FORTRESS FIGHT: COPX @ $86.31

BE SS: $93.40  |  CC-SS: $95.93  |  20 contracts (2,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-17 21:49

COPX @ $86.31   UNDERWATER $7.09 (7.6% below BE SS)

20 contracts (2,000 sh)  |  BE SS: $93.40  |  CC-SS: $95.93 (banked floor $94.70)  |  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$11,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,149/mo (info only, already in marks)
Unrealized P&L$-19,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,500/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$11,000/mo (ATM CC, chain)
IC VELOCITY
5.2 mo to earn back $56,800
ML VELOCITY
9.2 mo to earn back $100,800
Deep drawdown confirmed: a CC at CC-SS $95.93 (probe: $96C 15d) brings only $1,400/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)
$16,600
was $19,100 · 13% earned back
Cycles closed
10
Credit in flight
$2,611
CC-SS · banked floor (info)
$95.93 → $94.70
? 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 60 (live) · RSI 54 · MACD bullish, hist falling
DAILYMIXED (provisional) · RSI 46 · %B 21 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $95.74 (+11%) · daily UBB $99.05 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 18 contracts at $90 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($5,500/mo); it brings $5,738/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 × $87.50/8d for $11,250/mo, but breach risk rises to 41% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 20 × $94/8d (90% survival, $1,875/mo).
Downside anchor: the primary mortgages $9,151 (16% of IC) ONLY on a full V-bounce all the way to SS $93, recoverable in 0.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 18 contracts realizes $-17,595 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

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

🏆 Grand pick: NEXT FRIDAY · 25 Sep 2026 (8d) · sell 18 × $90, 75% survival, $5,738/mo (E[net] $-457/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆25 Sep 2026 · 8d18 × $9075%$5,738$-457
E[net] arithmetic on the grand pick: keep $1,530 with probability 60%; on the 40% touch you roll, paying $4,132 to close and taking $1,552 back from the best priced door (net cash $2,579) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 25 Sep 2026 · 8d · E[net] $-457/mo 🏆 GRAND PICK

🎯 Engine pick: sell 18 × $90 (50% normal), 75% survival, breach 25%, $5,738/mo.
⚖️ Worth a safer step: the $92 rung (33% normal) lifts survival to 84% (breach 25% → 16%) for $1,988/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 $92 rung, unless you need the income to cover the hedge bleed, or you expect COPX to stay flat-to-down near term.
COPX  spot $86.31 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield20 × $9425 Sep8d8.9%90%hist 96%20%hist 26%-3pp$500$1,875-$3,862$3,368
Sell 20 × $94 8.9% OTM over spot $86.31 25 Sep 2026 (8d, $0.38 mid)
= $500 credit for the 8d cycle → $1,875/mo projected
Survival (stays ≤ $94)
90%
Breach risk
10%
POP (stays ≤ $94.38)
91%
EV / mo
+$640
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-3pp
80% whole by 9mo vs 83% 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
$1,517/mo
median; plan ~$1,031/mo after 68% keep · $2,021 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.5-2.0], 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)
13%
Flat exit net (mid-life)
-$4,533
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$97 @ 71% POP
62% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.56/sh now → $2.52 mid-life (likely $2.01–$3.66)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$2.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 403 simulated challenges: the $94 strike is typically first touched on day 6 of 8, at $95 (overshoots $1.31). 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%)~$969 Oct 202618d left+$0.57/sh+$1,140
cycle +$1,640
[+$282…+$2,096] · 83% credit
69%
surv 59%
+$1,338 SAFE
cap gain +$20,438
Roll out (same strike, buy time)~$942 Oct 202611d left+$0.39/sh+$773
cycle +$1,273
[-$50…+$1,607] · 74% credit
65%
surv 52%
-$2,417 NOT
cap gain +$16,683
Max even-money escape in the band~$979 Oct 202618d left+$0.16/sh+$319
cycle +$819
[-$663…+$1,266] · 59% credit
71%
surv 62%
+$2,520 SAFE
cap gain +$21,620
Up-and-out for even (raise the cap, free)~$952 Oct 202611d left+$0.09/sh+$188
cycle +$688
[-$668…+$1,013] · 53% credit
67%
surv 55%
-$1,619 NOT
cap gain +$17,481
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$1,875/mo
vs 50% target ($5,500/mo)-66%
vs normal income ($11,000/mo)17% covered
Net income (after hedge)$1,875/mo
Downside budget
⚠ $94 is $2 below CC-SS $95.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,368
… as % of IC ($56,800)5.9%
… as % of ML ($100,800)3.3%
Recovery months (at normal income)0.3 mo
Surgical close (20 ct)$-19,350
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 ≥ $94.38 (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 $99.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $93.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$93-94.38
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
≥ $94.38
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$94.00 (1.3σ)$500$-3,189+$15,911+$200
+2.5%$96.35 (1.7σ)$-4,200$-3,180+$15,920+$200
+5%$98.70 (2.2σ)$-8,900$-3,170+$15,930+$200
V-BOUNCE STRESS (stock → CC-SS $95.93, where you are whole again, by expiry)
Starting unrealized P&L: $-19,100
+ Fortress recovery (un-capped): +$19,286
− CC assignment net of premium (20 × $94): -$3,368
Total Position P&L @ SS: $-3,182 (+$15,918 vs today)
Do-nothing baseline at SS: $-3,382 (this trade vs do-nothing: +$200, the opportunity cost of earning $1,875/mo FIGHT income now)
33% normal ← lean20 × $9225 Sep8d6.6%84%hist 86%33%hist 30%-0pp$1,000$3,750-$1,988$6,868
Sell 20 × $92 6.6% OTM over spot $86.31 25 Sep 2026 (8d, $0.68 mid)
= $1,000 credit for the 8d cycle → $3,750/mo projected
Survival (stays ≤ $92)
84%
Breach risk
16%
POP (stays ≤ $92.67)
86%
EV / mo
+$1,192
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
81% whole by 9mo vs 82% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,727/mo
median; plan ~$1,855/mo after 68% keep · $3,869 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 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)
24%
Flat exit net (mid-life)
-$3,809
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$96 @ 73% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.40/sh now → $2.40 mid-life (likely $2.18–$3.62)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 728 simulated challenges: the $92 strike is typically first touched on day 5 of 8, at $93 (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 (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%)~$949 Oct 202618d left+$0.52/sh+$1,032
cycle +$2,032
[-$2…+$1,678] · 75% credit
70%
surv 59%
-$2,279 NOT
cap gain +$16,821
Roll out (same strike, buy time)~$922 Oct 202611d left+$0.37/sh+$746
cycle +$1,746
[-$201…+$1,285] · 70% credit
65%
surv 52%
-$5,951 NOT
cap gain +$13,149
Max even-money escape in the band~$959 Oct 202618d left+$0.11/sh+$222
cycle +$1,222
[-$910…+$805] · 46% credit
72%
surv 63%
-$1,085 NOT
cap gain +$18,015
reaches SS ✓
Up-and-out for even (raise the cap, free)~$932 Oct 202611d left+$0.08/sh+$161
cycle +$1,161
[-$833…+$664] · 45% credit
67%
surv 55%
-$5,153 NOT
cap gain +$13,947
Safety roll (pay small debit, max POP)~$969 Oct 202618d left-$0.35/sh-$701
cycle +$299
[-$1,980…-$195] · 22% credit
73%
surv 66%
-$4 NOT
cap gain +$19,096
budget: banked $1,000 debit $701 (70% used ≈ 0.8 wk of income) → whole cycle still +$299 cash · rolled 20 ct earn ≈ $6,847/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$3,750/mo
vs 50% target ($5,500/mo)-32%
vs normal income ($11,000/mo)34% covered
Net income (after hedge)$3,750/mo
Downside budget
⚠ $92 is $4 below CC-SS $95.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,868
… as % of IC ($56,800)12.1%
… as % of ML ($100,800)6.8%
Recovery months (at normal income)0.6 mo
Surgical close (20 ct)$-19,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $92.67 (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 $99.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $91.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-92.67
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $92.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$92.00 (≤1σ, normal week)$1,000$-6,697+$12,403-$300
+2.5%$94.30 (1.4σ)$-3,600$-6,688+$12,412-$3,300
+5%$96.60 (1.8σ)$-8,200$-6,679+$12,421-$3,300
V-BOUNCE STRESS (stock → CC-SS $95.93, where you are whole again, by expiry)
Starting unrealized P&L: $-19,100
+ Fortress recovery (un-capped): +$19,286
− CC assignment net of premium (20 × $92): -$6,868
Total Position P&L @ SS: $-6,682 (+$12,418 vs today)
Do-nothing baseline at SS: $-3,382 (this trade vs do-nothing: $-3,300, the opportunity cost of earning $3,750/mo FIGHT income now)
🎯 50% normal18 × $9025 Sep8d4.3%75%hist 84%52%hist 44%+2pp$1,530$5,738$9,151
Sell 18 × $90 4.3% OTM over spot $86.31 25 Sep 2026 (8d, $1.07 mid)
= $1,530 credit for the 8d cycle → $5,738/mo projected
Survival (stays ≤ $90)
75%
Breach risk
25%
POP (stays ≤ $91.08)
80%
EV / mo
+$1,213
📈 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
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,890/mo
median; plan ~$2,645/mo after 68% keep · $4,920 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.3], 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)
40%
Flat exit net (mid-life)
-$2,602
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$96 @ 78% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.25/sh now → $2.30 mid-life (likely $2.44–$3.76)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,206 simulated challenges: the $90 strike is typically first touched on day 4 of 8, at $91 (overshoots $1.24). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$919 Oct 202618d left+$0.86/sh+$1,552
cycle +$3,082
[+$510…+$1,703] · 89% credit
67%
surv 55%
-$7,110 NOT
cap gain +$11,990
Roll out (same strike, buy time)~$902 Oct 202611d left+$0.36/sh+$648
cycle +$2,178
[-$378…+$708] · 55% credit
65%
surv 52%
-$9,397 NOT
cap gain +$9,703
Up-and-out for even (raise the cap, free)~$912 Oct 202611d left+$0.07/sh+$121
cycle +$1,651
[-$982…+$112] · 30% credit
67%
surv 55%
-$8,541 NOT
cap gain +$10,559
Max even-money escape in the band~$939 Oct 202618d left+$0.06/sh+$115
cycle +$1,645
[-$1,144…+$131] · 29% credit
72%
surv 63%
-$4,540 NOT
cap gain +$14,560
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$969 Oct 202618d left-$0.83/sh-$1,500
cycle +$30
[-$3,080…-$1,596] · 4% credit
78%
surv 74%
-$581 NOT
cap gain +$18,519
budget: banked $1,530 debit $1,500 (98% used ≈ 1.1 wk of income) → whole cycle still +$30 cash · rolled 18 ct earn ≈ $4,386/mo while parked; 2 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$5,738/mo
vs 50% target ($5,500/mo)+4%
vs normal income ($11,000/mo)52% covered
Net income (after hedge)$5,998/mo
Downside budget
⚠ $90 is $6 below CC-SS $95.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,151
… as % of IC ($56,800)16.1%
… as % of ML ($100,800)9.1%
Recovery months (at normal income)0.8 mo
Surgical close (18 ct)$-17,595
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $91.08 (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 $99.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $89.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$89-91.08
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $91.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$90.00 (≤1σ, normal week)$1,530$-10,045+$9,055+$360
+2.5%$92.25 (1.0σ)$-2,520$-9,586+$9,514-$3,690
+5%$94.50 (1.4σ)$-6,570$-9,327+$9,773-$5,940
V-BOUNCE STRESS (stock → CC-SS $95.93, where you are whole again, by expiry)
Starting unrealized P&L: $-19,100
+ Fortress recovery (un-capped): +$19,286
− CC assignment net of premium (18 × $90): -$9,151
− Conservative CC assignment net of premium (2 × $93.50): -$357
Total Position P&L @ SS: $-9,322 (+$9,778 vs today)
Do-nothing baseline at SS: $-3,382 (this trade vs do-nothing: $-5,940, the opportunity cost of earning $5,738/mo FIGHT income now)
100% normal20 × $87.5025 Sep8d1.4%59%hist 70%83%hist 79%+5pp$3,000$11,250+$5,512$13,868
Sell 20 × $87.50 1.4% OTM over spot $86.31 25 Sep 2026 (8d, $1.90 mid)
= $3,000 credit for the 8d cycle → $11,250/mo projected
Survival (stays ≤ $87.50)
59%
Breach risk
41%
POP (stays ≤ $89.40)
71%
EV / mo
+$565
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
86% whole by 9mo vs 82% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,030/mo
median; plan ~$4,100/mo after 68% keep · $5,988 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 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)
65%
Flat exit net (mid-life)
-$1,324
Free roll-up
+$1/wk
Safest escape (by 9 Oct 2026)
$96 @ 85% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.06/sh now → $2.16 mid-life (likely $2.88–$4.10)≈ $0 at expiry  |  you banked $1.50/sh, so a flat mid-life exit nets -$0.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,959 simulated challenges: the $88 strike is typically first touched on day 3 of 8, at $89 (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 (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%)~$889 Oct 202618d left+$0.80/sh+$1,594
cycle +$4,594
[-$11…+$933] · 75% credit
67%
surv 55%
-$10,739 NOT
cap gain +$8,361
Roll out (same strike, buy time)~$882 Oct 202611d left+$0.34/sh+$688
cycle +$3,688
[-$877…+$75] · 28% credit
65%
surv 52%
-$13,027 NOT
cap gain +$6,073
Up-and-out for even (raise the cap, free)~$882 Oct 202611d left+$0.05/sh+$103
cycle +$3,103
[-$1,551…-$557] · 12% credit
67%
surv 55%
-$12,230 NOT
cap gain +$6,870
Max even-money escape in the band~$909 Oct 202618d left+$0.01/sh+$14
cycle +$3,014
[-$1,899…-$746] · 11% credit
72%
surv 64%
-$8,310 NOT
cap gain +$10,790
SS $93 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$969 Oct 202618d left-$1.46/sh-$2,920
cycle +$80
[-$5,787…-$4,016]
85%
surv 84%
+$780 SAFE
cap gain +$19,880
budget: banked $3,000 debit $2,920 (97% used ≈ 1.1 wk of income) → whole cycle still +$80 cash · rolled 20 ct earn ≈ $2,341/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$11,250/mo
vs 50% target ($5,500/mo)+105%
vs normal income ($11,000/mo)102% covered
Net income (after hedge)$11,250/mo
Downside budget
⚠ $87.50 is $8 below CC-SS $95.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,868
… as % of IC ($56,800)24.4%
… as % of ML ($100,800)13.8%
Recovery months (at normal income)1.3 mo
Surgical close (20 ct)$-19,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.50 collected) or spot ≥ $89.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $99.05 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $86.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-89.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $89.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.00 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$87.50 (≤1σ, normal week)$3,000$-13,715+$5,385+$1,700
+2.5%$89.69 (≤1σ, normal week)$-1,375$-13,706+$5,394-$2,675
+5%$91.88 (≤1σ, normal week)$-5,750$-13,698+$5,402-$7,050
SS (= V-bounce)$93.40 (1.2σ)$-8,800$-13,692+$5,408-$10,100
V-BOUNCE STRESS (stock → CC-SS $95.93, where you are whole again, by expiry)
Starting unrealized P&L: $-19,100
+ Fortress recovery (un-capped): +$19,286
− CC assignment net of premium (20 × $87.50): -$13,868
Total Position P&L @ SS: $-13,682 (+$5,418 vs today)
Do-nothing baseline at SS: $-3,382 (this trade vs do-nothing: $-10,300, 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.
⚔ FIGHT CC options · full candidate scan (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 28 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: 1.002 (IBKR)  |  Recovery@SS: +$19,286 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,382

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$908d25 Sep 2026$0.8518/20$5,738$5,99875%80%+$1,213-$9,15116.1%$-9,322 (vs do-nothing $-5,940)
$89.508d25 Sep 2026$1.0015/20$5,625$6,27572%78%+$1,205-$8,15114.4%$-8,857 (vs do-nothing $-5,475)
$9015d2 Oct 2026$1.4519/20$5,510$5,64069%77%+$690-$8,52015.0%$-8,512 (vs do-nothing $-5,130)
$898d25 Sep 2026$1.0514/20$5,512$6,29269%77%+$698-$8,23814.5%$-9,122 (vs do-nothing $-5,740)
$89.5015d2 Oct 2026$1.6517/20$5,610$6,00067%75%+$798-$8,13314.3%$-8,482 (vs do-nothing $-5,100)
$88.508d25 Sep 2026$1.0514/20$5,512$6,29266%75%$-100-$8,93815.7%$-9,822 (vs do-nothing $-6,440)
$89.5022d9 Oct 2026$2.2019/20$5,700$5,83065%74%+$676-$8,04514.2%$-8,037 (vs do-nothing $-4,655)
$8915d2 Oct 2026$1.8515/20$5,550$6,20065%73%+$585-$7,62613.4%$-8,332 (vs do-nothing $-4,950)
$8922d9 Oct 2026$2.4017/20$5,564$5,95463%73%+$725-$7,70813.6%$-8,057 (vs do-nothing $-4,675)
$888d25 Sep 2026$1.4011/20$5,775$6,94563%73%+$670-$7,18712.7%$-8,607 (vs do-nothing $-5,225)
$88.5015d2 Oct 2026$1.9515/20$5,850$6,50062%72%+$439-$8,22614.5%$-8,932 (vs do-nothing $-5,550)
$8815d2 Oct 2026$2.1513/20$5,590$6,50060%71%+$548-$7,51913.2%$-8,582 (vs do-nothing $-5,200)
$87.508d25 Sep 2026$1.5010/20$5,625$6,92559%71%+$282-$6,93412.2%$-8,532 (vs do-nothing $-5,150)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8822d9 Oct 2026$2.8015/20$5,727$6,37759%72%+$686-$7,70113.6%$-8,407 (vs do-nothing $-5,025)
$87.5015d2 Oct 2026$2.3512/20$5,640$6,68058%70%+$86-$7,30112.9%$-8,542 (vs do-nothing $-5,160)
$878d25 Sep 2026$1.659/20$5,569$6,99956%70%+$157-$6,55611.5%$-8,332 (vs do-nothing $-4,950)
$8715d2 Oct 2026$2.5511/20$5,610$6,78055%69%+$227-$7,02212.4%$-8,442 (vs do-nothing $-5,060)
$8722d9 Oct 2026$3.2013/20$5,673$6,58355%69%+$512-$7,45413.1%$-8,517 (vs do-nothing $-5,135)
$86.5015d2 Oct 2026$2.7510/20$5,500$6,80053%68%+$61-$6,68411.8%$-8,282 (vs do-nothing $-4,900)
$86.508d25 Sep 2026$1.908/20$5,700$7,26053%68%+$204-$6,02710.6%$-7,982 (vs do-nothing $-4,600)
$8622d9 Oct 2026$3.6012/20$5,891$6,93151%67%+$376-$7,60113.4%$-8,842 (vs do-nothing $-5,460)
$8615d2 Oct 2026$3.0010/20$6,000$7,30050%67%+$159-$6,93412.2%$-8,532 (vs do-nothing $-5,150)
$868d25 Sep 2026$2.207/20$5,775$7,46549%68%+$310-$5,4149.5%$-7,547 (vs do-nothing $-4,165)
$85.5015d2 Oct 2026$3.309/20$5,940$7,37048%66%+$88-$6,42111.3%$-8,197 (vs do-nothing $-4,815)
$8522d9 Oct 2026$4.2010/20$5,727$7,02747%66%+$403-$6,73411.9%$-8,332 (vs do-nothing $-4,950)
$8515d2 Oct 2026$3.608/20$5,760$7,32046%65%+$29-$5,86710.3%$-7,822 (vs do-nothing $-4,440)
$85.508d25 Sep 2026$2.456/20$5,512$7,33246%66%+$219-$4,7908.4%$-7,102 (vs do-nothing $-3,720)
$858d25 Sep 2026$2.756/20$6,188$8,00842%63%+$238-$4,9108.6%$-7,222 (vs do-nothing $-3,840)

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  |  2026-09-17 21:49