FORTRESS FIGHT: ETHA @ $13.32

BE SS: $17.33  |  CC-SS: $17.91  |  50 contracts (5,000 sh)  |  2026-07-10 10:23 |  ⌂ PORTFOLIO

ETHA @ $13.32   UNDERWATER $4.01 (23.1% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.91  |  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$3,857/mo95% ann ROI on ML
Hedge rolling cost$811/mo
Unrealized P&L$-23,100fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,929/mo
HEDGE COVER
$811/mo
NORMAL INCOME
$3,857/mo (ATM CC, chain)
IC VELOCITY
5.6 mo to earn back $21,650
ML VELOCITY
13.4 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.91 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 27 (live) · RSI 38 · MACD bearish, hist rising
DAILYMIXED (provisional) · RSI 49 · %B 72 · hist falling (nightly)
LEVELS20W MA (bounce target) $15.14 (+14%) · daily UBB $14.01 · 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: 50 contracts at $14 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($1,929/mo); it brings $1,929/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 43 × $13.50/7d for $3,870/mo, but breach risk rises to 40% (+19pp 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 (90% survival, $823/mo).
Downside anchor: the primary mortgages $19,110 (88% 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 50 contracts realizes $-23,125 and cuts bleed by $811/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 50 × $14, 79% survival, $1,929/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 · 7d50 × $1479%$1,929$330

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

🎯 Engine pick: sell 50 × $14 (primary), 79% survival, breach 21%, $1,929/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 90% (breach 21% → 10%) for $1,106/mo less (57% 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 $13.32 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean48 × $14.5017 Jul7d8.9%90%20%$192$823-$1,106$16,185
Sell 48 × $14.50 8.9% OTM over spot $13.32 17 Jul 2026 (7d, $0.04 mid)
= $192 credit for the 7d cycle → $823/mo projected
Survival (stays ≤ $14.50)
90%
Breach risk
10%
POP (stays ≤ $14.54)
91%
EV / mo
+$333
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.1-6.2] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  37% of paths whole by 9 mo (vs 32% without)  ·  ~4.6 challenges expected  ·  median CC cash $-1,755
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$1,034
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 74% 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: $0.36/sh now → $0.26 mid-life (likely $0.20–$0.37)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 346 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $15 (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 (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.12/sh+$565
cycle +$757
[+$500…+$805] · 100% credit
68%
surv 57%
-$15,748 NOT
cap gain +$7,352
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.12/sh+$555
cycle +$747
[+$463…+$821] · 99% credit
63%
surv 52%
-$16,630 NOT
cap gain +$6,470
Max even-money escape in the band~$1531 Jul 202618d left+$0.09/sh+$414
cycle +$606
[+$262…+$672] · 94% credit
74%
surv 67%
-$13,476 NOT
cap gain +$9,624
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 ($1,929/mo)-57%
vs normal income ($3,857/mo)21% covered
Net income (after hedge)$20/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,185
… as % of IC ($21,650)74.8%
… as % of ML ($51,650)31.3%
Recovery months (at normal income)4.2 mo
Surgical close (48 ct)$-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 $14.01 (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 (1.4σ)$192$-17,185+$5,915+$48
+2.5%$14.86 (1.8σ)$-1,548$-17,169+$5,931-$1,692
+5%$15.23 (2.2σ)$-3,288$-17,152+$5,948-$3,432
SS (= V-bounce)$17.33 (4.6σ)$-13,392$-17,058+$6,042-$13,536
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$22,248
− CC assignment net of premium (48 × $14.50): -$16,185
− Conservative CC assignment net of premium (2 × $17.50): -$76
Total Position P&L @ SS: $-17,114 (+$5,986 vs today)
Do-nothing baseline at SS: $-2,762 (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 $-17,156 (+$5,944 vs today)
33% normal33 × $1417 Jul7d5.1%79%43%$297$1,273-$656$12,612
Sell 33 × $14 5.1% OTM over spot $13.32 17 Jul 2026 (7d, $0.10 mid)
= $297 credit for the 7d cycle → $1,273/mo projected
Survival (stays ≤ $14)
79%
Breach risk
21%
POP (stays ≤ $14.10)
82%
EV / mo
+$251
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.0-5.5] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 31% without)  ·  ~10.6 challenges expected  ·  median CC cash $-615
🛡 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)
30%
Flat exit net (mid-life)
-$486
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 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: $0.34/sh now → $0.24 mid-life (likely $0.25–$0.38)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 915 simulated challenges: the $14 strike is typically first touched on day 4 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 (33 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.11/sh+$347
cycle +$644
[+$255…+$381] · 99% credit
69%
surv 58%
-$18,239 NOT
cap gain +$4,861
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.11/sh+$356
cycle +$653
[+$233…+$390] · 98% credit
63%
surv 52%
-$19,101 NOT
cap gain +$3,999
Max even-money escape in the band~$1531 Jul 202618d left+$0.07/sh+$222
cycle +$519
[+$57…+$248] · 86% credit
75%
surv 68%
-$15,941 NOT
cap gain +$7,159
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-$0.05/sh-$179
cycle +$118
[-$429…-$190] · 9% credit
81%
surv 78%
-$13,919 NOT
cap gain +$9,181
budget: banked $297 debit $179 (60% used ≈ 0.6 wk of income) → whole cycle still +$118 cash · rolled 33 ct earn ≈ $1,008/mo while parked; 17 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$1,273/mo
vs 50% target ($1,929/mo)-34%
vs normal income ($3,857/mo)33% covered
Net income (after hedge)$534/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,612
… as % of IC ($21,650)58.3%
… as % of ML ($51,650)24.4%
Recovery months (at normal income)3.3 mo
Surgical close (33 ct)$-15,262
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 $14.01 (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)$297$-19,457+$3,643+$198
+2.5%$14.35 (1.2σ)$-858$-18,917+$4,183-$957
+5%$14.70 (1.6σ)$-2,013$-18,376+$4,724-$2,112
SS (= V-bounce)$17.33 (4.6σ)$-10,692$-14,313+$8,787-$10,791
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$22,248
− CC assignment net of premium (33 × $14): -$12,612
− Conservative CC assignment net of premium (17 × $17.50): -$649
Total Position P&L @ SS: $-14,114 (+$8,986 vs today)
Do-nothing baseline at SS: $-2,762 (this trade vs do-nothing: $-11,352, the opportunity cost of earning $1,273/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,465, position total $-17,696 (+$5,404 vs today)
🎯 50% normal50 × $1417 Jul7d5.1%79%31%$450$1,929$19,110
Sell 50 × $14 5.1% OTM over spot $13.32 17 Jul 2026 (7d, $0.10 mid)
= $450 credit for the 7d cycle → $1,929/mo projected
Survival (stays ≤ $14)
79%
Breach risk
21%
POP (stays ≤ $14.10)
82%
EV / mo
+$380
📈 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  ·  40% of paths whole by 9 mo (vs 32% without)  ·  ~10.6 challenges expected  ·  median CC cash $1,150
🛡 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)
31%
Flat exit net (mid-life)
-$737
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.34/sh now → $0.24 mid-life (likely $0.25–$0.37)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 943 simulated challenges: the $14 strike is typically first touched on day 4 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.11/sh+$525
cycle +$975
[+$388…+$618] · 99% credit
69%
surv 58%
-$17,958 NOT
cap gain +$5,142
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.11/sh+$540
cycle +$990
[+$360…+$644] · 99% credit
63%
surv 52%
-$18,815 NOT
cap gain +$4,285
Max even-money escape in the band~$1531 Jul 202618d left+$0.07/sh+$336
cycle +$786
[+$92…+$394] · 86% credit
75%
surv 68%
-$15,724 NOT
cap gain +$7,376
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-$0.05/sh-$271
cycle +$179
[-$635…-$254] · 9% credit
81%
surv 78%
-$13,909 NOT
cap gain +$9,191
budget: banked $450 debit $271 (60% used ≈ 0.6 wk of income) → whole cycle still +$179 cash · rolled 50 ct earn ≈ $1,527/mo while parked; 0 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$1,929/mo
vs 50% target ($1,929/mo)+0%
vs normal income ($3,857/mo)50% covered
Net income (after hedge)$1,117/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,110
… as % of IC ($21,650)88.3%
… as % of ML ($51,650)37.0%
Recovery months (at normal income)5.0 mo
Surgical close (50 ct)$-23,125
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 $14.01 (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)$450$-19,355+$3,745+$300
+2.5%$14.35 (1.2σ)$-1,300$-19,410+$3,690-$1,450
+5%$14.70 (1.6σ)$-3,050$-19,464+$3,636-$3,200
SS (= V-bounce)$17.33 (4.6σ)$-16,200$-19,872+$3,228-$16,350
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$22,248
− CC assignment net of premium (50 × $14): -$19,110
Total Position P&L @ SS: $-19,962 (+$3,138 vs today)
Do-nothing baseline at SS: $-2,762 (this trade vs do-nothing: $-17,200, the opportunity cost of earning $1,929/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,250, position total $-19,532 (+$3,568 vs today)
100% normal43 × $13.5017 Jul7d1.4%60%83%$903$3,870+$1,941$18,068
Sell 43 × $13.50 1.4% OTM over spot $13.32 17 Jul 2026 (7d, $0.22 mid)
= $903 credit for the 7d cycle → $3,870/mo projected
Survival (stays ≤ $13.50)
60%
Breach risk
40%
POP (stays ≤ $13.72)
69%
EV / mo
+$85
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.6] median, 0.6 mo SLOWER than no FIGHT (3.1 mo): roll costs eat the credits at this rung  ·  44% of paths whole by 9 mo (vs 32% without)  ·  ~27.1 challenges expected  ·  median CC cash $3,383
🛡 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)
-$43
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 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: $0.31/sh now → $0.22 mid-life (likely $0.29–$0.42)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,931 simulated challenges: the $14 strike is typically first touched on day 2 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 (43 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1431 Jul 202618d left+$0.23/sh+$971
cycle +$1,874
[+$806…+$921] · 100% credit
68%
surv 57%
-$19,461 NOT
cap gain +$3,639
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.09/sh+$400
cycle +$1,303
[+$229…+$330] · 99% credit
69%
surv 58%
-$20,032 NOT
cap gain +$3,068
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.10/sh+$432
cycle +$1,335
[+$199…+$340] · 96% credit
63%
surv 52%
-$20,871 NOT
cap gain +$2,229
Max even-money escape in the band~$1431 Jul 202618d left+$0.05/sh+$213
cycle +$1,116
[-$105…+$89] · 52% credit
75%
surv 69%
-$17,797 NOT
cap gain +$5,303
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-$0.16/sh-$709
cycle +$194
[-$1,372…-$945]
92%
surv 91%
-$11,451 NOT
cap gain +$11,649
budget: banked $903 debit $709 (79% used ≈ 0.8 wk of income) → whole cycle still +$194 cash · rolled 43 ct earn ≈ $395/mo while parked; 7 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$3,870/mo
vs 50% target ($1,929/mo)+101%
vs normal income ($3,857/mo)100% covered
Net income (after hedge)$3,089/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.91: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,068
… as % of IC ($21,650)83.5%
… as % of ML ($51,650)35.0%
Recovery months (at normal income)4.7 mo
Surgical close (43 ct)$-19,909
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 $14.01 (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)$903$-21,304+$1,796+$774
+2.5%$13.84 (≤1σ, normal week)$-548$-21,120+$1,980-$677
+5%$14.18 (≤1σ, normal week)$-2,000$-20,936+$2,164-$2,129
SS (= V-bounce)$17.33 (4.6σ)$-15,566$-19,217+$3,883-$15,695
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-23,100
+ Fortress recovery (un-capped): +$22,248
− CC assignment net of premium (43 × $13.50): -$18,068
− Conservative CC assignment net of premium (7 × $17.50): -$267
Total Position P&L @ SS: $-19,188 (+$3,912 vs today)
Do-nothing baseline at SS: $-2,762 (this trade vs do-nothing: $-16,426, the opportunity cost of earning $3,870/mo FIGHT income now)
BB-reversion stress (→ $15.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,149, position total $-20,410 (+$2,690 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 (6 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 6 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: +$22,248 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,762

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$147d17 Jul 2026$0.0950/50$1,929$1,11779%82%+$380-$19,11088.3%$-19,962 (vs do-nothing $-17,200)
$1414d24 Jul 2026$0.2045/50$1,929$1,13972%77%+$280-$16,70477.2%$-17,747 (vs do-nothing $-14,985)
$1421d31 Jul 2026$0.3045/50$1,929$1,13969%75%+$253-$16,25475.1%$-17,297 (vs do-nothing $-14,535)
$13.507d17 Jul 2026$0.2122/50$1,980$1,28960%69%+$44-$9,24442.7%$-11,166 (vs do-nothing $-8,404)
$13.5014d24 Jul 2026$0.3625/50$1,929$1,22458%69%+$118-$10,13046.8%$-11,937 (vs do-nothing $-9,175)
$13.5021d31 Jul 2026$0.4829/50$1,989$1,26757%69%+$166-$11,40352.7%$-13,057 (vs do-nothing $-10,295)

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 v6.1  |  2026-07-10 10:23