FORTRESS FIGHT: ENPH @ $40.68

BE SS: $56.15  |  CC-SS: $59.23  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

ENPH @ $40.68   UNDERWATER $15.47 (27.6% 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: $59.23 (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$6,043/mo95% ann ROI on ML
Hedge rolling cost$129/mo
Unrealized P&L$-20,090fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,021/mo
HEDGE COVER
$129/mo
NORMAL INCOME
$6,043/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $7,300
ML VELOCITY
7.8 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $59.23 (probe: $59C 14d) brings only $257/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)
$19,284
was $20,090 · 4% earned back
Cycles closed
2
Credit in flight
$952
CC-SS · banked floor (info)
$59.23 → $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 40 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B 10 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.13 (+60%) · daily UBB $52.17 · 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: 9 contracts at $43 / 7d. This is the safest strike (survival 67%, breach 33%) that still earns 50% of normal income ($3,021/mo); it brings $3,279/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 × $40.50/7d for $6,364/mo, but breach risk rises to 48% (+15pp 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, $154/mo).
Downside anchor: the primary mortgages $13,839 (190% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-18,360 and cuts bleed by $116/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 × $43, 67% survival, $3,279/mo (E[net] $-872/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 × $4367%$3,279$-872

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $-872/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $43 (primary), 67% survival, breach 33%, $3,279/mo.
Stay at the pick. Stepping safer (the $44 rung (33% normal) lifts survival to 76% (breach 33% → 24%) for $1,157/mo less (35% income)) buys little extra safety; the income is doing real work covering the bleed.
ENPH  spot $40.68 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $5324 Jul7d30.3%97%5%+0pp$36$154-$3,124$3,700
Sell 6 × $53 30.3% OTM over spot $40.68 24 Jul 2026 (7d, $0.18 mid)
= $36 credit for the 7d cycle → $154/mo projected
Survival (stays ≤ $53)
97%
Breach risk
3%
POP (stays ≤ $53.19)
98%
EV / mo
+$87
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
49% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-7/mo
median; plan ~$-5/mo after 68% keep · $-18 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-2.9], measured ONLY among the 49% 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)
5%
Flat exit net (mid-life)
-$1,454
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$57 @ 75% POP
68% 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: $3.51/sh now → $2.48 mid-life (likely $1.58–$3.25)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 136 simulated challenges: the $53 strike is typically first touched on day 6 of 7, at $55 (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 (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+$0.46/sh+$273
cycle +$309
[+$197…+$721] · 88% credit
66%
surv 53%
-$6,188 NOT
cap gain +$13,902
Up-and-out for even (raise the cap, free)~$5431 Jul 202610d left+$0.16/sh+$99
cycle +$135
[-$10…+$506] · 74% credit
70%
surv 59%
-$4,906 NOT
cap gain +$15,184
Max even-money escape in the band~$5714 Aug 202624d left+$0.16/sh+$93
cycle +$129
[-$109…+$595] · 68% credit
75%
surv 68%
-$2,131 NOT
cap gain +$17,959
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$154/mo
vs 50% target ($3,021/mo)-95%
vs normal income ($6,043/mo)3% covered
Net income (after hedge)$34/mo
Downside budget
⚠ $53 is $6 below CC-SS $59.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,700
… as % of IC ($7,300)50.7%
… as % of ML ($47,300)7.8%
Recovery months (at normal income)0.6 mo
Surgical close (6 ct)$-12,129
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 $0.06 collected) or spot ≥ $53.19 (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 $52.17 (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
$52-53.19
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
≥ $53.19
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 (2.0σ)$36$-6,461+$13,629+$30
+2.5%$54.32 (2.2σ)$-759$-5,795+$14,295-$765
+5%$55.65 (2.5σ)$-1,554$-5,128+$14,962-$1,560
SS (= V-bounce)$56.15 (2.5σ)$-1,854$-4,937+$15,153-$1,770
V-BOUNCE STRESS (stock → CC-SS $59.23, where you are whole again, by expiry)
Starting unrealized P&L: $-20,090
+ Fortress recovery (un-capped): +$20,457
− CC assignment net of premium (6 × $53): -$3,700
− Conservative CC assignment net of premium (4 × $56): -$1,287
Total Position P&L @ SS: $-4,620 (+$15,470 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-1,770, the opportunity cost of earning $154/mo FIGHT income now)
🛡 safe yield10 × $5324 Jul7d30.3%97%5%+1pp$60$257-$3,021$6,167
Sell 10 × $53 30.3% OTM over spot $40.68 24 Jul 2026 (7d, $0.18 mid)
= $60 credit for the 7d cycle → $257/mo projected
Survival (stays ≤ $53)
97%
Breach risk
3%
POP (stays ≤ $53.19)
98%
EV / mo
+$145
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
55% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$68/mo
median; plan ~$46/mo after 68% keep · $205 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.5], measured ONLY among the 55% 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)
4%
Flat exit net (mid-life)
-$2,424
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$57 @ 75% POP
68% 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: $3.51/sh now → $2.48 mid-life (likely $1.80–$3.06)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 128 simulated challenges: the $53 strike is typically first touched on day 6 of 7, at $55 (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
Roll out (same strike, buy time)~$5331 Jul 202610d left+$0.46/sh+$455
cycle +$515
[+$460…+$1,156] · 91% credit
66%
surv 53%
-$5,986 NOT
cap gain +$14,104
Up-and-out for even (raise the cap, free)~$5431 Jul 202610d left+$0.16/sh+$165
cycle +$225
[+$137…+$779] · 77% credit
70%
surv 59%
-$4,820 NOT
cap gain +$15,270
Max even-money escape in the band~$5714 Aug 202624d left+$0.16/sh+$156
cycle +$216
[+$28…+$917] · 76% credit
75%
surv 68%
-$1,520 NOT
cap gain +$18,570
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$257/mo
vs 50% target ($3,021/mo)-91%
vs normal income ($6,043/mo)4% covered
Net income (after hedge)$129/mo
Downside budget
⚠ $53 is $6 below CC-SS $59.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,167
… as % of IC ($7,300)84.5%
… as % of ML ($47,300)13.0%
Recovery months (at normal income)1.0 mo
Surgical close (10 ct)$-20,215
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 $0.06 collected) or spot ≥ $53.19 (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 $52.17 (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
$52-53.19
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
≥ $53.19
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 (2.0σ)$60$-6,441+$13,649+$50
+2.5%$54.32 (2.2σ)$-1,265$-6,305+$13,785-$1,275
+5%$55.65 (2.5σ)$-2,590$-6,168+$13,922-$2,600
SS (= V-bounce)$56.15 (2.5σ)$-3,090$-6,117+$13,973-$2,950
V-BOUNCE STRESS (stock → CC-SS $59.23, where you are whole again, by expiry)
Starting unrealized P&L: $-20,090
+ Fortress recovery (un-capped): +$20,457
− CC assignment net of premium (10 × $53): -$6,167
Total Position P&L @ SS: $-5,800 (+$14,290 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-2,950, the opportunity cost of earning $257/mo FIGHT income now)
33% normal9 × $4424 Jul7d8.2%76%49%+6pp$495$2,121-$1,157$13,209
Sell 9 × $44 8.2% OTM over spot $40.68 24 Jul 2026 (7d, $0.88 mid)
= $495 credit for the 7d cycle → $2,121/mo projected
Survival (stays ≤ $44)
76%
Breach risk
24%
POP (stays ≤ $44.88)
81%
EV / mo
+$57
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
56% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$795/mo
median; plan ~$541/mo after 68% keep · $4,655 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.2-4.4], measured ONLY among the 56% 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)
-$1,361
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$49 @ 78% POP
72% 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: $2.91/sh now → $2.06 mid-life (likely $2.37–$3.59)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$1.51/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,317 simulated challenges: the $44 strike is typically first touched on day 3 of 7, at $45 (overshoots $1.49). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$0.60/sh+$542
cycle +$1,037
[+$72…+$532] · 82% credit
66%
surv 53%
-$15,390 NOT
cap gain +$4,700
Reliable up-and-out (highest cap still free ≥60%)~$4714 Aug 202624d left+$0.59/sh+$527
cycle +$1,022
[-$158…+$455] · 62% credit
74%
surv 66%
-$11,743 NOT
cap gain +$8,347
Up-and-out for even (raise the cap, free)~$4631 Jul 202610d left+$0.12/sh+$104
cycle +$599
[-$422…+$31] · 27% credit
72%
surv 63%
-$13,820 NOT
cap gain +$6,270
Max even-money escape in the band~$4914 Aug 202624d left+$0.04/sh+$40
cycle +$535
[-$736…-$75] · 22% credit
78%
surv 72%
-$10,024 NOT
cap gain +$10,066
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
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$2,121/mo
vs 50% target ($3,021/mo)-30%
vs normal income ($6,043/mo)35% covered
Net income (after hedge)$1,995/mo
Downside budget
⚠ $44 is $15 below CC-SS $59.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,209
… as % of IC ($7,300)180.9%
… as % of ML ($47,300)27.9%
Recovery months (at normal income)2.2 mo
Surgical close (9 ct)$-18,374
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $44.88 (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 $52.17 (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
$44-44.88
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
≥ $44.88
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)$495$-15,932+$4,158+$486
+2.5%$45.10 (≤1σ, normal week)$-495$-15,709+$4,381-$504
+5%$46.20 (≤1σ, normal week)$-1,485$-15,485+$4,605-$1,494
SS (= V-bounce)$56.15 (2.5σ)$-10,440$-13,481+$6,609-$10,314
V-BOUNCE STRESS (stock → CC-SS $59.23, where you are whole again, by expiry)
Starting unrealized P&L: $-20,090
+ Fortress recovery (un-capped): +$20,457
− CC assignment net of premium (9 × $44): -$13,209
− Conservative CC assignment net of premium (1 × $56): -$322
Total Position P&L @ SS: $-13,164 (+$6,926 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-10,314, the opportunity cost of earning $2,121/mo FIGHT income now)
🎯 50% normal9 × $4324 Jul7d5.7%67%53%+4pp$765$3,279$13,839
Sell 9 × $43 5.7% OTM over spot $40.68 24 Jul 2026 (7d, $1.16 mid)
= $765 credit for the 7d cycle → $3,279/mo projected
Survival (stays ≤ $43)
67%
Breach risk
33%
POP (stays ≤ $44.16)
73%
EV / mo
$-1,198
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
57% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~4.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,011/mo
median; plan ~$688/mo after 68% keep · $5,050 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [0.9-4.1], measured ONLY among the 57% 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)
-$1,049
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$49 @ 80% POP
77% 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: $2.85/sh now → $2.02 mid-life (likely $2.50–$3.76)≈ $0 at expiry  |  you banked $0.85/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,602 simulated challenges: the $43 strike is typically first touched on day 3 of 7, at $44 (overshoots $1.49). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$4331 Jul 202610d left+$0.61/sh+$552
cycle +$1,317
[+$22…+$417] · 77% credit
67%
surv 53%
-$16,213 NOT
cap gain +$3,877
Reliable up-and-out (highest cap still free ≥60%)~$4514 Aug 202624d left+$0.83/sh+$748
cycle +$1,513
[+$10…+$556] · 76% credit
72%
surv 63%
-$13,458 NOT
cap gain +$6,632
Up-and-out for even (raise the cap, free)~$4531 Jul 202610d left+$0.12/sh+$112
cycle +$877
[-$489…-$66] · 20% credit
72%
surv 63%
-$14,645 NOT
cap gain +$5,445
Max even-money escape in the band~$4814 Aug 202624d left+$0.05/sh+$45
cycle +$810
[-$843…-$218] · 16% credit
78%
surv 72%
-$10,852 NOT
cap gain +$9,238
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$497 Aug 202618d left-$0.66/sh-$595
cycle +$170
[-$1,586…-$880] · 3% credit
80%
surv 77%
-$10,389 NOT
cap gain +$9,701
budget: banked $765 debit $595 (78% used ≈ 0.8 wk of income) → whole cycle still +$170 cash · rolled 9 ct earn ≈ $2,031/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$3,279/mo
vs 50% target ($3,021/mo)+9%
vs normal income ($6,043/mo)54% covered
Net income (after hedge)$3,152/mo
Downside budget
⚠ $43 is $16 below CC-SS $59.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,839
… as % of IC ($7,300)189.6%
… as % of ML ($47,300)29.3%
Recovery months (at normal income)2.3 mo
Surgical close (9 ct)$-18,360
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $44.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $43)); NOT the premium you collected. Momentum override: two daily closes above $52.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-44.16
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
≥ $44.16
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$43.00 (≤1σ, normal week)$765$-16,765+$3,325+$756
+2.5%$44.07 (≤1σ, normal week)$-202$-16,547+$3,543-$211
+5%$45.15 (≤1σ, normal week)$-1,170$-16,329+$3,761-$1,179
SS (= V-bounce)$56.15 (2.5σ)$-11,070$-14,111+$5,979-$10,944
V-BOUNCE STRESS (stock → CC-SS $59.23, where you are whole again, by expiry)
Starting unrealized P&L: $-20,090
+ Fortress recovery (un-capped): +$20,457
− CC assignment net of premium (9 × $43): -$13,839
− Conservative CC assignment net of premium (1 × $56): -$322
Total Position P&L @ SS: $-13,794 (+$6,296 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-10,944, the opportunity cost of earning $3,279/mo FIGHT income now)
100% normal9 × $40.5024 Jul7d-0.4%52%99+%·$1,485$6,364+$3,086$15,369
Sell 9 × $40.50 0.4% ITM over spot $40.68 24 Jul 2026 (7d, $2.22 mid)
= $1,485 credit for the 7d cycle → $6,364/mo projected
Survival (stays ≤ $40.50)
52%
Breach risk
48%
POP (stays ≤ $42.72)
66%
EV / mo
$-1,929
🛡 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)
-$223
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$55 @ 93% POP
93% 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: $2.68/sh now → $1.90 mid-life → ≈ $0 at expiry  |  you banked $1.65/sh, so a flat mid-life exit nets -$0.25/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)~$4031 Jul 202610d left+$0.63/sh+$571
cycle +$2,056
67%
surv 54%
-$18,033 NOT
cap gain +$2,057
Up-and-out for even (raise the cap, free)~$4231 Jul 202610d left+$0.08/sh+$74
cycle +$1,559
73%
surv 64%
-$16,523 NOT
cap gain +$3,567
Max even-money escape in the band~$4614 Aug 202624d left+$0.02/sh+$14
cycle +$1,499
78%
surv 73%
-$12,722 NOT
cap gain +$7,368
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$557 Aug 202618d left-$1.49/sh-$1,337
cycle +$148
93%
surv 93%
-$4,146 NOT
cap gain +$15,944
budget: banked $1,485 debit $1,337 (90% used ≈ 0.9 wk of income) → whole cycle still +$148 cash · rolled 9 ct earn ≈ $619/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$6,364/mo
vs 50% target ($3,021/mo)+111%
vs normal income ($6,043/mo)105% covered
Net income (after hedge)$6,238/mo
Downside budget
⚠ $40.50 is $19 below CC-SS $59.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,369
… as % of IC ($7,300)210.5%
… as % of ML ($47,300)32.5%
Recovery months (at normal income)2.5 mo
Surgical close (9 ct)$-18,594
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.65 collected) or spot ≥ $42.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $40)); NOT the premium you collected. Momentum override: two daily closes above $52.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $40.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$40-42.72
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
≥ $42.72
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$40.50 (≤1σ, normal week)$1,485$-18,604+$1,486+$1,476
+2.5%$41.51 (≤1σ, normal week)$574$-18,597+$1,493+$565
+5%$42.52 (≤1σ, normal week)$-337$-18,391+$1,699-$346
SS (= V-bounce)$56.15 (2.5σ)$-12,600$-15,641+$4,449-$12,474
V-BOUNCE STRESS (stock → CC-SS $59.23, where you are whole again, by expiry)
Starting unrealized P&L: $-20,090
+ Fortress recovery (un-capped): +$20,457
− CC assignment net of premium (9 × $40.50): -$15,369
− Conservative CC assignment net of premium (1 × $56): -$322
Total Position P&L @ SS: $-15,324 (+$4,766 vs today)
Do-nothing baseline at SS: $-2,850 (this trade vs do-nothing: $-12,474, the opportunity cost of earning $6,364/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 (28 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 28 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: +$20,457 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,850

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$45.5014d31 Jul 2026$1.4810/10$3,171$3,04374%79%+$427-$12,247167.8%$-11,880 (vs do-nothing $-9,030)
$4514d31 Jul 2026$1.609/10$3,086$2,95972%78%+$376-$11,364155.7%$-11,319 (vs do-nothing $-8,469)
$44.5014d31 Jul 2026$1.709/10$3,279$3,15270%78%+$310-$11,724160.6%$-11,679 (vs do-nothing $-8,829)
$4414d31 Jul 2026$1.769/10$3,394$3,26868%76%+$149-$12,120166.0%$-12,075 (vs do-nothing $-9,225)
$437d24 Jul 2026$0.859/10$3,279$3,15267%73%$-1,198-$13,839189.6%$-13,794 (vs do-nothing $-10,944)
$4421d7 Aug 2026$2.469/10$3,163$3,03667%76%+$476-$11,490157.4%$-11,445 (vs do-nothing $-8,595)
$43.5014d31 Jul 2026$1.808/10$3,086$2,96166%75%$-63-$11,142152.6%$-11,418 (vs do-nothing $-8,568)
$42.507d24 Jul 2026$1.008/10$3,429$3,30464%72%$-1,108-$12,582172.3%$-12,858 (vs do-nothing $-10,008)
$4314d31 Jul 2026$2.297/10$3,435$3,31364%74%+$433-$9,756133.6%$-10,354 (vs do-nothing $-7,504)
$4321d7 Aug 2026$2.808/10$3,200$3,07663%73%+$199-$10,742147.1%$-11,018 (vs do-nothing $-8,168)
$4328d14 Aug 2026$2.9810/10$3,193$3,06463%74%+$171-$13,247181.5%$-12,880 (vs do-nothing $-10,030)
$42.5014d31 Jul 2026$2.476/10$3,176$3,05662%73%+$376-$8,554117.2%$-9,474 (vs do-nothing $-6,624)
$427d24 Jul 2026$0.998/10$3,394$3,27061%69%$-1,758-$12,990177.9%$-13,266 (vs do-nothing $-10,416)
Show 15 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4214d31 Jul 2026$2.656/10$3,407$3,28760%72%+$367-$8,746119.8%$-9,666 (vs do-nothing $-6,816)
$4228d14 Aug 2026$3.309/10$3,182$3,05660%72%+$100-$12,534171.7%$-12,489 (vs do-nothing $-9,639)
$4221d7 Aug 2026$3.057/10$3,050$2,92860%72%+$45-$9,924135.9%$-10,522 (vs do-nothing $-7,672)
$41.507d24 Jul 2026$1.206/10$3,086$2,96658%69%$-1,285-$9,916135.8%$-10,836 (vs do-nothing $-7,986)
$41.5014d31 Jul 2026$2.855/10$3,054$2,93658%72%+$306-$7,438101.9%$-8,680 (vs do-nothing $-5,830)
$4128d14 Aug 2026$3.658/10$3,129$3,00457%70%+$33-$11,662159.7%$-11,938 (vs do-nothing $-9,088)
$4121d7 Aug 2026$2.938/10$3,349$3,22456%69%$-566-$12,238167.6%$-12,514 (vs do-nothing $-9,664)
$4114d31 Jul 2026$2.816/10$3,613$3,49356%70%+$44-$9,250126.7%$-10,170 (vs do-nothing $-7,320)
$417d24 Jul 2026$1.008/10$3,429$3,30455%66%$-3,139-$13,782188.8%$-14,058 (vs do-nothing $-11,208)
$40.5014d31 Jul 2026$3.005/10$3,214$3,09653%69%$-1-$7,863107.7%$-9,105 (vs do-nothing $-6,255)
$4028d14 Aug 2026$4.157/10$3,113$2,99053%69%+$62-$10,554144.6%$-11,152 (vs do-nothing $-8,302)
$4021d7 Aug 2026$3.556/10$3,043$2,92353%68%$-291-$9,406128.9%$-10,326 (vs do-nothing $-7,476)
$40.507d24 Jul 2026$1.655/10$3,536$3,41852%66%$-1,072-$8,538117.0%$-9,780 (vs do-nothing $-6,930)
$4014d31 Jul 2026$3.155/10$3,375$3,25751%68%$-95-$8,038110.1%$-9,280 (vs do-nothing $-6,430)
$407d24 Jul 2026$2.004/10$3,429$3,31348%66%$-693-$6,89194.4%$-8,454 (vs do-nothing $-5,604)

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 21:37