FORTRESS FIGHT: COPX @ $85.45

BE SS: $93.40  |  CC-SS: $95.21  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

COPX @ $85.45   UNDERWATER $7.95 (8.5% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.21 (banked floor $93.97)  |  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$10,875/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,183/mo (info only, already in marks)
Unrealized P&L$-19,300fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,438/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$10,875/mo (ATM CC, chain)
IC VELOCITY
5.2 mo to earn back $56,800
ML VELOCITY
9.3 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.21 (probe: $95C 16d) brings only $1,688/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)
$16,800
was $19,300 · 13% earned back
Cycles closed
10
Credit in flight
$2,611
CC-SS · banked floor (info)
$95.21 → $93.97
? 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 57 (live) · RSI 53 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 13 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $95.67 (+12%) · daily UBB $98.88 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 15 contracts at $90 / 2d. This is the safest strike (survival 86%, breach 14%) that still earns 50% of normal income ($5,438/mo); it brings $5,625/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 15 × $88/2d for $11,250/mo, but breach risk rises to 19% (+5pp 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 × $95/2d (99+% survival, $1,500/mo).
Downside anchor: the primary mortgages $7,433 (13% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 0.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 15 contracts realizes $-14,550 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 (2d) · sell 15 × $90, 86% survival, $5,625/mo (E[net] $2,872/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 · 2d15 × $9086%$5,625$2,872
NEXT FRIDAY25 Sep 2026 · 9d19 × $89.5075%$5,700$-984
E[net] arithmetic on the grand pick: keep $375 with probability 88%; on the 12% touch you roll, paying $2,357 to close and taking $1,159 back from the best priced door (net cash $1,198) 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 · 2d · E[net] $2,872/mo 🏆 GRAND PICK

🎯 Engine pick: sell 15 × $90 (50% normal), 86% survival, breach 14%, $5,625/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $95 rung (🛡 safe yield) lifts survival to 99+% (breach 14% → 0%) for $4,125/mo less (73% income) buys safety you do not really need here.
COPX  spot $85.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $9518 Sep2d11.2%99+%hist 96%0%hist 3%-9pp$100$1,500-$4,125$311
Sell 20 × $95 11.2% OTM over spot $85.45 18 Sep 2026 (2d, $0.20 mid)
= $100 credit for the 2d cycle → $1,500/mo projected
Survival (stays ≤ $95)
99+%
Breach risk
0%
POP (stays ≤ $95.20)
99+%
EV / mo
+$1,498
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-9pp
72% whole by 9mo vs 81% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$100/mo
median; plan ~$68/mo after 68% keep · $165 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.0], measured ONLY among the 72% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$3,385
Free roll-up
+$3/wk
Safest escape (by 9 Oct 2026)
$103 @ 79% POP
75% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.69/sh  |  roll rows are incremental, the banked premium stays yours
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)~$9525 Sep 20268d left+$0.88/sh+$1,763
cycle +$1,863
65%
surv 52%
+$1,587 SAFE
cap gain +$20,887
Up-and-out for even (raise the cap, free)~$9825 Sep 20268d left+$0.06/sh+$118
cycle +$218
74%
surv 65%
+$5,021 SAFE
cap gain +$24,321
Max even-money escape in the band~$1039 Oct 202622d left+$0.08/sh+$164
cycle +$264
79%
surv 75%
+$15,027 SAFE
cap gain +$34,327
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 ($5,438/mo)-72%
vs normal income ($10,875/mo)14% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $95 is $0 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$311
… as % of IC ($56,800)0.5%
… as % of ML ($100,800)0.3%
Recovery months (at normal income)0.0 mo
Surgical close (20 ct)$-19,600
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 ≥ $95.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $98.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-95.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $95.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (3.3σ)$100$-176+$19,124+$1,800
+2.5%$97.37 (4.1σ)$-4,650$-195+$19,105+$1,800
+5%$99.75 (5.0σ)$-9,400$-214+$19,086+$1,800
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (20 × $95): -$311
Total Position P&L @ SS: $-178 (+$19,122 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: +$1,800, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal10 × $9018 Sep2d5.3%86%hist 86%28%hist 26%+2pp$250$3,750-$1,875$4,955
Sell 10 × $90 5.3% OTM over spot $85.45 18 Sep 2026 (2d, $0.30 mid)
= $250 credit for the 2d cycle → $3,750/mo projected
Survival (stays ≤ $90)
86%
Breach risk
14%
POP (stays ≤ $90.30)
88%
EV / mo
+$1,028
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
86% whole by 9mo vs 84% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,869/mo
median; plan ~$2,631/mo after 68% keep · $3,097 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.5 mo [0.2-1.6], measured ONLY among the 86% 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)
10%
Flat exit net (mid-life)
-$1,321
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$98 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.22/sh now → $1.57 mid-life (likely $1.72–$3.02)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 296 simulated challenges: the $90 strike is typically first touched on day 2 of 2, at $91 (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 (10 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+$0.77/sh+$773
cycle +$1,023
[+$224…+$794] · 82% credit
65%
surv 51%
-$8,564 NOT
cap gain +$10,736
Reliable up-and-out (highest cap still free ≥60%)~$949 Oct 202622d left+$0.72/sh+$720
cycle +$970
[-$38…+$713] · 72% credit
74%
surv 67%
-$1,099 NOT
cap gain +$18,201
Up-and-out for even (raise the cap, free)~$9225 Sep 20268d left+$0.14/sh+$138
cycle +$388
[-$584…+$116] · 35% credit
70%
surv 61%
-$6,110 NOT
cap gain +$13,190
Max even-money escape in the band~$969 Oct 202622d left+$0.14/sh+$138
cycle +$388
[-$750…+$109] · 33% credit
78%
surv 73%
+$304 SAFE
cap gain +$19,604
reaches SS ✓
Safety roll (pay small debit, max POP)~$989 Oct 202622d left-$0.23/sh-$233
cycle +$17
[-$1,205…-$292] · 11% credit
82%
surv 78%
+$1,916 SAFE
cap gain +$21,216
budget: banked $250 debit $233 (93% used ≈ 0.3 wk of income) → whole cycle still +$17 cash · rolled 10 ct earn ≈ $1,825/mo while parked; 10 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$3,750/mo
vs 50% target ($5,438/mo)-31%
vs normal income ($10,875/mo)34% covered
Net income (after hedge)$4,969/mo
Downside budget
⚠ $90 is $5 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,955
… as % of IC ($56,800)8.7%
… as % of ML ($100,800)4.9%
Recovery months (at normal income)0.5 mo
Surgical close (10 ct)$-9,700
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 ≥ $90.30 (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 $98.88 (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
$89-90.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.6σ)$250$-9,336+$9,964-$400
+2.5%$92.25 (2.4σ)$-2,000$-7,104+$12,196-$2,650
+5%$94.50 (3.1σ)$-4,250$-5,872+$13,428-$3,900
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (10 × $90): -$4,955
− Conservative CC assignment net of premium (10 × $93.50): -$1,055
Total Position P&L @ SS: $-5,878 (+$13,422 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-3,900, the opportunity cost of earning $3,750/mo FIGHT income now)
🎯 50% normal15 × $9018 Sep2d5.3%86%hist 86%28%hist 26%+3pp$375$5,625$7,433
Sell 15 × $90 5.3% OTM over spot $85.45 18 Sep 2026 (2d, $0.30 mid)
= $375 credit for the 2d cycle → $5,625/mo projected
Survival (stays ≤ $90)
86%
Breach risk
14%
POP (stays ≤ $90.30)
88%
EV / mo
+$1,542
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
84% whole by 9mo vs 81% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,397/mo
median; plan ~$2,990/mo after 68% keep · $4,000 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.6 mo [0.2-1.6], 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)
12%
Flat exit net (mid-life)
-$1,982
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$98 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.22/sh now → $1.57 mid-life (likely $1.66–$3.15)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 350 simulated challenges: the $90 strike is typically first touched on day 2 of 2, at $91 (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 (15 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+$0.77/sh+$1,159
cycle +$1,534
[+$219…+$1,261] · 81% credit
65%
surv 51%
-$8,377 NOT
cap gain +$10,923
Reliable up-and-out (highest cap still free ≥60%)~$949 Oct 202622d left+$0.72/sh+$1,079
cycle +$1,454
[-$204…+$1,141] · 71% credit
74%
surv 67%
-$664 NOT
cap gain +$18,636
Up-and-out for even (raise the cap, free)~$9225 Sep 20268d left+$0.14/sh+$208
cycle +$583
[-$982…+$211] · 39% credit
70%
surv 61%
-$6,241 NOT
cap gain +$13,059
Max even-money escape in the band~$969 Oct 202622d left+$0.14/sh+$208
cycle +$583
[-$1,286…+$206] · 38% credit
78%
surv 73%
+$1,448 SAFE
cap gain +$20,748
reaches SS ✓
Safety roll (pay small debit, max POP)~$989 Oct 202622d left-$0.23/sh-$350
cycle +$25
[-$1,972…-$376] · 9% credit
82%
surv 78%
+$3,875 SAFE
cap gain +$23,175
budget: banked $375 debit $350 (93% used ≈ 0.3 wk of income) → whole cycle still +$25 cash · rolled 15 ct earn ≈ $2,737/mo while parked; 5 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$5,625/mo
vs 50% target ($5,438/mo)+3%
vs normal income ($10,875/mo)52% covered
Net income (after hedge)$6,234/mo
Downside budget
⚠ $90 is $5 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,433
… as % of IC ($56,800)13.1%
… as % of ML ($100,800)7.4%
Recovery months (at normal income)0.7 mo
Surgical close (15 ct)$-14,550
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 ≥ $90.30 (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 $98.88 (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
$89-90.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $90.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (1.6σ)$375$-9,536+$9,764-$600
+2.5%$92.25 (2.4σ)$-3,000$-8,429+$10,871-$3,975
+5%$94.50 (3.1σ)$-6,375$-7,822+$11,478-$5,850
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (15 × $90): -$7,433
− Conservative CC assignment net of premium (5 × $93.50): -$528
Total Position P&L @ SS: $-7,828 (+$11,472 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-5,850, the opportunity cost of earning $5,625/mo FIGHT income now)
100% normal15 × $8818 Sep2d3.0%81%hist 86%38%hist 30%+10pp$750$11,250+$5,625$10,058
Sell 15 × $88 3.0% OTM over spot $85.45 18 Sep 2026 (2d, $0.62 mid)
= $750 credit for the 2d cycle → $11,250/mo projected
Survival (stays ≤ $88)
81%
Breach risk
19%
POP (stays ≤ $88.62)
86%
EV / mo
+$6,828
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
90% whole by 9mo vs 81% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,926/mo
median; plan ~$5,390/mo after 68% keep · $8,813 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.0], measured ONLY among the 90% 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)
27%
Flat exit net (mid-life)
-$1,508
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 15 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.13/sh now → $1.51 mid-life (likely $1.74–$3.33)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 816 simulated challenges: the $88 strike is typically first touched on day 1 of 2, at $89 (overshoots $1.42). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8825 Sep 20268d left+$0.73/sh+$1,096
cycle +$1,846
[-$21…+$1,022] · 74% credit
65%
surv 51%
-$12,049 NOT
cap gain +$7,251
Reliable up-and-out (highest cap still free ≥60%)~$929 Oct 202622d left+$0.62/sh+$935
cycle +$1,685
[-$605…+$815] · 62% credit
74%
surv 67%
-$4,142 NOT
cap gain +$15,158
Up-and-out for even (raise the cap, free)~$9025 Sep 20268d left+$0.10/sh+$150
cycle +$900
[-$1,263…+$21] · 26% credit
71%
surv 61%
-$9,907 NOT
cap gain +$9,393
Max even-money escape in the band~$949 Oct 202622d left+$0.06/sh+$89
cycle +$839
[-$1,669…-$82] · 20% credit
78%
surv 74%
-$1,280 NOT
cap gain +$18,020
reaches SS ✓
Safety roll (pay small debit, max POP)~$979 Oct 202622d left-$0.46/sh-$686
cycle +$64
[-$2,679…-$913]
84%
surv 82%
+$2,421 SAFE
cap gain +$21,721
budget: banked $750 debit $686 (91% used ≈ 0.3 wk of income) → whole cycle still +$64 cash · rolled 15 ct earn ≈ $2,143/mo while parked; 5 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$11,250/mo
vs 50% target ($5,438/mo)+107%
vs normal income ($10,875/mo)103% covered
Net income (after hedge)$11,859/mo
Downside budget
⚠ $88 is $7 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,058
… as % of IC ($56,800)17.7%
… as % of ML ($100,800)10.0%
Recovery months (at normal income)0.9 mo
Surgical close (15 ct)$-14,662
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $88.62 (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 $98.88 (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
$87-88.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $88.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.00 (≤1σ, normal week)$750$-13,145+$6,155-$225
+2.5%$90.20 (1.6σ)$-2,550$-12,063+$7,237-$3,525
+5%$92.40 (2.4σ)$-5,850$-10,981+$8,319-$6,825
SS (= V-bounce)$93.40 (2.8σ)$-7,350$-10,489+$8,811-$8,325
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (15 × $88): -$10,058
− Conservative CC assignment net of premium (5 × $93.50): -$528
Total Position P&L @ SS: $-10,453 (+$8,847 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-8,475, the opportunity cost of earning $11,250/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 · 9d · E[net] $-984/mo

🎯 Engine pick: sell 19 × $89.50 (50% normal), 75% survival, breach 25%, $5,700/mo.
⚖️ Worth a safer step: the $91 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $2,017/mo less (35% 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 $85.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $9525 Sep9d11.2%94%hist 96%13%hist 14%-5pp$400$1,333-$4,367$11
Sell 20 × $95 11.2% OTM over spot $85.45 25 Sep 2026 (9d, $0.47 mid)
= $400 credit for the 9d cycle → $1,333/mo projected
Survival (stays ≤ $95)
94%
Breach risk
6%
POP (stays ≤ $95.47)
94%
EV / mo
+$734
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-5pp
79% whole by 9mo vs 84% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,091/mo
median; plan ~$742/mo after 68% keep · $1,558 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-2.2], measured ONLY among the 79% 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)
9%
Flat exit net (mid-life)
-$5,306
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$98 @ 71% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.03/sh now → $2.85 mid-life (likely $2.30–$3.81)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$2.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 267 simulated challenges: the $95 strike is typically first touched on day 6 of 9, at $96 (overshoots $1.26). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (20 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$952 Oct 202612d left+$0.25/sh+$505
cycle +$905
[+$7…+$1,567] · 75% credit
65%
surv 52%
+$629 SAFE
cap gain +$19,929
Up-and-out for even (raise the cap, free)~$962 Oct 202612d left+$0.08/sh+$151
cycle +$551
[-$399…+$1,140] · 62% credit
67%
surv 54%
+$1,371 SAFE
cap gain +$20,671
Max even-money escape in the band~$989 Oct 202618d left+$0.11/sh+$222
cycle +$622
[-$475…+$1,326] · 62% credit
71%
surv 61%
+$5,425 SAFE
cap gain +$24,725
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$1,333/mo
vs 50% target ($5,438/mo)-75%
vs normal income ($10,875/mo)12% covered
Net income (after hedge)$1,333/mo
Downside budget
✓ $95 is at/above CC-SS $95.21: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$11
… as % of IC ($56,800)0.0%
… as % of ML ($100,800)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (20 ct)$-19,850
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $95.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $98.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-95.47
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
≥ $95.47
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (1.6σ)$400$124+$19,424+$2,100
+2.5%$97.37 (2.0σ)$-4,350$105+$19,405+$2,100
+5%$99.75 (2.3σ)$-9,100$86+$19,386+$2,100
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (20 × $95): -$11
Total Position P&L @ SS: $122 (+$19,422 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: +$2,100, the opportunity cost of earning $1,333/mo FIGHT income now)
33% normal ← lean17 × $9125 Sep9d6.5%82%hist 86%37%hist 30%+1pp$1,105$3,683-$2,017$6,044
Sell 17 × $91 6.5% OTM over spot $85.45 25 Sep 2026 (9d, $0.82 mid)
= $1,105 credit for the 9d cycle → $3,683/mo projected
Survival (stays ≤ $91)
82%
Breach risk
18%
POP (stays ≤ $91.83)
85%
EV / mo
+$1,323
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
79% whole by 9mo vs 78% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,215/mo
median; plan ~$2,186/mo after 68% keep · $4,756 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.1], measured ONLY among the 79% 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)
29%
Flat exit net (mid-life)
-$3,328
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$95 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 17 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.69/sh now → $2.61 mid-life (likely $2.55–$3.99)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 861 simulated challenges: the $91 strike is typically first touched on day 5 of 9, at $92 (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 (17 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 202618d left+$0.88/sh+$1,490
cycle +$2,595
[+$652…+$1,995] · 91% credit
68%
surv 54%
-$4,359 NOT
cap gain +$14,941
Roll out (same strike, buy time)~$912 Oct 202612d left+$0.23/sh+$390
cycle +$1,495
[-$421…+$799] · 52% credit
65%
surv 52%
-$6,555 NOT
cap gain +$12,745
Up-and-out for even (raise the cap, free)~$922 Oct 202612d left+$0.05/sh+$80
cycle +$1,185
[-$756…+$468] · 37% credit
67%
surv 54%
-$5,769 NOT
cap gain +$13,531
Max even-money escape in the band~$949 Oct 202618d left+$0.02/sh+$37
cycle +$1,142
[-$1,003…+$443] · 34% credit
71%
surv 62%
-$1,843 NOT
cap gain +$17,457
reaches SS ✓
Safety roll (pay small debit, max POP)~$959 Oct 202618d left-$0.54/sh-$910
cycle +$195
[-$2,128…-$597] · 16% credit
75%
surv 68%
-$252 NOT
cap gain +$19,048
budget: banked $1,105 debit $910 (82% used ≈ 1.1 wk of income) → whole cycle still +$195 cash · rolled 17 ct earn ≈ $5,872/mo while parked; 3 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$3,683/mo
vs 50% target ($5,438/mo)-32%
vs normal income ($10,875/mo)34% covered
Net income (after hedge)$4,049/mo
Downside budget
⚠ $91 is $4 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,044
… as % of IC ($56,800)10.6%
… as % of ML ($100,800)6.0%
Recovery months (at normal income)0.6 mo
Surgical close (17 ct)$-16,702
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $91.83 (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 $98.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-91.83
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
≥ $91.83
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$91.00 (≤1σ, normal week)$1,105$-6,944+$12,356+$0
+2.5%$93.27 (1.3σ)$-2,762$-6,280+$13,020-$3,867
+5%$95.55 (1.7σ)$-6,630$-6,231+$13,069-$4,250
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (17 × $91): -$6,044
− Conservative CC assignment net of premium (3 × $93.50): -$317
Total Position P&L @ SS: $-6,228 (+$13,072 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-4,250, the opportunity cost of earning $3,683/mo FIGHT income now)
🎯 50% normal19 × $89.5025 Sep9d4.7%75%hist 84%51%hist 44%+3pp$1,710$5,700$9,130
Sell 19 × $89.50 4.7% OTM over spot $85.45 25 Sep 2026 (9d, $1.20 mid)
= $1,710 credit for the 9d cycle → $5,700/mo projected
Survival (stays ≤ $89.50)
75%
Breach risk
25%
POP (stays ≤ $90.70)
81%
EV / mo
+$1,380
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
81% whole by 9mo vs 78% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,942/mo
median; plan ~$2,681/mo after 68% keep · $6,101 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.5], 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)
41%
Flat exit net (mid-life)
-$3,075
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$94 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.56/sh now → $2.52 mid-life (likely $2.78–$4.10)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$1.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,227 simulated challenges: the $90 strike is typically first touched on day 5 of 9, at $91 (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 (19 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%)~$909 Oct 202618d left+$0.84/sh+$1,593
cycle +$3,303
[+$436…+$1,678] · 89% credit
68%
surv 54%
-$6,769 NOT
cap gain +$12,531
Max even-money escape in the band~$919 Oct 202618d left+$0.34/sh+$645
cycle +$2,355
[-$661…+$632] · 46% credit
69%
surv 59%
-$5,725 NOT
cap gain +$13,575
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$902 Oct 202612d left+$0.22/sh+$419
cycle +$2,129
[-$669…+$443] · 40% credit
65%
surv 52%
-$9,038 NOT
cap gain +$10,262
Up-and-out for even (raise the cap, free)~$902 Oct 202612d left+$0.04/sh+$69
cycle +$1,779
[-$1,053…+$49] · 27% credit
67%
surv 55%
-$8,293 NOT
cap gain +$11,007
Safety roll (pay small debit, max POP)~$949 Oct 202618d left-$0.76/sh-$1,438
cycle +$272
[-$3,146…-$1,645] · 6% credit
76%
surv 70%
-$1,886 NOT
cap gain +$17,414
budget: banked $1,710 debit $1,438 (84% used ≈ 1.1 wk of income) → whole cycle still +$272 cash · rolled 19 ct earn ≈ $5,580/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$5,700/mo
vs 50% target ($5,438/mo)+5%
vs normal income ($10,875/mo)52% covered
Net income (after hedge)$5,822/mo
Downside budget
⚠ $89.50 is $6 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,130
… as % of IC ($56,800)16.1%
… as % of ML ($100,800)9.1%
Recovery months (at normal income)0.8 mo
Surgical close (19 ct)$-18,905
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $90.70 (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 $98.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $88.61Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-90.70
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
≥ $90.70
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.50 (≤1σ, normal week)$1,710$-9,457+$9,843+$475
+2.5%$91.74 (1.0σ)$-2,541$-9,252+$10,048-$3,776
+5%$93.98 (1.4σ)$-6,793$-9,093+$10,207-$7,125
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (19 × $89.50): -$9,130
− Conservative CC assignment net of premium (1 × $93.50): -$106
Total Position P&L @ SS: $-9,103 (+$10,197 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-7,125, the opportunity cost of earning $5,700/mo FIGHT income now)
100% normal19 × $86.5025 Sep9d1.2%58%hist 70%86%hist 79%+6pp$3,420$11,400+$5,700$13,120
Sell 19 × $86.50 1.2% OTM over spot $85.45 25 Sep 2026 (9d, $2.25 mid)
= $3,420 credit for the 9d cycle → $11,400/mo projected
Survival (stays ≤ $86.50)
58%
Breach risk
42%
POP (stays ≤ $88.75)
71%
EV / mo
+$1,265
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
86% whole by 9mo vs 80% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,407/mo
median; plan ~$4,356/mo after 68% keep · $6,909 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.3-2.0], measured ONLY among the 86% 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)
70%
Flat exit net (mid-life)
-$1,036
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$97 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.32/sh now → $2.35 mid-life (likely $3.17–$4.43)≈ $0 at expiry  |  you banked $1.80/sh, so a flat mid-life exit nets -$0.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,088 simulated challenges: the $86 strike is typically first touched on day 3 of 9, at $88 (overshoots $1.34). 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
Reliable up-and-out (highest cap still free ≥60%)~$879 Oct 202618d left+$0.76/sh+$1,452
cycle +$4,872
[-$160…+$698] · 68% credit
68%
surv 55%
-$11,176 NOT
cap gain +$8,124
Max even-money escape in the band~$889 Oct 202618d left+$0.27/sh+$522
cycle +$3,942
[-$1,287…-$309] · 16% credit
70%
surv 59%
-$10,114 NOT
cap gain +$9,186
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+$0.20/sh+$388
cycle +$3,808
[-$1,118…-$310] · 15% credit
65%
surv 52%
-$13,335 NOT
cap gain +$5,965
Up-and-out for even (raise the cap, free)~$872 Oct 202612d left+$0.02/sh+$31
cycle +$3,451
[-$1,512…-$675] · 10% credit
67%
surv 55%
-$12,597 NOT
cap gain +$6,703
Safety roll (pay small debit, max POP)~$979 Oct 202618d left-$1.72/sh-$3,268
cycle +$152
[-$6,236…-$4,476]
88%
surv 87%
+$2,723 SAFE
cap gain +$22,023
budget: banked $3,420 debit $3,268 (96% used ≈ 1.2 wk of income) → whole cycle still +$152 cash · rolled 19 ct earn ≈ $1,979/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$11,400/mo
vs 50% target ($5,438/mo)+110%
vs normal income ($10,875/mo)105% covered
Net income (after hedge)$11,522/mo
Downside budget
⚠ $86.50 is $9 below CC-SS $95.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,120
… as % of IC ($56,800)23.1%
… as % of ML ($100,800)13.0%
Recovery months (at normal income)1.2 mo
Surgical close (19 ct)$-19,190
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.80 collected) or spot ≥ $88.75 (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 $98.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $85.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$86-88.75
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
≥ $88.75
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 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.50 (≤1σ, normal week)$3,420$-13,723+$5,577+$2,185
+2.5%$88.66 (≤1σ, normal week)$-689$-13,524+$5,776-$1,924
+5%$90.83 (≤1σ, normal week)$-4,798$-13,326+$5,974-$6,033
SS (= V-bounce)$93.40 (1.3σ)$-9,690$-13,089+$6,211-$10,925
V-BOUNCE STRESS (stock → CC-SS $95.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,300
+ Fortress recovery (un-capped): +$19,433
− CC assignment net of premium (19 × $86.50): -$13,120
− Conservative CC assignment net of premium (1 × $93.50): -$106
Total Position P&L @ SS: $-13,093 (+$6,207 vs today)
Do-nothing baseline at SS: $-1,978 (this trade vs do-nothing: $-11,115, the opportunity cost of earning $11,400/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 (37 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 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: 0.996 (IBKR)  |  Recovery@SS: +$19,433 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,978

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$902d18 Sep 2026$0.2515/20$5,625$6,23486%88%+$1,542-$7,43313.1%$-7,828 (vs do-nothing $-5,850)
$892d18 Sep 2026$0.2019/20$5,700$5,82282%85%$-1,542-$11,41020.1%$-11,383 (vs do-nothing $-9,405)
$882d18 Sep 2026$0.508/20$6,000$7,46281%86%+$3,641-$5,3649.4%$-6,498 (vs do-nothing $-4,520)
$89.509d25 Sep 2026$0.9019/20$5,700$5,82275%81%+$1,380-$9,13016.1%$-9,103 (vs do-nothing $-7,125)
$899d25 Sep 2026$0.8520/20$5,667$5,66773%79%+$361-$10,71118.9%$-10,578 (vs do-nothing $-8,600)
$88.509d25 Sep 2026$1.1515/20$5,750$6,35970%78%+$1,129-$8,33314.7%$-8,728 (vs do-nothing $-6,750)
$8916d2 Oct 2026$1.5020/20$5,625$5,62568%76%+$510-$9,41116.6%$-9,278 (vs do-nothing $-7,300)
$889d25 Sep 2026$1.4012/20$5,600$6,57567%76%+$1,328-$6,96612.3%$-7,678 (vs do-nothing $-5,700)
$88.5016d2 Oct 2026$1.6518/20$5,569$5,81266%75%+$460-$9,10016.0%$-9,178 (vs do-nothing $-7,200)
$8923d9 Oct 2026$2.1520/20$5,609$5,60966%75%+$724-$8,11114.3%$-7,978 (vs do-nothing $-6,000)
$872d18 Sep 2026$0.805/20$6,000$7,82866%75%+$370-$3,7036.5%$-5,153 (vs do-nothing $-3,175)
$87.509d25 Sep 2026$1.2514/20$5,833$6,56564%73%+$103-$9,03715.9%$-9,538 (vs do-nothing $-7,560)
$8816d2 Oct 2026$2.0015/20$5,625$6,23464%73%+$911-$7,80813.7%$-8,203 (vs do-nothing $-6,225)
Show 24 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8823d9 Oct 2026$2.5517/20$5,654$6,02062%73%+$736-$7,91413.9%$-8,098 (vs do-nothing $-6,120)
$87.5016d2 Oct 2026$2.0515/20$5,766$6,37561%72%+$173-$8,48314.9%$-8,878 (vs do-nothing $-6,900)
$879d25 Sep 2026$1.6011/20$5,867$6,96461%72%+$714-$7,26612.8%$-8,083 (vs do-nothing $-6,105)
$8716d2 Oct 2026$2.2513/20$5,484$6,33859%72%+$505-$7,74213.6%$-8,348 (vs do-nothing $-6,370)
$8723d9 Oct 2026$2.9015/20$5,674$6,28359%71%+$566-$7,95814.0%$-8,353 (vs do-nothing $-6,375)
$86.509d25 Sep 2026$1.8010/20$6,000$7,21958%71%+$666-$6,90512.2%$-7,828 (vs do-nothing $-5,850)
$862d18 Sep 2026$1.104/20$6,600$8,55057%70%+$931-$3,2425.7%$-4,798 (vs do-nothing $-2,820)
$86.5016d2 Oct 2026$2.4512/20$5,512$6,48857%70%+$177-$7,50613.2%$-8,218 (vs do-nothing $-6,240)
$869d25 Sep 2026$2.009/20$6,000$7,34155%70%+$558-$6,48511.4%$-7,513 (vs do-nothing $-5,535)
$8616d2 Oct 2026$2.7511/20$5,672$6,76955%69%+$595-$7,10112.5%$-7,918 (vs do-nothing $-5,940)
$8623d9 Oct 2026$3.4013/20$5,765$6,61855%69%+$590-$7,54713.3%$-8,153 (vs do-nothing $-6,175)
$85.5016d2 Oct 2026$2.9010/20$5,438$6,65652%68%+$382-$6,80512.0%$-7,728 (vs do-nothing $-5,750)
$85.509d25 Sep 2026$2.208/20$5,867$7,32952%68%+$410-$6,00410.6%$-7,138 (vs do-nothing $-5,160)
$8523d9 Oct 2026$3.8011/20$5,452$6,54950%67%+$368-$7,04612.4%$-7,863 (vs do-nothing $-5,885)
$8516d2 Oct 2026$3.2010/20$6,000$7,21950%67%+$475-$7,00512.3%$-7,928 (vs do-nothing $-5,950)
$859d25 Sep 2026$2.507/20$5,833$7,41848%67%+$471-$5,3949.5%$-6,633 (vs do-nothing $-4,655)
$84.5016d2 Oct 2026$3.509/20$5,906$7,24748%65%+$136-$6,48511.4%$-7,513 (vs do-nothing $-5,535)
$8423d9 Oct 2026$4.4010/20$5,739$6,95846%66%+$411-$6,80512.0%$-7,728 (vs do-nothing $-5,750)
$852d18 Sep 2026$1.653/20$7,425$9,49746%68%+$1,054-$2,5674.5%$-4,228 (vs do-nothing $-2,250)
$84.509d25 Sep 2026$2.806/20$5,600$7,30645%66%+$462-$4,7438.4%$-6,088 (vs do-nothing $-4,110)
$8416d2 Oct 2026$3.609/20$6,075$7,41645%64%$-29-$6,84512.1%$-7,873 (vs do-nothing $-5,895)
$849d25 Sep 2026$3.006/20$6,000$7,70642%65%+$282-$4,9238.7%$-6,268 (vs do-nothing $-4,290)
$84.502d18 Sep 2026$1.803/20$8,100$10,17240%65%+$433-$2,6724.7%$-4,333 (vs do-nothing $-2,355)
$842d18 Sep 2026$2.252/20$6,750$8,94434%64%+$669-$1,7913.2%$-3,558 (vs do-nothing $-1,580)

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  |  2026-09-16 21:50