FORTRESS FIGHT: ENPH @ $41.34

BE SS: $56.15  |  CC-SS: $58.28  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

ENPH @ $41.34   UNDERWATER $14.81 (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: $58.28 (banked floor $57.53)  |  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$7,500/mo95% ann ROI on ML
Hedge rolling cost$124/mo
Unrealized P&L$-18,340fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,750/mo
HEDGE COVER
$124/mo
NORMAL INCOME
$7,500/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $7,300
ML VELOCITY
6.3 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.28 (probe: $58C 14d) brings only $21/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)
$17,535
was $18,340 · 4% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$58.28 → $57.53
Open legAcctCredit/shIn flightOpened
10x $50C 17 Jul 2026U18827291$0.95$9522026-07-10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 42 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 14 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.13 (+58%) · daily UBB $52.08 · 1-wk expected move ±$6 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-29: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 10 contracts at $44 / 7d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($3,750/mo); it brings $3,943/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 × $41/7d for $8,139/mo, but breach risk rises to 49% (+21pp 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 × $53/7d (97% survival, $129/mo).
Downside anchor: the primary mortgages $13,355 (183% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-18,830 and cuts bleed by $124/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 10 × $44, 72% survival, $3,943/mo (E[net] $-431/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 · 7d10 × $4472%$3,943$-431

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $-431/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $44 (primary), 72% survival, breach 28%, $3,943/mo.
⚖️ Worth a safer step: the $45.50 rung (33% normal) lifts survival to 80% (breach 28% → 20%) for $1,243/mo less (32% 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 × $5324 Jul7d28.2%97%5%-2pp$30$129-$3,814$3,135
Sell 6 × $53 28.2% OTM over spot $41.34 24 Jul 2026 (7d, $0.58 mid)
= $30 credit for the 7d cycle → $129/mo projected
Survival (stays ≤ $53)
97%
Breach risk
3%
POP (stays ≤ $53.58)
98%
EV / mo
+$61
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
52% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$245/mo
median; plan ~$167/mo after 68% keep · $1,793 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.9-3.8], measured ONLY among the 52% 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)
6%
Flat exit net (mid-life)
-$1,361
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$60 @ 79% POP
74% 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: $3.28/sh now → $2.32 mid-life (likely $1.86–$3.22)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$2.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 191 simulated challenges: the $53 strike is typically first touched on day 5 of 7, at $55 (overshoots $1.72). 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 (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$5331 Jul 202610d left+$1.20/sh+$723
cycle +$753
[+$726…+$1,034] · 100% credit
68%
surv 53%
-$4,598 NOT
cap gain +$13,742
Reliable up-and-out (highest cap still free ≥60%)~$5914 Aug 202624d left+$0.30/sh+$179
cycle +$209
[-$3…+$432] · 74% credit
78%
surv 71%
+$37 SAFE
cap gain +$18,377
Up-and-out for even (raise the cap, free)~$5631 Jul 202610d left+$0.12/sh+$71
cycle +$101
[-$47…+$255] · 69% credit
74%
surv 65%
-$2,316 NOT
cap gain +$16,024
Max even-money escape in the band~$6014 Aug 202624d left+$0.05/sh+$27
cycle +$57
[-$192…+$277] · 59% credit
79%
surv 74%
+$588 SAFE
cap gain +$18,928
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 ($3,750/mo)-97%
vs normal income ($7,500/mo)2% covered
Net income (after hedge)$279/mo
Downside budget
⚠ $53 is $5 below CC-SS $58.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,135
… as % of IC ($7,300)42.9%
… as % of ML ($47,300)6.6%
Recovery months (at normal income)0.4 mo
Surgical close (6 ct)$-11,322
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 ≥ $53.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $53)); NOT the premium you collected. Momentum override: two daily closes above $52.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $52.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$52-53.58
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
≥ $53.58
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$53.00 (1.9σ)$30$-5,321+$13,019-$162
+2.5%$54.32 (2.1σ)$-765$-4,655+$13,685-$957
+5%$55.65 (2.3σ)$-1,560$-3,988+$14,352-$1,752
SS (= V-bounce)$56.15 (2.4σ)$-1,860$-3,797+$14,543-$1,962
V-BOUNCE STRESS (stock → CC-SS $58.28, where you are whole again, by expiry)
Starting unrealized P&L: $-18,340
+ Fortress recovery (un-capped): +$18,679
− CC assignment net of premium (6 × $53): -$3,135
− Conservative CC assignment net of premium (4 × $56): -$782
Total Position P&L @ SS: $-3,578 (+$14,762 vs today)
Do-nothing baseline at SS: $-1,616 (this trade vs do-nothing: $-1,962, the opportunity cost of earning $129/mo FIGHT income now)
🛡 safe yield10 × $48.5024 Jul7d17.3%91%18%-0pp$210$900-$3,043$9,565
Sell 10 × $48.50 17.3% OTM over spot $41.34 24 Jul 2026 (7d, $0.48 mid)
= $210 credit for the 7d cycle → $900/mo projected
Survival (stays ≤ $48.50)
91%
Breach risk
9%
POP (stays ≤ $48.98)
92%
EV / mo
+$334
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
58% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$467/mo
median; plan ~$318/mo after 68% keep · $2,212 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 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)
19%
Flat exit net (mid-life)
-$1,911
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$56 @ 81% POP
77% 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: $3.00/sh now → $2.12 mid-life (likely $2.10–$3.54)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$1.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 563 simulated challenges: the $48 strike is typically first touched on day 5 of 7, at $50 (overshoots $1.80). 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+$1.24/sh+$1,244
cycle +$1,454
[+$1,060…+$1,506] · 100% credit
68%
surv 53%
-$8,989 NOT
cap gain +$9,351
Reliable up-and-out (highest cap still free ≥60%)~$5314 Aug 202624d left+$0.64/sh+$637
cycle +$847
[+$92…+$868] · 79% credit
76%
surv 69%
-$4,456 NOT
cap gain +$13,884
Max even-money escape in the band~$5514 Aug 202624d left+$0.09/sh+$93
cycle +$303
[-$597…+$242] · 40% credit
80%
surv 75%
-$2,793 NOT
cap gain +$15,547
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 202610d left+$0.04/sh+$36
cycle +$246
[-$423…+$136] · 37% credit
76%
surv 68%
-$6,711 NOT
cap gain +$11,629
Safety roll (pay small debit, max POP)~$5614 Aug 202624d left-$0.09/sh-$92
cycle +$118
[-$828…+$27] · 27% credit
81%
surv 77%
-$1,876 NOT
cap gain +$16,464
budget: banked $210 debit $92 (44% used ≈ 0.4 wk of income) → whole cycle still +$118 cash · rolled 10 ct earn ≈ $2,536/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$900/mo
vs 50% target ($3,750/mo)-76%
vs normal income ($7,500/mo)12% covered
Net income (after hedge)$776/mo
Downside budget
⚠ $48.50 is $10 below CC-SS $58.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,565
… as % of IC ($7,300)131.0%
… as % of ML ($47,300)20.2%
Recovery months (at normal income)1.3 mo
Surgical close (10 ct)$-18,610
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 ≥ $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 $52.08 (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 (1.1σ)$210$-10,233+$8,107-$110
+2.5%$49.71 (1.3σ)$-1,002$-10,108+$8,232-$1,322
+5%$50.93 (1.5σ)$-2,215$-9,983+$8,357-$2,535
SS (= V-bounce)$56.15 (2.4σ)$-7,440$-9,445+$8,895-$7,610
V-BOUNCE STRESS (stock → CC-SS $58.28, where you are whole again, by expiry)
Starting unrealized P&L: $-18,340
+ Fortress recovery (un-capped): +$18,679
− CC assignment net of premium (10 × $48.50): -$9,565
Total Position P&L @ SS: $-9,226 (+$9,114 vs today)
Do-nothing baseline at SS: $-1,616 (this trade vs do-nothing: $-7,610, the opportunity cost of earning $900/mo FIGHT income now)
33% normal ← lean10 × $45.5024 Jul7d10.1%80%40%+5pp$630$2,700-$1,243$12,145
Sell 10 × $45.50 10.1% OTM over spot $41.34 24 Jul 2026 (7d, $0.94 mid)
= $630 credit for the 7d cycle → $2,700/mo projected
Survival (stays ≤ $45.50)
80%
Breach risk
20%
POP (stays ≤ $46.44)
85%
EV / mo
+$930
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
61% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,152/mo
median; plan ~$784/mo after 68% keep · $5,942 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.9-4.1], measured ONLY among the 61% 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)
37%
Flat exit net (mid-life)
-$1,360
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$54 @ 83% 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: $2.81/sh now → $1.99 mid-life (likely $2.28–$3.48)≈ $0 at expiry  |  you banked $0.63/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,124 simulated challenges: the $46 strike is typically first touched on day 4 of 7, at $47 (overshoots $1.60). 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+$1.26/sh+$1,256
cycle +$1,886
[+$998…+$1,321] · 100% credit
68%
surv 53%
-$11,866 NOT
cap gain +$6,474
Reliable up-and-out (highest cap still free ≥60%)~$5014 Aug 202624d left+$0.64/sh+$640
cycle +$1,270
[-$16…+$582] · 73% credit
77%
surv 70%
-$7,341 NOT
cap gain +$10,999
Max even-money escape in the band~$5214 Aug 202624d left+$0.11/sh+$108
cycle +$738
[-$672…-$8] · 25% credit
80%
surv 75%
-$5,668 NOT
cap gain +$12,672
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+$0.06/sh+$56
cycle +$686
[-$455…-$21] · 23% credit
76%
surv 68%
-$9,580 NOT
cap gain +$8,760
Safety roll (pay small debit, max POP)~$5414 Aug 202624d left-$0.34/sh-$342
cycle +$288
[-$1,244…-$484] · 9% credit
83%
surv 80%
-$3,911 NOT
cap gain +$14,429
budget: banked $630 debit $342 (54% used ≈ 0.5 wk of income) → whole cycle still +$288 cash · rolled 10 ct earn ≈ $2,060/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$2,700/mo
vs 50% target ($3,750/mo)-28%
vs normal income ($7,500/mo)36% covered
Net income (after hedge)$2,576/mo
Downside budget
⚠ $45.50 is $13 below CC-SS $58.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,145
… as % of IC ($7,300)166.4%
… as % of ML ($47,300)25.7%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-18,650
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 $0.63 collected) or spot ≥ $46.44 (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 $52.08 (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
$45-46.44
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
≥ $46.44
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)$630$-13,122+$5,218+$310
+2.5%$46.64 (≤1σ, normal week)$-507$-13,004+$5,336-$827
+5%$47.77 (1.0σ)$-1,645$-12,887+$5,453-$1,965
SS (= V-bounce)$56.15 (2.4σ)$-10,020$-12,025+$6,315-$10,190
V-BOUNCE STRESS (stock → CC-SS $58.28, where you are whole again, by expiry)
Starting unrealized P&L: $-18,340
+ Fortress recovery (un-capped): +$18,679
− CC assignment net of premium (10 × $45.50): -$12,145
Total Position P&L @ SS: $-11,806 (+$6,534 vs today)
Do-nothing baseline at SS: $-1,616 (this trade vs do-nothing: $-10,190, the opportunity cost of earning $2,700/mo FIGHT income now)
🎯 50% normal10 × $4424 Jul7d6.4%72%53%+8pp$920$3,943$13,355
Sell 10 × $44 6.4% OTM over spot $41.34 24 Jul 2026 (7d, $1.41 mid)
= $920 credit for the 7d cycle → $3,943/mo projected
Survival (stays ≤ $44)
72%
Breach risk
28%
POP (stays ≤ $45.41)
80%
EV / mo
+$905
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
63% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,464/mo
median; plan ~$995/mo after 68% keep · $7,515 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.0-4.3], 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)
53%
Flat exit net (mid-life)
-$1,004
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$55 @ 86% POP
84% 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: $2.72/sh now → $1.92 mid-life (likely $2.39–$3.45)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$1.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,591 simulated challenges: the $44 strike is typically first touched on day 3 of 7, at $46 (overshoots $1.51). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4431 Jul 202610d left+$1.26/sh+$1,257
cycle +$2,177
[+$982…+$1,238] · 100% credit
68%
surv 54%
-$13,229 NOT
cap gain +$5,111
Reliable up-and-out (highest cap still free ≥60%)~$4914 Aug 202624d left+$0.64/sh+$636
cycle +$1,556
[-$60…+$432] · 71% credit
77%
surv 70%
-$8,710 NOT
cap gain +$9,630
Max even-money escape in the band~$5114 Aug 202624d left+$0.11/sh+$109
cycle +$1,029
[-$701…-$151] · 18% credit
80%
surv 76%
-$7,031 NOT
cap gain +$11,309
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)~$4731 Jul 202610d left+$0.06/sh+$63
cycle +$983
[-$457…-$108] · 17% credit
76%
surv 68%
-$10,938 NOT
cap gain +$7,402
Safety roll (pay small debit, max POP)~$5514 Aug 202624d left-$0.67/sh-$673
cycle +$247
[-$1,695…-$994] · 3% credit
86%
surv 84%
-$3,401 NOT
cap gain +$14,939
budget: banked $920 debit $673 (73% used ≈ 0.7 wk of income) → whole cycle still +$247 cash · rolled 10 ct earn ≈ $1,564/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$3,943/mo
vs 50% target ($3,750/mo)+5%
vs normal income ($7,500/mo)53% covered
Net income (after hedge)$3,819/mo
Downside budget
⚠ $44 is $14 below CC-SS $58.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,355
… as % of IC ($7,300)182.9%
… as % of ML ($47,300)28.2%
Recovery months (at normal income)1.8 mo
Surgical close (10 ct)$-18,830
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 ≥ $45.41 (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 $52.08 (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
$44-45.41
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
≥ $45.41
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)$920$-14,486+$3,854+$600
+2.5%$45.10 (≤1σ, normal week)$-180$-14,373+$3,967-$500
+5%$46.20 (≤1σ, normal week)$-1,280$-14,259+$4,081-$1,600
SS (= V-bounce)$56.15 (2.4σ)$-11,230$-13,235+$5,105-$11,400
V-BOUNCE STRESS (stock → CC-SS $58.28, where you are whole again, by expiry)
Starting unrealized P&L: $-18,340
+ Fortress recovery (un-capped): +$18,679
− CC assignment net of premium (10 × $44): -$13,355
Total Position P&L @ SS: $-13,016 (+$5,324 vs today)
Do-nothing baseline at SS: $-1,616 (this trade vs do-nothing: $-11,400, the opportunity cost of earning $3,943/mo FIGHT income now)
100% normal9 × $4124 Jul7d-0.8%51%99+%·$1,899$8,139+$4,196$13,649
Sell 9 × $41 0.8% ITM over spot $41.34 24 Jul 2026 (7d, $2.26 mid)
= $1,899 credit for the 7d cycle → $8,139/mo projected
Survival (stays ≤ $41)
51%
Breach risk
49%
POP (stays ≤ $43.26)
65%
EV / mo
$-735
🛡 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)
100%
Flat exit net (mid-life)
+$285
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$55 @ 90% POP
90% 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: $2.53/sh now → $1.79 mid-life → ≈ $0 at expiry  |  you banked $2.11/sh, so a flat mid-life exit nets +$0.32/sh  |  roll rows are incremental, the banked premium stays yours
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)~$4131 Jul 202610d left+$1.25/sh+$1,126
cycle +$3,025
69%
surv 54%
-$15,283 NOT
cap gain +$3,057
Up-and-out for even (raise the cap, free)~$4431 Jul 202610d left+$0.09/sh+$79
cycle +$1,978
76%
surv 68%
-$13,396 NOT
cap gain +$4,944
Max even-money escape in the band~$4814 Aug 202624d left+$0.03/sh+$24
cycle +$1,923
81%
surv 77%
-$9,039 NOT
cap gain +$9,301
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5514 Aug 202624d left-$1.05/sh-$946
cycle +$953
90%
surv 90%
-$2,288 NOT
cap gain +$16,052
budget: banked $1,899 debit $946 (50% used ≈ 0.5 wk of income) → whole cycle still +$953 cash · rolled 9 ct earn ≈ $835/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$8,139/mo
vs 50% target ($3,750/mo)+117%
vs normal income ($7,500/mo)109% covered
Net income (after hedge)$8,083/mo
Downside budget
⚠ $41 is $17 below CC-SS $58.28: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,649
… as % of IC ($7,300)187.0%
… as % of ML ($47,300)28.9%
Recovery months (at normal income)1.8 mo
Surgical close (9 ct)$-16,641
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.53/sh (~25% of the $2.11 collected) or spot ≥ $43.26 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $41)); NOT the premium you collected. Momentum override: two daily closes above $52.08 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $40.59Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-43.26
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
≥ $43.26
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$41.00 (≤1σ, normal week)$1,899$-16,409+$1,931+$1,611
+2.5%$42.02 (≤1σ, normal week)$977$-16,576+$1,764+$688
+5%$43.05 (≤1σ, normal week)$54$-16,368+$1,972-$234
SS (= V-bounce)$56.15 (2.4σ)$-11,736$-13,724+$4,616-$11,889
V-BOUNCE STRESS (stock → CC-SS $58.28, where you are whole again, by expiry)
Starting unrealized P&L: $-18,340
+ Fortress recovery (un-capped): +$18,679
− CC assignment net of premium (9 × $41): -$13,649
− Conservative CC assignment net of premium (1 × $56): -$196
Total Position P&L @ SS: $-13,505 (+$4,835 vs today)
Do-nothing baseline at SS: $-1,616 (this trade vs do-nothing: $-11,889, the opportunity cost of earning $8,139/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 (25 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 25 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 1.103 (IBKR)  |  Recovery@SS: +$18,679 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,616

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4614d31 Jul 2026$1.8910/10$4,050$3,92673%79%+$1,088-$10,385142.3%$-10,046 (vs do-nothing $-8,430)
$447d24 Jul 2026$0.9210/10$3,943$3,81972%80%+$905-$13,355182.9%$-13,016 (vs do-nothing $-11,400)
$45.5014d31 Jul 2026$2.039/10$3,915$3,86071%79%+$999-$9,671132.5%$-9,527 (vs do-nothing $-7,911)
$4514d31 Jul 2026$2.099/10$4,031$3,97569%77%+$846-$10,067137.9%$-9,923 (vs do-nothing $-8,307)
$43.507d24 Jul 2026$1.118/10$3,806$3,81969%80%+$921-$10,932149.8%$-10,984 (vs do-nothing $-9,368)
$4521d7 Aug 2026$2.6610/10$3,800$3,67667%75%+$518-$10,615145.4%$-10,276 (vs do-nothing $-8,660)
$44.5014d31 Jul 2026$2.348/10$4,011$4,02567%76%+$923-$9,148125.3%$-9,200 (vs do-nothing $-7,584)
$4414d31 Jul 2026$2.478/10$4,234$4,24865%75%+$870-$9,444129.4%$-9,496 (vs do-nothing $-7,880)
$437d24 Jul 2026$1.397/10$4,170$4,25265%75%+$1,189-$9,720133.1%$-9,967 (vs do-nothing $-8,351)
$43.5014d31 Jul 2026$2.448/10$4,183$4,19663%74%+$520-$9,868135.2%$-9,920 (vs do-nothing $-8,304)
$4314d31 Jul 2026$2.887/10$4,320$4,40261%74%+$837-$8,677118.9%$-8,924 (vs do-nothing $-7,308)
$4321d7 Aug 2026$3.358/10$3,829$3,84261%73%+$406-$9,540130.7%$-9,592 (vs do-nothing $-7,976)
$4328d14 Aug 2026$3.7510/10$4,018$3,89461%73%+$678-$11,525157.9%$-11,186 (vs do-nothing $-9,570)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$42.507d24 Jul 2026$1.506/10$3,857$4,00860%69%$-345-$8,565117.3%$-9,008 (vs do-nothing $-7,392)
$42.5014d31 Jul 2026$2.757/10$4,125$4,20759%73%+$348-$9,118124.9%$-9,365 (vs do-nothing $-7,749)
$4228d14 Aug 2026$4.109/10$3,954$3,89858%73%+$561-$10,958150.1%$-10,814 (vs do-nothing $-9,198)
$4221d7 Aug 2026$3.757/10$3,750$3,83258%70%+$349-$8,768120.1%$-9,015 (vs do-nothing $-7,399)
$4214d31 Jul 2026$3.056/10$3,921$4,07257%71%+$416-$7,935108.7%$-8,378 (vs do-nothing $-6,762)
$427d24 Jul 2026$1.626/10$4,166$4,31657%72%$-561-$8,793120.5%$-9,236 (vs do-nothing $-7,620)
$41.5014d31 Jul 2026$3.505/10$3,750$3,96955%70%+$594-$6,63890.9%$-7,276 (vs do-nothing $-5,660)
$4128d14 Aug 2026$4.658/10$3,986$3,99954%70%+$591-$10,100138.4%$-10,152 (vs do-nothing $-8,536)
$41.507d24 Jul 2026$1.746/10$4,474$4,62554%67%$-823-$9,021123.6%$-9,464 (vs do-nothing $-7,848)
$4121d7 Aug 2026$4.207/10$4,200$4,28254%69%+$350-$9,153125.4%$-9,400 (vs do-nothing $-7,784)
$4114d31 Jul 2026$3.605/10$3,857$4,07653%69%+$452-$6,83893.7%$-7,476 (vs do-nothing $-5,860)
$417d24 Jul 2026$2.115/10$4,521$4,74051%65%$-408-$7,583103.9%$-8,221 (vs do-nothing $-6,605)

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 03:39