FORTRESS FIGHT: ENPH @ $43.77

BE SS: $56.15  |  CC-SS: $58.71  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

ENPH @ $43.77   UNDERWATER $12.38 (22.0% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
ENPH reports 2026-07-29 (Wed), in 13 days. The recommended CC (8d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-29.

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.71 (banked floor $57.97)  |  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$7,600/mo95% ann ROI on ML
Hedge rolling cost$98/mo
Unrealized P&L$-16,175fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,800/mo
HEDGE COVER
$98/mo
NORMAL INCOME
$7,600/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $7,300
ML VELOCITY
6.2 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.71 (probe: $59C 15d) brings only $820/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$806
Hole (after banked)
$15,369
was $16,175 · 5% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$58.71 → $57.97
Open legAcctCredit/shIn flightOpened
10x $50C 17 Jul 2026U18827291$0.95$9522026-07-10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 47 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 28 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.20 (+49%) · daily UBB $51.92 · 1-wk expected move ±$6 (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 73%, breach 27%) that still earns 50% of normal income ($3,800/mo); it brings $4,050/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 $7,838/mo, but breach risk rises to 46% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 6 × $60/8d (98% survival, $112/mo).
Downside anchor: the primary mortgages $10,630 (146% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-16,335 and cuts bleed by $98/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 · 24 Jul 2026 (8d) · sell 10 × $47, 73% survival, $4,050/mo (E[net] $912/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d10 × $4773%$4,050$912

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $912/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $47 (primary), 73% survival, breach 27%, $4,050/mo.
Stay at the pick. Stepping safer (the $48 rung (33% normal) lifts survival to 78% (breach 27% → 22%) for $1,283/mo less (32% income)) buys little extra safety; the income is doing real work covering the bleed.
ENPH  spot $43.77 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $6024 Jul8d37.1%98%3%$30$112-$3,938$0
Sell 6 × $60 37.1% OTM over spot $43.77 24 Jul 2026 (8d, $0.08 mid)
= $30 credit for the 8d cycle → $112/mo projected
Survival (stays ≤ $60)
98%
Breach risk
2%
POP (stays ≤ $60.08)
99%
EV / mo
+$79
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-3.3] median  ·  62% of paths whole by 9 mo (vs 65% without)  ·  ~0.3 challenges expected  ·  median CC cash $2,041
🛡 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)
-$1,436
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$63 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 6 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.45/sh now → $2.44 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.39/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$6031 Jul 202611d left+$1.43/sh+$861
cycle +$891
68%
surv 53%
+$1,281 SAFE
cap gain +$17,456
Up-and-out for even (raise the cap, free)~$6331 Jul 202611d left+$0.26/sh+$159
cycle +$189
74%
surv 65%
+$2,853 SAFE
cap gain +$19,028
Max even-money escape in the band~$6331 Jul 202611d left+$0.26/sh+$159
cycle +$189
74%
surv 65%
+$2,853 SAFE
cap gain +$19,028
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$112/mo
vs 50% target ($3,800/mo)-97%
vs normal income ($7,600/mo)1% covered
Net income (after hedge)$510/mo
Downside budget
✓ $60 is at/above CC-SS $58.71: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($7,300)0.0%
… as % of ML ($47,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (6 ct)$-9,720
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $60.08 (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 $51.92 (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
$59-60.08
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $60.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$60.00 (2.5σ)$30$421+$16,596+$2,058
+2.5%$61.50 (2.7σ)$-870$577+$16,752+$2,058
+5%$63.00 (3.0σ)$-1,770$733+$16,908+$2,058
V-BOUNCE STRESS (stock → CC-SS $58.71, where you are whole again, by expiry)
Starting unrealized P&L: $-16,175
+ Fortress recovery (un-capped): +$16,494
− CC assignment net of premium (6 × $60): -$0
− Conservative CC assignment net of premium (4 × $56): -$836
Total Position P&L @ SS: $-517 (+$15,658 vs today)
Do-nothing baseline at SS: $-1,771 (this trade vs do-nothing: +$1,254, the opportunity cost of earning $112/mo FIGHT income now)
🛡 safe yield10 × $5224 Jul8d18.8%91%18%$250$938-$3,113$6,460
Sell 10 × $52 18.8% OTM over spot $43.77 24 Jul 2026 (8d, $0.40 mid)
= $250 credit for the 8d cycle → $938/mo projected
Survival (stays ≤ $52)
91%
Breach risk
9%
POP (stays ≤ $52.40)
92%
EV / mo
+$357
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.4] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  60% of paths whole by 9 mo (vs 63% without)  ·  ~2.4 challenges expected  ·  median CC cash $2,204
🛡 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)
-$1,867
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$57 @ 80% POP
73% 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: $2.99/sh now → $2.12 mid-life (likely $1.74–$3.13)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$1.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 356 simulated challenges: the $52 strike is typically first touched on day 6 of 8, at $53 (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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5231 Jul 202611d left+$1.49/sh+$1,494
cycle +$1,744
[+$1,302…+$1,757] · 100% credit
68%
surv 54%
-$5,345 NOT
cap gain +$10,830
Reliable up-and-out (highest cap still free ≥60%)~$5531 Jul 202611d left+$0.33/sh+$335
cycle +$585
[-$103…+$520] · 70% credit
74%
surv 66%
-$2,938 NOT
cap gain +$13,237
Up-and-out for even (raise the cap, free)~$5631 Jul 202611d left+$0.06/sh+$65
cycle +$315
[-$435…+$254] · 45% credit
75%
surv 68%
-$2,657 NOT
cap gain +$13,518
Max even-money escape in the band~$5631 Jul 202611d left+$0.06/sh+$65
cycle +$315
[-$435…+$254] · 45% credit
75%
surv 68%
-$2,657 NOT
cap gain +$13,518
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5731 Jul 202611d left-$0.18/sh-$183
cycle +$67
[-$618…-$3] · 24% credit
80%
surv 73%
-$1,800 NOT
cap gain +$14,375
budget: banked $250 debit $183 (73% used ≈ 0.8 wk of income) → whole cycle still +$67 cash · rolled 10 ct earn ≈ $5,273/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$938/mo
vs 50% target ($3,800/mo)-75%
vs normal income ($7,600/mo)12% covered
Net income (after hedge)$839/mo
Downside budget
⚠ $52 is $7 below CC-SS $58.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,460
… as % of IC ($7,300)88.5%
… as % of ML ($47,300)13.7%
Recovery months (at normal income)0.9 mo
Surgical close (10 ct)$-16,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $52.40 (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 $51.92 (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
$51-52.40
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
≥ $52.40
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$52.00 (1.3σ)$250$-6,839+$9,336-$370
+2.5%$53.30 (1.5σ)$-1,050$-6,704+$9,471-$1,670
+5%$54.60 (1.7σ)$-2,350$-6,569+$9,606-$2,970
SS (= V-bounce)$56.15 (1.9σ)$-3,900$-6,407+$9,768-$4,370
V-BOUNCE STRESS (stock → CC-SS $58.71, where you are whole again, by expiry)
Starting unrealized P&L: $-16,175
+ Fortress recovery (un-capped): +$16,494
− CC assignment net of premium (10 × $52): -$6,460
Total Position P&L @ SS: $-6,141 (+$10,034 vs today)
Do-nothing baseline at SS: $-1,771 (this trade vs do-nothing: $-4,370, the opportunity cost of earning $938/mo FIGHT income now)
33% normal9 × $4824 Jul8d9.7%78%46%$738$2,768-$1,283$8,901
Sell 9 × $48 9.7% OTM over spot $43.77 24 Jul 2026 (8d, $0.99 mid)
= $738 credit for the 8d cycle → $2,768/mo projected
Survival (stays ≤ $48)
78%
Breach risk
22%
POP (stays ≤ $48.99)
82%
EV / mo
+$827
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-2.9] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  64% of paths whole by 9 mo (vs 64% without)  ·  ~6.6 challenges expected  ·  median CC cash $5,016
🛡 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)
34%
Flat exit net (mid-life)
-$1,021
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 85% POP
82% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.76/sh now → $1.95 mid-life (likely $2.09–$3.20)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,032 simulated challenges: the $48 strike is typically first touched on day 4 of 8, at $49 (overshoots $1.26). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4831 Jul 202611d left+$1.49/sh+$1,345
cycle +$2,083
[+$1,089…+$1,372] · 100% credit
68%
surv 54%
-$9,360 NOT
cap gain +$6,815
Reliable up-and-out (highest cap still free ≥60%)~$5131 Jul 202611d left+$0.34/sh+$309
cycle +$1,047
[-$127…+$261] · 63% credit
75%
surv 67%
-$6,831 NOT
cap gain +$9,344
Up-and-out for even (raise the cap, free)~$5231 Jul 202611d left+$0.08/sh+$75
cycle +$813
[-$422…+$15] · 26% credit
75%
surv 69%
-$6,512 NOT
cap gain +$9,663
Max even-money escape in the band~$5231 Jul 202611d left+$0.08/sh+$75
cycle +$813
[-$422…+$15] · 26% credit
75%
surv 69%
-$6,512 NOT
cap gain +$9,663
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5531 Jul 202611d left-$0.77/sh-$697
cycle +$41
[-$1,306…-$789]
85%
surv 82%
-$3,420 NOT
cap gain +$12,755
budget: banked $738 debit $697 (94% used ≈ 1.1 wk of income) → whole cycle still +$41 cash · rolled 9 ct earn ≈ $2,896/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,768/mo
vs 50% target ($3,800/mo)-27%
vs normal income ($7,600/mo)36% covered
Net income (after hedge)$2,793/mo
Downside budget
⚠ $48 is $11 below CC-SS $58.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,901
… as % of IC ($7,300)121.9%
… as % of ML ($47,300)18.8%
Recovery months (at normal income)1.2 mo
Surgical close (9 ct)$-14,715
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 ≥ $48.99 (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 $51.92 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.99
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
≥ $48.99
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (≤1σ, normal week)$738$-10,705+$5,470+$180
+2.5%$49.20 (≤1σ, normal week)$-342$-10,460+$5,715-$900
+5%$50.40 (1.0σ)$-1,422$-10,215+$5,960-$1,980
SS (= V-bounce)$56.15 (1.9σ)$-6,597$-9,057+$7,118-$7,020
V-BOUNCE STRESS (stock → CC-SS $58.71, where you are whole again, by expiry)
Starting unrealized P&L: $-16,175
+ Fortress recovery (un-capped): +$16,494
− CC assignment net of premium (9 × $48): -$8,901
− Conservative CC assignment net of premium (1 × $56): -$209
Total Position P&L @ SS: $-8,791 (+$7,384 vs today)
Do-nothing baseline at SS: $-1,771 (this trade vs do-nothing: $-7,020, the opportunity cost of earning $2,768/mo FIGHT income now)
🎯 50% normal10 × $4724 Jul8d7.4%73%44%$1,080$4,050$10,630
Sell 10 × $47 7.4% OTM over spot $43.77 24 Jul 2026 (8d, $1.24 mid)
= $1,080 credit for the 8d cycle → $4,050/mo projected
Survival (stays ≤ $47)
73%
Breach risk
27%
POP (stays ≤ $48.24)
79%
EV / mo
+$1,109
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [1.0-3.8] median, 0.1 mo faster than no FIGHT (1.9 mo)  ·  71% of paths whole by 9 mo (vs 66% without)  ·  ~8.1 challenges expected  ·  median CC cash $6,075
🛡 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)
44%
Flat exit net (mid-life)
-$833
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 87% POP
85% 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: $2.70/sh now → $1.91 mid-life (likely $2.18–$3.20)≈ $0 at expiry  |  you banked $1.08/sh, so a flat mid-life exit nets -$0.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,312 simulated challenges: the $47 strike is typically first touched on day 4 of 8, at $48 (overshoots $1.26). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4731 Jul 202611d left+$1.49/sh+$1,492
cycle +$2,572
[+$1,200…+$1,477] · 100% credit
68%
surv 54%
-$10,038 NOT
cap gain +$6,137
Reliable up-and-out (highest cap still free ≥60%)~$5031 Jul 202611d left+$0.34/sh+$342
cycle +$1,422
[-$144…+$236] · 61% credit
75%
surv 67%
-$7,621 NOT
cap gain +$8,554
Up-and-out for even (raise the cap, free)~$5131 Jul 202611d left+$0.09/sh+$85
cycle +$1,165
[-$473…-$38] · 21% credit
76%
surv 69%
-$7,326 NOT
cap gain +$8,849
Max even-money escape in the band~$5131 Jul 202611d left+$0.09/sh+$85
cycle +$1,165
[-$473…-$38] · 21% credit
76%
surv 69%
-$7,326 NOT
cap gain +$8,849
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5531 Jul 202611d left-$0.92/sh-$922
cycle +$158
[-$1,664…-$1,102]
87%
surv 85%
-$3,365 NOT
cap gain +$12,810
budget: banked $1,080 debit $922 (85% used ≈ 1.0 wk of income) → whole cycle still +$158 cash · rolled 10 ct earn ≈ $2,704/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,050/mo
vs 50% target ($3,800/mo)+7%
vs normal income ($7,600/mo)53% covered
Net income (after hedge)$3,952/mo
Downside budget
⚠ $47 is $12 below CC-SS $58.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,630
… as % of IC ($7,300)145.6%
… as % of ML ($47,300)22.5%
Recovery months (at normal income)1.4 mo
Surgical close (10 ct)$-16,335
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.08 collected) or spot ≥ $48.24 (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 $51.92 (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
$47-48.24
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$47.00 (≤1σ, normal week)$1,080$-11,529+$4,646+$460
+2.5%$48.17 (≤1σ, normal week)$-95$-11,407+$4,768-$715
+5%$49.35 (≤1σ, normal week)$-1,270$-11,285+$4,890-$1,890
SS (= V-bounce)$56.15 (1.9σ)$-8,070$-10,577+$5,598-$8,540
V-BOUNCE STRESS (stock → CC-SS $58.71, where you are whole again, by expiry)
Starting unrealized P&L: $-16,175
+ Fortress recovery (un-capped): +$16,494
− CC assignment net of premium (10 × $47): -$10,630
Total Position P&L @ SS: $-10,311 (+$5,864 vs today)
Do-nothing baseline at SS: $-1,771 (this trade vs do-nothing: $-8,540, the opportunity cost of earning $4,050/mo FIGHT income now)
100% normal10 × $4424 Jul8d0.5%54%97%$2,090$7,838+$3,787$12,620
Sell 10 × $44 0.5% OTM over spot $43.77 24 Jul 2026 (8d, $2.25 mid)
= $2,090 credit for the 8d cycle → $7,838/mo projected
Survival (stays ≤ $44)
54%
Breach risk
46%
POP (stays ≤ $46.24)
69%
EV / mo
+$1,007
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  71% of paths whole by 9 mo (vs 66% without)  ·  ~21.5 challenges expected  ·  median CC cash $6,772
🛡 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)
76%
Flat exit net (mid-life)
+$299
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$55 @ 91% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.53/sh now → $1.79 mid-life (likely $2.49–$3.65)≈ $0 at expiry  |  you banked $2.09/sh, so a flat mid-life exit nets +$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,291 simulated challenges: the $44 strike is typically first touched on day 2 of 8, at $45 (overshoots $1.45). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4431 Jul 202611d left+$1.48/sh+$1,476
cycle +$3,566
[+$1,053…+$1,300] · 100% credit
68%
surv 54%
-$12,355 NOT
cap gain +$3,820
Reliable up-and-out (highest cap still free ≥60%)~$4631 Jul 202611d left+$0.58/sh+$582
cycle +$2,672
[-$43…+$364] · 72% credit
73%
surv 64%
-$10,787 NOT
cap gain +$5,388
Up-and-out for even (raise the cap, free)~$4831 Jul 202611d left+$0.09/sh+$86
cycle +$2,176
[-$683…-$172] · 7% credit
76%
surv 70%
-$9,627 NOT
cap gain +$6,548
Max even-money escape in the band~$4831 Jul 202611d left+$0.09/sh+$86
cycle +$2,176
[-$683…-$172] · 7% credit
76%
surv 70%
-$9,627 NOT
cap gain +$6,548
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5531 Jul 202611d left-$1.18/sh-$1,176
cycle +$914
[-$2,416…-$1,593]
91%
surv 90%
-$2,609 NOT
cap gain +$13,566
budget: banked $2,090 debit $1,176 (56% used ≈ 0.7 wk of income) → whole cycle still +$914 cash · rolled 10 ct earn ≈ $1,677/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,838/mo
vs 50% target ($3,800/mo)+106%
vs normal income ($7,600/mo)103% covered
Net income (after hedge)$7,739/mo
Downside budget
⚠ $44 is $15 below CC-SS $58.71: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,620
… as % of IC ($7,300)172.9%
… as % of ML ($47,300)26.7%
Recovery months (at normal income)1.7 mo
Surgical close (10 ct)$-16,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.52/sh (~25% of the $2.09 collected) or spot ≥ $46.24 (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 $51.92 (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
$44-46.24
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
≥ $46.24
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$44.00 (≤1σ, normal week)$2,090$-13,831+$2,344+$1,470
+2.5%$45.10 (≤1σ, normal week)$990$-13,717+$2,458+$370
+5%$46.20 (≤1σ, normal week)$-110$-13,602+$2,573-$730
SS (= V-bounce)$56.15 (1.9σ)$-10,060$-12,567+$3,608-$10,530
V-BOUNCE STRESS (stock → CC-SS $58.71, where you are whole again, by expiry)
Starting unrealized P&L: $-16,175
+ Fortress recovery (un-capped): +$16,494
− CC assignment net of premium (10 × $44): -$12,620
Total Position P&L @ SS: $-12,301 (+$3,874 vs today)
Do-nothing baseline at SS: $-1,771 (this trade vs do-nothing: $-10,530, the opportunity cost of earning $7,838/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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 22 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: 1.104 (IBKR)  |  Recovery@SS: +$16,494 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,771

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$478d24 Jul 2026$1.0810/10$4,050$3,95273%79%+$1,109-$10,630145.6%$-10,311 (vs do-nothing $-8,540)
$48.5015d31 Jul 2026$2.199/10$3,942$3,96873%81%+$1,516-$7,21898.9%$-7,108 (vs do-nothing $-5,337)
$4915d31 Jul 2026$2.0210/10$4,040$3,94273%79%+$852-$7,690105.3%$-7,371 (vs do-nothing $-5,600)
$46.508d24 Jul 2026$1.0610/10$3,975$3,87770%77%+$557-$11,150152.7%$-10,831 (vs do-nothing $-9,060)
$4815d31 Jul 2026$2.1110/10$4,220$4,12270%77%+$500-$8,600117.8%$-8,281 (vs do-nothing $-6,510)
$47.5015d31 Jul 2026$2.388/10$3,808$3,95868%76%+$599-$7,06496.8%$-7,163 (vs do-nothing $-5,392)
$468d24 Jul 2026$1.378/10$4,110$4,26067%76%+$944-$9,072124.3%$-9,171 (vs do-nothing $-7,400)
$4715d31 Jul 2026$2.668/10$4,256$4,40666%75%+$802-$7,24099.2%$-7,339 (vs do-nothing $-5,568)
$46.5015d31 Jul 2026$2.757/10$3,850$4,12465%74%+$600-$6,62290.7%$-6,930 (vs do-nothing $-5,159)
$45.508d24 Jul 2026$1.547/10$4,042$4,31664%74%+$846-$8,169111.9%$-8,477 (vs do-nothing $-6,706)
$4615d31 Jul 2026$2.907/10$4,060$4,33463%73%+$570-$6,86794.1%$-7,175 (vs do-nothing $-5,404)
$45.5015d31 Jul 2026$3.206/10$3,840$4,23861%72%+$632-$6,00682.3%$-6,523 (vs do-nothing $-4,752)
$458d24 Jul 2026$1.736/10$3,892$4,29061%73%+$746-$7,18898.5%$-7,705 (vs do-nothing $-5,934)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4515d31 Jul 2026$3.256/10$3,900$4,29859%72%+$463-$6,27686.0%$-6,793 (vs do-nothing $-5,022)
$44.508d24 Jul 2026$1.946/10$4,365$4,76358%71%+$766-$7,362100.9%$-7,879 (vs do-nothing $-6,108)
$44.5015d31 Jul 2026$3.506/10$4,200$4,59857%71%+$522-$6,42688.0%$-6,943 (vs do-nothing $-5,172)
$4415d31 Jul 2026$3.805/10$3,800$4,32255%70%+$523-$5,45574.7%$-6,181 (vs do-nothing $-4,410)
$448d24 Jul 2026$2.095/10$3,919$4,44054%69%+$503-$6,31086.4%$-7,036 (vs do-nothing $-5,265)
$43.5015d31 Jul 2026$3.805/10$3,800$4,32253%69%+$301-$5,70578.2%$-6,431 (vs do-nothing $-4,660)
$4315d31 Jul 2026$4.155/10$4,150$4,67251%68%+$417-$5,78079.2%$-6,506 (vs do-nothing $-4,735)
$43.508d24 Jul 2026$2.355/10$4,406$4,92851%67%+$535-$6,43088.1%$-7,156 (vs do-nothing $-5,385)
$438d24 Jul 2026$2.644/10$3,960$4,60647%66%+$467-$5,22871.6%$-6,163 (vs do-nothing $-4,392)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). 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 v6.1  |  2026-07-16 03:39