FORTRESS FIGHT: ENPH @ $42.47

BE SS: $56.15  |  CC-SS: $59.11  |  10 contracts (1,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

ENPH @ $42.47   UNDERWATER $13.68 (24.4% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $59.11  |  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$5,880/mo95% ann ROI on ML
Hedge rolling cost$110/mo
Unrealized P&L$-19,170fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,940/mo
HEDGE COVER
$110/mo
NORMAL INCOME
$5,880/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $7,300
ML VELOCITY
8.0 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $59.11 (probe: $60C 15d) brings only $300/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)
$18,365
was $19,170 · 4% earned back
Cycles closed
2
Credit in flight
$0
CC-SS ratchet
$59.84 → $59.11
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 44 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 12 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.06 (+53%) · daily UBB $55.81 · 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: 10 contracts at $47 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($2,940/mo); it brings $3,075/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 × $44/8d for $5,888/mo, but breach risk rises to 37% (+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 10 × $60/8d (99+% survival, $112/mo).
Downside anchor: the primary mortgages $11,295 (155% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-19,265 and cuts bleed by $110/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 (8d) · sell 10 × $47, 80% survival, $3,075/mo (E[net] $840/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d10 × $4780%$3,075$840

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $840/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $47 (primary), 80% survival, breach 20%, $3,075/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $48.50 rung (33% normal) lifts survival to 86% (breach 20% → 14%) for $1,050/mo less (34% income) buys safety you do not really need here.
ENPH  spot $42.47 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge10 × $6017 Jul8d41.3%99+%1%$30$112-$2,962$0
Sell 10 × $60 41.3% OTM over spot $42.47 17 Jul 2026 (8d, $0.04 mid)
= $30 credit for the 8d cycle → $112/mo projected
Survival (stays ≤ $60)
99+%
Breach risk
0%
POP (stays ≤ $60.04)
99+%
EV / mo
+$107
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.0] median  ·  55% of paths whole by 9 mo (vs 58% without)  ·  ~0.1 challenges expected  ·  median CC cash $-327
🛡 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)
-$2,435
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$61 @ 68% POP
55% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.48/sh now → $2.47 mid-life → ≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$2.44/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)~$6024 Jul 202611d left+$0.44/sh+$436
cycle +$466
67%
surv 52%
Up-and-out for even (raise the cap, free)~$6124 Jul 202611d left+$0.08/sh+$84
cycle +$114
68%
surv 55%
Max even-money escape in the band~$6124 Jul 202611d left+$0.08/sh+$84
cycle +$114
68%
surv 55%
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$112/mo
vs 50% target ($2,940/mo)-96%
vs normal income ($5,880/mo)2% covered
Net income (after hedge)$3/mo
Downside budget
✓ $60 is at/above CC-SS $59.11: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$-19,180
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 $0.03 collected) or spot ≥ $60.04 (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 $55.81 (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
$59-60.04
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
≥ $60.04
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 (3.2σ)$30$201+$19,371+$3,780
+2.5%$61.50 (3.4σ)$-1,470$356+$19,526+$3,780
+5%$63.00 (3.7σ)$-2,970$510+$19,680+$3,780
V-BOUNCE STRESS (stock → CC-SS $59.11, where you are whole again, by expiry)
Starting unrealized P&L: $-19,170
+ Fortress recovery (un-capped): +$18,365
− CC assignment net of premium (10 × $60): -$0
Total Position P&L @ SS: $-806 (+$18,365 vs today)
Do-nothing baseline at SS: $-3,670 (this trade vs do-nothing: +$2,865, the opportunity cost of earning $112/mo FIGHT income now)
🛡 safe yield10 × $5017 Jul8d17.7%91%19%$400$1,500-$1,575$8,715
Sell 10 × $50 17.7% OTM over spot $42.47 17 Jul 2026 (8d, $0.46 mid)
= $400 credit for the 8d cycle → $1,500/mo projected
Survival (stays ≤ $50)
91%
Breach risk
9%
POP (stays ≤ $50.45)
92%
EV / mo
+$902
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.2 mo [1.1-4.1] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 53% without)  ·  ~2.9 challenges expected  ·  median CC cash $4,440
🛡 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)
14%
Flat exit net (mid-life)
-$1,654
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 73% POP
64% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.90/sh now → $2.05 mid-life (likely $1.82–$3.10)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 428 simulated challenges: the $50 strike is typically first touched on day 6 of 8, at $51 (overshoots $1.41). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$5024 Jul 202611d left+$0.68/sh+$682
cycle +$1,082
[+$468…+$1,022] · 96% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$5124 Jul 202611d left+$0.34/sh+$338
cycle +$738
[+$47…+$642] · 79% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$5124 Jul 202611d left+$0.15/sh+$145
cycle +$545
[-$173…+$441] · 60% credit
70%
surv 59%
Max even-money escape in the band~$5124 Jul 202611d left+$0.15/sh+$145
cycle +$545
[-$173…+$441] · 60% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5224 Jul 202611d left-$0.16/sh-$162
cycle +$238
[-$537…+$92] · 28% credit
73%
surv 64%
budget: banked $400 debit $162 (41% used ≈ 0.5 wk of income) → whole cycle still +$238 cash · rolled 10 ct earn ≈ $5,160/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$1,500/mo
vs 50% target ($2,940/mo)-49%
vs normal income ($5,880/mo)26% covered
Net income (after hedge)$1,390/mo
Downside budget
⚠ $50 is $9 below CC-SS $59.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,715
… as % of IC ($7,300)119.4%
… as % of ML ($47,300)18.4%
Recovery months (at normal income)1.5 mo
Surgical close (10 ct)$-19,225
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 ≥ $50.45 (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 $55.81 (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
$50-50.45
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $50.45
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.4σ)$400$-10,459+$8,711+$150
+2.5%$51.25 (1.6σ)$-850$-10,330+$8,840-$1,100
+5%$52.50 (1.8σ)$-2,100$-10,201+$8,969-$2,350
SS (= V-bounce)$56.15 (2.5σ)$-5,750$-9,825+$9,345-$5,850
V-BOUNCE STRESS (stock → CC-SS $59.11, where you are whole again, by expiry)
Starting unrealized P&L: $-19,170
+ Fortress recovery (un-capped): +$18,365
− CC assignment net of premium (10 × $50): -$8,715
Total Position P&L @ SS: $-9,520 (+$9,650 vs today)
Do-nothing baseline at SS: $-3,670 (this trade vs do-nothing: $-5,850, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal10 × $48.5017 Jul8d14.2%86%29%$540$2,025-$1,050$10,075
Sell 10 × $48.50 14.2% OTM over spot $42.47 17 Jul 2026 (8d, $0.69 mid)
= $540 credit for the 8d cycle → $2,025/mo projected
Survival (stays ≤ $48.50)
86%
Breach risk
14%
POP (stays ≤ $49.19)
88%
EV / mo
+$962
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.0 mo [1.2-3.7] median  ·  61% of paths whole by 9 mo (vs 55% without)  ·  ~4.3 challenges expected  ·  median CC cash $4,799
🛡 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)
22%
Flat exit net (mid-life)
-$1,453
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$52 @ 76% POP
69% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.82/sh now → $1.99 mid-life (likely $1.98–$3.01)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 654 simulated challenges: the $48 strike is typically first touched on day 5 of 8, at $50 (overshoots $1.33). 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 202611d left+$0.71/sh+$708
cycle +$1,248
[+$470…+$931] · 97% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4924 Jul 202611d left+$0.37/sh+$366
cycle +$906
[+$60…+$523] · 80% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$5024 Jul 202611d left+$0.17/sh+$173
cycle +$713
[-$168…+$297] · 59% credit
70%
surv 59%
Max even-money escape in the band~$5024 Jul 202611d left+$0.17/sh+$173
cycle +$713
[-$168…+$297] · 59% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5224 Jul 202611d left-$0.53/sh-$528
cycle +$12
[-$1,018…-$469] · 8% credit
76%
surv 69%
budget: banked $540 debit $528 (98% used ≈ 1.1 wk of income) → whole cycle still +$12 cash · rolled 10 ct earn ≈ $3,995/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$2,025/mo
vs 50% target ($2,940/mo)-31%
vs normal income ($5,880/mo)34% covered
Net income (after hedge)$1,915/mo
Downside budget
⚠ $48.50 is $11 below CC-SS $59.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,075
… as % of IC ($7,300)138.0%
… as % of ML ($47,300)21.3%
Recovery months (at normal income)1.7 mo
Surgical close (10 ct)$-19,315
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.54 collected) or spot ≥ $49.19 (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 $55.81 (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
$48-49.19
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
≥ $49.19
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 (1.1σ)$540$-11,973+$7,197+$290
+2.5%$49.71 (1.3σ)$-672$-11,849+$7,321-$922
+5%$50.93 (1.5σ)$-1,885$-11,724+$7,446-$2,135
SS (= V-bounce)$56.15 (2.5σ)$-7,110$-11,185+$7,985-$7,210
V-BOUNCE STRESS (stock → CC-SS $59.11, where you are whole again, by expiry)
Starting unrealized P&L: $-19,170
+ Fortress recovery (un-capped): +$18,365
− CC assignment net of premium (10 × $48.50): -$10,075
Total Position P&L @ SS: $-10,880 (+$8,290 vs today)
Do-nothing baseline at SS: $-3,670 (this trade vs do-nothing: $-7,210, the opportunity cost of earning $2,025/mo FIGHT income now)
🎯 50% normal10 × $4717 Jul8d10.7%80%31%$820$3,075$11,295
Sell 10 × $47 10.7% OTM over spot $42.47 17 Jul 2026 (8d, $0.92 mid)
= $820 credit for the 8d cycle → $3,075/mo projected
Survival (stays ≤ $47)
80%
Breach risk
20%
POP (stays ≤ $47.91)
84%
EV / mo
+$1,260
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.1-4.2] median, 0.1 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  63% of paths whole by 9 mo (vs 56% without)  ·  ~6.5 challenges expected  ·  median CC cash $6,959
🛡 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)
31%
Flat exit net (mid-life)
-$1,111
Free roll-up
+$1/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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.73/sh now → $1.93 mid-life (likely $1.97–$3.10)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$1.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 926 simulated challenges: the $47 strike is typically first touched on day 5 of 8, at $48 (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 (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4724 Jul 202611d left+$0.73/sh+$731
cycle +$1,551
[+$452…+$881] · 98% credit
67%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4824 Jul 202611d left+$0.39/sh+$390
cycle +$1,210
[+$41…+$505] · 79% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$4824 Jul 202611d left+$0.20/sh+$199
cycle +$1,019
[-$185…+$296] · 53% credit
70%
surv 59%
Max even-money escape in the band~$4824 Jul 202611d left+$0.20/sh+$199
cycle +$1,019
[-$185…+$296] · 53% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5124 Jul 202611d left-$0.63/sh-$625
cycle +$195
[-$1,229…-$614] · 4% credit
77%
surv 72%
budget: banked $820 debit $625 (76% used ≈ 0.9 wk of income) → whole cycle still +$195 cash · rolled 10 ct earn ≈ $3,561/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,075/mo
vs 50% target ($2,940/mo)+5%
vs normal income ($5,880/mo)52% covered
Net income (after hedge)$2,965/mo
Downside budget
⚠ $47 is $12 below CC-SS $59.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,295
… as % of IC ($7,300)154.7%
… as % of ML ($47,300)23.9%
Recovery months (at normal income)1.9 mo
Surgical close (10 ct)$-19,265
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.82 collected) or spot ≥ $47.91 (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 $55.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.91
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
≥ $47.91
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 (≤1σ, normal week)$820$-13,348+$5,822+$570
+2.5%$48.17 (1.0σ)$-355$-13,227+$5,943-$605
+5%$49.35 (1.2σ)$-1,530$-13,106+$6,064-$1,780
SS (= V-bounce)$56.15 (2.5σ)$-8,330$-12,405+$6,765-$8,430
V-BOUNCE STRESS (stock → CC-SS $59.11, where you are whole again, by expiry)
Starting unrealized P&L: $-19,170
+ Fortress recovery (un-capped): +$18,365
− CC assignment net of premium (10 × $47): -$11,295
Total Position P&L @ SS: $-12,100 (+$7,070 vs today)
Do-nothing baseline at SS: $-3,670 (this trade vs do-nothing: $-8,430, the opportunity cost of earning $3,075/mo FIGHT income now)
100% normal10 × $4417 Jul8d3.6%63%77%$1,570$5,888+$2,812$13,545
Sell 10 × $44 3.6% OTM over spot $42.47 17 Jul 2026 (8d, $1.72 mid)
= $1,570 credit for the 8d cycle → $5,888/mo projected
Survival (stays ≤ $44)
63%
Breach risk
37%
POP (stays ≤ $45.72)
74%
EV / mo
+$1,230
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.9] median, 0.2 mo faster than no FIGHT (2.2 mo)  ·  65% of paths whole by 9 mo (vs 57% without)  ·  ~15.4 challenges expected  ·  median CC cash $8,172
🛡 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)
-$238
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$53 @ 90% POP
89% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.56/sh now → $1.81 mid-life (likely $2.36–$3.29)≈ $0 at expiry  |  you banked $1.57/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,844 simulated challenges: the $44 strike is typically first touched on day 3 of 8, at $45 (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 (10 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$4424 Jul 202611d left+$0.77/sh+$769
cycle +$2,339
[+$389…+$615] · 98% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$4524 Jul 202611d left+$0.43/sh+$432
cycle +$2,002
[-$38…+$236] · 69% credit
68%
surv 56%
Up-and-out for even (raise the cap, free)~$4524 Jul 202611d left+$0.24/sh+$241
cycle +$1,811
[-$267…+$34] · 30% credit
70%
surv 59%
Max even-money escape in the band~$4524 Jul 202611d left+$0.24/sh+$241
cycle +$1,811
[-$267…+$34] · 30% credit
70%
surv 59%
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5324 Jul 202611d left-$1.38/sh-$1,383
cycle +$187
[-$2,461…-$1,778]
90%
surv 89%
budget: banked $1,570 debit $1,383 (88% used ≈ 1.0 wk of income) → whole cycle still +$187 cash · rolled 10 ct earn ≈ $1,158/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$5,888/mo
vs 50% target ($2,940/mo)+100%
vs normal income ($5,880/mo)100% covered
Net income (after hedge)$5,778/mo
Downside budget
⚠ $44 is $15 below CC-SS $59.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,545
… as % of IC ($7,300)185.5%
… as % of ML ($47,300)28.6%
Recovery months (at normal income)2.3 mo
Surgical close (10 ct)$-19,315
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.39/sh (~25% of the $1.57 collected) or spot ≥ $45.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $55.81 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.72
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
≥ $45.72
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$44.00 (≤1σ, normal week)$1,570$-15,907+$3,263+$1,320
+2.5%$45.10 (≤1σ, normal week)$470$-15,794+$3,376+$220
+5%$46.20 (≤1σ, normal week)$-630$-15,680+$3,490-$880
SS (= V-bounce)$56.15 (2.5σ)$-10,580$-14,655+$4,515-$10,680
V-BOUNCE STRESS (stock → CC-SS $59.11, where you are whole again, by expiry)
Starting unrealized P&L: $-19,170
+ Fortress recovery (un-capped): +$18,365
− CC assignment net of premium (10 × $44): -$13,545
Total Position P&L @ SS: $-14,350 (+$4,820 vs today)
Do-nothing baseline at SS: $-3,670 (this trade vs do-nothing: $-10,680, the opportunity cost of earning $5,888/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 (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 15 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: 1.103 (IBKR)  |  Recovery@SS: +$18,365 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,670

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$478d17 Jul 2026$0.8210/10$3,075$2,96580%84%+$1,260-$11,295154.7%$-12,100 (vs do-nothing $-8,430)
$468d17 Jul 2026$1.048/10$3,120$3,11075%80%+$1,049-$9,660132.3%$-11,038 (vs do-nothing $-7,368)
$4615d24 Jul 2026$1.5710/10$3,140$3,03070%78%+$595-$11,545158.1%$-12,350 (vs do-nothing $-8,680)
$458d17 Jul 2026$1.326/10$2,970$3,06069%77%+$889-$7,677105.2%$-9,628 (vs do-nothing $-5,958)
$45.5015d24 Jul 2026$1.709/10$3,060$3,00068%76%+$513-$10,723146.9%$-11,815 (vs do-nothing $-8,145)
$4515d24 Jul 2026$1.659/10$2,970$2,91066%74%+$143-$11,218153.7%$-12,310 (vs do-nothing $-8,640)
$44.5015d24 Jul 2026$2.117/10$2,954$2,99464%74%+$520-$8,753119.9%$-10,418 (vs do-nothing $-6,748)
$448d17 Jul 2026$1.575/10$2,944$3,08463%74%+$615-$6,77292.8%$-9,010 (vs do-nothing $-5,340)
$4415d24 Jul 2026$2.098/10$3,344$3,33461%72%+$270-$10,420142.7%$-11,798 (vs do-nothing $-8,128)
$43.5015d24 Jul 2026$2.417/10$3,374$3,41459%71%+$410-$9,243126.6%$-10,908 (vs do-nothing $-7,238)
$438d17 Jul 2026$1.974/10$2,955$3,14556%70%+$503-$5,65877.5%$-8,182 (vs do-nothing $-4,512)
$4315d24 Jul 2026$2.606/10$3,120$3,21056%70%+$326-$8,109111.1%$-10,060 (vs do-nothing $-6,390)
$42.5015d24 Jul 2026$2.945/10$2,940$3,08054%69%+$396-$6,83793.7%$-9,075 (vs do-nothing $-5,405)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4215d24 Jul 2026$3.105/10$3,100$3,24051%68%+$304-$7,00796.0%$-9,245 (vs do-nothing $-5,575)
$428d17 Jul 2026$2.424/10$3,630$3,82049%67%+$454-$5,87880.5%$-8,402 (vs do-nothing $-4,732)

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  |  2026-07-09 03:37