FORTRESS FIGHT: ENPH @ $35.60

BE SS: $56.15  |  CC-SS: $59.45  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

ENPH @ $35.60   UNDERWATER $20.55 (36.6% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $59.45 (banked floor $57.45)  |  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$4,398/mo95% ann ROI on ML
Hedge rolling cost$126/mo
Unrealized P&L$-25,760fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,199/mo
HEDGE COVER
$126/mo
NORMAL INCOME
$4,398/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $7,300
ML VELOCITY
10.8 mo to earn back $47,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $59.45 in the fetched chain; the deepest available is $49C (15d, $20/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, 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)
$23,596
was $25,760 · 8% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$59.45 → $57.45
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 30 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 27 · %B 9 · hist falling (nightly)
LEVELS20W MA (bounce target) $44.18 (+24%) · daily UBB $47.33 · 1-wk expected move ±$4 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-27: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 9 contracts at $38 / 8d. This is the safest strike (survival 71%, breach 29%) that still earns 50% of normal income ($2,199/mo); it brings $2,261/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 × $36/8d for $4,894/mo, but breach risk rises to 44% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 7 × $47/8d (97% survival, $131/mo).
Downside anchor: the primary mortgages $18,699 (256% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 4.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-23,346 and cuts bleed by $113/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 · 7 Aug 2026 (8d) · sell 9 × $38, 71% survival, $2,261/mo (E[net] $-381/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d9 × $3871%$2,261$-381
E[net] arithmetic on the grand pick: keep $603 with probability 51%; on the 49% touch you roll, paying $1,385 to close and taking $536 back from the best priced door (net cash $849) 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.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $-381/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $38 (50% normal), 71% survival, breach 29%, $2,261/mo.
Stay at the pick. Stepping safer (the $39 rung (33% normal) lifts survival to 77% (breach 29% → 23%) for $709/mo less (31% income)) buys little extra safety; the income is doing real work covering the bleed.
ENPH  spot $35.60 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $477 Aug8d32.0%97%hist 100%6%hist 1%+1pp$35$131-$2,130$8,677
Sell 7 × $47 32.0% OTM over spot $35.60 7 Aug 2026 (8d, $0.18 mid)
= $35 credit for the 8d cycle → $131/mo projected
Survival (stays ≤ $47)
97%
Breach risk
3%
POP (stays ≤ $47.18)
97%
EV / mo
+$49
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
37% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-22/mo
median; plan ~$-15/mo after 68% keep · $-154 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.7-5.4], measured ONLY among the 37% 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)
2%
Flat exit net (mid-life)
-$1,297
Free roll-up
none
Safest escape (by 21 Aug 2026)
$48 @ 68% POP
60% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.69/sh now → $1.90 mid-life (likely $1.37–$2.78)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 58 simulated challenges: the $47 strike is typically first touched on day 7 of 8, at $48 (overshoots $1.29). 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
Roll out (same strike, buy time)~$4714 Aug 202611d left+$0.21/sh+$146
cycle +$181
[+$69…+$539] · 79% credit
66%
surv 53%
-$15,316 NOT
cap gain +$10,444
Max even-money escape in the band~$4821 Aug 202618d left+$0.10/sh+$72
cycle +$107
[-$149…+$478] · 67% credit
67%
surv 58%
-$14,580 NOT
cap gain +$11,180
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$4821 Aug 202618d left-$0.07/sh-$50
cycle -$15
[-$289…+$341] · 62% credit
68%
surv 60%
-$14,252 NOT
cap gain +$11,508
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$131/mo
vs 50% target ($2,199/mo)-94%
vs normal income ($4,398/mo)3% covered
Net income (after hedge)$11/mo
Downside budget
⚠ $47 is $12 below CC-SS $59.45: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,677
… as % of IC ($7,300)118.9%
… as % of ML ($47,300)18.3%
Recovery months (at normal income)2.0 mo
Surgical close (7 ct)$-18,123
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $47.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $47)); NOT the premium you collected. Momentum override: two daily closes above $47.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $46.53Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$47-47.18
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
≥ $47.18
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$47.00 (2.4σ)$35$-15,462+$10,298+$28
+2.5%$48.17 (2.7σ)$-787$-15,227+$10,533-$794
+5%$49.35 (2.9σ)$-1,610$-15,097+$10,663-$1,372
SS (= V-bounce)$56.15 (4.4σ)$-6,370$-15,777+$9,983-$1,372
V-BOUNCE STRESS (stock → CC-SS $59.45, where you are whole again, by expiry)
Starting unrealized P&L: $-25,760
+ Fortress recovery (un-capped): +$21,462
− CC assignment net of premium (7 × $47): -$8,677
− Conservative CC assignment net of premium (3 × $49): -$3,131
Total Position P&L @ SS: $-16,107 (+$9,653 vs today)
Do-nothing baseline at SS: $-14,735 (this trade vs do-nothing: $-1,372, the opportunity cost of earning $131/mo FIGHT income now)
BB-reversion stress (→ $44.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-18,035 (+$7,725 vs today)
🛡 safe yield10 × $42.507 Aug8d19.4%91%hist 100%19%hist 5%+2pp$150$562-$1,699$16,796
Sell 10 × $42.50 19.4% OTM over spot $35.60 7 Aug 2026 (8d, $0.32 mid)
= $150 credit for the 8d cycle → $562/mo projected
Survival (stays ≤ $42.50)
91%
Breach risk
9%
POP (stays ≤ $42.81)
92%
EV / mo
+$17
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
38% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$218/mo
median; plan ~$149/mo after 68% keep · $1,607 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.1-5.6], measured ONLY among the 38% 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)
-$1,571
Free roll-up
none
Safest escape (by 21 Aug 2026)
$45 @ 72% POP
65% 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: $2.43/sh now → $1.72 mid-life (likely $1.42–$2.53)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 343 simulated challenges: the $42 strike is typically first touched on day 6 of 8, at $44 (overshoots $1.17). 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)~$4214 Aug 202611d left+$0.32/sh+$318
cycle +$468
[+$120…+$621] · 88% credit
66%
surv 53%
-$19,082 NOT
cap gain +$6,678
Reliable up-and-out (highest cap still free ≥60%)~$4321 Aug 202618d left+$0.20/sh+$204
cycle +$354
[-$161…+$544] · 63% credit
67%
surv 58%
-$18,386 NOT
cap gain +$7,374
Max even-money escape in the band~$4421 Aug 202618d left+$0.03/sh+$32
cycle +$182
[-$367…+$353] · 49% credit
69%
surv 61%
-$18,108 NOT
cap gain +$7,652
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4521 Aug 202618d left-$0.10/sh-$105
cycle +$45
[-$521…+$197] · 38% credit
72%
surv 65%
-$17,345 NOT
cap gain +$8,415
budget: banked $150 debit $105 (70% used ≈ 0.8 wk of income) → whole cycle still +$45 cash · rolled 10 ct earn ≈ $2,694/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$562/mo
vs 50% target ($2,199/mo)-74%
vs normal income ($4,398/mo)13% covered
Net income (after hedge)$436/mo
Downside budget
⚠ $42.50 is $17 below CC-SS $59.45: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,796
… as % of IC ($7,300)230.1%
… as % of ML ($47,300)35.5%
Recovery months (at normal income)3.8 mo
Surgical close (10 ct)$-25,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $42.81 (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 $47.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $42.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-42.81
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
≥ $42.81
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.50 (1.5σ)$150$-19,400+$6,360+$140
+2.5%$43.56 (1.7σ)$-912$-19,506+$6,254-$922
+5%$44.62 (1.9σ)$-1,975$-19,612+$6,148-$1,985
SS (= V-bounce)$56.15 (4.4σ)$-13,500$-20,765+$4,995-$6,360
V-BOUNCE STRESS (stock → CC-SS $59.45, where you are whole again, by expiry)
Starting unrealized P&L: $-25,760
+ Fortress recovery (un-capped): +$21,462
− CC assignment net of premium (10 × $42.50): -$16,796
Total Position P&L @ SS: $-21,095 (+$4,665 vs today)
Do-nothing baseline at SS: $-14,735 (this trade vs do-nothing: $-6,360, the opportunity cost of earning $562/mo FIGHT income now)
BB-reversion stress (→ $44.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,530, position total $-19,568 (+$6,192 vs today)
33% normal9 × $397 Aug8d9.6%77%hist 96%48%hist 28%+6pp$414$1,552-$709$17,988
Sell 9 × $39 9.6% OTM over spot $35.60 7 Aug 2026 (8d, $0.64 mid)
= $414 credit for the 8d cycle → $1,552/mo projected
Survival (stays ≤ $39)
77%
Breach risk
23%
POP (stays ≤ $39.63)
80%
EV / mo
$-220
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
40% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$527/mo
median; plan ~$359/mo after 68% keep · $3,887 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.6-5.6], measured ONLY among the 40% 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)
36%
Flat exit net (mid-life)
-$1,007
Free roll-up
none
Safest escape (by 21 Aug 2026)
$43 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.23/sh now → $1.58 mid-life (likely $1.65–$2.55)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$1.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,077 simulated challenges: the $39 strike is typically first touched on day 4 of 8, at $40 (overshoots $1.02). 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%)~$3921 Aug 202618d left+$0.58/sh+$526
cycle +$940
[+$150…+$588] · 88% credit
67%
surv 56%
-$21,399 NOT
cap gain +$4,361
Roll out (same strike, buy time)~$3914 Aug 202611d left+$0.38/sh+$345
cycle +$759
[+$69…+$410] · 84% credit
66%
surv 53%
-$21,940 NOT
cap gain +$3,820
Max even-money escape in the band~$4121 Aug 202618d left+$0.00/sh+$0
cycle +$414
[-$462…+$7] · 26% credit
71%
surv 64%
-$20,575 NOT
cap gain +$5,185
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4321 Aug 202618d left-$0.45/sh-$403
cycle +$11
[-$937…-$428] · 7% credit
79%
surv 74%
-$18,728 NOT
cap gain +$7,032
budget: banked $414 debit $403 (97% used ≈ 1.1 wk of income) → whole cycle still +$11 cash · rolled 9 ct earn ≈ $1,698/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$1,552/mo
vs 50% target ($2,199/mo)-29%
vs normal income ($4,398/mo)35% covered
Net income (after hedge)$1,428/mo
Downside budget
⚠ $39 is $20 below CC-SS $59.45: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,988
… as % of IC ($7,300)246.4%
… as % of ML ($47,300)38.0%
Recovery months (at normal income)4.1 mo
Surgical close (9 ct)$-23,342
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $39.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $39)); NOT the premium you collected. Momentum override: two daily closes above $47.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $38.61Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$39-39.63
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
≥ $39.63
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$39.00 (≤1σ, normal week)$414$-22,285+$3,475+$405
+2.5%$39.97 (≤1σ, normal week)$-463$-22,285+$3,475-$472
+5%$40.95 (1.1σ)$-1,341$-22,285+$3,475-$1,350
SS (= V-bounce)$56.15 (4.4σ)$-15,021$-23,000+$2,760-$8,595
V-BOUNCE STRESS (stock → CC-SS $59.45, where you are whole again, by expiry)
Starting unrealized P&L: $-25,760
+ Fortress recovery (un-capped): +$21,462
− CC assignment net of premium (9 × $39): -$17,988
− Conservative CC assignment net of premium (1 × $49): -$1,044
Total Position P&L @ SS: $-23,330 (+$2,430 vs today)
Do-nothing baseline at SS: $-14,735 (this trade vs do-nothing: $-8,595, the opportunity cost of earning $1,552/mo FIGHT income now)
BB-reversion stress (→ $44.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,248, position total $-22,285 (+$3,475 vs today)
🎯 50% normal9 × $387 Aug8d6.7%71%hist 96%61%hist 51%+6pp$603$2,261$18,699
Sell 9 × $38 6.7% OTM over spot $35.60 7 Aug 2026 (8d, $0.85 mid)
= $603 credit for the 8d cycle → $2,261/mo projected
Survival (stays ≤ $38)
71%
Breach risk
29%
POP (stays ≤ $38.85)
76%
EV / mo
$-249
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
41% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$716/mo
median; plan ~$487/mo after 68% keep · $5,200 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.4-5.7], measured ONLY among the 41% 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)
49%
Flat exit net (mid-life)
-$782
Free roll-up
none
Safest escape (by 21 Aug 2026)
$42 @ 79% POP
75% 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: $2.18/sh now → $1.54 mid-life (likely $1.86–$2.65)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$0.87/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,456 simulated challenges: the $38 strike is typically first touched on day 3 of 8, at $39 (overshoots $1.06). 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%)~$3821 Aug 202618d left+$0.60/sh+$536
cycle +$1,139
[+$97…+$434] · 84% credit
67%
surv 56%
-$22,100 NOT
cap gain +$3,660
Roll out (same strike, buy time)~$3814 Aug 202611d left+$0.40/sh+$360
cycle +$963
[+$35…+$295] · 80% credit
66%
surv 53%
-$22,636 NOT
cap gain +$3,124
Max even-money escape in the band~$4021 Aug 202618d left+$0.01/sh+$13
cycle +$616
[-$532…-$126] · 16% credit
71%
surv 64%
-$21,273 NOT
cap gain +$4,487
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4221 Aug 202618d left-$0.43/sh-$389
cycle +$214
[-$1,002…-$559] · 4% credit
79%
surv 75%
-$19,425 NOT
cap gain +$6,335
budget: banked $603 debit $389 (64% used ≈ 0.7 wk of income) → whole cycle still +$214 cash · rolled 9 ct earn ≈ $1,660/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$2,261/mo
vs 50% target ($2,199/mo)+3%
vs normal income ($4,398/mo)51% covered
Net income (after hedge)$2,137/mo
Downside budget
⚠ $38 is $21 below CC-SS $59.45: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,699
… as % of IC ($7,300)256.1%
… as % of ML ($47,300)39.5%
Recovery months (at normal income)4.3 mo
Surgical close (9 ct)$-23,346
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.67 collected) or spot ≥ $38.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $38)); NOT the premium you collected. Momentum override: two daily closes above $47.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $37.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$38-38.85
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
≥ $38.85
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$38.00 (≤1σ, normal week)$603$-22,996+$2,764+$594
+2.5%$38.95 (≤1σ, normal week)$-252$-22,996+$2,764-$261
+5%$39.90 (≤1σ, normal week)$-1,107$-22,996+$2,764-$1,116
SS (= V-bounce)$56.15 (4.4σ)$-15,732$-23,711+$2,049-$9,306
V-BOUNCE STRESS (stock → CC-SS $59.45, where you are whole again, by expiry)
Starting unrealized P&L: $-25,760
+ Fortress recovery (un-capped): +$21,462
− CC assignment net of premium (9 × $38): -$18,699
− Conservative CC assignment net of premium (1 × $49): -$1,044
Total Position P&L @ SS: $-24,041 (+$1,719 vs today)
Do-nothing baseline at SS: $-14,735 (this trade vs do-nothing: $-9,306, the opportunity cost of earning $2,261/mo FIGHT income now)
BB-reversion stress (→ $44.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,959, position total $-22,996 (+$2,764 vs today)
100% normal9 × $367 Aug8d1.1%56%hist 79%93%hist 90%+9pp$1,305$4,894+$2,632$19,797
Sell 9 × $36 1.1% OTM over spot $35.60 7 Aug 2026 (8d, $1.57 mid)
= $1,305 credit for the 8d cycle → $4,894/mo projected
Survival (stays ≤ $36)
56%
Breach risk
44%
POP (stays ≤ $37.57)
68%
EV / mo
+$107
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
41% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~10.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,164/mo
median; plan ~$791/mo after 68% keep · $8,612 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.8-5.8], measured ONLY among the 41% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
74%
Flat exit net (mid-life)
-$7
Free roll-up
+$0/wk
Safest escape (by 21 Aug 2026)
$46 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.06/sh now → $1.46 mid-life (likely $2.01–$2.90)≈ $0 at expiry  |  you banked $1.45/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,215 simulated challenges: the $36 strike is typically first touched on day 2 of 8, at $37 (overshoots $1.14). 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%)~$3621 Aug 202618d left+$0.61/sh+$552
cycle +$1,857
[-$13…+$286] · 74% credit
67%
surv 56%
-$23,182 NOT
cap gain +$2,578
Roll out (same strike, buy time)~$3614 Aug 202611d left+$0.43/sh+$384
cycle +$1,689
[-$29…+$184] · 71% credit
66%
surv 53%
-$23,710 NOT
cap gain +$2,050
Up-and-out for even (raise the cap, free)~$3614 Aug 202611d left+$0.02/sh+$20
cycle +$1,325
[-$549…-$231] · 8% credit
66%
surv 56%
-$23,714 NOT
cap gain +$2,046
Max even-money escape in the band~$3821 Aug 202618d left+$0.04/sh+$35
cycle +$1,340
[-$660…-$263] · 8% credit
71%
surv 64%
-$22,349 NOT
cap gain +$3,411
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4621 Aug 202618d left-$1.09/sh-$984
cycle +$321
[-$2,016…-$1,374]
91%
surv 91%
-$16,168 NOT
cap gain +$9,592
budget: banked $1,305 debit $984 (75% used ≈ 0.9 wk of income) → whole cycle still +$321 cash · rolled 9 ct earn ≈ $547/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$4,894/mo
vs 50% target ($2,199/mo)+123%
vs normal income ($4,398/mo)111% covered
Net income (after hedge)$4,770/mo
Downside budget
⚠ $36 is $23 below CC-SS $59.45: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,797
… as % of IC ($7,300)271.2%
… as % of ML ($47,300)41.9%
Recovery months (at normal income)4.5 mo
Surgical close (9 ct)$-23,292
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.45 collected) or spot ≥ $37.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $36)); NOT the premium you collected. Momentum override: two daily closes above $47.33 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $35.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$36-37.57
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
≥ $37.57
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$36.00 (≤1σ, normal week)$1,305$-24,094+$1,666+$1,296
+2.5%$36.90 (≤1σ, normal week)$495$-24,094+$1,666+$486
+5%$37.80 (≤1σ, normal week)$-315$-24,094+$1,666-$324
SS (= V-bounce)$56.15 (4.4σ)$-16,830$-24,809+$951-$10,404
V-BOUNCE STRESS (stock → CC-SS $59.45, where you are whole again, by expiry)
Starting unrealized P&L: $-25,760
+ Fortress recovery (un-capped): +$21,462
− CC assignment net of premium (9 × $36): -$19,797
− Conservative CC assignment net of premium (1 × $49): -$1,044
Total Position P&L @ SS: $-25,139 (+$621 vs today)
Do-nothing baseline at SS: $-14,735 (this trade vs do-nothing: $-10,404, the opportunity cost of earning $4,894/mo FIGHT income now)
BB-reversion stress (→ $44.18 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,057, position total $-24,094 (+$1,666 vs today)
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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 0.900 (fallback)  |  Recovery@SS: +$21,462 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-14,735

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$388d7 Aug 2026$0.679/10$2,261$2,13771%76%$-249-$18,699256.1%$-24,041 (vs do-nothing $-9,306)
$37.508d7 Aug 2026$0.808/10$2,400$2,27868%74%$-241-$16,917231.7%$-23,303 (vs do-nothing $-8,568)
$3815d14 Aug 2026$1.1610/10$2,320$2,19467%74%$-168-$20,286277.9%$-24,585 (vs do-nothing $-9,850)
$3822d21 Aug 2026$1.6610/10$2,264$2,13866%73%$-47-$19,786271.0%$-24,085 (vs do-nothing $-9,350)
$37.5015d14 Aug 2026$1.299/10$2,322$2,19865%73%$-197-$18,591254.7%$-23,933 (vs do-nothing $-9,198)
$378d7 Aug 2026$1.176/10$2,632$2,51464%73%+$299-$12,766174.9%$-21,239 (vs do-nothing $-6,504)
$37.5022d21 Aug 2026$1.7010/10$2,318$2,19264%72%$-225-$20,246277.3%$-24,545 (vs do-nothing $-9,810)
$3715d14 Aug 2026$1.707/10$2,380$2,26062%72%+$182-$14,522198.9%$-21,952 (vs do-nothing $-7,217)
$3722d21 Aug 2026$1.7910/10$2,441$2,31561%70%$-354-$20,656283.0%$-24,955 (vs do-nothing $-10,220)
$36.508d7 Aug 2026$1.116/10$2,498$2,38060%70%$-238-$13,102179.5%$-21,575 (vs do-nothing $-6,840)
$36.5015d14 Aug 2026$1.657/10$2,310$2,19059%70%$-152-$14,907204.2%$-22,337 (vs do-nothing $-7,602)
$36.5022d21 Aug 2026$1.969/10$2,405$2,28159%69%$-353-$18,888258.7%$-24,230 (vs do-nothing $-9,495)
$3622d21 Aug 2026$2.298/10$2,498$2,37656%68%$-185-$16,925231.9%$-23,311 (vs do-nothing $-8,576)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3615d14 Aug 2026$1.747/10$2,436$2,31656%68%$-314-$15,194208.1%$-22,624 (vs do-nothing $-7,889)
$368d7 Aug 2026$1.455/10$2,719$2,60356%68%+$60-$10,998150.7%$-20,515 (vs do-nothing $-5,780)
$35.5022d21 Aug 2026$2.357/10$2,243$2,12354%66%$-321-$15,117207.1%$-22,547 (vs do-nothing $-7,812)
$35.5015d14 Aug 2026$2.305/10$2,299$2,18353%67%+$111-$10,824148.3%$-20,340 (vs do-nothing $-5,605)
$35.508d7 Aug 2026$1.504/10$2,250$2,13652%66%$-218-$8,979123.0%$-19,539 (vs do-nothing $-4,804)
$3522d21 Aug 2026$2.547/10$2,425$2,30551%65%$-371-$15,334210.1%$-22,764 (vs do-nothing $-8,029)
$3515d14 Aug 2026$2.505/10$2,498$2,38250%65%+$23-$10,974150.3%$-20,490 (vs do-nothing $-5,756)
$358d7 Aug 2026$1.724/10$2,580$2,46648%64%$-267-$9,091124.5%$-19,651 (vs do-nothing $-4,916)

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  |  2026-07-30 19:14