FORTRESS FIGHT: CRWV @ $79.70

BE SS: $125.45  |  CC-SS: $129.04  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-15 21:39

CRWV @ $79.70   UNDERWATER $45.75 (36.5% below BE SS)

5 contracts (500 sh)  |  BE SS: $125.45  |  CC-SS: $129.04 (banked floor $126.51)  |  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$5,812/mo95% ann ROI on ML
Hedge rolling cost$242/mo
Unrealized P&L$-25,382fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,906/mo
HEDGE COVER
$242/mo
NORMAL INCOME
$5,812/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $10,225
ML VELOCITY
8.6 mo to earn back $50,225
Deep drawdown confirmed: a CC at CC-SS $129.04 (probe: $129C 16d) brings only $9/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)
$24,071
was $25,382 · 5% earned back
Cycles closed
10
Credit in flight
$0
CC-SS · banked floor (info)
$129.04 → $126.51
? 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 21 (live) · RSI 43 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 21 · hist falling (nightly)
LEVELS20W MA (bounce target) $97.11 (+22%) · daily UBB $116.93 · 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: 4 contracts at $86 / 2d. This is the safest strike (survival 85%, breach 15%) that still earns 50% of normal income ($2,906/mo); it brings $3,420/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 × $85/2d for $5,925/mo, but breach risk rises to 19% (+4pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $97.50/2d (99% survival, $300/mo).
Downside anchor: the primary mortgages $16,989 (166% of IC) ONLY on a full V-bounce all the way to SS $125, recoverable in 2.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-20,328 and cuts bleed by $194/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 (2d) · sell 4 × $86, 85% survival, $3,420/mo (E[net] $1,234/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 · 2d4 × $8685%$3,420$1,234
NEXT FRIDAY24 Jul 2026 · 9d5 × $8878%$3,000$588

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $1,234/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $86 (primary), 85% survival, breach 15%, $3,420/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $87.50 rung (33% normal) lifts survival to 89% (breach 15% → 11%) for $1,200/mo less (35% income) buys safety you do not really need here.
CRWV  spot $79.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $97.5017 Jul2d22.3%99%2%$20$300-$3,120$12,597
Sell 4 × $97.50 22.3% OTM over spot $79.70 17 Jul 2026 (2d, $0.08 mid)
= $20 credit for the 2d cycle → $300/mo projected
Survival (stays ≤ $97.50)
99%
Breach risk
1%
POP (stays ≤ $97.58)
99%
EV / mo
+$253
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.0] median  ·  48% of paths whole by 9 mo (vs 47% without)  ·  ~1.0 challenges expected  ·  median CC cash $58
🛡 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)
-$924
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$110 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.34/sh now → $2.36 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.31/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$9824 Jul 20268d left+$2.33/sh+$932
cycle +$952
67%
surv 52%
-$15,201 NOT
cap gain +$10,181
Up-and-out for even (raise the cap, free)~$10424 Jul 20268d left+$0.04/sh+$16
cycle +$36
78%
surv 72%
-$12,854 NOT
cap gain +$12,529
Max even-money escape in the band~$11031 Jul 202615d left+$0.16/sh+$63
cycle +$83
82%
surv 78%
-$9,699 NOT
cap gain +$15,684
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$300/mo
vs 50% target ($2,906/mo)-90%
vs normal income ($5,812/mo)5% covered
Net income (after hedge)$75/mo
Downside budget
⚠ $97.50 is $32 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,597
… as % of IC ($10,225)123.2%
… as % of ML ($50,225)25.1%
Recovery months (at normal income)2.2 mo
Surgical close (4 ct)$-20,316
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $97.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $96.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-97.58
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
≥ $97.58
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$97.50 (3.2σ)$20$-16,133+$9,249-$16
+2.5%$99.94 (3.6σ)$-955$-15,845+$9,537-$991
+5%$102.38 (4.0σ)$-1,930$-15,558+$9,825-$1,966
SS (= V-bounce)$125.45 (8.1σ)$-11,160$-12,880+$12,502-$11,016
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (4 × $97.50): -$12,597
− Conservative CC assignment net of premium (1 × $125): -$395
Total Position P&L @ SS: $-12,815 (+$12,567 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-11,016, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,355 (+$9,027 vs today)
🛡 safe yield5 × $8917 Jul2d11.7%93%15%$125$1,875-$1,545$19,896
Sell 5 × $89 11.7% OTM over spot $79.70 17 Jul 2026 (2d, $0.30 mid)
= $125 credit for the 2d cycle → $1,875/mo projected
Survival (stays ≤ $89)
93%
Breach risk
7%
POP (stays ≤ $89.30)
93%
EV / mo
+$1,040
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.6] median  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~7.8 challenges expected  ·  median CC cash $5,173
🛡 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)
-$952
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$103 @ 85% POP
82% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.05/sh now → $2.15 mid-life (likely $2.26–$4.37)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 240 simulated challenges: the $89 strike is typically first touched on day 2 of 2, at $92 (overshoots $2.57). 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+$2.34/sh+$1,172
cycle +$1,297
[+$917…+$1,265] · 98% credit
67%
surv 53%
-$19,268 NOT
cap gain +$6,115
Reliable up-and-out (highest cap still free ≥60%)~$9831 Jul 202615d left+$0.88/sh+$439
cycle +$564
[-$188…+$454] · 63% credit
79%
surv 74%
-$15,184 NOT
cap gain +$10,198
Max even-money escape in the band~$10131 Jul 202615d left+$0.17/sh+$84
cycle +$209
[-$643…+$74] · 35% credit
82%
surv 79%
-$13,985 NOT
cap gain +$11,397
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+$0.09/sh+$43
cycle +$168
[-$567…+$32] · 32% credit
78%
surv 72%
-$17,134 NOT
cap gain +$8,249
Safety roll (pay small debit, max POP)~$10331 Jul 202615d left-$0.24/sh-$118
cycle +$7
[-$906…-$135] · 14% credit
85%
surv 82%
-$13,151 NOT
cap gain +$12,232
budget: banked $125 debit $118 (94% used ≈ 0.3 wk of income) → whole cycle still +$7 cash · rolled 5 ct earn ≈ $1,919/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$1,875/mo
vs 50% target ($2,906/mo)-35%
vs normal income ($5,812/mo)32% covered
Net income (after hedge)$1,633/mo
Downside budget
⚠ $89 is $40 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,896
… as % of IC ($10,225)194.6%
… as % of ML ($50,225)39.6%
Recovery months (at normal income)3.4 mo
Surgical close (5 ct)$-25,405
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 ≥ $89.30 (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 $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-89.30
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $89.30
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (1.7σ)$125$-20,440+$4,942+$80
+2.5%$91.22 (2.1σ)$-987$-20,400+$4,982-$1,032
+5%$93.45 (2.4σ)$-2,100$-20,360+$5,022-$2,145
SS (= V-bounce)$125.45 (8.1σ)$-18,100$-19,784+$5,598-$17,920
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $89): -$19,896
Total Position P&L @ SS: $-19,719 (+$5,663 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-17,920, the opportunity cost of earning $1,875/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,930, position total $-20,294 (+$5,088 vs today)
33% normal4 × $87.5017 Jul2d9.8%89%22%$148$2,220-$1,200$16,469
Sell 4 × $87.50 9.8% OTM over spot $79.70 17 Jul 2026 (2d, $0.43 mid)
= $148 credit for the 2d cycle → $2,220/mo projected
Survival (stays ≤ $87.50)
89%
Breach risk
11%
POP (stays ≤ $87.93)
90%
EV / mo
+$1,069
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-5.0] median  ·  49% of paths whole by 9 mo (vs 41% without)  ·  ~11.9 challenges expected  ·  median CC cash $6,367
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$699
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$102 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.00/sh now → $2.12 mid-life (likely $2.23–$4.63)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$1.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 357 simulated challenges: the $88 strike is typically first touched on day 2 of 2, at $90 (overshoots $2.44). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8824 Jul 20268d left+$2.34/sh+$937
cycle +$1,085
[+$695…+$992] · 99% credit
67%
surv 53%
-$20,248 NOT
cap gain +$5,135
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202615d left+$0.87/sh+$348
cycle +$496
[-$229…+$337] · 66% credit
79%
surv 74%
-$16,020 NOT
cap gain +$9,363
Max even-money escape in the band~$10031 Jul 202615d left+$0.16/sh+$66
cycle +$214
[-$595…+$46] · 34% credit
83%
surv 79%
-$14,748 NOT
cap gain +$10,635
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)~$9424 Jul 20268d left+$0.09/sh+$36
cycle +$184
[-$495…+$20] · 30% credit
78%
surv 73%
-$17,886 NOT
cap gain +$7,497
Safety roll (pay small debit, max POP)~$10231 Jul 202615d left-$0.23/sh-$94
cycle +$54
[-$808…-$118] · 9% credit
85%
surv 82%
-$13,871 NOT
cap gain +$11,511
budget: banked $148 debit $94 (63% used ≈ 0.2 wk of income) → whole cycle still +$54 cash · rolled 4 ct earn ≈ $1,507/mo while parked; 1 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$2,220/mo
vs 50% target ($2,906/mo)-24%
vs normal income ($5,812/mo)38% covered
Net income (after hedge)$1,995/mo
Downside budget
⚠ $87.50 is $42 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,469
… as % of IC ($10,225)161.1%
… as % of ML ($50,225)32.8%
Recovery months (at normal income)2.8 mo
Surgical close (4 ct)$-20,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $87.93 (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 $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $86.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-87.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $87.93
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$87.50 (1.4σ)$148$-21,185+$4,197+$112
+2.5%$89.69 (1.8σ)$-727$-20,927+$4,456-$763
+5%$91.88 (2.2σ)$-1,602$-20,669+$4,714-$1,638
SS (= V-bounce)$125.45 (8.1σ)$-15,032$-16,752+$8,630-$14,888
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (4 × $87.50): -$16,469
− Conservative CC assignment net of premium (1 × $125): -$395
Total Position P&L @ SS: $-16,687 (+$8,695 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-14,888, the opportunity cost of earning $2,220/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,696, position total $-20,051 (+$5,331 vs today)
🎯 50% normal4 × $8617 Jul2d7.9%85%18%$228$3,420$16,989
Sell 4 × $86 7.9% OTM over spot $79.70 17 Jul 2026 (2d, $0.62 mid)
= $228 credit for the 2d cycle → $3,420/mo projected
Survival (stays ≤ $86)
85%
Breach risk
15%
POP (stays ≤ $86.62)
87%
EV / mo
+$1,467
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.1] median, 0.2 mo faster than no FIGHT (2.4 mo)  ·  51% of paths whole by 9 mo (vs 42% without)  ·  ~15.9 challenges expected  ·  median CC cash $8,084
🛡 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)
18%
Flat exit net (mid-life)
-$605
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$101 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.94/sh now → $2.08 mid-life (likely $2.29–$4.38)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 525 simulated challenges: the $86 strike is typically first touched on day 2 of 2, at $88 (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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8624 Jul 20268d left+$2.34/sh+$936
cycle +$1,164
[+$714…+$949] · 98% credit
67%
surv 53%
-$20,946 NOT
cap gain +$4,436
Reliable up-and-out (highest cap still free ≥60%)~$9531 Jul 202615d left+$0.86/sh+$344
cycle +$572
[-$173…+$307] · 64% credit
79%
surv 74%
-$16,721 NOT
cap gain +$8,662
Max even-money escape in the band~$9831 Jul 202615d left+$0.16/sh+$64
cycle +$292
[-$529…+$17] · 28% credit
83%
surv 79%
-$15,446 NOT
cap gain +$9,936
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)~$9224 Jul 20268d left+$0.09/sh+$37
cycle +$265
[-$459…-$1] · 25% credit
78%
surv 73%
-$18,581 NOT
cap gain +$6,801
Safety roll (pay small debit, max POP)~$10131 Jul 202615d left-$0.44/sh-$175
cycle +$53
[-$843…-$230] · 1% credit
86%
surv 84%
-$14,131 NOT
cap gain +$11,251
budget: banked $228 debit $175 (77% used ≈ 0.2 wk of income) → whole cycle still +$53 cash · rolled 4 ct earn ≈ $1,317/mo while parked; 1 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$3,420/mo
vs 50% target ($2,906/mo)+18%
vs normal income ($5,812/mo)59% covered
Net income (after hedge)$3,195/mo
Downside budget
⚠ $86 is $43 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,989
… as % of IC ($10,225)166.1%
… as % of ML ($50,225)33.8%
Recovery months (at normal income)2.9 mo
Surgical close (4 ct)$-20,328
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 $0.57 collected) or spot ≥ $86.62 (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 $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-86.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $86.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (1.1σ)$228$-21,882+$3,500+$192
+2.5%$88.15 (1.5σ)$-632$-21,628+$3,754-$668
+5%$90.30 (1.9σ)$-1,492$-21,375+$4,008-$1,528
SS (= V-bounce)$125.45 (8.1σ)$-15,552$-17,272+$8,110-$15,408
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (4 × $86): -$16,989
− Conservative CC assignment net of premium (1 × $125): -$395
Total Position P&L @ SS: $-17,207 (+$8,175 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-15,408, the opportunity cost of earning $3,420/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,216, position total $-20,571 (+$4,811 vs today)
100% normal5 × $8517 Jul2d6.6%81%39%$395$5,925+$2,505$21,626
Sell 5 × $85 6.6% OTM over spot $79.70 17 Jul 2026 (2d, $0.83 mid)
= $395 credit for the 2d cycle → $5,925/mo projected
Survival (stays ≤ $85)
81%
Breach risk
19%
POP (stays ≤ $85.83)
84%
EV / mo
+$2,498
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-5.1] median, 0.3 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  59% of paths whole by 9 mo (vs 41% without)  ·  ~19.6 challenges expected  ·  median CC cash $13,564
🛡 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)
-$634
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$102 @ 88% POP
86% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.91/sh now → $2.06 mid-life (likely $2.34–$4.66)≈ $0 at expiry  |  you banked $0.79/sh, so a flat mid-life exit nets -$1.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 733 simulated challenges: the $85 strike is typically first touched on day 1 of 2, at $88 (overshoots $2.53). 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)~$8524 Jul 20268d left+$2.34/sh+$1,169
cycle +$1,564
[+$843…+$1,161] · 99% credit
67%
surv 53%
-$21,073 NOT
cap gain +$4,309
Reliable up-and-out (highest cap still free ≥60%)~$9331 Jul 202615d left+$1.05/sh+$523
cycle +$918
[-$201…+$460] · 67% credit
78%
surv 72%
-$17,420 NOT
cap gain +$7,962
Max even-money escape in the band~$9731 Jul 202615d left+$0.16/sh+$79
cycle +$474
[-$783…-$2] · 25% credit
83%
surv 80%
-$15,792 NOT
cap gain +$9,591
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)~$9124 Jul 20268d left+$0.09/sh+$47
cycle +$442
[-$655…-$20] · 21% credit
78%
surv 73%
-$18,931 NOT
cap gain +$6,451
Safety roll (pay small debit, max POP)~$10231 Jul 202615d left-$0.75/sh-$373
cycle +$22
[-$1,399…-$477]
88%
surv 86%
-$13,654 NOT
cap gain +$11,729
budget: banked $395 debit $373 (94% used ≈ 0.3 wk of income) → whole cycle still +$22 cash · rolled 5 ct earn ≈ $1,312/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$5,925/mo
vs 50% target ($2,906/mo)+104%
vs normal income ($5,812/mo)102% covered
Net income (after hedge)$5,683/mo
Downside budget
⚠ $85 is $44 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,626
… as % of IC ($10,225)211.5%
… as % of ML ($50,225)43.1%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-25,405
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 $0.79 collected) or spot ≥ $85.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $85)); NOT the premium you collected. Momentum override: two daily closes above $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $84.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$84-85.83
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $85.83
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$85.00 (≤1σ, normal week)$395$-22,242+$3,140+$350
+2.5%$87.12 (1.3σ)$-667$-22,204+$3,179-$712
+5%$89.25 (1.7σ)$-1,730$-22,166+$3,217-$1,775
SS (= V-bounce)$125.45 (8.1σ)$-19,830$-21,514+$3,868-$19,650
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $85): -$21,626
Total Position P&L @ SS: $-21,449 (+$3,933 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-19,650, the opportunity cost of earning $5,925/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,660, position total $-22,024 (+$3,358 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 · 9d · E[net] $588/mo

🎯 Engine pick: sell 5 × $88 (primary), 78% survival, breach 22%, $3,000/mo.
⚖️ Worth a safer step: the $91 rung (33% normal) lifts survival to 84% (breach 22% → 16%) for $1,067/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 $91 rung, unless you need the income to cover the hedge bleed, or you expect CRWV to stay flat-to-down near term.
CRWV  spot $79.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10324 Jul9d29.2%96%8%$85$283-$2,717$12,936
Sell 5 × $103 29.2% OTM over spot $79.70 24 Jul 2026 (9d, $0.47 mid)
= $85 credit for the 9d cycle → $283/mo projected
Survival (stays ≤ $103)
96%
Breach risk
4%
POP (stays ≤ $103.47)
97%
EV / mo
+$129
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.6-4.7] median, 0.1 mo SLOWER than no FIGHT (2.6 mo): roll costs eat the credits at this rung  ·  41% of paths whole by 9 mo (vs 40% without)  ·  ~1.0 challenges expected  ·  median CC cash $-226
🛡 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)
4%
Flat exit net (mid-life)
-$2,178
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$106 @ 71% POP
61% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.40/sh now → $4.53 mid-life (likely $3.48–$5.84)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$4.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 128 simulated challenges: the $103 strike is typically first touched on day 7 of 9, at $106 (overshoots $2.93). 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)~$10331 Jul 202612d left+$1.53/sh+$764
cycle +$849
[+$771…+$1,269] · 100% credit
67%
surv 53%
-$12,464 NOT
cap gain +$12,918
Up-and-out for even (raise the cap, free)~$10531 Jul 202612d left+$0.28/sh+$138
cycle +$223
[+$25…+$517] · 77% credit
70%
surv 59%
-$11,899 NOT
cap gain +$13,483
Max even-money escape in the band~$10531 Jul 202612d left+$0.28/sh+$138
cycle +$223
[+$25…+$517] · 77% credit
70%
surv 59%
-$11,899 NOT
cap gain +$13,483
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10631 Jul 202612d left-$0.04/sh-$19
cycle +$66
[-$165…+$353] · 54% credit
71%
surv 61%
-$11,537 NOT
cap gain +$13,845
budget: banked $85 debit $19 (22% used ≈ 0.3 wk of income) → whole cycle still +$66 cash · rolled 5 ct earn ≈ $5,610/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$283/mo
vs 50% target ($2,906/mo)-90%
vs normal income ($5,812/mo)5% covered
Net income (after hedge)$41/mo
Downside budget
⚠ $103 is $26 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,936
… as % of IC ($10,225)126.5%
… as % of ML ($50,225)25.8%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-25,530
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $103.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-103.47
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
≥ $103.47
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$103.00 (2.0σ)$85$-13,228+$12,154+$40
+2.5%$105.57 (2.2σ)$-1,202$-13,182+$12,201-$1,247
+5%$108.15 (2.4σ)$-2,490$-13,135+$12,247-$2,535
SS (= V-bounce)$125.45 (3.8σ)$-11,140$-12,824+$12,558-$10,960
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $103): -$12,936
Total Position P&L @ SS: $-12,759 (+$12,623 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-10,960, the opportunity cost of earning $283/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,364 (+$9,018 vs today)
🛡 safe yield5 × $9524 Jul9d19.2%90%21%$335$1,117-$1,883$16,686
Sell 5 × $95 19.2% OTM over spot $79.70 24 Jul 2026 (9d, $0.74 mid)
= $335 credit for the 9d cycle → $1,117/mo projected
Survival (stays ≤ $95)
90%
Breach risk
10%
POP (stays ≤ $95.74)
91%
EV / mo
+$498
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.3-4.0] median, 0.1 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung  ·  46% of paths whole by 9 mo (vs 42% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,554
🛡 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)
-$1,752
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$98 @ 71% POP
62% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.90/sh now → $4.17 mid-life (likely $3.70–$6.01)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$3.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 420 simulated challenges: the $95 strike is typically first touched on day 6 of 9, at $98 (overshoots $2.57). 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)~$9531 Jul 202612d left+$1.68/sh+$838
cycle +$1,173
[+$692…+$1,162] · 100% credit
68%
surv 53%
-$16,284 NOT
cap gain +$9,098
Reliable up-and-out (highest cap still free ≥60%)~$9731 Jul 202612d left+$0.44/sh+$220
cycle +$555
[-$35…+$464] · 72% credit
70%
surv 59%
-$15,711 NOT
cap gain +$9,672
Up-and-out for even (raise the cap, free)~$9831 Jul 202612d left+$0.13/sh+$64
cycle +$399
[-$210…+$281] · 50% credit
71%
surv 62%
-$15,348 NOT
cap gain +$10,034
Max even-money escape in the band~$9831 Jul 202612d left+$0.13/sh+$64
cycle +$399
[-$210…+$281] · 50% credit
71%
surv 62%
-$15,348 NOT
cap gain +$10,034
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$1,117/mo
vs 50% target ($2,906/mo)-62%
vs normal income ($5,812/mo)19% covered
Net income (after hedge)$874/mo
Downside budget
⚠ $95 is $34 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,686
… as % of IC ($10,225)163.2%
… as % of ML ($50,225)33.2%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-25,418
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.67 collected) or spot ≥ $95.74 (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 $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-95.74
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
≥ $95.74
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 (1.3σ)$335$-17,122+$8,260+$290
+2.5%$97.37 (1.5σ)$-852$-17,079+$8,303-$897
+5%$99.75 (1.7σ)$-2,040$-17,037+$8,346-$2,085
SS (= V-bounce)$125.45 (3.8σ)$-14,890$-16,574+$8,808-$14,710
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $95): -$16,686
Total Position P&L @ SS: $-16,509 (+$8,873 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-14,710, the opportunity cost of earning $1,117/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$720, position total $-17,084 (+$8,298 vs today)
33% normal ← lean5 × $9124 Jul9d14.2%84%33%$580$1,933-$1,067$18,441
Sell 5 × $91 14.2% OTM over spot $79.70 24 Jul 2026 (9d, $1.25 mid)
= $580 credit for the 9d cycle → $1,933/mo projected
Survival (stays ≤ $91)
84%
Breach risk
16%
POP (stays ≤ $92.25)
86%
EV / mo
+$713
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.6-4.3] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~5.4 challenges expected  ·  median CC cash $4,510
🛡 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)
26%
Flat exit net (mid-life)
-$1,419
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$97 @ 76% POP
69% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.65/sh now → $4.00 mid-life (likely $4.08–$6.21)≈ $0 at expiry  |  you banked $1.16/sh, so a flat mid-life exit nets -$2.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 772 simulated challenges: the $91 strike is typically first touched on day 5 of 9, at $94 (overshoots $2.69). 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)~$9131 Jul 202612d left+$1.73/sh+$866
cycle +$1,446
[+$652…+$1,028] · 100% credit
68%
surv 53%
-$18,083 NOT
cap gain +$7,300
Reliable up-and-out (highest cap still free ≥60%)~$9331 Jul 202612d left+$0.51/sh+$253
cycle +$833
[-$67…+$338] · 65% credit
70%
surv 59%
-$17,505 NOT
cap gain +$7,878
Up-and-out for even (raise the cap, free)~$9431 Jul 202612d left+$0.20/sh+$98
cycle +$678
[-$252…+$149] · 41% credit
72%
surv 62%
-$17,142 NOT
cap gain +$8,241
Max even-money escape in the band~$9431 Jul 202612d left+$0.20/sh+$98
cycle +$678
[-$252…+$149] · 41% credit
72%
surv 62%
-$17,142 NOT
cap gain +$8,241
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9731 Jul 202612d left-$0.93/sh-$463
cycle +$117
[-$956…-$448] · 8% credit
76%
surv 69%
-$16,149 NOT
cap gain +$9,234
budget: banked $580 debit $463 (80% used ≈ 1.0 wk of income) → whole cycle still +$117 cash · rolled 5 ct earn ≈ $3,840/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$1,933/mo
vs 50% target ($2,906/mo)-33%
vs normal income ($5,812/mo)33% covered
Net income (after hedge)$1,691/mo
Downside budget
⚠ $91 is $38 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,441
… as % of IC ($10,225)180.3%
… as % of ML ($50,225)36.7%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-25,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.16 collected) or spot ≥ $92.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $90.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$90-92.25
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
≥ $92.25
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$91.00 (≤1σ, normal week)$580$-18,949+$6,433+$535
+2.5%$93.27 (1.1σ)$-557$-18,908+$6,474-$602
+5%$95.55 (1.3σ)$-1,695$-18,867+$6,515-$1,740
SS (= V-bounce)$125.45 (3.8σ)$-16,645$-18,329+$7,053-$16,465
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $91): -$18,441
Total Position P&L @ SS: $-18,264 (+$7,118 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-16,465, the opportunity cost of earning $1,933/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,475, position total $-18,839 (+$6,543 vs today)
🎯 50% normal5 × $8824 Jul9d10.4%78%37%$900$3,000$19,621
Sell 5 × $88 10.4% OTM over spot $79.70 24 Jul 2026 (9d, $1.89 mid)
= $900 credit for the 9d cycle → $3,000/mo projected
Survival (stays ≤ $88)
78%
Breach risk
22%
POP (stays ≤ $89.89)
82%
EV / mo
+$1,006
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.6-5.4] median, 0.3 mo SLOWER than no FIGHT (2.7 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 40% without)  ·  ~8.4 challenges expected  ·  median CC cash $6,992
🛡 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)
37%
Flat exit net (mid-life)
-$1,033
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$98 @ 81% POP
78% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.47/sh now → $3.87 mid-life (likely $4.23–$6.24)≈ $0 at expiry  |  you banked $1.80/sh, so a flat mid-life exit nets -$2.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,123 simulated challenges: the $88 strike is typically first touched on day 5 of 9, at $90 (overshoots $2.49). 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)~$8831 Jul 202612d left+$1.77/sh+$884
cycle +$1,784
[+$628…+$957] · 100% credit
68%
surv 53%
-$19,299 NOT
cap gain +$6,084
Reliable up-and-out (highest cap still free ≥60%)~$8931 Jul 202612d left+$0.86/sh+$431
cycle +$1,331
[+$84…+$458] · 84% credit
69%
surv 57%
-$19,078 NOT
cap gain +$6,304
Up-and-out for even (raise the cap, free)~$9131 Jul 202612d left+$0.24/sh+$119
cycle +$1,019
[-$268…+$104] · 35% credit
72%
surv 62%
-$18,354 NOT
cap gain +$7,028
Max even-money escape in the band~$9131 Jul 202612d left+$0.24/sh+$119
cycle +$1,019
[-$268…+$104] · 35% credit
72%
surv 62%
-$18,354 NOT
cap gain +$7,028
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9831 Jul 202612d left-$1.77/sh-$887
cycle +$13
[-$1,542…-$996]
81%
surv 78%
-$15,735 NOT
cap gain +$9,648
budget: banked $900 debit $887 (99% used ≈ 1.3 wk of income) → whole cycle still +$13 cash · rolled 5 ct earn ≈ $2,615/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$3,000/mo
vs 50% target ($2,906/mo)+3%
vs normal income ($5,812/mo)52% covered
Net income (after hedge)$2,758/mo
Downside budget
⚠ $88 is $41 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,621
… as % of IC ($10,225)191.9%
… as % of ML ($50,225)39.1%
Recovery months (at normal income)3.4 mo
Surgical close (5 ct)$-25,425
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.80 collected) or spot ≥ $89.89 (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 $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $87.12Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$87-89.89
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
≥ $89.89
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$88.00 (≤1σ, normal week)$900$-20,183+$5,199+$855
+2.5%$90.20 (≤1σ, normal week)$-200$-20,144+$5,239-$245
+5%$92.40 (1.1σ)$-1,300$-20,104+$5,279-$1,345
SS (= V-bounce)$125.45 (3.8σ)$-17,825$-19,509+$5,873-$17,645
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $88): -$19,621
Total Position P&L @ SS: $-19,444 (+$5,938 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-17,645, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,655, position total $-20,019 (+$5,363 vs today)
100% normal5 × $8224 Jul9d2.9%61%83%$1,775$5,917+$2,917$21,746
Sell 5 × $82 2.9% OTM over spot $79.70 24 Jul 2026 (9d, $3.72 mid)
= $1,775 credit for the 9d cycle → $5,917/mo projected
Survival (stays ≤ $82)
61%
Breach risk
39%
POP (stays ≤ $85.72)
72%
EV / mo
+$1,061
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-5.2] median  ·  49% of paths whole by 9 mo (vs 35% without)  ·  ~21.1 challenges expected  ·  median CC cash $9,692
🛡 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)
-$26
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$100 @ 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.09/sh now → $3.60 mid-life (likely $4.84–$6.69)≈ $0 at expiry  |  you banked $3.55/sh, so a flat mid-life exit nets -$0.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,028 simulated challenges: the $82 strike is typically first touched on day 3 of 9, at $85 (overshoots $2.52). 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)~$8231 Jul 202612d left+$1.82/sh+$910
cycle +$2,685
[+$584…+$763] · 100% credit
68%
surv 53%
-$21,506 NOT
cap gain +$3,877
Reliable up-and-out (highest cap still free ≥60%)~$8331 Jul 202612d left+$0.93/sh+$466
cycle +$2,241
[+$11…+$267] · 76% credit
69%
surv 57%
-$21,277 NOT
cap gain +$4,105
Up-and-out for even (raise the cap, free)~$8531 Jul 202612d left+$0.31/sh+$154
cycle +$1,929
[-$345…-$61] · 17% credit
72%
surv 62%
-$20,553 NOT
cap gain +$4,830
Max even-money escape in the band~$8531 Jul 202612d left+$0.31/sh+$154
cycle +$1,929
[-$345…-$61] · 17% credit
72%
surv 62%
-$20,553 NOT
cap gain +$4,830
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$10031 Jul 202612d left-$2.89/sh-$1,445
cycle +$330
[-$2,615…-$1,891]
91%
surv 90%
-$14,381 NOT
cap gain +$11,001
budget: banked $1,775 debit $1,445 (81% used ≈ 1.1 wk of income) → whole cycle still +$330 cash · rolled 5 ct earn ≈ $892/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$5,917/mo
vs 50% target ($2,906/mo)+104%
vs normal income ($5,812/mo)102% covered
Net income (after hedge)$5,674/mo
Downside budget
⚠ $82 is $47 below CC-SS $129.04: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,746
… as % of IC ($10,225)212.7%
… as % of ML ($50,225)43.3%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-25,470
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.89/sh (~25% of the $3.55 collected) or spot ≥ $85.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $116.93 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $81.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$81-85.72
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
≥ $85.72
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$82.00 (≤1σ, normal week)$1,775$-22,416+$2,966+$1,730
+2.5%$84.05 (≤1σ, normal week)$750$-22,379+$3,003+$705
+5%$86.10 (≤1σ, normal week)$-275$-22,342+$3,040-$320
SS (= V-bounce)$125.45 (3.8σ)$-19,950$-21,634+$3,748-$19,770
V-BOUNCE STRESS (stock → CC-SS $129.04, where you are whole again, by expiry)
Starting unrealized P&L: $-25,382
+ Fortress recovery (un-capped): +$25,559
− CC assignment net of premium (5 × $82): -$21,746
Total Position P&L @ SS: $-21,569 (+$3,813 vs today)
Do-nothing baseline at SS: $-1,799 (this trade vs do-nothing: $-19,770, the opportunity cost of earning $5,917/mo FIGHT income now)
BB-reversion stress (→ $97.11 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,780, position total $-22,144 (+$3,238 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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 27 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: 1.036 (IBKR)  |  Recovery@SS: +$25,559 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,799

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$862d17 Jul 2026$0.574/5$3,420$3,19585%87%+$1,467-$16,989166.1%$-17,207 (vs do-nothing $-15,408)
$852d17 Jul 2026$0.793/5$3,555$3,34681%84%+$1,499-$12,975126.9%$-13,589 (vs do-nothing $-11,790)
$889d24 Jul 2026$1.805/5$3,000$2,75878%82%+$1,006-$19,621191.9%$-19,444 (vs do-nothing $-17,645)
$842d17 Jul 2026$0.982/5$2,940$2,74877%81%+$1,044-$8,81286.2%$-9,821 (vs do-nothing $-8,022)
$879d24 Jul 2026$2.025/5$3,367$3,12475%80%+$1,032-$20,011195.7%$-19,834 (vs do-nothing $-18,035)
$869d24 Jul 2026$2.264/5$3,013$2,78873%79%+$834-$16,313159.5%$-16,531 (vs do-nothing $-14,732)
$8816d31 Jul 2026$3.105/5$2,906$2,66473%79%+$666-$18,971185.5%$-18,794 (vs do-nothing $-16,995)
$8716d31 Jul 2026$3.355/5$3,141$2,89871%77%+$650-$19,346189.2%$-19,169 (vs do-nothing $-17,370)
$859d24 Jul 2026$2.584/5$3,440$3,21570%77%+$906-$16,585162.2%$-16,803 (vs do-nothing $-15,004)
$82.502d17 Jul 2026$1.412/5$4,230$4,03869%76%+$1,243-$9,02688.3%$-10,035 (vs do-nothing $-8,236)
$8616d31 Jul 2026$3.605/5$3,375$3,13369%76%+$612-$19,721192.9%$-19,544 (vs do-nothing $-17,745)
$849d24 Jul 2026$2.894/5$3,853$3,62867%75%+$919-$16,861164.9%$-17,079 (vs do-nothing $-15,280)
$8516d31 Jul 2026$3.855/5$3,609$3,36766%75%+$549-$20,096196.5%$-19,919 (vs do-nothing $-18,120)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$8416d31 Jul 2026$4.154/5$3,113$2,88764%74%+$407-$16,357160.0%$-16,575 (vs do-nothing $-14,776)
$839d24 Jul 2026$3.153/5$3,150$2,94164%73%+$612-$12,867125.8%$-13,481 (vs do-nothing $-11,682)
$8316d31 Jul 2026$4.754/5$3,562$3,33762%73%+$579-$16,517161.5%$-16,735 (vs do-nothing $-14,936)
$829d24 Jul 2026$3.553/5$3,550$3,34161%72%+$636-$13,047127.6%$-13,661 (vs do-nothing $-11,862)
$812d17 Jul 2026$1.951/5$2,925$2,75060%72%+$666-$4,60945.1%$-6,013 (vs do-nothing $-4,214)
$8216d31 Jul 2026$5.054/5$3,788$3,56260%71%+$505-$16,797164.3%$-17,015 (vs do-nothing $-15,216)
$819d24 Jul 2026$3.953/5$3,950$3,74157%70%+$621-$13,227129.4%$-13,841 (vs do-nothing $-12,042)
$8116d31 Jul 2026$5.353/5$3,009$2,80157%70%+$307-$12,807125.3%$-13,421 (vs do-nothing $-11,622)
$8016d31 Jul 2026$6.203/5$3,488$3,27955%69%+$527-$12,852125.7%$-13,466 (vs do-nothing $-11,667)
$809d24 Jul 2026$4.353/5$4,350$4,14154%68%+$564-$13,407131.1%$-14,021 (vs do-nothing $-12,222)
$802d17 Jul 2026$2.391/5$3,585$3,41053%69%+$677-$4,66545.6%$-6,069 (vs do-nothing $-4,270)
$7916d31 Jul 2026$6.503/5$3,656$3,44852%68%+$422-$13,062127.7%$-13,676 (vs do-nothing $-11,877)
$799d24 Jul 2026$4.852/5$3,233$3,04250%67%+$377-$9,03888.4%$-10,047 (vs do-nothing $-8,248)
$792d17 Jul 2026$2.871/5$4,305$4,13047%66%+$631-$4,71746.1%$-6,121 (vs do-nothing $-4,322)

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  |  2026-07-15 21:39