FORTRESS FIGHT: ENPH @ $37.93

BE SS: $56.15  |  CC-SS: $58.14  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 23:50

ENPH @ $37.93   UNDERWATER $18.22 (32.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
ENPH reports 2026-07-29 (Wed), in 6 days. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-29.

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.14 (banked floor $56.15)  |  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$6,300/mo95% ann ROI on ML
Hedge rolling cost$195/mo
Unrealized P&L$-21,940fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,150/mo
HEDGE COVER
$195/mo
NORMAL INCOME
$6,300/mo (ATM CC, chain)
IC VELOCITY
1.2 mo to earn back $7,300
ML VELOCITY
7.5 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.14 (probe: $58C 15d) brings only $20/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$2,164
Hole (after banked)
$19,776
was $21,940 · 10% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$58.14 → $56.15
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 29 · %B 7 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.14 (+72%) · daily UBB $49.57 · 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 / 8d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($3,150/mo); it brings $3,300/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 × $40/8d for $6,514/mo, but breach risk rises to 35% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 9 × $54/8d (98% survival, $202/mo).
Downside anchor: the primary mortgages $13,257 (182% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-22,150 and cuts bleed by $195/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 · 31 Jul 2026 (8d) · sell 10 × $44, 81% survival, $3,300/mo (E[net] $549/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d10 × $4481%$3,300$549

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $549/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $44 (primary), 81% survival, breach 19%, $3,300/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $46 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $1,200/mo less (36% income) buys safety you do not really need here.
ENPH  spot $37.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge9 × $5431 Jul8d42.4%98%5%-0pp$54$202-$3,098$3,669
Sell 9 × $54 42.4% OTM over spot $37.93 31 Jul 2026 (8d, $0.21 mid)
= $54 credit for the 8d cycle → $202/mo projected
Survival (stays ≤ $54)
98%
Breach risk
2%
POP (stays ≤ $54.22)
98%
EV / mo
+$87
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
56% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-26/mo
median; plan ~$-18/mo after 68% keep · $-55 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.6], 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)
3%
Flat exit net (mid-life)
-$2,744
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$56 @ 70% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.39/sh now → $3.11 mid-life (likely $2.17–$3.88)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$3.05/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 90 simulated challenges: the $54 strike is typically first touched on day 6 of 8, at $56 (overshoots $1.81). 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)~$547 Aug 202611d left+$0.14/sh+$128
cycle +$182
[+$265…+$998] · 88% credit
67%
surv 53%
-$3,957 NOT
cap gain +$17,983
Up-and-out for even (raise the cap, free)~$547 Aug 202611d left+$0.13/sh+$115
cycle +$169
[+$251…+$982] · 87% credit
68%
surv 53%
-$3,892 NOT
cap gain +$18,048
Max even-money escape in the band~$5514 Aug 202618d left+$0.33/sh+$297
cycle +$351
[+$164…+$1,179] · 86% credit
68%
surv 58%
-$2,603 NOT
cap gain +$19,337
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5614 Aug 202618d left-$0.03/sh-$24
cycle +$30
[-$208…+$832] · 66% credit
70%
surv 61%
-$1,824 NOT
cap gain +$20,116
budget: banked $54 debit $24 (45% used ≈ 0.5 wk of income) → whole cycle still +$30 cash · rolled 9 ct earn ≈ $4,623/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$202/mo
vs 50% target ($3,150/mo)-94%
vs normal income ($6,300/mo)3% covered
Net income (after hedge)$32/mo
Downside budget
⚠ $54 is $4 below CC-SS $58.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,669
… as % of IC ($7,300)50.3%
… as % of ML ($47,300)7.8%
Recovery months (at normal income)0.6 mo
Surgical close (9 ct)$-19,886
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 ≥ $54.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $54)); NOT the premium you collected. Momentum override: two daily closes above $49.57 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $53.46Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$53-54.22
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
≥ $54.22
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$54.00 (2.5σ)$54$-4,085+$17,855-$54
+2.5%$55.35 (2.7σ)$-1,161$-3,805+$18,135-$1,269
+5%$56.70 (2.9σ)$-2,376$-3,596+$18,344-$1,854
V-BOUNCE STRESS (stock → CC-SS $58.14, where you are whole again, by expiry)
Starting unrealized P&L: $-21,940
+ Fortress recovery (un-capped): +$22,369
− CC assignment net of premium (9 × $54): -$3,669
− Conservative CC assignment net of premium (1 × $56): -$202
Total Position P&L @ SS: $-3,442 (+$18,498 vs today)
Do-nothing baseline at SS: $-1,588 (this trade vs do-nothing: $-1,854, the opportunity cost of earning $202/mo FIGHT income now)
🛡 safe yield10 × $47.5031 Jul8d25.2%90%21%+4pp$320$1,200-$2,100$10,317
Sell 10 × $47.50 25.2% OTM over spot $37.93 31 Jul 2026 (8d, $0.76 mid)
= $320 credit for the 8d cycle → $1,200/mo projected
Survival (stays ≤ $47.50)
90%
Breach risk
10%
POP (stays ≤ $48.26)
91%
EV / mo
+$276
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
57% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$471/mo
median; plan ~$320/mo after 68% keep · $1,832 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.7], 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)
13%
Flat exit net (mid-life)
-$2,414
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$51 @ 74% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.86/sh now → $2.73 mid-life (likely $2.40–$4.18)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$2.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 379 simulated challenges: the $48 strike is typically first touched on day 5 of 8, at $49 (overshoots $1.81). 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)~$487 Aug 202611d left+$0.34/sh+$342
cycle +$662
[+$53…+$833] · 80% credit
68%
surv 53%
-$10,684 NOT
cap gain +$11,256
Reliable up-and-out (highest cap still free ≥60%)~$4914 Aug 202618d left+$0.48/sh+$480
cycle +$800
[-$79…+$987] · 72% credit
69%
surv 58%
-$9,362 NOT
cap gain +$12,578
Up-and-out for even (raise the cap, free)~$487 Aug 202611d left+$0.15/sh+$150
cycle +$470
[-$164…+$617] · 63% credit
69%
surv 56%
-$10,245 NOT
cap gain +$11,695
Max even-money escape in the band~$5014 Aug 202618d left+$0.13/sh+$130
cycle +$450
[-$478…+$600] · 53% credit
70%
surv 62%
-$8,605 NOT
cap gain +$13,335
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5114 Aug 202618d left-$0.29/sh-$289
cycle +$31
[-$841…+$215] · 30% credit
74%
surv 66%
-$7,916 NOT
cap gain +$14,024
budget: banked $320 debit $289 (90% used ≈ 1.0 wk of income) → whole cycle still +$31 cash · rolled 10 ct earn ≈ $4,076/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$1,200/mo
vs 50% target ($3,150/mo)-62%
vs normal income ($6,300/mo)19% covered
Net income (after hedge)$1,005/mo
Downside budget
⚠ $47.50 is $11 below CC-SS $58.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,317
… as % of IC ($7,300)141.3%
… as % of ML ($47,300)21.8%
Recovery months (at normal income)1.6 mo
Surgical close (10 ct)$-22,375
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $48.26 (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 $49.57 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $47.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-48.26
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
≥ $48.26
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.50 (1.5σ)$320$-11,026+$10,914+$200
+2.5%$48.69 (1.6σ)$-867$-10,899+$11,041-$987
+5%$49.88 (1.8σ)$-2,055$-10,772+$11,168-$2,175
SS (= V-bounce)$56.15 (2.8σ)$-8,330$-10,100+$11,840-$8,300
V-BOUNCE STRESS (stock → CC-SS $58.14, where you are whole again, by expiry)
Starting unrealized P&L: $-21,940
+ Fortress recovery (un-capped): +$22,369
− CC assignment net of premium (10 × $47.50): -$10,317
Total Position P&L @ SS: $-9,888 (+$12,052 vs today)
Do-nothing baseline at SS: $-1,588 (this trade vs do-nothing: $-8,300, the opportunity cost of earning $1,200/mo FIGHT income now)
33% normal10 × $4631 Jul8d21.3%87%28%+4pp$560$2,100-$1,200$11,577
Sell 10 × $46 21.3% OTM over spot $37.93 31 Jul 2026 (8d, $0.65 mid)
= $560 credit for the 8d cycle → $2,100/mo projected
Survival (stays ≤ $46)
87%
Breach risk
13%
POP (stays ≤ $46.65)
88%
EV / mo
+$709
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
58% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$914/mo
median; plan ~$622/mo after 68% keep · $3,397 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.9], 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)
20%
Flat exit net (mid-life)
-$2,088
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$50 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.74/sh now → $2.65 mid-life (likely $2.50–$4.08)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 606 simulated challenges: the $46 strike is typically first touched on day 5 of 8, at $48 (overshoots $1.75). 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)~$467 Aug 202611d left+$0.38/sh+$379
cycle +$939
[+$67…+$811] · 83% credit
68%
surv 53%
-$12,067 NOT
cap gain +$9,873
Reliable up-and-out (highest cap still free ≥60%)~$4714 Aug 202618d left+$0.51/sh+$505
cycle +$1,065
[-$59…+$876] · 72% credit
69%
surv 59%
-$10,757 NOT
cap gain +$11,183
Up-and-out for even (raise the cap, free)~$477 Aug 202611d left+$0.19/sh+$188
cycle +$748
[-$154…+$587] · 61% credit
69%
surv 56%
-$11,628 NOT
cap gain +$10,312
Max even-money escape in the band~$4814 Aug 202618d left+$0.16/sh+$157
cycle +$717
[-$468…+$482] · 47% credit
71%
surv 62%
-$9,998 NOT
cap gain +$11,942
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5014 Aug 202618d left-$0.56/sh-$556
cycle +$4
[-$1,199…-$245] · 17% credit
77%
surv 70%
-$8,497 NOT
cap gain +$13,443
budget: banked $560 debit $556 (99% used ≈ 1.2 wk of income) → whole cycle still +$4 cash · rolled 10 ct earn ≈ $3,487/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$2,100/mo
vs 50% target ($3,150/mo)-33%
vs normal income ($6,300/mo)33% covered
Net income (after hedge)$1,905/mo
Downside budget
⚠ $46 is $12 below CC-SS $58.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,577
… as % of IC ($7,300)158.6%
… as % of ML ($47,300)24.5%
Recovery months (at normal income)1.8 mo
Surgical close (10 ct)$-22,025
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 $0.56 collected) or spot ≥ $46.65 (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 $49.57 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.65
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $46.65
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.00 (1.2σ)$560$-12,447+$9,493+$440
+2.5%$47.15 (1.4σ)$-590$-12,323+$9,617-$710
+5%$48.30 (1.6σ)$-1,740$-12,200+$9,740-$1,860
SS (= V-bounce)$56.15 (2.8σ)$-9,590$-11,360+$10,580-$9,560
V-BOUNCE STRESS (stock → CC-SS $58.14, where you are whole again, by expiry)
Starting unrealized P&L: $-21,940
+ Fortress recovery (un-capped): +$22,369
− CC assignment net of premium (10 × $46): -$11,577
Total Position P&L @ SS: $-11,148 (+$10,792 vs today)
Do-nothing baseline at SS: $-1,588 (this trade vs do-nothing: $-9,560, the opportunity cost of earning $2,100/mo FIGHT income now)
🎯 50% normal10 × $4431 Jul8d16.0%81%29%+7pp$880$3,300$13,257
Sell 10 × $44 16.0% OTM over spot $37.93 31 Jul 2026 (8d, $1.09 mid)
= $880 credit for the 8d cycle → $3,300/mo projected
Survival (stays ≤ $44)
81%
Breach risk
19%
POP (stays ≤ $45.09)
84%
EV / mo
+$969
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
64% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,285/mo
median; plan ~$874/mo after 68% keep · $5,292 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.4], measured ONLY among the 64% 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)
29%
Flat exit net (mid-life)
-$1,653
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$49 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.58/sh now → $2.53 mid-life (likely $2.61–$4.04)≈ $0 at expiry  |  you banked $0.88/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 869 simulated challenges: the $44 strike is typically first touched on day 4 of 8, at $46 (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)~$447 Aug 202611d left+$0.42/sh+$424
cycle +$1,304
[+$43…+$616] · 79% credit
68%
surv 53%
-$13,916 NOT
cap gain +$8,024
Reliable up-and-out (highest cap still free ≥60%)~$4514 Aug 202618d left+$0.53/sh+$534
cycle +$1,414
[-$99…+$690] · 68% credit
69%
surv 59%
-$12,622 NOT
cap gain +$9,318
Up-and-out for even (raise the cap, free)~$457 Aug 202611d left+$0.23/sh+$232
cycle +$1,112
[-$180…+$408] · 55% credit
69%
surv 56%
-$13,477 NOT
cap gain +$8,463
Max even-money escape in the band~$4614 Aug 202618d left+$0.19/sh+$188
cycle +$1,068
[-$510…+$318] · 37% credit
71%
surv 62%
-$11,861 NOT
cap gain +$10,079
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4914 Aug 202618d left-$0.85/sh-$855
cycle +$25
[-$1,666…-$782] · 6% credit
79%
surv 74%
-$9,583 NOT
cap gain +$12,357
budget: banked $880 debit $855 (97% used ≈ 1.1 wk of income) → whole cycle still +$25 cash · rolled 10 ct earn ≈ $2,796/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$3,300/mo
vs 50% target ($3,150/mo)+5%
vs normal income ($6,300/mo)52% covered
Net income (after hedge)$3,105/mo
Downside budget
⚠ $44 is $14 below CC-SS $58.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,257
… as % of IC ($7,300)181.6%
… as % of ML ($47,300)28.0%
Recovery months (at normal income)2.1 mo
Surgical close (10 ct)$-22,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.88 collected) or spot ≥ $45.09 (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 $49.57 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-45.09
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
≥ $45.09
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (≤1σ, normal week)$880$-14,341+$7,599+$760
+2.5%$45.10 (1.1σ)$-220$-14,223+$7,717-$340
+5%$46.20 (1.3σ)$-1,320$-14,105+$7,835-$1,440
SS (= V-bounce)$56.15 (2.8σ)$-11,270$-13,040+$8,900-$11,240
V-BOUNCE STRESS (stock → CC-SS $58.14, where you are whole again, by expiry)
Starting unrealized P&L: $-21,940
+ Fortress recovery (un-capped): +$22,369
− CC assignment net of premium (10 × $44): -$13,257
Total Position P&L @ SS: $-12,828 (+$9,112 vs today)
Do-nothing baseline at SS: $-1,588 (this trade vs do-nothing: $-11,240, the opportunity cost of earning $3,300/mo FIGHT income now)
100% normal9 × $4031 Jul8d5.5%65%76%+9pp$1,737$6,514+$3,214$14,586
Sell 9 × $40 5.5% OTM over spot $37.93 31 Jul 2026 (8d, $2.13 mid)
= $1,737 credit for the 8d cycle → $6,514/mo projected
Survival (stays ≤ $40)
65%
Breach risk
35%
POP (stays ≤ $42.13)
74%
EV / mo
+$1,227
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
67% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,068/mo
median; plan ~$1,407/mo after 68% keep · $6,693 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.9], measured ONLY among the 67% 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)
59%
Flat exit net (mid-life)
-$335
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$52 @ 91% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.25/sh now → $2.30 mid-life (likely $2.90–$4.19)≈ $0 at expiry  |  you banked $1.93/sh, so a flat mid-life exit nets -$0.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,766 simulated challenges: the $40 strike is typically first touched on day 3 of 8, at $42 (overshoots $1.57). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$4014 Aug 202618d left+$1.02/sh+$918
cycle +$2,655
[+$240…+$722] · 89% credit
67%
surv 55%
-$16,904 NOT
cap gain +$5,036
Roll out (same strike, buy time)~$407 Aug 202611d left+$0.50/sh+$448
cycle +$2,185
[-$23…+$315] · 71% credit
68%
surv 54%
-$17,451 NOT
cap gain +$4,489
Up-and-out for even (raise the cap, free)~$417 Aug 202611d left+$0.30/sh+$273
cycle +$2,010
[-$218…+$129] · 37% credit
70%
surv 57%
-$16,995 NOT
cap gain +$4,945
Max even-money escape in the band~$4214 Aug 202618d left+$0.23/sh+$211
cycle +$1,948
[-$613…-$41] · 23% credit
71%
surv 63%
-$15,398 NOT
cap gain +$6,542
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5214 Aug 202618d left-$1.82/sh-$1,637
cycle +$100
[-$3,016…-$2,081]
91%
surv 90%
-$6,175 NOT
cap gain +$15,765
budget: banked $1,737 debit $1,637 (94% used ≈ 1.1 wk of income) → whole cycle still +$100 cash · rolled 9 ct earn ≈ $726/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$6,514/mo
vs 50% target ($3,150/mo)+107%
vs normal income ($6,300/mo)103% covered
Net income (after hedge)$6,343/mo
Downside budget
⚠ $40 is $18 below CC-SS $58.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,586
… as % of IC ($7,300)199.8%
… as % of ML ($47,300)30.8%
Recovery months (at normal income)2.3 mo
Surgical close (9 ct)$-19,931
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.93 collected) or spot ≥ $42.13 (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 $49.57 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $39.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$40-42.13
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
≥ $42.13
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$40.00 (≤1σ, normal week)$1,737$-17,900+$4,040+$1,629
+2.5%$41.00 (≤1σ, normal week)$837$-17,693+$4,247+$729
+5%$42.00 (≤1σ, normal week)$-63$-17,486+$4,454-$171
SS (= V-bounce)$56.15 (2.8σ)$-12,798$-14,571+$7,369-$12,771
V-BOUNCE STRESS (stock → CC-SS $58.14, where you are whole again, by expiry)
Starting unrealized P&L: $-21,940
+ Fortress recovery (un-capped): +$22,369
− CC assignment net of premium (9 × $40): -$14,586
− Conservative CC assignment net of premium (1 × $56): -$202
Total Position P&L @ SS: $-14,359 (+$7,581 vs today)
Do-nothing baseline at SS: $-1,588 (this trade vs do-nothing: $-12,771, the opportunity cost of earning $6,514/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 (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 1.107 (IBKR)  |  Recovery@SS: +$22,369 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,588

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$448d31 Jul 2026$0.8810/10$3,300$3,10581%84%+$969-$13,257181.6%$-12,828 (vs do-nothing $-11,240)
$43.508d31 Jul 2026$0.999/10$3,341$3,17179%83%+$968-$12,282168.2%$-12,055 (vs do-nothing $-10,467)
$438d31 Jul 2026$1.068/10$3,180$3,03378%82%+$798-$11,261154.3%$-11,236 (vs do-nothing $-9,648)
$42.508d31 Jul 2026$1.168/10$3,480$3,33376%81%+$797-$11,581158.7%$-11,556 (vs do-nothing $-9,968)
$428d31 Jul 2026$1.377/10$3,596$3,47474%79%+$958-$10,337141.6%$-10,513 (vs do-nothing $-8,925)
$42.5015d7 Aug 2026$1.6410/10$3,280$3,08574%80%+$849-$13,997191.7%$-13,568 (vs do-nothing $-11,980)
$41.508d31 Jul 2026$1.506/10$3,375$3,27672%79%+$840-$9,082124.4%$-9,460 (vs do-nothing $-7,872)
$4215d7 Aug 2026$1.779/10$3,186$3,01571%77%+$391-$12,930177.1%$-12,703 (vs do-nothing $-11,115)
$41.5015d7 Aug 2026$1.839/10$3,294$3,12370%78%+$643-$13,326182.6%$-13,099 (vs do-nothing $-11,511)
$418d31 Jul 2026$1.616/10$3,622$3,52469%78%+$786-$9,316127.6%$-9,694 (vs do-nothing $-8,106)
$4115d7 Aug 2026$2.008/10$3,200$3,05368%76%+$611-$12,109165.9%$-12,084 (vs do-nothing $-10,496)
$40.508d31 Jul 2026$1.636/10$3,668$3,56967%76%+$502-$9,604131.6%$-9,982 (vs do-nothing $-8,394)
$4122d14 Aug 2026$2.4110/10$3,286$3,09267%76%+$652-$14,727201.7%$-14,298 (vs do-nothing $-12,710)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$40.5015d7 Aug 2026$2.198/10$3,504$3,35766%76%+$664-$12,357169.3%$-12,332 (vs do-nothing $-10,744)
$408d31 Jul 2026$1.935/10$3,619$3,54465%74%+$682-$8,103111.0%$-8,683 (vs do-nothing $-7,095)
$4015d7 Aug 2026$2.407/10$3,360$3,23763%73%+$310-$11,016150.9%$-11,192 (vs do-nothing $-9,604)
$4022d14 Aug 2026$2.769/10$3,387$3,21763%72%$-64-$13,839189.6%$-13,612 (vs do-nothing $-12,024)
$39.508d31 Jul 2026$2.085/10$3,900$3,82562%73%+$637-$8,278113.4%$-8,858 (vs do-nothing $-7,270)
$39.5015d7 Aug 2026$2.517/10$3,514$3,39162%72%+$536-$11,289154.6%$-11,465 (vs do-nothing $-9,877)
$398d31 Jul 2026$2.254/10$3,375$3,32460%72%+$482-$6,75592.5%$-7,536 (vs do-nothing $-5,948)
$3922d14 Aug 2026$3.108/10$3,382$3,23559%70%$-108-$12,829175.7%$-12,804 (vs do-nothing $-11,216)
$3915d7 Aug 2026$2.607/10$3,640$3,51759%72%+$388-$11,576158.6%$-11,752 (vs do-nothing $-10,164)
$38.5015d7 Aug 2026$2.986/10$3,576$3,47757%71%+$537-$9,994136.9%$-10,372 (vs do-nothing $-8,784)
$38.508d31 Jul 2026$2.504/10$3,750$3,69957%71%+$552-$6,85593.9%$-7,636 (vs do-nothing $-6,048)
$3822d14 Aug 2026$3.557/10$3,389$3,26656%68%$-73-$11,611159.1%$-11,787 (vs do-nothing $-10,199)
$3815d7 Aug 2026$3.155/10$3,150$3,07555%70%+$394-$8,493116.3%$-9,073 (vs do-nothing $-7,485)
$388d31 Jul 2026$2.813/10$3,161$3,13554%69%+$516-$5,19871.2%$-6,181 (vs do-nothing $-4,593)
$37.5015d7 Aug 2026$3.255/10$3,250$3,17552%71%+$256-$8,693119.1%$-9,273 (vs do-nothing $-7,685)
$37.508d31 Jul 2026$2.654/10$3,975$3,92451%68%+$94-$7,19598.6%$-7,976 (vs do-nothing $-6,388)

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 v6.2  |  2026-07-23 23:50