FORTRESS FIGHT: ENPH @ $41.34

BE SS: $56.15  |  CC-SS: $58.13  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 01:37

ENPH @ $41.34   UNDERWATER $14.80 (26.4% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
ENPH reports 2026-07-29 (Wed), in 12 days. The recommended CC (7d) 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: $58.13 (banked floor $57.39)  |  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$7,393/mo95% ann ROI on ML
Hedge rolling cost$124/mo
Unrealized P&L$-18,165fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,696/mo
HEDGE COVER
$124/mo
NORMAL INCOME
$7,393/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $7,300
ML VELOCITY
6.4 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.13 (probe: $58C 14d) brings only $321/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)
$17,360
was $18,165 · 4% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$58.13 → $57.39
Open legAcctCredit/shIn flightOpened
10x $50C 17 Jul 2026U18827291$0.95$9522026-07-10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 41 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 14 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.14 (+58%) · daily UBB $52.06 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 9 contracts at $44 / 7d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($3,696/mo); it brings $3,741/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 9 × $41.50/7d for $7,521/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 × $55/7d (99% survival, $129/mo).
Downside anchor: the primary mortgages $11,846 (162% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-16,484 and cuts bleed by $111/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 (7d) · sell 9 × $44, 72% survival, $3,741/mo (E[net] $780/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 · 7d9 × $4472%$3,741$780

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $780/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $44 (primary), 72% survival, breach 28%, $3,741/mo.
⚖️ Worth a safer step: the $45.50 rung (33% normal) lifts survival to 81% (breach 28% → 19%) for $1,127/mo less (30% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $45.50 rung, unless you need the income to cover the hedge bleed, or you expect ENPH to stay flat-to-down near term.
ENPH  spot $41.34 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $5524 Jul7d33.0%99%1%-3pp$30$129-$3,613$1,849
Sell 6 × $55 33.0% OTM over spot $41.34 24 Jul 2026 (7d, $0.07 mid)
= $30 credit for the 7d cycle → $129/mo projected
Survival (stays ≤ $55)
99%
Breach risk
1%
POP (stays ≤ $55.07)
99+%
EV / mo
+$123
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-3pp
54% whole by 9mo vs 57% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$236/mo
median; plan ~$160/mo after 68% keep · $1,660 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.4], measured ONLY among the 54% of futures that got whole
🛡 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)
-$1,292
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$62 @ 83% POP
77% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.12/sh now → $2.20 mid-life → ≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.15/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)~$5531 Jul 202610d left+$1.16/sh+$698
cycle +$728
72%
surv 52%
-$2,245 NOT
cap gain +$15,920
Up-and-out for even (raise the cap, free)~$5831 Jul 202610d left+$0.11/sh+$66
cycle +$96
79%
surv 68%
-$613 NOT
cap gain +$17,552
Max even-money escape in the band~$6214 Aug 202624d left+$0.11/sh+$65
cycle +$95
83%
surv 77%
+$2,194 SAFE
cap gain +$20,359
reaches 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$129/mo
vs 50% target ($3,696/mo)-97%
vs normal income ($7,393/mo)2% covered
Net income (after hedge)$313/mo
Downside budget
⚠ $55 is $3 below CC-SS $58.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,849
… as % of IC ($7,300)25.3%
… as % of ML ($47,300)3.9%
Recovery months (at normal income)0.3 mo
Surgical close (6 ct)$-10,911
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 ≥ $55.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $55)); NOT the premium you collected. Momentum override: two daily closes above $52.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $54.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$54-55.07
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
≥ $55.07
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$55.00 (2.9σ)$30$-2,943+$15,222-$186
+2.5%$56.37 (3.2σ)$-795$-2,403+$15,762-$786
+5%$57.75 (3.5σ)$-1,620$-2,263+$15,902-$786
V-BOUNCE STRESS (stock → CC-SS $58.13, where you are whole again, by expiry)
Starting unrealized P&L: $-18,165
+ Fortress recovery (un-capped): +$18,499
− CC assignment net of premium (6 × $55): -$1,849
− Conservative CC assignment net of premium (4 × $56): -$709
Total Position P&L @ SS: $-2,224 (+$15,941 vs today)
Do-nothing baseline at SS: $-1,438 (this trade vs do-nothing: $-786, the opportunity cost of earning $129/mo FIGHT income now)
🛡 safe yield10 × $48.5024 Jul7d17.3%91%18%-1pp$220$943-$2,799$9,412
Sell 10 × $48.50 17.3% OTM over spot $41.34 24 Jul 2026 (7d, $0.48 mid)
= $220 credit for the 7d cycle → $943/mo projected
Survival (stays ≤ $48.50)
91%
Breach risk
9%
POP (stays ≤ $48.98)
92%
EV / mo
+$381
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-1pp
58% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$482/mo
median; plan ~$328/mo after 68% keep · $2,348 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.9], measured ONLY among the 58% of futures that got whole
🛡 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)
10%
Flat exit net (mid-life)
-$1,723
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$56 @ 85% POP
80% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.75/sh now → $1.94 mid-life (likely $1.55–$2.95)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$1.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 315 simulated challenges: the $48 strike is typically first touched on day 5 of 7, at $50 (overshoots $1.11). 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)~$4831 Jul 202610d left+$1.30/sh+$1,296
cycle +$1,516
[+$1,256…+$1,762] · 100% credit
72%
surv 52%
-$8,764 NOT
cap gain +$9,401
Reliable up-and-out (highest cap still free ≥60%)~$5514 Aug 202624d left+$0.22/sh+$223
cycle +$443
[-$259…+$607] · 60% credit
83%
surv 78%
-$2,503 NOT
cap gain +$15,662
Max even-money escape in the band~$5614 Aug 202624d left+$0.05/sh+$46
cycle +$266
[-$472…+$413] · 45% credit
85%
surv 80%
-$1,578 NOT
cap gain +$16,587
reaches SS ✓
Up-and-out for even (raise the cap, free)~$5231 Jul 202610d left+$0.01/sh+$6
cycle +$226
[-$519…+$216] · 40% credit
77%
surv 70%
-$6,027 NOT
cap gain +$12,138
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$943/mo
vs 50% target ($3,696/mo)-74%
vs normal income ($7,393/mo)13% covered
Net income (after hedge)$819/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,412
… as % of IC ($7,300)128.9%
… as % of ML ($47,300)19.9%
Recovery months (at normal income)1.3 mo
Surgical close (10 ct)$-18,425
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 $0.22 collected) or spot ≥ $48.98 (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 $52.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $48.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.98
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
≥ $48.98
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.50 (1.5σ)$220$-10,060+$8,105-$140
+2.5%$49.71 (1.8σ)$-992$-9,937+$8,228-$1,352
+5%$50.93 (2.0σ)$-2,205$-9,813+$8,352-$2,565
SS (= V-bounce)$56.15 (3.2σ)$-7,430$-9,280+$8,885-$7,640
V-BOUNCE STRESS (stock → CC-SS $58.13, where you are whole again, by expiry)
Starting unrealized P&L: $-18,165
+ Fortress recovery (un-capped): +$18,499
− CC assignment net of premium (10 × $48.50): -$9,412
Total Position P&L @ SS: $-9,078 (+$9,087 vs today)
Do-nothing baseline at SS: $-1,438 (this trade vs do-nothing: $-7,640, the opportunity cost of earning $943/mo FIGHT income now)
33% normal ← lean10 × $45.5024 Jul7d10.0%81%40%+5pp$610$2,614-$1,127$12,022
Sell 10 × $45.50 10.0% OTM over spot $41.34 24 Jul 2026 (7d, $0.76 mid)
= $610 credit for the 7d cycle → $2,614/mo projected
Survival (stays ≤ $45.50)
81%
Breach risk
19%
POP (stays ≤ $46.26)
84%
EV / mo
+$942
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
62% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,137/mo
median; plan ~$773/mo after 68% keep · $5,700 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-4.2], measured ONLY among the 62% of futures that got whole
🛡 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)
28%
Flat exit net (mid-life)
-$1,213
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$56 @ 90% POP
88% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.58/sh now → $1.82 mid-life (likely $1.87–$2.99)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$1.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 841 simulated challenges: the $46 strike is typically first touched on day 4 of 7, at $47 (overshoots $1.13). 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)~$4631 Jul 202610d left+$1.33/sh+$1,333
cycle +$1,943
[+$1,206…+$1,541] · 100% credit
72%
surv 53%
-$11,643 NOT
cap gain +$6,522
Reliable up-and-out (highest cap still free ≥60%)~$5114 Aug 202624d left+$0.45/sh+$449
cycle +$1,059
[-$96…+$519] · 69% credit
82%
surv 75%
-$6,295 NOT
cap gain +$11,870
Max even-money escape in the band~$5314 Aug 202624d left+$0.07/sh+$70
cycle +$680
[-$527…+$112] · 32% credit
85%
surv 81%
-$4,471 NOT
cap gain +$13,694
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)~$4931 Jul 202610d left+$0.02/sh+$21
cycle +$631
[-$580…-$17] · 24% credit
77%
surv 70%
-$8,927 NOT
cap gain +$9,238
Safety roll (pay small debit, max POP)~$5614 Aug 202624d left-$0.60/sh-$599
cycle +$11
[-$1,375…-$602] · 4% credit
90%
surv 88%
-$1,834 NOT
cap gain +$16,331
budget: banked $610 debit $599 (98% used ≈ 1.0 wk of income) → whole cycle still +$11 cash · rolled 10 ct earn ≈ $1,529/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$2,614/mo
vs 50% target ($3,696/mo)-29%
vs normal income ($7,393/mo)35% covered
Net income (after hedge)$2,490/mo
Downside budget
⚠ $45.50 is $13 below CC-SS $58.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,022
… as % of IC ($7,300)164.7%
… as % of ML ($47,300)25.4%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-18,310
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.61 collected) or spot ≥ $46.26 (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 $52.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $45.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.26
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
≥ $46.26
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)$610$-12,976+$5,189+$250
+2.5%$46.64 (1.1σ)$-527$-12,860+$5,305-$887
+5%$47.77 (1.4σ)$-1,665$-12,744+$5,421-$2,025
SS (= V-bounce)$56.15 (3.2σ)$-10,040$-11,890+$6,275-$10,250
V-BOUNCE STRESS (stock → CC-SS $58.13, where you are whole again, by expiry)
Starting unrealized P&L: $-18,165
+ Fortress recovery (un-capped): +$18,499
− CC assignment net of premium (10 × $45.50): -$12,022
Total Position P&L @ SS: $-11,688 (+$6,477 vs today)
Do-nothing baseline at SS: $-1,438 (this trade vs do-nothing: $-10,250, the opportunity cost of earning $2,614/mo FIGHT income now)
🎯 50% normal9 × $4424 Jul7d6.4%72%44%+6pp$873$3,741$11,846
Sell 9 × $44 6.4% OTM over spot $41.34 24 Jul 2026 (7d, $1.12 mid)
= $873 credit for the 7d cycle → $3,741/mo projected
Survival (stays ≤ $44)
72%
Breach risk
28%
POP (stays ≤ $45.12)
79%
EV / mo
+$1,172
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
63% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,433/mo
median; plan ~$975/mo after 68% keep · $7,409 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.1-4.1], measured ONLY among the 63% of futures that got whole
🛡 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)
-$713
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$57 @ 92% POP
91% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.49/sh now → $1.76 mid-life (likely $1.97–$3.03)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$0.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,307 simulated challenges: the $44 strike is typically first touched on day 3 of 7, at $45 (overshoots $1.11). 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)~$4431 Jul 202610d left+$1.35/sh+$1,212
cycle +$2,085
[+$1,061…+$1,305] · 100% credit
72%
surv 53%
-$13,119 NOT
cap gain +$5,046
Reliable up-and-out (highest cap still free ≥60%)~$5014 Aug 202624d left+$0.45/sh+$406
cycle +$1,279
[-$143…+$344] · 62% credit
82%
surv 76%
-$7,692 NOT
cap gain +$10,473
Max even-money escape in the band~$5214 Aug 202624d left+$0.07/sh+$67
cycle +$940
[-$542…-$12] · 24% credit
86%
surv 81%
-$5,828 NOT
cap gain +$12,337
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)~$4831 Jul 202610d left+$0.03/sh+$23
cycle +$896
[-$543…-$79] · 18% credit
77%
surv 71%
-$10,280 NOT
cap gain +$7,885
Safety roll (pay small debit, max POP)~$5714 Aug 202624d left-$0.85/sh-$766
cycle +$107
[-$1,593…-$897] · 0% credit
92%
surv 91%
-$1,216 NOT
cap gain +$16,949
budget: banked $873 debit $766 (88% used ≈ 0.9 wk of income) → whole cycle still +$107 cash · rolled 9 ct earn ≈ $1,026/mo while parked; 1 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$3,741/mo
vs 50% target ($3,696/mo)+1%
vs normal income ($7,393/mo)51% covered
Net income (after hedge)$3,695/mo
Downside budget
⚠ $44 is $14 below CC-SS $58.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,846
… as % of IC ($7,300)162.3%
… as % of ML ($47,300)25.0%
Recovery months (at normal income)1.6 mo
Surgical close (9 ct)$-16,484
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $45.12 (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 $52.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $45.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (≤1σ, normal week)$873$-14,330+$3,835+$549
+2.5%$45.10 (≤1σ, normal week)$-117$-14,108+$4,057-$441
+5%$46.20 (1.0σ)$-1,107$-13,886+$4,279-$1,431
SS (= V-bounce)$56.15 (3.2σ)$-10,062$-11,891+$6,274-$10,251
V-BOUNCE STRESS (stock → CC-SS $58.13, where you are whole again, by expiry)
Starting unrealized P&L: $-18,165
+ Fortress recovery (un-capped): +$18,499
− CC assignment net of premium (9 × $44): -$11,846
− Conservative CC assignment net of premium (1 × $56): -$177
Total Position P&L @ SS: $-11,689 (+$6,476 vs today)
Do-nothing baseline at SS: $-1,438 (this trade vs do-nothing: $-10,251, the opportunity cost of earning $3,741/mo FIGHT income now)
100% normal9 × $41.5024 Jul7d0.4%54%97%+9pp$1,755$7,521+$3,780$13,214
Sell 9 × $41.50 0.4% OTM over spot $41.34 24 Jul 2026 (7d, $2.10 mid)
= $1,755 credit for the 7d cycle → $7,521/mo projected
Survival (stays ≤ $41.50)
54%
Breach risk
46%
POP (stays ≤ $43.60)
70%
EV / mo
+$1,689
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
62% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~9.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,977/mo
median; plan ~$1,344/mo after 68% keep · $9,266 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [0.9-3.8], measured ONLY among the 62% of futures that got whole
🛡 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)
74%
Flat exit net (mid-life)
+$259
Free roll-up
+$4/wk
Safest escape (by 14 Aug 2026)
$52 @ 90% POP
88% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.35/sh now → $1.66 mid-life (likely $2.32–$3.47)≈ $0 at expiry  |  you banked $1.95/sh, so a flat mid-life exit nets +$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,221 simulated challenges: the $42 strike is typically first touched on day 2 of 7, at $43 (overshoots $1.28). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4231 Jul 202610d left+$1.36/sh+$1,223
cycle +$2,978
[+$1,038…+$1,118] · 100% credit
72%
surv 53%
-$14,980 NOT
cap gain +$3,185
Reliable up-and-out (highest cap still free ≥60%)~$4614 Aug 202624d left+$0.83/sh+$745
cycle +$2,500
[+$55…+$452] · 79% credit
81%
surv 73%
-$10,328 NOT
cap gain +$7,837
Max even-money escape in the band~$4914 Aug 202624d left+$0.07/sh+$65
cycle +$1,820
[-$796…-$267] · 7% credit
86%
surv 82%
-$7,703 NOT
cap gain +$10,462
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)~$4531 Jul 202610d left+$0.03/sh+$24
cycle +$1,779
[-$733…-$218] · 6% credit
78%
surv 71%
-$12,152 NOT
cap gain +$6,013
Safety roll (pay small debit, max POP)~$5214 Aug 202624d left-$0.56/sh-$505
cycle +$1,250
[-$1,573…-$895] · 1% credit
90%
surv 88%
-$4,967 NOT
cap gain +$13,198
budget: banked $1,755 debit $505 (29% used ≈ 0.3 wk of income) → whole cycle still +$1,250 cash · rolled 9 ct earn ≈ $1,239/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$7,521/mo
vs 50% target ($3,696/mo)+103%
vs normal income ($7,393/mo)102% covered
Net income (after hedge)$7,475/mo
Downside budget
⚠ $41.50 is $17 below CC-SS $58.13: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,214
… as % of IC ($7,300)181.0%
… as % of ML ($47,300)27.9%
Recovery months (at normal income)1.8 mo
Surgical close (9 ct)$-16,484
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.95 collected) or spot ≥ $43.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $52.06 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-43.60
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
≥ $43.60
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$41.50 (≤1σ, normal week)$1,755$-16,203+$1,962+$1,431
+2.5%$42.54 (≤1σ, normal week)$821$-15,994+$2,171+$497
+5%$43.58 (≤1σ, normal week)$-113$-15,784+$2,381-$437
SS (= V-bounce)$56.15 (3.2σ)$-11,430$-13,259+$4,906-$11,619
V-BOUNCE STRESS (stock → CC-SS $58.13, where you are whole again, by expiry)
Starting unrealized P&L: $-18,165
+ Fortress recovery (un-capped): +$18,499
− CC assignment net of premium (9 × $41.50): -$13,214
− Conservative CC assignment net of premium (1 × $56): -$177
Total Position P&L @ SS: $-13,057 (+$5,108 vs today)
Do-nothing baseline at SS: $-1,438 (this trade vs do-nothing: $-11,619, the opportunity cost of earning $7,521/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 (26 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 26 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: 1.102 (IBKR)  |  Recovery@SS: +$18,499 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,438

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4614d31 Jul 2026$1.8710/10$4,007$3,88373%79%+$1,097-$10,262140.6%$-9,928 (vs do-nothing $-8,490)
$447d24 Jul 2026$0.979/10$3,741$3,69572%79%+$1,172-$11,846162.3%$-11,689 (vs do-nothing $-10,251)
$45.5014d31 Jul 2026$1.979/10$3,799$3,75371%78%+$927-$9,596131.5%$-9,439 (vs do-nothing $-8,001)
$44.5014d31 Jul 2026$2.338/10$3,994$4,02570%81%+$2,127-$9,042123.9%$-9,062 (vs do-nothing $-7,624)
$4521d7 Aug 2026$2.6510/10$3,786$3,66270%80%+$1,771-$10,482143.6%$-10,148 (vs do-nothing $-8,710)
$4514d31 Jul 2026$2.139/10$4,108$4,06169%77%+$963-$9,902135.6%$-9,745 (vs do-nothing $-8,307)
$43.507d24 Jul 2026$1.138/10$3,874$3,90569%78%+$1,160-$10,802148.0%$-10,822 (vs do-nothing $-9,384)
$4414d31 Jul 2026$2.477/10$3,705$3,81368%80%+$1,856-$8,163111.8%$-8,361 (vs do-nothing $-6,923)
$4421d7 Aug 2026$3.009/10$3,857$3,81066%78%+$1,657-$10,019137.2%$-9,862 (vs do-nothing $-8,424)
$437d24 Jul 2026$1.267/10$3,780$3,88866%75%+$968-$9,710133.0%$-9,908 (vs do-nothing $-8,470)
$43.5014d31 Jul 2026$2.677/10$4,005$4,11365%79%+$1,920-$8,373114.7%$-8,571 (vs do-nothing $-7,133)
$4314d31 Jul 2026$2.737/10$4,095$4,20363%78%+$1,751-$8,681118.9%$-8,879 (vs do-nothing $-7,441)
$42.507d24 Jul 2026$1.466/10$3,754$3,93962%74%+$913-$8,503116.5%$-8,878 (vs do-nothing $-7,440)
Show 13 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4321d7 Aug 2026$3.308/10$3,771$3,80262%76%+$1,417-$9,466129.7%$-9,486 (vs do-nothing $-8,048)
$4328d14 Aug 2026$3.7510/10$4,018$3,89461%75%+$1,357-$11,382155.9%$-11,048 (vs do-nothing $-9,610)
$42.5014d31 Jul 2026$3.006/10$3,857$4,04260%76%+$1,606-$7,579103.8%$-7,954 (vs do-nothing $-6,516)
$427d24 Jul 2026$1.666/10$4,269$4,45358%74%+$936-$8,683118.9%$-9,058 (vs do-nothing $-7,620)
$4228d14 Aug 2026$4.209/10$4,050$4,00357%73%+$1,264-$10,739147.1%$-10,582 (vs do-nothing $-9,144)
$4214d31 Jul 2026$3.206/10$4,114$4,29957%71%+$641-$7,759106.3%$-8,134 (vs do-nothing $-6,696)
$4221d7 Aug 2026$3.807/10$3,800$3,90857%74%+$1,338-$8,632118.3%$-8,830 (vs do-nothing $-7,392)
$41.5014d31 Jul 2026$3.455/10$3,696$3,95854%74%+$1,362-$6,59190.3%$-7,143 (vs do-nothing $-5,705)
$41.507d24 Jul 2026$1.955/10$4,179$4,44054%70%+$938-$7,341100.6%$-7,893 (vs do-nothing $-6,455)
$4128d14 Aug 2026$4.508/10$3,857$3,88853%72%+$992-$10,106138.4%$-10,126 (vs do-nothing $-8,688)
$4121d7 Aug 2026$4.207/10$4,200$4,30852%72%+$1,280-$9,052124.0%$-9,250 (vs do-nothing $-7,812)
$4114d31 Jul 2026$3.555/10$3,804$4,06551%72%+$1,213-$6,79193.0%$-7,343 (vs do-nothing $-5,905)
$417d24 Jul 2026$2.135/10$4,564$4,82649%68%+$805-$7,501102.8%$-8,053 (vs do-nothing $-6,615)

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  |  2026-07-17 01:37