FORTRESS FIGHT: COPX @ $79.20

BE SS: $93.40  |  CC-SS: $95.03  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-31 21:46

COPX @ $79.20   UNDERWATER $14.20 (15.2% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.03 (banked floor $94.37)  |  IV: HIGH  |  Accounts: Joint:1782

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

Economics

Max Loss$100,800(ND $28.40 + SW $22) x 2000
Normal income ref$10,286/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,336/mo (info only, already in marks)
Unrealized P&L$-30,700fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,143/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,286/mo (ATM CC, chain)
IC VELOCITY
5.5 mo to earn back $56,800
ML VELOCITY
9.8 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.03 (probe: $90C 14d) brings only $857/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)
$29,366
was $30,700 · 4% earned back
Cycles closed
8
Credit in flight
$1,166
CC-SS · banked floor (info)
$95.03 → $94.37
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 47 (live) · RSI 52 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 79 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $90.23 (+14%) · daily UBB $81.02 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 15 contracts at $82 / 7d. This is the safest strike (survival 71%, breach 29%) that still earns 50% of normal income ($5,143/mo); it brings $5,143/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 20 × $80.50/7d for $10,286/mo, but breach risk rises to 39% (+10pp 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 × $87/7d (92% survival, $429/mo).
Downside anchor: the primary mortgages $18,350 (32% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 15 contracts realizes $-23,325 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 (7d) · sell 15 × $82, 71% survival, $5,143/mo (E[net] $-1,843/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 · 7d15 × $8271%$5,143$-1,843
E[net] arithmetic on the grand pick: keep $1,200 with probability 54%; on the 46% touch you roll, paying $3,373 to close and taking $1,000 back from the best priced door (net cash $2,372) 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 · 7d · E[net] $-1,843/mo 🏆 GRAND PICK

🎯 Engine pick: sell 15 × $82 (50% normal), 71% survival, breach 29%, $5,143/mo.
Stay at the pick. Stepping safer (the $83 rung (33% normal) lifts survival to 76% (breach 29% → 24%) for $1,671/mo less (32% income)) buys little extra safety; the income is doing real work covering the bleed.
COPX  spot $79.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $877 Aug7d9.8%92%hist 100%17%hist 5%+0pp$100$429-$4,714$15,966
Sell 20 × $87 9.8% OTM over spot $79.20 7 Aug 2026 (7d, $0.40 mid)
= $100 credit for the 7d cycle → $429/mo projected
Survival (stays ≤ $87)
92%
Breach risk
8%
POP (stays ≤ $87.40)
92%
EV / mo
$-617
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
62% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$441/mo
median; plan ~$300/mo after 68% keep · $2,314 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.0-4.1], 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)
12%
Flat exit net (mid-life)
-$4,964
Free roll-up
none
Safest escape (by 28 Aug 2026)
$91 @ 73% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.58/sh now → $2.53 mid-life (likely $2.19–$3.64)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 357 simulated challenges: the $87 strike is typically first touched on day 5 of 7, at $88 (overshoots $1.40). 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%)~$9028 Aug 202624d left+$0.37/sh+$732
cycle +$832
[-$205…+$1,654] · 70% credit
71%
surv 62%
-$9,686 NOT
cap gain +$21,014
Max even-money escape in the band~$9128 Aug 202624d left+$0.17/sh+$348
cycle +$448
[-$610…+$1,254] · 59% credit
73%
surv 65%
-$8,166 NOT
cap gain +$22,534
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$8714 Aug 202610d left+$0.11/sh+$215
cycle +$315
[-$557…+$1,008] · 58% credit
65%
surv 52%
-$15,534 NOT
cap gain +$15,166
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$429/mo
vs 50% target ($5,143/mo)-92%
vs normal income ($10,286/mo)4% covered
Net income (after hedge)$429/mo
Downside budget
⚠ $87 is $8 below CC-SS $95.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,966
… as % of IC ($56,800)28.1%
… as % of ML ($100,800)15.8%
Recovery months (at normal income)1.6 mo
Surgical close (20 ct)$-31,400
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 ≥ $87.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $87)); NOT the premium you collected. Momentum override: two daily closes above $81.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $86.13Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$86-87.40
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
≥ $87.40
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$87.00 (1.5σ)$100$-15,749+$14,951-$200
+2.5%$89.17 (1.9σ)$-4,250$-15,958+$14,742-$4,550
+5%$91.35 (2.3σ)$-8,600$-16,166+$14,534-$8,900
SS (= V-bounce)$93.40 (2.7σ)$-12,700$-16,363+$14,337-$12,200
V-BOUNCE STRESS (stock → CC-SS $95.03, where you are whole again, by expiry)
Starting unrealized P&L: $-30,700
+ Fortress recovery (un-capped): +$30,146
− CC assignment net of premium (20 × $87): -$15,966
Total Position P&L @ SS: $-16,520 (+$14,180 vs today)
Do-nothing baseline at SS: $-4,320 (this trade vs do-nothing: $-12,200, the opportunity cost of earning $429/mo FIGHT income now)
BB-reversion stress (→ $90.23 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,360, position total $-16,059 (+$14,641 vs today)
33% normal18 × $837 Aug7d4.8%76%hist 96%48%hist 28%+4pp$810$3,471-$1,671$20,850
Sell 18 × $83 4.8% OTM over spot $79.20 7 Aug 2026 (7d, $0.82 mid)
= $810 credit for the 7d cycle → $3,471/mo projected
Survival (stays ≤ $83)
76%
Breach risk
24%
POP (stays ≤ $83.83)
80%
EV / mo
$-921
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
69% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,794/mo
median; plan ~$1,220/mo after 68% keep · $5,901 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.2], measured ONLY among the 69% 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)
-$3,337
Free roll-up
none
Safest escape (by 28 Aug 2026)
$88 @ 75% POP
69% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.26/sh now → $2.30 mid-life (likely $2.47–$3.75)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$1.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,089 simulated challenges: the $83 strike is typically first touched on day 4 of 7, at $84 (overshoots $1.19). 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
Reliable up-and-out (highest cap still free ≥60%)~$8528 Aug 202624d left+$0.70/sh+$1,263
cycle +$2,073
[-$18…+$1,360] · 74% credit
69%
surv 59%
-$17,935 NOT
cap gain +$12,765
Roll out (same strike, buy time)~$8314 Aug 202610d left+$0.10/sh+$173
cycle +$983
[-$978…+$240] · 30% credit
65%
surv 52%
-$22,452 NOT
cap gain +$8,248
Max even-money escape in the band~$8728 Aug 202624d left+$0.05/sh+$82
cycle +$892
[-$1,362…+$130] · 28% credit
73%
surv 66%
-$15,308 NOT
cap gain +$15,392
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8828 Aug 202624d left-$0.21/sh-$373
cycle +$437
[-$1,881…-$345] · 18% credit
75%
surv 69%
-$13,859 NOT
cap gain +$16,841
budget: banked $810 debit $373 (46% used ≈ 0.5 wk of income) → whole cycle still +$437 cash · rolled 18 ct earn ≈ $4,717/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$3,471/mo
vs 50% target ($5,143/mo)-32%
vs normal income ($10,286/mo)34% covered
Net income (after hedge)$3,514/mo
Downside budget
⚠ $83 is $12 below CC-SS $95.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,850
… as % of IC ($56,800)36.7%
… as % of ML ($100,800)20.7%
Recovery months (at normal income)2.0 mo
Surgical close (18 ct)$-28,305
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 ≥ $83.83 (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 $81.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $82.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-83.83
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
≥ $83.83
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)$810$-22,625+$8,075+$540
+2.5%$85.07 (1.1σ)$-2,925$-22,409+$8,291-$3,195
+5%$87.15 (1.5σ)$-6,660$-22,193+$8,507-$6,930
SS (= V-bounce)$93.40 (2.7σ)$-17,910$-21,623+$9,077-$17,460
V-BOUNCE STRESS (stock → CC-SS $95.03, where you are whole again, by expiry)
Starting unrealized P&L: $-30,700
+ Fortress recovery (un-capped): +$30,146
− CC assignment net of premium (18 × $83): -$20,850
− Conservative CC assignment net of premium (2 × $93): -$377
Total Position P&L @ SS: $-21,780 (+$8,920 vs today)
Do-nothing baseline at SS: $-4,320 (this trade vs do-nothing: $-17,460, the opportunity cost of earning $3,471/mo FIGHT income now)
BB-reversion stress (→ $90.23 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,204, position total $-21,873 (+$8,827 vs today)
🎯 50% normal15 × $827 Aug7d3.5%71%hist 96%60%hist 51%+8pp$1,200$5,143$18,350
Sell 15 × $82 3.5% OTM over spot $79.20 7 Aug 2026 (7d, $1.00 mid)
= $1,200 credit for the 7d cycle → $5,143/mo projected
Survival (stays ≤ $82)
71%
Breach risk
29%
POP (stays ≤ $83.00)
76%
EV / mo
$-1
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
68% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,357/mo
median; plan ~$1,603/mo after 68% keep · $8,655 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.7], measured ONLY among the 68% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
46%
Flat exit net (mid-life)
-$2,173
Free roll-up
none
Safest escape (by 28 Aug 2026)
$89 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.18/sh now → $2.25 mid-life (likely $2.58–$3.91)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,369 simulated challenges: the $82 strike is typically first touched on day 3 of 7, at $83 (overshoots $1.27). 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
Reliable up-and-out (highest cap still free ≥60%)~$8428 Aug 202624d left+$0.67/sh+$1,000
cycle +$2,200
[-$235…+$829] · 65% credit
69%
surv 59%
-$19,666 NOT
cap gain +$11,034
Roll out (same strike, buy time)~$8214 Aug 202610d left+$0.09/sh+$140
cycle +$1,340
[-$965…-$18] · 24% credit
65%
surv 52%
-$23,954 NOT
cap gain +$6,746
Max even-money escape in the band~$8628 Aug 202624d left+$0.01/sh+$22
cycle +$1,222
[-$1,363…-$181] · 21% credit
74%
surv 66%
-$16,836 NOT
cap gain +$13,864
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$8928 Aug 202624d left-$0.79/sh-$1,183
cycle +$17
[-$2,820…-$1,468] · 3% credit
79%
surv 76%
-$12,330 NOT
cap gain +$18,370
budget: banked $1,200 debit $1,183 (99% used ≈ 1.0 wk of income) → whole cycle still +$17 cash · rolled 15 ct earn ≈ $2,736/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$5,143/mo
vs 50% target ($5,143/mo)+0%
vs normal income ($10,286/mo)50% covered
Net income (after hedge)$5,250/mo
Downside budget
⚠ $82 is $13 below CC-SS $95.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,350
… as % of IC ($56,800)32.3%
… as % of ML ($100,800)18.2%
Recovery months (at normal income)1.8 mo
Surgical close (15 ct)$-23,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $83.00 (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 $81.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-83.00
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
≥ $83.00
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)$1,200$-24,094+$6,606+$975
+2.5%$84.05 (≤1σ, normal week)$-1,875$-23,266+$7,434-$2,100
+5%$86.10 (1.3σ)$-4,950$-22,437+$8,263-$5,175
SS (= V-bounce)$93.40 (2.7σ)$-15,900$-19,688+$11,012-$15,525
V-BOUNCE STRESS (stock → CC-SS $95.03, where you are whole again, by expiry)
Starting unrealized P&L: $-30,700
+ Fortress recovery (un-capped): +$30,146
− CC assignment net of premium (15 × $82): -$18,350
− Conservative CC assignment net of premium (5 × $93): -$942
Total Position P&L @ SS: $-19,845 (+$10,855 vs today)
Do-nothing baseline at SS: $-4,320 (this trade vs do-nothing: $-15,525, the opportunity cost of earning $5,143/mo FIGHT income now)
BB-reversion stress (→ $90.23 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,145, position total $-20,769 (+$9,931 vs today)
100% normal20 × $80.507 Aug7d1.6%61%hist 80%81%hist 80%+14pp$2,400$10,286+$5,143$26,666
Sell 20 × $80.50 1.6% OTM over spot $79.20 7 Aug 2026 (7d, $1.57 mid)
= $2,400 credit for the 7d cycle → $10,286/mo projected
Survival (stays ≤ $80.50)
61%
Breach risk
39%
POP (stays ≤ $82.08)
71%
EV / mo
$-684
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
74% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~5.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,736/mo
median; plan ~$2,541/mo after 68% keep · $13,501 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.1], measured ONLY among the 74% 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)
63%
Flat exit net (mid-life)
-$1,933
Free roll-up
none
Safest escape (by 28 Aug 2026)
$87 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.06/sh now → $2.17 mid-life (likely $2.89–$4.14)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$0.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,897 simulated challenges: the $80 strike is typically first touched on day 2 of 7, at $82 (overshoots $1.33). 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%)~$8128 Aug 202624d left+$1.01/sh+$2,029
cycle +$4,429
[+$147…+$1,296] · 78% credit
67%
surv 56%
-$22,273 NOT
cap gain +$8,427
Max even-money escape in the band~$8328 Aug 202624d left+$0.17/sh+$345
cycle +$2,745
[-$1,856…-$509] · 14% credit
71%
surv 63%
-$20,148 NOT
cap gain +$10,552
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 202610d left+$0.09/sh+$178
cycle +$2,578
[-$1,598…-$508] · 13% credit
65%
surv 52%
-$25,646 NOT
cap gain +$5,054
Safety roll (pay small debit, max POP)~$8728 Aug 202624d left-$0.81/sh-$1,628
cycle +$772
[-$4,287…-$2,673] · 2% credit
80%
surv 76%
-$14,506 NOT
cap gain +$16,194
budget: banked $2,400 debit $1,628 (68% used ≈ 0.7 wk of income) → whole cycle still +$772 cash · rolled 20 ct earn ≈ $3,381/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,286/mo
vs 50% target ($5,143/mo)+100%
vs normal income ($10,286/mo)100% covered
Net income (after hedge)$10,286/mo
Downside budget
⚠ $80.50 is $15 below CC-SS $95.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,666
… as % of IC ($56,800)46.9%
… as % of ML ($100,800)26.5%
Recovery months (at normal income)2.6 mo
Surgical close (20 ct)$-31,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.20 collected) or spot ≥ $82.08 (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 $81.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $79.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$80-82.08
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
≥ $82.08
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$80.50 (≤1σ, normal week)$2,400$-25,825+$4,875+$2,100
+2.5%$82.51 (≤1σ, normal week)$-1,625$-26,018+$4,682-$1,925
+5%$84.53 (≤1σ, normal week)$-5,650$-26,211+$4,489-$5,950
SS (= V-bounce)$93.40 (2.7σ)$-23,400$-27,063+$3,637-$22,900
V-BOUNCE STRESS (stock → CC-SS $95.03, where you are whole again, by expiry)
Starting unrealized P&L: $-30,700
+ Fortress recovery (un-capped): +$30,146
− CC assignment net of premium (20 × $80.50): -$26,666
Total Position P&L @ SS: $-27,220 (+$3,480 vs today)
Do-nothing baseline at SS: $-4,320 (this trade vs do-nothing: $-22,900, the opportunity cost of earning $10,286/mo FIGHT income now)
BB-reversion stress (→ $90.23 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,060, position total $-26,759 (+$3,941 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 (37 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 37 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: 0.952 (IBKR)  |  Recovery@SS: +$30,146 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,320

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8314d14 Aug 2026$1.2520/20$5,357$5,35771%78%+$461-$21,56638.0%$-22,120 (vs do-nothing $-17,800)
$827d7 Aug 2026$0.8015/20$5,143$5,25071%76%$-1-$18,35032.3%$-19,845 (vs do-nothing $-15,525)
$81.507d7 Aug 2026$0.7516/20$5,143$5,22967%75%$-1,310-$20,45336.0%$-21,760 (vs do-nothing $-17,440)
$8214d14 Aug 2026$1.5516/20$5,314$5,40066%75%+$395-$18,37332.3%$-19,680 (vs do-nothing $-15,360)
$817d7 Aug 2026$1.0012/20$5,143$5,31464%73%$-517-$15,64027.5%$-17,700 (vs do-nothing $-13,380)
$8221d21 Aug 2026$2.0518/20$5,271$5,31464%73%+$174-$19,77034.8%$-20,700 (vs do-nothing $-16,380)
$81.5014d14 Aug 2026$1.7015/20$5,464$5,57164%74%+$315-$17,75031.2%$-19,245 (vs do-nothing $-14,925)
$8228d28 Aug 2026$2.4520/20$5,250$5,25063%73%+$199-$21,16637.3%$-21,720 (vs do-nothing $-17,400)
$81.5021d21 Aug 2026$2.2516/20$5,143$5,22962%72%+$205-$18,05331.8%$-19,360 (vs do-nothing $-15,040)
$81.5028d28 Aug 2026$2.7018/20$5,207$5,25061%72%+$307-$19,50034.3%$-20,430 (vs do-nothing $-16,110)
$8114d14 Aug 2026$1.7015/20$5,464$5,57161%72%$-269-$18,50032.6%$-19,995 (vs do-nothing $-15,675)
$80.507d7 Aug 2026$1.2010/20$5,143$5,35761%71%$-342-$13,33323.5%$-15,770 (vs do-nothing $-11,450)
$8121d21 Aug 2026$2.4015/20$5,143$5,25060%71%+$107-$17,45030.7%$-18,945 (vs do-nothing $-14,625)
Show 24 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8128d28 Aug 2026$2.9017/20$5,282$5,34659%71%+$300-$18,92633.3%$-20,045 (vs do-nothing $-15,725)
$80.5014d14 Aug 2026$2.0012/20$5,143$5,31459%72%+$50-$15,04026.5%$-17,100 (vs do-nothing $-12,780)
$80.5021d21 Aug 2026$2.6014/20$5,200$5,32958%70%+$97-$16,70629.4%$-18,390 (vs do-nothing $-14,070)
$80.5028d28 Aug 2026$3.0016/20$5,143$5,22958%70%+$102-$18,45332.5%$-19,760 (vs do-nothing $-15,440)
$807d7 Aug 2026$1.359/20$5,207$5,44357%69%$-501-$12,31521.7%$-14,940 (vs do-nothing $-10,620)
$8014d14 Aug 2026$2.2011/20$5,186$5,37956%69%+$17-$14,11624.9%$-16,365 (vs do-nothing $-12,045)
$8021d21 Aug 2026$2.8013/20$5,200$5,35056%69%+$64-$15,90328.0%$-17,775 (vs do-nothing $-13,455)
$8028d28 Aug 2026$3.3015/20$5,304$5,41156%69%+$230-$17,60031.0%$-19,095 (vs do-nothing $-14,775)
$79.5028d28 Aug 2026$3.5014/20$5,250$5,37954%68%+$173-$16,84629.7%$-18,530 (vs do-nothing $-14,210)
$79.5021d21 Aug 2026$3.0012/20$5,143$5,31454%68%+$14-$15,04026.5%$-17,100 (vs do-nothing $-12,780)
$79.507d7 Aug 2026$1.459/20$5,593$5,82954%68%$-969-$12,67522.3%$-15,300 (vs do-nothing $-10,980)
$79.5014d14 Aug 2026$2.4010/20$5,143$5,35753%70%$-45-$13,13323.1%$-15,570 (vs do-nothing $-11,250)
$7928d28 Aug 2026$3.7013/20$5,154$5,30452%68%+$105-$16,03328.2%$-17,905 (vs do-nothing $-13,585)
$7921d21 Aug 2026$3.2012/20$5,486$5,65751%67%$-52-$15,40027.1%$-17,460 (vs do-nothing $-13,140)
$7914d14 Aug 2026$2.6010/20$5,571$5,78651%67%$-140-$13,43323.6%$-15,870 (vs do-nothing $-11,550)
$78.5028d28 Aug 2026$3.8013/20$5,293$5,44350%66%$-105-$16,55329.1%$-18,425 (vs do-nothing $-14,105)
$797d7 Aug 2026$1.708/20$5,829$6,08650%67%$-838-$11,46620.2%$-14,280 (vs do-nothing $-9,960)
$78.5021d21 Aug 2026$3.3011/20$5,186$5,37949%65%$-286-$14,55625.6%$-16,805 (vs do-nothing $-12,485)
$78.5014d14 Aug 2026$2.709/20$5,207$5,44348%66%$-435-$12,45021.9%$-15,075 (vs do-nothing $-10,755)
$7828d28 Aug 2026$4.2012/20$5,400$5,57148%66%+$79-$15,40027.1%$-17,460 (vs do-nothing $-13,140)
$7821d21 Aug 2026$3.7010/20$5,286$5,50047%65%$-66-$13,33323.5%$-15,770 (vs do-nothing $-11,450)
$78.507d7 Aug 2026$1.957/20$5,850$6,12946%64%$-779-$10,20818.0%$-13,210 (vs do-nothing $-8,890)
$7814d14 Aug 2026$3.008/20$5,143$5,40046%64%$-346-$11,22619.8%$-14,040 (vs do-nothing $-9,720)
$787d7 Aug 2026$2.206/20$5,657$5,95743%63%$-764-$8,90015.7%$-12,090 (vs do-nothing $-7,770)

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  |  2026-07-31 21:46