FORTRESS FIGHT: CRWV @ $63.60

BE SS: $125.45  |  CC-SS: $132.12  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

CRWV @ $63.60   UNDERWATER $61.85 (49.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
CRWV reports 2026-08-11 (Tue), in 12 days. The recommended CC (8d) 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 2026-08-11.

5 contracts (500 sh)  |  BE SS: $125.45  |  CC-SS: $132.12 (banked floor $131.54)  |  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$5,050/mo95% ann ROI on ML
Hedge rolling cost$588/mo
Unrealized P&L$-35,030fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,525/mo
HEDGE COVER
$588/mo
NORMAL INCOME
$5,050/mo (ATM CC, chain)
IC VELOCITY
2.0 mo to earn back $10,225
ML VELOCITY
9.9 mo to earn back $50,225
Deep drawdown confirmed: a CC at CC-SS $132.12 (probe: $125C 15d) brings only $50/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)
$34,729
was $35,030 · 1% earned back
Cycles closed
15
Credit in flight
$1,602
CC-SS · banked floor (info)
$132.12 → $131.54
? 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)
WEEKLYOVERSOLD · %B 3 (live) · RSI 37 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 31 · %B 7 · hist falling (nightly)
LEVELS20W MA (bounce target) $95.75 (+51%) · daily UBB $94.38 · 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 2026-08-11: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $69 / 8d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($2,525/mo); it brings $2,831/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 × $64/8d for $5,588/mo, but breach risk rises to 45% (+17pp 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 × $79/8d (91% survival, $641/mo).
Downside anchor: the primary mortgages $30,806 (301% of IC) ONLY on a full V-bounce all the way to SS $125, recoverable in 6.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-35,087 and cuts bleed by $588/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 · 7 Aug 2026 (8d) · sell 5 × $69, 72% survival, $2,831/mo (E[net] $1,000/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d5 × $6972%$2,831$1,000
E[net] arithmetic on the grand pick: keep $755 with probability 54%; on the 46% touch you roll, paying $1,324 to close and taking $1,020 back from the best priced door (net cash $304) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $1,000/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $69 (50% normal), 72% survival, breach 28%, $2,831/mo.
Stay at the pick. Stepping safer (the $72 rung (33% normal) lifts survival to 80% (breach 28% → 20%) for $956/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
CRWV  spot $63.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $797 Aug8d24.2%91%hist 100%19%hist 5%+1pp$171$641-$2,190$26,390
Sell 5 × $79 24.2% OTM over spot $63.60 7 Aug 2026 (8d, $0.36 mid)
= $171 credit for the 8d cycle → $641/mo projected
Survival (stays ≤ $79)
91%
Breach risk
9%
POP (stays ≤ $79.36)
91%
EV / mo
+$3
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
25% whole by 9mo vs 24% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-212/mo
median; plan ~$-144/mo after 68% keep · $-1,804 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.3-5.4], measured ONLY among the 25% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$1,344
Free roll-up
+$5/wk
Safest escape (by 21 Aug 2026)
$90 @ 79% POP
75% 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: $4.28/sh now → $3.03 mid-life (likely $2.53–$4.37)≈ $0 at expiry  |  you banked $0.34/sh, so a flat mid-life exit nets -$2.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 380 simulated challenges: the $79 strike is typically first touched on day 6 of 8, at $82 (overshoots $2.55). 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)~$7914 Aug 202611d left+$2.04/sh+$1,021
cycle +$1,192
[+$1,011…+$1,328] · 100% credit
66%
surv 54%
-$26,299 NOT
cap gain +$8,731
Up-and-out for even (raise the cap, free)~$8414 Aug 202611d left+$0.24/sh+$118
cycle +$289
[-$61…+$297] · 65% credit
74%
surv 67%
-$24,560 NOT
cap gain +$10,470
Reliable up-and-out (highest cap still free ≥60%)~$8821 Aug 202618d left+$0.33/sh+$163
cycle +$334
[-$100…+$403] · 62% credit
77%
surv 71%
-$22,801 NOT
cap gain +$12,229
Max even-money escape in the band~$8921 Aug 202618d left+$0.07/sh+$35
cycle +$206
[-$253…+$261] · 45% credit
77%
surv 73%
-$22,440 NOT
cap gain +$12,590
SS $125 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$9021 Aug 202618d left-$0.25/sh-$124
cycle +$47
[-$442…+$100] · 31% credit
79%
surv 75%
-$21,864 NOT
cap gain +$13,166
budget: banked $171 debit $124 (72% used ≈ 0.8 wk of income) → whole cycle still +$47 cash · rolled 5 ct earn ≈ $2,320/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$641/mo
vs 50% target ($2,525/mo)-75%
vs normal income ($5,050/mo)13% covered
Net income (after hedge)$53/mo
Downside budget
⚠ $79 is $53 below CC-SS $132.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,390
… as % of IC ($10,225)258.1%
… as % of ML ($50,225)52.5%
Recovery months (at normal income)5.2 mo
Surgical close (5 ct)$-35,039
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.34 collected) or spot ≥ $79.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $94.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $78.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$78-79.36
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
≥ $79.36
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$79.00 (1.4σ)$171$-27,321+$7,709+$146
+2.5%$80.97 (1.6σ)$-816$-27,341+$7,689-$841
+5%$82.95 (1.7σ)$-1,804$-27,362+$7,668-$1,829
SS (= V-bounce)$125.45 (5.6σ)$-23,054$-27,808+$7,222-$22,854
V-BOUNCE STRESS (stock → CC-SS $132.12, where you are whole again, by expiry)
Starting unrealized P&L: $-35,030
+ Fortress recovery (un-capped): +$33,542
− CC assignment net of premium (5 × $79): -$26,390
Total Position P&L @ SS: $-27,878 (+$7,152 vs today)
Do-nothing baseline at SS: $-5,024 (this trade vs do-nothing: $-22,854, the opportunity cost of earning $641/mo FIGHT income now)
BB-reversion stress (→ $95.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,204, position total $-27,497 (+$7,533 vs today)
33% normal5 × $727 Aug8d13.2%80%hist 96%42%hist 28%+2pp$500$1,875-$956$29,561
Sell 5 × $72 13.2% OTM over spot $63.60 7 Aug 2026 (8d, $1.05 mid)
= $500 credit for the 8d cycle → $1,875/mo projected
Survival (stays ≤ $72)
80%
Breach risk
20%
POP (stays ≤ $73.05)
82%
EV / mo
+$44
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
25% whole by 9mo vs 23% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$220/mo
median; plan ~$150/mo after 68% keep · $1,648 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.9-4.5], measured ONLY among the 25% 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)
33%
Flat exit net (mid-life)
-$881
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$87 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.90/sh now → $2.76 mid-life (likely $2.81–$4.41)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$1.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 981 simulated challenges: the $72 strike is typically first touched on day 5 of 8, at $74 (overshoots $2.48). 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)~$7214 Aug 202611d left+$2.05/sh+$1,024
cycle +$1,524
[+$925…+$1,184] · 100% credit
67%
surv 54%
-$29,394 NOT
cap gain +$5,636
Reliable up-and-out (highest cap still free ≥60%)~$8021 Aug 202618d left+$0.48/sh+$240
cycle +$740
[-$92…+$295] · 62% credit
77%
surv 71%
-$26,066 NOT
cap gain +$8,964
Max even-money escape in the band~$8221 Aug 202618d left+$0.08/sh+$42
cycle +$542
[-$342…+$79] · 33% credit
78%
surv 74%
-$25,530 NOT
cap gain +$9,500
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)~$7814 Aug 202611d left+$0.00/sh+$0
cycle +$500
[-$271…+$15] · 26% credit
76%
surv 70%
-$27,285 NOT
cap gain +$7,745
Safety roll (pay small debit, max POP)~$8721 Aug 202618d left-$0.91/sh-$456
cycle +$44
[-$958…-$462] · 4% credit
84%
surv 82%
-$23,336 NOT
cap gain +$11,694
budget: banked $500 debit $456 (91% used ≈ 1.1 wk of income) → whole cycle still +$44 cash · rolled 5 ct earn ≈ $1,541/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 ($2,525/mo)-26%
vs normal income ($5,050/mo)37% covered
Net income (after hedge)$1,287/mo
Downside budget
⚠ $72 is $60 below CC-SS $132.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$29,561
… as % of IC ($10,225)289.1%
… as % of ML ($50,225)58.9%
Recovery months (at normal income)5.9 mo
Surgical close (5 ct)$-35,055
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 ≥ $73.05 (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 $94.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $71.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$71-73.05
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
≥ $73.05
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$72.00 (≤1σ, normal week)$500$-30,418+$4,612+$475
+2.5%$73.80 (≤1σ, normal week)$-400$-30,437+$4,593-$425
+5%$75.60 (1.1σ)$-1,300$-30,456+$4,574-$1,325
SS (= V-bounce)$125.45 (5.6σ)$-26,225$-30,979+$4,051-$26,025
V-BOUNCE STRESS (stock → CC-SS $132.12, where you are whole again, by expiry)
Starting unrealized P&L: $-35,030
+ Fortress recovery (un-capped): +$33,542
− CC assignment net of premium (5 × $72): -$29,561
Total Position P&L @ SS: $-31,049 (+$3,981 vs today)
Do-nothing baseline at SS: $-5,024 (this trade vs do-nothing: $-26,025, the opportunity cost of earning $1,875/mo FIGHT income now)
BB-reversion stress (→ $95.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,375, position total $-30,668 (+$4,362 vs today)
🎯 50% normal5 × $697 Aug8d8.5%72%hist 96%60%hist 43%+2pp$755$2,831$30,806
Sell 5 × $69 8.5% OTM over spot $63.60 7 Aug 2026 (8d, $1.62 mid)
= $755 credit for the 8d cycle → $2,831/mo projected
Survival (stays ≤ $69)
72%
Breach risk
28%
POP (stays ≤ $70.62)
76%
EV / mo
$-213
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
29% whole by 9mo vs 27% doing nothing
FIRE DRILLS
~5.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$419/mo
median; plan ~$285/mo after 68% keep · $2,834 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [2.2-5.5], measured ONLY among the 29% 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)
46%
Flat exit net (mid-life)
-$569
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$90 @ 89% POP
88% 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: $3.74/sh now → $2.65 mid-life (likely $3.04–$4.58)≈ $0 at expiry  |  you banked $1.51/sh, so a flat mid-life exit nets -$1.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,384 simulated challenges: the $69 strike is typically first touched on day 4 of 8, at $71 (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)~$6914 Aug 202611d left+$2.04/sh+$1,020
cycle +$1,775
[+$913…+$1,076] · 100% credit
67%
surv 54%
-$30,612 NOT
cap gain +$4,418
Reliable up-and-out (highest cap still free ≥60%)~$7621 Aug 202618d left+$0.67/sh+$335
cycle +$1,090
[-$46…+$278] · 68% credit
76%
surv 70%
-$27,674 NOT
cap gain +$7,356
Max even-money escape in the band~$7921 Aug 202618d left+$0.08/sh+$41
cycle +$796
[-$415…-$47] · 20% credit
78%
surv 74%
-$26,745 NOT
cap gain +$8,285
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)~$7514 Aug 202611d left+$0.01/sh+$3
cycle +$758
[-$309…-$62] · 17% credit
76%
surv 71%
-$28,496 NOT
cap gain +$6,534
Safety roll (pay small debit, max POP)~$9021 Aug 202618d left-$1.50/sh-$752
cycle +$3
[-$1,437…-$892]
89%
surv 88%
-$21,908 NOT
cap gain +$13,122
budget: banked $755 debit $752 (100% used ≈ 1.2 wk of income) → whole cycle still +$3 cash · rolled 5 ct earn ≈ $952/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$2,831/mo
vs 50% target ($2,525/mo)+12%
vs normal income ($5,050/mo)56% covered
Net income (after hedge)$2,243/mo
Downside budget
⚠ $69 is $63 below CC-SS $132.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,806
… as % of IC ($10,225)301.3%
… as % of ML ($50,225)61.3%
Recovery months (at normal income)6.1 mo
Surgical close (5 ct)$-35,087
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.51 collected) or spot ≥ $70.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $69)); NOT the premium you collected. Momentum override: two daily closes above $94.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $68.31Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$68-70.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $70.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$69.00 (≤1σ, normal week)$755$-31,632+$3,398+$730
+2.5%$70.72 (≤1σ, normal week)$-107$-31,650+$3,380-$132
+5%$72.45 (≤1σ, normal week)$-970$-31,668+$3,362-$995
SS (= V-bounce)$125.45 (5.6σ)$-27,470$-32,224+$2,806-$27,270
V-BOUNCE STRESS (stock → CC-SS $132.12, where you are whole again, by expiry)
Starting unrealized P&L: $-35,030
+ Fortress recovery (un-capped): +$33,542
− CC assignment net of premium (5 × $69): -$30,806
Total Position P&L @ SS: $-32,294 (+$2,736 vs today)
Do-nothing baseline at SS: $-5,024 (this trade vs do-nothing: $-27,270, the opportunity cost of earning $2,831/mo FIGHT income now)
BB-reversion stress (→ $95.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,620, position total $-31,913 (+$3,117 vs today)
100% normal5 × $647 Aug8d0.6%55%hist 79%97%hist 90%+5pp$1,490$5,588+$2,756$32,571
Sell 5 × $64 0.6% OTM over spot $63.60 7 Aug 2026 (8d, $3.14 mid)
= $1,490 credit for the 8d cycle → $5,588/mo projected
Survival (stays ≤ $64)
55%
Breach risk
45%
POP (stays ≤ $67.14)
66%
EV / mo
$-862
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
34% whole by 9mo vs 29% doing nothing
FIRE DRILLS
~12.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$734/mo
median; plan ~$499/mo after 68% keep · $5,408 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.0-5.6], measured ONLY among the 34% 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)
77%
Flat exit net (mid-life)
+$262
Free roll-up
+$6/wk
Safest escape (by 21 Aug 2026)
$85 @ 90% POP
89% 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: $3.47/sh now → $2.46 mid-life (likely $3.42–$4.99)≈ $0 at expiry  |  you banked $2.98/sh, so a flat mid-life exit nets +$0.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,302 simulated challenges: the $64 strike is typically first touched on day 2 of 8, at $67 (overshoots $2.78). 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)~$6414 Aug 202611d left+$2.01/sh+$1,005
cycle +$2,495
[+$889…+$927] · 100% credit
67%
surv 54%
-$32,339 NOT
cap gain +$2,691
Reliable up-and-out (highest cap still free ≥60%)~$6921 Aug 202618d left+$1.17/sh+$583
cycle +$2,073
[+$155…+$385] · 88% credit
74%
surv 67%
-$30,118 NOT
cap gain +$4,912
Max even-money escape in the band~$7421 Aug 202618d left+$0.06/sh+$31
cycle +$1,521
[-$560…-$208] · 7% credit
79%
surv 75%
-$28,467 NOT
cap gain +$6,563
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)~$7014 Aug 202611d left+$0.00/sh+$1
cycle +$1,491
[-$391…-$154] · 5% credit
77%
surv 71%
-$30,210 NOT
cap gain +$4,820
Safety roll (pay small debit, max POP)~$8521 Aug 202618d left-$1.44/sh-$721
cycle +$769
[-$1,604…-$1,058]
90%
surv 89%
-$23,590 NOT
cap gain +$11,440
budget: banked $1,490 debit $721 (48% used ≈ 0.6 wk of income) → whole cycle still +$769 cash · rolled 5 ct earn ≈ $844/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$5,588/mo
vs 50% target ($2,525/mo)+121%
vs normal income ($5,050/mo)111% covered
Net income (after hedge)$5,000/mo
Downside budget
⚠ $64 is $68 below CC-SS $132.12: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,571
… as % of IC ($10,225)318.5%
… as % of ML ($50,225)64.9%
Recovery months (at normal income)6.4 mo
Surgical close (5 ct)$-35,110
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 $2.98 collected) or spot ≥ $67.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $64)); NOT the premium you collected. Momentum override: two daily closes above $94.38 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $63.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$63-67.14
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
≥ $67.14
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$64.00 (≤1σ, normal week)$1,490$-33,344+$1,686+$1,465
+2.5%$65.60 (≤1σ, normal week)$690$-33,361+$1,669+$665
+5%$67.20 (≤1σ, normal week)$-110$-33,378+$1,652-$135
SS (= V-bounce)$125.45 (5.6σ)$-29,235$-33,989+$1,041-$29,035
V-BOUNCE STRESS (stock → CC-SS $132.12, where you are whole again, by expiry)
Starting unrealized P&L: $-35,030
+ Fortress recovery (un-capped): +$33,542
− CC assignment net of premium (5 × $64): -$32,571
Total Position P&L @ SS: $-34,059 (+$971 vs today)
Do-nothing baseline at SS: $-5,024 (this trade vs do-nothing: $-29,035, the opportunity cost of earning $5,588/mo FIGHT income now)
BB-reversion stress (→ $95.75 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,385, position total $-33,678 (+$1,352 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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 28 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.979 (IBKR)  |  Recovery@SS: +$33,542 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,024

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$71.5015d14 Aug 2026$2.765/5$2,760$2,17273%78%+$351-$28,931282.9%$-30,419 (vs do-nothing $-25,395)
$7115d14 Aug 2026$2.905/5$2,897$2,30972%77%+$361-$29,113284.7%$-30,601 (vs do-nothing $-25,576)
$698d7 Aug 2026$1.515/5$2,831$2,24372%76%$-213-$30,806301.3%$-32,294 (vs do-nothing $-27,270)
$68.508d7 Aug 2026$1.505/5$2,812$2,22470%75%$-489-$31,061303.8%$-32,549 (vs do-nothing $-27,525)
$7015d14 Aug 2026$3.155/5$3,154$2,56670%76%+$346-$29,484288.4%$-30,972 (vs do-nothing $-25,948)
$688d7 Aug 2026$1.734/5$2,595$2,01769%74%$-265-$24,957244.1%$-27,152 (vs do-nothing $-22,128)
$7022d21 Aug 2026$3.905/5$2,659$2,07168%75%+$60-$29,111284.7%$-30,599 (vs do-nothing $-25,575)
$6915d14 Aug 2026$3.424/5$2,736$2,15868%75%+$253-$23,881233.6%$-26,076 (vs do-nothing $-21,052)
$6922d21 Aug 2026$4.155/5$2,830$2,24267%74%+$12-$29,486288.4%$-30,974 (vs do-nothing $-25,950)
$6815d14 Aug 2026$3.694/5$2,949$2,37166%74%+$209-$24,175236.4%$-26,370 (vs do-nothing $-21,346)
$678d7 Aug 2026$1.994/5$2,985$2,40765%72%$-357-$25,253247.0%$-27,448 (vs do-nothing $-22,424)
$6822d21 Aug 2026$4.455/5$3,034$2,44665%73%$-17-$29,836291.8%$-31,324 (vs do-nothing $-26,300)
$67.5022d21 Aug 2026$4.605/5$3,136$2,54864%72%$-38-$30,011293.5%$-31,499 (vs do-nothing $-26,475)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$6715d14 Aug 2026$3.974/5$3,177$2,59963%72%+$160-$24,461239.2%$-26,656 (vs do-nothing $-21,632)
$6722d21 Aug 2026$4.804/5$2,618$2,04063%72%$-22-$24,129236.0%$-26,324 (vs do-nothing $-21,300)
$668d7 Aug 2026$2.263/5$2,542$1,97462%70%$-370-$19,159187.4%$-22,061 (vs do-nothing $-17,037)
$6615d14 Aug 2026$4.303/5$2,582$2,01461%71%+$95-$18,546181.4%$-21,448 (vs do-nothing $-16,424)
$6622d21 Aug 2026$5.104/5$2,782$2,20461%71%$-71-$24,409238.7%$-26,604 (vs do-nothing $-21,580)
$6522d21 Aug 2026$5.454/5$2,973$2,39559%69%$-106-$24,669241.3%$-26,864 (vs do-nothing $-21,840)
$658d7 Aug 2026$2.633/5$2,959$2,39158%68%$-408-$19,348189.2%$-22,250 (vs do-nothing $-17,226)
$6515d14 Aug 2026$4.653/5$2,790$2,22258%69%$-182-$18,742183.3%$-21,644 (vs do-nothing $-16,620)
$6422d21 Aug 2026$5.954/5$3,245$2,66757%68%$-73-$24,869243.2%$-27,064 (vs do-nothing $-22,040)
$6415d14 Aug 2026$5.053/5$3,030$2,46256%68%+$42-$18,922185.1%$-21,824 (vs do-nothing $-16,800)
$648d7 Aug 2026$2.983/5$3,352$2,78455%66%$-517-$19,543191.1%$-22,445 (vs do-nothing $-17,421)
$6322d21 Aug 2026$6.253/5$2,557$1,98955%67%$-122-$18,862184.5%$-21,764 (vs do-nothing $-16,740)
$62.5022d21 Aug 2026$6.453/5$2,639$2,07153%67%$-140-$18,952185.3%$-21,854 (vs do-nothing $-16,830)
$6315d14 Aug 2026$5.403/5$3,240$2,67253%67%$-26-$19,117187.0%$-22,019 (vs do-nothing $-16,995)
$638d7 Aug 2026$3.353/5$3,769$3,20151%64%$-654-$19,732193.0%$-22,634 (vs do-nothing $-17,610)

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  |  2026-07-30 19:14