FORTRESS FIGHT: ENPH @ $42.56

BE SS: $56.15  |  CC-SS: $59.22  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

ENPH @ $42.56   UNDERWATER $13.59 (24.2% 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: $59.22 (banked floor $58.48)  |  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$5,500/mo95% ann ROI on ML
Hedge rolling cost$192/mo
Unrealized P&L$-18,040fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,750/mo
HEDGE COVER
$192/mo
NORMAL INCOME
$5,500/mo (ATM CC, chain)
IC VELOCITY
1.3 mo to earn back $7,300
ML VELOCITY
8.6 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $59.22 (probe: $59C 15d) brings only $200/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)
$17,234
was $18,040 · 4% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$59.22 → $58.48
Open legAcctCredit/shIn flightOpened
10x $50C 17 Jul 2026U18827291$0.95$9522026-07-10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 44 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 18 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.21 (+53%) · daily UBB $51.97 · 1-wk expected move ±$7 (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: 8 contracts at $45.50 / 8d. This is the safest strike (survival 69%, breach 31%) that still earns 50% of normal income ($2,750/mo); it brings $2,760/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 × $43.50/8d for $5,588/mo, but breach risk rises to 41% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $51/8d (92% survival, $195/mo).
Downside anchor: the primary mortgages $10,240 (140% 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 8 contracts realizes $-14,748 and cuts bleed by $154/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 8 × $45.50, 69% survival, $2,760/mo (E[net] $-940/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 · 8d8 × $45.5069%$2,760$-940

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $-940/mo 🏆 GRAND PICK

🎯 Engine pick: sell 8 × $45.50 (primary), 69% survival, breach 31%, $2,760/mo.
Stay at the pick. Stepping safer (the $46.50 rung (33% normal) lifts survival to 77% (breach 31% → 23%) for $840/mo less (30% income)) buys little extra safety; the income is doing real work covering the bleed.
ENPH  spot $42.56 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $5124 Jul8d19.8%92%16%$52$195-$2,565$3,236
Sell 4 × $51 19.8% OTM over spot $42.56 24 Jul 2026 (8d, $0.33 mid)
= $52 credit for the 8d cycle → $195/mo projected
Survival (stays ≤ $51)
92%
Breach risk
8%
POP (stays ≤ $51.33)
93%
EV / mo
+$9
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.9] median  ·  55% of paths whole by 9 mo (vs 55% without)  ·  ~2.4 challenges expected  ·  median CC cash $2,059
🛡 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)
19%
Flat exit net (mid-life)
-$1,022
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$53 @ 71% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $3.80/sh now → $2.69 mid-life (likely $2.52–$4.09)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$2.56/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 564 simulated challenges: the $51 strike is typically first touched on day 5 of 8, at $53 (overshoots $1.77). 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 (4 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%)~$517 Aug 202618d left+$0.53/sh+$214
cycle +$266
[-$36…+$318] · 70% credit
66%
surv 56%
-$7,791 NOT
cap gain +$10,249
Max even-money escape in the band~$537 Aug 202618d left+$0.19/sh+$77
cycle +$129
[-$187…+$173] · 48% credit
71%
surv 63%
-$5,719 NOT
cap gain +$12,321
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)~$5231 Jul 202611d left+$0.06/sh+$22
cycle +$74
[-$182…+$107] · 42% credit
68%
surv 58%
-$7,430 NOT
cap gain +$10,610
Roll out (same strike, buy time)~$5131 Jul 202611d left+$0.03/sh+$12
cycle +$64
[-$209…+$104] · 40% credit
65%
surv 54%
-$8,478 NOT
cap gain +$9,562
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$195/mo
vs 50% target ($2,750/mo)-93%
vs normal income ($5,500/mo)4% covered
Net income (after hedge)$363/mo
Downside budget
⚠ $51 is $8 below CC-SS $59.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,236
… as % of IC ($7,300)44.3%
… as % of ML ($47,300)6.8%
Recovery months (at normal income)0.6 mo
Surgical close (4 ct)$-7,296
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 $0.13 collected) or spot ≥ $51.33 (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 $51.97 (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
$50-51.33
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
≥ $51.33
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$51.00 (1.2σ)$52$-8,490+$9,550-$68
+2.5%$52.27 (1.4σ)$-458$-7,593+$10,447-$578
+5%$53.55 (1.6σ)$-968$-6,695+$11,345-$1,088
SS (= V-bounce)$56.15 (2.0σ)$-2,008$-4,955+$13,085-$2,068
V-BOUNCE STRESS (stock → CC-SS $59.22, where you are whole again, by expiry)
Starting unrealized P&L: $-18,040
+ Fortress recovery (un-capped): +$18,392
− CC assignment net of premium (4 × $51): -$3,236
− Conservative CC assignment net of premium (6 × $56): -$1,752
Total Position P&L @ SS: $-4,635 (+$13,405 vs today)
Do-nothing baseline at SS: $-2,567 (this trade vs do-nothing: $-2,068, the opportunity cost of earning $195/mo FIGHT income now)
🛡 safe yield10 × $5024 Jul8d17.5%90%21%$210$788-$1,972$9,010
Sell 10 × $50 17.5% OTM over spot $42.56 24 Jul 2026 (8d, $0.51 mid)
= $210 credit for the 8d cycle → $788/mo projected
Survival (stays ≤ $50)
90%
Breach risk
10%
POP (stays ≤ $50.51)
91%
EV / mo
+$125
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.3] median, 0.1 mo SLOWER than no FIGHT (1.7 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 56% without)  ·  ~2.9 challenges expected  ·  median CC cash $1,303
🛡 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)
23%
Flat exit net (mid-life)
-$2,423
Free roll-up
+$1/wk
Safest escape (by 31 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: $3.72/sh now → $2.63 mid-life (likely $2.54–$4.10)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 682 simulated challenges: the $50 strike is typically first touched on day 5 of 8, at $52 (overshoots $1.64). 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
Reliable up-and-out (highest cap still free ≥60%)~$507 Aug 202618d left+$0.55/sh+$552
cycle +$762
[-$139…+$812] · 68% credit
66%
surv 56%
-$8,579 NOT
cap gain +$9,461
Max even-money escape in the band~$527 Aug 202618d left+$0.21/sh+$208
cycle +$418
[-$518…+$420] · 44% credit
71%
surv 63%
-$6,714 NOT
cap gain +$11,326
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)~$5131 Jul 202611d left+$0.08/sh+$76
cycle +$286
[-$487…+$281] · 40% credit
68%
surv 58%
-$8,502 NOT
cap gain +$9,538
Roll out (same strike, buy time)~$5031 Jul 202611d left+$0.05/sh+$55
cycle +$265
[-$554…+$281] · 39% credit
65%
surv 54%
-$9,561 NOT
cap gain +$8,479
Safety roll (pay small debit, max POP)~$5231 Jul 202611d left-$0.21/sh-$207
cycle +$3
[-$803…-$56] · 23% credit
73%
surv 64%
-$7,130 NOT
cap gain +$10,910
budget: banked $210 debit $207 (99% used ≈ 1.1 wk of income) → whole cycle still +$3 cash · rolled 10 ct earn ≈ $6,616/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$788/mo
vs 50% target ($2,750/mo)-71%
vs normal income ($5,500/mo)14% covered
Net income (after hedge)$595/mo
Downside budget
⚠ $50 is $9 below CC-SS $59.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,010
… as % of IC ($7,300)123.4%
… as % of ML ($47,300)19.0%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-18,335
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $50.51 (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 $51.97 (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
$50-50.51
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
≥ $50.51
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.1σ)$210$-9,616+$8,424-$90
+2.5%$51.25 (1.2σ)$-1,040$-9,486+$8,554-$1,340
+5%$52.50 (1.4σ)$-2,290$-9,356+$8,684-$2,590
SS (= V-bounce)$56.15 (2.0σ)$-5,940$-8,977+$9,063-$6,090
V-BOUNCE STRESS (stock → CC-SS $59.22, where you are whole again, by expiry)
Starting unrealized P&L: $-18,040
+ Fortress recovery (un-capped): +$18,392
− CC assignment net of premium (10 × $50): -$9,010
Total Position P&L @ SS: $-8,657 (+$9,383 vs today)
Do-nothing baseline at SS: $-2,567 (this trade vs do-nothing: $-6,090, the opportunity cost of earning $788/mo FIGHT income now)
33% normal8 × $46.5024 Jul8d9.3%77%47%$512$1,920-$840$9,664
Sell 8 × $46.50 9.3% OTM over spot $42.56 24 Jul 2026 (8d, $0.93 mid)
= $512 credit for the 8d cycle → $1,920/mo projected
Survival (stays ≤ $46.50)
77%
Breach risk
23%
POP (stays ≤ $47.43)
82%
EV / mo
+$161
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [1.0-3.5] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  61% of paths whole by 9 mo (vs 59% without)  ·  ~7.5 challenges expected  ·  median CC cash $3,920
🛡 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)
43%
Flat exit net (mid-life)
-$1,447
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$52 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.46/sh now → $2.45 mid-life (likely $2.78–$4.14)≈ $0 at expiry  |  you banked $0.64/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,293 simulated challenges: the $46 strike is typically first touched on day 4 of 8, at $48 (overshoots $1.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$497 Aug 202618d left+$0.25/sh+$200
cycle +$712
[-$480…+$118] · 33% credit
71%
surv 63%
-$10,224 NOT
cap gain +$7,816
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4631 Jul 202611d left+$0.13/sh+$104
cycle +$616
[-$480…+$46] · 28% credit
65%
surv 54%
-$13,014 NOT
cap gain +$5,026
Up-and-out for even (raise the cap, free)~$4831 Jul 202611d left+$0.01/sh+$6
cycle +$518
[-$522…-$62] · 20% credit
72%
surv 62%
-$10,970 NOT
cap gain +$7,070
Safety roll (pay small debit, max POP)~$527 Aug 202618d left-$0.61/sh-$489
cycle +$23
[-$1,322…-$633] · 5% credit
77%
surv 72%
-$7,602 NOT
cap gain +$10,438
budget: banked $512 debit $489 (96% used ≈ 1.1 wk of income) → whole cycle still +$23 cash · rolled 8 ct earn ≈ $2,449/mo while parked; 2 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$1,920/mo
vs 50% target ($2,750/mo)-30%
vs normal income ($5,500/mo)35% covered
Net income (after hedge)$1,848/mo
Downside budget
⚠ $46.50 is $13 below CC-SS $59.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,664
… as % of IC ($7,300)132.4%
… as % of ML ($47,300)20.4%
Recovery months (at normal income)1.8 mo
Surgical close (8 ct)$-14,664
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.64 collected) or spot ≥ $47.43 (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 $51.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-47.43
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
≥ $47.43
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$46.50 (≤1σ, normal week)$512$-13,118+$4,922+$272
+2.5%$47.66 (≤1σ, normal week)$-418$-12,765+$5,275-$658
+5%$48.83 (≤1σ, normal week)$-1,348$-12,411+$5,629-$1,588
SS (= V-bounce)$56.15 (2.0σ)$-7,208$-10,215+$7,825-$7,328
V-BOUNCE STRESS (stock → CC-SS $59.22, where you are whole again, by expiry)
Starting unrealized P&L: $-18,040
+ Fortress recovery (un-capped): +$18,392
− CC assignment net of premium (8 × $46.50): -$9,664
− Conservative CC assignment net of premium (2 × $56): -$584
Total Position P&L @ SS: $-9,895 (+$8,145 vs today)
Do-nothing baseline at SS: $-2,567 (this trade vs do-nothing: $-7,328, the opportunity cost of earning $1,920/mo FIGHT income now)
🎯 50% normal8 × $45.5024 Jul8d6.9%69%51%$736$2,760$10,240
Sell 8 × $45.50 6.9% OTM over spot $42.56 24 Jul 2026 (8d, $1.31 mid)
= $736 credit for the 8d cycle → $2,760/mo projected
Survival (stays ≤ $45.50)
69%
Breach risk
31%
POP (stays ≤ $46.81)
75%
EV / mo
$-978
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.8-2.9] median  ·  61% of paths whole by 9 mo (vs 58% without)  ·  ~10.9 challenges expected  ·  median CC cash $3,636
🛡 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)
51%
Flat exit net (mid-life)
-$1,181
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$51 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.39/sh now → $2.40 mid-life (likely $2.90–$4.18)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$1.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,544 simulated challenges: the $46 strike is typically first touched on day 3 of 8, at $47 (overshoots $1.54). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$487 Aug 202618d left+$0.26/sh+$208
cycle +$944
[-$507…+$31] · 27% credit
71%
surv 63%
-$11,097 NOT
cap gain +$6,943
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4631 Jul 202611d left+$0.15/sh+$120
cycle +$856
[-$494…-$24] · 23% credit
65%
surv 54%
-$13,878 NOT
cap gain +$4,162
Up-and-out for even (raise the cap, free)~$4731 Jul 202611d left+$0.02/sh+$16
cycle +$752
[-$535…-$122] · 17% credit
72%
surv 62%
-$11,840 NOT
cap gain +$6,200
Safety roll (pay small debit, max POP)~$5131 Jul 202611d left-$0.88/sh-$702
cycle +$34
[-$1,426…-$916] · 1% credit
80%
surv 76%
-$8,694 NOT
cap gain +$9,346
budget: banked $736 debit $702 (95% used ≈ 1.1 wk of income) → whole cycle still +$34 cash · rolled 8 ct earn ≈ $3,314/mo while parked; 2 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$2,760/mo
vs 50% target ($2,750/mo)+0%
vs normal income ($5,500/mo)50% covered
Net income (after hedge)$2,688/mo
Downside budget
⚠ $45.50 is $14 below CC-SS $59.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,240
… as % of IC ($7,300)140.3%
… as % of ML ($47,300)21.6%
Recovery months (at normal income)1.9 mo
Surgical close (8 ct)$-14,748
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 $0.92 collected) or spot ≥ $46.81 (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 $51.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.81
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
≥ $46.81
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 (≤1σ, normal week)$736$-13,998+$4,042+$496
+2.5%$46.64 (≤1σ, normal week)$-174$-13,652+$4,388-$414
+5%$47.77 (≤1σ, normal week)$-1,084$-13,307+$4,733-$1,324
SS (= V-bounce)$56.15 (2.0σ)$-7,784$-10,791+$7,249-$7,904
V-BOUNCE STRESS (stock → CC-SS $59.22, where you are whole again, by expiry)
Starting unrealized P&L: $-18,040
+ Fortress recovery (un-capped): +$18,392
− CC assignment net of premium (8 × $45.50): -$10,240
− Conservative CC assignment net of premium (2 × $56): -$584
Total Position P&L @ SS: $-10,471 (+$7,569 vs today)
Do-nothing baseline at SS: $-2,567 (this trade vs do-nothing: $-7,904, the opportunity cost of earning $2,760/mo FIGHT income now)
100% normal10 × $43.5024 Jul8d2.2%59%88%$1,490$5,588+$2,828$14,230
Sell 10 × $43.50 2.2% OTM over spot $42.56 24 Jul 2026 (8d, $1.96 mid)
= $1,490 credit for the 8d cycle → $5,588/mo projected
Survival (stays ≤ $43.50)
59%
Breach risk
41%
POP (stays ≤ $45.47)
69%
EV / mo
$-1,704
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-3.1] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  64% of paths whole by 9 mo (vs 59% without)  ·  ~18.6 challenges expected  ·  median CC cash $5,294
🛡 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)
69%
Flat exit net (mid-life)
-$801
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$53 @ 85% POP
82% 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: $3.24/sh now → $2.29 mid-life (likely $3.10–$4.44)≈ $0 at expiry  |  you banked $1.49/sh, so a flat mid-life exit nets -$0.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,078 simulated challenges: the $44 strike is typically first touched on day 2 of 8, at $45 (overshoots $1.62). 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~$467 Aug 202618d left+$0.27/sh+$275
cycle +$1,765
[-$814…-$198] · 16% credit
72%
surv 64%
-$12,544 NOT
cap gain +$5,496
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4431 Jul 202611d left+$0.19/sh+$186
cycle +$1,676
[-$753…-$224] · 14% credit
65%
surv 54%
-$15,326 NOT
cap gain +$2,714
Up-and-out for even (raise the cap, free)~$4531 Jul 202611d left+$0.04/sh+$42
cycle +$1,532
[-$786…-$311] · 10% credit
72%
surv 63%
-$13,328 NOT
cap gain +$4,712
Safety roll (pay small debit, max POP)~$537 Aug 202618d left-$1.15/sh-$1,152
cycle +$338
[-$2,638…-$1,718] · 0% credit
85%
surv 82%
-$6,243 NOT
cap gain +$11,797
budget: banked $1,490 debit $1,152 (77% used ≈ 0.9 wk of income) → whole cycle still +$338 cash · rolled 10 ct earn ≈ $1,897/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$5,588/mo
vs 50% target ($2,750/mo)+103%
vs normal income ($5,500/mo)102% covered
Net income (after hedge)$5,395/mo
Downside budget
⚠ $43.50 is $16 below CC-SS $59.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,230
… as % of IC ($7,300)194.9%
… as % of ML ($47,300)30.1%
Recovery months (at normal income)2.6 mo
Surgical close (10 ct)$-18,515
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.37/sh (~25% of the $1.49 collected) or spot ≥ $45.47 (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 $51.97 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $43.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-45.47
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
≥ $45.47
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$43.50 (≤1σ, normal week)$1,490$-15,512+$2,528+$1,190
+2.5%$44.59 (≤1σ, normal week)$403$-15,399+$2,641+$103
+5%$45.68 (≤1σ, normal week)$-685$-15,286+$2,754-$985
SS (= V-bounce)$56.15 (2.0σ)$-11,160$-14,197+$3,843-$11,310
V-BOUNCE STRESS (stock → CC-SS $59.22, where you are whole again, by expiry)
Starting unrealized P&L: $-18,040
+ Fortress recovery (un-capped): +$18,392
− CC assignment net of premium (10 × $43.50): -$14,230
Total Position P&L @ SS: $-13,877 (+$4,163 vs today)
Do-nothing baseline at SS: $-2,567 (this trade vs do-nothing: $-11,310, the opportunity cost of earning $5,588/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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 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: +$18,392 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,567

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$48.5015d31 Jul 2026$1.4210/10$2,840$2,64876%81%+$316-$9,300127.4%$-8,947 (vs do-nothing $-6,380)
$4815d31 Jul 2026$1.908/10$3,040$2,96874%80%+$841-$7,456102.1%$-7,687 (vs do-nothing $-5,120)
$47.5015d31 Jul 2026$1.738/10$2,768$2,69673%79%+$320-$7,992109.5%$-8,223 (vs do-nothing $-5,656)
$4715d31 Jul 2026$1.948/10$3,104$3,03271%78%+$450-$8,224112.7%$-8,455 (vs do-nothing $-5,888)
$46.5015d31 Jul 2026$1.808/10$2,880$2,80869%77%+$6-$8,736119.7%$-8,967 (vs do-nothing $-6,400)
$45.508d24 Jul 2026$0.928/10$2,760$2,68869%75%$-978-$10,240140.3%$-10,471 (vs do-nothing $-7,904)
$4615d31 Jul 2026$2.097/10$2,926$2,91468%76%+$207-$7,791106.7%$-8,314 (vs do-nothing $-5,747)
$458d24 Jul 2026$1.018/10$3,030$2,95866%73%$-1,166-$10,568144.8%$-10,799 (vs do-nothing $-8,232)
$4622d7 Aug 2026$2.459/10$3,007$2,87566%74%$-149-$9,693132.8%$-9,632 (vs do-nothing $-7,065)
$45.5015d31 Jul 2026$2.277/10$3,178$3,16666%75%+$241-$8,015109.8%$-8,538 (vs do-nothing $-5,971)
$4515d31 Jul 2026$2.646/10$3,168$3,21664%75%+$453-$6,94895.2%$-7,763 (vs do-nothing $-5,196)
$44.508d24 Jul 2026$1.067/10$2,782$2,77064%71%$-1,327-$9,562131.0%$-10,085 (vs do-nothing $-7,518)
$4522d7 Aug 2026$2.878/10$3,131$3,05963%73%$-49-$9,080124.4%$-9,311 (vs do-nothing $-6,744)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$44.5015d31 Jul 2026$2.805/10$2,800$2,90862%73%+$362-$5,96081.6%$-7,067 (vs do-nothing $-4,500)
$448d24 Jul 2026$1.266/10$2,835$2,88361%71%$-1,096-$8,376114.7%$-9,191 (vs do-nothing $-6,624)
$4415d31 Jul 2026$2.656/10$3,180$3,22860%73%+$33-$7,542103.3%$-8,357 (vs do-nothing $-5,790)
$4422d7 Aug 2026$2.758/10$3,000$2,92860%72%$-593-$9,976136.7%$-10,207 (vs do-nothing $-7,640)
$43.508d24 Jul 2026$1.495/10$2,794$2,90259%69%$-852-$7,11597.5%$-8,222 (vs do-nothing $-5,655)
$43.5015d31 Jul 2026$2.905/10$2,900$3,00858%71%+$81-$6,41087.8%$-7,517 (vs do-nothing $-4,950)
$4322d7 Aug 2026$3.207/10$3,055$3,04257%70%$-487-$9,114124.8%$-9,637 (vs do-nothing $-7,070)
$4315d31 Jul 2026$3.155/10$3,150$3,25856%70%+$124-$6,53589.5%$-7,642 (vs do-nothing $-5,075)
$438d24 Jul 2026$1.515/10$2,831$2,93956%67%$-1,214-$7,355100.8%$-8,462 (vs do-nothing $-5,895)
$42.5015d31 Jul 2026$2.815/10$2,810$2,91854%70%$-434-$6,95595.3%$-8,062 (vs do-nothing $-5,495)
$4222d7 Aug 2026$3.656/10$2,986$3,03453%68%$-423-$8,142111.5%$-8,957 (vs do-nothing $-6,390)
$42.508d24 Jul 2026$2.054/10$3,075$3,24353%67%$-506-$5,86880.4%$-7,267 (vs do-nothing $-4,700)
$4215d31 Jul 2026$3.155/10$3,150$3,25852%68%$-324-$7,03596.4%$-8,142 (vs do-nothing $-5,575)
$428d24 Jul 2026$2.324/10$3,480$3,64850%65%$-471-$5,96081.6%$-7,359 (vs do-nothing $-4,792)

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 21:38