FORTRESS FIGHT: ETHA @ $13.20

BE SS: $17.33  |  CC-SS: $17.97  |  50 contracts (5,000 sh)  |  2026-07-10 09:43 |  ⌂ PORTFOLIO

ETHA @ $13.20   UNDERWATER $4.13 (23.8% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.97  |  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$4,179/mo95% ann ROI on ML
Hedge rolling cost$811/mo
Unrealized P&L$-23,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,089/mo
HEDGE COVER
$811/mo
NORMAL INCOME
$4,179/mo (ATM CC, chain)
IC VELOCITY
5.2 mo to earn back $21,650
ML VELOCITY
12.4 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.97 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 68 · 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 64%, breach 36%) that still earns 50% of normal income ($2,089/mo); it brings $2,160/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 $4,230/mo, but breach risk rises to 36% (+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 48 × $14.50/7d (92% survival, $823/mo).
Downside anchor: the primary mortgages $10,219 (47% 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 24 contracts realizes $-11,112 and cuts bleed by $389/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, 64% survival, $2,160/mo (E[net] $446/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 × $13.5064%$2,160$446

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $446/mo 🏆 GRAND PICK

🎯 Engine pick: sell 24 × $13.50 (primary), 64% survival, breach 36%, $2,160/mo.
⚖️ Worth a safer step: the $14 rung (33% normal) lifts survival to 82% (breach 36% → 18%) for $771/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 $13.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge48 × $14.5017 Jul7d9.8%92%15%$192$823-$1,337$16,453
Sell 48 × $14.50 9.8% OTM over spot $13.20 17 Jul 2026 (7d, $0.04 mid)
= $192 credit for the 7d cycle → $823/mo projected
Survival (stays ≤ $14.50)
92%
Breach risk
8%
POP (stays ≤ $14.54)
93%
EV / mo
+$486
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [1.8-6.0] median  ·  37% of paths whole by 9 mo (vs 33% without)  ·  ~3.4 challenges expected  ·  median CC cash $-1,454
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,419
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 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: $0.47/sh now → $0.34 mid-life (likely $0.27–$0.48)≈ $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 314 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $15 (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 (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+$0.19/sh+$893
cycle +$1,085
[+$831…+$1,266] · 100% credit
67%
surv 52%
-$15,710 NOT
cap gain +$7,390
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.05/sh+$224
cycle +$416
[+$68…+$514] · 82% credit
71%
surv 61%
-$14,926 NOT
cap gain +$8,174
Max even-money escape in the band~$1531 Jul 202618d left+$0.02/sh+$99
cycle +$291
[-$130…+$420] · 63% credit
76%
surv 70%
-$12,629 NOT
cap gain +$10,471
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$823/mo
vs 50% target ($2,089/mo)-61%
vs normal income ($4,179/mo)20% covered
Net income (after hedge)$20/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.97: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,453
… as % of IC ($21,650)76.0%
… as % of ML ($51,650)31.9%
Recovery months (at normal income)3.9 mo
Surgical close (48 ct)$-22,200
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)$192$-16,603+$6,497+$48
+2.5%$14.86 (1.9σ)$-1,548$-16,587+$6,513-$1,692
+5%$15.23 (2.3σ)$-3,288$-16,571+$6,529-$3,432
SS (= V-bounce)$17.33 (4.6σ)$-13,392$-16,476+$6,624-$13,536
V-BOUNCE STRESS (stock → CC-SS $17.97, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$23,100
− CC assignment net of premium (48 × $14.50): -$16,453
− Conservative CC assignment net of premium (2 × $17.50): -$88
Total Position P&L @ SS: $-16,541 (+$6,559 vs today)
Do-nothing baseline at SS: $-2,189 (this trade vs do-nothing: $-14,352, the opportunity cost of earning $823/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,880, position total $-16,575 (+$6,525 vs today)
33% normal ← lean36 × $1417 Jul7d6.1%82%37%$324$1,389-$771$13,960
Sell 36 × $14 6.1% OTM over spot $13.20 17 Jul 2026 (7d, $0.10 mid)
= $324 credit for the 7d cycle → $1,389/mo projected
Survival (stays ≤ $14)
82%
Breach risk
18%
POP (stays ≤ $14.10)
84%
EV / mo
+$440
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.2-5.6] median  ·  40% of paths whole by 9 mo (vs 35% without)  ·  ~8.9 challenges expected  ·  median CC cash $-8
🛡 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)
-$801
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 36 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: $0.44/sh now → $0.31 mid-life (likely $0.31–$0.50)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 874 simulated challenges: the $14 strike is typically first touched on day 4 of 7, 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 (36 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+$624
cycle +$948
[+$516…+$758] · 100% credit
67%
surv 52%
-$18,234 NOT
cap gain +$4,866
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.18/sh+$665
cycle +$989
[+$508…+$810] · 99% credit
71%
surv 60%
-$16,740 NOT
cap gain +$6,360
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.04/sh+$128
cycle +$452
[-$59…+$211] · 63% credit
72%
surv 61%
-$17,277 NOT
cap gain +$5,823
Max even-money escape in the band~$1531 Jul 202618d left+$0.00/sh+$9
cycle +$333
[-$252…+$94] · 34% credit
77%
surv 71%
-$14,973 NOT
cap gain +$8,127
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$1,389/mo
vs 50% target ($2,089/mo)-34%
vs normal income ($4,179/mo)33% covered
Net income (after hedge)$637/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.97: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,960
… as % of IC ($21,650)64.5%
… as % of ML ($51,650)27.0%
Recovery months (at normal income)3.3 mo
Surgical close (36 ct)$-16,650
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)$324$-18,858+$4,242+$216
+2.5%$14.35 (1.3σ)$-936$-18,422+$4,678-$1,044
+5%$14.70 (1.7σ)$-2,196$-17,986+$5,114-$2,304
SS (= V-bounce)$17.33 (4.6σ)$-11,664$-14,712+$8,388-$11,772
V-BOUNCE STRESS (stock → CC-SS $17.97, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$23,100
− CC assignment net of premium (36 × $14): -$13,960
− Conservative CC assignment net of premium (14 × $17.50): -$613
Total Position P&L @ SS: $-14,573 (+$8,527 vs today)
Do-nothing baseline at SS: $-2,189 (this trade vs do-nothing: $-12,384, the opportunity cost of earning $1,389/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,780, position total $-17,439 (+$5,661 vs today)
🎯 50% normal24 × $13.5017 Jul7d2.3%64%57%$504$2,160$10,219
Sell 24 × $13.50 2.3% OTM over spot $13.20 17 Jul 2026 (7d, $0.22 mid)
= $504 credit for the 7d cycle → $2,160/mo projected
Survival (stays ≤ $13.50)
64%
Breach risk
36%
POP (stays ≤ $13.72)
73%
EV / mo
+$329
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.3-5.2] median, 0.1 mo faster than no FIGHT (3.7 mo)  ·  38% of paths whole by 9 mo (vs 33% without)  ·  ~22.3 challenges expected  ·  median CC cash $451
🛡 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)
-$193
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 89% POP
88% 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: $0.41/sh now → $0.29 mid-life (likely $0.36–$0.53)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,721 simulated challenges: the $14 strike is typically first touched on day 3 of 7, 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 (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+$0.16/sh+$386
cycle +$890
[+$270…+$362] · 100% credit
67%
surv 52%
-$20,678 NOT
cap gain +$2,422
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.16/sh+$390
cycle +$894
[+$217…+$351] · 99% credit
71%
surv 60%
-$19,221 NOT
cap gain +$3,879
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.02/sh+$60
cycle +$564
[-$127…+$8] · 27% credit
72%
surv 62%
-$19,551 NOT
cap gain +$3,549
Max even-money escape in the band~$1424 Jul 202610d left+$0.02/sh+$60
cycle +$564
[-$127…+$8] · 27% credit
72%
surv 62%
-$19,551 NOT
cap gain +$3,549
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202618d left-$0.20/sh-$470
cycle +$34
[-$894…-$595]
89%
surv 88%
-$12,814 NOT
cap gain +$10,286
budget: banked $504 debit $470 (93% used ≈ 0.9 wk of income) → whole cycle still +$34 cash · rolled 24 ct earn ≈ $378/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$2,160/mo
vs 50% target ($2,089/mo)+3%
vs normal income ($4,179/mo)52% covered
Net income (after hedge)$1,460/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.97: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,219
… as % of IC ($21,650)47.2%
… as % of ML ($51,650)19.8%
Recovery months (at normal income)2.4 mo
Surgical close (24 ct)$-11,112
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 $13.99 (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
$13-13.72
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$504$-21,064+$2,036+$432
+2.5%$13.84 (≤1σ, normal week)$-306$-20,239+$2,861-$378
+5%$14.18 (1.1σ)$-1,116$-19,414+$3,686-$1,188
SS (= V-bounce)$17.33 (4.6σ)$-8,688$-11,700+$11,400-$8,760
V-BOUNCE STRESS (stock → CC-SS $17.97, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$23,100
− CC assignment net of premium (24 × $13.50): -$10,219
− Conservative CC assignment net of premium (26 × $17.50): -$1,138
Total Position P&L @ SS: $-11,357 (+$11,743 vs today)
Do-nothing baseline at SS: $-2,189 (this trade vs do-nothing: $-9,168, the opportunity cost of earning $2,160/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,432, position total $-17,055 (+$6,045 vs today)
100% normal47 × $13.5017 Jul7d2.3%64%73%$987$4,230+$2,070$20,012
Sell 47 × $13.50 2.3% OTM over spot $13.20 17 Jul 2026 (7d, $0.22 mid)
= $987 credit for the 7d cycle → $4,230/mo projected
Survival (stays ≤ $13.50)
64%
Breach risk
36%
POP (stays ≤ $13.72)
73%
EV / mo
+$644
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.2-6.0] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  43% of paths whole by 9 mo (vs 32% without)  ·  ~21.8 challenges expected  ·  median CC cash $5,118
🛡 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)
58%
Flat exit net (mid-life)
-$378
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 89% POP
88% 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: $0.41/sh now → $0.29 mid-life (likely $0.37–$0.52)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,740 simulated challenges: the $14 strike is typically first touched on day 3 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 (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+$0.16/sh+$757
cycle +$1,744
[+$534…+$706] · 100% credit
67%
surv 52%
-$19,894 NOT
cap gain +$3,206
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.16/sh+$764
cycle +$1,751
[+$437…+$685] · 99% credit
71%
surv 60%
-$18,433 NOT
cap gain +$4,667
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.02/sh+$117
cycle +$1,104
[-$231…+$5] · 26% credit
72%
surv 62%
-$19,080 NOT
cap gain +$4,020
Max even-money escape in the band~$1424 Jul 202610d left+$0.02/sh+$117
cycle +$1,104
[-$231…+$5] · 26% credit
72%
surv 62%
-$19,080 NOT
cap gain +$4,020
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202618d left-$0.20/sh-$921
cycle +$66
[-$1,703…-$1,182]
89%
surv 88%
-$12,850 NOT
cap gain +$10,250
budget: banked $987 debit $921 (93% used ≈ 0.9 wk of income) → whole cycle still +$66 cash · rolled 47 ct earn ≈ $740/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$4,230/mo
vs 50% target ($2,089/mo)+102%
vs normal income ($4,179/mo)101% covered
Net income (after hedge)$3,432/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.97: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,012
… as % of IC ($21,650)92.4%
… as % of ML ($51,650)38.7%
Recovery months (at normal income)4.8 mo
Surgical close (47 ct)$-21,761
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 $13.99 (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
$13-13.72
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 0.97 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$987$-20,650+$2,450+$846
+2.5%$13.84 (≤1σ, normal week)$-599$-20,602+$2,498-$740
+5%$14.18 (1.1σ)$-2,186$-20,553+$2,547-$2,327
SS (= V-bounce)$17.33 (4.6σ)$-17,014$-20,095+$3,005-$17,155
V-BOUNCE STRESS (stock → CC-SS $17.97, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$23,100
− CC assignment net of premium (47 × $13.50): -$20,012
− Conservative CC assignment net of premium (3 × $17.50): -$131
Total Position P&L @ SS: $-20,143 (+$2,957 vs today)
Do-nothing baseline at SS: $-2,189 (this trade vs do-nothing: $-17,954, the opportunity cost of earning $4,230/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,721, position total $-20,413 (+$2,687 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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 8 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: 0.969 (IBKR)  |  Recovery@SS: +$23,100 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,189

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1414d24 Jul 2026$0.2049/50$2,100$1,29375%79%+$523-$18,46285.3%$-18,506 (vs do-nothing $-16,317)
$1421d31 Jul 2026$0.3049/50$2,100$1,29372%78%+$533-$17,97283.0%$-18,016 (vs do-nothing $-15,827)
$13.507d17 Jul 2026$0.2124/50$2,160$1,46064%73%+$329-$10,21947.2%$-11,357 (vs do-nothing $-9,168)
$13.5014d24 Jul 2026$0.3628/50$2,160$1,44361%72%+$375-$11,50253.1%$-12,465 (vs do-nothing $-10,276)
$13.5021d31 Jul 2026$0.4831/50$2,126$1,39660%71%+$415-$12,36257.1%$-13,194 (vs do-nothing $-11,005)
$1321d31 Jul 2026$0.7021/50$2,100$1,41347%66%+$213-$8,96241.4%$-10,232 (vs do-nothing $-8,043)
$1314d24 Jul 2026$0.5917/50$2,149$1,47946%65%+$217-$7,44234.4%$-8,887 (vs do-nothing $-6,698)
$137d17 Jul 2026$0.4611/50$2,169$1,52442%64%+$237-$4,95922.9%$-6,666 (vs do-nothing $-4,477)

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 09:43