FORTRESS FIGHT: ETHA @ $13.20

BE SS: $17.33  |  CC-SS: $18.26  |  50 contracts (5,000 sh)  |  2026-07-10 03:38 |  ⌂ PORTFOLIO

ETHA @ $13.20   UNDERWATER $4.13 (23.9% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $18.26  |  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$4,339/mo95% ann ROI on ML
Hedge rolling cost$719/mo
Unrealized P&L$-24,575fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,170/mo
HEDGE COVER
$719/mo
NORMAL INCOME
$4,339/mo (ATM CC, chain)
IC VELOCITY
5.0 mo to earn back $21,650
ML VELOCITY
11.9 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $18.26 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 25 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 48 · %B 67 · hist falling (nightly)
LEVELS20W MA (bounce target) $15.14 (+15%) · daily UBB $13.99 · 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: 24 contracts at $13.50 / 7d. This is the safest strike (survival 65%, breach 35%) that still earns 50% of normal income ($2,170/mo); it brings $2,263/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 47 × $13.50/7d for $4,431/mo, but breach risk rises to 35% (+0pp 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 (93% survival, $720/mo).
Downside anchor: the primary mortgages $10,901 (50% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 2.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 24 contracts realizes $-11,820 and cuts bleed by $345/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 24 × $13.50, 65% survival, $2,263/mo (E[net] $659/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 · 7d24 × $13.5065%$2,263$659

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $659/mo 🏆 GRAND PICK

🎯 Engine pick: sell 24 × $13.50 (primary), 65% survival, breach 35%, $2,263/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 35% → 18%) for $797/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 $13.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge42 × $14.5017 Jul7d9.9%93%15%$168$720-$1,543$15,632
Sell 42 × $14.50 9.9% OTM over spot $13.20 17 Jul 2026 (7d, $0.04 mid)
= $168 credit for the 7d cycle → $720/mo projected
Survival (stays ≤ $14.50)
93%
Breach risk
7%
POP (stays ≤ $14.54)
93%
EV / mo
+$454
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.7-6.4] median, 0.1 mo SLOWER than no FIGHT (4.0 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 26% without)  ·  ~3.4 challenges expected  ·  median CC cash $-1,211
🛡 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)
-$1,186
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 76% POP
70% 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: $0.46/sh now → $0.32 mid-life (likely $0.23–$0.42)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 281 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $15 (overshoots $0.17). 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 (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+$0.21/sh+$893
cycle +$1,061
[+$894…+$1,222] · 100% credit
67%
surv 52%
-$17,161 NOT
cap gain +$7,414
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.07/sh+$304
cycle +$472
[+$239…+$593] · 95% credit
72%
surv 61%
-$16,271 NOT
cap gain +$8,304
Max even-money escape in the band~$1531 Jul 202618d left+$0.04/sh+$148
cycle +$316
[+$27…+$492] · 77% credit
76%
surv 70%
-$14,001 NOT
cap gain +$10,574
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 ($2,170/mo)-67%
vs normal income ($4,339/mo)17% covered
Net income (after hedge)$35/mo
Downside budget
⚠ $14.50 is $4 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,632
… as % of IC ($21,650)72.2%
… as % of ML ($51,650)30.3%
Recovery months (at normal income)3.6 mo
Surgical close (42 ct)$-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 (1.5σ)$168$-18,054+$6,521+$42
+2.5%$14.86 (1.9σ)$-1,354$-17,818+$6,757-$1,480
+5%$15.23 (2.3σ)$-2,877$-17,582+$6,992-$3,003
SS (= V-bounce)$17.33 (4.8σ)$-11,718$-16,214+$8,361-$11,844
V-BOUNCE STRESS (stock → CC-SS $18.26, 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): -$15,632
− Conservative CC assignment net of premium (8 × $17.50): -$586
Total Position P&L @ SS: $-16,218 (+$8,357 vs today)
Do-nothing baseline at SS: $-3,660 (this trade vs do-nothing: $-12,558, the opportunity cost of earning $720/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,520, position total $-17,638 (+$6,937 vs today)
33% normal ← lean38 × $1417 Jul7d6.1%82%36%$342$1,466-$797$15,854
Sell 38 × $14 6.1% OTM over spot $13.20 17 Jul 2026 (7d, $0.10 mid)
= $342 credit for the 7d cycle → $1,466/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.10)
85%
EV / mo
+$539
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.2-5.8] median  ·  36% of paths whole by 9 mo (vs 32% without)  ·  ~8.6 challenges expected  ·  median CC cash $1,078
🛡 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)
26%
Flat exit net (mid-life)
-$797
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% POP
71% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.42/sh now → $0.30 mid-life (likely $0.29–$0.47)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 771 simulated challenges: the $14 strike is typically first touched on day 4 of 7, 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.20/sh+$754
cycle +$1,096
[+$656…+$889] · 100% credit
67%
surv 52%
-$19,538 NOT
cap gain +$5,037
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.20/sh+$755
cycle +$1,097
[+$598…+$905] · 100% credit
71%
surv 60%
-$18,059 NOT
cap gain +$6,516
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.06/sh+$224
cycle +$566
[+$63…+$321] · 85% credit
72%
surv 62%
-$18,589 NOT
cap gain +$5,986
Max even-money escape in the band~$1531 Jul 202618d left+$0.02/sh+$61
cycle +$403
[-$202…+$161] · 42% credit
77%
surv 71%
-$16,327 NOT
cap gain +$8,248
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$1,466/mo
vs 50% target ($2,170/mo)-32%
vs normal income ($4,339/mo)34% covered
Net income (after hedge)$798/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,854
… as % of IC ($21,650)73.2%
… as % of ML ($51,650)30.7%
Recovery months (at normal income)3.7 mo
Surgical close (38 ct)$-18,696
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 $13.99 (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
$14-14.10
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$342$-20,293+$4,282+$228
+2.5%$14.35 (1.3σ)$-988$-19,925+$4,650-$1,102
+5%$14.70 (1.7σ)$-2,318$-19,558+$5,017-$2,432
SS (= V-bounce)$17.33 (4.8σ)$-12,312$-16,796+$7,779-$12,426
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (38 × $14): -$15,854
− Conservative CC assignment net of premium (12 × $17.50): -$878
Total Position P&L @ SS: $-16,732 (+$7,843 vs today)
Do-nothing baseline at SS: $-3,660 (this trade vs do-nothing: $-13,072, the opportunity cost of earning $1,466/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,990, position total $-19,096 (+$5,479 vs today)
🎯 50% normal24 × $13.5017 Jul7d2.3%65%56%$528$2,263$10,901
Sell 24 × $13.50 2.3% OTM over spot $13.20 17 Jul 2026 (7d, $0.23 mid)
= $528 credit for the 7d cycle → $2,263/mo projected
Survival (stays ≤ $13.50)
65%
Breach risk
35%
POP (stays ≤ $13.73)
74%
EV / mo
+$510
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.5-5.7] median  ·  37% of paths whole by 9 mo (vs 30% without)  ·  ~22.3 challenges expected  ·  median CC cash $1,511
🛡 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)
56%
Flat exit net (mid-life)
-$139
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 24 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: $0.39/sh now → $0.28 mid-life (likely $0.34–$0.50)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,683 simulated challenges: the $14 strike is typically first touched on day 3 of 7, at $14 (overshoots $0.19). 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 (24 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+$444
cycle +$972
[+$347…+$430] · 100% credit
67%
surv 52%
-$22,046 NOT
cap gain +$2,529
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.18/sh+$421
cycle +$949
[+$268…+$389] · 99% credit
71%
surv 60%
-$20,589 NOT
cap gain +$3,986
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.05/sh+$111
cycle +$639
[-$40…+$73] · 57% credit
73%
surv 62%
-$20,900 NOT
cap gain +$3,675
Max even-money escape in the band~$1424 Jul 202610d left+$0.05/sh+$111
cycle +$639
[-$40…+$73] · 57% credit
73%
surv 62%
-$20,900 NOT
cap gain +$3,675
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-$0.22/sh-$527
cycle +$1
[-$966…-$653]
93%
surv 92%
-$11,838 NOT
cap gain +$12,737
budget: banked $528 debit $527 (100% used ≈ 1.0 wk of income) → whole cycle still +$1 cash · rolled 24 ct earn ≈ $233/mo while parked; 26 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$2,263/mo
vs 50% target ($2,170/mo)+4%
vs normal income ($4,339/mo)52% covered
Net income (after hedge)$1,655/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,901
… as % of IC ($21,650)50.4%
… as % of ML ($51,650)21.1%
Recovery months (at normal income)2.5 mo
Surgical close (24 ct)$-11,820
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 $0.22 collected) or spot ≥ $13.73 (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
$13-13.73
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
≥ $13.73
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)$528$-22,490+$2,085+$456
+2.5%$13.84 (≤1σ, normal week)$-282$-21,663+$2,912-$354
+5%$14.18 (1.1σ)$-1,092$-20,836+$3,739-$1,164
SS (= V-bounce)$17.33 (4.8σ)$-8,664$-13,106+$11,469-$8,736
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (24 × $13.50): -$10,901
− Conservative CC assignment net of premium (26 × $17.50): -$1,903
Total Position P&L @ SS: $-12,804 (+$11,771 vs today)
Do-nothing baseline at SS: $-3,660 (this trade vs do-nothing: $-9,144, the opportunity cost of earning $2,263/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,408, position total $-18,472 (+$6,103 vs today)
100% normal47 × $13.5017 Jul7d2.3%65%72%$1,034$4,431+$2,169$21,347
Sell 47 × $13.50 2.3% OTM over spot $13.20 17 Jul 2026 (7d, $0.23 mid)
= $1,034 credit for the 7d cycle → $4,431/mo projected
Survival (stays ≤ $13.50)
65%
Breach risk
35%
POP (stays ≤ $13.73)
74%
EV / mo
+$999
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.6-6.7] median, 0.2 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 29% without)  ·  ~22.0 challenges expected  ·  median CC cash $7,015
🛡 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)
57%
Flat exit net (mid-life)
-$272
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 47 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: $0.39/sh now → $0.28 mid-life (likely $0.34–$0.49)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,711 simulated challenges: the $14 strike is typically first touched on day 3 of 7, at $14 (overshoots $0.19). 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 (47 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+$869
cycle +$1,903
[+$683…+$829] · 100% credit
67%
surv 52%
-$21,183 NOT
cap gain +$3,392
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.18/sh+$825
cycle +$1,859
[+$532…+$759] · 100% credit
71%
surv 60%
-$19,749 NOT
cap gain +$4,826
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.05/sh+$217
cycle +$1,251
[-$70…+$136] · 59% credit
73%
surv 62%
-$20,356 NOT
cap gain +$4,219
Max even-money escape in the band~$1424 Jul 202610d left+$0.05/sh+$217
cycle +$1,251
[-$70…+$136] · 59% credit
73%
surv 62%
-$20,356 NOT
cap gain +$4,219
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-$0.22/sh-$1,033
cycle +$1
[-$1,855…-$1,286]
93%
surv 92%
-$11,906 NOT
cap gain +$12,669
budget: banked $1,034 debit $1,033 (100% used ≈ 1.0 wk of income) → whole cycle still +$1 cash · rolled 47 ct earn ≈ $455/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 +0.5 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$4,431/mo
vs 50% target ($2,170/mo)+104%
vs normal income ($4,339/mo)102% covered
Net income (after hedge)$3,725/mo
Downside budget
⚠ $13.50 is $5 below CC-SS $18.26: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,347
… as % of IC ($21,650)98.6%
… as % of ML ($51,650)41.3%
Recovery months (at normal income)4.9 mo
Surgical close (47 ct)$-23,148
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 $0.22 collected) or spot ≥ $13.73 (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
$13-13.73
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
≥ $13.73
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)$1,034$-22,053+$2,522+$893
+2.5%$13.84 (≤1σ, normal week)$-552$-22,002+$2,573-$693
+5%$14.18 (1.1σ)$-2,139$-21,952+$2,623-$2,280
SS (= V-bounce)$17.33 (4.8σ)$-16,967$-21,478+$3,097-$17,108
V-BOUNCE STRESS (stock → CC-SS $18.26, where you are whole again, by expiry)
Starting unrealized P&L: $-24,575
+ Fortress recovery (un-capped): +$24,575
− CC assignment net of premium (47 × $13.50): -$21,347
− Conservative CC assignment net of premium (3 × $17.50): -$220
Total Position P&L @ SS: $-21,567 (+$3,008 vs today)
Do-nothing baseline at SS: $-3,660 (this trade vs do-nothing: $-17,907, the opportunity cost of earning $4,431/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,674, position total $-21,807 (+$2,768 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 (7 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 7 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: $-3,660

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1414d24 Jul 2026$0.2149/50$2,205$1,49075%80%+$714-$19,85591.7%$-19,928 (vs do-nothing $-16,268)
$13.507d17 Jul 2026$0.2224/50$2,263$1,65565%74%+$510-$10,90150.4%$-12,804 (vs do-nothing $-9,144)
$13.5014d24 Jul 2026$0.3728/50$2,220$1,59561%72%+$499-$12,29856.8%$-13,908 (vs do-nothing $-10,248)
$13.5021d31 Jul 2026$0.4832/50$2,194$1,55260%72%+$464-$13,70263.3%$-15,020 (vs do-nothing $-11,360)
$1321d31 Jul 2026$0.7321/50$2,190$1,59547%66%+$358-$9,51744.0%$-11,640 (vs do-nothing $-7,980)
$1314d24 Jul 2026$0.6017/50$2,186$1,60846%65%+$257-$7,92536.6%$-10,341 (vs do-nothing $-6,681)
$137d17 Jul 2026$0.4612/50$2,366$1,80942%64%+$343-$5,76226.6%$-8,544 (vs do-nothing $-4,884)

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 03:38