FORTRESS FIGHT: ETHA @ $13.11

BE SS: $17.33  |  CC-SS: $18.22  |  50 contracts (5,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

ETHA @ $13.11   UNDERWATER $4.22 (24.4% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $18.22  |  IV: HIGH  |  Accounts: Main:1299

LC: $13 exp 2028-01-21 (entry $9.050/sh)
SP: $16 exp 2028-01-21 (entry $4.879/sh)
HP: $10 exp 2026-10-16 (entry $0.737/sh)

Economics

Max Loss$51,650(ND $4.33 + SW $6) x 5000
Normal income ref$5,150/mo95% ann ROI on ML
Hedge rolling cost$758/mo
Unrealized P&L$-24,650fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,575/mo
HEDGE COVER
$758/mo
NORMAL INCOME
$5,150/mo (ATM CC, chain)
IC VELOCITY
4.2 mo to earn back $21,650
ML VELOCITY
10.0 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $18.22 in the fetched chain; the deepest available is $16C (15d, $300/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 24 (live) · RSI 38 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 46 · %B 66 · hist rising (nightly)
LEVELS20W MA (bounce target) $15.13 (+15%) · daily UBB $13.94 · 1-wk expected move ±$1 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 28 contracts at $13.50 / 8d. This is the safest strike (survival 67%, breach 33%) that still earns 50% of normal income ($2,575/mo); it brings $2,625/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 30 × $13/8d for $5,175/mo, but breach risk rises to 53% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 34 × $14.50/8d (91% survival, $765/mo).
Downside anchor: the primary mortgages $12,528 (58% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 2.4 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 28 contracts realizes $-13,832 and cuts bleed by $424/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 50 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 · 17 Jul 2026 (8d) · sell 28 × $13.50, 67% survival, $2,625/mo (E[net] $677/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d28 × $13.5067%$2,625$677

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $677/mo 🏆 GRAND PICK

🎯 Engine pick: sell 28 × $13.50 (primary), 67% survival, breach 33%, $2,625/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 33% → 18%) for $915/mo less (35% 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 $14 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $13.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge34 × $14.5017 Jul8d10.6%91%19%$204$765-$1,860$12,459
Sell 34 × $14.50 10.6% OTM over spot $13.11 17 Jul 2026 (8d, $0.07 mid)
= $204 credit for the 8d cycle → $765/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.56)
92%
EV / mo
+$429
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [1.8-6.1] median, 0.1 mo faster than no FIGHT (3.7 mo)  ·  33% of paths whole by 9 mo (vs 30% without)  ·  ~3.5 challenges expected  ·  median CC cash $-808
🛡 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)
12%
Flat exit net (mid-life)
-$1,117
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$15 @ 73% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 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: $0.55/sh now → $0.39 mid-life (likely $0.33–$0.56)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 351 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $15 (overshoots $0.24). 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 (34 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.21/sh+$707
cycle +$911
[+$650…+$964] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1524 Jul 202611d left+$0.03/sh+$88
cycle +$292
[-$58…+$277] · 66% credit
73%
surv 63%
Max even-money escape in the band~$1524 Jul 202611d left+$0.03/sh+$88
cycle +$292
[-$58…+$277] · 66% credit
73%
surv 63%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$765/mo
vs 50% target ($2,575/mo)-70%
vs normal income ($5,150/mo)15% covered
Net income (after hedge)$103/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,459
… as % of IC ($21,650)57.5%
… as % of ML ($51,650)24.1%
Recovery months (at normal income)2.4 mo
Surgical close (34 ct)$-16,779
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $14.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $13.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.56
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
≥ $14.56
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.4σ)$204$-17,681+$6,969+$102
+2.5%$14.86 (1.8σ)$-1,028$-17,168+$7,482-$1,130
+5%$15.23 (2.1σ)$-2,261$-16,655+$7,995-$2,363
SS (= V-bounce)$17.33 (4.3σ)$-9,418$-15,805+$8,845-$4,998
V-BOUNCE STRESS (stock → CC-SS $18.22, where you are whole again, by expiry)
Starting unrealized P&L: $-24,650
+ Fortress recovery (un-capped): +$24,650
− CC assignment net of premium (34 × $14.50): -$12,459
− Conservative CC assignment net of premium (16 × $16): -$3,511
Total Position P&L @ SS: $-15,970 (+$8,680 vs today)
Do-nothing baseline at SS: $-10,972 (this trade vs do-nothing: $-4,998, the opportunity cost of earning $765/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,938, position total $-16,790 (+$7,860 vs today)
🛡 safe yield50 × $14.5017 Jul8d10.6%91%19%$300$1,125-$1,500$18,322
Sell 50 × $14.50 10.6% OTM over spot $13.11 17 Jul 2026 (8d, $0.07 mid)
= $300 credit for the 8d cycle → $1,125/mo projected
Survival (stays ≤ $14.50)
91%
Breach risk
9%
POP (stays ≤ $14.56)
92%
EV / mo
+$631
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.2-5.9] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  36% of paths whole by 9 mo (vs 33% without)  ·  ~3.4 challenges expected  ·  median CC cash $112
🛡 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)
12%
Flat exit net (mid-life)
-$1,642
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$15 @ 73% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 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: $0.55/sh now → $0.39 mid-life (likely $0.31–$0.54)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 362 simulated challenges: the $14 strike is typically first touched on day 6 of 8, at $15 (overshoots $0.23). 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 (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.21/sh+$1,040
cycle +$1,340
[+$969…+$1,437] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1524 Jul 202611d left+$0.03/sh+$130
cycle +$430
[-$48…+$411] · 67% credit
73%
surv 63%
Max even-money escape in the band~$1524 Jul 202611d left+$0.03/sh+$130
cycle +$430
[-$48…+$411] · 67% credit
73%
surv 63%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$1,125/mo
vs 50% target ($2,575/mo)-56%
vs normal income ($5,150/mo)22% covered
Net income (after hedge)$367/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,322
… as % of IC ($21,650)84.6%
… as % of ML ($51,650)35.5%
Recovery months (at normal income)3.6 mo
Surgical close (50 ct)$-24,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $14.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $13.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.56
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
≥ $14.56
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.4σ)$300$-17,633+$7,017+$150
+2.5%$14.86 (1.8σ)$-1,512$-17,700+$6,950-$1,662
+5%$15.23 (2.1σ)$-3,325$-17,767+$6,883-$3,475
SS (= V-bounce)$17.33 (4.3σ)$-13,850$-18,157+$6,493-$7,350
V-BOUNCE STRESS (stock → CC-SS $18.22, where you are whole again, by expiry)
Starting unrealized P&L: $-24,650
+ Fortress recovery (un-capped): +$24,650
− CC assignment net of premium (50 × $14.50): -$18,322
Total Position P&L @ SS: $-18,322 (+$6,328 vs today)
Do-nothing baseline at SS: $-10,972 (this trade vs do-nothing: $-7,350, the opportunity cost of earning $1,125/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,850, position total $-17,750 (+$6,900 vs today)
33% normal ← lean38 × $1417 Jul8d6.8%82%37%$456$1,710-$915$15,597
Sell 38 × $14 6.8% OTM over spot $13.11 17 Jul 2026 (8d, $0.12 mid)
= $456 credit for the 8d cycle → $1,710/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.12)
85%
EV / mo
+$737
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.2-5.6] median, 0.1 mo faster than no FIGHT (3.6 mo)  ·  42% of paths whole by 9 mo (vs 38% without)  ·  ~7.9 challenges expected  ·  median CC cash $1,605
🛡 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)
-$921
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$14 @ 73% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 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: $0.51/sh now → $0.36 mid-life (likely $0.35–$0.55)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 818 simulated challenges: the $14 strike is typically first touched on day 5 of 8, at $14 (overshoots $0.20). 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 (38 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.19/sh+$739
cycle +$1,195
[+$610…+$907] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1424 Jul 202611d left+$0.01/sh+$53
cycle +$509
[-$159…+$136] · 44% credit
73%
surv 63%
Max even-money escape in the band~$1424 Jul 202611d left+$0.01/sh+$53
cycle +$509
[-$159…+$136] · 44% credit
73%
surv 63%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$1,710/mo
vs 50% target ($2,575/mo)-34%
vs normal income ($5,150/mo)33% covered
Net income (after hedge)$1,024/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,597
… as % of IC ($21,650)72.0%
… as % of ML ($51,650)30.2%
Recovery months (at normal income)3.0 mo
Surgical close (38 ct)$-18,753
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 ≥ $14.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $13.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.12
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.12
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$456$-19,849+$4,801+$342
+2.5%$14.35 (1.3σ)$-874$-19,493+$5,157-$988
+5%$14.70 (1.6σ)$-2,204$-19,138+$5,512-$2,318
SS (= V-bounce)$17.33 (4.3σ)$-12,198$-18,065+$6,585-$7,258
V-BOUNCE STRESS (stock → CC-SS $18.22, where you are whole again, by expiry)
Starting unrealized P&L: $-24,650
+ Fortress recovery (un-capped): +$24,650
− CC assignment net of premium (38 × $14): -$15,597
− Conservative CC assignment net of premium (12 × $16): -$2,633
Total Position P&L @ SS: $-18,230 (+$6,420 vs today)
Do-nothing baseline at SS: $-10,972 (this trade vs do-nothing: $-7,258, the opportunity cost of earning $1,710/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,838, position total $-18,702 (+$5,948 vs today)
🎯 50% normal28 × $13.5017 Jul8d3.0%67%55%$700$2,625$12,528
Sell 28 × $13.50 3.0% OTM over spot $13.11 17 Jul 2026 (8d, $0.26 mid)
= $700 credit for the 8d cycle → $2,625/mo projected
Survival (stays ≤ $13.50)
67%
Breach risk
33%
POP (stays ≤ $13.76)
76%
EV / mo
+$809
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.1-5.6] median, 0.4 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 33% without)  ·  ~18.0 challenges expected  ·  median CC cash $2,537
🛡 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)
55%
Flat exit net (mid-life)
-$244
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$15 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 28 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: $0.48/sh now → $0.34 mid-life (likely $0.42–$0.58)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,651 simulated challenges: the $14 strike is typically first touched on day 3 of 8, at $14 (overshoots $0.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (28 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.18/sh+$509
cycle +$1,209
[+$371…+$498] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1424 Jul 202611d left+$0.00/sh+$7
cycle +$707
[-$208…-$52] · 17% credit
73%
surv 64%
Max even-money escape in the band~$1424 Jul 202611d left+$0.00/sh+$7
cycle +$707
[-$208…-$52] · 17% credit
73%
surv 64%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 202611d left-$0.24/sh-$672
cycle +$28
[-$1,127…-$821]
88%
surv 87%
budget: banked $700 debit $672 (96% used ≈ 1.1 wk of income) → whole cycle still +$28 cash · rolled 28 ct earn ≈ $743/mo while parked; 22 ct free to re-sell
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$2,625/mo
vs 50% target ($2,575/mo)+2%
vs normal income ($5,150/mo)51% covered
Net income (after hedge)$1,999/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,528
… as % of IC ($21,650)57.9%
… as % of ML ($51,650)24.3%
Recovery months (at normal income)2.4 mo
Surgical close (28 ct)$-13,832
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 $0.25 collected) or spot ≥ $13.76 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $13.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.76
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
≥ $13.76
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$700$-21,982+$2,668+$616
+2.5%$13.84 (≤1σ, normal week)$-245$-21,302+$3,348-$329
+5%$14.18 (1.1σ)$-1,190$-20,622+$4,028-$1,274
SS (= V-bounce)$17.33 (4.3σ)$-10,024$-17,191+$7,459-$6,384
V-BOUNCE STRESS (stock → CC-SS $18.22, where you are whole again, by expiry)
Starting unrealized P&L: $-24,650
+ Fortress recovery (un-capped): +$24,650
− CC assignment net of premium (28 × $13.50): -$12,528
− Conservative CC assignment net of premium (22 × $16): -$4,828
Total Position P&L @ SS: $-17,356 (+$7,294 vs today)
Do-nothing baseline at SS: $-10,972 (this trade vs do-nothing: $-6,384, the opportunity cost of earning $2,625/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,864, position total $-18,698 (+$5,952 vs today)
100% normal30 × $1317 Jul8d-0.8%47%99+%$1,380$5,175+$2,550$14,293
Sell 30 × $13 0.8% ITM over spot $13.11 17 Jul 2026 (8d, $0.48 mid)
= $1,380 credit for the 8d cycle → $5,175/mo projected
Survival (stays ≤ $13)
47%
Breach risk
53%
POP (stays ≤ $13.48)
66%
EV / mo
+$790
🛡 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)
100%
Flat exit net (mid-life)
+$441
Free roll-up
none
Safest escape (by 24 Jul 2026)
$14 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 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: $0.44/sh now → $0.31 mid-life → ≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets +$0.15/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (30 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1324 Jul 202611d left+$0.17/sh+$507
cycle +$1,887
67%
surv 52%
Max even-money escape in the band~$1324 Jul 202611d left+$0.17/sh+$497
cycle +$1,877
67%
surv 52%
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1424 Jul 202611d left-$0.25/sh-$743
cycle +$637
91%
surv 90%
budget: banked $1,380 debit $743 (54% used ≈ 0.6 wk of income) → whole cycle still +$637 cash · rolled 30 ct earn ≈ $534/mo while parked; 20 ct free to re-sell
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$5,175/mo
vs 50% target ($2,575/mo)+101%
vs normal income ($5,150/mo)100% covered
Net income (after hedge)$4,537/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.22: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,293
… as % of IC ($21,650)66.0%
… as % of ML ($51,650)27.7%
Recovery months (at normal income)2.8 mo
Surgical close (30 ct)$-14,865
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $13.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $13.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $12.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.48
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
≥ $13.48
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.00 (≤1σ, normal week)$1,380$-23,210+$1,440+$1,290
+2.5%$13.32 (≤1σ, normal week)$405$-23,126+$1,524+$315
+5%$13.65 (≤1σ, normal week)$-570$-22,536+$2,114-$660
SS (= V-bounce)$17.33 (4.3σ)$-11,610$-18,517+$6,133-$7,710
V-BOUNCE STRESS (stock → CC-SS $18.22, where you are whole again, by expiry)
Starting unrealized P&L: $-24,650
+ Fortress recovery (un-capped): +$24,650
− CC assignment net of premium (30 × $13): -$14,293
− Conservative CC assignment net of premium (20 × $16): -$4,389
Total Position P&L @ SS: $-18,682 (+$5,968 vs today)
Do-nothing baseline at SS: $-10,972 (this trade vs do-nothing: $-7,710, the opportunity cost of earning $5,175/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,010, position total $-19,850 (+$4,800 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 ETHA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (4 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 4 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.963 (IBKR)  |  Recovery@SS: +$24,650 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-10,972

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.508d17 Jul 2026$0.2528/50$2,625$1,99967%76%+$809-$12,52857.9%$-17,356 (vs do-nothing $-6,384)
$13.5015d24 Jul 2026$0.3934/50$2,652$1,99063%73%+$628-$14,73768.1%$-18,248 (vs do-nothing $-7,276)
$1315d24 Jul 2026$0.6221/50$2,604$2,02049%67%+$387-$9,66944.7%$-16,033 (vs do-nothing $-5,061)
$138d17 Jul 2026$0.4615/50$2,588$2,04047%66%+$395-$7,14733.0%$-14,827 (vs do-nothing $-3,855)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 50 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37