FORTRESS FIGHT: ENPH @ $39.38

BE SS: $56.15  |  CC-SS: $58.48  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-08-05 21:42

ENPH @ $39.38   UNDERWATER $16.77 (29.9% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $56.15  |  CC-SS: $58.48 (banked floor $56.49)  |  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 2026-10-16 (entry $0.278/sh)

Economics

Max Loss$47,300(ND $7.30 + SW $40) x 1000
Normal income ref$5,006/mo95% ann ROI on ML
Hedge rolling cost$171/mo
Unrealized P&L$-20,675fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,503/mo
HEDGE COVER
$171/mo
NORMAL INCOME
$5,006/mo (ATM CC, chain)
IC VELOCITY
1.5 mo to earn back $7,300
ML VELOCITY
9.4 mo to earn back $47,300
Deep drawdown confirmed: a CC at CC-SS $58.48 (probe: $55C 16d) brings only $281/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)
$18,511
was $20,675 · 10% earned back
Cycles closed
4
Credit in flight
$380
CC-SS · banked floor (info)
$58.48 → $56.49
Open legAcctCredit/shIn flightOpened
10x $41C 7 Aug 2026U18827291$0.38$3802026-07-31
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 45 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $64.96 (+65%) · daily UBB $45.39 · 1-wk expected move ±$5 (chain IV)
SETUPNo tilt: engine default. (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 $44 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($2,503/mo); it brings $2,700/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 7 × $42/2d for $5,460/mo, but breach risk rises to 21% (+12pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 3 × $46.50/2d (97% survival, $180/mo).
Downside anchor: the primary mortgages $12,852 (176% of IC) ONLY on a full V-bounce all the way to SS $56, recoverable in 2.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 9 contracts realizes $-18,675 and cuts bleed by $154/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 · 7 Aug 2026 (2d) · sell 9 × $44, 90% survival, $2,700/mo (E[net] $1,864/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 🏆7 Aug 2026 · 2d9 × $4490%$2,700$1,864
NEXT FRIDAY14 Aug 2026 · 9d9 × $43.5077%$2,520$-825
E[net] arithmetic on the grand pick: keep $180 with probability 90%; on the 10% touch you roll, paying $1,597 to close and taking $1,212 back from the best priced door (net cash $385) 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 · 7 Aug 2026 · 2d · E[net] $1,864/mo 🏆 GRAND PICK

🎯 Engine pick: sell 9 × $44 (50% normal), 90% survival, breach 10%, $2,700/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 94% (breach 10% → 6%) for $900/mo less (33% income) buys safety you do not really need here.
ENPH  spot $39.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $46.507 Aug2d18.1%97%hist 99%7%hist 1%+0pp$12$180-$2,520$3,582
Sell 3 × $46.50 18.1% OTM over spot $39.38 7 Aug 2026 (2d, $0.17 mid)
= $12 credit for the 2d cycle → $180/mo projected
Survival (stays ≤ $46.50)
97%
Breach risk
3%
POP (stays ≤ $46.67)
97%
EV / mo
+$81
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
58% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$162/mo
median; plan ~$110/mo after 68% keep · $663 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.4], measured ONLY among the 58% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$551
Free roll-up
none
Safest escape (by 28 Aug 2026)
$50 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $2.65/sh now → $1.88 mid-life (likely $1.89–$3.27)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$1.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 57 simulated challenges: the $46 strike is typically first touched on day 2 of 2, at $48 (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 (3 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%)~$4821 Aug 202615d left+$0.54/sh+$161
cycle +$173
[-$59…+$201] · 61% credit
70%
surv 59%
-$11,342 NOT
cap gain +$9,333
Max even-money escape in the band~$5028 Aug 202622d left+$0.47/sh+$142
cycle +$154
[-$120…+$172] · 49% credit
75%
surv 68%
-$8,613 NOT
cap gain +$12,062
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 20268d left-$0.18/sh-$53
cycle -$41
[-$303…-$26] · 21% credit
63%
surv 53%
-$12,786 NOT
cap gain +$7,889
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 ($2,503/mo)-93%
vs normal income ($5,006/mo)4% covered
Net income (after hedge)$206/mo
Downside budget
⚠ $46.50 is $12 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,582
… as % of IC ($7,300)49.1%
… as % of ML ($47,300)7.6%
Recovery months (at normal income)0.7 mo
Surgical close (3 ct)$-6,242
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 $0.04 collected) or spot ≥ $46.67 (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 $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $46.03Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$46-46.67
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
≥ $46.67
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$46.50 (2.6σ)$12$-12,733+$7,942-$33
+2.5%$47.66 (3.0σ)$-337$-11,804+$8,871-$382
+5%$48.83 (3.5σ)$-686$-10,875+$9,800-$730
SS (= V-bounce)$56.15 (6.1σ)$-2,883$-5,828+$14,847-$2,583
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (3 × $46.50): -$3,582
− Conservative CC assignment net of premium (7 × $55): -$2,331
Total Position P&L @ SS: $-5,597 (+$15,078 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-2,583, the opportunity cost of earning $180/mo FIGHT income now)
33% normal10 × $457 Aug2d14.3%94%hist 99%13%hist 6%+5pp$120$1,800-$900$13,360
Sell 10 × $45 14.3% OTM over spot $39.38 7 Aug 2026 (2d, $0.17 mid)
= $120 credit for the 2d cycle → $1,800/mo projected
Survival (stays ≤ $45)
94%
Breach risk
6%
POP (stays ≤ $45.17)
94%
EV / mo
+$1,009
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
62% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$992/mo
median; plan ~$674/mo after 68% keep · $3,477 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-3.0], 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)
5%
Flat exit net (mid-life)
-$1,695
Free roll-up
none
Safest escape (by 28 Aug 2026)
$49 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.57/sh now → $1.82 mid-life (likely $1.66–$3.59)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$1.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 162 simulated challenges: the $45 strike is typically first touched on day 2 of 2, at $46 (overshoots $1.24). 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%)~$4621 Aug 202615d left+$0.56/sh+$557
cycle +$677
[-$451…+$784] · 62% credit
70%
surv 59%
-$12,591 NOT
cap gain +$8,084
Max even-money escape in the band~$4928 Aug 202622d left+$0.48/sh+$483
cycle +$603
[-$690…+$694] · 54% credit
75%
surv 68%
-$9,917 NOT
cap gain +$10,758
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4514 Aug 20268d left-$0.14/sh-$141
cycle -$21
[-$1,255…+$54] · 27% credit
64%
surv 53%
-$14,520 NOT
cap gain +$6,155
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$1,800/mo
vs 50% target ($2,503/mo)-28%
vs normal income ($5,006/mo)36% covered
Net income (after hedge)$1,629/mo
Downside budget
⚠ $45 is $13 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,360
… as % of IC ($7,300)183.0%
… as % of ML ($47,300)28.2%
Recovery months (at normal income)2.7 mo
Surgical close (10 ct)$-20,725
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 $0.12 collected) or spot ≥ $45.17 (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 $45.39 (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
$45-45.17
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
≥ $45.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (2.1σ)$120$-14,379+$6,296-$30
+2.5%$46.12 (2.5σ)$-1,005$-14,267+$6,408-$1,155
+5%$47.25 (2.9σ)$-2,130$-14,156+$6,519-$2,280
SS (= V-bounce)$56.15 (6.1σ)$-11,030$-13,275+$7,400-$10,030
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (10 × $45): -$13,360
Total Position P&L @ SS: $-13,044 (+$7,631 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-10,030, the opportunity cost of earning $1,800/mo FIGHT income now)
🎯 50% normal9 × $447 Aug2d11.7%90%hist 99%20%hist 6%+7pp$180$2,700$12,852
Sell 9 × $44 11.7% OTM over spot $39.38 7 Aug 2026 (2d, $0.28 mid)
= $180 credit for the 2d cycle → $2,700/mo projected
Survival (stays ≤ $44)
90%
Breach risk
10%
POP (stays ≤ $44.27)
91%
EV / mo
+$1,393
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
60% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,469/mo
median; plan ~$999/mo after 68% keep · $5,682 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-2.9], measured ONLY among the 60% 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)
-$1,417
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$48 @ 77% POP
71% 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: $2.51/sh now → $1.77 mid-life (likely $1.88–$3.59)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 296 simulated challenges: the $44 strike is typically first touched on day 2 of 2, at $45 (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%)~$4528 Aug 202622d left+$1.35/sh+$1,212
cycle +$1,392
[+$292…+$1,193] · 82% credit
69%
surv 57%
-$13,509 NOT
cap gain +$7,166
Max even-money escape in the band~$4828 Aug 202622d left+$0.49/sh+$439
cycle +$619
[-$635…+$412] · 53% credit
75%
surv 68%
-$10,985 NOT
cap gain +$9,690
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4514 Aug 20268d left+$0.02/sh+$14
cycle +$194
[-$936…-$10] · 22% credit
68%
surv 57%
-$14,708 NOT
cap gain +$5,967
Roll out (same strike, buy time)~$4414 Aug 20268d left-$0.12/sh-$107
cycle +$73
[-$1,128…-$133] · 17% credit
64%
surv 53%
-$15,510 NOT
cap gain +$5,165
Safety roll (pay small debit, max POP)~$4821 Aug 202615d left-$0.16/sh-$144
cycle +$36
[-$1,247…-$186] · 14% credit
77%
surv 71%
-$11,568 NOT
cap gain +$9,107
budget: banked $180 debit $144 (80% used ≈ 0.2 wk of income) → whole cycle still +$36 cash · rolled 9 ct earn ≈ $2,908/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$2,700/mo
vs 50% target ($2,503/mo)+8%
vs normal income ($5,006/mo)54% covered
Net income (after hedge)$2,557/mo
Downside budget
⚠ $44 is $14 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,852
… as % of IC ($7,300)176.1%
… as % of ML ($47,300)27.2%
Recovery months (at normal income)2.6 mo
Surgical close (9 ct)$-18,675
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 $0.20 collected) or spot ≥ $44.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-44.27
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $44.27
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (1.7σ)$180$-15,403+$5,272+$45
+2.5%$45.10 (2.1σ)$-810$-15,184+$5,491-$945
+5%$46.20 (2.5σ)$-1,800$-14,965+$5,710-$1,935
SS (= V-bounce)$56.15 (6.1σ)$-10,755$-13,100+$7,575-$9,855
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (9 × $44): -$12,852
− Conservative CC assignment net of premium (1 × $55): -$333
Total Position P&L @ SS: $-12,869 (+$7,806 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-9,855, the opportunity cost of earning $2,700/mo FIGHT income now)
🛡 safe yield10 × $447 Aug2d11.7%90%hist 99%20%hist 6%+8pp$200$3,000+$300$14,280
Sell 10 × $44 11.7% OTM over spot $39.38 7 Aug 2026 (2d, $0.28 mid)
= $200 credit for the 2d cycle → $3,000/mo projected
Survival (stays ≤ $44)
90%
Breach risk
10%
POP (stays ≤ $44.27)
91%
EV / mo
+$1,548
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
64% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,633/mo
median; plan ~$1,110/mo after 68% keep · $5,296 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.8-2.6], measured ONLY among the 64% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$1,575
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$48 @ 77% POP
71% 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: $2.51/sh now → $1.77 mid-life (likely $1.89–$3.44)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 275 simulated challenges: the $44 strike is typically first touched on day 2 of 2, at $45 (overshoots $1.33). 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%)~$4521 Aug 202615d left+$0.57/sh+$569
cycle +$769
[-$402…+$548] · 62% credit
70%
surv 59%
-$13,598 NOT
cap gain +$7,077
Max even-money escape in the band~$4828 Aug 202622d left+$0.49/sh+$488
cycle +$688
[-$623…+$435] · 55% credit
75%
surv 68%
-$10,931 NOT
cap gain +$9,744
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4514 Aug 20268d left+$0.02/sh+$15
cycle +$215
[-$958…-$31] · 22% credit
68%
surv 57%
-$14,701 NOT
cap gain +$5,974
Roll out (same strike, buy time)~$4414 Aug 20268d left-$0.12/sh-$119
cycle +$81
[-$1,174…-$173] · 16% credit
64%
surv 53%
-$15,517 NOT
cap gain +$5,158
Safety roll (pay small debit, max POP)~$4821 Aug 202615d left-$0.16/sh-$160
cycle +$40
[-$1,285…-$224] · 13% credit
77%
surv 71%
-$11,579 NOT
cap gain +$9,096
budget: banked $200 debit $160 (80% used ≈ 0.2 wk of income) → whole cycle still +$40 cash · rolled 10 ct earn ≈ $3,231/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,000/mo
vs 50% target ($2,503/mo)+20%
vs normal income ($5,006/mo)60% covered
Net income (after hedge)$2,829/mo
Downside budget
⚠ $44 is $14 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,280
… as % of IC ($7,300)195.6%
… as % of ML ($47,300)30.2%
Recovery months (at normal income)2.9 mo
Surgical close (10 ct)$-20,750
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 $0.20 collected) or spot ≥ $44.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $43.56Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$44-44.27
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $44.27
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$44.00 (1.7σ)$200$-15,398+$5,277+$50
+2.5%$45.10 (2.1σ)$-900$-15,289+$5,386-$1,050
+5%$46.20 (2.5σ)$-2,000$-15,180+$5,495-$2,150
SS (= V-bounce)$56.15 (6.1σ)$-11,950$-14,195+$6,480-$10,950
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (10 × $44): -$14,280
Total Position P&L @ SS: $-13,964 (+$6,711 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-10,950, the opportunity cost of earning $3,000/mo FIGHT income now)
100% normal7 × $427 Aug2d6.7%79%hist 92%44%hist 32%+7pp$364$5,460+$2,760$11,172
Sell 7 × $42 6.7% OTM over spot $39.38 7 Aug 2026 (2d, $0.63 mid)
= $364 credit for the 2d cycle → $5,460/mo projected
Survival (stays ≤ $42)
79%
Breach risk
21%
POP (stays ≤ $42.63)
83%
EV / mo
+$2,227
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
65% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,386/mo
median; plan ~$1,622/mo after 68% keep · $8,615 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.8-3.0], measured ONLY among the 65% 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)
25%
Flat exit net (mid-life)
-$822
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$48 @ 83% POP
79% 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: $2.40/sh now → $1.69 mid-life (likely $1.96–$3.82)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$1.17/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 739 simulated challenges: the $42 strike is typically first touched on day 2 of 2, at $43 (overshoots $1.45). 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%)~$4328 Aug 202622d left+$1.35/sh+$944
cycle +$1,308
[+$58…+$880] · 77% credit
69%
surv 57%
-$15,761 NOT
cap gain +$4,914
Max even-money escape in the band~$4628 Aug 202622d left+$0.49/sh+$345
cycle +$709
[-$656…+$251] · 43% credit
76%
surv 69%
-$13,064 NOT
cap gain +$7,611
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$4314 Aug 20268d left+$0.05/sh+$34
cycle +$398
[-$851…-$48] · 19% credit
68%
surv 57%
-$16,672 NOT
cap gain +$4,003
Roll out (same strike, buy time)~$4214 Aug 20268d left-$0.08/sh-$54
cycle +$310
[-$1,004…-$144] · 12% credit
64%
surv 53%
-$17,441 NOT
cap gain +$3,234
Safety roll (pay small debit, max POP)~$4821 Aug 202615d left-$0.49/sh-$342
cycle +$22
[-$1,441…-$468]
83%
surv 79%
-$11,552 NOT
cap gain +$9,123
budget: banked $364 debit $342 (94% used ≈ 0.3 wk of income) → whole cycle still +$22 cash · rolled 7 ct earn ≈ $1,688/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$5,460/mo
vs 50% target ($2,503/mo)+118%
vs normal income ($5,006/mo)109% covered
Net income (after hedge)$5,374/mo
Downside budget
⚠ $42 is $16 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,172
… as % of IC ($7,300)153.0%
… as % of ML ($47,300)23.6%
Recovery months (at normal income)2.2 mo
Surgical close (7 ct)$-14,549
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 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 $45.39 (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
$42-42.63
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$42.00 (≤1σ, normal week)$364$-17,387+$3,288+$259
+2.5%$43.05 (1.3σ)$-371$-16,968+$3,707-$476
+5%$44.10 (1.7σ)$-1,106$-16,549+$4,126-$1,211
SS (= V-bounce)$56.15 (6.1σ)$-9,541$-12,086+$8,589-$8,841
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (7 × $42): -$11,172
− Conservative CC assignment net of premium (3 × $55): -$999
Total Position P&L @ SS: $-11,855 (+$8,820 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-8,841, the opportunity cost of earning $5,460/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 · 14 Aug 2026 · 9d · E[net] $-825/mo

🎯 Engine pick: sell 9 × $43.50 (50% normal), 77% survival, breach 23%, $2,520/mo.
⚖️ Worth a safer step: the $45 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $787/mo less (31% 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 $45 rung, unless you need the income to cover the hedge bleed, or you expect ENPH to stay flat-to-down near term.
ENPH  spot $39.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge6 × $5014 Aug9d27.0%95%hist 99%11%hist 6%-0pp$60$200-$2,320$5,028
Sell 6 × $50 27.0% OTM over spot $39.38 14 Aug 2026 (9d, $0.29 mid)
= $60 credit for the 9d cycle → $200/mo projected
Survival (stays ≤ $50)
95%
Breach risk
5%
POP (stays ≤ $50.29)
95%
EV / mo
+$36
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
56% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$84/mo
median; plan ~$57/mo after 68% keep · $338 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.8], measured ONLY among the 56% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
7%
Flat exit net (mid-life)
-$1,680
Free roll-up
none
Safest escape (by 28 Aug 2026)
$51 @ 68% POP
56% 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: $4.10/sh now → $2.90 mid-life (likely $2.31–$4.04)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$2.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 197 simulated challenges: the $50 strike is typically first touched on day 7 of 9, at $51 (overshoots $1.45). 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~$5128 Aug 202618d left+$0.12/sh+$73
cycle +$133
[-$184…+$444] · 56% credit
68%
surv 56%
-$8,129 NOT
cap gain +$12,546
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$5021 Aug 202612d left-$0.30/sh-$180
cycle -$120
[-$386…+$172] · 38% credit
67%
surv 53%
-$9,064 NOT
cap gain +$11,611
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$200/mo
vs 50% target ($2,503/mo)-92%
vs normal income ($5,006/mo)4% covered
Net income (after hedge)$142/mo
Downside budget
⚠ $50 is $8 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,028
… as % of IC ($7,300)68.9%
… as % of ML ($47,300)10.6%
Recovery months (at normal income)1.0 mo
Surgical close (6 ct)$-12,519
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 $0.10 collected) or spot ≥ $50.29 (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 $45.39 (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
$50-50.29
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
≥ $50.29
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$50.00 (1.8σ)$60$-8,884+$11,791-$30
+2.5%$51.25 (2.1σ)$-690$-8,260+$12,415-$780
+5%$52.50 (2.3σ)$-1,440$-7,636+$13,039-$1,530
SS (= V-bounce)$56.15 (2.9σ)$-3,630$-6,275+$14,400-$3,030
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (6 × $50): -$5,028
− Conservative CC assignment net of premium (4 × $55): -$1,332
Total Position P&L @ SS: $-6,044 (+$14,631 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-3,030, the opportunity cost of earning $200/mo FIGHT income now)
🛡 safe yield10 × $4814 Aug9d21.9%91%hist 99%18%hist 6%+1pp$230$767-$1,753$10,250
Sell 10 × $48 21.9% OTM over spot $39.38 14 Aug 2026 (9d, $0.53 mid)
= $230 credit for the 9d cycle → $767/mo projected
Survival (stays ≤ $48)
91%
Breach risk
9%
POP (stays ≤ $48.53)
92%
EV / mo
+$237
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
55% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$321/mo
median; plan ~$218/mo after 68% keep · $1,463 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-4.0], measured ONLY among the 55% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
11%
Flat exit net (mid-life)
-$2,554
Free roll-up
none
Safest escape (by 28 Aug 2026)
$49 @ 68% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.94/sh now → $2.78 mid-life (likely $2.46–$4.09)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 337 simulated challenges: the $48 strike is typically first touched on day 6 of 9, at $49 (overshoots $1.42). 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~$4928 Aug 202618d left+$0.18/sh+$185
cycle +$415
[-$372…+$614] · 58% credit
68%
surv 56%
-$10,106 NOT
cap gain +$10,569
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4821 Aug 202612d left-$0.22/sh-$223
cycle +$7
[-$662…+$229] · 37% credit
67%
surv 53%
-$11,195 NOT
cap gain +$9,480
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$767/mo
vs 50% target ($2,503/mo)-69%
vs normal income ($5,006/mo)15% covered
Net income (after hedge)$596/mo
Downside budget
⚠ $48 is $10 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,250
… as % of IC ($7,300)140.4%
… as % of ML ($47,300)21.7%
Recovery months (at normal income)2.0 mo
Surgical close (10 ct)$-20,975
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 ≥ $48.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $48)); NOT the premium you collected. Momentum override: two daily closes above $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $47.52Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$48-48.53
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $48.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$48.00 (1.5σ)$230$-10,972+$9,703+$80
+2.5%$49.20 (1.7σ)$-970$-10,853+$9,822-$1,120
+5%$50.40 (1.9σ)$-2,170$-10,734+$9,941-$2,320
SS (= V-bounce)$56.15 (2.9σ)$-7,920$-10,165+$10,510-$6,920
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (10 × $48): -$10,250
Total Position P&L @ SS: $-9,934 (+$10,741 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-6,920, the opportunity cost of earning $767/mo FIGHT income now)
33% normal ← lean8 × $4514 Aug9d14.3%83%hist 95%35%hist 22%+6pp$520$1,733-$787$10,264
Sell 8 × $45 14.3% OTM over spot $39.38 14 Aug 2026 (9d, $0.86 mid)
= $520 credit for the 9d cycle → $1,733/mo projected
Survival (stays ≤ $45)
83%
Breach risk
17%
POP (stays ≤ $45.87)
86%
EV / mo
+$637
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
56% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$740/mo
median; plan ~$503/mo after 68% keep · $4,071 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.5], measured ONLY among the 56% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$1,568
Free roll-up
none
Safest escape (by 28 Aug 2026)
$49 @ 76% POP
69% 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: $3.69/sh now → $2.61 mid-life (likely $2.49–$3.97)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$1.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 798 simulated challenges: the $45 strike is typically first touched on day 5 of 9, at $46 (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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$4628 Aug 202618d left+$0.27/sh+$213
cycle +$733
[-$322…+$425] · 50% credit
68%
surv 57%
-$13,054 NOT
cap gain +$7,621
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4521 Aug 202612d left-$0.12/sh-$94
cycle +$426
[-$539…+$120] · 31% credit
67%
surv 53%
-$14,042 NOT
cap gain +$6,633
Safety roll (pay small debit, max POP)~$4928 Aug 202618d left-$0.60/sh-$480
cycle +$40
[-$1,103…-$343] · 13% credit
76%
surv 69%
-$10,451 NOT
cap gain +$10,224
budget: banked $520 debit $480 (92% used ≈ 1.2 wk of income) → whole cycle still +$40 cash · rolled 8 ct earn ≈ $2,679/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$1,733/mo
vs 50% target ($2,503/mo)-31%
vs normal income ($5,006/mo)35% covered
Net income (after hedge)$1,619/mo
Downside budget
⚠ $45 is $13 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,264
… as % of IC ($7,300)140.6%
… as % of ML ($47,300)21.7%
Recovery months (at normal income)2.1 mo
Surgical close (8 ct)$-16,712
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $45.87 (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 $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $44.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$45-45.87
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
≥ $45.87
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$45.00 (≤1σ, normal week)$520$-13,949+$6,726+$400
+2.5%$46.12 (1.2σ)$-380$-13,612+$7,063-$500
+5%$47.25 (1.4σ)$-1,280$-13,276+$7,399-$1,400
SS (= V-bounce)$56.15 (2.9σ)$-8,400$-10,845+$9,830-$7,600
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (8 × $45): -$10,264
− Conservative CC assignment net of premium (2 × $55): -$666
Total Position P&L @ SS: $-10,614 (+$10,061 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-7,600, the opportunity cost of earning $1,733/mo FIGHT income now)
🎯 50% normal9 × $43.5014 Aug9d10.5%77%hist 92%48%hist 32%+5pp$756$2,520$12,726
Sell 9 × $43.50 10.5% OTM over spot $39.38 14 Aug 2026 (9d, $1.25 mid)
= $756 credit for the 9d cycle → $2,520/mo projected
Survival (stays ≤ $43.50)
77%
Breach risk
23%
POP (stays ≤ $44.75)
82%
EV / mo
+$583
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
58% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$976/mo
median; plan ~$664/mo after 68% keep · $4,543 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-3.6], measured ONLY among the 58% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
36%
Flat exit net (mid-life)
-$1,515
Free roll-up
none
Safest escape (by 28 Aug 2026)
$47 @ 76% 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: $3.57/sh now → $2.52 mid-life (likely $2.68–$4.05)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$1.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,093 simulated challenges: the $44 strike is typically first touched on day 5 of 9, at $45 (overshoots $1.24). 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~$4428 Aug 202618d left+$0.30/sh+$272
cycle +$1,028
[-$414…+$325] · 40% credit
69%
surv 57%
-$14,423 NOT
cap gain +$6,252
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4421 Aug 202612d left-$0.07/sh-$62
cycle +$694
[-$640…-$4] · 25% credit
67%
surv 53%
-$15,438 NOT
cap gain +$5,237
Safety roll (pay small debit, max POP)~$4728 Aug 202618d left-$0.56/sh-$506
cycle +$250
[-$1,312…-$537] · 8% credit
76%
surv 69%
-$11,904 NOT
cap gain +$8,771
budget: banked $756 debit $506 (67% used ≈ 0.9 wk of income) → whole cycle still +$250 cash · rolled 9 ct earn ≈ $2,941/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$2,520/mo
vs 50% target ($2,503/mo)+1%
vs normal income ($5,006/mo)50% covered
Net income (after hedge)$2,377/mo
Downside budget
⚠ $43.50 is $15 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,726
… as % of IC ($7,300)174.3%
… as % of ML ($47,300)26.9%
Recovery months (at normal income)2.5 mo
Surgical close (9 ct)$-18,976
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.84 collected) or spot ≥ $44.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $44)); NOT the premium you collected. Momentum override: two daily closes above $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $43.06Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$43-44.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $44.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$43.50 (≤1σ, normal week)$756$-15,376+$5,299+$621
+2.5%$44.59 (≤1σ, normal week)$-223$-15,160+$5,515-$358
+5%$45.68 (1.1σ)$-1,202$-14,943+$5,732-$1,337
SS (= V-bounce)$56.15 (2.9σ)$-10,629$-12,974+$7,701-$9,729
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (9 × $43.50): -$12,726
− Conservative CC assignment net of premium (1 × $55): -$333
Total Position P&L @ SS: $-12,743 (+$7,932 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-9,729, the opportunity cost of earning $2,520/mo FIGHT income now)
100% normal10 × $40.5014 Aug9d2.8%60%hist 78%84%hist 81%+8pp$1,600$5,333+$2,813$16,380
Sell 10 × $40.50 2.8% OTM over spot $39.38 14 Aug 2026 (9d, $2.13 mid)
= $1,600 credit for the 9d cycle → $5,333/mo projected
Survival (stays ≤ $40.50)
60%
Breach risk
40%
POP (stays ≤ $42.63)
73%
EV / mo
+$395
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
62% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,478/mo
median; plan ~$1,005/mo after 68% keep · $7,275 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-4.6], 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)
68%
Flat exit net (mid-life)
-$749
Free roll-up
none
Safest escape (by 21 Aug 2026)
$46 @ 84% POP
81% 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: $3.32/sh now → $2.35 mid-life (likely $3.14–$4.35)≈ $0 at expiry  |  you banked $1.60/sh, so a flat mid-life exit nets -$0.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,031 simulated challenges: the $40 strike is typically first touched on day 3 of 9, at $42 (overshoots $1.27). 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~$4128 Aug 202618d left+$0.36/sh+$363
cycle +$1,963
[-$673…-$77] · 20% credit
69%
surv 57%
-$16,800 NOT
cap gain +$3,875
SS $56 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$4021 Aug 202612d left+$0.02/sh+$18
cycle +$1,618
[-$847…-$355] · 11% credit
67%
surv 53%
-$17,826 NOT
cap gain +$2,849
Safety roll (pay small debit, max POP)~$4621 Aug 202612d left-$1.50/sh-$1,498
cycle +$102
[-$2,786…-$2,001]
84%
surv 81%
-$13,166 NOT
cap gain +$7,509
budget: banked $1,600 debit $1,498 (94% used ≈ 1.2 wk of income) → whole cycle still +$102 cash · rolled 10 ct earn ≈ $2,127/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$5,333/mo
vs 50% target ($2,503/mo)+113%
vs normal income ($5,006/mo)107% covered
Net income (after hedge)$5,163/mo
Downside budget
⚠ $40.50 is $18 below CC-SS $58.48: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,380
… as % of IC ($7,300)224.4%
… as % of ML ($47,300)34.6%
Recovery months (at normal income)3.3 mo
Surgical close (10 ct)$-21,205
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.40/sh (~25% of the $1.60 collected) or spot ≥ $42.63 (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 $45.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $40.09Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$40-42.63
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 1.10 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$40.50 (≤1σ, normal week)$1,600$-17,844+$2,831+$1,450
+2.5%$41.51 (≤1σ, normal week)$588$-17,744+$2,931+$438
+5%$42.52 (≤1σ, normal week)$-425$-17,644+$3,031-$575
SS (= V-bounce)$56.15 (2.9σ)$-14,050$-16,295+$4,380-$13,050
V-BOUNCE STRESS (stock → CC-SS $58.48, where you are whole again, by expiry)
Starting unrealized P&L: $-20,675
+ Fortress recovery (un-capped): +$20,991
− CC assignment net of premium (10 × $40.50): -$16,380
Total Position P&L @ SS: $-16,064 (+$4,611 vs today)
Do-nothing baseline at SS: $-3,014 (this trade vs do-nothing: $-13,050, the opportunity cost of earning $5,333/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 (34 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 34 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: 1.099 (IBKR)  |  Recovery@SS: +$20,991 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,014

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$442d7 Aug 2026$0.209/10$2,700$2,55790%91%+$1,393-$12,852176.1%$-12,869 (vs do-nothing $-9,855)
$43.502d7 Aug 2026$0.306/10$2,700$2,64288%90%+$1,524-$8,808120.7%$-9,824 (vs do-nothing $-6,810)
$432d7 Aug 2026$0.228/10$2,640$2,52585%88%+$537-$12,208167.2%$-12,558 (vs do-nothing $-9,544)
$42.502d7 Aug 2026$0.1710/10$2,550$2,37982%85%$-950-$15,810216.6%$-15,494 (vs do-nothing $-12,480)
$422d7 Aug 2026$0.524/10$3,120$3,11879%83%+$1,273-$6,38487.5%$-8,066 (vs do-nothing $-5,052)
$43.509d14 Aug 2026$0.849/10$2,520$2,37777%82%+$583-$12,726174.3%$-12,743 (vs do-nothing $-9,729)
$439d14 Aug 2026$0.869/10$2,580$2,43775%80%+$339-$13,158180.3%$-13,175 (vs do-nothing $-10,161)
$41.502d7 Aug 2026$0.534/10$3,180$3,17874%81%+$766-$6,58090.1%$-8,262 (vs do-nothing $-5,248)
$43.5016d21 Aug 2026$1.4110/10$2,644$2,47373%80%+$654-$13,570185.9%$-13,254 (vs do-nothing $-10,240)
$42.509d14 Aug 2026$0.958/10$2,533$2,41972%79%+$235-$12,024164.7%$-12,374 (vs do-nothing $-9,360)
$4316d21 Aug 2026$1.569/10$2,632$2,49071%79%+$638-$12,528171.6%$-12,545 (vs do-nothing $-9,531)
$429d14 Aug 2026$1.227/10$2,847$2,76069%78%+$533-$10,682146.3%$-11,365 (vs do-nothing $-8,351)
$42.5016d21 Aug 2026$1.659/10$2,784$2,64269%77%+$566-$12,897176.7%$-12,914 (vs do-nothing $-9,900)
Show 21 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$4323d28 Aug 2026$2.159/10$2,524$2,38169%77%+$437-$11,997164.3%$-12,014 (vs do-nothing $-9,000)
$4216d21 Aug 2026$1.808/10$2,700$2,58567%76%+$509-$11,744160.9%$-12,094 (vs do-nothing $-9,080)
$41.509d14 Aug 2026$1.366/10$2,720$2,66267%77%+$445-$9,372128.4%$-10,388 (vs do-nothing $-7,374)
$4223d28 Aug 2026$1.9710/10$2,570$2,39965%75%$-160-$14,510198.8%$-14,194 (vs do-nothing $-11,180)
$40.502d7 Aug 2026$0.783/10$3,510$3,53665%77%+$516-$5,16070.7%$-7,175 (vs do-nothing $-4,161)
$41.5016d21 Aug 2026$1.977/10$2,586$2,49965%75%+$459-$10,507143.9%$-11,190 (vs do-nothing $-8,176)
$419d14 Aug 2026$1.406/10$2,800$2,74264%74%+$199-$9,648132.2%$-10,664 (vs do-nothing $-7,650)
$4116d21 Aug 2026$2.167/10$2,835$2,74962%74%+$480-$10,724146.9%$-11,407 (vs do-nothing $-8,393)
$4123d28 Aug 2026$2.279/10$2,665$2,52261%73%$-213-$13,689187.5%$-13,706 (vs do-nothing $-10,692)
$40.509d14 Aug 2026$1.605/10$2,667$2,63660%73%+$197-$8,190112.2%$-9,539 (vs do-nothing $-6,525)
$40.5016d21 Aug 2026$2.286/10$2,565$2,50760%73%+$333-$9,420129.0%$-10,436 (vs do-nothing $-7,422)
$402d7 Aug 2026$1.182/10$3,540$3,59459%73%+$1,017-$3,46047.4%$-5,808 (vs do-nothing $-2,794)
$4023d28 Aug 2026$3.007/10$2,739$2,65357%70%+$131-$10,836148.4%$-11,519 (vs do-nothing $-8,505)
$409d14 Aug 2026$1.795/10$2,983$2,95357%72%+$180-$8,345114.3%$-9,694 (vs do-nothing $-6,680)
$4016d21 Aug 2026$2.606/10$2,925$2,86757%71%+$462-$9,528130.5%$-10,544 (vs do-nothing $-7,530)
$39.5016d21 Aug 2026$2.676/10$3,004$2,94554%70%+$291-$9,786134.1%$-10,802 (vs do-nothing $-7,788)
$39.509d14 Aug 2026$1.705/10$2,833$2,80354%69%$-338-$8,640118.4%$-9,989 (vs do-nothing $-6,975)
$3923d28 Aug 2026$2.967/10$2,703$2,61653%70%$-320-$11,564158.4%$-12,247 (vs do-nothing $-9,233)
$3916d21 Aug 2026$3.005/10$2,812$2,78252%68%+$329-$8,240112.9%$-9,589 (vs do-nothing $-6,575)
$399d14 Aug 2026$1.515/10$2,517$2,48650%69%$-1,058-$8,985123.1%$-10,334 (vs do-nothing $-7,320)
$392d7 Aug 2026$1.132/10$3,390$3,44447%69%$-502-$3,67050.3%$-6,018 (vs do-nothing $-3,004)

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  |  2026-08-05 21:42