FORTRESS FIGHT: ENPH @ $42.77

BE SS: $56.15  |  CC-SS: $57.85  |  10 contracts (1,000 sh)  |  2026-07-08 01:49 |  ⌂ PORTFOLIO

ENPH @ $42.77   UNDERWATER $13.38 (23.8% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $57.85  |  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 2026-09-18 (entry $0.247/sh)

Economics

Max Loss$47,300(ND $7.30 + SW $40) x 1000
Normal income ref$5,531/mo95% ann ROI on ML
Hedge rolling cost$125/mo
Unrealized P&L$-17,365fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,766/mo
HEDGE COVER
$125/mo
NORMAL INCOME
$5,531/mo (ATM CC, chain)
IC VELOCITY
1.3 mo to earn back $7,300
ML VELOCITY
8.6 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $57.85 (probe: $56C 16d) brings only $619/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$806
Hole (after banked)
$16,560
was $17,365 · 5% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$58.59 → $57.85
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 45 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 10 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.06 (+52%) · daily UBB $56.23 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 9 contracts at $48.50 / 2d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($2,766/mo); it brings $2,970/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 10 × $47/2d for $5,550/mo, but breach risk rises to 8% (+2pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 9 × $59/2d (99+% survival, $135/mo).
Downside anchor: the primary mortgages $8,218 (113% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-15,651 and cuts bleed by $112/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 · 10 Jul 2026 (2d) · sell 9 × $48.50, 94% survival, $2,970/mo (E[net] $2,284/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆10 Jul 2026 · 2d9 × $48.5094%$2,970$2,284
NEXT FRIDAY17 Jul 2026 · 9d10 × $4881%$3,000$682

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $2,284/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $48.50 (primary), 94% survival, breach 6%, $2,970/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $50 rung (33% normal) lifts survival to 97% (breach 6% → 3%) for $1,020/mo less (34% income) buys safety you do not really need here.
ENPH  spot $42.77 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge9 × $5910 Jul2d37.9%99+%0%$9$135-$2,835$0
Sell 9 × $59 37.9% OTM over spot $42.77 10 Jul 2026 (2d, $0.03 mid)
= $9 credit for the 2d cycle → $135/mo projected
Survival (stays ≤ $59)
99+%
Breach risk
0%
POP (stays ≤ $59.03)
99+%
EV / mo
+$133
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.3] median  ·  58% of paths whole by 9 mo (vs 61% without)  ·  ~0.0 challenges expected  ·  median CC cash $-317
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$1,695
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$63 @ 76% POP
70% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.68/sh now → $1.89 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$1.88/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5917 Jul 20268d left+$0.88/sh+$792
cycle +$801
68%
surv 52%
Up-and-out for even (raise the cap, free)~$6017 Jul 20268d left+$0.33/sh+$300
cycle +$309
71%
surv 59%
Max even-money escape in the band~$6324 Jul 202615d left+$0.01/sh+$11
cycle +$20
76%
surv 70%
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$135/mo
vs 50% target ($2,766/mo)-95%
vs normal income ($5,531/mo)2% covered
Net income (after hedge)$72/mo
Downside budget
✓ $59 is at/above CC-SS $57.85: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$-15,651
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 ≥ $59.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $59)); NOT the premium you collected. Momentum override: two daily closes above $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $58.41Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$58-59.03
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
≥ $59.03
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$59.00 (5.6σ)$9$198+$17,563+$2,412
+2.5%$60.47 (6.1σ)$-1,318$342+$17,707+$2,412
+5%$61.95 (6.6σ)$-2,646$487+$17,852+$2,412
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (9 × $59): -$0
− Conservative CC assignment net of premium (1 × $56): -$152
Total Position P&L @ SS: $-958 (+$16,407 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: +$1,369, the opportunity cost of earning $135/mo FIGHT income now)
33% normal10 × $5010 Jul2d16.9%97%6%$130$1,950-$1,020$7,722
Sell 10 × $50 16.9% OTM over spot $42.77 10 Jul 2026 (2d, $0.15 mid)
= $130 credit for the 2d cycle → $1,950/mo projected
Survival (stays ≤ $50)
97%
Breach risk
3%
POP (stays ≤ $50.15)
97%
EV / mo
+$1,681
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.7-3.5] median, 0.2 mo faster than no FIGHT (1.9 mo)  ·  56% of paths whole by 9 mo (vs 58% without)  ·  ~0.8 challenges expected  ·  median CC cash $725
🛡 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)
-$1,474
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$54 @ 77% POP
71% 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: $2.27/sh now → $1.60 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$1.47/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5017 Jul 20268d left+$1.01/sh+$1,007
cycle +$1,137
68%
surv 52%
Up-and-out for even (raise the cap, free)~$5217 Jul 20268d left+$0.12/sh+$120
cycle +$250
75%
surv 66%
Max even-money escape in the band~$5424 Jul 202615d left+$0.13/sh+$127
cycle +$257
77%
surv 71%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,950/mo
vs 50% target ($2,766/mo)-29%
vs normal income ($5,531/mo)35% covered
Net income (after hedge)$1,825/mo
Downside budget
⚠ $50 is $8 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,722
… as % of IC ($7,300)105.8%
… as % of ML ($47,300)16.3%
Recovery months (at normal income)1.4 mo
Surgical close (10 ct)$-17,385
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $50.15 (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 $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.15
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
≥ $50.15
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (2.5σ)$130$-9,296+$8,069-$200
+2.5%$51.25 (2.9σ)$-1,120$-9,174+$8,191-$1,450
+5%$52.50 (3.3σ)$-2,370$-9,051+$8,314-$2,700
SS (= V-bounce)$56.15 (4.6σ)$-6,020$-8,694+$8,671-$6,200
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $50): -$7,722
Total Position P&L @ SS: $-8,527 (+$8,838 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-6,200, the opportunity cost of earning $1,950/mo FIGHT income now)
🎯 50% normal9 × $48.5010 Jul2d13.4%94%3%$198$2,970$8,218
Sell 9 × $48.50 13.4% OTM over spot $42.77 10 Jul 2026 (2d, $0.24 mid)
= $198 credit for the 2d cycle → $2,970/mo projected
Survival (stays ≤ $48.50)
94%
Breach risk
6%
POP (stays ≤ $48.74)
95%
EV / mo
+$2,363
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.8] median, 0.1 mo SLOWER than no FIGHT (1.6 mo): roll costs eat the credits at this rung  ·  61% of paths whole by 9 mo (vs 58% without)  ·  ~2.6 challenges expected  ·  median CC cash $3,303
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$1,203
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$54 @ 79% POP
75% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.20/sh now → $1.56 mid-life (likely $1.50–$2.95)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 98 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $50 (overshoots $1.16). 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
Roll out (same strike, buy time)~$4817 Jul 20268d left+$1.02/sh+$917
cycle +$1,115
[+$363…+$1,028] · 84% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202615d left+$0.61/sh+$546
cycle +$744
[-$243…+$643] · 67% credit
74%
surv 66%
Up-and-out for even (raise the cap, free)~$5117 Jul 20268d left+$0.13/sh+$120
cycle +$318
[-$645…+$177] · 41% credit
75%
surv 66%
Max even-money escape in the band~$5324 Jul 202615d left+$0.14/sh+$123
cycle +$321
[-$758…+$201] · 40% credit
77%
surv 71%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5424 Jul 202615d left-$0.13/sh-$118
cycle +$80
[-$1,054…-$50] · 20% credit
79%
surv 75%
budget: banked $198 debit $118 (60% used ≈ 0.2 wk of income) → whole cycle still +$80 cash · rolled 9 ct earn ≈ $2,564/mo while parked; 1 ct free to re-sell
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$2,970/mo
vs 50% target ($2,766/mo)+7%
vs normal income ($5,531/mo)54% covered
Net income (after hedge)$2,907/mo
Downside budget
⚠ $48.50 is $9 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,218
… as % of IC ($7,300)112.6%
… as % of ML ($47,300)17.4%
Recovery months (at normal income)1.5 mo
Surgical close (9 ct)$-15,651
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 $0.22 collected) or spot ≥ $48.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $48.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.74
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $48.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.50 (2.0σ)$198$-10,842+$6,523-$99
+2.5%$49.71 (2.4σ)$-893$-10,602+$6,763-$1,190
+5%$50.93 (2.8σ)$-1,985$-10,362+$7,003-$2,282
SS (= V-bounce)$56.15 (4.6σ)$-6,687$-9,343+$8,022-$6,849
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (9 × $48.50): -$8,218
− Conservative CC assignment net of premium (1 × $56): -$152
Total Position P&L @ SS: $-9,176 (+$8,189 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-6,849, the opportunity cost of earning $2,970/mo FIGHT income now)
100% normal10 × $4710 Jul2d9.9%92%16%$370$5,550+$2,580$10,482
Sell 10 × $47 9.9% OTM over spot $42.77 10 Jul 2026 (2d, $0.42 mid)
= $370 credit for the 2d cycle → $5,550/mo projected
Survival (stays ≤ $47)
92%
Breach risk
8%
POP (stays ≤ $47.42)
94%
EV / mo
+$4,700
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.8-4.1] median  ·  68% of paths whole by 9 mo (vs 56% without)  ·  ~6.3 challenges expected  ·  median CC cash $9,300
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$1,138
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$53 @ 81% POP
77% 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: $2.13/sh now → $1.51 mid-life (likely $1.53–$2.82)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$1.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 251 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $48 (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 (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4717 Jul 20268d left+$1.03/sh+$1,028
cycle +$1,398
[+$448…+$1,090] · 86% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5024 Jul 202615d left+$0.61/sh+$610
cycle +$980
[-$219…+$633] · 67% credit
74%
surv 66%
Up-and-out for even (raise the cap, free)~$4917 Jul 20268d left+$0.14/sh+$144
cycle +$514
[-$660…+$137] · 41% credit
75%
surv 66%
Max even-money escape in the band~$5124 Jul 202615d left+$0.14/sh+$143
cycle +$513
[-$783…+$139] · 39% credit
77%
surv 72%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5324 Jul 202615d left-$0.22/sh-$223
cycle +$147
[-$1,231…-$234] · 13% credit
81%
surv 77%
budget: banked $370 debit $223 (60% used ≈ 0.2 wk of income) → whole cycle still +$147 cash · rolled 10 ct earn ≈ $2,570/mo while parked; 0 ct free to re-sell
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$5,550/mo
vs 50% target ($2,766/mo)+101%
vs normal income ($5,531/mo)100% covered
Net income (after hedge)$5,425/mo
Downside budget
⚠ $47 is $11 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,482
… as % of IC ($7,300)143.6%
… as % of ML ($47,300)22.2%
Recovery months (at normal income)1.9 mo
Surgical close (10 ct)$-17,420
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $47.42 (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 $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.42
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
≥ $47.42
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.5σ)$370$-12,350+$5,015+$40
+2.5%$48.17 (1.9σ)$-805$-12,235+$5,130-$1,135
+5%$49.35 (2.3σ)$-1,980$-12,120+$5,245-$2,310
SS (= V-bounce)$56.15 (4.6σ)$-8,780$-11,454+$5,911-$8,960
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $47): -$10,482
Total Position P&L @ SS: $-11,287 (+$6,078 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-8,960, the opportunity cost of earning $5,550/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 · 17 Jul 2026 · 9d · E[net] $682/mo

🎯 Engine pick: sell 10 × $48 (primary), 81% survival, breach 19%, $3,000/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $50 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $1,033/mo less (34% income) buys safety you do not really need here.
ENPH  spot $42.77 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $6017 Jul9d40.3%98%3%$40$133-$2,867$0
Sell 5 × $60 40.3% OTM over spot $42.77 17 Jul 2026 (9d, $0.14 mid)
= $40 credit for the 9d cycle → $133/mo projected
Survival (stays ≤ $60)
98%
Breach risk
2%
POP (stays ≤ $60.14)
99%
EV / mo
+$106
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.5] median  ·  58% of paths whole by 9 mo (vs 59% without)  ·  ~0.1 challenges expected  ·  median CC cash $1,270
🛡 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)
-$1,398
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$61 @ 69% POP
56% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.06/sh now → $2.88 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$2.80/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$6024 Jul 202612d left+$0.16/sh+$79
cycle +$119
67%
surv 53%
Up-and-out for even (raise the cap, free)~$6024 Jul 202612d left+$0.02/sh+$9
cycle +$49
67%
surv 54%
Max even-money escape in the band~$6024 Jul 202612d left+$0.02/sh+$9
cycle +$49
67%
surv 54%
Safety roll (pay small debit, max POP)~$6124 Jul 202612d left-$0.04/sh-$20
cycle +$20
69%
surv 56%
budget: banked $40 debit $20 (51% used ≈ 0.7 wk of income) → whole cycle still +$20 cash · rolled 5 ct earn ≈ $3,543/mo while parked; 5 ct free to re-sell
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$133/mo
vs 50% target ($2,766/mo)-95%
vs normal income ($5,531/mo)2% covered
Net income (after hedge)$318/mo
Downside budget
✓ $60 is at/above CC-SS $57.85: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-8,713
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 $0.08 collected) or spot ≥ $60.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $60)); NOT the premium you collected. Momentum override: two daily closes above $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $59.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$59-60.14
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
≥ $60.14
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$60.00 (2.8σ)$40$-241+$17,124+$1,875
+2.5%$61.50 (3.0σ)$-710$-94+$17,271+$1,875
+5%$63.00 (3.3σ)$-1,460$53+$17,418+$1,875
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (5 × $60): -$0
− Conservative CC assignment net of premium (5 × $56): -$761
Total Position P&L @ SS: $-1,566 (+$15,799 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: +$761, the opportunity cost of earning $133/mo FIGHT income now)
🛡 safe yield10 × $5217 Jul9d21.6%92%18%$380$1,267-$1,733$5,472
Sell 10 × $52 21.6% OTM over spot $42.77 17 Jul 2026 (9d, $0.45 mid)
= $380 credit for the 9d cycle → $1,267/mo projected
Survival (stays ≤ $52)
92%
Breach risk
8%
POP (stays ≤ $52.45)
92%
EV / mo
+$714
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.9-3.4] median  ·  59% of paths whole by 9 mo (vs 58% without)  ·  ~1.8 challenges expected  ·  median CC cash $3,030
🛡 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)
11%
Flat exit net (mid-life)
-$2,112
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$54 @ 71% POP
61% 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: $3.52/sh now → $2.49 mid-life (likely $2.09–$3.57)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$2.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 334 simulated challenges: the $52 strike is typically first touched on day 6 of 9, at $53 (overshoots $1.38). 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
Roll out (same strike, buy time)~$5224 Jul 202612d left+$0.39/sh+$395
cycle +$775
[+$136…+$825] · 85% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$5324 Jul 202612d left+$0.19/sh+$193
cycle +$573
[-$116…+$587] · 66% credit
69%
surv 57%
Max even-money escape in the band~$5324 Jul 202612d left+$0.19/sh+$193
cycle +$573
[-$116…+$587] · 66% credit
69%
surv 57%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5424 Jul 202612d left-$0.38/sh-$375
cycle +$5
[-$802…-$33] · 24% credit
71%
surv 61%
budget: banked $380 debit $375 (99% used ≈ 1.3 wk of income) → whole cycle still +$5 cash · rolled 10 ct earn ≈ $5,292/mo while parked; 0 ct free to re-sell
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$1,267/mo
vs 50% target ($2,766/mo)-54%
vs normal income ($5,531/mo)23% covered
Net income (after hedge)$1,142/mo
Downside budget
⚠ $52 is $6 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,472
… as % of IC ($7,300)75.0%
… as % of ML ($47,300)11.6%
Recovery months (at normal income)1.0 mo
Surgical close (10 ct)$-17,435
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 $0.38 collected) or spot ≥ $52.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $52)); NOT the premium you collected. Momentum override: two daily closes above $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $51.48Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$51-52.45
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
≥ $52.45
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$52.00 (1.5σ)$380$-6,850+$10,515+$50
+2.5%$53.30 (1.7σ)$-920$-6,723+$10,642-$1,250
+5%$54.60 (1.9σ)$-2,220$-6,596+$10,769-$2,550
SS (= V-bounce)$56.15 (2.2σ)$-3,770$-6,444+$10,921-$3,950
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $52): -$5,472
Total Position P&L @ SS: $-6,277 (+$11,088 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-3,950, the opportunity cost of earning $1,267/mo FIGHT income now)
33% normal10 × $5017 Jul9d16.9%87%27%$590$1,967-$1,033$7,262
Sell 10 × $50 16.9% OTM over spot $42.77 17 Jul 2026 (9d, $0.67 mid)
= $590 credit for the 9d cycle → $1,967/mo projected
Survival (stays ≤ $50)
87%
Breach risk
13%
POP (stays ≤ $50.66)
89%
EV / mo
+$969
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.2] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  58% of paths whole by 9 mo (vs 56% without)  ·  ~3.3 challenges expected  ·  median CC cash $4,762
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
18%
Flat exit net (mid-life)
-$1,806
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$53 @ 74% POP
66% 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: $3.39/sh now → $2.40 mid-life (likely $2.29–$3.66)≈ $0 at expiry  |  you banked $0.59/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 531 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $51 (overshoots $1.43). 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 (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5024 Jul 202612d left+$0.44/sh+$442
cycle +$1,032
[+$105…+$687] · 81% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202612d left+$0.24/sh+$239
cycle +$829
[-$121…+$452] · 64% credit
69%
surv 57%
Up-and-out for even (raise the cap, free)~$5124 Jul 202612d left+$0.03/sh+$27
cycle +$617
[-$380…+$210] · 40% credit
70%
surv 59%
Max even-money escape in the band~$5124 Jul 202612d left+$0.03/sh+$27
cycle +$617
[-$380…+$210] · 40% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5324 Jul 202612d left-$0.58/sh-$582
cycle +$8
[-$1,151…-$458] · 8% credit
74%
surv 66%
budget: banked $590 debit $582 (99% used ≈ 1.3 wk of income) → whole cycle still +$8 cash · rolled 10 ct earn ≈ $4,534/mo while parked; 0 ct free to re-sell
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$1,967/mo
vs 50% target ($2,766/mo)-29%
vs normal income ($5,531/mo)36% covered
Net income (after hedge)$1,842/mo
Downside budget
⚠ $50 is $8 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,262
… as % of IC ($7,300)99.5%
… as % of ML ($47,300)15.4%
Recovery months (at normal income)1.3 mo
Surgical close (10 ct)$-17,440
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.59 collected) or spot ≥ $50.66 (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 $56.23 (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
$50-50.66
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
≥ $50.66
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.2σ)$590$-8,836+$8,529+$260
+2.5%$51.25 (1.4σ)$-660$-8,714+$8,651-$990
+5%$52.50 (1.6σ)$-1,910$-8,591+$8,774-$2,240
SS (= V-bounce)$56.15 (2.2σ)$-5,560$-8,234+$9,131-$5,740
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $50): -$7,262
Total Position P&L @ SS: $-8,067 (+$9,298 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-5,740, the opportunity cost of earning $1,967/mo FIGHT income now)
🎯 50% normal10 × $4817 Jul9d12.2%81%30%$900$3,000$8,952
Sell 10 × $48 12.2% OTM over spot $42.77 17 Jul 2026 (9d, $1.01 mid)
= $900 credit for the 9d cycle → $3,000/mo projected
Survival (stays ≤ $48)
81%
Breach risk
19%
POP (stays ≤ $49.01)
84%
EV / mo
+$1,221
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.9-3.1] median, 0.2 mo faster than no FIGHT (1.8 mo)  ·  63% of paths whole by 9 mo (vs 60% without)  ·  ~5.2 challenges expected  ·  median CC cash $5,521
🛡 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)
30%
Flat exit net (mid-life)
-$1,400
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 77% POP
71% 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: $3.25/sh now → $2.30 mid-life (likely $2.43–$3.70)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 907 simulated challenges: the $48 strike is typically first touched on day 5 of 9, at $49 (overshoots $1.41). 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
Roll out (same strike, buy time)~$4824 Jul 202612d left+$0.48/sh+$484
cycle +$1,384
[+$50…+$578] · 79% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4824 Jul 202612d left+$0.35/sh+$348
cycle +$1,248
[-$108…+$414] · 64% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$4924 Jul 202612d left+$0.07/sh+$69
cycle +$969
[-$424…+$116] · 31% credit
70%
surv 59%
Max even-money escape in the band~$4924 Jul 202612d left+$0.07/sh+$69
cycle +$969
[-$424…+$116] · 31% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5224 Jul 202612d left-$0.84/sh-$835
cycle +$65
[-$1,573…-$881] · 1% credit
77%
surv 71%
budget: banked $900 debit $835 (93% used ≈ 1.2 wk of income) → whole cycle still +$65 cash · rolled 10 ct earn ≈ $3,662/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,000/mo
vs 50% target ($2,766/mo)+8%
vs normal income ($5,531/mo)54% covered
Net income (after hedge)$2,875/mo
Downside budget
⚠ $48 is $10 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,952
… as % of IC ($7,300)122.6%
… as % of ML ($47,300)18.9%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-17,470
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $49.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-49.01
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
≥ $49.01
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (≤1σ, normal week)$900$-10,722+$6,643+$570
+2.5%$49.20 (1.0σ)$-300$-10,605+$6,760-$630
+5%$50.40 (1.2σ)$-1,500$-10,487+$6,878-$1,830
SS (= V-bounce)$56.15 (2.2σ)$-7,250$-9,924+$7,441-$7,430
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $48): -$8,952
Total Position P&L @ SS: $-9,757 (+$7,608 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-7,430, the opportunity cost of earning $3,000/mo FIGHT income now)
100% normal10 × $4517 Jul9d5.2%66%70%$1,680$5,600+$2,600$11,172
Sell 10 × $45 5.2% OTM over spot $42.77 17 Jul 2026 (9d, $1.76 mid)
= $1,680 credit for the 9d cycle → $5,600/mo projected
Survival (stays ≤ $45)
66%
Breach risk
34%
POP (stays ≤ $46.76)
76%
EV / mo
+$1,589
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.7-3.6] median  ·  68% of paths whole by 9 mo (vs 59% without)  ·  ~11.3 challenges expected  ·  median CC cash $7,286
🛡 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)
57%
Flat exit net (mid-life)
-$476
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 86% POP
84% 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: $3.05/sh now → $2.16 mid-life (likely $2.70–$3.81)≈ $0 at expiry  |  you banked $1.68/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,722 simulated challenges: the $45 strike is typically first touched on day 3 of 9, at $46 (overshoots $1.29). 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
Roll out (same strike, buy time)~$4524 Jul 202612d left+$0.54/sh+$537
cycle +$2,217
[-$10…+$366] · 74% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$4624 Jul 202612d left+$0.12/sh+$121
cycle +$1,801
[-$482…-$77] · 19% credit
71%
surv 60%
Max even-money escape in the band~$4624 Jul 202612d left+$0.12/sh+$121
cycle +$1,801
[-$482…-$77] · 19% credit
71%
surv 60%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5224 Jul 202612d left-$1.48/sh-$1,477
cycle +$203
[-$2,626…-$1,860]
86%
surv 84%
budget: banked $1,680 debit $1,477 (88% used ≈ 1.1 wk of income) → whole cycle still +$203 cash · rolled 10 ct earn ≈ $1,697/mo while parked; 0 ct free to re-sell
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$5,600/mo
vs 50% target ($2,766/mo)+102%
vs normal income ($5,531/mo)101% covered
Net income (after hedge)$5,475/mo
Downside budget
⚠ $45 is $13 below CC-SS $57.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,172
… as % of IC ($7,300)153.0%
… as % of ML ($47,300)23.6%
Recovery months (at normal income)2.0 mo
Surgical close (10 ct)$-17,445
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.68 collected) or spot ≥ $46.76 (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 $56.23 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.76
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
≥ $46.76
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$1,680$-13,236+$4,129+$1,350
+2.5%$46.12 (≤1σ, normal week)$555$-13,126+$4,239+$225
+5%$47.25 (≤1σ, normal week)$-570$-13,016+$4,349-$900
SS (= V-bounce)$56.15 (2.2σ)$-9,470$-12,144+$5,221-$9,650
V-BOUNCE STRESS (stock → CC-SS $57.85, where you are whole again, by expiry)
Starting unrealized P&L: $-17,365
+ Fortress recovery (un-capped): +$16,560
− CC assignment net of premium (10 × $45): -$11,172
Total Position P&L @ SS: $-11,977 (+$5,388 vs today)
Do-nothing baseline at SS: $-2,327 (this trade vs do-nothing: $-9,650, the opportunity cost of earning $5,600/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 (32 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 32 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: 1.098 (IBKR)  |  Recovery@SS: +$16,560 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,327

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$48.502d10 Jul 2026$0.229/10$2,970$2,90794%95%+$2,363-$8,218112.6%$-9,176 (vs do-nothing $-6,849)
$47.502d10 Jul 2026$0.316/10$2,790$2,91394%95%+$2,462-$6,02582.5%$-7,439 (vs do-nothing $-5,112)
$482d10 Jul 2026$0.229/10$2,970$2,90793%94%+$2,145-$8,668118.7%$-9,626 (vs do-nothing $-7,299)
$472d10 Jul 2026$0.375/10$2,775$2,95992%94%+$2,350-$5,24171.8%$-6,807 (vs do-nothing $-4,480)
$46.502d10 Jul 2026$0.455/10$3,375$3,55990%92%+$2,728-$5,45174.7%$-7,017 (vs do-nothing $-4,690)
$462d10 Jul 2026$0.544/10$3,240$3,48686%90%+$2,469-$4,52562.0%$-6,243 (vs do-nothing $-3,916)
$45.502d10 Jul 2026$0.653/10$2,925$3,23383%88%+$2,083-$3,51048.1%$-5,381 (vs do-nothing $-3,054)
$489d17 Jul 2026$0.9010/10$3,000$2,87581%84%+$1,221-$8,952122.6%$-9,757 (vs do-nothing $-7,430)
$452d10 Jul 2026$0.763/10$3,420$3,72878%85%+$2,221-$3,62749.7%$-5,498 (vs do-nothing $-3,171)
$479d17 Jul 2026$1.128/10$2,987$2,98577%82%+$1,104-$7,785106.6%$-8,895 (vs do-nothing $-6,568)
$44.502d10 Jul 2026$0.913/10$4,095$4,40373%83%+$2,425-$3,73251.1%$-5,603 (vs do-nothing $-3,276)
$4716d24 Jul 2026$1.6110/10$3,019$2,89472%79%+$583-$9,242126.6%$-10,047 (vs do-nothing $-7,720)
$469d17 Jul 2026$1.367/10$3,173$3,23472%79%+$1,012-$7,344100.6%$-8,606 (vs do-nothing $-6,279)
Show 19 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$46.5016d24 Jul 2026$1.769/10$2,970$2,90770%77%+$557-$8,632118.3%$-9,590 (vs do-nothing $-7,263)
$4616d24 Jul 2026$1.659/10$2,784$2,72168%76%+$132-$9,181125.8%$-10,139 (vs do-nothing $-7,812)
$442d10 Jul 2026$1.062/10$3,180$3,55067%80%+$1,662-$2,55835.0%$-4,581 (vs do-nothing $-2,254)
$459d17 Jul 2026$1.685/10$2,800$2,98466%76%+$794-$5,58676.5%$-7,152 (vs do-nothing $-4,825)
$45.5016d24 Jul 2026$2.078/10$3,105$3,10466%75%+$517-$8,225112.7%$-9,335 (vs do-nothing $-7,008)
$4516d24 Jul 2026$2.237/10$2,927$2,98864%74%+$444-$7,435101.9%$-8,697 (vs do-nothing $-6,370)
$44.5016d24 Jul 2026$2.327/10$3,045$3,10662%73%+$328-$7,722105.8%$-8,984 (vs do-nothing $-6,657)
$43.502d10 Jul 2026$1.252/10$3,750$4,12061%77%+$1,726-$2,62035.9%$-4,643 (vs do-nothing $-2,316)
$449d17 Jul 2026$2.025/10$3,367$3,55161%73%+$790-$5,91681.0%$-7,482 (vs do-nothing $-5,155)
$4416d24 Jul 2026$2.696/10$3,026$3,14960%72%+$481-$6,69791.7%$-8,111 (vs do-nothing $-5,784)
$43.5016d24 Jul 2026$2.906/10$3,262$3,38557%71%+$485-$6,87194.1%$-8,285 (vs do-nothing $-5,958)
$4316d24 Jul 2026$2.955/10$2,766$2,95055%70%+$245-$5,95181.5%$-7,517 (vs do-nothing $-5,190)
$432d10 Jul 2026$1.472/10$4,410$4,78054%74%+$1,767-$2,67636.7%$-4,699 (vs do-nothing $-2,372)
$439d17 Jul 2026$2.464/10$3,280$3,52654%70%+$665-$4,95767.9%$-6,675 (vs do-nothing $-4,348)
$42.5016d24 Jul 2026$3.255/10$3,047$3,23153%69%+$306-$6,05182.9%$-7,617 (vs do-nothing $-5,290)
$4216d24 Jul 2026$3.455/10$3,234$3,41950%67%+$260-$6,20184.9%$-7,767 (vs do-nothing $-5,440)
$429d17 Jul 2026$2.893/10$2,890$3,19848%67%+$435-$3,88853.3%$-5,759 (vs do-nothing $-3,432)
$42.502d10 Jul 2026$1.702/10$5,100$5,47048%71%+$1,720-$2,73037.4%$-4,753 (vs do-nothing $-2,426)
$422d10 Jul 2026$1.931/10$2,895$3,32741%69%+$776-$1,39219.1%$-3,567 (vs do-nothing $-1,240)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 10 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-08 01:49