FORTRESS FIGHT: COPX @ $85.00

BE SS: $93.40  |  CC-SS: $96.16  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-15 21:51

COPX @ $85.00   UNDERWATER $8.40 (9.0% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $96.16 (banked floor $94.93)  |  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$10,588/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,181/mo (info only, already in marks)
Unrealized P&L$-22,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,294/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,588/mo (ATM CC, chain)
IC VELOCITY
5.4 mo to earn back $56,800
ML VELOCITY
9.5 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $96.16 (probe: $96C 17d) brings only $1,412/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
$2,500
Hole (after banked)
$19,700
was $22,200 · 11% earned back
Cycles closed
10
Credit in flight
$2,611
CC-SS · banked floor (info)
$96.16 → $94.93
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
20x $100C 18 Sep 2026U6241782$1.31$2,6112026-08-05
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 55 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 7 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $95.63 (+13%) · daily UBB $98.71 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 16 contracts at $89 / 3d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($5,294/mo); it brings $5,600/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 × $88/3d for $11,000/mo, but breach risk rises to 23% (+6pp 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 × $91.50/3d (96% survival, $2,000/mo).
Downside anchor: the primary mortgages $10,893 (19% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 1.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 16 contracts realizes $-17,880 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 · 18 Sep 2026 (3d) · sell 16 × $89, 83% survival, $5,600/mo (E[net] $1,687/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 3d16 × $8983%$5,600$1,687
NEXT FRIDAY25 Sep 2026 · 10d19 × $8974%$5,415$-2,732
E[net] arithmetic on the grand pick: keep $560 with probability 80%; on the 20% touch you roll, paying $2,664 to close and taking $1,234 back from the best priced door (net cash $1,430) 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.

📅 THIS FRIDAY · 18 Sep 2026 · 3d · E[net] $1,687/mo 🏆 GRAND PICK

🎯 Engine pick: sell 16 × $89 (50% normal), 83% survival, breach 17%, $5,600/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $90 rung (33% normal) lifts survival to 88% (breach 17% → 12%) for $2,100/mo less (38% income) buys safety you do not really need here.
COPX  spot $85.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $91.5018 Sep3d7.6%96%hist 96%7%hist 3%-2pp$200$2,000-$3,600$9,116
Sell 20 × $91.50 7.6% OTM over spot $85.00 18 Sep 2026 (3d, $0.40 mid)
= $200 credit for the 3d cycle → $2,000/mo projected
Survival (stays ≤ $91.50)
96%
Breach risk
4%
POP (stays ≤ $91.90)
97%
EV / mo
+$1,601
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
76% whole by 9mo vs 78% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,729/mo
median; plan ~$1,176/mo after 68% keep · $3,178 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.6-2.4], measured ONLY among the 76% 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)
7%
Flat exit net (mid-life)
-$3,317
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$98 @ 78% POP
74% 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: $2.49/sh now → $1.76 mid-life (likely $1.53–$2.76)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 221 simulated challenges: the $92 strike is typically first touched on day 3 of 3, at $93 (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
Roll out (same strike, buy time)~$9225 Sep 20268d left+$0.82/sh+$1,645
cycle +$1,845
[+$1,167…+$2,226] · 90% credit
66%
surv 51%
-$7,420 NOT
cap gain +$14,780
Reliable up-and-out (highest cap still free ≥60%)~$969 Oct 202622d left+$0.58/sh+$1,150
cycle +$1,350
[+$291…+$1,716] · 79% credit
76%
surv 69%
+$2,035 SAFE
cap gain +$24,235
Max even-money escape in the band~$979 Oct 202622d left+$0.16/sh+$328
cycle +$528
[-$723…+$874] · 59% credit
76%
surv 71%
+$2,208 SAFE
cap gain +$24,408
reaches SS ✓
Up-and-out for even (raise the cap, free)~$9325 Sep 20268d left+$0.06/sh+$112
cycle +$312
[-$750…+$583] · 56% credit
70%
surv 60%
-$5,968 NOT
cap gain +$16,232
Safety roll (pay small debit, max POP)~$989 Oct 202622d left-$0.05/sh-$100
cycle +$100
[-$1,215…+$417] · 46% credit
78%
surv 74%
+$3,770 SAFE
cap gain +$25,970
budget: banked $200 debit $100 (50% used ≈ 0.2 wk of income) → whole cycle still +$100 cash · rolled 20 ct earn ≈ $4,660/mo while parked; 0 ct free to re-sell · clears SS ✓
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 ($5,294/mo)-62%
vs normal income ($10,588/mo)19% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $91.50 is $5 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,116
… as % of IC ($56,800)16.0%
… as % of ML ($100,800)9.0%
Recovery months (at normal income)0.9 mo
Surgical close (20 ct)$-22,800
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 ≥ $91.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $92)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $90.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-91.90
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
≥ $91.90
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.50 (1.9σ)$200$-9,065+$13,135-$1,100
+2.5%$93.79 (2.5σ)$-4,375$-9,088+$13,112-$5,100
+5%$96.08 (3.2σ)$-8,950$-9,111+$13,089-$5,100
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (20 × $91.50): -$9,116
Total Position P&L @ SS: $-9,112 (+$13,088 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-5,100, the opportunity cost of earning $2,000/mo FIGHT income now)
33% normal14 × $9018 Sep3d5.9%88%hist 86%25%hist 26%+2pp$350$3,500-$2,100$8,271
Sell 14 × $90 5.9% OTM over spot $85.00 18 Sep 2026 (3d, $0.45 mid)
= $350 credit for the 3d cycle → $3,500/mo projected
Survival (stays ≤ $90)
88%
Breach risk
12%
POP (stays ≤ $90.45)
90%
EV / mo
+$1,309
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
81% whole by 9mo vs 80% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,150/mo
median; plan ~$2,142/mo after 68% keep · $4,695 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.1], measured ONLY among the 81% 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)
-$2,033
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$97 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 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: $2.41/sh now → $1.70 mid-life (likely $1.63–$3.00)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 362 simulated challenges: the $90 strike is typically first touched on day 2 of 3, at $91 (overshoots $1.29). 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 (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9025 Sep 20268d left+$0.79/sh+$1,108
cycle +$1,458
[+$547…+$1,372] · 89% credit
66%
surv 51%
-$10,402 NOT
cap gain +$11,798
Reliable up-and-out (highest cap still free ≥60%)~$959 Oct 202622d left+$0.50/sh+$703
cycle +$1,053
[-$178…+$953] · 70% credit
76%
surv 70%
-$1,757 NOT
cap gain +$20,443
Max even-money escape in the band~$969 Oct 202622d left+$0.11/sh+$152
cycle +$502
[-$883…+$381] · 43% credit
76%
surv 71%
-$1,613 NOT
cap gain +$20,587
reaches SS ✓
Up-and-out for even (raise the cap, free)~$9225 Sep 20268d left+$0.03/sh+$46
cycle +$396
[-$787…+$263] · 41% credit
70%
surv 60%
-$8,479 NOT
cap gain +$13,721
Safety roll (pay small debit, max POP)~$979 Oct 202622d left-$0.21/sh-$292
cycle +$58
[-$1,417…-$76] · 20% credit
79%
surv 75%
+$28 SAFE
cap gain +$22,228
budget: banked $350 debit $292 (83% used ≈ 0.4 wk of income) → whole cycle still +$58 cash · rolled 14 ct earn ≈ $2,851/mo while parked; 6 ct free to re-sell · clears SS ✓
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$3,500/mo
vs 50% target ($5,294/mo)-34%
vs normal income ($10,588/mo)33% covered
Net income (after hedge)$4,188/mo
Downside budget
⚠ $90 is $6 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,271
… as % of IC ($56,800)14.6%
… as % of ML ($100,800)8.2%
Recovery months (at normal income)0.8 mo
Surgical close (14 ct)$-15,820
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 ≥ $90.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $90)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.45
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
≥ $90.45
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.4σ)$350$-11,510+$10,690-$560
+2.5%$92.25 (2.1σ)$-2,800$-10,183+$12,017-$3,710
+5%$94.50 (2.7σ)$-5,950$-9,455+$12,745-$5,460
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (14 × $90): -$8,271
− Conservative CC assignment net of premium (6 × $93.50): -$1,205
Total Position P&L @ SS: $-9,472 (+$12,728 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-5,460, the opportunity cost of earning $3,500/mo FIGHT income now)
🎯 50% normal16 × $8918 Sep3d4.7%83%hist 86%34%hist 30%+4pp$560$5,600$10,893
Sell 16 × $89 4.7% OTM over spot $85.00 18 Sep 2026 (3d, $0.42 mid)
= $560 credit for the 3d cycle → $5,600/mo projected
Survival (stays ≤ $89)
83%
Breach risk
17%
POP (stays ≤ $89.42)
85%
EV / mo
+$1,582
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
80% whole by 9mo vs 76% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,875/mo
median; plan ~$2,635/mo after 68% keep · $7,278 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.4], measured ONLY among the 80% 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)
20%
Flat exit net (mid-life)
-$2,104
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$97 @ 82% POP
79% 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: $2.35/sh now → $1.66 mid-life (likely $1.80–$3.09)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 590 simulated challenges: the $89 strike is typically first touched on day 2 of 3, at $90 (overshoots $1.39). 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)~$8925 Sep 20268d left+$0.77/sh+$1,234
cycle +$1,794
[+$469…+$1,413] · 86% credit
66%
surv 51%
-$12,186 NOT
cap gain +$10,014
Reliable up-and-out (highest cap still free ≥60%)~$939 Oct 202622d left+$0.54/sh+$869
cycle +$1,429
[-$335…+$966] · 66% credit
74%
surv 67%
-$4,591 NOT
cap gain +$17,609
Max even-money escape in the band~$949 Oct 202622d left+$0.07/sh+$117
cycle +$677
[-$1,246…+$155] · 30% credit
77%
surv 72%
-$2,758 NOT
cap gain +$19,442
reaches SS ✓
Up-and-out for even (raise the cap, free)~$9025 Sep 20268d left+$0.02/sh+$28
cycle +$588
[-$1,041…+$100] · 29% credit
70%
surv 61%
-$10,407 NOT
cap gain +$11,793
Safety roll (pay small debit, max POP)~$979 Oct 202622d left-$0.34/sh-$542
cycle +$18
[-$2,037…-$543] · 8% credit
82%
surv 79%
+$558 SAFE
cap gain +$22,758
budget: banked $560 debit $542 (97% used ≈ 0.4 wk of income) → whole cycle still +$18 cash · rolled 16 ct earn ≈ $2,894/mo while parked; 4 ct free to re-sell · clears SS ✓
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$5,600/mo
vs 50% target ($5,294/mo)+6%
vs normal income ($10,588/mo)53% covered
Net income (after hedge)$6,059/mo
Downside budget
⚠ $89 is $7 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,893
… as % of IC ($56,800)19.2%
… as % of ML ($100,800)10.8%
Recovery months (at normal income)1.0 mo
Surgical close (16 ct)$-17,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $89.42 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $89)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-89.42
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $89.42
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (1.1σ)$560$-13,420+$8,780-$480
+2.5%$91.22 (1.8σ)$-3,000$-12,552+$9,648-$4,040
+5%$93.45 (2.4σ)$-6,560$-11,684+$10,516-$7,600
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (16 × $89): -$10,893
− Conservative CC assignment net of premium (4 × $93.50): -$803
Total Position P&L @ SS: $-11,692 (+$10,508 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-7,680, the opportunity cost of earning $5,600/mo FIGHT income now)
100% normal20 × $8818 Sep3d3.5%77%hist 84%47%hist 39%+6pp$1,100$11,000+$5,400$15,216
Sell 20 × $88 3.5% OTM over spot $85.00 18 Sep 2026 (3d, $0.85 mid)
= $1,100 credit for the 3d cycle → $11,000/mo projected
Survival (stays ≤ $88)
77%
Breach risk
23%
POP (stays ≤ $88.85)
83%
EV / mo
+$3,064
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
83% whole by 9mo vs 78% doing nothing
FIRE DRILLS
~3.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,109/mo
median; plan ~$4,154/mo after 68% keep · $9,120 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.2], measured ONLY among the 83% 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)
28%
Flat exit net (mid-life)
-$2,156
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$97 @ 84% POP
82% 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: $2.30/sh now → $1.63 mid-life (likely $1.80–$3.14)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 833 simulated challenges: the $88 strike is typically first touched on day 2 of 3, at $89 (overshoots $1.35). 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)~$8825 Sep 20268d left+$0.75/sh+$1,502
cycle +$2,602
[+$441…+$1,690] · 83% credit
66%
surv 51%
-$13,628 NOT
cap gain +$8,572
Reliable up-and-out (highest cap still free ≥60%)~$919 Oct 202622d left+$0.86/sh+$1,716
cycle +$2,816
[+$224…+$1,836] · 79% credit
72%
surv 64%
-$7,444 NOT
cap gain +$14,756
Max even-money escape in the band~$949 Oct 202622d left+$0.04/sh+$77
cycle +$1,177
[-$1,787…+$79] · 26% credit
77%
surv 72%
-$4,108 NOT
cap gain +$18,092
reaches SS ✓
Up-and-out for even (raise the cap, free)~$9025 Sep 20268d left+$0.00/sh+$5
cycle +$1,105
[-$1,474…+$53] · 26% credit
70%
surv 61%
-$12,140 NOT
cap gain +$10,060
Safety roll (pay small debit, max POP)~$979 Oct 202622d left-$0.53/sh-$1,051
cycle +$49
[-$3,171…-$1,154] · 2% credit
84%
surv 82%
+$1,729 SAFE
cap gain +$23,929
budget: banked $1,100 debit $1,051 (96% used ≈ 0.4 wk of income) → whole cycle still +$49 cash · rolled 20 ct earn ≈ $3,007/mo while parked; 0 ct free to re-sell · clears SS ✓
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$11,000/mo
vs 50% target ($5,294/mo)+108%
vs normal income ($10,588/mo)104% covered
Net income (after hedge)$11,000/mo
Downside budget
⚠ $88 is $8 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,216
… as % of IC ($56,800)26.8%
… as % of ML ($100,800)15.1%
Recovery months (at normal income)1.4 mo
Surgical close (20 ct)$-22,800
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 ≥ $88.85 (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 $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $87.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-88.85
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
≥ $88.85
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.00 (≤1σ, normal week)$1,100$-15,130+$7,070-$200
+2.5%$90.20 (1.5σ)$-3,300$-15,152+$7,048-$4,600
+5%$92.40 (2.1σ)$-7,700$-15,174+$7,026-$9,000
SS (= V-bounce)$93.40 (2.4σ)$-9,700$-15,184+$7,016-$11,000
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (20 × $88): -$15,216
Total Position P&L @ SS: $-15,212 (+$6,988 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-11,200, the opportunity cost of earning $11,000/mo FIGHT income now)
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 · 25 Sep 2026 · 10d · E[net] $-2,732/mo

🎯 Engine pick: sell 19 × $89 (50% normal), 74% survival, breach 26%, $5,415/mo.
⚖️ Worth a safer step: the $91 rung (33% normal) lifts survival to 83% (breach 26% → 17%) for $1,815/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $91 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $85.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $9425 Sep10d10.6%91%hist 96%18%hist 14%-3pp$500$1,500-$3,915$3,816
Sell 20 × $94 10.6% OTM over spot $85.00 25 Sep 2026 (10d, $0.53 mid)
= $500 credit for the 10d cycle → $1,500/mo projected
Survival (stays ≤ $94)
91%
Breach risk
9%
POP (stays ≤ $94.53)
92%
EV / mo
+$600
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-3pp
76% whole by 9mo vs 78% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,175/mo
median; plan ~$799/mo after 68% keep · $2,499 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.9], measured ONLY among the 76% 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)
-$5,434
Free roll-up
none
Safest escape (by 9 Oct 2026)
$96 @ 70% POP
59% 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: $4.20/sh now → $2.97 mid-life (likely $2.39–$4.06)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$2.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 370 simulated challenges: the $94 strike is typically first touched on day 7 of 10, at $95 (overshoots $1.38). 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%)~$959 Oct 202619d left+$0.58/sh+$1,169
cycle +$1,669
[+$525…+$2,462] · 86% credit
68%
surv 56%
-$631 NOT
cap gain +$21,569
Roll out (same strike, buy time)~$942 Oct 202612d left+$0.15/sh+$299
cycle +$799
[-$272…+$1,429] · 66% credit
66%
surv 52%
-$3,491 NOT
cap gain +$18,709
Max even-money escape in the band~$969 Oct 202619d left+$0.12/sh+$245
cycle +$745
[-$524…+$1,447] · 58% credit
70%
surv 59%
+$435 SAFE
cap gain +$22,635
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$1,500/mo
vs 50% target ($5,294/mo)-72%
vs normal income ($10,588/mo)14% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $94 is $2 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,816
… as % of IC ($56,800)6.7%
… as % of ML ($100,800)3.8%
Recovery months (at normal income)0.4 mo
Surgical close (20 ct)$-22,750
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 ≥ $94.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $94)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $93.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$93-94.53
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
≥ $94.53
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$94.00 (1.4σ)$500$-3,790+$18,410+$200
+2.5%$96.35 (1.8σ)$-4,200$-3,813+$18,386+$200
+5%$98.70 (2.1σ)$-8,900$-3,837+$18,363+$200
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (20 × $94): -$3,816
Total Position P&L @ SS: $-3,812 (+$18,388 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: +$200, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal ← lean20 × $9125 Sep10d7.1%83%hist 86%35%hist 30%+0pp$1,200$3,600-$1,815$9,116
Sell 20 × $91 7.1% OTM over spot $85.00 25 Sep 2026 (10d, $0.93 mid)
= $1,200 credit for the 10d cycle → $3,600/mo projected
Survival (stays ≤ $91)
83%
Breach risk
17%
POP (stays ≤ $91.92)
86%
EV / mo
+$1,113
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
80% whole by 9mo vs 79% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,554/mo
median; plan ~$1,737/mo after 68% keep · $4,782 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.9], measured ONLY among the 80% 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)
28%
Flat exit net (mid-life)
-$4,346
Free roll-up
none
Safest escape (by 9 Oct 2026)
$94 @ 72% POP
64% 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: $3.92/sh now → $2.77 mid-life (likely $2.60–$4.21)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$2.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 827 simulated challenges: the $91 strike is typically first touched on day 6 of 10, at $92 (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%)~$929 Oct 202619d left+$0.52/sh+$1,040
cycle +$2,240
[-$142…+$1,735] · 72% credit
68%
surv 56%
-$6,030 NOT
cap gain +$16,170
Roll out (same strike, buy time)~$912 Oct 202612d left+$0.14/sh+$276
cycle +$1,476
[-$760…+$880] · 46% credit
66%
surv 52%
-$8,784 NOT
cap gain +$13,416
Max even-money escape in the band~$939 Oct 202619d left+$0.07/sh+$133
cycle +$1,333
[-$1,152…+$782] · 40% credit
70%
surv 60%
-$4,947 NOT
cap gain +$17,253
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$949 Oct 202619d left-$0.34/sh-$676
cycle +$524
[-$2,080…-$111] · 23% credit
72%
surv 64%
-$3,766 NOT
cap gain +$18,434
budget: banked $1,200 debit $676 (56% used ≈ 0.8 wk of income) → whole cycle still +$524 cash · rolled 20 ct earn ≈ $7,688/mo while parked; 0 ct free to re-sell · clears SS ✓
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$3,600/mo
vs 50% target ($5,294/mo)-32%
vs normal income ($10,588/mo)34% covered
Net income (after hedge)$3,600/mo
Downside budget
⚠ $91 is $5 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,116
… as % of IC ($56,800)16.0%
… as % of ML ($100,800)9.0%
Recovery months (at normal income)0.9 mo
Surgical close (20 ct)$-22,850
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 ≥ $91.92 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-91.92
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
≥ $91.92
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (≤1σ, normal week)$1,200$-9,060+$13,140-$100
+2.5%$93.27 (1.3σ)$-3,350$-9,083+$13,117-$4,650
+5%$95.55 (1.6σ)$-7,900$-9,105+$13,095-$5,100
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (20 × $91): -$9,116
Total Position P&L @ SS: $-9,112 (+$13,088 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-5,100, the opportunity cost of earning $3,600/mo FIGHT income now)
🎯 50% normal19 × $8925 Sep10d4.7%74%hist 84%53%hist 44%+3pp$1,805$5,415$11,795
Sell 19 × $89 4.7% OTM over spot $85.00 25 Sep 2026 (10d, $1.32 mid)
= $1,805 credit for the 10d cycle → $5,415/mo projected
Survival (stays ≤ $89)
74%
Breach risk
26%
POP (stays ≤ $90.33)
80%
EV / mo
+$1,036
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
75% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,334/mo
median; plan ~$2,267/mo after 68% keep · $7,008 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.3], measured ONLY among the 75% 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)
41%
Flat exit net (mid-life)
-$3,224
Free roll-up
none
Safest escape (by 9 Oct 2026)
$94 @ 77% POP
71% 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: $3.74/sh now → $2.65 mid-life (likely $2.95–$4.26)≈ $0 at expiry  |  you banked $0.95/sh, so a flat mid-life exit nets -$1.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,237 simulated challenges: the $89 strike is typically first touched on day 5 of 10, at $90 (overshoots $1.25). 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)~$892 Oct 202612d left+$0.13/sh+$248
cycle +$2,053
[-$882…+$192] · 31% credit
66%
surv 52%
-$12,122 NOT
cap gain +$10,078
Max even-money escape in the band~$919 Oct 202619d left+$0.03/sh+$57
cycle +$1,862
[-$1,357…-$61] · 24% credit
70%
surv 60%
-$8,333 NOT
cap gain +$13,867
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$949 Oct 202619d left-$0.82/sh-$1,555
cycle +$250
[-$3,236…-$1,821] · 4% credit
77%
surv 71%
-$4,025 NOT
cap gain +$18,175
budget: banked $1,805 debit $1,555 (86% used ≈ 1.2 wk of income) → whole cycle still +$250 cash · rolled 19 ct earn ≈ $5,487/mo while parked; 1 ct free to re-sell · clears SS ✓
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$5,415/mo
vs 50% target ($5,294/mo)+2%
vs normal income ($10,588/mo)51% covered
Net income (after hedge)$5,530/mo
Downside budget
⚠ $89 is $7 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,795
… as % of IC ($56,800)20.8%
… as % of ML ($100,800)11.7%
Recovery months (at normal income)1.1 mo
Surgical close (19 ct)$-21,802
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.95 collected) or spot ≥ $90.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $89)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-90.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (≤1σ, normal week)$1,805$-12,370+$9,830+$570
+2.5%$91.22 (≤1σ, normal week)$-2,422$-12,170+$10,030-$3,657
+5%$93.45 (1.3σ)$-6,650$-11,969+$10,231-$7,885
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (19 × $89): -$11,795
− Conservative CC assignment net of premium (1 × $93.50): -$201
Total Position P&L @ SS: $-11,992 (+$10,208 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-7,980, the opportunity cost of earning $5,415/mo FIGHT income now)
100% normal20 × $8625 Sep10d1.2%58%hist 70%87%hist 79%+4pp$3,700$11,100+$5,685$16,616
Sell 20 × $86 1.2% OTM over spot $85.00 25 Sep 2026 (10d, $2.33 mid)
= $3,700 credit for the 10d cycle → $11,100/mo projected
Survival (stays ≤ $86)
58%
Breach risk
42%
POP (stays ≤ $88.33)
71%
EV / mo
+$759
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
84% whole by 9mo vs 80% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,161/mo
median; plan ~$3,509/mo after 68% keep · $7,301 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.3], measured ONLY among the 84% 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)
71%
Flat exit net (mid-life)
-$1,228
Free roll-up
none
Safest escape (by 9 Oct 2026)
$96 @ 88% POP
86% 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: $3.48/sh now → $2.46 mid-life (likely $3.35–$4.54)≈ $0 at expiry  |  you banked $1.85/sh, so a flat mid-life exit nets -$0.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,134 simulated challenges: the $86 strike is typically first touched on day 3 of 10, at $87 (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 (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$879 Oct 202619d left+$0.42/sh+$834
cycle +$4,534
[-$997…-$50] · 23% credit
68%
surv 56%
-$13,686 NOT
cap gain +$8,514
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$862 Oct 202612d left+$0.12/sh+$240
cycle +$3,940
[-$1,355…-$527] · 12% credit
66%
surv 52%
-$16,270 NOT
cap gain +$5,930
Safety roll (pay small debit, max POP)~$969 Oct 202619d left-$1.81/sh-$3,629
cycle +$71
[-$6,692…-$4,967]
88%
surv 86%
-$239 NOT
cap gain +$21,961
budget: banked $3,700 debit $3,629 (98% used ≈ 1.4 wk of income) → whole cycle still +$71 cash · rolled 20 ct earn ≈ $2,051/mo while parked; 0 ct free to re-sell · clears SS ✓
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$11,100/mo
vs 50% target ($5,294/mo)+110%
vs normal income ($10,588/mo)105% covered
Net income (after hedge)$11,100/mo
Downside budget
⚠ $86 is $10 below CC-SS $96.16: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,616
… as % of IC ($56,800)29.3%
… as % of ML ($100,800)16.5%
Recovery months (at normal income)1.6 mo
Surgical close (20 ct)$-23,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.85 collected) or spot ≥ $88.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected. Momentum override: two daily closes above $98.71 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-88.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $88.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (≤1σ, normal week)$3,700$-16,510+$5,690+$2,400
+2.5%$88.15 (≤1σ, normal week)$-600$-16,531+$5,668-$1,900
+5%$90.30 (≤1σ, normal week)$-4,900$-16,553+$5,647-$6,200
SS (= V-bounce)$93.40 (1.3σ)$-11,100$-16,584+$5,616-$12,400
V-BOUNCE STRESS (stock → CC-SS $96.16, where you are whole again, by expiry)
Starting unrealized P&L: $-22,200
+ Fortress recovery (un-capped): +$22,204
− CC assignment net of premium (20 × $86): -$16,616
Total Position P&L @ SS: $-16,612 (+$5,588 vs today)
Do-nothing baseline at SS: $-4,012 (this trade vs do-nothing: $-12,600, the opportunity cost of earning $11,100/mo FIGHT income now)
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 (36 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 36 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: 0.995 (IBKR)  |  Recovery@SS: +$22,204 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,012

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$893d18 Sep 2026$0.3516/20$5,600$6,05983%85%+$1,582-$10,89319.2%$-11,692 (vs do-nothing $-7,680)
$883d18 Sep 2026$0.5510/20$5,500$6,64777%83%+$1,532-$7,60813.4%$-9,612 (vs do-nothing $-5,600)
$8910d25 Sep 2026$0.9519/20$5,415$5,53074%80%+$1,036-$11,79520.8%$-11,992 (vs do-nothing $-7,980)
$88.5010d25 Sep 2026$1.1017/20$5,610$5,95472%79%+$1,081-$11,14819.6%$-11,747 (vs do-nothing $-7,735)
$873d18 Sep 2026$0.807/20$5,600$7,09170%76%+$1,306-$5,85110.3%$-8,457 (vs do-nothing $-4,445)
$8810d25 Sep 2026$1.1516/20$5,520$5,97969%77%+$613-$11,21319.7%$-12,012 (vs do-nothing $-8,000)
$88.5017d2 Oct 2026$1.6019/20$5,365$5,47968%76%+$552-$11,51020.3%$-11,707 (vs do-nothing $-7,695)
$87.5010d25 Sep 2026$1.4013/20$5,460$6,26366%75%+$888-$9,43516.6%$-10,837 (vs do-nothing $-6,825)
$8817d2 Oct 2026$1.7518/20$5,559$5,78866%75%+$515-$11,53420.3%$-11,932 (vs do-nothing $-7,920)
$8824d9 Oct 2026$2.3519/20$5,581$5,69664%74%+$517-$11,03519.4%$-11,232 (vs do-nothing $-7,220)
$87.5017d2 Oct 2026$1.9516/20$5,506$5,96564%74%+$555-$10,73318.9%$-11,532 (vs do-nothing $-7,520)
$8710d25 Sep 2026$1.3514/20$5,670$6,35864%72%+$48-$10,93119.2%$-12,132 (vs do-nothing $-8,120)
$8717d2 Oct 2026$2.1514/20$5,312$6,00061%72%+$537-$9,81117.3%$-11,012 (vs do-nothing $-7,000)
Show 23 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$863d18 Sep 2026$1.006/20$6,000$7,60661%71%+$465-$5,4959.7%$-8,302 (vs do-nothing $-4,290)
$86.5010d25 Sep 2026$1.6511/20$5,445$6,47761%72%+$422-$8,80915.5%$-10,612 (vs do-nothing $-6,600)
$8724d9 Oct 2026$2.7516/20$5,500$5,95960%72%+$487-$10,25318.1%$-11,052 (vs do-nothing $-7,040)
$86.5017d2 Oct 2026$2.2514/20$5,559$6,24759%71%+$307-$10,37118.3%$-11,572 (vs do-nothing $-7,560)
$8610d25 Sep 2026$1.8510/20$5,550$6,69758%71%+$379-$8,30814.6%$-10,312 (vs do-nothing $-6,300)
$8617d2 Oct 2026$2.4513/20$5,621$6,42457%70%+$269-$10,02017.6%$-11,422 (vs do-nothing $-7,410)
$8624d9 Oct 2026$3.2014/20$5,600$6,28856%70%+$476-$9,74117.1%$-10,942 (vs do-nothing $-6,930)
$85.5010d25 Sep 2026$2.159/20$5,805$7,06755%69%+$558-$7,65713.5%$-9,862 (vs do-nothing $-5,850)
$85.5017d2 Oct 2026$2.6512/20$5,612$6,52954%69%+$201-$9,60916.9%$-11,212 (vs do-nothing $-7,200)
$8524d9 Oct 2026$3.6012/20$5,400$6,31852%68%+$357-$9,06916.0%$-10,672 (vs do-nothing $-6,660)
$8517d2 Oct 2026$3.0010/20$5,294$6,44152%68%+$368-$8,15814.4%$-10,162 (vs do-nothing $-6,150)
$8510d25 Sep 2026$2.408/20$5,760$7,13652%68%+$525-$7,00612.3%$-9,412 (vs do-nothing $-5,400)
$853d18 Sep 2026$1.504/20$6,000$7,83551%68%+$632-$3,8636.8%$-7,072 (vs do-nothing $-3,060)
$84.5017d2 Oct 2026$3.2010/20$5,647$6,79450%67%+$277-$8,45814.9%$-10,462 (vs do-nothing $-6,450)
$84.5010d25 Sep 2026$2.508/20$6,000$7,37648%67%+$148-$7,32612.9%$-9,732 (vs do-nothing $-5,720)
$8424d9 Oct 2026$4.1011/20$5,638$6,67048%66%+$321-$8,86415.6%$-10,667 (vs do-nothing $-6,655)
$8417d2 Oct 2026$3.509/20$5,559$6,82147%66%+$302-$7,79213.7%$-9,997 (vs do-nothing $-5,985)
$84.503d18 Sep 2026$1.704/20$6,800$8,63546%67%+$412-$3,9837.0%$-7,192 (vs do-nothing $-3,180)
$8410d25 Sep 2026$2.807/20$5,880$7,37145%66%+$180-$6,55111.5%$-9,157 (vs do-nothing $-5,145)
$83.5017d2 Oct 2026$3.808/20$5,365$6,74145%65%+$294-$7,08612.5%$-9,492 (vs do-nothing $-5,480)
$83.5010d25 Sep 2026$3.106/20$5,580$7,18642%65%+$166-$5,73510.1%$-8,542 (vs do-nothing $-4,530)
$843d18 Sep 2026$1.953/20$5,850$7,80041%65%+$202-$3,0625.4%$-6,472 (vs do-nothing $-2,460)
$83.503d18 Sep 2026$2.253/20$6,750$8,70036%64%+$154-$3,1225.5%$-6,532 (vs do-nothing $-2,520)

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  |  2026-09-15 21:51