FORTRESS FIGHT: ENPH @ $43.04

BE SS: $56.15  |  CC-SS: $58.03  |  10 contracts (1,000 sh)  |  2026-07-08 03:37 |  ⌂ PORTFOLIO

ENPH @ $43.04   UNDERWATER $13.11 (23.3% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.03  |  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$5,456/mo95% ann ROI on ML
Hedge rolling cost$125/mo
Unrealized P&L$-17,265fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,728/mo
HEDGE COVER
$125/mo
NORMAL INCOME
$5,456/mo (ATM CC, chain)
IC VELOCITY
1.3 mo to earn back $7,300
ML VELOCITY
8.7 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.03 (probe: $60C 16d) brings only $281/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)
$16,460
was $17,265 · 5% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$58.76 → $58.03
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 46 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 10 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.08 (+51%) · daily UBB $56.14 · 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 ($2,728/mo); it brings $2,835/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 $5,700/mo, but breach risk rises to 12% (+6pp 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 $8,388 (115% 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 $-15,611 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, $2,835/mo (E[net] $1,797/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%$2,835$1,797
NEXT FRIDAY17 Jul 2026 · 9d10 × $48.5081%$2,800$677

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $1,797/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $48.50 (primary), 94% survival, breach 6%, $2,835/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $49 rung (33% normal) lifts survival to 95% (breach 6% → 5%) for $915/mo less (32% income) buys safety you do not really need here.
ENPH  spot $43.04 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge9 × $5910 Jul2d37.1%99+%0%$9$135-$2,700$0
Sell 9 × $59 37.1% OTM over spot $43.04 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 ≤ $59.02)
99+%
EV / mo
+$133
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.0] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  58% of paths whole by 9 mo (vs 61% without)  ·  ~0.0 challenges expected  ·  median CC cash $-277
🛡 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)
-$1,589
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$62 @ 74% POP
67% 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: $2.51/sh now → $1.78 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$1.77/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+$0.93/sh+$840
cycle +$849
68%
surv 52%
Up-and-out for even (raise the cap, free)~$6117 Jul 20268d left+$0.13/sh+$121
cycle +$130
73%
surv 64%
Max even-money escape in the band~$6224 Jul 202615d left+$0.27/sh+$243
cycle +$252
74%
surv 67%
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 ($2,728/mo)-95%
vs normal income ($5,456/mo)2% covered
Net income (after hedge)$74/mo
Downside budget
✓ $59 is at/above CC-SS $58.03: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$-15,552
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 ≥ $59.02 (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 $56.14 (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
$58-59.02
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
≥ $59.02
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 (5.5σ)$9$2+$17,267+$2,403
+2.5%$60.47 (6.0σ)$-1,318$147+$17,412+$2,403
+5%$61.95 (6.5σ)$-2,646$291+$17,556+$2,403
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (9 × $59): -$0
− Conservative CC assignment net of premium (1 × $56): -$169
Total Position P&L @ SS: $-975 (+$16,290 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: +$1,521, the opportunity cost of earning $135/mo FIGHT income now)
33% normal8 × $4910 Jul2d13.8%95%10%$128$1,920-$915$7,096
Sell 8 × $49 13.8% OTM over spot $43.04 10 Jul 2026 (2d, $0.20 mid)
= $128 credit for the 2d cycle → $1,920/mo projected
Survival (stays ≤ $49)
95%
Breach risk
5%
POP (stays ≤ $49.20)
95%
EV / mo
+$1,464
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.4] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  60% of paths whole by 9 mo (vs 60% without)  ·  ~2.1 challenges expected  ·  median CC cash $2,897
🛡 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)
4%
Flat exit net (mid-life)
-$1,052
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$54 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 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: $2.09/sh now → $1.47 mid-life (likely $1.38–$2.91)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 111 simulated challenges: the $49 strike is typically first touched on day 2 of 2, at $50 (overshoots $1.23). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4917 Jul 20268d left+$1.05/sh+$839
cycle +$967
[+$410…+$961] · 87% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202615d left+$0.69/sh+$551
cycle +$679
[-$108…+$665] · 72% credit
73%
surv 64%
Max even-money escape in the band~$5224 Jul 202615d left+$0.37/sh+$298
cycle +$426
[-$416…+$400] · 59% credit
75%
surv 68%
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)~$5117 Jul 20268d left+$0.26/sh+$208
cycle +$336
[-$380…+$288] · 58% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$5424 Jul 202615d left-$0.14/sh-$113
cycle +$15
[-$925…-$28] · 23% credit
80%
surv 76%
budget: banked $128 debit $113 (88% used ≈ 0.3 wk of income) → whole cycle still +$15 cash · rolled 8 ct earn ≈ $2,134/mo while parked; 2 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$1,920/mo
vs 50% target ($2,728/mo)-30%
vs normal income ($5,456/mo)35% covered
Net income (after hedge)$1,922/mo
Downside budget
⚠ $49 is $9 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,096
… as % of IC ($7,300)97.2%
… as % of ML ($47,300)15.0%
Recovery months (at normal income)1.3 mo
Surgical close (8 ct)$-13,840
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $49.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $49)); NOT the premium you collected. Momentum override: two daily closes above $56.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $48.51Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$49-49.20
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
≥ $49.20
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$49.00 (2.1σ)$128$-10,525+$6,740-$144
+2.5%$50.22 (2.5σ)$-852$-10,160+$7,105-$1,124
+5%$51.45 (2.9σ)$-1,832$-9,795+$7,470-$2,104
SS (= V-bounce)$56.15 (4.5σ)$-5,592$-8,424+$8,841-$5,744
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (8 × $49): -$7,096
− Conservative CC assignment net of premium (2 × $56): -$338
Total Position P&L @ SS: $-8,240 (+$9,025 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-5,744, the opportunity cost of earning $1,920/mo FIGHT income now)
🎯 50% normal9 × $48.5010 Jul2d12.7%94%5%$189$2,835$8,388
Sell 9 × $48.50 12.7% OTM over spot $43.04 10 Jul 2026 (2d, $0.29 mid)
= $189 credit for the 2d cycle → $2,835/mo projected
Survival (stays ≤ $48.50)
94%
Breach risk
6%
POP (stays ≤ $48.79)
94%
EV / mo
+$2,138
📈 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  ·  60% of paths whole by 9 mo (vs 57% without)  ·  ~3.0 challenges expected  ·  median CC cash $3,936
🛡 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)
5%
Flat exit net (mid-life)
-$1,125
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$54 @ 80% POP
76% 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: $2.06/sh now → $1.46 mid-life (likely $1.48–$2.97)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$1.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 158 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $50 (overshoots $1.35). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4817 Jul 20268d left+$1.05/sh+$946
cycle +$1,135
[+$436…+$1,027] · 86% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202615d left+$0.69/sh+$621
cycle +$810
[-$158…+$665] · 71% credit
73%
surv 64%
Max even-money escape in the band~$5224 Jul 202615d left+$0.37/sh+$337
cycle +$526
[-$517…+$361] · 52% credit
75%
surv 69%
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)~$5017 Jul 20268d left+$0.26/sh+$237
cycle +$426
[-$487…+$250] · 51% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$5424 Jul 202615d left-$0.14/sh-$124
cycle +$65
[-$1,107…-$128] · 16% credit
80%
surv 76%
budget: banked $189 debit $124 (65% used ≈ 0.2 wk of income) → whole cycle still +$65 cash · rolled 9 ct earn ≈ $2,380/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$2,835/mo
vs 50% target ($2,728/mo)+4%
vs normal income ($5,456/mo)52% covered
Net income (after hedge)$2,774/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,388
… as % of IC ($7,300)114.9%
… as % of ML ($47,300)17.7%
Recovery months (at normal income)1.5 mo
Surgical close (9 ct)$-15,611
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $48.79 (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 $56.14 (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
$48-48.79
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
≥ $48.79
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 (1.9σ)$189$-11,047+$6,218-$117
+2.5%$49.71 (2.3σ)$-902$-10,807+$6,458-$1,208
+5%$50.93 (2.7σ)$-1,994$-10,567+$6,698-$2,300
SS (= V-bounce)$56.15 (4.5σ)$-6,696$-9,547+$7,718-$6,867
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (9 × $48.50): -$8,388
− Conservative CC assignment net of premium (1 × $56): -$169
Total Position P&L @ SS: $-9,363 (+$7,902 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-6,867, the opportunity cost of earning $2,835/mo FIGHT income now)
🛡 safe yield10 × $47.5010 Jul2d10.4%90%20%$270$4,050+$1,215$10,260
Sell 10 × $47.50 10.4% OTM over spot $43.04 10 Jul 2026 (2d, $0.35 mid)
= $270 credit for the 2d cycle → $4,050/mo projected
Survival (stays ≤ $47.50)
90%
Breach risk
10%
POP (stays ≤ $47.85)
92%
EV / mo
+$2,621
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.4] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  62% of paths whole by 9 mo (vs 55% without)  ·  ~5.7 challenges expected  ·  median CC cash $7,758
🛡 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)
-$1,160
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$53 @ 80% 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: $2.02/sh now → $1.43 mid-life (likely $1.52–$2.73)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$1.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 296 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $49 (overshoots $1.25). 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)~$4817 Jul 20268d left+$1.06/sh+$1,056
cycle +$1,326
[+$589…+$1,098] · 89% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5024 Jul 202615d left+$0.69/sh+$691
cycle +$961
[-$37…+$683] · 72% credit
73%
surv 65%
Max even-money escape in the band~$5124 Jul 202615d left+$0.38/sh+$377
cycle +$647
[-$426…+$357] · 53% credit
75%
surv 69%
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)~$4917 Jul 20268d left+$0.27/sh+$269
cycle +$539
[-$418…+$253] · 48% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$5324 Jul 202615d left-$0.13/sh-$131
cycle +$139
[-$1,063…-$175] · 16% credit
80%
surv 76%
budget: banked $270 debit $131 (49% used ≈ 0.1 wk of income) → whole cycle still +$139 cash · rolled 10 ct earn ≈ $2,597/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$4,050/mo
vs 50% target ($2,728/mo)+48%
vs normal income ($5,456/mo)74% covered
Net income (after hedge)$3,925/mo
Downside budget
⚠ $47.50 is $11 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,260
… as % of IC ($7,300)140.6%
… as % of ML ($47,300)21.7%
Recovery months (at normal income)1.9 mo
Surgical close (10 ct)$-17,345
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $47.85 (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 $56.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.85
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
≥ $47.85
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$47.50 (1.5σ)$270$-12,098+$5,167-$70
+2.5%$48.69 (1.9σ)$-917$-11,982+$5,283-$1,257
+5%$49.88 (2.4σ)$-2,105$-11,865+$5,400-$2,445
SS (= V-bounce)$56.15 (4.5σ)$-8,380$-11,250+$6,015-$8,570
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (10 × $47.50): -$10,260
Total Position P&L @ SS: $-11,066 (+$6,199 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-8,570, the opportunity cost of earning $4,050/mo FIGHT income now)
100% normal10 × $4710 Jul2d9.2%88%25%$380$5,700+$2,865$10,650
Sell 10 × $47 9.2% OTM over spot $43.04 10 Jul 2026 (2d, $0.48 mid)
= $380 credit for the 2d cycle → $5,700/mo projected
Survival (stays ≤ $47)
88%
Breach risk
12%
POP (stays ≤ $47.48)
90%
EV / mo
+$3,765
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.8-3.8] median, 0.2 mo faster than no FIGHT (1.9 mo)  ·  70% of paths whole by 9 mo (vs 57% without)  ·  ~7.1 challenges expected  ·  median CC cash $9,855
🛡 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)
12%
Flat exit net (mid-life)
-$1,035
Free roll-up
+$2/wk
Safest escape (by 17 Jul 2026)
$51 @ 80% POP
75% 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: $2.00/sh now → $1.41 mid-life (likely $1.55–$2.96)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 373 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $48 (overshoots $1.30). 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+$1.06/sh+$1,058
cycle +$1,438
[+$465…+$1,088] · 89% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4924 Jul 202615d left+$0.69/sh+$692
cycle +$1,072
[-$201…+$670] · 67% credit
73%
surv 65%
Max even-money escape in the band~$5024 Jul 202615d left+$0.38/sh+$378
cycle +$758
[-$591…+$335] · 50% credit
75%
surv 69%
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)~$4917 Jul 20268d left+$0.27/sh+$271
cycle +$651
[-$558…+$236] · 46% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$5117 Jul 20268d left-$0.30/sh-$299
cycle +$81
[-$1,334…-$385]
80%
surv 75%
budget: banked $380 debit $299 (79% used ≈ 0.2 wk of income) → whole cycle still +$81 cash · rolled 10 ct earn ≈ $4,183/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$5,700/mo
vs 50% target ($2,728/mo)+109%
vs normal income ($5,456/mo)104% covered
Net income (after hedge)$5,575/mo
Downside budget
⚠ $47 is $11 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,650
… as % of IC ($7,300)145.9%
… as % of ML ($47,300)22.5%
Recovery months (at normal income)2.0 mo
Surgical close (10 ct)$-17,370
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 ≥ $47.48 (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 $56.14 (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
$47-47.48
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
≥ $47.48
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 (1.4σ)$380$-12,537+$4,728+$40
+2.5%$48.17 (1.8σ)$-795$-12,422+$4,843-$1,135
+5%$49.35 (2.2σ)$-1,970$-12,307+$4,958-$2,310
SS (= V-bounce)$56.15 (4.5σ)$-8,770$-11,640+$5,625-$8,960
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (10 × $47): -$10,650
Total Position P&L @ SS: $-11,456 (+$5,809 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-8,960, the opportunity cost of earning $5,700/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] $677/mo

🎯 Engine pick: sell 10 × $48.50 (primary), 81% survival, breach 19%, $2,800/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 86% (breach 19% → 14%) for $970/mo less (35% income) buys safety you do not really need here.
ENPH  spot $43.04 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $6017 Jul9d39.4%98%3%$40$133-$2,667$0
Sell 5 × $60 39.4% OTM over spot $43.04 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)
98%
EV / mo
+$104
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.4] median  ·  58% of paths whole by 9 mo (vs 59% without)  ·  ~0.1 challenges expected  ·  median CC cash $1,239
🛡 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)
-$1,291
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$61 @ 69% POP
57% 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: $3.76/sh now → $2.66 mid-life → ≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$2.58/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+$0.22/sh+$108
cycle +$148
66%
surv 53%
Up-and-out for even (raise the cap, free)~$6024 Jul 202612d left+$0.19/sh+$94
cycle +$134
68%
surv 55%
Max even-money escape in the band~$6024 Jul 202612d left+$0.19/sh+$94
cycle +$134
68%
surv 55%
Safety roll (pay small debit, max POP)~$6124 Jul 202612d left-$0.02/sh-$8
cycle +$32
69%
surv 57%
budget: banked $40 debit $8 (19% used ≈ 0.3 wk of income) → whole cycle still +$32 cash · rolled 5 ct earn ≈ $3,308/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 ($2,728/mo)-95%
vs normal income ($5,456/mo)2% covered
Net income (after hedge)$327/mo
Downside budget
✓ $60 is at/above CC-SS $58.03: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-8,663
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 $56.14 (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)$40$-433+$16,832+$1,870
+2.5%$61.50 (3.0σ)$-710$-286+$16,979+$1,870
+5%$63.00 (3.2σ)$-1,460$-139+$17,126+$1,870
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (5 × $60): -$0
− Conservative CC assignment net of premium (5 × $56): -$845
Total Position P&L @ SS: $-1,651 (+$15,614 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: +$845, the opportunity cost of earning $133/mo FIGHT income now)
🛡 safe yield10 × $5217 Jul9d20.8%91%19%$400$1,333-$1,467$5,630
Sell 10 × $52 20.8% OTM over spot $43.04 17 Jul 2026 (9d, $0.49 mid)
= $400 credit for the 9d cycle → $1,333/mo projected
Survival (stays ≤ $52)
91%
Breach risk
9%
POP (stays ≤ $52.49)
92%
EV / mo
+$732
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.1] median  ·  59% of paths whole by 9 mo (vs 57% without)  ·  ~2.0 challenges expected  ·  median CC cash $3,156
🛡 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)
12%
Flat exit net (mid-life)
-$1,907
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$54 @ 72% POP
63% 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: $3.26/sh now → $2.31 mid-life (likely $1.95–$3.32)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 372 simulated challenges: the $52 strike is typically first touched on day 6 of 9, at $53 (overshoots $1.42). 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+$0.44/sh+$436
cycle +$836
[+$197…+$845] · 88% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$5324 Jul 202612d left+$0.20/sh+$199
cycle +$599
[-$74…+$558] · 69% credit
69%
surv 58%
Max even-money escape in the band~$5324 Jul 202612d left+$0.20/sh+$199
cycle +$599
[-$74…+$558] · 69% credit
69%
surv 58%
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-$0.18/sh-$183
cycle +$217
[-$539…+$130] · 31% credit
72%
surv 63%
budget: banked $400 debit $183 (46% used ≈ 0.6 wk of income) → whole cycle still +$217 cash · rolled 10 ct earn ≈ $5,309/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$1,333/mo
vs 50% target ($2,728/mo)-51%
vs normal income ($5,456/mo)24% covered
Net income (after hedge)$1,208/mo
Downside budget
⚠ $52 is $6 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,630
… as % of IC ($7,300)77.1%
… as % of ML ($47,300)11.9%
Recovery months (at normal income)1.0 mo
Surgical close (10 ct)$-17,360
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 $0.40 collected) or spot ≥ $52.49 (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 $56.14 (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
$51-52.49
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
≥ $52.49
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)$400$-7,027+$10,238+$60
+2.5%$53.30 (1.7σ)$-900$-6,900+$10,365-$1,240
+5%$54.60 (1.9σ)$-2,200$-6,772+$10,493-$2,540
SS (= V-bounce)$56.15 (2.1σ)$-3,750$-6,620+$10,645-$3,940
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (10 × $52): -$5,630
Total Position P&L @ SS: $-6,436 (+$10,829 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-3,940, the opportunity cost of earning $1,333/mo FIGHT income now)
33% normal9 × $5017 Jul9d16.2%86%29%$549$1,830-$970$6,678
Sell 9 × $50 16.2% OTM over spot $43.04 17 Jul 2026 (9d, $0.66 mid)
= $549 credit for the 9d cycle → $1,830/mo projected
Survival (stays ≤ $50)
86%
Breach risk
14%
POP (stays ≤ $50.66)
88%
EV / mo
+$851
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.4] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  67% of paths whole by 9 mo (vs 64% without)  ·  ~3.4 challenges expected  ·  median CC cash $3,763
🛡 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)
20%
Flat exit net (mid-life)
-$1,447
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 73% POP
65% 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: $3.14/sh now → $2.22 mid-life (likely $2.00–$3.23)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$1.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 594 simulated challenges: the $50 strike is typically first touched on day 6 of 9, at $51 (overshoots $1.30). 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)~$5024 Jul 202612d left+$0.48/sh+$431
cycle +$980
[+$194…+$688] · 92% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$5124 Jul 202612d left+$0.24/sh+$216
cycle +$765
[-$36…+$427] · 70% credit
70%
surv 58%
Max even-money escape in the band~$5124 Jul 202612d left+$0.24/sh+$216
cycle +$765
[-$36…+$427] · 70% credit
70%
surv 58%
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-$0.41/sh-$366
cycle +$183
[-$749…-$194] · 13% credit
73%
surv 65%
budget: banked $549 debit $366 (67% used ≈ 0.9 wk of income) → whole cycle still +$183 cash · rolled 9 ct earn ≈ $4,077/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$1,830/mo
vs 50% target ($2,728/mo)-33%
vs normal income ($5,456/mo)34% covered
Net income (after hedge)$1,769/mo
Downside budget
⚠ $50 is $8 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,678
… as % of IC ($7,300)91.5%
… as % of ML ($47,300)14.1%
Recovery months (at normal income)1.2 mo
Surgical close (9 ct)$-15,579
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 $0.61 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 $56.14 (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 (1.1σ)$549$-9,040+$8,225+$243
+2.5%$51.25 (1.3σ)$-576$-8,792+$8,473-$882
+5%$52.50 (1.5σ)$-1,701$-8,545+$8,720-$2,007
SS (= V-bounce)$56.15 (2.1σ)$-4,986$-7,837+$9,428-$5,157
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (9 × $50): -$6,678
− Conservative CC assignment net of premium (1 × $56): -$169
Total Position P&L @ SS: $-7,653 (+$9,612 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-5,157, the opportunity cost of earning $1,830/mo FIGHT income now)
🎯 50% normal10 × $48.5017 Jul9d12.7%81%30%$840$2,800$8,690
Sell 10 × $48.50 12.7% OTM over spot $43.04 17 Jul 2026 (9d, $0.90 mid)
= $840 credit for the 9d cycle → $2,800/mo projected
Survival (stays ≤ $48.50)
81%
Breach risk
19%
POP (stays ≤ $49.40)
85%
EV / mo
+$1,125
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.8] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  64% of paths whole by 9 mo (vs 59% without)  ·  ~4.9 challenges expected  ·  median CC cash $5,768
🛡 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)
-$1,312
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 76% 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: $3.04/sh now → $2.15 mid-life (likely $2.14–$3.39)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$1.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 888 simulated challenges: the $48 strike is typically first touched on day 5 of 9, at $50 (overshoots $1.39). 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+$0.51/sh+$508
cycle +$1,348
[+$157…+$669] · 88% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$4924 Jul 202612d left+$0.27/sh+$267
cycle +$1,107
[-$93…+$389] · 62% credit
70%
surv 58%
Max even-money escape in the band~$4924 Jul 202612d left+$0.27/sh+$267
cycle +$1,107
[-$93…+$389] · 62% credit
70%
surv 58%
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-$0.68/sh-$676
cycle +$164
[-$1,294…-$638] · 4% credit
76%
surv 70%
budget: banked $840 debit $676 (80% used ≈ 1.0 wk of income) → whole cycle still +$164 cash · rolled 10 ct earn ≈ $3,690/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$2,800/mo
vs 50% target ($2,728/mo)+3%
vs normal income ($5,456/mo)51% covered
Net income (after hedge)$2,675/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,690
… as % of IC ($7,300)119.0%
… as % of ML ($47,300)18.4%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-17,320
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.84 collected) or spot ≥ $49.40 (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 $56.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $48.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-49.40
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
≥ $49.40
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 (≤1σ, normal week)$840$-10,430+$6,835+$500
+2.5%$49.71 (1.1σ)$-372$-10,311+$6,954-$712
+5%$50.93 (1.3σ)$-1,585$-10,192+$7,073-$1,925
SS (= V-bounce)$56.15 (2.1σ)$-6,810$-9,680+$7,585-$7,000
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (10 × $48.50): -$8,690
Total Position P&L @ SS: $-9,496 (+$7,769 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-7,000, the opportunity cost of earning $2,800/mo FIGHT income now)
100% normal10 × $4517 Jul9d4.6%65%74%$1,720$5,733+$2,933$11,310
Sell 10 × $45 4.6% OTM over spot $43.04 17 Jul 2026 (9d, $1.82 mid)
= $1,720 credit for the 9d cycle → $5,733/mo projected
Survival (stays ≤ $45)
65%
Breach risk
35%
POP (stays ≤ $46.82)
74%
EV / mo
+$1,400
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.6] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  68% of paths whole by 9 mo (vs 59% without)  ·  ~12.3 challenges expected  ·  median CC cash $6,790
🛡 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)
61%
Flat exit net (mid-life)
-$276
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$55 @ 90% POP
90% 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: $2.82/sh now → $2.00 mid-life (likely $2.55–$3.57)≈ $0 at expiry  |  you banked $1.72/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,816 simulated challenges: the $45 strike is typically first touched on day 3 of 9, at $46 (overshoots $1.31). 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+$0.57/sh+$565
cycle +$2,285
[+$93…+$402] · 84% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4524 Jul 202612d left+$0.52/sh+$521
cycle +$2,241
[+$76…+$367] · 83% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$4624 Jul 202612d left+$0.32/sh+$320
cycle +$2,040
[-$162…+$153] · 48% credit
70%
surv 58%
Max even-money escape in the band~$4624 Jul 202612d left+$0.32/sh+$320
cycle +$2,040
[-$162…+$153] · 48% credit
70%
surv 58%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5524 Jul 202612d left-$1.64/sh-$1,640
cycle +$80
[-$2,886…-$2,076]
90%
surv 90%
budget: banked $1,720 debit $1,640 (95% used ≈ 1.2 wk of income) → whole cycle still +$80 cash · rolled 10 ct earn ≈ $892/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$5,733/mo
vs 50% target ($2,728/mo)+110%
vs normal income ($5,456/mo)105% covered
Net income (after hedge)$5,608/mo
Downside budget
⚠ $45 is $13 below CC-SS $58.03: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,310
… as % of IC ($7,300)154.9%
… as % of ML ($47,300)23.9%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-17,365
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.72 collected) or spot ≥ $46.82 (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 $56.14 (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
$45-46.82
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
≥ $46.82
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)$1,720$-13,393+$3,872+$1,380
+2.5%$46.12 (≤1σ, normal week)$595$-13,283+$3,982+$255
+5%$47.25 (≤1σ, normal week)$-530$-13,172+$4,093-$870
SS (= V-bounce)$56.15 (2.1σ)$-9,430$-12,300+$4,965-$9,620
V-BOUNCE STRESS (stock → CC-SS $58.03, where you are whole again, by expiry)
Starting unrealized P&L: $-17,265
+ Fortress recovery (un-capped): +$16,460
− CC assignment net of premium (10 × $45): -$11,310
Total Position P&L @ SS: $-12,116 (+$5,149 vs today)
Do-nothing baseline at SS: $-2,496 (this trade vs do-nothing: $-9,620, the opportunity cost of earning $5,733/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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 28 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.098 (IBKR)  |  Recovery@SS: +$16,460 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,496

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$48.502d10 Jul 2026$0.219/10$2,835$2,77494%94%+$2,138-$8,388114.9%$-9,363 (vs do-nothing $-6,867)
$482d10 Jul 2026$0.229/10$2,970$2,90992%93%+$2,022-$8,829121.0%$-9,804 (vs do-nothing $-7,308)
$47.502d10 Jul 2026$0.277/10$2,835$2,90190%92%+$1,835-$7,18298.4%$-8,495 (vs do-nothing $-5,999)
$472d10 Jul 2026$0.385/10$2,850$3,04488%90%+$1,883-$5,32572.9%$-6,976 (vs do-nothing $-4,480)
$46.502d10 Jul 2026$0.316/10$2,790$2,92085%88%+$1,225-$6,73292.2%$-8,214 (vs do-nothing $-5,718)
$462d10 Jul 2026$0.544/10$3,240$3,49882%86%+$1,841-$4,59663.0%$-6,416 (vs do-nothing $-3,920)
$48.509d17 Jul 2026$0.8410/10$2,800$2,67581%85%+$1,125-$8,690119.0%$-9,496 (vs do-nothing $-7,000)
$489d17 Jul 2026$0.939/10$2,790$2,72980%83%+$1,052-$8,190112.2%$-9,165 (vs do-nothing $-6,669)
$45.502d10 Jul 2026$0.653/10$2,925$3,24678%84%+$1,529-$3,56448.8%$-5,553 (vs do-nothing $-3,057)
$479d17 Jul 2026$1.158/10$3,067$3,06975%80%+$1,025-$7,904108.3%$-9,048 (vs do-nothing $-6,552)
$452d10 Jul 2026$0.703/10$3,150$3,47173%81%+$1,309-$3,69950.7%$-5,688 (vs do-nothing $-3,192)
$469d17 Jul 2026$1.416/10$2,820$2,95070%78%+$814-$6,37287.3%$-7,854 (vs do-nothing $-5,358)
$46.5016d24 Jul 2026$1.769/10$2,970$2,90969%77%+$465-$8,793120.5%$-9,768 (vs do-nothing $-7,272)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$44.502d10 Jul 2026$0.932/10$2,790$3,17568%78%+$1,189-$2,52034.5%$-4,678 (vs do-nothing $-2,182)
$45.5016d24 Jul 2026$2.078/10$3,105$3,10765%76%+$426-$8,368114.6%$-9,512 (vs do-nothing $-7,016)
$459d17 Jul 2026$1.725/10$2,867$3,06065%74%+$700-$5,65577.5%$-7,306 (vs do-nothing $-4,810)
$442d10 Jul 2026$1.102/10$3,300$3,68563%76%+$1,234-$2,58635.4%$-4,744 (vs do-nothing $-2,248)
$4516d24 Jul 2026$2.357/10$3,084$3,15163%73%+$517-$7,476102.4%$-8,789 (vs do-nothing $-6,293)
$44.5016d24 Jul 2026$2.317/10$3,032$3,09861%74%+$224-$7,854107.6%$-9,167 (vs do-nothing $-6,671)
$449d17 Jul 2026$2.094/10$2,787$3,04459%71%+$566-$4,77665.4%$-6,596 (vs do-nothing $-4,100)
$4416d24 Jul 2026$2.736/10$3,071$3,20158%71%+$444-$6,78092.9%$-8,262 (vs do-nothing $-5,766)
$43.502d10 Jul 2026$1.162/10$3,480$3,86557%72%+$850-$2,67436.6%$-4,832 (vs do-nothing $-2,336)
$43.5016d24 Jul 2026$2.935/10$2,747$2,94156%70%+$360-$5,80079.5%$-7,451 (vs do-nothing $-4,955)
$4316d24 Jul 2026$2.955/10$2,766$2,95954%69%+$167-$6,04082.7%$-7,691 (vs do-nothing $-5,195)
$439d17 Jul 2026$2.524/10$3,360$3,61853%68%+$553-$5,00468.6%$-6,824 (vs do-nothing $-4,328)
$42.5016d24 Jul 2026$3.305/10$3,094$3,28851%68%+$270-$6,11583.8%$-7,766 (vs do-nothing $-5,270)
$432d10 Jul 2026$1.512/10$4,530$4,91551%71%+$1,227-$2,70437.0%$-4,862 (vs do-nothing $-2,366)
$42.502d10 Jul 2026$1.762/10$5,280$5,66545%68%+$1,191-$2,75437.7%$-4,912 (vs do-nothing $-2,416)

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 03:37