FORTRESS FIGHT: CRWV @ $83.30

BE SS: $125.45  |  CC-SS: $128.70  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 03:38

CRWV @ $83.30   UNDERWATER $42.15 (33.6% below BE SS)

5 contracts (500 sh)  |  BE SS: $125.45  |  CC-SS: $128.70 (banked floor $126.17)  |  IV: HIGH  |  Accounts: Neville:0865

LC: $105 exp 2028-01-21 (entry $63.535/sh)
SP: $120 exp 2028-01-21 (entry $43.524/sh)
HP: $40 exp 2026-09-18 (entry $0.425/sh)

Economics

Max Loss$50,225(ND $20.45 + SW $80) x 500
Normal income ref$5,912/mo95% ann ROI on ML
Hedge rolling cost$150/mo
Unrealized P&L$-23,375fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,956/mo
HEDGE COVER
$150/mo
NORMAL INCOME
$5,912/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $10,225
ML VELOCITY
8.5 mo to earn back $50,225
Deep drawdown confirmed: a CC at CC-SS $128.70 (probe: $129C 17d) brings only $150/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,311
Hole (after banked)
$22,064
was $23,375 · 6% earned back
Cycles closed
10
Credit in flight
$0
CC-SS · banked floor (info)
$128.70 → $126.17
? 4 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 26 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 21 · hist rising (nightly)
LEVELS20W MA (bounce target) $97.32 (+17%) · daily UBB $120.43 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 5 contracts at $92.50 / 3d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($2,956/mo); it brings $3,550/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 5 × $89/3d for $6,850/mo, but breach risk rises to 21% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $110/3d (99+% survival, $150/mo).
Downside anchor: the primary mortgages $17,745 (174% of IC) ONLY on a full V-bounce all the way to SS $125, recoverable in 3.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-23,395 and cuts bleed by $150/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 5 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 · 17 Jul 2026 (3d) · sell 5 × $92.50, 90% survival, $3,550/mo (E[net] $1,738/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 3d5 × $92.5090%$3,550$1,738
NEXT FRIDAY24 Jul 2026 · 10d5 × $9277%$3,315$815

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $1,738/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $92.50 (primary), 90% survival, breach 10%, $3,550/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $94 rung (🛡 safe yield) lifts survival to 93% (breach 10% → 7%) for $850/mo less (24% income) buys safety you do not really need here.
CRWV  spot $83.30 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $11017 Jul3d32.1%99+%1%$15$150-$3,400$9,335
Sell 5 × $110 32.1% OTM over spot $83.30 17 Jul 2026 (3d, $0.04 mid)
= $15 credit for the 3d cycle → $150/mo projected
Survival (stays ≤ $110)
99+%
Breach risk
0%
POP (stays ≤ $110.03)
99+%
EV / mo
+$140
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.5] median  ·  51% of paths whole by 9 mo (vs 51% without)  ·  ~0.2 challenges expected  ·  median CC cash $-420
🛡 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)
0%
Flat exit net (mid-life)
-$1,700
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$121 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $4.85/sh now → $3.43 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$3.40/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11024 Jul 20268d left+$2.05/sh+$1,024
cycle +$1,039
68%
surv 52%
-$8,439 NOT
cap gain +$14,936
Up-and-out for even (raise the cap, free)~$11524 Jul 20268d left+$0.08/sh+$40
cycle +$55
75%
surv 66%
-$6,977 NOT
cap gain +$16,398
Max even-money escape in the band~$12131 Jul 202616d left+$0.12/sh+$62
cycle +$77
79%
surv 74%
-$3,831 NOT
cap gain +$19,544
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$150/mo
vs 50% target ($2,956/mo)-95%
vs normal income ($5,912/mo)3% covered
Net income (after hedge)$0/mo
Downside budget
⚠ $110 is $19 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,335
… as % of IC ($10,225)91.3%
… as % of ML ($50,225)18.6%
Recovery months (at normal income)1.6 mo
Surgical close (5 ct)$-23,377
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 $0.03 collected) or spot ≥ $110.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-110.03
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
≥ $110.03
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (3.8σ)$15$-9,463+$13,912-$15
+2.5%$112.75 (4.2σ)$-1,360$-9,406+$13,969-$1,390
+5%$115.50 (4.6σ)$-2,735$-9,350+$14,025-$2,765
SS (= V-bounce)$125.45 (6.0σ)$-7,710$-9,146+$14,229-$7,515
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $110): -$9,335
Total Position P&L @ SS: $-9,079 (+$14,296 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-7,515, the opportunity cost of earning $150/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,078 (+$7,297 vs today)
33% normal5 × $9517 Jul3d14.0%94%11%$225$2,250-$1,300$16,625
Sell 5 × $95 14.0% OTM over spot $83.30 17 Jul 2026 (3d, $0.47 mid)
= $225 credit for the 3d cycle → $2,250/mo projected
Survival (stays ≤ $95)
94%
Breach risk
6%
POP (stays ≤ $95.47)
95%
EV / mo
+$1,818
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-4.7] median, 0.1 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 47% without)  ·  ~4.1 challenges expected  ·  median CC cash $6,935
🛡 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)
6%
Flat exit net (mid-life)
-$1,256
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$109 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $4.19/sh now → $2.96 mid-life (likely $2.65–$5.20)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$2.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 191 simulated challenges: the $95 strike is typically first touched on day 3 of 3, at $97 (overshoots $2.35). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9524 Jul 20268d left+$2.19/sh+$1,096
cycle +$1,321
[+$794…+$1,283] · 96% credit
68%
surv 53%
-$15,964 NOT
cap gain +$7,411
Reliable up-and-out (highest cap still free ≥60%)~$10431 Jul 202616d left+$0.75/sh+$376
cycle +$601
[-$223…+$559] · 64% credit
78%
surv 71%
-$12,156 NOT
cap gain +$11,219
Up-and-out for even (raise the cap, free)~$10024 Jul 20268d left+$0.26/sh+$129
cycle +$354
[-$409…+$289] · 48% credit
75%
surv 67%
-$14,485 NOT
cap gain +$8,890
Max even-money escape in the band~$10631 Jul 202616d left+$0.24/sh+$120
cycle +$345
[-$543…+$298] · 42% credit
80%
surv 75%
-$11,371 NOT
cap gain +$12,004
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10931 Jul 202616d left-$0.44/sh-$219
cycle +$6
[-$971…-$61] · 20% credit
83%
surv 79%
-$10,149 NOT
cap gain +$13,226
budget: banked $225 debit $219 (97% used ≈ 0.4 wk of income) → whole cycle still +$6 cash · rolled 5 ct earn ≈ $2,366/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,250/mo
vs 50% target ($2,956/mo)-24%
vs normal income ($5,912/mo)38% covered
Net income (after hedge)$2,100/mo
Downside budget
⚠ $95 is $34 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,625
… as % of IC ($10,225)162.6%
… as % of ML ($50,225)33.1%
Recovery months (at normal income)2.8 mo
Surgical close (5 ct)$-23,385
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $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 $120.43 (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
$94-95.47
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (1.7σ)$225$-17,060+$6,315+$195
+2.5%$97.37 (2.0σ)$-962$-17,011+$6,364-$992
+5%$99.75 (2.3σ)$-2,150$-16,963+$6,412-$2,180
SS (= V-bounce)$125.45 (6.0σ)$-15,000$-16,436+$6,939-$14,805
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $95): -$16,625
Total Position P&L @ SS: $-16,369 (+$7,006 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-14,805, the opportunity cost of earning $2,250/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$935, position total $-17,013 (+$6,362 vs today)
🛡 safe yield5 × $9417 Jul3d12.8%93%15%$270$2,700-$850$17,080
Sell 5 × $94 12.8% OTM over spot $83.30 17 Jul 2026 (3d, $0.57 mid)
= $270 credit for the 3d cycle → $2,700/mo projected
Survival (stays ≤ $94)
93%
Breach risk
7%
POP (stays ≤ $94.57)
94%
EV / mo
+$2,081
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.6] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 44% without)  ·  ~5.1 challenges expected  ·  median CC cash $8,448
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$1,196
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$108 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $4.14/sh now → $2.93 mid-life (likely $2.61–$5.45)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets -$2.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 252 simulated challenges: the $94 strike is typically first touched on day 2 of 3, at $97 (overshoots $2.51). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9424 Jul 20268d left+$2.20/sh+$1,098
cycle +$1,368
[+$746…+$1,282] · 93% credit
68%
surv 53%
-$16,437 NOT
cap gain +$6,938
Reliable up-and-out (highest cap still free ≥60%)~$10331 Jul 202616d left+$0.75/sh+$376
cycle +$646
[-$335…+$546] · 63% credit
78%
surv 72%
-$12,631 NOT
cap gain +$10,744
Up-and-out for even (raise the cap, free)~$9924 Jul 20268d left+$0.27/sh+$133
cycle +$403
[-$507…+$281] · 51% credit
76%
surv 67%
-$14,956 NOT
cap gain +$8,419
Max even-money escape in the band~$10531 Jul 202616d left+$0.24/sh+$121
cycle +$391
[-$660…+$280] · 47% credit
80%
surv 75%
-$11,845 NOT
cap gain +$11,530
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10831 Jul 202616d left-$0.43/sh-$217
cycle +$53
[-$1,095…-$61] · 16% credit
83%
surv 80%
-$10,621 NOT
cap gain +$12,754
budget: banked $270 debit $217 (80% used ≈ 0.3 wk of income) → whole cycle still +$53 cash · rolled 5 ct earn ≈ $2,342/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,700/mo
vs 50% target ($2,956/mo)-9%
vs normal income ($5,912/mo)46% covered
Net income (after hedge)$2,550/mo
Downside budget
⚠ $94 is $35 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,080
… as % of IC ($10,225)167.0%
… as % of ML ($50,225)34.0%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-23,390
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 $0.54 collected) or spot ≥ $94.57 (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 $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $93.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$93-94.57
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
≥ $94.57
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$94.00 (1.5σ)$270$-17,536+$5,839+$240
+2.5%$96.35 (1.8σ)$-905$-17,487+$5,888-$935
+5%$98.70 (2.2σ)$-2,080$-17,439+$5,936-$2,110
SS (= V-bounce)$125.45 (6.0σ)$-15,455$-16,891+$6,484-$15,260
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $94): -$17,080
Total Position P&L @ SS: $-16,824 (+$6,551 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-15,260, the opportunity cost of earning $2,700/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,390, position total $-17,468 (+$5,907 vs today)
🎯 50% normal5 × $92.5017 Jul3d11.0%90%13%$355$3,550$17,745
Sell 5 × $92.50 11.0% OTM over spot $83.30 17 Jul 2026 (3d, $0.75 mid)
= $355 credit for the 3d cycle → $3,550/mo projected
Survival (stays ≤ $92.50)
90%
Breach risk
10%
POP (stays ≤ $93.25)
92%
EV / mo
+$2,518
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.2-4.5] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  60% of paths whole by 9 mo (vs 48% without)  ·  ~7.2 challenges expected  ·  median CC cash $10,426
🛡 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)
-$1,087
Free roll-up
+$5/wk
Safest escape (by 31 Jul 2026)
$107 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $4.08/sh now → $2.88 mid-life (likely $2.66–$5.05)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets -$2.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 377 simulated challenges: the $92 strike is typically first touched on day 2 of 3, at $95 (overshoots $2.34). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9224 Jul 20268d left+$2.20/sh+$1,101
cycle +$1,456
[+$774…+$1,278] · 96% credit
68%
surv 53%
-$17,130 NOT
cap gain +$6,245
Reliable up-and-out (highest cap still free ≥60%)~$10131 Jul 202616d left+$0.75/sh+$376
cycle +$731
[-$229…+$520] · 64% credit
78%
surv 72%
-$13,327 NOT
cap gain +$10,048
Up-and-out for even (raise the cap, free)~$9724 Jul 20268d left+$0.28/sh+$138
cycle +$493
[-$383…+$265] · 48% credit
76%
surv 67%
-$15,647 NOT
cap gain +$7,728
Max even-money escape in the band~$10331 Jul 202616d left+$0.24/sh+$122
cycle +$477
[-$522…+$256] · 44% credit
80%
surv 75%
-$12,540 NOT
cap gain +$10,835
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10731 Jul 202616d left-$0.63/sh-$315
cycle +$40
[-$1,067…-$194] · 10% credit
84%
surv 81%
-$10,895 NOT
cap gain +$12,480
budget: banked $355 debit $315 (89% used ≈ 0.4 wk of income) → whole cycle still +$40 cash · rolled 5 ct earn ≈ $2,114/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$3,550/mo
vs 50% target ($2,956/mo)+20%
vs normal income ($5,912/mo)60% covered
Net income (after hedge)$3,400/mo
Downside budget
⚠ $92.50 is $36 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,745
… as % of IC ($10,225)173.5%
… as % of ML ($50,225)35.3%
Recovery months (at normal income)3.0 mo
Surgical close (5 ct)$-23,395
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $93.25 (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 $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $91.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$92-93.25
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
≥ $93.25
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$92.50 (1.3σ)$355$-18,231+$5,144+$325
+2.5%$94.81 (1.6σ)$-801$-18,184+$5,191-$831
+5%$97.12 (2.0σ)$-1,958$-18,137+$5,238-$1,988
SS (= V-bounce)$125.45 (6.0σ)$-16,120$-17,556+$5,819-$15,925
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $92.50): -$17,745
Total Position P&L @ SS: $-17,489 (+$5,886 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-15,925, the opportunity cost of earning $3,550/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,055, position total $-18,133 (+$5,242 vs today)
100% normal5 × $8917 Jul3d6.8%79%42%$685$6,850+$3,300$19,165
Sell 5 × $89 6.8% OTM over spot $83.30 17 Jul 2026 (3d, $1.41 mid)
= $685 credit for the 3d cycle → $6,850/mo projected
Survival (stays ≤ $89)
79%
Breach risk
21%
POP (stays ≤ $90.41)
84%
EV / mo
+$3,834
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.2-4.3] median  ·  67% of paths whole by 9 mo (vs 47% without)  ·  ~13.9 challenges expected  ·  median CC cash $13,801
🛡 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)
-$703
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$109 @ 89% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $3.92/sh now → $2.78 mid-life (likely $3.04–$5.45)≈ $0 at expiry  |  you banked $1.37/sh, so a flat mid-life exit nets -$1.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 828 simulated challenges: the $89 strike is typically first touched on day 2 of 3, at $91 (overshoots $2.46). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8924 Jul 20268d left+$2.21/sh+$1,106
cycle +$1,791
[+$692…+$1,195] · 95% credit
68%
surv 53%
-$18,617 NOT
cap gain +$4,758
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202616d left+$1.05/sh+$523
cycle +$1,208
[-$214…+$531] · 65% credit
77%
surv 70%
-$15,192 NOT
cap gain +$8,183
Max even-money escape in the band~$10031 Jul 202616d left+$0.24/sh+$122
cycle +$807
[-$715…+$96] · 31% credit
80%
surv 76%
-$14,031 NOT
cap gain +$9,344
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$9524 Jul 20268d left+$0.00/sh+$0
cycle +$685
[-$744…-$23] · 24% credit
77%
surv 70%
-$16,756 NOT
cap gain +$6,619
Safety roll (pay small debit, max POP)~$10931 Jul 202616d left-$1.35/sh-$673
cycle +$12
[-$1,749…-$766]
89%
surv 87%
-$10,143 NOT
cap gain +$13,232
budget: banked $685 debit $673 (98% used ≈ 0.4 wk of income) → whole cycle still +$12 cash · rolled 5 ct earn ≈ $1,339/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,850/mo
vs 50% target ($2,956/mo)+132%
vs normal income ($5,912/mo)116% covered
Net income (after hedge)$6,700/mo
Downside budget
⚠ $89 is $40 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,165
… as % of IC ($10,225)187.4%
… as % of ML ($50,225)38.2%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-23,392
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.37 collected) or spot ≥ $90.41 (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 $120.43 (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
$88-90.41
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
≥ $90.41
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (≤1σ, normal week)$685$-19,723+$3,652+$655
+2.5%$91.22 (1.1σ)$-427$-19,678+$3,697-$457
+5%$93.45 (1.4σ)$-1,540$-19,632+$3,743-$1,570
SS (= V-bounce)$125.45 (6.0σ)$-17,540$-18,976+$4,399-$17,345
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $89): -$19,165
Total Position P&L @ SS: $-18,909 (+$4,466 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-17,345, the opportunity cost of earning $6,850/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,475, position total $-19,553 (+$3,822 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on CRWV are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 10d · E[net] $815/mo

🎯 Engine pick: sell 5 × $92 (primary), 77% survival, breach 23%, $3,315/mo.
⚖️ Worth a safer step: the $96 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $1,185/mo less (36% 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 $96 rung, unless you need the income to cover the hedge bleed, or you expect CRWV to stay flat-to-down near term.
CRWV  spot $83.30 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $12024 Jul10d44.1%99%2%$55$165-$3,150$4,295
Sell 5 × $120 44.1% OTM over spot $83.30 24 Jul 2026 (10d, $0.13 mid)
= $55 credit for the 10d cycle → $165/mo projected
Survival (stays ≤ $120)
99%
Breach risk
1%
POP (stays ≤ $120.13)
99%
EV / mo
+$133
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.6] median  ·  47% of paths whole by 9 mo (vs 47% without)  ·  ~0.2 challenges expected  ·  median CC cash $-100
🛡 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)
-$2,746
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$123 @ 71% POP
59% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $7.92/sh now → $5.60 mid-life → ≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$5.49/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$12031 Jul 202612d left+$1.13/sh+$567
cycle +$622
68%
surv 53%
-$3,651 NOT
cap gain +$19,724
Up-and-out for even (raise the cap, free)~$12231 Jul 202612d left+$0.31/sh+$156
cycle +$211
70%
surv 57%
-$3,177 NOT
cap gain +$20,198
Max even-money escape in the band~$12231 Jul 202612d left+$0.31/sh+$156
cycle +$211
70%
surv 57%
-$3,177 NOT
cap gain +$20,198
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$12331 Jul 202612d left-$0.10/sh-$50
cycle +$5
71%
surv 59%
-$2,862 NOT
cap gain +$20,513
budget: banked $55 debit $50 (91% used ≈ 1.3 wk of income) → whole cycle still +$5 cash · rolled 5 ct earn ≈ $6,879/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$165/mo
vs 50% target ($2,956/mo)-94%
vs normal income ($5,912/mo)3% covered
Net income (after hedge)$15/mo
Downside budget
⚠ $120 is $9 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,295
… as % of IC ($10,225)42.0%
… as % of ML ($50,225)8.6%
Recovery months (at normal income)0.7 mo
Surgical close (5 ct)$-23,385
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 $0.11 collected) or spot ≥ $120.13 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.13
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
≥ $120.13
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (2.8σ)$55$-4,218+$19,157+$25
+2.5%$123.00 (3.1σ)$-1,445$-4,156+$19,219-$1,475
+5%$126.00 (3.3σ)$-2,945$-4,095+$19,280-$2,475
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $120): -$4,295
Total Position P&L @ SS: $-4,039 (+$19,336 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-2,475, the opportunity cost of earning $165/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,078 (+$7,297 vs today)
🛡 safe yield5 × $10124 Jul10d21.2%91%19%$405$1,215-$2,100$13,445
Sell 5 × $101 21.2% OTM over spot $83.30 24 Jul 2026 (10d, $0.84 mid)
= $405 credit for the 10d cycle → $1,215/mo projected
Survival (stays ≤ $101)
91%
Breach risk
9%
POP (stays ≤ $101.84)
92%
EV / mo
+$652
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.4-4.5] median, 0.2 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~2.6 challenges expected  ·  median CC cash $3,634
🛡 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)
14%
Flat exit net (mid-life)
-$1,953
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$107 @ 75% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $6.67/sh now → $4.72 mid-life (likely $4.03–$6.68)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$3.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 431 simulated challenges: the $101 strike is typically first touched on day 7 of 10, at $104 (overshoots $2.84). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10131 Jul 202612d left+$1.63/sh+$817
cycle +$1,222
[+$684…+$1,189] · 100% credit
68%
surv 53%
-$12,940 NOT
cap gain +$10,435
Reliable up-and-out (highest cap still free ≥60%)~$10431 Jul 202612d left+$0.42/sh+$208
cycle +$613
[-$45…+$496] · 71% credit
71%
surv 60%
-$12,144 NOT
cap gain +$11,231
Up-and-out for even (raise the cap, free)~$10531 Jul 202612d left+$0.01/sh+$7
cycle +$412
[-$272…+$265] · 42% credit
72%
surv 62%
-$11,825 NOT
cap gain +$11,550
Max even-money escape in the band~$10531 Jul 202612d left+$0.01/sh+$7
cycle +$412
[-$272…+$265] · 42% credit
72%
surv 62%
-$11,825 NOT
cap gain +$11,550
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10731 Jul 202612d left-$0.69/sh-$345
cycle +$60
[-$699…-$115] · 19% credit
75%
surv 67%
-$11,135 NOT
cap gain +$12,240
budget: banked $405 debit $345 (85% used ≈ 1.2 wk of income) → whole cycle still +$60 cash · rolled 5 ct earn ≈ $5,032/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$1,215/mo
vs 50% target ($2,956/mo)-59%
vs normal income ($5,912/mo)21% covered
Net income (after hedge)$1,065/mo
Downside budget
⚠ $101 is $28 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,445
… as % of IC ($10,225)131.5%
… as % of ML ($50,225)26.8%
Recovery months (at normal income)2.3 mo
Surgical close (5 ct)$-23,392
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $101.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-101.84
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
≥ $101.84
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$101.00 (1.4σ)$405$-13,757+$9,618+$375
+2.5%$103.52 (1.6σ)$-857$-13,705+$9,670-$887
+5%$106.05 (1.8σ)$-2,120$-13,654+$9,721-$2,150
SS (= V-bounce)$125.45 (3.3σ)$-11,820$-13,256+$10,119-$11,625
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $101): -$13,445
Total Position P&L @ SS: $-13,189 (+$10,186 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-11,625, the opportunity cost of earning $1,215/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,078 (+$7,297 vs today)
33% normal ← lean5 × $9624 Jul10d15.2%84%33%$710$2,130-$1,185$15,640
Sell 5 × $96 15.2% OTM over spot $83.30 24 Jul 2026 (10d, $1.48 mid)
= $710 credit for the 10d cycle → $2,130/mo projected
Survival (stays ≤ $96)
84%
Breach risk
16%
POP (stays ≤ $97.47)
87%
EV / mo
+$920
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-4.7] median  ·  50% of paths whole by 9 mo (vs 44% without)  ·  ~4.8 challenges expected  ·  median CC cash $5,602
🛡 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)
25%
Flat exit net (mid-life)
-$1,531
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$104 @ 78% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $6.34/sh now → $4.48 mid-life (likely $4.27–$6.86)≈ $0 at expiry  |  you banked $1.42/sh, so a flat mid-life exit nets -$3.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 737 simulated challenges: the $96 strike is typically first touched on day 6 of 10, at $99 (overshoots $2.75). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9631 Jul 202612d left+$1.72/sh+$861
cycle +$1,571
[+$667…+$1,079] · 100% credit
68%
surv 53%
-$15,193 NOT
cap gain +$8,182
Reliable up-and-out (highest cap still free ≥60%)~$9931 Jul 202612d left+$0.51/sh+$255
cycle +$965
[-$41…+$400] · 70% credit
71%
surv 60%
-$14,394 NOT
cap gain +$8,981
Up-and-out for even (raise the cap, free)~$10031 Jul 202612d left+$0.11/sh+$55
cycle +$765
[-$284…+$173] · 39% credit
73%
surv 62%
-$14,074 NOT
cap gain +$9,301
Max even-money escape in the band~$10031 Jul 202612d left+$0.11/sh+$55
cycle +$765
[-$284…+$173] · 39% credit
73%
surv 62%
-$14,074 NOT
cap gain +$9,301
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10431 Jul 202612d left-$1.22/sh-$611
cycle +$99
[-$1,127…-$534] · 6% credit
78%
surv 71%
-$12,657 NOT
cap gain +$10,718
budget: banked $710 debit $611 (86% used ≈ 1.2 wk of income) → whole cycle still +$99 cash · rolled 5 ct earn ≈ $4,076/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,130/mo
vs 50% target ($2,956/mo)-28%
vs normal income ($5,912/mo)36% covered
Net income (after hedge)$1,980/mo
Downside budget
⚠ $96 is $33 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,640
… as % of IC ($10,225)153.0%
… as % of ML ($50,225)31.1%
Recovery months (at normal income)2.6 mo
Surgical close (5 ct)$-23,402
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.42 collected) or spot ≥ $97.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $95.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$95-97.47
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
≥ $97.47
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$96.00 (≤1σ, normal week)$710$-16,055+$7,320+$680
+2.5%$98.40 (1.2σ)$-490$-16,005+$7,370-$520
+5%$100.80 (1.4σ)$-1,690$-15,956+$7,419-$1,720
SS (= V-bounce)$125.45 (3.3σ)$-14,015$-15,451+$7,924-$13,820
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $96): -$15,640
Total Position P&L @ SS: $-15,384 (+$7,991 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-13,820, the opportunity cost of earning $2,130/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,078 (+$7,297 vs today)
🎯 50% normal5 × $9224 Jul10d10.4%77%39%$1,105$3,315$17,245
Sell 5 × $92 10.4% OTM over spot $83.30 24 Jul 2026 (10d, $2.28 mid)
= $1,105 credit for the 10d cycle → $3,315/mo projected
Survival (stays ≤ $92)
77%
Breach risk
23%
POP (stays ≤ $94.28)
81%
EV / mo
+$1,157
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.3-4.1] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  50% of paths whole by 9 mo (vs 45% without)  ·  ~7.3 challenges expected  ·  median CC cash $7,563
🛡 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)
39%
Flat exit net (mid-life)
-$1,043
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$104 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $6.07/sh now → $4.30 mid-life (likely $4.82–$7.05)≈ $0 at expiry  |  you banked $2.21/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,164 simulated challenges: the $92 strike is typically first touched on day 5 of 10, at $95 (overshoots $2.73). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9231 Jul 202612d left+$1.78/sh+$891
cycle +$1,996
[+$636…+$957] · 100% credit
68%
surv 53%
-$16,851 NOT
cap gain +$6,524
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202612d left+$0.57/sh+$286
cycle +$1,391
[-$71…+$276] · 64% credit
72%
surv 60%
-$16,050 NOT
cap gain +$7,325
Up-and-out for even (raise the cap, free)~$9631 Jul 202612d left+$0.18/sh+$88
cycle +$1,193
[-$314…+$54] · 29% credit
73%
surv 63%
-$15,728 NOT
cap gain +$7,647
Max even-money escape in the band~$9631 Jul 202612d left+$0.18/sh+$88
cycle +$1,193
[-$314…+$54] · 29% credit
73%
surv 63%
-$15,728 NOT
cap gain +$7,647
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10431 Jul 202612d left-$2.14/sh-$1,068
cycle +$37
[-$1,822…-$1,218]
83%
surv 79%
-$12,719 NOT
cap gain +$10,656
budget: banked $1,105 debit $1,068 (97% used ≈ 1.4 wk of income) → whole cycle still +$37 cash · rolled 5 ct earn ≈ $2,700/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$3,315/mo
vs 50% target ($2,956/mo)+12%
vs normal income ($5,912/mo)56% covered
Net income (after hedge)$3,165/mo
Downside budget
⚠ $92 is $37 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,245
… as % of IC ($10,225)168.7%
… as % of ML ($50,225)34.3%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-23,410
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.21 collected) or spot ≥ $94.28 (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 $120.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $91.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$91-94.28
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
≥ $94.28
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$92.00 (≤1σ, normal week)$1,105$-17,742+$5,633+$1,075
+2.5%$94.30 (≤1σ, normal week)$-45$-17,694+$5,680-$75
+5%$96.60 (1.0σ)$-1,195$-17,647+$5,728-$1,225
SS (= V-bounce)$125.45 (3.3σ)$-15,620$-17,056+$6,319-$15,425
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $92): -$17,245
Total Position P&L @ SS: $-16,989 (+$6,386 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-15,425, the opportunity cost of earning $3,315/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,555, position total $-17,633 (+$5,742 vs today)
100% normal5 × $8624 Jul10d3.2%61%82%$2,025$6,075+$2,760$19,325
Sell 5 × $86 3.2% OTM over spot $83.30 24 Jul 2026 (10d, $4.17 mid)
= $2,025 credit for the 10d cycle → $6,075/mo projected
Survival (stays ≤ $86)
61%
Breach risk
39%
POP (stays ≤ $90.17)
72%
EV / mo
+$1,241
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.2] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  55% of paths whole by 9 mo (vs 45% without)  ·  ~17.0 challenges expected  ·  median CC cash $9,697
🛡 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)
68%
Flat exit net (mid-life)
+$17
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$105 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 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: $5.68/sh now → $4.02 mid-life (likely $5.39–$7.19)≈ $0 at expiry  |  you banked $4.05/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,044 simulated challenges: the $86 strike is typically first touched on day 3 of 10, at $89 (overshoots $2.56). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8631 Jul 202612d left+$1.85/sh+$924
cycle +$2,949
[+$614…+$781] · 100% credit
68%
surv 53%
-$19,021 NOT
cap gain +$4,354
Reliable up-and-out (highest cap still free ≥60%)~$8831 Jul 202612d left+$1.05/sh+$523
cycle +$2,548
[+$143…+$339] · 91% credit
70%
surv 58%
-$18,536 NOT
cap gain +$4,839
Up-and-out for even (raise the cap, free)~$9031 Jul 202612d left+$0.25/sh+$126
cycle +$2,151
[-$335…-$92] · 15% credit
73%
surv 63%
-$17,892 NOT
cap gain +$5,483
Max even-money escape in the band~$9031 Jul 202612d left+$0.25/sh+$126
cycle +$2,151
[-$335…-$92] · 15% credit
73%
surv 63%
-$17,892 NOT
cap gain +$5,483
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10531 Jul 202612d left-$3.03/sh-$1,514
cycle +$511
[-$2,595…-$1,950]
91%
surv 90%
-$11,725 NOT
cap gain +$11,650
budget: banked $2,025 debit $1,514 (75% used ≈ 1.1 wk of income) → whole cycle still +$511 cash · rolled 5 ct earn ≈ $1,235/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,075/mo
vs 50% target ($2,956/mo)+106%
vs normal income ($5,912/mo)103% covered
Net income (after hedge)$5,925/mo
Downside budget
⚠ $86 is $43 below CC-SS $128.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,325
… as % of IC ($10,225)189.0%
… as % of ML ($50,225)38.5%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-23,437
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.01/sh (~25% of the $4.05 collected) or spot ≥ $90.17 (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 $120.43 (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
$85-90.17
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
≥ $90.17
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (≤1σ, normal week)$2,025$-19,945+$3,430+$1,995
+2.5%$88.15 (≤1σ, normal week)$950$-19,901+$3,474+$920
+5%$90.30 (≤1σ, normal week)$-125$-19,856+$3,518-$155
SS (= V-bounce)$125.45 (3.3σ)$-17,700$-19,136+$4,239-$17,505
V-BOUNCE STRESS (stock → CC-SS $128.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,375
+ Fortress recovery (un-capped): +$23,631
− CC assignment net of premium (5 × $86): -$19,325
Total Position P&L @ SS: $-19,069 (+$4,306 vs today)
Do-nothing baseline at SS: $-1,564 (this trade vs do-nothing: $-17,505, the opportunity cost of earning $6,075/mo FIGHT income now)
BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,635, position total $-19,713 (+$3,662 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on CRWV are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (31 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 31 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: 1.041 (IBKR)  |  Recovery@SS: +$23,631 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,564

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$92.503d17 Jul 2026$0.715/5$3,550$3,40090%92%+$2,518-$17,745173.5%$-17,489 (vs do-nothing $-15,925)
$913d17 Jul 2026$0.964/5$3,840$3,70886%89%+$2,505-$14,696143.7%$-14,804 (vs do-nothing $-13,240)
$903d17 Jul 2026$1.153/5$3,450$3,33683%87%+$2,094-$11,265110.2%$-11,737 (vs do-nothing $-10,173)
$893d17 Jul 2026$1.373/5$4,110$3,99679%84%+$2,300-$11,499112.5%$-11,971 (vs do-nothing $-10,407)
$9210d24 Jul 2026$2.215/5$3,315$3,16577%81%+$1,157-$17,245168.7%$-16,989 (vs do-nothing $-15,425)
$9110d24 Jul 2026$2.455/5$3,675$3,52574%80%+$1,196-$17,625172.4%$-17,369 (vs do-nothing $-15,805)
$87.503d17 Jul 2026$1.792/5$3,580$3,48473%81%+$1,767-$7,88277.1%$-8,718 (vs do-nothing $-7,154)
$9217d31 Jul 2026$3.605/5$3,176$3,02672%79%+$866-$16,550161.9%$-16,294 (vs do-nothing $-14,730)
$9010d24 Jul 2026$2.754/5$3,300$3,16872%78%+$948-$14,380140.6%$-14,488 (vs do-nothing $-12,924)
$9117d31 Jul 2026$3.905/5$3,441$3,29170%77%+$898-$16,900165.3%$-16,644 (vs do-nothing $-15,080)
$8910d24 Jul 2026$3.004/5$3,600$3,46869%77%+$924-$14,680143.6%$-14,788 (vs do-nothing $-13,224)
$9017d31 Jul 2026$4.254/5$3,000$2,86869%76%+$764-$13,780134.8%$-13,888 (vs do-nothing $-12,324)
$8810d24 Jul 2026$3.303/5$2,970$2,85667%75%+$754-$11,220109.7%$-11,692 (vs do-nothing $-10,128)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8917d31 Jul 2026$4.554/5$3,212$3,08067%75%+$759-$14,060137.5%$-14,168 (vs do-nothing $-12,604)
$863d17 Jul 2026$2.282/5$4,560$4,46466%77%+$1,922-$8,08479.1%$-8,920 (vs do-nothing $-7,356)
$8817d31 Jul 2026$4.904/5$3,459$3,32765%74%+$773-$14,320140.0%$-14,428 (vs do-nothing $-12,864)
$8710d24 Jul 2026$3.653/5$3,285$3,17164%74%+$711-$11,415111.6%$-11,887 (vs do-nothing $-10,323)
$8717d31 Jul 2026$5.254/5$3,706$3,57462%73%+$770-$14,580142.6%$-14,688 (vs do-nothing $-13,124)
$8610d24 Jul 2026$4.053/5$3,645$3,53161%72%+$745-$11,595113.4%$-12,067 (vs do-nothing $-10,503)
$853d17 Jul 2026$2.642/5$5,280$5,18461%74%+$1,951-$8,21280.3%$-9,048 (vs do-nothing $-7,484)
$8617d31 Jul 2026$5.653/5$2,991$2,87760%72%+$588-$11,115108.7%$-11,587 (vs do-nothing $-10,023)
$8510d24 Jul 2026$4.453/5$4,005$3,89158%71%+$748-$11,775115.2%$-12,247 (vs do-nothing $-10,683)
$8517d31 Jul 2026$6.053/5$3,203$3,08958%71%+$585-$11,295110.5%$-11,767 (vs do-nothing $-10,203)
$8417d31 Jul 2026$6.503/5$3,441$3,32756%70%+$596-$11,460112.1%$-11,932 (vs do-nothing $-10,368)
$843d17 Jul 2026$3.001/5$3,000$2,92256%72%+$928-$4,17040.8%$-5,370 (vs do-nothing $-3,806)
$8410d24 Jul 2026$4.903/5$4,410$4,29655%69%+$765-$11,940116.8%$-12,412 (vs do-nothing $-10,848)
$8317d31 Jul 2026$7.003/5$3,706$3,59253%69%+$612-$11,610113.5%$-12,082 (vs do-nothing $-10,518)
$8310d24 Jul 2026$5.352/5$3,210$3,11452%68%+$511-$8,07078.9%$-8,906 (vs do-nothing $-7,342)
$8217d31 Jul 2026$7.453/5$3,944$3,83051%68%+$586-$11,775115.2%$-12,247 (vs do-nothing $-10,683)
$8210d24 Jul 2026$5.852/5$3,510$3,41449%67%+$517-$8,17079.9%$-9,006 (vs do-nothing $-7,442)
$82.503d17 Jul 2026$3.751/5$3,750$3,67247%67%+$815-$4,24541.5%$-5,445 (vs do-nothing $-3,881)

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%). 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 5 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-14 03:38