FORTRESS FIGHT: ENPH @ $35.59

BE SS: $56.15  |  CC-SS: $59.02  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 21:39

ENPH @ $35.59   UNDERWATER $20.56 (36.6% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $59.02 (banked floor $57.03)  |  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$2,010/mo95% ann ROI on ML
Hedge rolling cost$330/mo
Unrealized P&L$-25,580fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,005/mo
HEDGE COVER
$330/mo
NORMAL INCOME
$2,010/mo (ATM CC, chain)
IC VELOCITY
3.6 mo to earn back $7,300
ML VELOCITY
23.5 mo to earn back $47,300
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $59.02 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)
$23,416
was $25,580 · 8% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$59.02 → $57.03
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 29 (live) · RSI 42 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 28 · %B 14 · hist falling (nightly)
LEVELS20W MA (bounce target) $44.20 (+24%) · daily UBB $47.28 · 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: 10 contracts at $41 / 8d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($1,005/mo); it brings $1,087/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 8 × $39/8d for $2,100/mo, but breach risk rises to 22% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 8 × $42.50/8d (93% survival, $330/mo).
Downside anchor: the primary mortgages $17,727 (243% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 8.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-25,795 and cuts bleed by $330/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 10 × $41, 88% survival, $1,087/mo (E[net] $-581/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 · 8d10 × $4188%$1,087$-581
E[net] arithmetic on the grand pick: keep $290 with probability 81%; on the 19% touch you roll, paying $2,192 to close and taking $98 back from the best priced door (net cash $2,094) 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] $-581/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $41 (50% normal), 88% survival, breach 12%, $1,087/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $41.50 rung (33% normal) lifts survival to 90% (breach 12% → 10%) for $397/mo less (37% income) buys safety you do not really need here.
ENPH  spot $35.59 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $42.507 Aug8d19.4%93%hist 100%15%hist 5%+2pp$88$330-$757$13,126
Sell 8 × $42.50 19.4% OTM over spot $35.59 7 Aug 2026 (8d, $0.32 mid)
= $88 credit for the 8d cycle → $330/mo projected
Survival (stays ≤ $42.50)
93%
Breach risk
7%
POP (stays ≤ $42.82)
93%
EV / mo
+$55
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
37% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-108/mo
median; plan ~$-73/mo after 68% keep · $-847 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.6-5.2], 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)
10%
Flat exit net (mid-life)
-$1,730
Free roll-up
none
Safest escape (by 21 Aug 2026)
$43 @ 67% POP
56% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.21/sh now → $2.27 mid-life (likely $1.91–$3.33)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$2.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 312 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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$4321 Aug 202618d left+$0.05/sh+$44
cycle +$132
[-$351…+$407] · 52% credit
67%
surv 56%
-$17,266 NOT
cap gain +$8,314
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 202611d left-$1.14/sh-$909
cycle -$821
[-$1,486…-$588] · 3% credit
60%
surv 53%
-$18,682 NOT
cap gain +$6,898
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$330/mo
vs 50% target ($1,005/mo)-67%
vs normal income ($2,010/mo)16% covered
Net income (after hedge)$4/mo
Downside budget
⚠ $42.50 is $17 below CC-SS $59.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,126
… as % of IC ($7,300)179.8%
… as % of ML ($47,300)27.8%
Recovery months (at normal income)6.5 mo
Surgical close (8 ct)$-20,632
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 ≥ $42.82 (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 $47.28 (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
$42-42.82
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
≥ $42.82
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.50 (1.5σ)$88$-17,773+$7,807+$80
+2.5%$43.56 (1.7σ)$-762$-17,437+$8,143-$770
+5%$44.62 (2.0σ)$-1,612$-17,101+$8,479-$1,620
SS (= V-bounce)$56.15 (4.5σ)$-10,832$-14,889+$10,691-$5,120
V-BOUNCE STRESS (stock → CC-SS $59.02, where you are whole again, by expiry)
Starting unrealized P&L: $-25,580
+ Fortress recovery (un-capped): +$26,150
− CC assignment net of premium (8 × $42.50): -$13,126
− Conservative CC assignment net of premium (2 × $49): -$2,001
Total Position P&L @ SS: $-14,557 (+$11,023 vs today)
Do-nothing baseline at SS: $-9,437 (this trade vs do-nothing: $-5,120, the opportunity cost of earning $330/mo FIGHT income now)
BB-reversion stress (→ $44.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,272, position total $-17,236 (+$8,344 vs today)
🛡 safe yield10 × $427 Aug8d18.0%91%hist 100%18%hist 5%+2pp$160$600-$487$16,857
Sell 10 × $42 18.0% OTM over spot $35.59 7 Aug 2026 (8d, $0.37 mid)
= $160 credit for the 8d cycle → $600/mo projected
Survival (stays ≤ $42)
91%
Breach risk
9%
POP (stays ≤ $42.37)
92%
EV / mo
+$159
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
40% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$45/mo
median; plan ~$30/mo after 68% keep · $238 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.6-5.3], 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)
13%
Flat exit net (mid-life)
-$2,086
Free roll-up
none
Safest escape (by 21 Aug 2026)
$42 @ 67% POP
56% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.17/sh now → $2.25 mid-life (likely $1.96–$3.23)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$2.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 392 simulated challenges: the $42 strike is typically first touched on day 6 of 8, at $43 (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 (10 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+$0.07/sh+$70
cycle +$230
[-$421…+$448] · 47% credit
67%
surv 56%
-$17,728 NOT
cap gain +$7,852
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 202611d left-$1.12/sh-$1,115
cycle -$955
[-$1,795…-$792] · 3% credit
60%
surv 53%
-$19,376 NOT
cap gain +$6,204
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$600/mo
vs 50% target ($1,005/mo)-40%
vs normal income ($2,010/mo)30% covered
Net income (after hedge)$270/mo
Downside budget
⚠ $42 is $17 below CC-SS $59.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,857
… as % of IC ($7,300)230.9%
… as % of ML ($47,300)35.6%
Recovery months (at normal income)8.4 mo
Surgical close (10 ct)$-25,790
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 $0.16 collected) or spot ≥ $42.37 (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 $47.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $41.58Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$42-42.37
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
≥ $42.37
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (1.4σ)$160$-18,261+$7,319+$150
+2.5%$43.05 (1.6σ)$-890$-18,139+$7,441-$900
+5%$44.10 (1.9σ)$-1,940$-18,017+$7,563-$1,950
SS (= V-bounce)$56.15 (4.5σ)$-13,990$-16,619+$8,961-$6,850
V-BOUNCE STRESS (stock → CC-SS $59.02, where you are whole again, by expiry)
Starting unrealized P&L: $-25,580
+ Fortress recovery (un-capped): +$26,150
− CC assignment net of premium (10 × $42): -$16,857
Total Position P&L @ SS: $-16,287 (+$9,293 vs today)
Do-nothing baseline at SS: $-9,437 (this trade vs do-nothing: $-6,850, the opportunity cost of earning $600/mo FIGHT income now)
BB-reversion stress (→ $44.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,040, position total $-18,006 (+$7,574 vs today)
33% normal8 × $41.507 Aug8d16.6%90%hist 99%21%hist 13%+2pp$184$690-$397$13,830
Sell 8 × $41.50 16.6% OTM over spot $35.59 7 Aug 2026 (8d, $0.36 mid)
= $184 credit for the 8d cycle → $690/mo projected
Survival (stays ≤ $41.50)
90%
Breach risk
10%
POP (stays ≤ $41.86)
91%
EV / mo
+$241
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
39% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$80/mo
median; plan ~$54/mo after 68% keep · $457 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.7-4.6], measured ONLY among the 39% 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)
-$1,591
Free roll-up
none
Safest escape (by 21 Aug 2026)
$42 @ 68% POP
58% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.14/sh now → $2.22 mid-life (likely $1.98–$3.29)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$1.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 437 simulated challenges: the $42 strike is typically first touched on day 6 of 8, at $43 (overshoots $1.12). 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~$4221 Aug 202618d left+$0.08/sh+$67
cycle +$251
[-$341…+$374] · 47% credit
67%
surv 56%
-$18,262 NOT
cap gain +$7,318
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-$0.16/sh-$125
cycle +$59
[-$569…+$158] · 33% credit
68%
surv 58%
-$17,897 NOT
cap gain +$7,683
budget: banked $184 debit $125 (68% used ≈ 0.8 wk of income) → whole cycle still +$59 cash · rolled 8 ct earn ≈ $2,750/mo while parked; 2 ct free to re-sell
Roll out (same strike, buy time)~$4214 Aug 202611d left-$1.09/sh-$875
cycle -$691
[-$1,434…-$646] · 1% credit
60%
surv 53%
-$19,668 NOT
cap gain +$5,912
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$690/mo
vs 50% target ($1,005/mo)-31%
vs normal income ($2,010/mo)34% covered
Net income (after hedge)$364/mo
Downside budget
⚠ $41.50 is $18 below CC-SS $59.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,830
… as % of IC ($7,300)189.4%
… as % of ML ($47,300)29.2%
Recovery months (at normal income)6.9 mo
Surgical close (8 ct)$-20,568
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 $0.23 collected) or spot ≥ $41.86 (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 $47.28 (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
$41-41.86
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
≥ $41.86
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$41.50 (1.3σ)$184$-18,793+$6,787+$176
+2.5%$42.54 (1.5σ)$-646$-18,465+$7,115-$654
+5%$43.58 (1.8σ)$-1,476$-18,137+$7,443-$1,484
SS (= V-bounce)$56.15 (4.5σ)$-11,536$-15,593+$9,987-$5,824
V-BOUNCE STRESS (stock → CC-SS $59.02, where you are whole again, by expiry)
Starting unrealized P&L: $-25,580
+ Fortress recovery (un-capped): +$26,150
− CC assignment net of premium (8 × $41.50): -$13,830
− Conservative CC assignment net of premium (2 × $49): -$2,001
Total Position P&L @ SS: $-15,261 (+$10,319 vs today)
Do-nothing baseline at SS: $-9,437 (this trade vs do-nothing: $-5,824, the opportunity cost of earning $690/mo FIGHT income now)
BB-reversion stress (→ $44.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,976, position total $-17,940 (+$7,640 vs today)
🎯 50% normal10 × $417 Aug8d15.2%88%hist 99%25%hist 13%+6pp$290$1,087$17,727
Sell 10 × $41 15.2% OTM over spot $35.59 7 Aug 2026 (8d, $0.51 mid)
= $290 credit for the 8d cycle → $1,087/mo projected
Survival (stays ≤ $41)
88%
Breach risk
12%
POP (stays ≤ $41.51)
90%
EV / mo
+$377
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
42% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$277/mo
median; plan ~$188/mo after 68% keep · $1,783 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-5.8], measured ONLY among the 42% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
19%
Flat exit net (mid-life)
-$1,902
Free roll-up
none
Safest escape (by 21 Aug 2026)
$42 @ 68% POP
58% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.10/sh now → $2.19 mid-life (likely $1.94–$3.28)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 560 simulated challenges: the $41 strike is typically first touched on day 5 of 8, at $42 (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 (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+$0.10/sh+$98
cycle +$388
[-$457…+$433] · 47% credit
67%
surv 56%
-$18,685 NOT
cap gain +$6,895
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-$0.14/sh-$142
cycle +$148
[-$727…+$174] · 34% credit
68%
surv 58%
-$18,367 NOT
cap gain +$7,213
budget: banked $290 debit $142 (49% used ≈ 0.6 wk of income) → whole cycle still +$148 cash · rolled 10 ct earn ≈ $3,418/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$4114 Aug 202611d left-$1.07/sh-$1,073
cycle -$783
[-$1,823…-$803] · 2% credit
60%
surv 53%
-$20,320 NOT
cap gain +$5,260
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$1,087/mo
vs 50% target ($1,005/mo)+8%
vs normal income ($2,010/mo)54% covered
Net income (after hedge)$757/mo
Downside budget
⚠ $41 is $18 below CC-SS $59.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,727
… as % of IC ($7,300)242.8%
… as % of ML ($47,300)37.5%
Recovery months (at normal income)8.8 mo
Surgical close (10 ct)$-25,795
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.29 collected) or spot ≥ $41.51 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $41)); NOT the premium you collected. Momentum override: two daily closes above $47.28 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $40.59Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$41-41.51
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
≥ $41.51
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$41.00 (1.2σ)$290$-19,247+$6,333+$280
+2.5%$42.02 (1.4σ)$-735$-19,128+$6,452-$745
+5%$43.05 (1.6σ)$-1,760$-19,009+$6,571-$1,770
SS (= V-bounce)$56.15 (4.5σ)$-14,860$-17,489+$8,091-$7,720
V-BOUNCE STRESS (stock → CC-SS $59.02, where you are whole again, by expiry)
Starting unrealized P&L: $-25,580
+ Fortress recovery (un-capped): +$26,150
− CC assignment net of premium (10 × $41): -$17,727
Total Position P&L @ SS: $-17,157 (+$8,423 vs today)
Do-nothing baseline at SS: $-9,437 (this trade vs do-nothing: $-7,720, the opportunity cost of earning $1,087/mo FIGHT income now)
BB-reversion stress (→ $44.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,910, position total $-18,876 (+$6,704 vs today)
100% normal8 × $397 Aug8d9.6%78%hist 96%45%hist 28%+5pp$560$2,100+$1,013$15,454
Sell 8 × $39 9.6% OTM over spot $35.59 7 Aug 2026 (8d, $0.80 mid)
= $560 credit for the 8d cycle → $2,100/mo projected
Survival (stays ≤ $39)
78%
Breach risk
22%
POP (stays ≤ $39.80)
83%
EV / mo
+$740
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
46% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~3.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$605/mo
median; plan ~$411/mo after 68% keep · $3,901 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.6-4.8], 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)
33%
Flat exit net (mid-life)
-$1,108
Free roll-up
none
Safest escape (by 21 Aug 2026)
$41 @ 74% POP
67% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.95/sh now → $2.09 mid-life (likely $2.24–$3.42)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$1.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 994 simulated challenges: the $39 strike is typically first touched on day 4 of 8, at $40 (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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$3921 Aug 202618d left+$0.15/sh+$121
cycle +$681
[-$462…+$114] · 32% credit
67%
surv 56%
-$20,623 NOT
cap gain +$4,957
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$4121 Aug 202618d left-$0.55/sh-$443
cycle +$117
[-$1,111…-$483] · 8% credit
74%
surv 67%
-$18,955 NOT
cap gain +$6,625
budget: banked $560 debit $443 (79% used ≈ 0.9 wk of income) → whole cycle still +$117 cash · rolled 8 ct earn ≈ $2,041/mo while parked; 2 ct free to re-sell
Roll out (same strike, buy time)~$3914 Aug 202611d left-$0.99/sh-$793
cycle -$233
[-$1,556…-$856] · 2% credit
60%
surv 53%
-$22,000 NOT
cap gain +$3,580
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,100/mo
vs 50% target ($1,005/mo)+109%
vs normal income ($2,010/mo)104% covered
Net income (after hedge)$1,774/mo
Downside budget
⚠ $39 is $20 below CC-SS $59.02: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,454
… as % of IC ($7,300)211.7%
… as % of ML ($47,300)32.7%
Recovery months (at normal income)7.7 mo
Surgical close (8 ct)$-20,544
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 $0.70 collected) or spot ≥ $39.80 (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 $47.28 (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
$39-39.80
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
≥ $39.80
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 1.12 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$39.00 (≤1σ, normal week)$560$-21,207+$4,373+$552
+2.5%$39.97 (≤1σ, normal week)$-220$-20,899+$4,681-$228
+5%$40.95 (1.2σ)$-1,000$-20,591+$4,989-$1,008
SS (= V-bounce)$56.15 (4.5σ)$-13,160$-17,217+$8,363-$7,448
V-BOUNCE STRESS (stock → CC-SS $59.02, where you are whole again, by expiry)
Starting unrealized P&L: $-25,580
+ Fortress recovery (un-capped): +$26,150
− CC assignment net of premium (8 × $39): -$15,454
− Conservative CC assignment net of premium (2 × $49): -$2,001
Total Position P&L @ SS: $-16,885 (+$8,695 vs today)
Do-nothing baseline at SS: $-9,437 (this trade vs do-nothing: $-7,448, the opportunity cost of earning $2,100/mo FIGHT income now)
BB-reversion stress (→ $44.20 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,600, position total $-19,564 (+$6,016 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 (38 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 38 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: 1.116 (IBKR)  |  Recovery@SS: +$26,150 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-9,437

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$418d7 Aug 2026$0.2910/10$1,087$75788%90%+$377-$17,727242.8%$-17,157 (vs do-nothing $-7,720)
$40.508d7 Aug 2026$0.358/10$1,050$72486%88%+$336-$14,534199.1%$-15,965 (vs do-nothing $-6,528)
$4222d21 Aug 2026$0.7710/10$1,050$72081%85%+$155-$16,247222.6%$-15,677 (vs do-nothing $-6,240)
$39.508d7 Aug 2026$0.496/10$1,102$78081%85%+$274-$11,416156.4%$-14,849 (vs do-nothing $-5,412)
$41.5022d21 Aug 2026$0.7810/10$1,064$73480%83%+$70-$16,737229.3%$-16,167 (vs do-nothing $-6,730)
$40.5015d14 Aug 2026$0.648/10$1,024$69879%82%$-57-$14,302195.9%$-15,733 (vs do-nothing $-6,296)
$4122d21 Aug 2026$0.929/10$1,129$80178%82%+$136-$15,388210.8%$-15,818 (vs do-nothing $-6,381)
$398d7 Aug 2026$0.704/10$1,050$73278%83%+$370-$7,727105.8%$-13,161 (vs do-nothing $-3,724)
$4015d14 Aug 2026$0.5510/10$1,100$77077%81%$-431-$18,467253.0%$-17,897 (vs do-nothing $-8,460)
$40.5022d21 Aug 2026$0.978/10$1,058$73277%81%+$79-$14,038192.3%$-15,469 (vs do-nothing $-6,032)
$38.508d7 Aug 2026$0.615/10$1,144$82475%81%+$105-$9,954136.4%$-14,387 (vs do-nothing $-4,950)
$4022d21 Aug 2026$1.256/10$1,023$70175%80%+$207-$10,660146.0%$-14,093 (vs do-nothing $-4,656)
$39.5022d21 Aug 2026$1.217/10$1,155$83173%79%+$99-$12,815175.5%$-15,247 (vs do-nothing $-5,810)
Show 25 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3915d14 Aug 2026$0.846/10$1,008$68672%78%$-164-$11,506157.6%$-14,939 (vs do-nothing $-5,502)
$388d7 Aug 2026$0.754/10$1,125$80772%78%+$116-$8,107111.1%$-13,541 (vs do-nothing $-4,104)
$3922d21 Aug 2026$1.356/10$1,105$78371%78%+$101-$11,200153.4%$-14,633 (vs do-nothing $-5,196)
$38.5015d14 Aug 2026$0.807/10$1,120$79670%76%$-420-$13,802189.1%$-16,234 (vs do-nothing $-6,797)
$38.5022d21 Aug 2026$1.476/10$1,203$88169%76%+$90-$11,428156.6%$-14,861 (vs do-nothing $-5,424)
$37.508d7 Aug 2026$0.943/10$1,058$74268%77%+$146-$6,17384.6%$-12,608 (vs do-nothing $-3,171)
$3815d14 Aug 2026$1.165/10$1,160$84068%76%$-29-$9,929136.0%$-14,362 (vs do-nothing $-4,925)
$3822d21 Aug 2026$1.675/10$1,139$81966%75%+$112-$9,674132.5%$-14,107 (vs do-nothing $-4,670)
$37.5015d14 Aug 2026$1.364/10$1,088$77065%74%$-22-$8,063110.5%$-13,497 (vs do-nothing $-4,060)
$378d7 Aug 2026$1.023/10$1,148$83264%75%+$57-$6,29986.3%$-12,734 (vs do-nothing $-3,297)
$37.5022d21 Aug 2026$1.825/10$1,241$92164%73%+$25-$9,849134.9%$-14,282 (vs do-nothing $-4,845)
$3715d14 Aug 2026$1.703/10$1,020$70462%74%+$106-$6,09583.5%$-12,530 (vs do-nothing $-3,093)
$3722d21 Aug 2026$1.944/10$1,058$74061%72%$-14-$8,031110.0%$-13,465 (vs do-nothing $-4,028)
$36.508d7 Aug 2026$1.213/10$1,361$1,04560%72%+$67-$6,39287.6%$-12,827 (vs do-nothing $-3,390)
$36.5015d14 Aug 2026$1.654/10$1,320$1,00259%71%$-54-$8,347114.3%$-13,781 (vs do-nothing $-4,344)
$36.5022d21 Aug 2026$2.134/10$1,162$84459%71%$-18-$8,155111.7%$-13,589 (vs do-nothing $-4,152)
$3622d21 Aug 2026$2.374/10$1,293$97556%70%$-2-$8,259113.1%$-13,693 (vs do-nothing $-4,256)
$368d7 Aug 2026$1.412/10$1,058$74456%71%+$40-$4,32159.2%$-11,757 (vs do-nothing $-2,320)
$3615d14 Aug 2026$1.853/10$1,110$79456%70%$-47-$6,35087.0%$-12,785 (vs do-nothing $-3,348)
$35.5022d21 Aug 2026$2.513/10$1,027$71154%69%$-37-$6,30286.3%$-12,737 (vs do-nothing $-3,300)
$35.5015d14 Aug 2026$1.095/10$1,090$77053%68%$-1,067-$11,214153.6%$-15,647 (vs do-nothing $-6,210)
$35.508d7 Aug 2026$1.542/10$1,155$84152%69%$-35-$4,39560.2%$-11,831 (vs do-nothing $-2,394)
$3522d21 Aug 2026$2.613/10$1,068$75251%68%$-96-$6,42288.0%$-12,857 (vs do-nothing $-3,420)
$3515d14 Aug 2026$1.155/10$1,150$83050%65%$-1,254-$11,434156.6%$-15,867 (vs do-nothing $-6,430)
$358d7 Aug 2026$1.662/10$1,245$93147%66%$-138-$4,47161.3%$-11,907 (vs do-nothing $-2,470)

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 21:39