-9,405)
$788d7 Aug 2026$2.507/20$6,562$6,95248%67%+$743-$10,00617.6%$-16,617 (vs do-nothing $-6,755)
$77.5015d14 Aug 2026$3.509/20$6,300$6,63047%67%+$540-$12,41521.9%$-18,097 (vs do-nothing $-8,235)
$7722d21 Aug 2026$4.3011/20$6,450$6,72046%66%+$406-$14,84426.1%$-19,597 (vs do-nothing $-9,735)
$77.508d7 Aug 2026$2.607/20$6,825$7,21545%66%+$286-$10,28618.1%$-16,897 (vs do-nothing $-7,035)
$7715d14 Aug 2026$3.709/20$6,660$6,99044%67%+$398-$12,68522.3%$-18,367 (vs do-nothing $-8,505)
$778d7 Aug 2026$2.856/20$6,412$6,83241%66%+$145-$8,96715.8%$-16,042 (vs do-nothing $-6,180)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-30 21:39