FORTRESS FIGHT: CRWV @ $75.04

BE SS: $125.45  |  CC-SS: $129.01  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

CRWV @ $75.04   UNDERWATER $50.41 (40.2% below BE SS)

5 contracts (500 sh)  |  BE SS: $125.45  |  CC-SS: $129.01 (banked floor $126.48)  |  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$5,410/mo95% ann ROI on ML
Hedge rolling cost$267/mo
Unrealized P&L$-27,732fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,705/mo
HEDGE COVER
$267/mo
NORMAL INCOME
$5,410/mo (ATM CC, chain)
IC VELOCITY
1.9 mo to earn back $10,225
ML VELOCITY
9.3 mo to earn back $50,225
Deep drawdown confirmed: a CC at CC-SS $129.01 (probe: $129C 15d) brings only $10/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)
$26,421
was $27,732 · 5% earned back
Cycles closed
10
Credit in flight
$0
CC-SS · banked floor (info)
$129.01 → $126.48
? 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 14 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 33 · %B 13 · hist falling (nightly)
LEVELS20W MA (bounce target) $97.02 (+29%) · daily UBB $117.46 · 1-wk expected move ±$10 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 5 contracts at $83 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($2,705/mo); it brings $2,906/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 × $78/8d for $5,569/mo, but breach risk rises to 36% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $100/8d (98% survival, $281/mo).
Downside anchor: the primary mortgages $22,229 (217% of IC) ONLY on a full V-bounce all the way to SS $125, recoverable in 4.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-27,778 and cuts bleed by $267/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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 5 × $83, 79% survival, $2,906/mo (E[net] $689/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d5 × $8379%$2,906$689

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $689/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $83 (primary), 79% survival, breach 21%, $2,906/mo.
⚖️ Worth a safer step: the $86 rung (33% normal) lifts survival to 85% (breach 21% → 15%) for $1,031/mo less (35% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $86 rung, unless you need the income to cover the hedge bleed, or you expect CRWV to stay flat-to-down near term.
CRWV  spot $75.04 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $10024 Jul8d33.3%98%5%$75$281-$2,625$14,429
Sell 5 × $100 33.3% OTM over spot $75.04 24 Jul 2026 (8d, $0.18 mid)
= $75 credit for the 8d cycle → $281/mo projected
Survival (stays ≤ $100)
98%
Breach risk
2%
POP (stays ≤ $100.18)
98%
EV / mo
+$193
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.8-5.3] median  ·  39% of paths whole by 9 mo (vs 38% without)  ·  ~0.8 challenges expected  ·  median CC cash $-444
🛡 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)
2%
Flat exit net (mid-life)
-$2,130
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$107 @ 74% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.23/sh now → $4.41 mid-life (likely $2.67–$4.89)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$4.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 54 simulated challenges: the $100 strike is typically first touched on day 7 of 8, at $102 (overshoots $2.43). 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)~$10031 Jul 202611d left+$0.93/sh+$467
cycle +$542
[+$498…+$1,121] · 91% credit
67%
surv 53%
-$14,312 NOT
cap gain +$13,421
Max even-money escape in the band~$1067 Aug 202618d left+$0.26/sh+$130
cycle +$205
[+$81…+$835] · 78% credit
73%
surv 66%
-$11,572 NOT
cap gain +$16,160
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)~$10231 Jul 202611d left+$0.02/sh+$11
cycle +$86
[+$10…+$650] · 76% credit
70%
surv 58%
-$13,756 NOT
cap gain +$13,976
Reliable up-and-out (highest cap still free ≥60%)~$1077 Aug 202618d left-$0.10/sh-$52
cycle +$23
[-$110…+$651] · 67% credit
74%
surv 67%
-$11,239 NOT
cap gain +$16,494
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$281/mo
vs 50% target ($2,705/mo)-90%
vs normal income ($5,410/mo)5% covered
Net income (after hedge)$14/mo
Downside budget
⚠ $100 is $29 below CC-SS $129.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,429
… as % of IC ($10,225)141.1%
… as % of ML ($50,225)28.7%
Recovery months (at normal income)2.7 mo
Surgical close (5 ct)$-27,748
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 $0.15 collected) or spot ≥ $100.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $100)); NOT the premium you collected. Momentum override: two daily closes above $117.46 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$99-100.18
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
≥ $100.18
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$100.00 (2.4σ)$75$-14,778+$12,954+$60
+2.5%$102.50 (2.6σ)$-1,175$-14,738+$12,994-$1,190
+5%$105.00 (2.9σ)$-2,425$-14,698+$13,034-$2,440
SS (= V-bounce)$125.45 (4.8σ)$-12,650$-14,371+$13,362-$12,440
V-BOUNCE STRESS (stock → CC-SS $129.01, where you are whole again, by expiry)
Starting unrealized P&L: $-27,732
+ Fortress recovery (un-capped): +$27,847
− CC assignment net of premium (5 × $100): -$14,429
Total Position P&L @ SS: $-14,314 (+$13,418 vs today)
Do-nothing baseline at SS: $-1,874 (this trade vs do-nothing: $-12,440, the opportunity cost of earning $281/mo FIGHT income now)
BB-reversion stress (→ $97.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,391 (+$11,342 vs today)
🛡 safe yield5 × $8924 Jul8d18.6%90%20%$315$1,181-$1,725$19,689
Sell 5 × $89 18.6% OTM over spot $75.04 24 Jul 2026 (8d, $0.70 mid)
= $315 credit for the 8d cycle → $1,181/mo projected
Survival (stays ≤ $89)
90%
Breach risk
10%
POP (stays ≤ $89.70)
91%
EV / mo
+$558
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.0 mo [1.7-4.9] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 37% without)  ·  ~3.7 challenges expected  ·  median CC cash $2,730
🛡 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)
15%
Flat exit net (mid-life)
-$1,648
Free roll-up
+$3/wk
Safest escape (by 7 Aug 2026)
$99 @ 79% POP
73% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.55/sh now → $3.93 mid-life (likely $3.47–$5.47)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$3.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 451 simulated challenges: the $89 strike is typically first touched on day 5 of 8, at $91 (overshoots $2.37). 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)~$8931 Jul 202611d left+$1.17/sh+$584
cycle +$899
[+$375…+$884] · 94% credit
67%
surv 53%
-$19,631 NOT
cap gain +$8,102
Reliable up-and-out (highest cap still free ≥60%)~$957 Aug 202618d left+$0.44/sh+$220
cycle +$535
[-$138…+$487] · 65% credit
74%
surv 66%
-$16,919 NOT
cap gain +$10,813
Up-and-out for even (raise the cap, free)~$9231 Jul 202611d left+$0.05/sh+$27
cycle +$342
[-$246…+$280] · 51% credit
72%
surv 61%
-$18,659 NOT
cap gain +$9,073
Max even-money escape in the band~$967 Aug 202618d left+$0.09/sh+$43
cycle +$358
[-$348…+$292] · 47% credit
75%
surv 68%
-$16,580 NOT
cap gain +$11,153
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$997 Aug 202618d left-$0.24/sh-$119
cycle +$196
[-$513…+$97] · 33% credit
79%
surv 73%
-$15,194 NOT
cap gain +$12,538
budget: banked $315 debit $119 (38% used ≈ 0.4 wk of income) → whole cycle still +$196 cash · rolled 5 ct earn ≈ $3,072/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$1,181/mo
vs 50% target ($2,705/mo)-56%
vs normal income ($5,410/mo)22% covered
Net income (after hedge)$914/mo
Downside budget
⚠ $89 is $40 below CC-SS $129.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,689
… as % of IC ($10,225)192.6%
… as % of ML ($50,225)39.2%
Recovery months (at normal income)3.6 mo
Surgical close (5 ct)$-27,768
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.63 collected) or spot ≥ $89.70 (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 $117.46 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $88.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$88-89.70
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $89.70
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$89.00 (1.3σ)$315$-20,214+$7,518+$300
+2.5%$91.22 (1.5σ)$-797$-20,179+$7,554-$812
+5%$93.45 (1.8σ)$-1,910$-20,143+$7,590-$1,925
SS (= V-bounce)$125.45 (4.8σ)$-17,910$-19,631+$8,102-$17,700
V-BOUNCE STRESS (stock → CC-SS $129.01, where you are whole again, by expiry)
Starting unrealized P&L: $-27,732
+ Fortress recovery (un-capped): +$27,847
− CC assignment net of premium (5 × $89): -$19,689
Total Position P&L @ SS: $-19,574 (+$8,158 vs today)
Do-nothing baseline at SS: $-1,874 (this trade vs do-nothing: $-17,700, the opportunity cost of earning $1,181/mo FIGHT income now)
BB-reversion stress (→ $97.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,695, position total $-20,086 (+$7,647 vs today)
33% normal ← lean5 × $8624 Jul8d14.6%85%30%$500$1,875-$1,031$21,004
Sell 5 × $86 14.6% OTM over spot $75.04 24 Jul 2026 (8d, $1.07 mid)
= $500 credit for the 8d cycle → $1,875/mo projected
Survival (stays ≤ $86)
85%
Breach risk
15%
POP (stays ≤ $87.08)
87%
EV / mo
+$795
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [1.8-5.4] median, 0.2 mo faster than no FIGHT (3.6 mo)  ·  40% of paths whole by 9 mo (vs 34% without)  ·  ~6.1 challenges expected  ·  median CC cash $4,864
🛡 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)
22%
Flat exit net (mid-life)
-$1,396
Free roll-up
+$3/wk
Safest escape (by 7 Aug 2026)
$98 @ 81% POP
77% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.36/sh now → $3.79 mid-life (likely $3.59–$5.87)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 669 simulated challenges: the $86 strike is typically first touched on day 5 of 8, at $88 (overshoots $2.45). 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 202611d left+$1.22/sh+$608
cycle +$1,108
[+$323…+$839] · 94% credit
67%
surv 53%
-$20,969 NOT
cap gain +$6,764
Reliable up-and-out (highest cap still free ≥60%)~$917 Aug 202618d left+$0.73/sh+$363
cycle +$863
[-$99…+$527] · 68% credit
73%
surv 65%
-$18,654 NOT
cap gain +$9,078
Up-and-out for even (raise the cap, free)~$8931 Jul 202611d left+$0.11/sh+$54
cycle +$554
[-$309…+$190] · 42% credit
72%
surv 62%
-$19,996 NOT
cap gain +$7,736
Max even-money escape in the band~$937 Aug 202618d left+$0.12/sh+$61
cycle +$561
[-$462…+$209] · 39% credit
75%
surv 68%
-$17,925 NOT
cap gain +$9,807
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$987 Aug 202618d left-$0.99/sh-$494
cycle +$6
[-$1,118…-$380] · 10% credit
81%
surv 77%
-$15,899 NOT
cap gain +$11,833
budget: banked $500 debit $494 (99% used ≈ 1.1 wk of income) → whole cycle still +$6 cash · rolled 5 ct earn ≈ $2,338/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 ($2,705/mo)-31%
vs normal income ($5,410/mo)35% covered
Net income (after hedge)$1,608/mo
Downside budget
⚠ $86 is $43 below CC-SS $129.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,004
… as % of IC ($10,225)205.4%
… as % of ML ($50,225)41.8%
Recovery months (at normal income)3.9 mo
Surgical close (5 ct)$-27,770
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $87.08 (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 $117.46 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $85.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$85-87.08
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $87.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$86.00 (1.0σ)$500$-21,577+$6,155+$485
+2.5%$88.15 (1.2σ)$-575$-21,543+$6,190-$590
+5%$90.30 (1.5σ)$-1,650$-21,508+$6,224-$1,665
SS (= V-bounce)$125.45 (4.8σ)$-19,225$-20,946+$6,787-$19,015
V-BOUNCE STRESS (stock → CC-SS $129.01, where you are whole again, by expiry)
Starting unrealized P&L: $-27,732
+ Fortress recovery (un-capped): +$27,847
− CC assignment net of premium (5 × $86): -$21,004
Total Position P&L @ SS: $-20,889 (+$6,843 vs today)
Do-nothing baseline at SS: $-1,874 (this trade vs do-nothing: $-19,015, the opportunity cost of earning $1,875/mo FIGHT income now)
BB-reversion stress (→ $97.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,010, position total $-21,401 (+$6,332 vs today)
🎯 50% normal5 × $8324 Jul8d10.6%79%32%$775$2,906$22,229
Sell 5 × $83 10.6% OTM over spot $75.04 24 Jul 2026 (8d, $1.64 mid)
= $775 credit for the 8d cycle → $2,906/mo projected
Survival (stays ≤ $83)
79%
Breach risk
21%
POP (stays ≤ $84.64)
83%
EV / mo
+$1,057
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.8-5.2] median  ·  46% of paths whole by 9 mo (vs 36% without)  ·  ~8.8 challenges expected  ·  median CC cash $6,637
🛡 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)
32%
Flat exit net (mid-life)
-$1,055
Free roll-up
+$3/wk
Safest escape (by 7 Aug 2026)
$98 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.17/sh now → $3.66 mid-life (likely $3.76–$5.83)≈ $0 at expiry  |  you banked $1.55/sh, so a flat mid-life exit nets -$2.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 969 simulated challenges: the $83 strike is typically first touched on day 4 of 8, at $85 (overshoots $2.21). 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)~$8331 Jul 202611d left+$1.26/sh+$630
cycle +$1,405
[+$313…+$729] · 94% credit
67%
surv 53%
-$22,220 NOT
cap gain +$5,512
Reliable up-and-out (highest cap still free ≥60%)~$887 Aug 202618d left+$0.75/sh+$375
cycle +$1,150
[-$128…+$435] · 64% credit
73%
surv 65%
-$19,916 NOT
cap gain +$7,817
Up-and-out for even (raise the cap, free)~$8631 Jul 202611d left+$0.15/sh+$77
cycle +$852
[-$321…+$126] · 36% credit
72%
surv 62%
-$21,246 NOT
cap gain +$6,487
Max even-money escape in the band~$907 Aug 202618d left+$0.15/sh+$75
cycle +$850
[-$486…+$103] · 32% credit
75%
surv 69%
-$19,184 NOT
cap gain +$8,549
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$987 Aug 202618d left-$1.52/sh-$760
cycle +$15
[-$1,496…-$784] · 3% credit
84%
surv 81%
-$15,891 NOT
cap gain +$11,842
budget: banked $775 debit $760 (98% used ≈ 1.1 wk of income) → whole cycle still +$15 cash · rolled 5 ct earn ≈ $1,784/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$2,906/mo
vs 50% target ($2,705/mo)+7%
vs normal income ($5,410/mo)54% covered
Net income (after hedge)$2,639/mo
Downside budget
⚠ $83 is $46 below CC-SS $129.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,229
… as % of IC ($10,225)217.4%
… as % of ML ($50,225)44.3%
Recovery months (at normal income)4.1 mo
Surgical close (5 ct)$-27,778
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.55 collected) or spot ≥ $84.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $83)); NOT the premium you collected. Momentum override: two daily closes above $117.46 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $82.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$82-84.64
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
≥ $84.64
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$83.00 (≤1σ, normal week)$775$-22,850+$4,882+$760
+2.5%$85.07 (≤1σ, normal week)$-262$-22,817+$4,916-$277
+5%$87.15 (1.2σ)$-1,300$-22,784+$4,949-$1,315
SS (= V-bounce)$125.45 (4.8σ)$-20,450$-22,171+$5,562-$20,240
V-BOUNCE STRESS (stock → CC-SS $129.01, where you are whole again, by expiry)
Starting unrealized P&L: $-27,732
+ Fortress recovery (un-capped): +$27,847
− CC assignment net of premium (5 × $83): -$22,229
Total Position P&L @ SS: $-22,114 (+$5,618 vs today)
Do-nothing baseline at SS: $-1,874 (this trade vs do-nothing: $-20,240, the opportunity cost of earning $2,906/mo FIGHT income now)
BB-reversion stress (→ $97.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,235, position total $-22,626 (+$5,107 vs today)
100% normal5 × $7824 Jul8d3.9%64%76%$1,485$5,569+$2,662$24,019
Sell 5 × $78 3.9% OTM over spot $75.04 24 Jul 2026 (8d, $3.19 mid)
= $1,485 credit for the 8d cycle → $5,569/mo projected
Survival (stays ≤ $78)
64%
Breach risk
36%
POP (stays ≤ $81.19)
74%
EV / mo
+$1,333
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [1.7-5.0] median, 0.2 mo SLOWER than no FIGHT (3.1 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 37% without)  ·  ~19.6 challenges expected  ·  median CC cash $9,613
🛡 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)
62%
Flat exit net (mid-life)
-$235
Free roll-up
+$3/wk
Safest escape (by 7 Aug 2026)
$103 @ 92% POP
91% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.86/sh now → $3.44 mid-life (likely $4.40–$6.23)≈ $0 at expiry  |  you banked $2.97/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,859 simulated challenges: the $78 strike is typically first touched on day 3 of 8, at $80 (overshoots $2.23). 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)~$7831 Jul 202611d left+$1.32/sh+$659
cycle +$2,144
[+$235…+$515] · 93% credit
67%
surv 53%
-$24,061 NOT
cap gain +$3,671
Reliable up-and-out (highest cap still free ≥60%)~$827 Aug 202618d left+$1.21/sh+$605
cycle +$2,090
[-$0…+$378] · 75% credit
72%
surv 63%
-$22,072 NOT
cap gain +$5,661
Up-and-out for even (raise the cap, free)~$8131 Jul 202611d left+$0.22/sh+$109
cycle +$1,594
[-$402…-$78] · 17% credit
72%
surv 62%
-$23,084 NOT
cap gain +$4,648
Max even-money escape in the band~$857 Aug 202618d left+$0.18/sh+$92
cycle +$1,577
[-$624…-$162] · 14% credit
76%
surv 69%
-$21,037 NOT
cap gain +$6,695
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1037 Aug 202618d left-$2.46/sh-$1,231
cycle +$254
[-$2,332…-$1,614]
92%
surv 91%
-$13,072 NOT
cap gain +$14,660
budget: banked $1,485 debit $1,231 (83% used ≈ 1.0 wk of income) → whole cycle still +$254 cash · rolled 5 ct earn ≈ $814/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$5,569/mo
vs 50% target ($2,705/mo)+106%
vs normal income ($5,410/mo)103% covered
Net income (after hedge)$5,302/mo
Downside budget
⚠ $78 is $51 below CC-SS $129.01: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,019
… as % of IC ($10,225)234.9%
… as % of ML ($50,225)47.8%
Recovery months (at normal income)4.4 mo
Surgical close (5 ct)$-27,840
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.97 collected) or spot ≥ $81.19 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $117.46 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $77.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$77-81.19
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
≥ $81.19
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$78.00 (≤1σ, normal week)$1,485$-24,720+$3,012+$1,470
+2.5%$79.95 (≤1σ, normal week)$510$-24,689+$3,044+$495
+5%$81.90 (≤1σ, normal week)$-465$-24,658+$3,075-$480
SS (= V-bounce)$125.45 (4.8σ)$-22,240$-23,961+$3,772-$22,030
V-BOUNCE STRESS (stock → CC-SS $129.01, where you are whole again, by expiry)
Starting unrealized P&L: $-27,732
+ Fortress recovery (un-capped): +$27,847
− CC assignment net of premium (5 × $78): -$24,019
Total Position P&L @ SS: $-23,904 (+$3,828 vs today)
Do-nothing baseline at SS: $-1,874 (this trade vs do-nothing: $-22,030, the opportunity cost of earning $5,569/mo FIGHT income now)
BB-reversion stress (→ $97.02 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,025, position total $-24,416 (+$3,317 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 4-45 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: 1.032 (IBKR)  |  Recovery@SS: +$27,847 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,874

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$838d24 Jul 2026$1.555/5$2,906$2,63979%83%+$1,057-$22,229217.4%$-22,114 (vs do-nothing $-20,240)
$828d24 Jul 2026$1.785/5$3,338$3,07076%81%+$1,138-$22,614221.2%$-22,499 (vs do-nothing $-20,625)
$818d24 Jul 2026$2.034/5$3,045$2,78473%79%+$959-$18,391179.9%$-18,674 (vs do-nothing $-16,800)
$8315d31 Jul 2026$2.855/5$2,850$2,58373%79%+$726-$21,579211.0%$-21,464 (vs do-nothing $-19,590)
$8215d31 Jul 2026$3.005/5$3,000$2,73371%78%+$618-$22,004215.2%$-21,889 (vs do-nothing $-20,015)
$808d24 Jul 2026$2.364/5$3,540$3,27970%78%+$1,077-$18,659182.5%$-18,942 (vs do-nothing $-17,068)
$8115d31 Jul 2026$3.105/5$3,100$2,83369%77%+$475-$22,454219.6%$-22,339 (vs do-nothing $-20,465)
$8222d7 Aug 2026$4.105/5$2,795$2,52869%77%+$380-$21,454209.8%$-21,339 (vs do-nothing $-19,465)
$798d24 Jul 2026$2.623/5$2,948$2,69267%76%+$776-$14,216139.0%$-14,897 (vs do-nothing $-13,023)
$8122d7 Aug 2026$4.455/5$3,034$2,76767%76%+$410-$21,779213.0%$-21,664 (vs do-nothing $-19,790)
$8015d31 Jul 2026$3.554/5$2,840$2,57967%75%+$461-$18,183177.8%$-18,466 (vs do-nothing $-16,592)
$8022d7 Aug 2026$4.705/5$3,205$2,93765%75%+$356-$22,154216.7%$-22,039 (vs do-nothing $-20,165)
$7915d31 Jul 2026$3.704/5$2,960$2,69964%74%+$351-$18,523181.2%$-18,806 (vs do-nothing $-16,932)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$788d24 Jul 2026$2.973/5$3,341$3,08664%74%+$800-$14,411140.9%$-15,092 (vs do-nothing $-13,218)
$7922d7 Aug 2026$5.154/5$2,809$2,54863%74%+$339-$17,943175.5%$-18,226 (vs do-nothing $-16,352)
$7815d31 Jul 2026$4.354/5$3,480$3,21962%73%+$583-$18,663182.5%$-18,946 (vs do-nothing $-17,072)
$7822d7 Aug 2026$5.504/5$3,000$2,73961%73%+$325-$18,203178.0%$-18,486 (vs do-nothing $-16,612)
$778d24 Jul 2026$3.353/5$3,769$3,51460%72%+$810-$14,597142.8%$-15,278 (vs do-nothing $-13,404)
$7715d31 Jul 2026$4.553/5$2,730$2,47559%72%+$324-$14,237139.2%$-14,918 (vs do-nothing $-13,044)
$7722d7 Aug 2026$5.854/5$3,191$2,93059%72%+$297-$18,463180.6%$-18,746 (vs do-nothing $-16,872)
$7622d7 Aug 2026$6.204/5$3,382$3,12157%71%+$256-$18,723183.1%$-19,006 (vs do-nothing $-17,132)
$7615d31 Jul 2026$5.003/5$3,000$2,74556%70%+$341-$14,402140.9%$-15,083 (vs do-nothing $-13,209)
$768d24 Jul 2026$3.603/5$4,050$3,79556%70%+$623-$14,822145.0%$-15,503 (vs do-nothing $-13,629)
$7522d7 Aug 2026$6.803/5$2,782$2,52755%70%+$252-$14,162138.5%$-14,843 (vs do-nothing $-12,969)
$7515d31 Jul 2026$5.453/5$3,270$3,01554%69%+$292-$14,567142.5%$-15,248 (vs do-nothing $-13,374)
$758d24 Jul 2026$4.252/5$3,188$2,93853%69%+$556-$9,95197.3%$-11,030 (vs do-nothing $-9,156)
$748d24 Jul 2026$4.702/5$3,525$3,27649%67%+$512-$10,06198.4%$-11,140 (vs do-nothing $-9,266)

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  |  2026-07-16 21:38