FORTRESS FIGHT: ETHA @ $13.24

BE SS: $17.33  |  CC-SS: $18.31  |  50 contracts (5,000 sh)  |  2026-07-10 02:23 |  ⌂ PORTFOLIO

ETHA @ $13.24   UNDERWATER $4.09 (23.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $18.31  |  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$4,071/mo95% ann ROI on ML
Hedge rolling cost$719/mo
Unrealized P&L$-24,575fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,036/mo
HEDGE COVER
$719/mo
NORMAL INCOME
$4,071/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $21,650
ML VELOCITY
12.7 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $18.31 in the fetched chain; the deepest available is $16C (14d, $214/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 26 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 69 · hist falling (nightly)
LEVELS20W MA (bounce target) $15.13 (+14%) · daily UBB $13.99
SETUPOversold with mixed daily momentum: lean 🎯, keep DTE short, watch the daily band. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 48 contracts at $14 / 7d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($2,036/mo); it brings $2,057/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 40 × $13.50/7d for $4,114/mo, but breach risk rises to 39% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 42 × $14.50/7d (87% survival, $720/mo).
Downside anchor: the primary mortgages $20,194 (93% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 5.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 48 contracts realizes $-23,616 and cuts bleed by $691/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 (7d) · sell 48 × $14, 76% survival, $2,057/mo (E[net] $-330/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 · 7d48 × $1476%$2,057$-330

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $-330/mo 🏆 GRAND PICK

🎯 Engine pick: sell 48 × $14 (primary), 76% survival, breach 24%, $2,057/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 87% (breach 24% → 13%) for $1,337/mo less (65% 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 $14.50 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $13.24 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean42 × $14.5017 Jul7d9.5%87%26%$168$720-$1,337$15,821
Sell 42 × $14.50 9.5% OTM over spot $13.24 17 Jul 2026 (7d, $0.04 mid)
= $168 credit for the 7d cycle → $720/mo projected
Survival (stays ≤ $14.50)
87%
Breach risk
13%
POP (stays ≤ $14.54)
88%
EV / mo
$-104
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [1.7-5.6] median, 0.1 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 38% without)  ·  ~5.7 challenges expected  ·  median CC cash $-1,819
🛡 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)
20%
Flat exit net (mid-life)
-$1,276
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 72% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.49/sh now → $0.34 mid-life (likely $0.30–$0.54)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 587 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $15 (overshoots $0.28). 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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.18/sh+$747
cycle +$915
[+$614…+$988] · 100% credit
65%
surv 52%
-$17,525 NOT
cap gain +$7,050
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202618d left+$0.21/sh+$895
cycle +$1,063
[+$701…+$1,153] · 100% credit
67%
surv 58%
-$16,116 NOT
cap gain +$8,459
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.06/sh+$240
cycle +$408
[+$7…+$430] · 77% credit
68%
surv 59%
-$16,771 NOT
cap gain +$7,804
Max even-money escape in the band~$1531 Jul 202618d left+$0.01/sh+$63
cycle +$231
[-$288…+$267] · 47% credit
72%
surv 67%
-$14,523 NOT
cap gain +$10,052
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 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$720/mo
vs 50% target ($2,036/mo)-65%
vs normal income ($4,071/mo)18% covered
Net income (after hedge)$35/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,821
… as % of IC ($21,650)73.1%
… as % of ML ($51,650)30.6%
Recovery months (at normal income)3.9 mo
Surgical close (42 ct)$-20,664
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 ≥ $14.54 (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 $13.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.54
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
≥ $14.54
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.1σ)$168$-18,272+$6,303+$42
+2.5%$14.86 (1.5σ)$-1,354$-18,036+$6,539-$1,480
+5%$15.23 (1.8σ)$-2,877$-17,801+$6,774-$3,003
SS (= V-bounce)$17.33 (3.7σ)$-11,718$-16,433+$8,142-$11,844
V-BOUNCE STRESS (stock → CC-SS $18.31, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (42 × $14.50): -$15,821
− Conservative CC assignment net of premium (8 × $17.50): -$622
Total Position P&L @ SS: $-16,443 (+$8,132 vs today)
Do-nothing baseline at SS: $-3,885 (this trade vs do-nothing: $-12,558, the opportunity cost of earning $720/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,478, position total $-17,862 (+$6,712 vs today)
33% normal32 × $1417 Jul7d5.7%76%49%$320$1,371-$686$13,462
Sell 32 × $14 5.7% OTM over spot $13.24 17 Jul 2026 (7d, $0.11 mid)
= $320 credit for the 7d cycle → $1,371/mo projected
Survival (stays ≤ $14)
76%
Breach risk
24%
POP (stays ≤ $14.11)
79%
EV / mo
$-241
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.5-5.6] median  ·  42% of paths whole by 9 mo (vs 39% without)  ·  ~11.5 challenges expected  ·  median CC cash $-125
🛡 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)
37%
Flat exit net (mid-life)
-$712
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 73% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.46/sh now → $0.32 mid-life (likely $0.36–$0.54)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,121 simulated challenges: the $14 strike is typically first touched on day 4 of 7, at $14 (overshoots $0.26). 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 (32 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.17/sh+$533
cycle +$853
[+$388…+$581] · 100% credit
65%
surv 52%
-$19,982 NOT
cap gain +$4,593
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.19/sh+$622
cycle +$942
[+$410…+$667] · 99% credit
68%
surv 58%
-$18,632 NOT
cap gain +$5,943
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.05/sh+$154
cycle +$474
[-$66…+$171] · 58% credit
68%
surv 59%
-$19,100 NOT
cap gain +$5,475
Max even-money escape in the band~$1531 Jul 202618d left+$0.00/sh+$9
cycle +$329
[-$323…+$3] · 25% credit
73%
surv 67%
-$16,820 NOT
cap gain +$7,755
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 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$1,371/mo
vs 50% target ($2,036/mo)-33%
vs normal income ($4,071/mo)34% covered
Net income (after hedge)$729/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,462
… as % of IC ($21,650)62.2%
… as % of ML ($51,650)26.1%
Recovery months (at normal income)3.3 mo
Surgical close (32 ct)$-15,744
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 ≥ $14.11 (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 $13.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.11
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
≥ $14.11
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$320$-20,515+$4,060+$224
+2.5%$14.35 (1.0σ)$-800$-19,938+$4,637-$896
+5%$14.70 (1.3σ)$-1,920$-19,360+$5,215-$2,016
SS (= V-bounce)$17.33 (3.7σ)$-10,336$-15,021+$9,554-$10,432
V-BOUNCE STRESS (stock → CC-SS $18.31, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (32 × $14): -$13,462
− Conservative CC assignment net of premium (18 × $17.50): -$1,399
Total Position P&L @ SS: $-14,861 (+$9,714 vs today)
Do-nothing baseline at SS: $-3,885 (this trade vs do-nothing: $-10,976, the opportunity cost of earning $1,371/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,296, position total $-18,650 (+$5,924 vs today)
🎯 50% normal48 × $1417 Jul7d5.7%76%36%$480$2,057$20,194
Sell 48 × $14 5.7% OTM over spot $13.24 17 Jul 2026 (7d, $0.11 mid)
= $480 credit for the 7d cycle → $2,057/mo projected
Survival (stays ≤ $14)
76%
Breach risk
24%
POP (stays ≤ $14.11)
79%
EV / mo
$-361
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.0-5.1] median  ·  44% of paths whole by 9 mo (vs 40% without)  ·  ~11.6 challenges expected  ·  median CC cash $1,416
🛡 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)
-$1,067
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 73% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.46/sh now → $0.32 mid-life (likely $0.35–$0.54)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,080 simulated challenges: the $14 strike is typically first touched on day 4 of 7, at $14 (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 (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.17/sh+$800
cycle +$1,280
[+$580…+$898] · 100% credit
65%
surv 52%
-$19,603 NOT
cap gain +$4,972
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.19/sh+$932
cycle +$1,412
[+$624…+$1,005] · 99% credit
68%
surv 58%
-$18,210 NOT
cap gain +$6,365
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.05/sh+$231
cycle +$711
[-$90…+$272] · 62% credit
68%
surv 59%
-$18,911 NOT
cap gain +$5,664
Max even-money escape in the band~$1531 Jul 202618d left+$0.00/sh+$13
cycle +$493
[-$480…+$39] · 28% credit
73%
surv 67%
-$16,704 NOT
cap gain +$7,871
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
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 +0.5 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$2,057/mo
vs 50% target ($2,036/mo)+1%
vs normal income ($4,071/mo)51% covered
Net income (after hedge)$1,346/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,194
… as % of IC ($21,650)93.3%
… as % of ML ($51,650)39.1%
Recovery months (at normal income)5.0 mo
Surgical close (48 ct)$-23,616
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 ≥ $14.11 (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 $13.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.11
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
≥ $14.11
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$480$-20,403+$4,172+$336
+2.5%$14.35 (1.0σ)$-1,200$-20,386+$4,190-$1,344
+5%$14.70 (1.3σ)$-2,880$-20,368+$4,207-$3,024
SS (= V-bounce)$17.33 (3.7σ)$-15,504$-20,237+$4,338-$15,648
V-BOUNCE STRESS (stock → CC-SS $18.31, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (48 × $14): -$20,194
− Conservative CC assignment net of premium (2 × $17.50): -$155
Total Position P&L @ SS: $-20,349 (+$4,226 vs today)
Do-nothing baseline at SS: $-3,885 (this trade vs do-nothing: $-16,464, the opportunity cost of earning $2,057/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,944, position total $-20,346 (+$4,228 vs today)
100% normal40 × $13.5017 Jul7d2.0%61%81%$960$4,114+$2,057$18,268
Sell 40 × $13.50 2.0% OTM over spot $13.24 17 Jul 2026 (7d, $0.25 mid)
= $960 credit for the 7d cycle → $4,114/mo projected
Survival (stays ≤ $13.50)
61%
Breach risk
39%
POP (stays ≤ $13.75)
69%
EV / mo
$-357
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [2.0-5.3] median  ·  49% of paths whole by 9 mo (vs 40% without)  ·  ~23.9 challenges expected  ·  median CC cash $4,096
🛡 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)
64%
Flat exit net (mid-life)
-$246
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 89% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.43/sh now → $0.30 mid-life (likely $0.40–$0.57)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,934 simulated challenges: the $14 strike is typically first touched on day 2 of 7, at $14 (overshoots $0.26). 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 (40 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.16/sh+$624
cycle +$1,584
[+$391…+$550] · 99% credit
65%
surv 52%
-$21,700 NOT
cap gain +$2,875
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.18/sh+$704
cycle +$1,664
[+$357…+$579] · 98% credit
68%
surv 58%
-$20,359 NOT
cap gain +$4,216
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.04/sh+$159
cycle +$1,119
[-$194…+$31] · 30% credit
69%
surv 59%
-$20,904 NOT
cap gain +$3,671
Max even-money escape in the band~$1424 Jul 202610d left+$0.04/sh+$159
cycle +$1,119
[-$194…+$31] · 30% credit
69%
surv 59%
-$20,904 NOT
cap gain +$3,671
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202618d left-$0.23/sh-$940
cycle +$20
[-$1,794…-$1,252]
89%
surv 89%
-$12,303 NOT
cap gain +$12,272
budget: banked $960 debit $940 (98% used ≈ 1.0 wk of income) → whole cycle still +$20 cash · rolled 40 ct earn ≈ $443/mo while parked; 10 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 +0.5 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$4,114/mo
vs 50% target ($2,036/mo)+102%
vs normal income ($4,071/mo)101% covered
Net income (after hedge)$3,438/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,268
… as % of IC ($21,650)84.4%
… as % of ML ($51,650)35.4%
Recovery months (at normal income)4.5 mo
Surgical close (40 ct)$-19,700
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 $0.24 collected) or spot ≥ $13.75 (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 $13.99 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.75
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
≥ $13.75
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$960$-22,324+$2,251+$840
+2.5%$13.84 (≤1σ, normal week)$-390$-22,037+$2,538-$510
+5%$14.18 (≤1σ, normal week)$-1,740$-21,750+$2,825-$1,860
SS (= V-bounce)$17.33 (3.7σ)$-14,360$-19,069+$5,506-$14,480
V-BOUNCE STRESS (stock → CC-SS $18.31, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (40 × $13.50): -$18,268
− Conservative CC assignment net of premium (10 × $17.50): -$777
Total Position P&L @ SS: $-19,045 (+$5,530 vs today)
Do-nothing baseline at SS: $-3,885 (this trade vs do-nothing: $-15,160, the opportunity cost of earning $4,114/mo FIGHT income now)
BB-reversion stress (→ $15.13 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,560, position total $-20,938 (+$3,636 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 (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 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: 0.970 (IBKR)  |  Recovery@SS: +$24,575 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,885

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$147d17 Jul 2026$0.1048/50$2,057$1,34676%79%$-361-$20,19493.3%$-20,349 (vs do-nothing $-16,464)
$1414d24 Jul 2026$0.2244/50$2,074$1,38170%75%$-235-$17,98383.1%$-18,449 (vs do-nothing $-14,564)
$1421d31 Jul 2026$0.3245/50$2,057$1,35968%73%$-207-$17,94282.9%$-18,330 (vs do-nothing $-14,445)
$13.507d17 Jul 2026$0.2420/50$2,057$1,46661%69%$-178-$9,13442.2%$-11,465 (vs do-nothing $-7,580)
$13.5014d24 Jul 2026$0.3925/50$2,089$1,47759%68%$-121-$11,04351.0%$-12,985 (vs do-nothing $-9,100)
$13.5021d31 Jul 2026$0.5128/50$2,040$1,41558%68%$-81-$12,03255.6%$-13,741 (vs do-nothing $-9,856)
$1321d31 Jul 2026$0.7420/50$2,114$1,52348%63%$-77-$9,13442.2%$-11,465 (vs do-nothing $-7,580)
$1314d24 Jul 2026$0.6216/50$2,126$1,55246%63%$-107-$7,49934.6%$-10,141 (vs do-nothing $-6,256)
$137d17 Jul 2026$0.4910/50$2,100$1,55243%61%$-51-$4,81722.2%$-7,925 (vs do-nothing $-4,040)

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  |  2026-07-10 02:23