FORTRESS FIGHT: ENPH @ $37.78

BE SS: $56.15  |  CC-SS: $58.30  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-29 21:41

ENPH @ $37.78   UNDERWATER $18.37 (32.7% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.30 (banked floor $56.32)  |  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$4,238/mo95% ann ROI on ML
Hedge rolling cost$159/mo
Unrealized P&L$-22,380fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,119/mo
HEDGE COVER
$159/mo
NORMAL INCOME
$4,238/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $7,300
ML VELOCITY
11.2 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.30 (probe: $55C 16d) brings only $19/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)
$20,216
was $22,380 · 10% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$58.30 → $56.32
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 34 (live) · RSI 45 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B 21 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $65.08 (+72%) · daily UBB $46.84 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 7 contracts at $43 / 2d. This is the safest strike (survival 97%, breach 3%) that still earns 50% of normal income ($2,119/mo); it brings $2,205/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 10 × $42/2d for $4,950/mo, but breach risk rises to 6% (+3pp 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 × $51/2d (99+% survival, $180/mo).
Downside anchor: the primary mortgages $10,566 (145% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-15,718 and cuts bleed by $111/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 10 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: THIS FRIDAY · 31 Jul 2026 (2d) · sell 7 × $43, 97% survival, $2,205/mo (E[net] $788/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆31 Jul 2026 · 2d7 × $4397%$2,205$788
NEXT FRIDAY7 Aug 2026 · 9d9 × $41.5076%$2,280$-1,252
E[net] arithmetic on the grand pick: keep $147 with probability 89%; on the 11% touch you roll, paying $1,212 to close and taking $490 back from the best priced door (net cash $722) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 31 Jul 2026 · 2d · E[net] $788/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $43 (50% normal), 97% survival, breach 3%, $2,205/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $45 rung (33% normal) lifts survival to 99% (breach 3% → 1%) for $720/mo less (33% income) buys safety you do not really need here.
ENPH  spot $37.78 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $5131 Jul2d35.0%99+%hist 100%0%hist 1%-0pp$12$180-$2,025$4,370
Sell 6 × $51 35.0% OTM over spot $37.78 31 Jul 2026 (2d, $0.06 mid)
= $12 credit for the 2d cycle → $180/mo projected
Survival (stays ≤ $51)
99+%
Breach risk
0%
POP (stays ≤ $51.06)
99+%
EV / mo
+$180
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
46% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-150/mo
median; plan ~$-102/mo after 68% keep · $-1,349 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.2-3.9], measured ONLY among the 46% 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)
0%
Flat exit net (mid-life)
-$1,220
Free roll-up
none
Safest escape (by 21 Aug 2026)
$54 @ 74% POP
66% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.90/sh now → $2.05 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$2.03/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (6 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$517 Aug 20268d left-$0.24/sh-$145
cycle -$133
63%
surv 52%
-$7,768 NOT
cap gain +$14,612
Max even-money escape in the band~$5421 Aug 202622d left+$0.20/sh+$122
cycle +$134
74%
surv 66%
-$3,911 NOT
cap gain +$18,469
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$180/mo
vs 50% target ($2,119/mo)-92%
vs normal income ($4,238/mo)4% covered
Net income (after hedge)$29/mo
Downside budget
⚠ $51 is $7 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,370
… as % of IC ($7,300)59.9%
… as % of ML ($47,300)9.2%
Recovery months (at normal income)1.0 mo
Surgical close (6 ct)$-13,452
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 $0.02 collected) or spot ≥ $51.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $51)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $50.49Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-51.06
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $51.06
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$51.00 (4.9σ)$12$-7,624+$14,756+$6
+2.5%$52.27 (5.4σ)$-753$-6,967+$15,413-$759
+5%$53.55 (5.8σ)$-1,518$-6,310+$16,070-$1,524
SS (= V-bounce)$56.15 (6.8σ)$-3,078$-5,431+$16,949-$2,394
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (6 × $51): -$4,370
− Conservative CC assignment net of premium (4 × $55): -$1,318
Total Position P&L @ SS: $-5,184 (+$17,196 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-2,394, the opportunity cost of earning $180/mo FIGHT income now)
33% normal9 × $4531 Jul2d19.1%99%hist 100%1%hist 1%+1pp$99$1,485-$720$11,875
Sell 9 × $45 19.1% OTM over spot $37.78 31 Jul 2026 (2d, $0.14 mid)
= $99 credit for the 2d cycle → $1,485/mo projected
Survival (stays ≤ $45)
99%
Breach risk
1%
POP (stays ≤ $45.15)
99%
EV / mo
+$1,465
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
50% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$21/mo
median; plan ~$14/mo after 68% keep · $96 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.4], measured ONLY among the 50% 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)
-$1,532
Free roll-up
none
Safest escape (by 21 Aug 2026)
$49 @ 75% POP
69% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.56/sh now → $1.81 mid-life (likely $1.75–$3.20)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$1.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 114 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $46 (overshoots $1.31). 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%)~$4721 Aug 202622d left+$0.68/sh+$615
cycle +$714
[-$8…+$792] · 75% credit
72%
surv 63%
-$11,139 NOT
cap gain +$11,241
Max even-money escape in the band~$4921 Aug 202622d left+$0.01/sh+$8
cycle +$107
[-$765…+$149] · 38% credit
75%
surv 69%
-$10,074 NOT
cap gain +$12,306
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$457 Aug 20268d left-$0.09/sh-$82
cycle +$17
[-$714…+$65] · 34% credit
64%
surv 53%
-$14,312 NOT
cap gain +$8,068
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$1,485/mo
vs 50% target ($2,119/mo)-30%
vs normal income ($4,238/mo)35% covered
Net income (after hedge)$1,328/mo
Downside budget
⚠ $45 is $13 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,875
… as % of IC ($7,300)162.7%
… as % of ML ($47,300)25.1%
Recovery months (at normal income)2.8 mo
Surgical close (9 ct)$-20,174
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.11 collected) or spot ≥ $45.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $45)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.15
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
≥ $45.15
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$45.00 (2.7σ)$99$-14,230+$8,150+$90
+2.5%$46.12 (3.1σ)$-913$-13,988+$8,392-$922
+5%$47.25 (3.5σ)$-1,926$-13,746+$8,634-$1,935
SS (= V-bounce)$56.15 (6.8σ)$-9,936$-11,947+$10,433-$8,910
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (9 × $45): -$11,875
− Conservative CC assignment net of premium (1 × $55): -$329
Total Position P&L @ SS: $-11,700 (+$10,680 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-8,910, the opportunity cost of earning $1,485/mo FIGHT income now)
🎯 50% normal7 × $4331 Jul2d13.8%97%hist 100%7%hist 1%+3pp$147$2,205$10,566
Sell 7 × $43 13.8% OTM over spot $37.78 31 Jul 2026 (2d, $0.28 mid)
= $147 credit for the 2d cycle → $2,205/mo projected
Survival (stays ≤ $43)
97%
Breach risk
3%
POP (stays ≤ $43.28)
97%
EV / mo
+$2,053
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
47% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$489/mo
median; plan ~$333/mo after 68% keep · $2,570 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.4-4.9], measured ONLY among the 47% 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)
11%
Flat exit net (mid-life)
-$1,065
Free roll-up
none
Safest escape (by 21 Aug 2026)
$47 @ 76% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.45/sh now → $1.73 mid-life (likely $1.92–$3.56)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $43 strike is typically first touched on day 2 of 2, at $45 (overshoots $1.62). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (7 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%)~$4521 Aug 202622d left+$0.70/sh+$490
cycle +$637
[-$211…+$478] · 67% credit
72%
surv 63%
-$13,444 NOT
cap gain +$8,936
Max even-money escape in the band~$4721 Aug 202622d left+$0.04/sh+$26
cycle +$173
[-$818…-$22] · 23% credit
75%
surv 69%
-$12,236 NOT
cap gain +$10,144
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$437 Aug 20268d left-$0.05/sh-$34
cycle +$113
[-$735…-$57] · 19% credit
64%
surv 53%
-$16,443 NOT
cap gain +$5,937
Safety roll (pay small debit, max POP)~$4721 Aug 202622d left-$0.13/sh-$91
cycle +$56
[-$972…-$148] · 14% credit
76%
surv 71%
-$11,795 NOT
cap gain +$10,585
budget: banked $147 debit $91 (62% used ≈ 0.2 wk of income) → whole cycle still +$56 cash · rolled 7 ct earn ≈ $1,529/mo while parked; 3 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$2,205/mo
vs 50% target ($2,119/mo)+4%
vs normal income ($4,238/mo)52% covered
Net income (after hedge)$2,052/mo
Downside budget
⚠ $43 is $15 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,566
… as % of IC ($7,300)144.7%
… as % of ML ($47,300)22.3%
Recovery months (at normal income)2.5 mo
Surgical close (7 ct)$-15,718
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 ≥ $43.28 (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 $46.84 (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
$43-43.28
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
≥ $43.28
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$43.00 (1.9σ)$147$-16,410+$5,970+$140
+2.5%$44.07 (2.3σ)$-605$-15,964+$6,416-$612
+5%$45.15 (2.7σ)$-1,358$-15,517+$6,863-$1,365
SS (= V-bounce)$56.15 (6.8σ)$-9,058$-11,297+$11,083-$8,260
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (7 × $43): -$10,566
− Conservative CC assignment net of premium (3 × $55): -$988
Total Position P&L @ SS: $-11,050 (+$11,330 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-8,260, the opportunity cost of earning $2,205/mo FIGHT income now)
100% normal9 × $4231 Jul2d11.2%94%hist 100%13%hist 5%+9pp$297$4,455+$2,250$14,377
Sell 9 × $42 11.2% OTM over spot $37.78 31 Jul 2026 (2d, $0.42 mid)
= $297 credit for the 2d cycle → $4,455/mo projected
Survival (stays ≤ $42)
94%
Breach risk
6%
POP (stays ≤ $42.41)
95%
EV / mo
+$3,920
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
59% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,532/mo
median; plan ~$1,041/mo after 68% keep · $6,830 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.1-4.1], measured ONLY among the 59% 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)
14%
Flat exit net (mid-life)
-$1,225
Free roll-up
none
Safest escape (by 21 Aug 2026)
$47 @ 79% POP
74% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.39/sh now → $1.69 mid-life (likely $1.86–$3.57)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 421 simulated challenges: the $42 strike is typically first touched on day 2 of 2, at $44 (overshoots $1.56). 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%)~$4421 Aug 202622d left+$0.71/sh+$635
cycle +$932
[-$305…+$616] · 67% credit
72%
surv 64%
-$14,266 NOT
cap gain +$8,114
Max even-money escape in the band~$4621 Aug 202622d left+$0.05/sh+$43
cycle +$340
[-$1,062…-$9] · 24% credit
75%
surv 69%
-$13,186 NOT
cap gain +$9,194
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$427 Aug 20268d left-$0.03/sh-$25
cycle +$272
[-$950…-$54] · 20% credit
64%
surv 53%
-$17,402 NOT
cap gain +$4,978
Safety roll (pay small debit, max POP)~$4721 Aug 202622d left-$0.28/sh-$252
cycle +$45
[-$1,448…-$327] · 8% credit
79%
surv 74%
-$11,808 NOT
cap gain +$10,572
budget: banked $297 debit $252 (85% used ≈ 0.2 wk of income) → whole cycle still +$45 cash · rolled 9 ct earn ≈ $1,732/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$4,455/mo
vs 50% target ($2,119/mo)+110%
vs normal income ($4,238/mo)105% covered
Net income (after hedge)$4,298/mo
Downside budget
⚠ $42 is $16 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,377
… as % of IC ($7,300)196.9%
… as % of ML ($47,300)30.4%
Recovery months (at normal income)3.4 mo
Surgical close (9 ct)$-20,218
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 $0.33 collected) or spot ≥ $42.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-42.41
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
≥ $42.41
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (1.6σ)$297$-17,377+$5,003+$288
+2.5%$43.05 (2.0σ)$-648$-17,151+$5,229-$657
+5%$44.10 (2.3σ)$-1,593$-16,925+$5,455-$1,602
SS (= V-bounce)$56.15 (6.8σ)$-12,438$-14,449+$7,931-$11,412
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (9 × $42): -$14,377
− Conservative CC assignment net of premium (1 × $55): -$329
Total Position P&L @ SS: $-14,202 (+$8,178 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-11,412, the opportunity cost of earning $4,455/mo FIGHT income now)
🛡 safe yield10 × $4231 Jul2d11.2%94%hist 100%13%hist 5%+12pp$330$4,950+$2,745$15,974
Sell 10 × $42 11.2% OTM over spot $37.78 31 Jul 2026 (2d, $0.42 mid)
= $330 credit for the 2d cycle → $4,950/mo projected
Survival (stays ≤ $42)
94%
Breach risk
6%
POP (stays ≤ $42.41)
95%
EV / mo
+$4,355
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
62% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,722/mo
median; plan ~$1,171/mo after 68% keep · $7,822 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-4.1], measured ONLY among the 62% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$1,362
Free roll-up
none
Safest escape (by 21 Aug 2026)
$47 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.39/sh now → $1.69 mid-life (likely $1.92–$3.99)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 442 simulated challenges: the $42 strike is typically first touched on day 2 of 2, at $44 (overshoots $1.68). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$4421 Aug 202622d left+$0.74/sh+$743
cycle +$1,073
[-$566…+$674] · 60% credit
71%
surv 62%
-$14,683 NOT
cap gain +$7,697
Max even-money escape in the band~$4621 Aug 202622d left+$0.05/sh+$48
cycle +$378
[-$1,497…-$66] · 21% credit
75%
surv 69%
-$13,149 NOT
cap gain +$9,231
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$427 Aug 20268d left-$0.03/sh-$28
cycle +$302
[-$1,323…-$106] · 19% credit
64%
surv 53%
-$17,373 NOT
cap gain +$5,007
Safety roll (pay small debit, max POP)~$4721 Aug 202622d left-$0.28/sh-$280
cycle +$50
[-$1,942…-$406] · 7% credit
79%
surv 74%
-$11,804 NOT
cap gain +$10,576
budget: banked $330 debit $280 (85% used ≈ 0.2 wk of income) → whole cycle still +$50 cash · rolled 10 ct earn ≈ $1,925/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$4,950/mo
vs 50% target ($2,119/mo)+134%
vs normal income ($4,238/mo)117% covered
Net income (after hedge)$4,791/mo
Downside budget
⚠ $42 is $16 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,974
… as % of IC ($7,300)218.8%
… as % of ML ($47,300)33.8%
Recovery months (at normal income)3.8 mo
Surgical close (10 ct)$-22,465
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 $0.33 collected) or spot ≥ $42.41 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-42.41
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
≥ $42.41
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 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (1.6σ)$330$-17,345+$5,035+$320
+2.5%$43.05 (2.0σ)$-720$-17,224+$5,156-$730
+5%$44.10 (2.3σ)$-1,770$-17,103+$5,277-$1,780
SS (= V-bounce)$56.15 (6.8σ)$-13,820$-15,717+$6,663-$12,680
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (10 × $42): -$15,974
Total Position P&L @ SS: $-15,470 (+$6,910 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-12,680, the opportunity cost of earning $4,950/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.

📅 NEXT FRIDAY · 7 Aug 2026 · 9d · E[net] $-1,252/mo

🎯 Engine pick: sell 9 × $41.50 (50% normal), 76% survival, breach 24%, $2,280/mo.
⚖️ Worth a safer step: the $43 rung (33% normal) lifts survival to 83% (breach 24% → 17%) for $840/mo less (37% 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 $43 rung, unless you need the income to cover the hedge bleed, or you expect ENPH to stay flat-to-down near term.
ENPH  spot $37.78 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $507 Aug9d32.3%96%hist 100%8%hist 1%+1pp$54$180-$2,100$4,928
Sell 6 × $50 32.3% OTM over spot $37.78 7 Aug 2026 (9d, $0.12 mid)
= $54 credit for the 9d cycle → $180/mo projected
Survival (stays ≤ $50)
96%
Breach risk
4%
POP (stays ≤ $50.12)
96%
EV / mo
+$79
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
51% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-23/mo
median; plan ~$-16/mo after 68% keep · $-102 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.0-4.5], measured ONLY among the 51% 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)
-$1,697
Free roll-up
none
Safest escape (by 21 Aug 2026)
$51 @ 69% POP
57% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.13/sh now → $2.92 mid-life (likely $2.21–$3.74)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$2.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 110 simulated challenges: the $50 strike is typically first touched on day 7 of 9, at $51 (overshoots $1.41). 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
Max even-money escape in the band~$5021 Aug 202618d left+$0.04/sh+$23
cycle +$77
[-$50…+$488] · 69% credit
67%
surv 54%
-$8,428 NOT
cap gain +$13,952
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$5121 Aug 202618d left-$0.04/sh-$27
cycle +$27
[-$108…+$427] · 65% credit
69%
surv 57%
-$7,920 NOT
cap gain +$14,460
budget: banked $54 debit $27 (49% used ≈ 0.6 wk of income) → whole cycle still +$27 cash · rolled 6 ct earn ≈ $2,875/mo while parked; 4 ct free to re-sell
Roll out (same strike, buy time)~$5014 Aug 202612d left-$0.49/sh-$294
cycle -$240
[-$395…+$109] · 36% credit
65%
surv 53%
-$8,991 NOT
cap gain +$13,389
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$180/mo
vs 50% target ($2,119/mo)-92%
vs normal income ($4,238/mo)4% covered
Net income (after hedge)$29/mo
Downside budget
⚠ $50 is $8 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,928
… as % of IC ($7,300)67.5%
… as % of ML ($47,300)10.4%
Recovery months (at normal income)1.2 mo
Surgical close (6 ct)$-13,446
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $50.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $50)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $49.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$50-50.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $50.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.11 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (2.1σ)$54$-8,697+$13,683+$48
+2.5%$51.25 (2.4σ)$-696$-8,053+$14,327-$702
+5%$52.50 (2.6σ)$-1,446$-7,409+$14,971-$1,452
SS (= V-bounce)$56.15 (3.2σ)$-3,636$-5,989+$16,391-$2,952
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (6 × $50): -$4,928
− Conservative CC assignment net of premium (4 × $55): -$1,318
Total Position P&L @ SS: $-5,742 (+$16,638 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-2,952, the opportunity cost of earning $180/mo FIGHT income now)
🛡 safe yield10 × $45.507 Aug9d20.4%90%hist 100%20%hist 5%+3pp$220$733-$1,547$12,584
Sell 10 × $45.50 20.4% OTM over spot $37.78 7 Aug 2026 (9d, $0.64 mid)
= $220 credit for the 9d cycle → $733/mo projected
Survival (stays ≤ $45.50)
90%
Breach risk
10%
POP (stays ≤ $46.13)
92%
EV / mo
+$146
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
52% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$291/mo
median; plan ~$198/mo after 68% keep · $1,456 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.2-3.7], 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)
15%
Flat exit net (mid-life)
-$2,436
Free roll-up
none
Safest escape (by 21 Aug 2026)
$46 @ 69% POP
57% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.75/sh now → $2.66 mid-life (likely $2.32–$3.92)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$2.44/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 450 simulated challenges: the $46 strike is typically first touched on day 6 of 9, at $47 (overshoots $1.34). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$4621 Aug 202618d left+$0.11/sh+$110
cycle +$330
[-$451…+$571] · 50% credit
69%
surv 57%
-$12,640 NOT
cap gain +$9,740
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4614 Aug 202612d left-$0.32/sh-$321
cycle -$101
[-$870…+$85] · 27% credit
65%
surv 53%
-$13,873 NOT
cap gain +$8,507
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$733/mo
vs 50% target ($2,119/mo)-65%
vs normal income ($4,238/mo)17% covered
Net income (after hedge)$575/mo
Downside budget
⚠ $45.50 is $13 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,584
… as % of IC ($7,300)172.4%
… as % of ML ($47,300)26.6%
Recovery months (at normal income)3.0 mo
Surgical close (10 ct)$-22,795
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $46.13 (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 $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $45.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-46.13
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
≥ $46.13
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$45.50 (1.3σ)$220$-13,552+$8,828+$210
+2.5%$46.64 (1.5σ)$-917$-13,421+$8,959-$927
+5%$47.77 (1.7σ)$-2,055$-13,291+$9,089-$2,065
SS (= V-bounce)$56.15 (3.2σ)$-10,430$-12,327+$10,053-$9,290
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (10 × $45.50): -$12,584
Total Position P&L @ SS: $-12,080 (+$10,300 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-9,290, the opportunity cost of earning $733/mo FIGHT income now)
33% normal ← lean8 × $437 Aug9d13.8%83%hist 99%36%hist 18%+5pp$432$1,440-$840$11,811
Sell 8 × $43 13.8% OTM over spot $37.78 7 Aug 2026 (9d, $0.78 mid)
= $432 credit for the 9d cycle → $1,440/mo projected
Survival (stays ≤ $43)
83%
Breach risk
17%
POP (stays ≤ $43.78)
86%
EV / mo
+$361
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
52% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$563/mo
median; plan ~$383/mo after 68% keep · $2,976 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.1-4.0], 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)
26%
Flat exit net (mid-life)
-$1,576
Free roll-up
none
Safest escape (by 21 Aug 2026)
$45 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.55/sh now → $2.51 mid-life (likely $2.53–$3.81)≈ $0 at expiry  |  you banked $0.54/sh, so a flat mid-life exit nets -$1.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 789 simulated challenges: the $43 strike is typically first touched on day 5 of 9, at $44 (overshoots $1.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$4421 Aug 202618d left+$0.18/sh+$144
cycle +$576
[-$373…+$259] · 42% credit
69%
surv 57%
-$15,179 NOT
cap gain +$7,201
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4314 Aug 202612d left-$0.24/sh-$190
cycle +$242
[-$688…-$115] · 20% credit
65%
surv 53%
-$16,315 NOT
cap gain +$6,065
Safety roll (pay small debit, max POP)~$4521 Aug 202618d left-$0.35/sh-$277
cycle +$155
[-$843…-$213] · 16% credit
73%
surv 64%
-$13,927 NOT
cap gain +$8,453
budget: banked $432 debit $277 (64% used ≈ 0.8 wk of income) → whole cycle still +$155 cash · rolled 8 ct earn ≈ $2,886/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,440/mo
vs 50% target ($2,119/mo)-32%
vs normal income ($4,238/mo)34% covered
Net income (after hedge)$1,285/mo
Downside budget
⚠ $43 is $15 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,811
… as % of IC ($7,300)161.8%
… as % of ML ($47,300)25.0%
Recovery months (at normal income)2.8 mo
Surgical close (8 ct)$-18,096
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 $0.54 collected) or spot ≥ $43.78 (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 $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-43.78
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
≥ $43.78
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$43.00 (≤1σ, normal week)$432$-16,126+$6,254+$424
+2.5%$44.07 (1.1σ)$-428$-15,787+$6,593-$436
+5%$45.15 (1.3σ)$-1,288$-15,448+$6,932-$1,296
SS (= V-bounce)$56.15 (3.2σ)$-10,088$-12,213+$10,167-$9,176
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (8 × $43): -$11,811
− Conservative CC assignment net of premium (2 × $55): -$659
Total Position P&L @ SS: $-11,966 (+$10,414 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-9,176, the opportunity cost of earning $1,440/mo FIGHT income now)
🎯 50% normal9 × $41.507 Aug9d9.8%76%hist 96%50%hist 43%+5pp$684$2,280$14,440
Sell 9 × $41.50 9.8% OTM over spot $37.78 7 Aug 2026 (9d, $1.14 mid)
= $684 credit for the 9d cycle → $2,280/mo projected
Survival (stays ≤ $41.50)
76%
Breach risk
24%
POP (stays ≤ $42.63)
81%
EV / mo
+$289
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
50% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$803/mo
median; plan ~$546/mo after 68% keep · $4,471 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-3.8], measured ONLY among the 50% 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)
40%
Flat exit net (mid-life)
-$1,497
Free roll-up
none
Safest escape (by 21 Aug 2026)
$45 @ 75% POP
69% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.42/sh now → $2.42 mid-life (likely $2.69–$4.04)≈ $0 at expiry  |  you banked $0.76/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,191 simulated challenges: the $42 strike is typically first touched on day 4 of 9, at $43 (overshoots $1.26). 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
Max even-money escape in the band~$4221 Aug 202618d left+$0.22/sh+$196
cycle +$880
[-$519…+$162] · 34% credit
69%
surv 57%
-$16,549 NOT
cap gain +$5,831
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4214 Aug 202612d left-$0.19/sh-$171
cycle +$513
[-$869…-$224] · 17% credit
65%
surv 53%
-$17,719 NOT
cap gain +$4,661
Safety roll (pay small debit, max POP)~$4521 Aug 202618d left-$0.66/sh-$594
cycle +$90
[-$1,470…-$701] · 6% credit
75%
surv 69%
-$14,551 NOT
cap gain +$7,829
budget: banked $684 debit $594 (87% used ≈ 1.1 wk of income) → whole cycle still +$90 cash · rolled 9 ct earn ≈ $2,644/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$2,280/mo
vs 50% target ($2,119/mo)+8%
vs normal income ($4,238/mo)54% covered
Net income (after hedge)$2,123/mo
Downside budget
⚠ $41.50 is $17 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,440
… as % of IC ($7,300)197.8%
… as % of ML ($47,300)30.5%
Recovery months (at normal income)3.4 mo
Surgical close (9 ct)$-20,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $42.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $42)); NOT the premium you collected. Momentum override: two daily closes above $46.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $41.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-42.63
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
≥ $42.63
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$41.50 (≤1σ, normal week)$684$-17,547+$4,833+$675
+2.5%$42.54 (≤1σ, normal week)$-250$-17,324+$5,056-$259
+5%$43.58 (1.0σ)$-1,184$-17,101+$5,279-$1,193
SS (= V-bounce)$56.15 (3.2σ)$-12,501$-14,512+$7,868-$11,475
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (9 × $41.50): -$14,440
− Conservative CC assignment net of premium (1 × $55): -$329
Total Position P&L @ SS: $-14,265 (+$8,115 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-11,475, the opportunity cost of earning $2,280/mo FIGHT income now)
100% normal10 × $407 Aug9d5.9%68%hist 80%68%hist 51%+10pp$1,320$4,400+$2,120$16,984
Sell 10 × $40 5.9% OTM over spot $37.78 7 Aug 2026 (9d, $1.55 mid)
= $1,320 credit for the 9d cycle → $4,400/mo projected
Survival (stays ≤ $40)
68%
Breach risk
32%
POP (stays ≤ $41.55)
76%
EV / mo
+$870
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
61% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~4.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,383/mo
median; plan ~$941/mo after 68% keep · $6,748 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-3.9], 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)
56%
Flat exit net (mid-life)
-$1,015
Free roll-up
none
Safest escape (by 21 Aug 2026)
$46 @ 81% POP
78% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.30/sh now → $2.34 mid-life (likely $2.91–$4.06)≈ $0 at expiry  |  you banked $1.32/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,678 simulated challenges: the $40 strike is typically first touched on day 3 of 9, at $41 (overshoots $1.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$4121 Aug 202618d left+$0.25/sh+$251
cycle +$1,571
[-$614…-$28] · 23% credit
69%
surv 57%
-$17,531 NOT
cap gain +$4,849
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4014 Aug 202612d left-$0.15/sh-$147
cycle +$1,173
[-$985…-$417] · 11% credit
65%
surv 53%
-$18,731 NOT
cap gain +$3,649
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$1.24/sh-$1,244
cycle +$76
[-$2,457…-$1,646]
81%
surv 78%
-$13,451 NOT
cap gain +$8,929
budget: banked $1,320 debit $1,244 (94% used ≈ 1.2 wk of income) → whole cycle still +$76 cash · rolled 10 ct earn ≈ $1,819/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$4,400/mo
vs 50% target ($2,119/mo)+108%
vs normal income ($4,238/mo)104% covered
Net income (after hedge)$4,241/mo
Downside budget
⚠ $40 is $18 below CC-SS $58.30: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,984
… as % of IC ($7,300)232.7%
… as % of ML ($47,300)35.9%
Recovery months (at normal income)4.0 mo
Surgical close (10 ct)$-22,610
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.32 collected) or spot ≥ $41.55 (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 $46.84 (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
$40-41.55
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
≥ $41.55
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)$1,320$-18,585+$3,795+$1,310
+2.5%$41.00 (≤1σ, normal week)$320$-18,470+$3,910+$310
+5%$42.00 (≤1σ, normal week)$-680$-18,355+$4,025-$690
SS (= V-bounce)$56.15 (3.2σ)$-14,830$-16,727+$5,653-$13,690
V-BOUNCE STRESS (stock → CC-SS $58.30, where you are whole again, by expiry)
Starting unrealized P&L: $-22,380
+ Fortress recovery (un-capped): +$22,884
− CC assignment net of premium (10 × $40): -$16,984
Total Position P&L @ SS: $-16,480 (+$5,900 vs today)
Do-nothing baseline at SS: $-2,790 (this trade vs do-nothing: $-13,690, the opportunity cost of earning $4,400/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 (40 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 40 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: 1.115 (IBKR)  |  Recovery@SS: +$22,884 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,790

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$432d31 Jul 2026$0.217/10$2,205$2,05297%97%+$2,053-$10,566144.7%$-11,050 (vs do-nothing $-8,260)
$42.502d31 Jul 2026$0.246/10$2,160$2,00995%96%+$1,942-$9,338127.9%$-10,152 (vs do-nothing $-7,362)
$422d31 Jul 2026$0.335/10$2,475$2,32694%95%+$2,178-$7,987109.4%$-9,130 (vs do-nothing $-6,340)
$41.502d31 Jul 2026$0.246/10$2,160$2,00991%94%+$1,591-$9,938136.1%$-10,752 (vs do-nothing $-7,962)
$412d31 Jul 2026$0.355/10$2,625$2,47688%92%+$1,888-$8,477116.1%$-9,620 (vs do-nothing $-6,830)
$40.502d31 Jul 2026$0.355/10$2,625$2,47684%91%+$1,509-$8,727119.5%$-9,870 (vs do-nothing $-7,080)
$402d31 Jul 2026$0.862/10$2,580$2,43680%88%+$1,921-$3,48947.8%$-5,620 (vs do-nothing $-2,830)
$41.509d7 Aug 2026$0.769/10$2,280$2,12376%81%+$289-$14,440197.8%$-14,265 (vs do-nothing $-11,475)
$39.502d31 Jul 2026$0.872/10$2,610$2,46675%85%+$1,661-$3,58749.1%$-5,718 (vs do-nothing $-2,928)
$4216d14 Aug 2026$1.1710/10$2,194$2,03573%80%+$93-$15,134207.3%$-14,630 (vs do-nothing $-11,840)
$419d7 Aug 2026$1.106/10$2,200$2,04973%80%+$643-$9,722133.2%$-10,536 (vs do-nothing $-7,746)
$41.5016d14 Aug 2026$1.1510/10$2,156$1,99771%79%$-181-$15,654214.4%$-15,150 (vs do-nothing $-12,360)
$40.509d7 Aug 2026$1.076/10$2,140$1,98971%80%+$320-$10,040137.5%$-10,854 (vs do-nothing $-8,064)
Show 27 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$41.5023d21 Aug 2026$1.6610/10$2,165$2,00670%78%+$129-$15,144207.5%$-14,640 (vs do-nothing $-11,850)
$4116d14 Aug 2026$1.309/10$2,194$2,03769%78%$-142-$14,404197.3%$-14,229 (vs do-nothing $-11,439)
$4123d21 Aug 2026$1.949/10$2,277$2,12068%77%+$274-$13,828189.4%$-13,653 (vs do-nothing $-10,863)
$409d7 Aug 2026$1.325/10$2,200$2,05168%76%+$435-$8,492116.3%$-9,635 (vs do-nothing $-6,845)
$40.5016d14 Aug 2026$1.598/10$2,385$2,23067%76%+$84-$12,971177.7%$-13,126 (vs do-nothing $-10,336)
$40.5023d21 Aug 2026$1.989/10$2,324$2,16766%76%+$136-$14,242195.1%$-14,067 (vs do-nothing $-11,277)
$4016d14 Aug 2026$1.409/10$2,362$2,20665%75%$-500-$15,214208.4%$-15,039 (vs do-nothing $-12,249)
$392d31 Jul 2026$0.892/10$2,670$2,52665%75%+$430-$3,68350.4%$-5,814 (vs do-nothing $-3,024)
$39.509d7 Aug 2026$1.485/10$2,467$2,31764%75%+$421-$8,662118.7%$-9,805 (vs do-nothing $-7,015)
$4023d21 Aug 2026$2.308/10$2,400$2,24564%74%+$279-$12,803175.4%$-12,958 (vs do-nothing $-10,168)
$39.5016d14 Aug 2026$1.727/10$2,258$2,10463%73%$-199-$11,959163.8%$-12,443 (vs do-nothing $-9,653)
$39.5023d21 Aug 2026$2.347/10$2,137$1,98362%74%+$114-$11,525157.9%$-12,009 (vs do-nothing $-9,219)
$399d7 Aug 2026$1.555/10$2,583$2,43461%73%+$224-$8,877121.6%$-10,020 (vs do-nothing $-7,230)
$3916d14 Aug 2026$1.956/10$2,194$2,04260%73%$-125-$10,412142.6%$-11,226 (vs do-nothing $-8,436)
$3923d21 Aug 2026$2.567/10$2,337$2,18460%73%+$137-$11,721160.6%$-12,205 (vs do-nothing $-9,415)
$38.502d31 Jul 2026$1.172/10$3,510$3,36660%74%+$723-$3,72751.1%$-5,858 (vs do-nothing $-3,068)
$38.509d7 Aug 2026$1.455/10$2,417$2,26758%72%$-291-$9,177125.7%$-10,320 (vs do-nothing $-7,530)
$38.5023d21 Aug 2026$2.826/10$2,207$2,05658%72%+$158-$10,190139.6%$-11,004 (vs do-nothing $-8,214)
$38.5016d14 Aug 2026$1.707/10$2,231$2,07858%71%$-742-$12,673173.6%$-13,157 (vs do-nothing $-10,367)
$3823d21 Aug 2026$2.906/10$2,270$2,11856%72%+$47-$10,442143.0%$-11,256 (vs do-nothing $-8,466)
$3816d14 Aug 2026$2.265/10$2,119$1,96955%71%$-210-$9,022123.6%$-10,165 (vs do-nothing $-7,375)
$389d7 Aug 2026$1.654/10$2,200$2,05255%69%$-272-$7,462102.2%$-8,934 (vs do-nothing $-6,144)
$382d31 Jul 2026$1.461/10$2,190$2,04854%71%+$477-$1,88425.8%$-4,345 (vs do-nothing $-1,555)
$37.5023d21 Aug 2026$3.006/10$2,348$2,19753%70%$-59-$10,682146.3%$-11,496 (vs do-nothing $-8,706)
$37.5016d14 Aug 2026$2.805/10$2,625$2,47653%69%+$77-$9,002123.3%$-10,145 (vs do-nothing $-7,355)
$37.509d7 Aug 2026$1.684/10$2,240$2,09251%69%$-567-$7,650104.8%$-9,122 (vs do-nothing $-6,332)
$37.502d31 Jul 2026$1.362/10$4,080$3,93649%68%$-80-$3,88953.3%$-6,020 (vs do-nothing $-3,230)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-29 21:41