FORTRESS FIGHT: ENPH @ $42.58

BE SS: $56.15  |  CC-SS: $58.64  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-12 21:39

ENPH @ $42.58   UNDERWATER $13.57 (24.2% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.64 (banked floor $56.31)  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $45 exp 2028-01-21 (entry $29.717/sh)
SP: $60 exp 2028-01-21 (entry $22.672/sh)
HP: $20 exp 2026-10-16 (entry $0.278/sh)

Economics

Max Loss$47,300(ND $7.30 + SW $40) x 1000
Normal income ref$3,975/mo95% ann ROI on ML
Hedge rolling cost$97/mo
Unrealized P&L$-17,535fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,988/mo
HEDGE COVER
$97/mo
NORMAL INCOME
$3,975/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $7,300
ML VELOCITY
11.9 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.64 (probe: $55C 16d) brings only $19/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
$2,544
Hole (after banked)
$14,991
was $17,535 · 15% earned back
Cycles closed
5
Credit in flight
$0
CC-SS · banked floor (info)
$58.64 → $56.31
⚠ ASSIGNMENT recorded: 10x $41C 20260807 on 2026-08-10. Premium kept, but check the position: assignment below CC-SS locks the cap give-up.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 46 (live) · RSI 49 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 52 · %B 86 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.05 (+53%) · daily UBB $43.82 · 1-wk expected move ±$4 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 6 contracts at $45 / 2d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($1,988/mo); it brings $2,070/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 7 × $44/2d for $4,410/mo, but breach risk rises to 27% (+11pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 7 × $54/2d (99+% survival, $105/mo).
Downside anchor: the primary mortgages $8,045 (110% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 6 contracts realizes $-10,572 and cuts bleed by $58/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 10 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 · 14 Aug 2026 (2d) · sell 6 × $45, 84% survival, $2,070/mo (E[net] $1,305/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 🏆14 Aug 2026 · 2d6 × $4584%$2,070$1,305
NEXT FRIDAY21 Aug 2026 · 9d10 × $4677%$2,133$223
E[net] arithmetic on the grand pick: keep $138 with probability 81%; on the 19% touch you roll, paying $560 to close and taking $430 back from the best priced door (net cash $129) 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 · 14 Aug 2026 · 2d · E[net] $1,305/mo 🏆 GRAND PICK

🎯 Engine pick: sell 6 × $45 (50% normal), 84% survival, breach 16%, $2,070/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $46.50 rung (33% normal) lifts survival to 95% (breach 16% → 5%) for $720/mo less (35% income) buys safety you do not really need here.
ENPH  spot $42.58 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $5414 Aug2d26.8%99+%hist 97%0%hist 2%-0pp$7$105-$1,965$3,240
Sell 7 × $54 26.8% OTM over spot $42.58 14 Aug 2026 (2d, $0.32 mid)
= $7 credit for the 2d cycle → $105/mo projected
Survival (stays ≤ $54)
99+%
Breach risk
0%
POP (stays ≤ $54.31)
99+%
EV / mo
+$105
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
50% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-90/mo
median; plan ~$-62/mo after 68% keep · $-814 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-3.9], measured ONLY among the 50% 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)
-$777
Free roll-up
+$1/wk
Safest escape (by 4 Sep 2026)
$58 @ 76% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 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: $1.58/sh now → $1.12 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$1.11/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5421 Aug 20268d left+$0.62/sh+$436
cycle +$443
65%
surv 52%
-$4,344 NOT
cap gain +$13,191
Up-and-out for even (raise the cap, free)~$5521 Aug 20268d left+$0.04/sh+$26
cycle +$33
71%
surv 63%
-$3,296 NOT
cap gain +$14,239
Max even-money escape in the band~$584 Sep 202622d left+$0.12/sh+$83
cycle +$90
76%
surv 72%
-$791 NOT
cap gain +$16,744
reaches SS ✓
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$105/mo
vs 50% target ($1,988/mo)-95%
vs normal income ($3,975/mo)3% covered
Net income (after hedge)$14/mo
Downside budget
⚠ $54 is $5 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,240
… as % of IC ($7,300)44.4%
… as % of ML ($47,300)6.8%
Recovery months (at normal income)0.8 mo
Surgical close (7 ct)$-12,488
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $54.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $53.46Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$53-54.31
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
≥ $54.31
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (4.9σ)$7$-4,780+$12,755+$0
+2.5%$55.35 (5.5σ)$-938$-4,324+$13,211-$700
+5%$56.70 (6.1σ)$-1,883$-4,167+$13,368-$700
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (7 × $54): -$3,240
− Conservative CC assignment net of premium (3 × $55): -$1,089
Total Position P&L @ SS: $-3,942 (+$13,593 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-700, the opportunity cost of earning $105/mo FIGHT income now)
🛡 safe yield10 × $5021 Aug9d17.4%92%hist 97%17%hist 9%+3pp$170$567-$1,503$8,468
Sell 10 × $50 17.4% OTM over spot $42.58 21 Aug 2026 (9d, $0.35 mid)
= $170 credit for the 9d cycle → $567/mo projected
Survival (stays ≤ $50)
92%
Breach risk
8%
POP (stays ≤ $50.34)
93%
EV / mo
+$172
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
57% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$272/mo
median; plan ~$185/mo after 68% keep · $1,353 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.1-3.4], measured ONLY among the 57% 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)
10%
Flat exit net (mid-life)
-$1,622
Free roll-up
+$0/wk
Safest escape (by 4 Sep 2026)
$51 @ 70% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 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: $2.53/sh now → $1.79 mid-life (likely $1.52–$2.49)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$1.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 306 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $51 (overshoots $1.04). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5028 Aug 202612d left+$0.17/sh+$171
cycle +$341
[-$46…+$472] · 70% credit
65%
surv 52%
-$8,913 NOT
cap gain +$8,622
Max even-money escape in the band~$514 Sep 202618d left+$0.18/sh+$181
cycle +$351
[-$109…+$490] · 65% credit
70%
surv 60%
-$7,319 NOT
cap gain +$10,216
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5028 Aug 202612d left+$0.04/sh+$40
cycle +$210
[-$195…+$325] · 57% credit
66%
surv 55%
-$8,576 NOT
cap gain +$8,959
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$567/mo
vs 50% target ($1,988/mo)-71%
vs normal income ($3,975/mo)14% covered
Net income (after hedge)$470/mo
Downside budget
⚠ $50 is $9 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,468
… as % of IC ($7,300)116.0%
… as % of ML ($47,300)17.9%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-17,710
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $50.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.34
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
≥ $50.34
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.5σ)$170$-9,084+$8,451+$160
+2.5%$51.25 (1.8σ)$-1,080$-8,939+$8,596-$1,090
+5%$52.50 (2.0σ)$-2,330$-8,794+$8,741-$2,340
SS (= V-bounce)$56.15 (2.7σ)$-5,980$-8,371+$9,164-$4,840
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (10 × $50): -$8,468
Total Position P&L @ SS: $-8,082 (+$9,453 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-4,840, the opportunity cost of earning $567/mo FIGHT income now)
33% normal10 × $46.5014 Aug2d9.2%95%hist 97%10%hist 9%+11pp$90$1,350-$720$12,048
Sell 10 × $46.50 9.2% OTM over spot $42.58 14 Aug 2026 (2d, $0.28 mid)
= $90 credit for the 2d cycle → $1,350/mo projected
Survival (stays ≤ $46.50)
95%
Breach risk
5%
POP (stays ≤ $46.77)
96%
EV / mo
+$1,002
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
66% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$929/mo
median; plan ~$632/mo after 68% keep · $3,641 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.5], measured ONLY among the 66% 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)
-$874
Free roll-up
+$1/wk
Safest escape (by 4 Sep 2026)
$52 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 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: $1.36/sh now → $0.96 mid-life (likely $1.00–$2.00)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 172 simulated challenges: the $46 strike is typically first touched on day 2 of 2, at $47 (overshoots $0.99). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4621 Aug 20268d left+$0.71/sh+$707
cycle +$797
[+$273…+$752] · 85% credit
65%
surv 52%
-$12,363 NOT
cap gain +$5,172
Reliable up-and-out (highest cap still free ≥60%)~$504 Sep 202622d left+$0.45/sh+$453
cycle +$543
[-$244…+$465] · 63% credit
75%
surv 69%
-$8,801 NOT
cap gain +$8,734
Max even-money escape in the band~$514 Sep 202622d left+$0.19/sh+$190
cycle +$280
[-$567…+$189] · 45% credit
77%
surv 73%
-$7,948 NOT
cap gain +$9,587
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4821 Aug 20268d left+$0.13/sh+$128
cycle +$218
[-$484…+$128] · 41% credit
71%
surv 63%
-$11,357 NOT
cap gain +$6,178
Safety roll (pay small debit, max POP)~$524 Sep 202622d left-$0.04/sh-$44
cycle +$46
[-$854…-$49] · 20% credit
79%
surv 76%
-$7,065 NOT
cap gain +$10,470
budget: banked $90 debit $44 (49% used ≈ 0.1 wk of income) → whole cycle still +$46 cash · rolled 10 ct earn ≈ $1,255/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$1,350/mo
vs 50% target ($1,988/mo)-32%
vs normal income ($3,975/mo)34% covered
Net income (after hedge)$1,253/mo
Downside budget
⚠ $46.50 is $12 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,048
… as % of IC ($7,300)165.0%
… as % of ML ($47,300)25.5%
Recovery months (at normal income)3.0 mo
Surgical close (10 ct)$-17,720
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 $0.09 collected) or spot ≥ $46.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.77
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
≥ $46.77
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.50 (1.7σ)$90$-13,070+$4,465+$80
+2.5%$47.66 (2.2σ)$-1,072$-12,935+$4,600-$1,082
+5%$48.83 (2.7σ)$-2,235$-12,801+$4,734-$2,245
SS (= V-bounce)$56.15 (5.8σ)$-9,560$-11,951+$5,584-$8,420
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (10 × $46.50): -$12,048
Total Position P&L @ SS: $-11,662 (+$5,873 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-8,420, the opportunity cost of earning $1,350/mo FIGHT income now)
🎯 50% normal6 × $4514 Aug2d5.7%84%hist 87%32%hist 28%+9pp$138$2,070$8,045
Sell 6 × $45 5.7% OTM over spot $42.58 14 Aug 2026 (2d, $0.32 mid)
= $138 credit for the 2d cycle → $2,070/mo projected
Survival (stays ≤ $45)
84%
Breach risk
16%
POP (stays ≤ $45.31)
87%
EV / mo
+$879
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
64% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,084/mo
median; plan ~$737/mo after 68% keep · $4,825 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.1-3.8], measured ONLY among the 64% 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)
19%
Flat exit net (mid-life)
-$422
Free roll-up
+$1/wk
Safest escape (by 4 Sep 2026)
$50 @ 80% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 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: $1.32/sh now → $0.93 mid-life (likely $1.03–$2.03)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 572 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $46 (overshoots $0.99). 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 (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4521 Aug 20268d left+$0.72/sh+$430
cycle +$568
[+$153…+$422] · 86% credit
65%
surv 52%
-$14,262 NOT
cap gain +$3,273
Reliable up-and-out (highest cap still free ≥60%)~$484 Sep 202622d left+$0.46/sh+$274
cycle +$412
[-$170…+$249] · 61% credit
75%
surv 69%
-$10,601 NOT
cap gain +$6,934
Max even-money escape in the band~$494 Sep 202622d left+$0.20/sh+$118
cycle +$256
[-$360…+$86] · 40% credit
77%
surv 73%
-$9,642 NOT
cap gain +$7,893
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4621 Aug 20268d left+$0.14/sh+$84
cycle +$222
[-$289…+$60] · 39% credit
71%
surv 64%
-$13,023 NOT
cap gain +$4,512
Safety roll (pay small debit, max POP)~$504 Sep 202622d left-$0.03/sh-$20
cycle +$118
[-$531…-$58] · 14% credit
80%
surv 77%
-$8,664 NOT
cap gain +$8,871
budget: banked $138 debit $20 (15% used ≈ 0.0 wk of income) → whole cycle still +$118 cash · rolled 6 ct earn ≈ $735/mo while parked; 4 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$2,070/mo
vs 50% target ($1,988/mo)+4%
vs normal income ($3,975/mo)52% covered
Net income (after hedge)$1,981/mo
Downside budget
⚠ $45 is $14 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,045
… as % of IC ($7,300)110.2%
… as % of ML ($47,300)17.0%
Recovery months (at normal income)2.0 mo
Surgical close (6 ct)$-10,572
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $45.31 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.31
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
≥ $45.31
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (1.0σ)$138$-14,692+$2,843+$132
+2.5%$46.12 (1.5σ)$-537$-14,112+$3,423-$543
+5%$47.25 (2.0σ)$-1,212$-13,531+$4,004-$1,218
SS (= V-bounce)$56.15 (5.8σ)$-6,552$-9,399+$8,136-$5,868
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (6 × $45): -$8,045
− Conservative CC assignment net of premium (4 × $55): -$1,451
Total Position P&L @ SS: $-9,110 (+$8,425 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-5,868, the opportunity cost of earning $2,070/mo FIGHT income now)
100% normal7 × $4414 Aug2d3.3%73%hist 86%55%hist 44%+15pp$294$4,410+$2,340$9,953
Sell 7 × $44 3.3% OTM over spot $42.58 14 Aug 2026 (2d, $0.65 mid)
= $294 credit for the 2d cycle → $4,410/mo projected
Survival (stays ≤ $44)
73%
Breach risk
27%
POP (stays ≤ $44.65)
81%
EV / mo
+$1,326
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
69% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~7.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,832/mo
median; plan ~$1,246/mo after 68% keep · $7,526 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.1], measured ONLY among the 69% 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)
35%
Flat exit net (mid-life)
-$345
Free roll-up
+$1/wk
Safest escape (by 4 Sep 2026)
$50 @ 82% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 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: $1.29/sh now → $0.91 mid-life (likely $1.08–$2.23)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,042 simulated challenges: the $44 strike is typically first touched on day 1 of 2, at $45 (overshoots $1.08). 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 (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4421 Aug 20268d left+$0.72/sh+$506
cycle +$800
[+$103…+$471] · 82% credit
65%
surv 52%
-$15,147 NOT
cap gain +$2,388
Reliable up-and-out (highest cap still free ≥60%)~$464 Sep 202622d left+$0.81/sh+$565
cycle +$859
[-$7…+$506] · 74% credit
72%
surv 65%
-$12,388 NOT
cap gain +$5,147
Max even-money escape in the band~$484 Sep 202622d left+$0.20/sh+$140
cycle +$434
[-$540…+$64] · 33% credit
77%
surv 73%
-$10,581 NOT
cap gain +$6,954
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4521 Aug 20268d left+$0.15/sh+$104
cycle +$398
[-$433…+$45] · 32% credit
72%
surv 64%
-$13,965 NOT
cap gain +$3,570
Safety roll (pay small debit, max POP)~$504 Sep 202622d left-$0.31/sh-$214
cycle +$80
[-$996…-$309]
82%
surv 80%
-$8,702 NOT
cap gain +$8,833
budget: banked $294 debit $214 (73% used ≈ 0.2 wk of income) → whole cycle still +$80 cash · rolled 7 ct earn ≈ $579/mo while parked; 3 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$4,410/mo
vs 50% target ($1,988/mo)+122%
vs normal income ($3,975/mo)111% covered
Net income (after hedge)$4,319/mo
Downside budget
⚠ $44 is $15 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,953
… as % of IC ($7,300)136.3%
… as % of ML ($47,300)21.0%
Recovery months (at normal income)2.5 mo
Surgical close (7 ct)$-12,436
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $44.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-44.65
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
≥ $44.65
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (≤1σ, normal week)$294$-15,653+$1,882+$287
+2.5%$45.10 (1.1σ)$-476$-15,196+$2,339-$483
+5%$46.20 (1.6σ)$-1,246$-14,738+$2,797-$1,253
SS (= V-bounce)$56.15 (5.8σ)$-8,211$-10,944+$6,591-$7,413
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (7 × $44): -$9,953
− Conservative CC assignment net of premium (3 × $55): -$1,089
Total Position P&L @ SS: $-10,655 (+$6,880 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-7,413, the opportunity cost of earning $4,410/mo FIGHT income now)
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 ENPH are the tiebreakers.

📅 NEXT FRIDAY · 21 Aug 2026 · 9d · E[net] $223/mo

🎯 Engine pick: sell 10 × $46 (50% normal), 77% survival, breach 23%, $2,133/mo.
⚖️ Worth a safer step: the $47 rung (33% normal) lifts survival to 82% (breach 23% → 18%) for $813/mo less (38% 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 $47 rung, unless you need the income to cover the hedge bleed, or you expect ENPH to stay flat-to-down near term.
ENPH  spot $42.58 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $5521 Aug9d29.2%98%hist 97%4%hist 2%+0pp$30$100-$2,033$2,153
Sell 6 × $55 29.2% OTM over spot $42.58 21 Aug 2026 (9d, $0.08 mid)
= $30 credit for the 9d cycle → $100/mo projected
Survival (stays ≤ $55)
98%
Breach risk
2%
POP (stays ≤ $55.08)
98%
EV / mo
+$63
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
60% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-9/mo
median; plan ~$-6/mo after 68% keep · $-18 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.9-3.4], measured ONLY among the 60% 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)
1%
Flat exit net (mid-life)
-$1,153
Free roll-up
none
Safest escape (by 4 Sep 2026)
$56 @ 70% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 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: $2.79/sh now → $1.97 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.92/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5528 Aug 202612d left+$0.04/sh+$22
cycle +$52
65%
surv 52%
-$3,618 NOT
cap gain +$13,917
Max even-money escape in the band~$564 Sep 202618d left+$0.05/sh+$32
cycle +$62
70%
surv 60%
-$2,592 NOT
cap gain +$14,943
reaches SS ✓
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$100/mo
vs 50% target ($1,988/mo)-95%
vs normal income ($3,975/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $55 is $4 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,153
… as % of IC ($7,300)29.5%
… as % of ML ($47,300)4.6%
Recovery months (at normal income)0.5 mo
Surgical close (6 ct)$-10,536
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $55.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $55)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $54.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$54-55.08
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $55.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$55.00 (2.5σ)$30$-3,640+$13,895+$24
+2.5%$56.37 (2.8σ)$-795$-3,481+$14,054+$24
+5%$57.75 (3.1σ)$-1,620$-3,321+$14,214+$24
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (6 × $55): -$2,153
− Conservative CC assignment net of premium (4 × $55): -$1,451
Total Position P&L @ SS: $-3,218 (+$14,317 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: +$24, the opportunity cost of earning $100/mo FIGHT income now)
🛡 safe yield10 × $5021 Aug9d17.4%92%hist 97%17%hist 9%+3pp$170$567-$1,567$8,468
Sell 10 × $50 17.4% OTM over spot $42.58 21 Aug 2026 (9d, $0.35 mid)
= $170 credit for the 9d cycle → $567/mo projected
Survival (stays ≤ $50)
92%
Breach risk
8%
POP (stays ≤ $50.34)
93%
EV / mo
+$172
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
57% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$272/mo
median; plan ~$185/mo after 68% keep · $1,353 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.1-3.4], measured ONLY among the 57% 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)
10%
Flat exit net (mid-life)
-$1,622
Free roll-up
+$0/wk
Safest escape (by 4 Sep 2026)
$51 @ 70% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 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: $2.53/sh now → $1.79 mid-life (likely $1.52–$2.49)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$1.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 306 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $51 (overshoots $1.04). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5028 Aug 202612d left+$0.17/sh+$171
cycle +$341
[-$46…+$472] · 70% credit
65%
surv 52%
-$8,913 NOT
cap gain +$8,622
Max even-money escape in the band~$514 Sep 202618d left+$0.18/sh+$181
cycle +$351
[-$109…+$490] · 65% credit
70%
surv 60%
-$7,319 NOT
cap gain +$10,216
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$5028 Aug 202612d left+$0.04/sh+$40
cycle +$210
[-$195…+$325] · 57% credit
66%
surv 55%
-$8,576 NOT
cap gain +$8,959
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$567/mo
vs 50% target ($1,988/mo)-71%
vs normal income ($3,975/mo)14% covered
Net income (after hedge)$470/mo
Downside budget
⚠ $50 is $9 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,468
… as % of IC ($7,300)116.0%
… as % of ML ($47,300)17.9%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-17,710
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $50.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.34
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
≥ $50.34
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.5σ)$170$-9,084+$8,451+$160
+2.5%$51.25 (1.8σ)$-1,080$-8,939+$8,596-$1,090
+5%$52.50 (2.0σ)$-2,330$-8,794+$8,741-$2,340
SS (= V-bounce)$56.15 (2.7σ)$-5,980$-8,371+$9,164-$4,840
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (10 × $50): -$8,468
Total Position P&L @ SS: $-8,082 (+$9,453 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-4,840, the opportunity cost of earning $567/mo FIGHT income now)
33% normal ← lean9 × $4721 Aug9d10.4%82%hist 87%38%hist 28%+4pp$396$1,320-$813$10,079
Sell 9 × $47 10.4% OTM over spot $42.58 21 Aug 2026 (9d, $0.56 mid)
= $396 credit for the 9d cycle → $1,320/mo projected
Survival (stays ≤ $47)
82%
Breach risk
18%
POP (stays ≤ $47.56)
84%
EV / mo
+$221
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
58% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$574/mo
median; plan ~$390/mo after 68% keep · $3,081 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.9], measured ONLY among the 58% 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)
28%
Flat exit net (mid-life)
-$1,120
Free roll-up
+$0/wk
Safest escape (by 4 Sep 2026)
$49 @ 73% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 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: $2.38/sh now → $1.68 mid-life (likely $1.63–$2.69)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$1.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 839 simulated challenges: the $47 strike is typically first touched on day 5 of 9, at $48 (overshoots $1.09). 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 (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$474 Sep 202618d left+$0.68/sh+$616
cycle +$1,012
[+$279…+$765] · 93% credit
67%
surv 55%
-$11,120 NOT
cap gain +$6,415
Roll out (same strike, buy time)~$4728 Aug 202612d left+$0.24/sh+$214
cycle +$610
[-$100…+$336] · 62% credit
65%
surv 53%
-$11,991 NOT
cap gain +$5,544
Max even-money escape in the band~$484 Sep 202618d left+$0.24/sh+$216
cycle +$612
[-$192…+$340] · 55% credit
70%
surv 61%
-$10,404 NOT
cap gain +$7,131
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4728 Aug 202612d left+$0.11/sh+$96
cycle +$492
[-$234…+$207] · 46% credit
67%
surv 55%
-$11,641 NOT
cap gain +$5,894
Safety roll (pay small debit, max POP)~$494 Sep 202618d left-$0.11/sh-$101
cycle +$295
[-$577…-$11] · 25% credit
73%
surv 66%
-$9,606 NOT
cap gain +$7,929
budget: banked $396 debit $101 (26% used ≈ 0.3 wk of income) → whole cycle still +$295 cash · rolled 9 ct earn ≈ $2,357/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$1,320/mo
vs 50% target ($1,988/mo)-34%
vs normal income ($3,975/mo)33% covered
Net income (after hedge)$1,225/mo
Downside budget
⚠ $47 is $12 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,079
… as % of IC ($7,300)138.1%
… as % of ML ($47,300)21.3%
Recovery months (at normal income)2.5 mo
Surgical close (9 ct)$-15,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $47.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.56
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
≥ $47.56
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (≤1σ, normal week)$396$-12,205+$5,330+$387
+2.5%$48.17 (1.1σ)$-661$-11,951+$5,584-$670
+5%$49.35 (1.4σ)$-1,719$-11,698+$5,837-$1,728
SS (= V-bounce)$56.15 (2.7σ)$-7,839$-10,344+$7,191-$6,813
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (9 × $47): -$10,079
− Conservative CC assignment net of premium (1 × $55): -$363
Total Position P&L @ SS: $-10,055 (+$7,480 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-6,813, the opportunity cost of earning $1,320/mo FIGHT income now)
🎯 50% normal10 × $4621 Aug9d8.0%77%hist 86%49%hist 37%+7pp$640$2,133$11,998
Sell 10 × $46 8.0% OTM over spot $42.58 21 Aug 2026 (9d, $0.78 mid)
= $640 credit for the 9d cycle → $2,133/mo projected
Survival (stays ≤ $46)
77%
Breach risk
23%
POP (stays ≤ $46.78)
81%
EV / mo
+$334
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
61% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$901/mo
median; plan ~$613/mo after 68% keep · $4,888 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-3.8], measured ONLY among the 61% 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)
36%
Flat exit net (mid-life)
-$1,008
Free roll-up
+$0/wk
Safest escape (by 4 Sep 2026)
$49 @ 75% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 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: $2.33/sh now → $1.65 mid-life (likely $1.76–$2.70)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,083 simulated challenges: the $46 strike is typically first touched on day 5 of 9, at $47 (overshoots $1.05). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$464 Sep 202618d left+$0.70/sh+$701
cycle +$1,341
[+$303…+$758] · 93% credit
68%
surv 55%
-$11,909 NOT
cap gain +$5,626
Roll out (same strike, buy time)~$4628 Aug 202612d left+$0.26/sh+$259
cycle +$899
[-$108…+$300] · 59% credit
65%
surv 53%
-$12,820 NOT
cap gain +$4,715
Max even-money escape in the band~$474 Sep 202618d left+$0.26/sh+$258
cycle +$898
[-$212…+$284] · 49% credit
70%
surv 61%
-$11,236 NOT
cap gain +$6,299
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4628 Aug 202612d left+$0.13/sh+$127
cycle +$767
[-$257…+$155] · 38% credit
67%
surv 55%
-$12,483 NOT
cap gain +$5,052
Safety roll (pay small debit, max POP)~$494 Sep 202618d left-$0.43/sh-$428
cycle +$212
[-$1,064…-$460] · 7% credit
75%
surv 70%
-$9,689 NOT
cap gain +$7,846
budget: banked $640 debit $428 (67% used ≈ 0.9 wk of income) → whole cycle still +$212 cash · rolled 10 ct earn ≈ $2,034/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$2,133/mo
vs 50% target ($1,988/mo)+7%
vs normal income ($3,975/mo)54% covered
Net income (after hedge)$2,036/mo
Downside budget
⚠ $46 is $13 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,998
… as % of IC ($7,300)164.4%
… as % of ML ($47,300)25.4%
Recovery months (at normal income)3.0 mo
Surgical close (10 ct)$-17,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.64 collected) or spot ≥ $46.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.78
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
≥ $46.78
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (≤1σ, normal week)$640$-13,078+$4,457+$630
+2.5%$47.15 (≤1σ, normal week)$-510$-12,945+$4,590-$520
+5%$48.30 (1.2σ)$-1,660$-12,811+$4,724-$1,670
SS (= V-bounce)$56.15 (2.7σ)$-9,510$-11,901+$5,634-$8,370
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (10 × $46): -$11,998
Total Position P&L @ SS: $-11,612 (+$5,923 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-8,370, the opportunity cost of earning $2,133/mo FIGHT income now)
100% normal9 × $43.5021 Aug9d2.2%60%hist 69%84%hist 79%+8pp$1,206$4,020+$1,887$12,419
Sell 9 × $43.50 2.2% OTM over spot $42.58 21 Aug 2026 (9d, $1.73 mid)
= $1,206 credit for the 9d cycle → $4,020/mo projected
Survival (stays ≤ $43.50)
60%
Breach risk
40%
POP (stays ≤ $45.23)
72%
EV / mo
+$273
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
64% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,207/mo
median; plan ~$821/mo after 68% keep · $5,594 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.1-3.8], measured ONLY among the 64% 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)
69%
Flat exit net (mid-life)
-$197
Free roll-up
+$0/wk
Safest escape (by 4 Sep 2026)
$51 @ 86% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 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: $2.20/sh now → $1.56 mid-life (likely $2.09–$2.91)≈ $0 at expiry  |  you banked $1.34/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,056 simulated challenges: the $44 strike is typically first touched on day 3 of 9, at $45 (overshoots $1.05). 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 (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$444 Sep 202618d left+$0.73/sh+$660
cycle +$1,866
[+$185…+$452] · 91% credit
68%
surv 56%
-$14,172 NOT
cap gain +$3,363
Roll out (same strike, buy time)~$4428 Aug 202612d left+$0.30/sh+$274
cycle +$1,480
[-$168…+$85] · 44% credit
65%
surv 53%
-$15,027 NOT
cap gain +$2,508
Max even-money escape in the band~$454 Sep 202618d left+$0.29/sh+$265
cycle +$1,471
[-$298…+$29] · 29% credit
70%
surv 61%
-$13,451 NOT
cap gain +$4,084
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4428 Aug 202612d left+$0.17/sh+$155
cycle +$1,361
[-$303…-$38] · 20% credit
67%
surv 56%
-$14,678 NOT
cap gain +$2,857
Safety roll (pay small debit, max POP)~$514 Sep 202618d left-$1.23/sh-$1,105
cycle +$101
[-$2,145…-$1,508]
86%
surv 85%
-$8,126 NOT
cap gain +$9,409
budget: banked $1,206 debit $1,105 (92% used ≈ 1.2 wk of income) → whole cycle still +$101 cash · rolled 9 ct earn ≈ $496/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$4,020/mo
vs 50% target ($1,988/mo)+102%
vs normal income ($3,975/mo)101% covered
Net income (after hedge)$3,925/mo
Downside budget
⚠ $43.50 is $15 below CC-SS $58.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,419
… as % of IC ($7,300)170.1%
… as % of ML ($47,300)26.3%
Recovery months (at normal income)3.1 mo
Surgical close (9 ct)$-16,133
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.34 collected) or spot ≥ $45.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $43.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $43.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-45.23
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
≥ $45.23
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.50 (≤1σ, normal week)$1,206$-15,301+$2,234+$1,197
+2.5%$44.59 (≤1σ, normal week)$227$-15,066+$2,469+$218
+5%$45.68 (≤1σ, normal week)$-752$-14,831+$2,704-$761
SS (= V-bounce)$56.15 (2.7σ)$-10,179$-12,684+$4,851-$9,153
V-BOUNCE STRESS (stock → CC-SS $58.64, where you are whole again, by expiry)
Starting unrealized P&L: $-17,535
+ Fortress recovery (un-capped): +$17,921
− CC assignment net of premium (9 × $43.50): -$12,419
− Conservative CC assignment net of premium (1 × $55): -$363
Total Position P&L @ SS: $-12,395 (+$5,140 vs today)
Do-nothing baseline at SS: $-3,242 (this trade vs do-nothing: $-9,153, the opportunity cost of earning $4,020/mo FIGHT income now)
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 ENPH are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (29 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 29 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: 1.116 (IBKR)  |  Recovery@SS: +$17,921 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,242

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$452d14 Aug 2026$0.236/10$2,070$1,98184%87%+$879-$8,045110.2%$-9,110 (vs do-nothing $-5,868)
$44.502d14 Aug 2026$0.207/10$2,100$2,00979%85%+$26-$9,757133.7%$-10,459 (vs do-nothing $-7,217)
$469d21 Aug 2026$0.6410/10$2,133$2,03677%81%+$334-$11,998164.4%$-11,612 (vs do-nothing $-8,370)
$45.509d21 Aug 2026$0.739/10$2,190$2,09574%79%+$243-$11,168153.0%$-11,144 (vs do-nothing $-7,902)
$442d14 Aug 2026$0.424/10$2,520$2,43473%81%+$758-$5,68777.9%$-7,478 (vs do-nothing $-4,236)
$4616d28 Aug 2026$1.1010/10$2,062$1,96671%78%+$92-$11,538158.1%$-11,152 (vs do-nothing $-7,910)
$459d21 Aug 2026$0.788/10$2,080$1,98770%77%+$12-$10,287140.9%$-10,626 (vs do-nothing $-7,384)
$45.5016d28 Aug 2026$1.0810/10$2,025$1,92869%76%$-177-$12,058165.2%$-11,672 (vs do-nothing $-8,430)
$44.509d21 Aug 2026$0.947/10$2,193$2,10267%76%+$85-$9,239126.6%$-9,941 (vs do-nothing $-6,699)
$4516d28 Aug 2026$1.358/10$2,025$1,93267%76%+$56-$9,831134.7%$-10,170 (vs do-nothing $-6,928)
$43.502d14 Aug 2026$0.533/10$2,385$2,30166%76%+$449-$4,38360.0%$-6,536 (vs do-nothing $-3,294)
$4523d4 Sep 2026$1.749/10$2,043$1,94865%74%+$51-$10,709146.7%$-10,685 (vs do-nothing $-7,443)
$44.5016d28 Aug 2026$1.458/10$2,175$2,08264%74%$-26-$10,151139.1%$-10,490 (vs do-nothing $-7,248)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$449d21 Aug 2026$1.136/10$2,260$2,17163%73%+$130-$8,105111.0%$-9,170 (vs do-nothing $-5,928)
$4416d28 Aug 2026$1.687/10$2,205$2,11461%72%+$53-$9,071124.3%$-9,773 (vs do-nothing $-6,531)
$4423d4 Sep 2026$2.108/10$2,191$2,09861%72%+$59-$10,031137.4%$-10,370 (vs do-nothing $-7,128)
$43.509d21 Aug 2026$1.345/10$2,233$2,14660%72%+$152-$6,89994.5%$-8,327 (vs do-nothing $-5,085)
$43.5016d28 Aug 2026$1.836/10$2,059$1,96959%71%+$0-$7,985109.4%$-9,050 (vs do-nothing $-5,808)
$432d14 Aug 2026$0.712/10$2,130$2,04858%74%+$284-$2,98640.9%$-5,502 (vs do-nothing $-2,260)
$4323d4 Sep 2026$2.556/10$1,996$1,90656%70%+$78-$7,853107.6%$-8,918 (vs do-nothing $-5,676)
$439d21 Aug 2026$1.554/10$2,067$1,98156%69%+$125-$5,63577.2%$-7,426 (vs do-nothing $-4,184)
$4316d28 Aug 2026$2.056/10$2,306$2,21756%69%+$12-$8,153111.7%$-9,218 (vs do-nothing $-5,976)
$42.5016d28 Aug 2026$2.205/10$2,062$1,97553%68%$-65-$6,96995.5%$-8,397 (vs do-nothing $-5,155)
$42.509d21 Aug 2026$1.744/10$2,320$2,23452%67%+$69-$5,75978.9%$-7,550 (vs do-nothing $-4,308)
$4223d4 Sep 2026$2.856/10$2,230$2,14151%68%$-57-$8,273113.3%$-9,338 (vs do-nothing $-6,096)
$42.502d14 Aug 2026$1.082/10$3,240$3,15850%69%+$675-$3,01241.3%$-5,528 (vs do-nothing $-2,286)
$4216d28 Aug 2026$2.455/10$2,297$2,20950%68%$-65-$7,09497.2%$-8,522 (vs do-nothing $-5,280)
$429d21 Aug 2026$1.964/10$2,613$2,52847%67%+$20-$5,87180.4%$-7,662 (vs do-nothing $-4,420)
$422d14 Aug 2026$1.052/10$3,150$3,06842%66%$-295-$3,11842.7%$-5,634 (vs do-nothing $-2,392)

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 10 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-08-12 21:39