FORTRESS FIGHT: ENPH @ $43.90

BE SS: $56.15  |  CC-SS: $58.92  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 16:10

ENPH @ $43.90   UNDERWATER $12.25 (21.8% 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: $58.92 (banked floor $58.18)  |  IV: MEDIUM  |  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$7,800/mo75% ann ROI on ML
Hedge rolling cost$0/mo
Unrealized P&L$-16,270fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,900/mo
HEDGE COVER
$0/mo
NORMAL INCOME
$7,800/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $7,300
ML VELOCITY
6.1 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.92 (probe: $59C 15d) brings only $20/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)
$15,464
was $16,270 · 5% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$58.92 → $58.18
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) $65.21 (+49%) · daily UBB $51.90
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 $47.50 / 8d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($3,900/mo); it brings $3,938/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 10 × $47/8d for $4,088/mo, but breach risk rises to 9% (+3pp 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 × $48.50/8d (97% survival, $2,700/mo).
Downside anchor: the primary mortgages $10,369 (142% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-16,370 and cuts bleed by $0/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 × $47.50, 94% survival, $3,938/mo (E[net] $2,792/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 × $47.5094%$3,938$2,792

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $2,792/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $47.50 (primary), 94% survival, breach 6%, $3,938/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 97% (breach 6% → 3%) for $1,238/mo less (31% income) buys safety you do not really need here.
ENPH  spot $43.90 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
33% normal9 × $48.5024 Jul8d10.5%97%5%$720$2,700-$1,238$8,657
Sell 9 × $48.50 10.5% OTM over spot $43.90 24 Jul 2026 (8d, $1.25 mid)
= $720 credit for the 8d cycle → $2,700/mo projected
Survival (stays ≤ $48.50)
97%
Breach risk
3%
POP (stays ≤ $49.75)
99%
EV / mo
+$2,672
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [2.7-6.8] median, 0.1 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 59% without)  ·  ~1.0 challenges expected  ·  median CC cash $3,032
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
3%
Flat exit net (mid-life)
-$2,926
Free roll-up
none
Safest escape (by 7 Aug 2026)
$50 @ 90% POP
64% 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: $5.73/sh now → $4.05 mid-life (likely $2.63–$5.21)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$3.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 94 simulated challenges: the $48 strike is typically first touched on day 7 of 8, at $49 (overshoots $0.48). 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
Reliable up-and-out (highest cap still free ≥60%)~$497 Aug 202618d left-$0.15/sh-$139
cycle +$581
[-$488…+$1,132] · 62% credit
88%
surv 53%
-$10,430 NOT
cap gain +$5,840
Safety roll (pay small debit, max POP)~$507 Aug 202618d left-$0.73/sh-$658
cycle +$62
[-$1,133…+$488] · 46% credit
90%
surv 64%
-$9,844 NOT
cap gain +$6,426
budget: banked $720 debit $658 (91% used ≈ 1.1 wk of income) → whole cycle still +$62 cash · rolled 9 ct earn ≈ $4,979/mo while parked; 1 ct free to re-sell
Roll out (same strike, buy time)~$4831 Jul 202611d left-$0.94/sh-$850
cycle -$130
[-$1,218…+$307] · 39% credit
88%
surv 51%
-$11,251 NOT
cap gain +$5,019
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$2,700/mo
vs 50% target ($3,900/mo)-31%
vs normal income ($7,800/mo)35% covered
Net income (after hedge)$2,832/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,657
… as % of IC ($7,300)118.6%
… as % of ML ($47,300)18.3%
Recovery months (at normal income)1.1 mo
Surgical close (9 ct)$-15,048
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 $0.80 collected) or spot ≥ $49.75 (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 $51.90 (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
$48-49.75
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
≥ $49.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.50 (2.0σ)$720$-10,401+$5,869+$126
+2.5%$49.71 (2.6σ)$-371$-10,152+$6,118-$965
+5%$50.93 (3.1σ)$-1,463$-9,904+$6,366-$2,057
SS (= V-bounce)$56.15 (5.4σ)$-6,165$-8,848+$7,422-$6,624
V-BOUNCE STRESS (stock → CC-SS $58.92, where you are whole again, by expiry)
Starting unrealized P&L: $-16,270
+ Fortress recovery (un-capped): +$16,596
− CC assignment net of premium (9 × $48.50): -$8,657
− Conservative CC assignment net of premium (1 × $56): -$226
Total Position P&L @ SS: $-8,557 (+$7,713 vs today)
Do-nothing baseline at SS: $-1,933 (this trade vs do-nothing: $-6,624, the opportunity cost of earning $2,700/mo FIGHT income now)
🎯 50% normal10 × $47.5024 Jul8d8.2%94%8%$1,050$3,938$10,369
Sell 10 × $47.50 8.2% OTM over spot $43.90 24 Jul 2026 (8d, $1.15 mid)
= $1,050 credit for the 8d cycle → $3,938/mo projected
Survival (stays ≤ $47.50)
94%
Breach risk
6%
POP (stays ≤ $48.65)
98%
EV / mo
+$3,827
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [2.9-5.8] median, 0.1 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 50% without)  ·  ~2.3 challenges expected  ·  median CC cash $4,073
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$2,918
Free roll-up
none
Safest escape (by 7 Aug 2026)
$49 @ 90% 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: $5.61/sh now → $3.97 mid-life (likely $3.22–$5.57)≈ $0 at expiry  |  you banked $1.05/sh, so a flat mid-life exit nets -$2.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 231 simulated challenges: the $48 strike is typically first touched on day 6 of 8, at $48 (overshoots $0.49). 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
Safety roll (pay small debit, max POP)~$497 Aug 202618d left-$0.61/sh-$606
cycle +$444
[-$1,451…+$124] · 30% credit
90%
surv 64%
-$10,633 NOT
cap gain +$5,637
budget: banked $1,050 debit $606 (58% used ≈ 0.7 wk of income) → whole cycle still +$444 cash · rolled 10 ct earn ≈ $5,603/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$4831 Jul 202611d left-$0.84/sh-$835
cycle +$215
[-$1,635…-$105] · 22% credit
88%
surv 51%
-$12,077 NOT
cap gain +$4,193
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$3,938/mo
vs 50% target ($3,900/mo)+1%
vs normal income ($7,800/mo)50% covered
Net income (after hedge)$3,938/mo
Downside budget
⚠ $47.50 is $11 below CC-SS $58.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,369
… as % of IC ($7,300)142.0%
… as % of ML ($47,300)21.9%
Recovery months (at normal income)1.3 mo
Surgical close (10 ct)$-16,370
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.26/sh (~25% of the $1.05 collected) or spot ≥ $48.65 (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 $51.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $47.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.65
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
≥ $48.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.50 (1.6σ)$1,050$-11,242+$5,028+$390
+2.5%$48.69 (2.1σ)$-137$-11,117+$5,153-$797
+5%$49.88 (2.6σ)$-1,325$-10,993+$5,277-$1,985
SS (= V-bounce)$56.15 (5.4σ)$-7,600$-10,334+$5,936-$8,110
V-BOUNCE STRESS (stock → CC-SS $58.92, where you are whole again, by expiry)
Starting unrealized P&L: $-16,270
+ Fortress recovery (un-capped): +$16,596
− CC assignment net of premium (10 × $47.50): -$10,369
Total Position P&L @ SS: $-10,043 (+$6,227 vs today)
Do-nothing baseline at SS: $-1,933 (this trade vs do-nothing: $-8,110, the opportunity cost of earning $3,938/mo FIGHT income now)
🛡 safe yield10 × $4724 Jul8d7.1%91%18%$1,090$4,088+$150$10,829
Sell 10 × $47 7.1% OTM over spot $43.90 24 Jul 2026 (8d, $1.33 mid)
= $1,090 credit for the 8d cycle → $4,088/mo projected
Survival (stays ≤ $47)
91%
Breach risk
9%
POP (stays ≤ $48.33)
97%
EV / mo
+$3,891
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [2.6-6.7] median, 0.2 mo faster than no FIGHT (4.9 mo)  ·  45% of paths whole by 9 mo (vs 55% without)  ·  ~3.6 challenges expected  ·  median CC cash $5,416
🛡 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)
-$2,836
Free roll-up
none
Safest escape (by 7 Aug 2026)
$48 @ 90% 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: $5.55/sh now → $3.93 mid-life (likely $3.42–$5.83)≈ $0 at expiry  |  you banked $1.09/sh, so a flat mid-life exit nets -$2.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 365 simulated challenges: the $47 strike is typically first touched on day 6 of 8, at $48 (overshoots $0.52). 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
Max even-money escape in the band~$477 Aug 202618d left+$0.02/sh+$19
cycle +$1,109
[-$940…+$724] · 43% credit
88%
surv 53%
-$11,625 NOT
cap gain +$4,645
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$487 Aug 202618d left-$0.55/sh-$545
cycle +$545
[-$1,556…+$44] · 27% credit
90%
surv 64%
-$11,084 NOT
cap gain +$5,186
budget: banked $1,090 debit $545 (50% used ≈ 0.6 wk of income) → whole cycle still +$545 cash · rolled 10 ct earn ≈ $5,634/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$4731 Jul 202611d left-$0.78/sh-$782
cycle +$308
[-$1,691…-$156] · 22% credit
88%
surv 51%
-$12,536 NOT
cap gain +$3,734
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$4,088/mo
vs 50% target ($3,900/mo)+5%
vs normal income ($7,800/mo)52% covered
Net income (after hedge)$4,088/mo
Downside budget
⚠ $47 is $12 below CC-SS $58.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,829
… as % of IC ($7,300)148.3%
… as % of ML ($47,300)22.9%
Recovery months (at normal income)1.4 mo
Surgical close (10 ct)$-16,510
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 $1.09 collected) or spot ≥ $48.33 (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 $51.90 (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
$47-48.33
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
≥ $48.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (1.4σ)$1,090$-11,754+$4,516+$430
+2.5%$48.17 (1.9σ)$-85$-11,631+$4,639-$745
+5%$49.35 (2.4σ)$-1,260$-11,508+$4,762-$1,920
SS (= V-bounce)$56.15 (5.4σ)$-8,060$-10,794+$5,476-$8,570
V-BOUNCE STRESS (stock → CC-SS $58.92, where you are whole again, by expiry)
Starting unrealized P&L: $-16,270
+ Fortress recovery (un-capped): +$16,596
− CC assignment net of premium (10 × $47): -$10,829
Total Position P&L @ SS: $-10,503 (+$5,767 vs today)
Do-nothing baseline at SS: $-1,933 (this trade vs do-nothing: $-8,570, the opportunity cost of earning $4,088/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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 1.105 (IBKR)  |  Recovery@SS: +$16,596 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,933

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4915d31 Jul 2026$2.1510/10$4,300$4,30094%99%+$4,225-$7,769106.4%$-7,443 (vs do-nothing $-5,510)
$47.508d24 Jul 2026$1.0510/10$3,938$3,93894%98%+$3,827-$10,369142.0%$-10,043 (vs do-nothing $-8,110)
$48.5015d31 Jul 2026$1.9710/10$3,940$3,94093%99%+$3,826-$8,449115.7%$-8,123 (vs do-nothing $-6,190)
$478d24 Jul 2026$1.0910/10$4,088$4,08891%97%+$3,891-$10,829148.3%$-10,503 (vs do-nothing $-8,570)
$47.5015d31 Jul 2026$2.618/10$4,176$4,44087%97%+$3,978-$7,04896.5%$-7,173 (vs do-nothing $-5,240)
$46.508d24 Jul 2026$1.348/10$4,020$4,28487%96%+$3,752-$8,864121.4%$-8,989 (vs do-nothing $-7,056)
$4822d7 Aug 2026$2.9310/10$3,995$3,99586%97%+$3,751-$7,989109.4%$-7,663 (vs do-nothing $-5,730)
$4715d31 Jul 2026$2.698/10$4,304$4,56884%98%+$4,022-$7,384101.1%$-7,509 (vs do-nothing $-5,576)
$468d24 Jul 2026$1.358/10$4,050$4,31482%96%+$3,610-$9,256126.8%$-9,381 (vs do-nothing $-7,448)
$46.5015d31 Jul 2026$2.608/10$4,160$4,42480%97%+$3,764-$7,856107.6%$-7,981 (vs do-nothing $-6,048)
$4722d7 Aug 2026$2.8810/10$3,927$3,92780%96%+$3,501-$9,039123.8%$-8,713 (vs do-nothing $-6,780)
$45.508d24 Jul 2026$1.687/10$4,410$4,80676%93%+$3,803-$8,218112.6%$-8,569 (vs do-nothing $-6,636)
$4615d31 Jul 2026$3.157/10$4,410$4,80676%95%+$3,933-$6,83993.7%$-7,190 (vs do-nothing $-5,257)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4622d7 Aug 2026$3.608/10$3,927$4,19172%94%+$3,362-$7,456102.1%$-7,581 (vs do-nothing $-5,648)
$45.5015d31 Jul 2026$3.256/10$3,900$4,42871%94%+$3,349-$6,10283.6%$-6,679 (vs do-nothing $-4,746)
$4515d31 Jul 2026$3.356/10$4,020$4,54865%95%+$3,290-$6,34286.9%$-6,919 (vs do-nothing $-4,986)
$4522d7 Aug 2026$4.008/10$4,364$4,62863%92%+$3,471-$7,936108.7%$-8,061 (vs do-nothing $-6,128)
$44.5015d31 Jul 2026$3.756/10$4,500$5,02859%94%+$3,552-$6,40287.7%$-6,979 (vs do-nothing $-5,046)
$4422d7 Aug 2026$4.457/10$4,248$4,64453%89%+$3,073-$7,329100.4%$-7,680 (vs do-nothing $-5,747)
$4415d31 Jul 2026$3.905/10$3,900$4,56053%91%+$2,892-$5,51075.5%$-6,313 (vs do-nothing $-4,380)
$43.5015d31 Jul 2026$3.057/10$4,270$4,66646%90%+$2,501-$8,659118.6%$-9,010 (vs do-nothing $-7,077)

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 16:10