FORTRESS FIGHT: ETHA @ $13.13

BE SS: $17.33  |  CC-SS: $18.24  |  50 contracts (5,000 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

ETHA @ $13.13   UNDERWATER $4.20 (24.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $18.24  |  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$4,600/mo95% ann ROI on ML
Hedge rolling cost$758/mo
Unrealized P&L$-24,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,300/mo
HEDGE COVER
$758/mo
NORMAL INCOME
$4,600/mo (ATM CC, chain)
IC VELOCITY
4.7 mo to earn back $21,650
ML VELOCITY
11.2 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $18.24 in the fetched chain; the deepest available is $16C (15d, $200/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 25 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 47 · %B 65 · hist falling (nightly)
LEVELS20W MA (bounce target) $15.13 (+15%) · daily UBB $13.98 · 1-wk expected move ±$1 (chain IV)
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 30 contracts at $13.50 / 8d. This is the safest strike (survival 66%, breach 34%) that still earns 50% of normal income ($2,300/mo); it brings $2,362/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 28 × $13/8d for $4,620/mo, but breach risk rises to 54% (+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 23 × $14/8d (82% survival, $776/mo).
Downside anchor: the primary mortgages $13,587 (63% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 3.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 30 contracts realizes $-14,805 and cuts bleed by $455/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 30 × $13.50, 66% survival, $2,362/mo (E[net] $499/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 · 8d30 × $13.5066%$2,362$499

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $499/mo 🏆 GRAND PICK

🎯 Engine pick: sell 30 × $13.50 (primary), 66% survival, breach 34%, $2,362/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 34% → 18%) for $844/mo less (36% 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 $13.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge23 × $1417 Jul8d6.6%82%38%$207$776-$1,586$9,543
Sell 23 × $14 6.6% OTM over spot $13.13 17 Jul 2026 (8d, $0.10 mid)
= $207 credit for the 8d cycle → $776/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.10)
84%
EV / mo
+$174
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-5.9] median  ·  33% of paths whole by 9 mo (vs 31% without)  ·  ~8.2 challenges expected  ·  median CC cash $-1,715
🛡 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)
28%
Flat exit net (mid-life)
-$534
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$14 @ 72% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 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: $0.46/sh now → $0.32 mid-life (likely $0.32–$0.50)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 827 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 (23 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.19/sh+$444
cycle +$651
[+$383…+$529] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1424 Jul 202611d left+$0.02/sh+$56
cycle +$263
[-$53…+$97] · 54% credit
72%
surv 63%
Max even-money escape in the band~$1424 Jul 202611d left+$0.02/sh+$56
cycle +$263
[-$53…+$97] · 54% credit
72%
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$776/mo
vs 50% target ($2,300/mo)-66%
vs normal income ($4,600/mo)17% covered
Net income (after hedge)$127/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,543
… as % of IC ($21,650)44.1%
… as % of ML ($51,650)18.5%
Recovery months (at normal income)2.1 mo
Surgical close (23 ct)$-11,339
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $14.10 (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 $13.98 (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
$14-14.10
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
≥ $14.10
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)$207$-20,150+$4,450+$161
+2.5%$14.35 (1.3σ)$-598$-19,270+$5,330-$644
+5%$14.70 (1.6σ)$-1,403$-18,389+$6,211-$1,449
SS (= V-bounce)$17.33 (4.4σ)$-7,452$-15,366+$9,234-$4,439
V-BOUNCE STRESS (stock → CC-SS $18.24, where you are whole again, by expiry)
Starting unrealized P&L: $-24,600
+ Fortress recovery (un-capped): +$24,600
− CC assignment net of premium (23 × $14): -$9,543
− Conservative CC assignment net of premium (27 × $16): -$5,991
Total Position P&L @ SS: $-15,534 (+$9,066 vs today)
Do-nothing baseline at SS: $-11,095 (this trade vs do-nothing: $-4,439, the opportunity cost of earning $776/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,392, position total $-17,308 (+$7,292 vs today)
33% normal ← lean45 × $1417 Jul8d6.6%82%38%$405$1,519-$844$18,671
Sell 45 × $14 6.6% OTM over spot $13.13 17 Jul 2026 (8d, $0.10 mid)
= $405 credit for the 8d cycle → $1,519/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.10)
84%
EV / mo
+$341
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.5] median  ·  36% of paths whole by 9 mo (vs 32% without)  ·  ~7.9 challenges expected  ·  median CC cash $597
🛡 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)
29%
Flat exit net (mid-life)
-$1,045
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$14 @ 72% POP
63% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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: $0.46/sh now → $0.32 mid-life (likely $0.32–$0.51)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 863 simulated challenges: the $14 strike is typically first touched on day 5 of 8, at $14 (overshoots $0.22). 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 (45 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.19/sh+$869
cycle +$1,274
[+$749…+$1,050] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1424 Jul 202611d left+$0.02/sh+$110
cycle +$515
[-$110…+$192] · 54% credit
72%
surv 63%
Max even-money escape in the band~$1424 Jul 202611d left+$0.02/sh+$110
cycle +$515
[-$110…+$192] · 54% credit
72%
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$1,519/mo
vs 50% target ($2,300/mo)-34%
vs normal income ($4,600/mo)33% covered
Net income (after hedge)$781/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,671
… as % of IC ($21,650)86.2%
… as % of ML ($51,650)36.1%
Recovery months (at normal income)4.1 mo
Surgical close (45 ct)$-22,185
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $14.10 (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 $13.98 (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
$14-14.10
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
≥ $14.10
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)$405$-19,996+$4,604+$315
+2.5%$14.35 (1.3σ)$-1,170$-19,886+$4,714-$1,260
+5%$14.70 (1.6σ)$-2,745$-19,775+$4,825-$2,835
SS (= V-bounce)$17.33 (4.4σ)$-14,580$-19,612+$4,988-$8,685
V-BOUNCE STRESS (stock → CC-SS $18.24, where you are whole again, by expiry)
Starting unrealized P&L: $-24,600
+ Fortress recovery (un-capped): +$24,600
− CC assignment net of premium (45 × $14): -$18,671
− Conservative CC assignment net of premium (5 × $16): -$1,110
Total Position P&L @ SS: $-19,780 (+$4,820 vs today)
Do-nothing baseline at SS: $-11,095 (this trade vs do-nothing: $-8,685, the opportunity cost of earning $1,519/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,680, position total $-19,640 (+$4,960 vs today)
🎯 50% normal30 × $13.5017 Jul8d2.8%66%55%$630$2,362$13,587
Sell 30 × $13.50 2.8% OTM over spot $13.13 17 Jul 2026 (8d, $0.22 mid)
= $630 credit for the 8d cycle → $2,362/mo projected
Survival (stays ≤ $13.50)
66%
Breach risk
34%
POP (stays ≤ $13.72)
74%
EV / mo
+$411
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.6-5.6] median, 0.1 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 29% without)  ·  ~18.8 challenges expected  ·  median CC cash $1,590
🛡 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)
-$269
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$14 @ 81% POP
77% 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: $0.42/sh now → $0.30 mid-life (likely $0.37–$0.53)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,659 simulated challenges: the $14 strike is typically first touched on day 3 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 (30 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1424 Jul 202611d left+$0.18/sh+$540
cycle +$1,170
[+$426…+$533] · 100% credit
67%
surv 52%
Up-and-out for even (raise the cap, free)~$1424 Jul 202611d left+$0.01/sh+$39
cycle +$669
[-$161…-$15] · 22% credit
73%
surv 64%
Max even-money escape in the band~$1424 Jul 202611d left+$0.01/sh+$39
cycle +$669
[-$161…-$15] · 22% 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)~$1424 Jul 202611d left-$0.14/sh-$414
cycle +$216
[-$761…-$519]
81%
surv 77%
budget: banked $630 debit $414 (66% used ≈ 0.8 wk of income) → whole cycle still +$216 cash · rolled 30 ct earn ≈ $1,323/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$2,362/mo
vs 50% target ($2,300/mo)+3%
vs normal income ($4,600/mo)51% covered
Net income (after hedge)$1,685/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,587
… as % of IC ($21,650)62.8%
… as % of ML ($51,650)26.3%
Recovery months (at normal income)3.0 mo
Surgical close (30 ct)$-14,805
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $13.72 (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 $13.98 (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
$13-13.72
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
≥ $13.72
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)$630$-22,148+$2,452+$570
+2.5%$13.84 (≤1σ, normal week)$-382$-21,536+$3,064-$442
+5%$14.18 (1.1σ)$-1,395$-20,923+$3,677-$1,455
SS (= V-bounce)$17.33 (4.4σ)$-10,860$-17,857+$6,743-$6,930
V-BOUNCE STRESS (stock → CC-SS $18.24, where you are whole again, by expiry)
Starting unrealized P&L: $-24,600
+ Fortress recovery (un-capped): +$24,600
− CC assignment net of premium (30 × $13.50): -$13,587
− Conservative CC assignment net of premium (20 × $16): -$4,438
Total Position P&L @ SS: $-18,025 (+$6,575 vs today)
Do-nothing baseline at SS: $-11,095 (this trade vs do-nothing: $-6,930, the opportunity cost of earning $2,362/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,260, position total $-19,190 (+$5,410 vs today)
100% normal28 × $1317 Jul8d-1.0%46%99+%$1,232$4,620+$2,258$13,437
Sell 28 × $13 1.0% ITM over spot $13.13 17 Jul 2026 (8d, $0.45 mid)
= $1,232 credit for the 8d cycle → $4,620/mo projected
Survival (stays ≤ $13)
46%
Breach risk
54%
POP (stays ≤ $13.46)
64%
EV / mo
+$480
🛡 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)
+$454
Free roll-up
none
Safest escape (by 24 Jul 2026)
$14 @ 91% POP
91% 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: $0.39/sh now → $0.28 mid-life → ≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (28 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$1324 Jul 202611d left+$0.17/sh+$469
cycle +$1,701
66%
surv 52%
Max even-money escape in the band~$1324 Jul 202611d left+$0.17/sh+$462
cycle +$1,694
66%
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-$0.23/sh-$633
cycle +$599
91%
surv 91%
budget: banked $1,232 debit $633 (51% used ≈ 0.6 wk of income) → whole cycle still +$599 cash · rolled 28 ct earn ≈ $393/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$4,620/mo
vs 50% target ($2,300/mo)+101%
vs normal income ($4,600/mo)100% covered
Net income (after hedge)$3,950/mo
Downside budget
⚠ $13 is $5 below CC-SS $18.24: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,437
… as % of IC ($21,650)62.1%
… as % of ML ($51,650)26.0%
Recovery months (at normal income)2.9 mo
Surgical close (28 ct)$-13,818
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $13.46 (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 $13.98 (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
$13-13.46
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
≥ $13.46
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)$1,232$-23,324+$1,276+$1,176
+2.5%$13.32 (≤1σ, normal week)$322$-23,295+$1,305+$266
+5%$13.65 (≤1σ, normal week)$-588$-22,640+$1,960-$644
SS (= V-bounce)$17.33 (4.4σ)$-10,892$-18,151+$6,449-$7,224
V-BOUNCE STRESS (stock → CC-SS $18.24, where you are whole again, by expiry)
Starting unrealized P&L: $-24,600
+ Fortress recovery (un-capped): +$24,600
− CC assignment net of premium (28 × $13): -$13,437
− Conservative CC assignment net of premium (22 × $16): -$4,882
Total Position P&L @ SS: $-18,319 (+$6,281 vs today)
Do-nothing baseline at SS: $-11,095 (this trade vs do-nothing: $-7,224, the opportunity cost of earning $4,620/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,732, position total $-19,658 (+$4,942 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: +$24,600 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-11,095

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$13.508d17 Jul 2026$0.2130/50$2,362$1,68566%74%+$411-$13,58762.8%$-18,025 (vs do-nothing $-6,930)
$13.5015d24 Jul 2026$0.3632/50$2,304$1,61863%72%+$432-$14,01364.7%$-18,007 (vs do-nothing $-6,912)
$1315d24 Jul 2026$0.5920/50$2,360$1,72248%65%+$245-$9,29842.9%$-15,955 (vs do-nothing $-4,860)
$138d17 Jul 2026$0.4414/50$2,310$1,69646%64%+$240-$6,71931.0%$-14,707 (vs do-nothing $-3,612)

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 21:37