FORTRESS FIGHT: CRWV @ $66.44

BE SS: $125.45  |  CC-SS: $129.74  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-29 21:41

CRWV @ $66.44   UNDERWATER $59.01 (47.0% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
CRWV reports 2026-08-12 (Wed), in 14 days. The recommended CC (2d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-08-12.

5 contracts (500 sh)  |  BE SS: $125.45  |  CC-SS: $129.74 (banked floor $129.16)  |  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$5,728/mo95% ann ROI on ML
Hedge rolling cost$376/mo
Unrealized P&L$-32,468fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,864/mo
HEDGE COVER
$376/mo
NORMAL INCOME
$5,728/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $10,225
ML VELOCITY
8.8 mo to earn back $50,225
Deep drawdown confirmed: a CC at CC-SS $129.74 (probe: $130C 16d) brings only $28/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
$301
Hole (after banked)
$32,167
was $32,468 · 1% earned back
Cycles closed
15
Credit in flight
$1,602
CC-SS · banked floor (info)
$129.74 → $129.16
? 4 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
5x $97C 7 Aug 2026U13190865$3.20$1,6022026-07-22
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 6 (live) · RSI 39 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 30 · %B 11 · hist falling (nightly)
LEVELS20W MA (bounce target) $96.01 (+45%) · daily UBB $93.34 · 1-wk expected move ±$10 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-12: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $75 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($2,864/mo); it brings $2,940/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 × $72/2d for $7,125/mo, but breach risk rises to 15% (+9pp 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 × $84/2d (98% survival, $420/mo).
Downside anchor: the primary mortgages $21,699 (212% of IC) ONLY on a full V-bounce all the way to SS $125, recoverable in 3.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-25,986 and cuts bleed by $301/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 · 31 Jul 2026 (2d) · sell 4 × $75, 94% survival, $2,940/mo (E[net] $2,641/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆31 Jul 2026 · 2d4 × $7594%$2,940$2,641
NEXT FRIDAY7 Aug 2026 · 9d5 × $7476%$3,233$395
E[net] arithmetic on the grand pick: keep $196 with probability 94%; on the 6% touch you roll, paying $971 to close and taking $855 back from the best priced door (net cash $117) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 31 Jul 2026 · 2d · E[net] $2,641/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $75 (50% normal), 94% survival, breach 6%, $2,940/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $77 rung (33% normal) lifts survival to 97% (breach 6% → 3%) for $840/mo less (29% income) buys safety you do not really need here.
CRWV  spot $66.44 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $8431 Jul2d26.4%98%hist 100%3%hist 1%+2pp$28$420-$2,520$18,267
Sell 4 × $84 26.4% OTM over spot $66.44 31 Jul 2026 (2d, $0.10 mid)
= $28 credit for the 2d cycle → $420/mo projected
Survival (stays ≤ $84)
98%
Breach risk
2%
POP (stays ≤ $84.10)
99%
EV / mo
+$331
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
37% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-83/mo
median; plan ~$-57/mo after 68% keep · $-734 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.5-4.2], measured ONLY among the 37% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,060
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$104 @ 85% POP
83% 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: $3.85/sh now → $2.72 mid-life → ≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$2.65/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)~$847 Aug 20268d left+$2.13/sh+$853
cycle +$881
67%
surv 53%
-$22,741 NOT
cap gain +$9,726
Up-and-out for even (raise the cap, free)~$907 Aug 20268d left+$0.04/sh+$17
cycle +$45
76%
surv 70%
-$20,777 NOT
cap gain +$11,690
Max even-money escape in the band~$10421 Aug 202622d left+$0.06/sh+$22
cycle +$50
85%
surv 83%
-$13,723 NOT
cap gain +$18,744
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$420/mo
vs 50% target ($2,864/mo)-85%
vs normal income ($5,728/mo)7% covered
Net income (after hedge)$51/mo
Downside budget
⚠ $84 is $46 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,267
… as % of IC ($10,225)178.6%
… as % of ML ($50,225)36.4%
Recovery months (at normal income)3.2 mo
Surgical close (4 ct)$-25,986
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $84.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $84)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $83.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$83-84.10
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
≥ $84.10
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$84.00 (3.2σ)$28$-23,594+$8,873+$12
+2.5%$86.10 (3.6σ)$-812$-23,377+$9,091-$828
+5%$88.20 (4.0σ)$-1,652$-23,159+$9,308-$1,668
SS (= V-bounce)$125.45 (10.9σ)$-16,552$-19,349+$13,119-$16,388
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (4 × $84): -$18,267
− Conservative CC assignment net of premium (1 × $125): -$470
Total Position P&L @ SS: $-19,334 (+$13,134 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-16,388, the opportunity cost of earning $420/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,776, position total $-22,351 (+$10,116 vs today)
33% normal5 × $7731 Jul2d15.9%97%hist 100%7%hist 1%+5pp$140$2,100-$840$26,228
Sell 5 × $77 15.9% OTM over spot $66.44 31 Jul 2026 (2d, $0.33 mid)
= $140 credit for the 2d cycle → $2,100/mo projected
Survival (stays ≤ $77)
97%
Breach risk
3%
POP (stays ≤ $77.33)
97%
EV / mo
+$1,872
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
35% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$550/mo
median; plan ~$374/mo after 68% keep · $3,096 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.7-5.2], measured ONLY among the 35% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,106
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$98 @ 87% POP
85% 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: $3.53/sh now → $2.49 mid-life (likely $2.49–$4.19)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$2.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 81 simulated challenges: the $77 strike is typically first touched on day 2 of 2, at $79 (overshoots $1.89). 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)~$777 Aug 20268d left+$2.14/sh+$1,070
cycle +$1,210
[+$761…+$1,153] · 93% credit
67%
surv 53%
-$25,940 NOT
cap gain +$6,527
Reliable up-and-out (highest cap still free ≥60%)~$9321 Aug 202622d left+$0.77/sh+$386
cycle +$526
[-$196…+$422] · 63% credit
83%
surv 79%
-$18,790 NOT
cap gain +$13,678
Up-and-out for even (raise the cap, free)~$837 Aug 20268d left+$0.08/sh+$40
cycle +$180
[-$479…+$51] · 35% credit
77%
surv 70%
-$24,171 NOT
cap gain +$8,296
Max even-money escape in the band~$9721 Aug 202622d left+$0.03/sh+$13
cycle +$153
[-$625…+$34] · 28% credit
86%
surv 84%
-$17,149 NOT
cap gain +$15,319
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9821 Aug 202622d left-$0.20/sh-$101
cycle +$39
[-$759…-$85] · 21% credit
87%
surv 85%
-$16,508 NOT
cap gain +$15,959
budget: banked $140 debit $101 (72% used ≈ 0.2 wk of income) → whole cycle still +$39 cash · rolled 5 ct earn ≈ $1,561/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$2,100/mo
vs 50% target ($2,864/mo)-27%
vs normal income ($5,728/mo)37% covered
Net income (after hedge)$1,724/mo
Downside budget
⚠ $77 is $53 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,228
… as % of IC ($10,225)256.5%
… as % of ML ($50,225)52.2%
Recovery months (at normal income)4.6 mo
Surgical close (5 ct)$-32,490
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $77.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-77.33
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
≥ $77.33
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (1.9σ)$140$-27,011+$5,457+$120
+2.5%$78.92 (2.3σ)$-822$-27,004+$5,464-$842
+5%$80.85 (2.6σ)$-1,785$-26,997+$5,470-$1,805
SS (= V-bounce)$125.45 (10.9σ)$-24,085$-26,841+$5,627-$23,880
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $77): -$26,228
Total Position P&L @ SS: $-26,826 (+$5,642 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-23,880, the opportunity cost of earning $2,100/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,365, position total $-26,944 (+$5,523 vs today)
🎯 50% normal4 × $7531 Jul2d12.9%94%hist 100%13%hist 5%+7pp$196$2,940$21,699
Sell 4 × $75 12.9% OTM over spot $66.44 31 Jul 2026 (2d, $0.52 mid)
= $196 credit for the 2d cycle → $2,940/mo projected
Survival (stays ≤ $75)
94%
Breach risk
6%
POP (stays ≤ $75.52)
95%
EV / mo
+$2,454
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
38% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,157/mo
median; plan ~$787/mo after 68% keep · $7,323 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [1.9-5.5], measured ONLY among the 38% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$775
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$96 @ 87% POP
85% 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: $3.43/sh now → $2.43 mid-life (likely $2.55–$5.17)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$1.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 191 simulated challenges: the $75 strike is typically first touched on day 2 of 2, at $77 (overshoots $2.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$757 Aug 20268d left+$2.14/sh+$855
cycle +$1,051
[+$403…+$887] · 87% credit
68%
surv 53%
-$27,103 NOT
cap gain +$5,365
Reliable up-and-out (highest cap still free ≥60%)~$8821 Aug 202622d left+$1.28/sh+$511
cycle +$707
[-$231…+$510] · 66% credit
81%
surv 76%
-$21,122 NOT
cap gain +$11,345
Up-and-out for even (raise the cap, free)~$817 Aug 20268d left+$0.08/sh+$34
cycle +$230
[-$646…+$11] · 27% credit
77%
surv 71%
-$25,124 NOT
cap gain +$7,343
Max even-money escape in the band~$9521 Aug 202622d left+$0.01/sh+$5
cycle +$201
[-$849…-$17] · 23% credit
86%
surv 84%
-$18,104 NOT
cap gain +$14,363
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9621 Aug 202622d left-$0.21/sh-$85
cycle +$111
[-$961…-$112] · 16% credit
87%
surv 85%
-$17,439 NOT
cap gain +$15,028
budget: banked $196 debit $85 (43% used ≈ 0.1 wk of income) → whole cycle still +$111 cash · rolled 4 ct earn ≈ $1,208/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$2,940/mo
vs 50% target ($2,864/mo)+3%
vs normal income ($5,728/mo)51% covered
Net income (after hedge)$2,571/mo
Downside budget
⚠ $75 is $55 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,699
… as % of IC ($10,225)212.2%
… as % of ML ($50,225)43.2%
Recovery months (at normal income)3.8 mo
Surgical close (4 ct)$-25,986
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $75.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $74.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$74-75.52
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
≥ $75.52
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$75.00 (1.6σ)$196$-27,958+$4,510+$180
+2.5%$76.88 (1.9σ)$-554$-27,763+$4,704-$570
+5%$78.75 (2.3σ)$-1,304$-27,569+$4,898-$1,320
SS (= V-bounce)$125.45 (10.9σ)$-19,984$-22,781+$9,687-$19,820
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (4 × $75): -$21,699
− Conservative CC assignment net of premium (1 × $125): -$470
Total Position P&L @ SS: $-22,766 (+$9,702 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-19,820, the opportunity cost of earning $2,940/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,208, position total $-25,783 (+$6,684 vs today)
🛡 safe yield5 × $7431 Jul2d11.4%91%hist 100%18%hist 5%+17pp$295$4,425+$1,485$27,573
Sell 5 × $74 11.4% OTM over spot $66.44 31 Jul 2026 (2d, $0.65 mid)
= $295 credit for the 2d cycle → $4,425/mo projected
Survival (stays ≤ $74)
91%
Breach risk
9%
POP (stays ≤ $74.65)
93%
EV / mo
+$3,467
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
46% whole by 9mo vs 28% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,051/mo
median; plan ~$1,394/mo after 68% keep · $12,930 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.2-6.0], measured ONLY among the 46% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$903
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$95 @ 87% 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: $3.39/sh now → $2.40 mid-life (likely $2.54–$5.00)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 262 simulated challenges: the $74 strike is typically first touched on day 2 of 2, at $76 (overshoots $2.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$747 Aug 20268d left+$2.13/sh+$1,067
cycle +$1,362
[+$541…+$1,097] · 89% credit
68%
surv 53%
-$27,299 NOT
cap gain +$5,168
Reliable up-and-out (highest cap still free ≥60%)~$8721 Aug 202622d left+$1.26/sh+$630
cycle +$925
[-$240…+$610] · 66% credit
81%
surv 76%
-$21,412 NOT
cap gain +$11,056
Up-and-out for even (raise the cap, free)~$807 Aug 20268d left+$0.09/sh+$43
cycle +$338
[-$738…+$6] · 26% credit
77%
surv 71%
-$25,524 NOT
cap gain +$6,944
Max even-money escape in the band~$9421 Aug 202622d left+$0.00/sh+$2
cycle +$297
[-$998…-$39] · 21% credit
86%
surv 84%
-$18,516 NOT
cap gain +$13,952
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9521 Aug 202622d left-$0.22/sh-$110
cycle +$185
[-$1,134…-$153] · 15% credit
87%
surv 86%
-$17,872 NOT
cap gain +$14,596
budget: banked $295 debit $110 (37% used ≈ 0.1 wk of income) → whole cycle still +$185 cash · rolled 5 ct earn ≈ $1,484/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$4,425/mo
vs 50% target ($2,864/mo)+55%
vs normal income ($5,728/mo)77% covered
Net income (after hedge)$4,049/mo
Downside budget
⚠ $74 is $56 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,573
… as % of IC ($10,225)269.7%
… as % of ML ($50,225)54.9%
Recovery months (at normal income)4.8 mo
Surgical close (5 ct)$-32,498
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $74.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-74.65
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
≥ $74.65
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (1.4σ)$295$-28,366+$4,101+$275
+2.5%$75.85 (1.7σ)$-630$-28,360+$4,108-$650
+5%$77.70 (2.1σ)$-1,555$-28,353+$4,114-$1,575
SS (= V-bounce)$125.45 (10.9σ)$-25,430$-28,186+$4,282-$25,225
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $74): -$27,573
Total Position P&L @ SS: $-28,171 (+$4,297 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-25,225, the opportunity cost of earning $4,425/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,710, position total $-28,289 (+$4,178 vs today)
100% normal5 × $7231 Jul2d8.4%85%hist 99%31%hist 18%+22pp$475$7,125+$4,185$28,393
Sell 5 × $72 8.4% OTM over spot $66.44 31 Jul 2026 (2d, $1.00 mid)
= $475 credit for the 2d cycle → $7,125/mo projected
Survival (stays ≤ $72)
85%
Breach risk
15%
POP (stays ≤ $73.00)
88%
EV / mo
+$4,908
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+22pp
51% whole by 9mo vs 28% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,300/mo
median; plan ~$2,244/mo after 68% keep · $19,010 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.9-4.8], measured ONLY among the 51% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
18%
Flat exit net (mid-life)
-$691
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$98 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.30/sh now → $2.33 mid-life (likely $2.53–$5.15)≈ $0 at expiry  |  you banked $0.95/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 539 simulated challenges: the $72 strike is typically first touched on day 2 of 2, at $74 (overshoots $2.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$727 Aug 20268d left+$2.13/sh+$1,063
cycle +$1,538
[+$473…+$1,049] · 88% credit
68%
surv 53%
-$28,130 NOT
cap gain +$4,337
Reliable up-and-out (highest cap still free ≥60%)~$8521 Aug 202622d left+$1.22/sh+$612
cycle +$1,087
[-$351…+$563] · 62% credit
81%
surv 77%
-$22,257 NOT
cap gain +$10,210
Max even-money escape in the band~$9121 Aug 202622d left+$0.17/sh+$86
cycle +$561
[-$996…+$21] · 28% credit
86%
surv 84%
-$19,762 NOT
cap gain +$12,706
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)~$787 Aug 20268d left+$0.09/sh+$43
cycle +$518
[-$830…-$13] · 22% credit
77%
surv 71%
-$26,350 NOT
cap gain +$6,117
Safety roll (pay small debit, max POP)~$9821 Aug 202622d left-$0.92/sh-$461
cycle +$14
[-$1,683…-$545]
91%
surv 90%
-$16,533 NOT
cap gain +$15,934
budget: banked $475 debit $461 (97% used ≈ 0.3 wk of income) → whole cycle still +$14 cash · rolled 5 ct earn ≈ $960/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$7,125/mo
vs 50% target ($2,864/mo)+149%
vs normal income ($5,728/mo)124% covered
Net income (after hedge)$6,749/mo
Downside budget
⚠ $72 is $58 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,393
… as % of IC ($10,225)277.7%
… as % of ML ($50,225)56.5%
Recovery months (at normal income)5.0 mo
Surgical close (5 ct)$-32,492
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.95 collected) or spot ≥ $73.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $72)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-73.00
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
≥ $73.00
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (1.0σ)$475$-29,193+$3,274+$455
+2.5%$73.80 (1.4σ)$-425$-29,187+$3,281-$445
+5%$75.60 (1.7σ)$-1,325$-29,180+$3,287-$1,345
SS (= V-bounce)$125.45 (10.9σ)$-26,250$-29,006+$3,462-$26,045
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $72): -$28,393
Total Position P&L @ SS: $-28,991 (+$3,477 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-26,045, the opportunity cost of earning $7,125/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,530, position total $-29,109 (+$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 · 7 Aug 2026 · 9d · E[net] $395/mo

🎯 Engine pick: sell 5 × $74 (50% normal), 76% survival, breach 24%, $3,233/mo.
⚖️ Worth a safer step: the $77 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $1,150/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 $77 rung, unless you need the income to cover the hedge bleed, or you expect CRWV to stay flat-to-down near term.
CRWV  spot $66.44 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $887 Aug9d32.5%95%hist 100%10%hist 1%+1pp$130$433-$2,800$20,738
Sell 5 × $88 32.5% OTM over spot $66.44 7 Aug 2026 (9d, $0.33 mid)
= $130 credit for the 9d cycle → $433/mo projected
Survival (stays ≤ $88)
95%
Breach risk
5%
POP (stays ≤ $88.33)
95%
EV / mo
+$202
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
31% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-88/mo
median; plan ~$-60/mo after 68% keep · $-654 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [2.1-4.8], measured ONLY among the 31% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$2,291
Free roll-up
+$4/wk
Safest escape (by 21 Aug 2026)
$97 @ 78% POP
70% 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: $6.84/sh now → $4.84 mid-life (likely $3.76–$6.48)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$4.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 242 simulated challenges: the $88 strike is typically first touched on day 7 of 9, at $91 (overshoots $2.91). 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)~$8814 Aug 202612d left+$1.46/sh+$729
cycle +$859
[+$686…+$1,281] · 100% credit
68%
surv 54%
-$20,753 NOT
cap gain +$11,715
Up-and-out for even (raise the cap, free)~$9214 Aug 202612d left+$0.51/sh+$253
cycle +$383
[+$128…+$654] · 87% credit
74%
surv 62%
-$19,437 NOT
cap gain +$13,031
Reliable up-and-out (highest cap still free ≥60%)~$9521 Aug 202618d left+$0.49/sh+$247
cycle +$377
[-$16…+$743] · 74% credit
76%
surv 67%
-$17,932 NOT
cap gain +$14,535
Max even-money escape in the band~$9621 Aug 202618d left+$0.13/sh+$64
cycle +$194
[-$230…+$545] · 59% credit
77%
surv 69%
-$17,612 NOT
cap gain +$14,855
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9721 Aug 202618d left-$0.14/sh-$68
cycle +$62
[-$412…+$400] · 50% credit
78%
surv 70%
-$17,240 NOT
cap gain +$15,228
budget: banked $130 debit $68 (52% used ≈ 0.7 wk of income) → whole cycle still +$62 cash · rolled 5 ct earn ≈ $3,923/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$433/mo
vs 50% target ($2,864/mo)-85%
vs normal income ($5,728/mo)8% covered
Net income (after hedge)$57/mo
Downside budget
⚠ $88 is $42 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,738
… as % of IC ($10,225)202.8%
… as % of ML ($50,225)41.3%
Recovery months (at normal income)3.6 mo
Surgical close (5 ct)$-32,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.26 collected) or spot ≥ $88.33 (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 $93.34 (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
$87-88.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $88.33
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$88.00 (1.9σ)$130$-21,482+$10,985+$110
+2.5%$90.20 (2.1σ)$-970$-21,474+$10,993-$990
+5%$92.40 (2.3σ)$-2,070$-21,467+$11,001-$2,090
SS (= V-bounce)$125.45 (5.1σ)$-18,595$-21,351+$11,117-$18,390
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $88): -$20,738
Total Position P&L @ SS: $-21,336 (+$11,132 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-18,390, the opportunity cost of earning $433/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,875, position total $-21,454 (+$11,013 vs today)
🛡 safe yield5 × $827 Aug9d23.4%90%hist 100%20%hist 13%+2pp$290$967-$2,267$23,578
Sell 5 × $82 23.4% OTM over spot $66.44 7 Aug 2026 (9d, $0.69 mid)
= $290 credit for the 9d cycle → $967/mo projected
Survival (stays ≤ $82)
90%
Breach risk
10%
POP (stays ≤ $82.69)
91%
EV / mo
+$344
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
27% whole by 9mo vs 25% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$167/mo
median; plan ~$113/mo after 68% keep · $1,119 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [2.1-4.7], measured ONLY among the 27% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$1,966
Free roll-up
+$4/wk
Safest escape (by 21 Aug 2026)
$92 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.38/sh now → $4.51 mid-life (likely $3.94–$6.76)≈ $0 at expiry  |  you banked $0.58/sh, so a flat mid-life exit nets -$3.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 460 simulated challenges: the $82 strike is typically first touched on day 6 of 9, at $85 (overshoots $2.73). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$8214 Aug 202612d left+$1.58/sh+$788
cycle +$1,078
[+$618…+$1,144] · 99% credit
69%
surv 54%
-$23,555 NOT
cap gain +$8,912
Up-and-out for even (raise the cap, free)~$8614 Aug 202612d left+$0.61/sh+$304
cycle +$594
[+$76…+$561] · 82% credit
74%
surv 63%
-$22,247 NOT
cap gain +$10,221
Reliable up-and-out (highest cap still free ≥60%)~$8921 Aug 202618d left+$0.58/sh+$289
cycle +$579
[-$113…+$572] · 67% credit
76%
surv 68%
-$20,751 NOT
cap gain +$11,716
Max even-money escape in the band~$9021 Aug 202618d left+$0.22/sh+$109
cycle +$399
[-$326…+$364] · 50% credit
77%
surv 69%
-$20,428 NOT
cap gain +$12,040
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9221 Aug 202618d left-$0.35/sh-$175
cycle +$115
[-$683…+$73] · 30% credit
79%
surv 73%
-$19,705 NOT
cap gain +$12,763
budget: banked $290 debit $175 (60% used ≈ 0.8 wk of income) → whole cycle still +$115 cash · rolled 5 ct earn ≈ $3,469/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$967/mo
vs 50% target ($2,864/mo)-66%
vs normal income ($5,728/mo)17% covered
Net income (after hedge)$590/mo
Downside budget
⚠ $82 is $48 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,578
… as % of IC ($10,225)230.6%
… as % of ML ($50,225)46.9%
Recovery months (at normal income)4.1 mo
Surgical close (5 ct)$-32,520
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 $0.58 collected) or spot ≥ $82.69 (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 $93.34 (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
$81-82.69
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
≥ $82.69
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$82.00 (1.3σ)$290$-24,343+$8,124+$270
+2.5%$84.05 (1.5σ)$-735$-24,336+$8,132-$755
+5%$86.10 (1.7σ)$-1,760$-24,329+$8,139-$1,780
SS (= V-bounce)$125.45 (5.1σ)$-21,435$-24,191+$8,277-$21,230
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $82): -$23,578
Total Position P&L @ SS: $-24,176 (+$8,292 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-21,230, the opportunity cost of earning $967/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,715, position total $-24,294 (+$8,173 vs today)
33% normal ← lean5 × $777 Aug9d15.9%83%hist 99%36%hist 18%+6pp$625$2,083-$1,150$25,743
Sell 5 × $77 15.9% OTM over spot $66.44 7 Aug 2026 (9d, $1.38 mid)
= $625 credit for the 9d cycle → $2,083/mo projected
Survival (stays ≤ $77)
83%
Breach risk
17%
POP (stays ≤ $78.38)
85%
EV / mo
+$663
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
32% whole by 9mo vs 27% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$571/mo
median; plan ~$388/mo after 68% keep · $4,019 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.4-5.6], measured ONLY among the 32% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$1,494
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$91 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.99/sh now → $4.24 mid-life (likely $4.29–$6.76)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$2.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 813 simulated challenges: the $77 strike is typically first touched on day 5 of 9, at $80 (overshoots $2.60). 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)~$7714 Aug 202612d left+$1.65/sh+$825
cycle +$1,450
[+$580…+$1,000] · 100% credit
69%
surv 54%
-$25,701 NOT
cap gain +$6,767
Reliable up-and-out (highest cap still free ≥60%)~$8321 Aug 202618d left+$0.97/sh+$487
cycle +$1,112
[+$30…+$588] · 77% credit
75%
surv 66%
-$23,239 NOT
cap gain +$9,228
Max even-money escape in the band~$8621 Aug 202618d left+$0.01/sh+$5
cycle +$630
[-$552…+$58] · 29% credit
78%
surv 72%
-$22,210 NOT
cap gain +$10,257
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)~$8214 Aug 202612d left+$0.05/sh+$25
cycle +$650
[-$452…+$50] · 29% credit
73%
surv 65%
-$24,204 NOT
cap gain +$8,263
Safety roll (pay small debit, max POP)~$9121 Aug 202618d left-$1.23/sh-$614
cycle +$11
[-$1,355…-$600] · 6% credit
82%
surv 79%
-$20,312 NOT
cap gain +$12,155
budget: banked $625 debit $614 (98% used ≈ 1.3 wk of income) → whole cycle still +$11 cash · rolled 5 ct earn ≈ $2,508/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$2,083/mo
vs 50% target ($2,864/mo)-27%
vs normal income ($5,728/mo)36% covered
Net income (after hedge)$1,707/mo
Downside budget
⚠ $77 is $53 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,743
… as % of IC ($10,225)251.8%
… as % of ML ($50,225)51.3%
Recovery months (at normal income)4.5 mo
Surgical close (5 ct)$-32,530
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $78.38 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $77)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $76.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$76-78.38
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $78.38
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$77.00 (≤1σ, normal week)$625$-26,526+$5,942+$605
+2.5%$78.92 (1.1σ)$-337$-26,519+$5,949-$358
+5%$80.85 (1.2σ)$-1,300$-26,512+$5,955-$1,320
SS (= V-bounce)$125.45 (5.1σ)$-23,600$-26,356+$6,112-$23,395
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $77): -$25,743
Total Position P&L @ SS: $-26,341 (+$6,127 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-23,395, the opportunity cost of earning $2,083/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,880, position total $-26,459 (+$6,008 vs today)
🎯 50% normal5 × $747 Aug9d11.4%76%hist 96%50%hist 43%+7pp$970$3,233$26,898
Sell 5 × $74 11.4% OTM over spot $66.44 7 Aug 2026 (9d, $2.05 mid)
= $970 credit for the 9d cycle → $3,233/mo projected
Survival (stays ≤ $74)
76%
Breach risk
24%
POP (stays ≤ $76.05)
81%
EV / mo
+$953
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
36% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$951/mo
median; plan ~$646/mo after 68% keep · $6,411 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [2.3-5.5], measured ONLY among the 36% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
39%
Flat exit net (mid-life)
-$1,066
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$92 @ 86% POP
84% 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: $5.76/sh now → $4.07 mid-life (likely $4.51–$6.63)≈ $0 at expiry  |  you banked $1.94/sh, so a flat mid-life exit nets -$2.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,180 simulated challenges: the $74 strike is typically first touched on day 4 of 9, at $76 (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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$7414 Aug 202612d left+$1.68/sh+$841
cycle +$1,811
[+$559…+$894] · 99% credit
69%
surv 54%
-$26,850 NOT
cap gain +$5,618
Reliable up-and-out (highest cap still free ≥60%)~$8021 Aug 202618d left+$0.98/sh+$491
cycle +$1,461
[+$8…+$477] · 76% credit
75%
surv 66%
-$24,400 NOT
cap gain +$8,067
Up-and-out for even (raise the cap, free)~$7914 Aug 202612d left+$0.08/sh+$39
cycle +$1,009
[-$439…-$27] · 23% credit
73%
surv 65%
-$25,356 NOT
cap gain +$7,111
Max even-money escape in the band~$8321 Aug 202618d left+$0.03/sh+$15
cycle +$985
[-$565…-$55] · 23% credit
78%
surv 72%
-$23,366 NOT
cap gain +$9,101
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9221 Aug 202618d left-$1.85/sh-$925
cycle +$45
[-$1,758…-$1,067] · 1% credit
86%
surv 84%
-$19,774 NOT
cap gain +$12,693
budget: banked $970 debit $925 (95% used ≈ 1.2 wk of income) → whole cycle still +$45 cash · rolled 5 ct earn ≈ $1,852/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$3,233/mo
vs 50% target ($2,864/mo)+13%
vs normal income ($5,728/mo)56% covered
Net income (after hedge)$2,857/mo
Downside budget
⚠ $74 is $56 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,898
… as % of IC ($10,225)263.1%
… as % of ML ($50,225)53.6%
Recovery months (at normal income)4.7 mo
Surgical close (5 ct)$-32,522
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.94 collected) or spot ≥ $76.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $74)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $73.26Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$73-76.05
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
≥ $76.05
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$74.00 (≤1σ, normal week)$970$-27,691+$4,776+$950
+2.5%$75.85 (≤1σ, normal week)$45$-27,685+$4,783+$25
+5%$77.70 (≤1σ, normal week)$-880$-27,678+$4,789-$900
SS (= V-bounce)$125.45 (5.1σ)$-24,755$-27,511+$4,957-$24,550
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $74): -$26,898
Total Position P&L @ SS: $-27,496 (+$4,972 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-24,550, the opportunity cost of earning $3,233/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,035, position total $-27,614 (+$4,853 vs today)
100% normal5 × $68.507 Aug9d3.1%60%hist 80%85%hist 80%+7pp$1,725$5,750+$2,517$28,893
Sell 5 × $68.50 3.1% OTM over spot $66.44 7 Aug 2026 (9d, $3.80 mid)
= $1,725 credit for the 9d cycle → $5,750/mo projected
Survival (stays ≤ $68.50)
60%
Breach risk
40%
POP (stays ≤ $72.30)
72%
EV / mo
+$720
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
38% whole by 9mo vs 30% doing nothing
FIRE DRILLS
~8.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,148/mo
median; plan ~$780/mo after 68% keep · $8,093 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.0-5.0], measured ONLY among the 38% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
67%
Flat exit net (mid-life)
-$160
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$92 @ 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: $5.33/sh now → $3.77 mid-life (likely $5.06–$7.13)≈ $0 at expiry  |  you banked $3.45/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,020 simulated challenges: the $68 strike is typically first touched on day 3 of 9, at $71 (overshoots $2.61). 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)~$6814 Aug 202612d left+$1.72/sh+$862
cycle +$2,587
[+$511…+$699] · 100% credit
69%
surv 54%
-$28,843 NOT
cap gain +$3,624
Reliable up-and-out (highest cap still free ≥60%)~$7421 Aug 202618d left+$1.13/sh+$563
cycle +$2,288
[-$57…+$294] · 70% credit
75%
surv 66%
-$26,595 NOT
cap gain +$5,873
Up-and-out for even (raise the cap, free)~$7314 Aug 202612d left+$0.11/sh+$56
cycle +$1,781
[-$564…-$184] · 10% credit
74%
surv 66%
-$27,354 NOT
cap gain +$5,114
Max even-money escape in the band~$7721 Aug 202618d left+$0.04/sh+$22
cycle +$1,747
[-$730…-$294] · 9% credit
79%
surv 73%
-$25,374 NOT
cap gain +$7,094
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9221 Aug 202618d left-$2.55/sh-$1,275
cycle +$450
[-$2,530…-$1,735]
91%
surv 90%
-$19,118 NOT
cap gain +$13,350
budget: banked $1,725 debit $1,275 (74% used ≈ 1.0 wk of income) → whole cycle still +$450 cash · rolled 5 ct earn ≈ $1,017/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$5,750/mo
vs 50% target ($2,864/mo)+101%
vs normal income ($5,728/mo)100% covered
Net income (after hedge)$5,374/mo
Downside budget
⚠ $68.50 is $61 below CC-SS $129.74: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,893
… as % of IC ($10,225)282.6%
… as % of ML ($50,225)57.5%
Recovery months (at normal income)5.0 mo
Surgical close (5 ct)$-32,642
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.86/sh (~25% of the $3.45 collected) or spot ≥ $72.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $68)); NOT the premium you collected. Momentum override: two daily closes above $93.34 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $67.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-72.30
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
≥ $72.30
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$68.50 (≤1σ, normal week)$1,725$-29,705+$2,762+$1,705
+2.5%$70.21 (≤1σ, normal week)$869$-29,699+$2,768+$849
+5%$71.92 (≤1σ, normal week)$13$-29,693+$2,774-$8
SS (= V-bounce)$125.45 (5.1σ)$-26,750$-29,506+$2,962-$26,545
V-BOUNCE STRESS (stock → CC-SS $129.74, where you are whole again, by expiry)
Starting unrealized P&L: $-32,468
+ Fortress recovery (un-capped): +$31,870
− CC assignment net of premium (5 × $68.50): -$28,893
Total Position P&L @ SS: $-29,491 (+$2,977 vs today)
Do-nothing baseline at SS: $-2,946 (this trade vs do-nothing: $-26,545, the opportunity cost of earning $5,750/mo FIGHT income now)
BB-reversion stress (→ $96.01 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,030, position total $-29,609 (+$2,858 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 (51 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 51 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: 1.007 (IBKR)  |  Recovery@SS: +$31,870 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,946

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$752d31 Jul 2026$0.494/5$2,940$2,57194%95%+$2,454-$21,699212.2%$-22,766 (vs do-nothing $-19,820)
$742d31 Jul 2026$0.594/5$3,540$3,17191%93%+$2,774-$22,059215.7%$-23,126 (vs do-nothing $-20,180)
$732d31 Jul 2026$0.753/5$3,375$3,01488%91%+$2,490-$16,796164.3%$-18,333 (vs do-nothing $-15,387)
$722d31 Jul 2026$0.953/5$4,275$3,91485%88%+$2,945-$17,036166.6%$-18,573 (vs do-nothing $-15,627)
$712d31 Jul 2026$1.182/5$3,540$3,18680%86%+$2,238-$11,511112.6%$-13,518 (vs do-nothing $-10,572)
$749d7 Aug 2026$1.945/5$3,233$2,85776%81%+$953-$26,898263.1%$-27,496 (vs do-nothing $-24,550)
$702d31 Jul 2026$1.462/5$4,380$4,02675%83%+$2,514-$11,655114.0%$-13,662 (vs do-nothing $-10,716)
$73.509d7 Aug 2026$2.045/5$3,400$3,02475%80%+$938-$27,098265.0%$-27,696 (vs do-nothing $-24,750)
$7616d14 Aug 2026$3.355/5$3,141$2,76474%80%+$769-$25,193246.4%$-25,791 (vs do-nothing $-22,845)
$739d7 Aug 2026$2.184/5$2,907$2,53874%79%+$782-$21,823213.4%$-22,890 (vs do-nothing $-19,944)
$7516d14 Aug 2026$3.705/5$3,469$3,09273%79%+$864-$25,518249.6%$-26,116 (vs do-nothing $-23,170)
$72.509d7 Aug 2026$2.334/5$3,107$2,73872%78%+$817-$21,963214.8%$-23,030 (vs do-nothing $-20,084)
$7523d21 Aug 2026$4.455/5$2,902$2,52672%79%+$807-$25,143245.9%$-25,741 (vs do-nothing $-22,795)
Show 38 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$729d7 Aug 2026$2.474/5$3,293$2,92471%78%+$828-$22,107216.2%$-23,174 (vs do-nothing $-20,228)
$7416d14 Aug 2026$3.655/5$3,422$3,04571%78%+$566-$26,043254.7%$-26,641 (vs do-nothing $-23,695)
$7423d21 Aug 2026$4.705/5$3,065$2,68970%78%+$791-$25,518249.6%$-26,116 (vs do-nothing $-23,170)
$73.5016d14 Aug 2026$3.854/5$2,888$2,51970%77%+$496-$20,955204.9%$-22,022 (vs do-nothing $-19,076)
$71.509d7 Aug 2026$2.624/5$3,493$3,12470%77%+$841-$22,247217.6%$-23,314 (vs do-nothing $-20,368)
$692d31 Jul 2026$1.772/5$5,310$4,95669%80%+$2,700-$11,793115.3%$-13,800 (vs do-nothing $-10,854)
$73.5023d21 Aug 2026$4.855/5$3,163$2,78769%77%+$795-$25,693251.3%$-26,291 (vs do-nothing $-23,345)
$7316d14 Aug 2026$3.954/5$2,962$2,59469%77%+$461-$21,115206.5%$-22,182 (vs do-nothing $-19,236)
$7323d21 Aug 2026$5.055/5$3,293$2,91768%77%+$829-$25,843252.7%$-26,441 (vs do-nothing $-23,495)
$719d7 Aug 2026$2.784/5$3,707$3,33868%76%+$857-$22,383218.9%$-23,450 (vs do-nothing $-20,504)
$72.5016d14 Aug 2026$4.204/5$3,150$2,78168%76%+$533-$21,215207.5%$-22,282 (vs do-nothing $-19,336)
$72.5023d21 Aug 2026$5.205/5$3,391$3,01567%76%+$826-$26,018254.5%$-26,616 (vs do-nothing $-23,670)
$7216d14 Aug 2026$4.254/5$3,188$2,81967%76%+$452-$21,395209.2%$-22,462 (vs do-nothing $-19,516)
$7223d21 Aug 2026$5.405/5$3,522$3,14567%76%+$853-$26,168255.9%$-26,766 (vs do-nothing $-23,820)
$71.5016d14 Aug 2026$4.404/5$3,300$2,93166%75%+$441-$21,535210.6%$-22,602 (vs do-nothing $-19,656)
$71.5023d21 Aug 2026$5.554/5$2,896$2,52766%75%+$675-$21,075206.1%$-22,142 (vs do-nothing $-19,196)
$709d7 Aug 2026$3.003/5$3,000$2,63965%74%+$538-$17,021166.5%$-18,558 (vs do-nothing $-15,612)
$7116d14 Aug 2026$4.754/5$3,562$3,19465%75%+$576-$21,595211.2%$-22,662 (vs do-nothing $-19,716)
$7123d21 Aug 2026$5.554/5$2,896$2,52765%75%+$587-$21,275208.1%$-22,342 (vs do-nothing $-19,396)
$7016d14 Aug 2026$5.453/5$3,066$2,70463%75%+$954-$16,286159.3%$-17,823 (vs do-nothing $-14,877)
$7023d21 Aug 2026$6.154/5$3,209$2,84063%74%+$714-$21,435209.6%$-22,502 (vs do-nothing $-19,556)
$682d31 Jul 2026$2.141/5$3,210$2,86463%76%+$1,428-$5,96058.3%$-8,436 (vs do-nothing $-5,490)
$699d7 Aug 2026$3.303/5$3,300$2,93962%73%+$477-$17,231168.5%$-18,768 (vs do-nothing $-15,822)
$6916d14 Aug 2026$5.353/5$3,009$2,64861%74%+$689-$16,616162.5%$-18,153 (vs do-nothing $-15,207)
$6923d21 Aug 2026$6.454/5$3,365$2,99661%73%+$673-$21,715212.4%$-22,782 (vs do-nothing $-19,836)
$68.509d7 Aug 2026$3.453/5$3,450$3,08960%72%+$432-$17,336169.5%$-18,873 (vs do-nothing $-15,927)
$6823d21 Aug 2026$6.854/5$3,574$3,20559%72%+$672-$21,955214.7%$-23,022 (vs do-nothing $-20,076)
$689d7 Aug 2026$3.753/5$3,750$3,38959%71%+$527-$17,396170.1%$-18,933 (vs do-nothing $-15,987)
$6816d14 Aug 2026$5.903/5$3,319$2,95759%73%+$773-$16,751163.8%$-18,288 (vs do-nothing $-15,342)
$67.5023d21 Aug 2026$7.054/5$3,678$3,30958%72%+$666-$22,075215.9%$-23,142 (vs do-nothing $-20,196)
$6723d21 Aug 2026$7.353/5$2,876$2,51557%71%+$532-$16,616162.5%$-18,153 (vs do-nothing $-15,207)
$6716d14 Aug 2026$6.103/5$3,431$3,07056%71%+$644-$16,991166.2%$-18,528 (vs do-nothing $-15,582)
$672d31 Jul 2026$2.561/5$3,840$3,49456%73%+$1,463-$6,01858.9%$-8,494 (vs do-nothing $-5,548)
$679d7 Aug 2026$4.302/5$2,867$2,51355%70%+$424-$11,687114.3%$-13,694 (vs do-nothing $-10,748)
$6623d21 Aug 2026$7.803/5$3,052$2,69155%70%+$532-$16,781164.1%$-18,318 (vs do-nothing $-15,372)
$6616d14 Aug 2026$6.553/5$3,684$3,32353%70%+$639-$17,156167.8%$-18,693 (vs do-nothing $-15,747)
$669d7 Aug 2026$4.652/5$3,100$2,74652%68%+$337-$11,817115.6%$-13,824 (vs do-nothing $-10,878)
$662d31 Jul 2026$3.001/5$4,500$4,15448%70%+$1,401-$6,07459.4%$-8,550 (vs do-nothing $-5,604)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 5 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-07-29 21:41