FORTRESS FIGHT: ENPH @ $42.19

BE SS: $56.15  |  CC-SS: $58.46  |  10 contracts (1,000 sh)  |  2026-07-08 21:34 |  ⌂ PORTFOLIO

ENPH @ $42.19   UNDERWATER $13.96 (24.9% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.46  |  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$4,903/mo95% ann ROI on ML
Hedge rolling cost$138/mo
Unrealized P&L$-18,660fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,452/mo
HEDGE COVER
$138/mo
NORMAL INCOME
$4,903/mo (ATM CC, chain)
IC VELOCITY
1.5 mo to earn back $7,300
ML VELOCITY
9.6 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.46 (probe: $58C 16d) brings only $19/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$806
Hole (after banked)
$17,855
was $18,660 · 4% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$59.20 → $58.46
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 44 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 6 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.08 (+54%) · daily UBB $56.24 · 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 $46 / 9d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,452/mo); it brings $2,730/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 9 × $43/9d for $5,370/mo, but breach risk rises to 42% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 9 × $60/9d (99% survival, $150/mo).
Downside anchor: the primary mortgages $10,396 (142% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-17,060 and cuts bleed by $124/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: NEXT FRIDAY · 17 Jul 2026 (9d) · sell 9 × $46, 75% survival, $2,730/mo (E[net] $-14/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 FRIDAY10 Jul 2026 · 2d9 × $45.5084%$2,700$-541
NEXT FRIDAY 🏆17 Jul 2026 · 9d9 × $4675%$2,730$-14

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $-541/mo

🎯 Engine pick: sell 9 × $45.50 (primary), 84% survival, breach 16%, $2,700/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $47 rung (🛡 safe yield) lifts survival to 91% (breach 16% → 9%) for $300/mo less (11% income) buys safety you do not really need here.
ENPH  spot $42.19 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge10 × $5810 Jul2d37.5%99+%1%$10$150-$2,550$451
Sell 10 × $58 37.5% OTM over spot $42.19 10 Jul 2026 (2d, $0.24 mid)
= $10 credit for the 2d cycle → $150/mo projected
Survival (stays ≤ $58)
99+%
Breach risk
0%
POP (stays ≤ $58.24)
99+%
EV / mo
+$127
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.5] median  ·  48% of paths whole by 9 mo (vs 52% without)  ·  ~0.0 challenges expected  ·  median CC cash $-1,227
🛡 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)
-$1,755
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$60 @ 70% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.50/sh now → $1.77 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$1.76/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)~$5817 Jul 20268d left+$0.55/sh+$551
cycle +$561
66%
surv 52%
Up-and-out for even (raise the cap, free)~$5917 Jul 20268d left+$0.19/sh+$192
cycle +$202
68%
surv 57%
Max even-money escape in the band~$6024 Jul 202615d left+$0.13/sh+$130
cycle +$140
70%
surv 63%
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$150/mo
vs 50% target ($2,452/mo)-94%
vs normal income ($4,903/mo)3% covered
Net income (after hedge)$12/mo
Downside budget
⚠ $58 is $0 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$451
… as % of IC ($7,300)6.2%
… as % of ML ($47,300)1.0%
Recovery months (at normal income)0.1 mo
Surgical close (10 ct)$-18,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $58.24 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $58)); NOT the premium you collected. Momentum override: two daily closes above $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $57.42Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$57-58.24
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
≥ $58.24
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$58.00 (5.5σ)$10$-1,301+$17,359+$1,760
+2.5%$59.45 (6.0σ)$-1,440$-1,160+$17,500+$1,760
+5%$60.90 (6.5σ)$-2,890$-1,020+$17,640+$1,760
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (10 × $58): -$451
Total Position P&L @ SS: $-1,256 (+$17,404 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: +$1,760, the opportunity cost of earning $150/mo FIGHT income now)
33% normal9 × $4810 Jul2d13.8%93%13%$108$1,620-$1,080$9,307
Sell 9 × $48 13.8% OTM over spot $42.19 10 Jul 2026 (2d, $0.24 mid)
= $108 credit for the 2d cycle → $1,620/mo projected
Survival (stays ≤ $48)
93%
Breach risk
7%
POP (stays ≤ $48.24)
94%
EV / mo
+$838
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.5] median  ·  58% of paths whole by 9 mo (vs 56% without)  ·  ~2.3 challenges expected  ·  median CC cash $2,775
🛡 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)
-$1,207
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$51 @ 74% POP
68% 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: $2.07/sh now → $1.46 mid-life (likely $1.44–$2.68)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$1.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 141 simulated challenges: the $48 strike is typically first touched on day 2 of 2, at $49 (overshoots $1.24). 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+$0.70/sh+$626
cycle +$734
[+$149…+$727] · 82% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5024 Jul 202615d left+$0.68/sh+$610
cycle +$718
[-$10…+$703] · 74% credit
71%
surv 62%
Max even-money escape in the band~$5124 Jul 202615d left+$0.11/sh+$102
cycle +$210
[-$631…+$170] · 42% credit
74%
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)~$5017 Jul 20268d left+$0.01/sh+$9
cycle +$117
[-$637…+$63] · 29% credit
72%
surv 64%
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$1,620/mo
vs 50% target ($2,452/mo)-34%
vs normal income ($4,903/mo)33% covered
Net income (after hedge)$1,529/mo
Downside budget
⚠ $48 is $10 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,307
… as % of IC ($7,300)127.5%
… as % of ML ($47,300)19.7%
Recovery months (at normal income)1.9 mo
Surgical close (9 ct)$-16,902
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 $0.12 collected) or spot ≥ $48.24 (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 $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.24
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
≥ $48.24
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 (2.0σ)$108$-12,148+$6,512-$117
+2.5%$49.20 (2.5σ)$-972$-11,912+$6,748-$1,197
+5%$50.40 (2.9σ)$-2,052$-11,675+$6,985-$2,277
SS (= V-bounce)$56.15 (4.9σ)$-7,227$-10,557+$8,103-$7,317
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (9 × $48): -$9,307
− Conservative CC assignment net of premium (1 × $56): -$221
Total Position P&L @ SS: $-10,333 (+$8,327 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-7,317, the opportunity cost of earning $1,620/mo FIGHT income now)
🛡 safe yield10 × $4710 Jul2d11.4%91%19%$160$2,400-$300$11,301
Sell 10 × $47 11.4% OTM over spot $42.19 10 Jul 2026 (2d, $0.34 mid)
= $160 credit for the 2d cycle → $2,400/mo projected
Survival (stays ≤ $47)
91%
Breach risk
9%
POP (stays ≤ $47.34)
92%
EV / mo
+$972
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.1-4.4] median  ·  62% of paths whole by 9 mo (vs 52% without)  ·  ~4.4 challenges expected  ·  median CC cash $6,555
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$1,271
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$51 @ 77% POP
72% 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 $1.47–$2.64)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 195 simulated challenges: the $47 strike is typically first touched on day 2 of 2, at $48 (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 (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4717 Jul 20268d left+$0.70/sh+$705
cycle +$865
[+$173…+$750] · 81% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4924 Jul 202615d left+$0.68/sh+$681
cycle +$841
[-$9…+$701] · 75% credit
71%
surv 62%
Max even-money escape in the band~$5024 Jul 202615d left+$0.12/sh+$121
cycle +$281
[-$695…+$110] · 32% credit
74%
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)~$4917 Jul 20268d left+$0.02/sh+$20
cycle +$180
[-$695…+$10] · 28% credit
72%
surv 64%
Safety roll (pay small debit, max POP)~$5124 Jul 202615d left-$0.13/sh-$134
cycle +$26
[-$1,009…-$148] · 18% credit
77%
surv 72%
budget: banked $160 debit $134 (84% used ≈ 0.2 wk of income) → whole cycle still +$26 cash · rolled 10 ct earn ≈ $2,592/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$2,400/mo
vs 50% target ($2,452/mo)-2%
vs normal income ($4,903/mo)49% covered
Net income (after hedge)$2,262/mo
Downside budget
⚠ $47 is $11 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,301
… as % of IC ($7,300)154.8%
… as % of ML ($47,300)23.9%
Recovery months (at normal income)2.3 mo
Surgical close (10 ct)$-18,835
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 ≥ $47.34 (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 $56.24 (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
$47-47.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $47.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.7σ)$160$-13,218+$5,442-$90
+2.5%$48.17 (2.1σ)$-1,015$-13,104+$5,556-$1,265
+5%$49.35 (2.5σ)$-2,190$-12,990+$5,670-$2,440
SS (= V-bounce)$56.15 (4.9σ)$-8,990$-12,330+$6,330-$9,090
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (10 × $47): -$11,301
Total Position P&L @ SS: $-12,106 (+$6,554 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-9,090, the opportunity cost of earning $2,400/mo FIGHT income now)
🎯 50% normal9 × $45.5010 Jul2d7.9%84%17%$180$2,700$11,485
Sell 9 × $45.50 7.9% OTM over spot $42.19 10 Jul 2026 (2d, $0.44 mid)
= $180 credit for the 2d cycle → $2,700/mo projected
Survival (stays ≤ $45.50)
84%
Breach risk
16%
POP (stays ≤ $45.94)
86%
EV / mo
$-89
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [1.0-3.7] median, 0.1 mo faster than no FIGHT (2.0 mo)  ·  61% of paths whole by 9 mo (vs 55% without)  ·  ~11.4 challenges expected  ·  median CC cash $6,913
🛡 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)
17%
Flat exit net (mid-life)
-$1,066
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$50 @ 77% POP
72% 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: $1.96/sh now → $1.38 mid-life (likely $1.58–$2.91)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 520 simulated challenges: the $46 strike is typically first touched on day 2 of 2, at $47 (overshoots $1.28). 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)~$4617 Jul 20268d left+$0.72/sh+$645
cycle +$825
[+$5…+$595] · 75% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4724 Jul 202615d left+$0.68/sh+$616
cycle +$796
[-$199…+$543] · 68% credit
71%
surv 62%
Max even-money escape in the band~$4924 Jul 202615d left+$0.13/sh+$117
cycle +$297
[-$831…+$25] · 27% credit
74%
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)~$4717 Jul 20268d left+$0.03/sh+$31
cycle +$211
[-$790…-$54] · 18% credit
72%
surv 64%
Safety roll (pay small debit, max POP)~$5024 Jul 202615d left-$0.12/sh-$110
cycle +$70
[-$1,116…-$221] · 8% credit
77%
surv 72%
budget: banked $180 debit $110 (61% used ≈ 0.2 wk of income) → whole cycle still +$70 cash · rolled 9 ct earn ≈ $2,272/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$2,700/mo
vs 50% target ($2,452/mo)+10%
vs normal income ($4,903/mo)55% covered
Net income (after hedge)$2,609/mo
Downside budget
⚠ $45.50 is $13 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,485
… as % of IC ($7,300)157.3%
… as % of ML ($47,300)24.3%
Recovery months (at normal income)2.3 mo
Surgical close (9 ct)$-17,006
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 $0.20 collected) or spot ≥ $45.94 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.94
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.94
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$45.50 (1.2σ)$180$-14,818+$3,842-$45
+2.5%$46.64 (1.6σ)$-844$-14,594+$4,066-$1,069
+5%$47.77 (2.0σ)$-1,867$-14,370+$4,290-$2,092
SS (= V-bounce)$56.15 (4.9σ)$-9,405$-12,735+$5,925-$9,495
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (9 × $45.50): -$11,485
− Conservative CC assignment net of premium (1 × $56): -$221
Total Position P&L @ SS: $-12,511 (+$6,149 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-9,495, the opportunity cost of earning $2,700/mo FIGHT income now)
100% normal10 × $4510 Jul2d6.7%80%40%$350$5,250+$2,550$13,111
Sell 10 × $45 6.7% OTM over spot $42.19 10 Jul 2026 (2d, $0.58 mid)
= $350 credit for the 2d cycle → $5,250/mo projected
Survival (stays ≤ $45)
80%
Breach risk
20%
POP (stays ≤ $45.58)
84%
EV / mo
+$1,231
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.6] median  ·  70% of paths whole by 9 mo (vs 55% without)  ·  ~13.1 challenges expected  ·  median CC cash $10,284
🛡 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)
21%
Flat exit net (mid-life)
-$1,020
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$50 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.94/sh now → $1.37 mid-life (likely $1.51–$3.16)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 643 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $46 (overshoots $1.34). 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)~$4517 Jul 20268d left+$0.72/sh+$720
cycle +$1,070
[-$139…+$686] · 71% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4724 Jul 202615d left+$0.68/sh+$685
cycle +$1,035
[-$399…+$629] · 65% credit
71%
surv 62%
Max even-money escape in the band~$4824 Jul 202615d left+$0.13/sh+$132
cycle +$482
[-$1,115…+$56] · 30% credit
74%
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)~$4717 Jul 20268d left+$0.04/sh+$39
cycle +$389
[-$1,034…-$27] · 21% credit
72%
surv 64%
Safety roll (pay small debit, max POP)~$5024 Jul 202615d left-$0.28/sh-$280
cycle +$70
[-$1,647…-$374] · 3% credit
79%
surv 76%
budget: banked $350 debit $280 (80% used ≈ 0.2 wk of income) → whole cycle still +$70 cash · rolled 10 ct earn ≈ $2,178/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$5,250/mo
vs 50% target ($2,452/mo)+114%
vs normal income ($4,903/mo)107% covered
Net income (after hedge)$5,112/mo
Downside budget
⚠ $45 is $13 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,111
… as % of IC ($7,300)179.6%
… as % of ML ($47,300)27.7%
Recovery months (at normal income)2.7 mo
Surgical close (10 ct)$-18,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $45.58 (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 $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.58
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.58
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)$350$-15,222+$3,438+$100
+2.5%$46.12 (1.4σ)$-775$-15,113+$3,547-$1,025
+5%$47.25 (1.8σ)$-1,900$-15,004+$3,656-$2,150
SS (= V-bounce)$56.15 (4.9σ)$-10,800$-14,140+$4,520-$10,900
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (10 × $45): -$13,111
Total Position P&L @ SS: $-13,916 (+$4,744 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-10,900, the opportunity cost of earning $5,250/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] $-14/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $46 (primary), 75% survival, breach 25%, $2,730/mo.
⚖️ Worth a safer step: the $48.50 rung (33% normal) lifts survival to 85% (breach 25% → 15%) for $1,063/mo less (39% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $48.50 rung, unless you need the income to cover the hedge bleed, or you expect ENPH to stay flat-to-down near term.
ENPH  spot $42.19 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge9 × $6017 Jul9d42.2%99%3%$45$150-$2,580$0
Sell 9 × $60 42.2% OTM over spot $42.19 17 Jul 2026 (9d, $0.11 mid)
= $45 credit for the 9d cycle → $150/mo projected
Survival (stays ≤ $60)
99%
Breach risk
1%
POP (stays ≤ $60.12)
99%
EV / mo
+$104
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  54% of paths whole by 9 mo (vs 55% without)  ·  ~0.1 challenges expected  ·  median CC cash $-7
🛡 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)
-$2,662
Free roll-up
none
Safest escape (by 24 Jul 2026)
$60 @ 65% POP
53% 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: $4.25/sh now → $3.01 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.96/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)~$6024 Jul 202612d left-$0.33/sh-$293
cycle -$248
65%
surv 53%
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$150/mo
vs 50% target ($2,452/mo)-94%
vs normal income ($4,903/mo)3% covered
Net income (after hedge)$59/mo
Downside budget
✓ $60 is at/above CC-SS $58.46: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$-16,853
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $60.12 (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 $56.24 (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
$59-60.12
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
≥ $60.12
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 (2.9σ)$45$553+$19,213+$3,420
+2.5%$61.50 (3.2σ)$-1,305$699+$19,359+$3,420
+5%$63.00 (3.4σ)$-2,655$844+$19,504+$3,420
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (9 × $60): -$0
− Conservative CC assignment net of premium (1 × $56): -$221
Total Position P&L @ SS: $-1,027 (+$17,633 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: +$1,990, the opportunity cost of earning $150/mo FIGHT income now)
🛡 safe yield10 × $5117 Jul9d20.9%91%19%$280$933-$1,797$7,181
Sell 10 × $51 20.9% OTM over spot $42.19 17 Jul 2026 (9d, $0.52 mid)
= $280 credit for the 9d cycle → $933/mo projected
Survival (stays ≤ $51)
91%
Breach risk
9%
POP (stays ≤ $51.52)
92%
EV / mo
+$343
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.5] median  ·  56% of paths whole by 9 mo (vs 54% without)  ·  ~2.1 challenges expected  ·  median CC cash $2,189
🛡 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)
-$2,277
Free roll-up
none
Safest escape (by 24 Jul 2026)
$51 @ 65% POP
53% 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: $3.61/sh now → $2.56 mid-life (likely $2.03–$3.66)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$2.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 366 simulated challenges: the $51 strike is typically first touched on day 6 of 9, at $52 (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
Max even-money escape in the band~$5124 Jul 202612d left+$0.06/sh+$59
cycle +$339
[-$295…+$585] · 54% credit
65%
surv 52%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$5124 Jul 202612d left-$0.02/sh-$16
cycle +$264
[-$379…+$502] · 49% credit
65%
surv 53%
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$933/mo
vs 50% target ($2,452/mo)-62%
vs normal income ($4,903/mo)19% covered
Net income (after hedge)$796/mo
Downside budget
⚠ $51 is $7 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,181
… as % of IC ($7,300)98.4%
… as % of ML ($47,300)15.2%
Recovery months (at normal income)1.5 mo
Surgical close (10 ct)$-18,895
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $51.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected. Momentum override: two daily closes above $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.52
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $51.52
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$51.00 (1.5σ)$280$-8,710+$9,950+$30
+2.5%$52.27 (1.7σ)$-995$-8,586+$10,074-$1,245
+5%$53.55 (1.9σ)$-2,270$-8,463+$10,197-$2,520
SS (= V-bounce)$56.15 (2.3σ)$-4,870$-8,210+$10,450-$4,970
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (10 × $51): -$7,181
Total Position P&L @ SS: $-7,986 (+$10,674 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-4,970, the opportunity cost of earning $933/mo FIGHT income now)
33% normal ← lean10 × $48.5017 Jul9d15.0%85%32%$500$1,667-$1,063$9,461
Sell 10 × $48.50 15.0% OTM over spot $42.19 17 Jul 2026 (9d, $0.71 mid)
= $500 credit for the 9d cycle → $1,667/mo projected
Survival (stays ≤ $48.50)
85%
Breach risk
15%
POP (stays ≤ $49.20)
87%
EV / mo
+$434
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.0-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  57% of paths whole by 9 mo (vs 54% without)  ·  ~4.3 challenges expected  ·  median CC cash $4,020
🛡 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)
24%
Flat exit net (mid-life)
-$1,931
Free roll-up
none
Safest escape (by 24 Jul 2026)
$50 @ 69% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.44/sh now → $2.43 mid-life (likely $2.25–$3.66)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 718 simulated challenges: the $48 strike is typically first touched on day 6 of 9, at $50 (overshoots $1.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
Max even-money escape in the band~$4824 Jul 202612d left+$0.13/sh+$128
cycle +$628
[-$355…+$404] · 49% credit
65%
surv 52%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4824 Jul 202612d left+$0.05/sh+$53
cycle +$553
[-$437…+$322] · 42% credit
66%
surv 53%
Safety roll (pay small debit, max POP)~$5024 Jul 202612d left-$0.47/sh-$473
cycle +$27
[-$1,050…-$255] · 16% credit
69%
surv 60%
budget: banked $500 debit $473 (95% used ≈ 1.2 wk of income) → whole cycle still +$27 cash · rolled 10 ct earn ≈ $4,897/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$1,667/mo
vs 50% target ($2,452/mo)-32%
vs normal income ($4,903/mo)34% covered
Net income (after hedge)$1,529/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,461
… as % of IC ($7,300)129.6%
… as % of ML ($47,300)20.0%
Recovery months (at normal income)1.9 mo
Surgical close (10 ct)$-18,865
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $49.20 (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 $56.24 (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
$48-49.20
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$48.50 (1.0σ)$500$-11,232+$7,428+$250
+2.5%$49.71 (1.2σ)$-712$-11,115+$7,545-$962
+5%$50.93 (1.4σ)$-1,925$-10,997+$7,663-$2,175
SS (= V-bounce)$56.15 (2.3σ)$-7,150$-10,490+$8,170-$7,250
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (10 × $48.50): -$9,461
Total Position P&L @ SS: $-10,266 (+$8,394 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-7,250, the opportunity cost of earning $1,667/mo FIGHT income now)
🎯 50% normal9 × $4617 Jul9d9.0%75%40%$819$2,730$10,396
Sell 9 × $46 9.0% OTM over spot $42.19 17 Jul 2026 (9d, $1.21 mid)
= $819 credit for the 9d cycle → $2,730/mo projected
Survival (stays ≤ $46)
75%
Breach risk
25%
POP (stays ≤ $47.20)
80%
EV / mo
+$456
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [1.0-3.7] median, 0.2 mo faster than no FIGHT (2.0 mo)  ·  62% of paths whole by 9 mo (vs 56% without)  ·  ~7.8 challenges expected  ·  median CC cash $4,936
🛡 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)
40%
Flat exit net (mid-life)
-$1,256
Free roll-up
none
Safest escape (by 24 Jul 2026)
$48 @ 71% POP
63% 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: $3.26/sh now → $2.31 mid-life (likely $2.53–$3.80)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,190 simulated challenges: the $46 strike is typically first touched on day 4 of 9, at $47 (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 (9 ct)POP / surv
of new CC
Max even-money escape in the band~$4624 Jul 202612d left+$0.19/sh+$172
cycle +$991
[-$384…+$165] · 36% credit
65%
surv 52%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4624 Jul 202612d left+$0.12/sh+$104
cycle +$923
[-$461…+$88] · 31% credit
66%
surv 53%
Safety roll (pay small debit, max POP)~$4824 Jul 202612d left-$0.56/sh-$502
cycle +$317
[-$1,191…-$582] · 6% credit
71%
surv 63%
budget: banked $819 debit $502 (61% used ≈ 0.8 wk of income) → whole cycle still +$317 cash · rolled 9 ct earn ≈ $3,934/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$2,730/mo
vs 50% target ($2,452/mo)+11%
vs normal income ($4,903/mo)56% covered
Net income (after hedge)$2,639/mo
Downside budget
⚠ $46 is $12 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,396
… as % of IC ($7,300)142.4%
… as % of ML ($47,300)22.0%
Recovery months (at normal income)2.1 mo
Surgical close (9 ct)$-17,060
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 $0.91 collected) or spot ≥ $47.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $46)); NOT the premium you collected. Momentum override: two daily closes above $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-47.20
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
≥ $47.20
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$46.00 (≤1σ, normal week)$819$-13,631+$5,029+$594
+2.5%$47.15 (≤1σ, normal week)$-216$-13,404+$5,256-$441
+5%$48.30 (1.0σ)$-1,251$-13,178+$5,482-$1,476
SS (= V-bounce)$56.15 (2.3σ)$-8,316$-11,646+$7,014-$8,406
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (9 × $46): -$10,396
− Conservative CC assignment net of premium (1 × $56): -$221
Total Position P&L @ SS: $-11,422 (+$7,238 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-8,406, the opportunity cost of earning $2,730/mo FIGHT income now)
100% normal9 × $4317 Jul9d1.9%58%88%$1,611$5,370+$2,640$12,304
Sell 9 × $43 1.9% OTM over spot $42.19 17 Jul 2026 (9d, $2.21 mid)
= $1,611 credit for the 9d cycle → $5,370/mo projected
Survival (stays ≤ $43)
58%
Breach risk
42%
POP (stays ≤ $45.20)
71%
EV / mo
+$351
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  65% of paths whole by 9 mo (vs 57% without)  ·  ~18.4 challenges expected  ·  median CC cash $5,952
🛡 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)
71%
Flat exit net (mid-life)
-$329
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$51 @ 87% POP
86% 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: $3.05/sh now → $2.16 mid-life (likely $2.93–$4.07)≈ $0 at expiry  |  you banked $1.79/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,137 simulated challenges: the $43 strike is typically first touched on day 3 of 9, at $44 (overshoots $1.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4324 Jul 202612d left+$0.18/sh+$163
cycle +$1,774
[-$565…-$177] · 14% credit
66%
surv 53%
Up-and-out for even (raise the cap, free)~$4324 Jul 202612d left+$0.05/sh+$49
cycle +$1,660
[-$701…-$299] · 9% credit
67%
surv 55%
Max even-money escape in the band~$4324 Jul 202612d left+$0.05/sh+$49
cycle +$1,660
[-$701…-$299] · 9% credit
67%
surv 55%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5124 Jul 202612d left-$1.72/sh-$1,550
cycle +$61
[-$2,890…-$2,079]
87%
surv 86%
budget: banked $1,611 debit $1,550 (96% used ≈ 1.3 wk of income) → whole cycle still +$61 cash · rolled 9 ct earn ≈ $975/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$5,370/mo
vs 50% target ($2,452/mo)+119%
vs normal income ($4,903/mo)110% covered
Net income (after hedge)$5,279/mo
Downside budget
⚠ $43 is $15 below CC-SS $58.46: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,304
… as % of IC ($7,300)168.5%
… as % of ML ($47,300)26.0%
Recovery months (at normal income)2.5 mo
Surgical close (9 ct)$-17,168
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.79 collected) or spot ≥ $45.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); NOT the premium you collected. Momentum override: two daily closes above $56.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-45.20
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
≥ $45.20
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$43.00 (≤1σ, normal week)$1,611$-16,130+$2,530+$1,386
+2.5%$44.07 (≤1σ, normal week)$644$-15,918+$2,742+$419
+5%$45.15 (≤1σ, normal week)$-324$-15,706+$2,954-$549
SS (= V-bounce)$56.15 (2.3σ)$-10,224$-13,554+$5,106-$10,314
V-BOUNCE STRESS (stock → CC-SS $58.46, where you are whole again, by expiry)
Starting unrealized P&L: $-18,660
+ Fortress recovery (un-capped): +$17,854
− CC assignment net of premium (9 × $43): -$12,304
− Conservative CC assignment net of premium (1 × $56): -$221
Total Position P&L @ SS: $-13,330 (+$5,330 vs today)
Do-nothing baseline at SS: $-3,016 (this trade vs do-nothing: $-10,314, the opportunity cost of earning $5,370/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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 23 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: 1.097 (IBKR)  |  Recovery@SS: +$17,854 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,016

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$45.502d10 Jul 2026$0.209/10$2,700$2,60984%86%$-89-$11,485157.3%$-12,511 (vs do-nothing $-9,495)
$452d10 Jul 2026$0.355/10$2,625$2,72280%84%+$616-$6,55589.8%$-8,466 (vs do-nothing $-5,450)
$44.502d10 Jul 2026$0.316/10$2,790$2,84076%82%$-331-$8,190112.2%$-9,880 (vs do-nothing $-6,864)
$469d17 Jul 2026$0.919/10$2,730$2,63975%80%+$456-$10,396142.4%$-11,422 (vs do-nothing $-8,406)
$442d10 Jul 2026$0.524/10$3,120$3,26472%80%+$436-$5,57676.4%$-7,708 (vs do-nothing $-4,692)
$459d17 Jul 2026$1.177/10$2,730$2,73370%77%+$402-$8,604117.9%$-10,072 (vs do-nothing $-7,056)
$45.5016d24 Jul 2026$1.509/10$2,531$2,44169%76%$-1-$10,315141.3%$-11,341 (vs do-nothing $-8,325)
$43.502d10 Jul 2026$0.603/10$2,700$2,89167%77%+$119-$4,30859.0%$-6,661 (vs do-nothing $-3,645)
$4516d24 Jul 2026$1.509/10$2,531$2,44167%75%$-253-$10,765147.5%$-11,791 (vs do-nothing $-8,775)
$44.5016d24 Jul 2026$1.658/10$2,475$2,43165%74%$-243-$9,849134.9%$-11,096 (vs do-nothing $-8,080)
$449d17 Jul 2026$1.466/10$2,920$2,97064%74%+$320-$7,800106.9%$-9,490 (vs do-nothing $-6,474)
$4416d24 Jul 2026$2.057/10$2,691$2,69462%73%+$83-$8,688119.0%$-10,156 (vs do-nothing $-7,140)
$432d10 Jul 2026$0.783/10$3,510$3,70161%74%+$225-$4,40460.3%$-6,757 (vs do-nothing $-3,741)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$43.5016d24 Jul 2026$2.206/10$2,475$2,52560%72%+$28-$7,656104.9%$-9,346 (vs do-nothing $-6,330)
$439d17 Jul 2026$1.795/10$2,983$3,08058%71%+$195-$6,83593.6%$-8,746 (vs do-nothing $-5,730)
$4316d24 Jul 2026$2.356/10$2,644$2,69458%71%$-30-$7,866107.8%$-9,556 (vs do-nothing $-6,540)
$42.502d10 Jul 2026$0.882/10$2,640$2,87855%71%$-123-$3,01641.3%$-5,590 (vs do-nothing $-2,574)
$42.5016d24 Jul 2026$2.606/10$2,925$2,97555%70%+$8-$8,016109.8%$-9,706 (vs do-nothing $-6,690)
$4216d24 Jul 2026$2.805/10$2,625$2,72253%68%$-23-$6,83093.6%$-8,741 (vs do-nothing $-5,725)
$429d17 Jul 2026$2.224/10$2,960$3,10452%68%+$128-$5,69678.0%$-7,828 (vs do-nothing $-4,812)
$41.5016d24 Jul 2026$2.955/10$2,766$2,86250%67%$-112-$7,00596.0%$-8,916 (vs do-nothing $-5,900)
$422d10 Jul 2026$1.102/10$3,300$3,53849%68%$-148-$3,07242.1%$-5,646 (vs do-nothing $-2,630)
$41.502d10 Jul 2026$1.332/10$3,990$4,22843%66%$-261-$3,12642.8%$-5,700 (vs do-nothing $-2,684)

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 21:34