FORTRESS FIGHT: ETHA @ $13.48

BE SS: $17.33  |  CC-SS: $17.93  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

ETHA @ $13.48   UNDERWATER $3.85 (22.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.93  |  IV: MEDIUM  |  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$5,036/mo75% ann ROI on ML
Hedge rolling cost$673/mo
Unrealized P&L$-22,675fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,518/mo
HEDGE COVER
$673/mo
NORMAL INCOME
$5,036/mo (ATM CC, chain)
IC VELOCITY
4.3 mo to earn back $21,650
ML VELOCITY
10.3 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.93 in the fetched chain; the deepest available is $16C (14d, $321/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)
WEEKLYNEUTRAL · %B 28 (live) · RSI 40 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 75 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.05 (+41%) · daily UBB $14.13 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 46 contracts at $14 / 7d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,518/mo); it brings $2,563/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 38 × $13.50/7d for $5,049/mo, but breach risk rises to 48% (+23pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 32 × $14.50/7d (88% survival, $686/mo).
Downside anchor: the primary mortgages $17,496 (81% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 3.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 46 contracts realizes $-20,884 and cuts bleed by $620/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 46 × $14, 75% survival, $2,563/mo (E[net] $434/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 · 7d46 × $1475%$2,563$434

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $434/mo 🏆 GRAND PICK

🎯 Engine pick: sell 46 × $14 (primary), 75% survival, breach 25%, $2,563/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 88% (breach 25% → 12%) for $1,877/mo less (73% 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 $13.48 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean32 × $14.5017 Jul7d7.6%88%24%$160$686-$1,877$10,827
Sell 32 × $14.50 7.6% OTM over spot $13.48 17 Jul 2026 (7d, $0.06 mid)
= $160 credit for the 7d cycle → $686/mo projected
Survival (stays ≤ $14.50)
88%
Breach risk
12%
POP (stays ≤ $14.55)
89%
EV / mo
+$278
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.2-5.6] median  ·  32% of paths whole by 9 mo (vs 30% without)  ·  ~5.6 challenges expected  ·  median CC cash $-1,160
🛡 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)
15%
Flat exit net (mid-life)
-$767
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 81% POP
76% 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: $0.41/sh now → $0.29 mid-life (likely $0.25–$0.41)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 448 simulated challenges: the $14 strike is typically first touched on day 5 of 7, at $15 (overshoots $0.18). 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+$0.18/sh+$586
cycle +$746
[+$534…+$734] · 100% credit
66%
surv 52%
-$16,851 NOT
cap gain +$5,824
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.18/sh+$586
cycle +$746
[+$538…+$732] · 100% credit
67%
surv 52%
-$16,753 NOT
cap gain +$5,922
Max even-money escape in the band~$1531 Jul 202618d left+$0.13/sh+$412
cycle +$572
[+$327…+$570] · 99% credit
74%
surv 65%
-$14,464 NOT
cap gain +$8,211
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-$0.03/sh-$86
cycle +$74
[-$251…+$47] · 31% credit
81%
surv 76%
-$12,500 NOT
cap gain +$10,175
budget: banked $160 debit $86 (53% used ≈ 0.5 wk of income) → whole cycle still +$74 cash · rolled 32 ct earn ≈ $1,403/mo while parked; 18 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$686/mo
vs 50% target ($2,518/mo)-73%
vs normal income ($5,036/mo)14% covered
Net income (after hedge)$89/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,827
… as % of IC ($21,650)50.0%
… as % of ML ($51,650)21.0%
Recovery months (at normal income)2.2 mo
Surgical close (32 ct)$-14,528
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 $0.05 collected) or spot ≥ $14.55 (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 $14.13 (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
$14-14.55
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
≥ $14.55
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.3σ)$160$-17,438+$5,237+$64
+2.5%$14.86 (1.7σ)$-1,000$-16,812+$5,863-$1,096
+5%$15.23 (2.2σ)$-2,160$-16,187+$6,488-$2,256
SS (= V-bounce)$17.33 (4.7σ)$-8,896$-12,556+$10,119-$8,992
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,934
− CC assignment net of premium (32 × $14.50): -$10,827
− Conservative CC assignment net of premium (18 × $17.50): -$726
Total Position P&L @ SS: $-12,295 (+$10,380 vs today)
Do-nothing baseline at SS: $-2,759 (this trade vs do-nothing: $-9,536, the opportunity cost of earning $686/mo FIGHT income now)
33% normal30 × $1417 Jul7d3.9%75%51%$390$1,671-$891$11,411
Sell 30 × $14 3.9% OTM over spot $13.48 17 Jul 2026 (7d, $0.14 mid)
= $390 credit for the 7d cycle → $1,671/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.13)
80%
EV / mo
+$503
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.1-5.1] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  36% of paths whole by 9 mo (vs 33% without)  ·  ~13.1 challenges expected  ·  median CC cash $1,390
🛡 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)
39%
Flat exit net (mid-life)
-$416
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.30–$0.45)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,175 simulated challenges: the $14 strike is typically first touched on day 4 of 7, at $14 (overshoots $0.18). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (30 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.17/sh+$514
cycle +$904
[+$405…+$536] · 100% credit
66%
surv 52%
-$19,150 NOT
cap gain +$3,525
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.17/sh+$512
cycle +$902
[+$407…+$534] · 100% credit
67%
surv 52%
-$19,054 NOT
cap gain +$3,621
Max even-money escape in the band~$1531 Jul 202618d left+$0.11/sh+$315
cycle +$705
[+$158…+$329] · 95% credit
75%
surv 66%
-$16,788 NOT
cap gain +$5,887
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-$0.04/sh-$133
cycle +$257
[-$387…-$158] · 10% credit
81%
surv 77%
-$14,774 NOT
cap gain +$7,901
budget: banked $390 debit $133 (34% used ≈ 0.3 wk of income) → whole cycle still +$257 cash · rolled 30 ct earn ≈ $1,122/mo while parked; 20 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$1,671/mo
vs 50% target ($2,518/mo)-34%
vs normal income ($5,036/mo)33% covered
Net income (after hedge)$1,084/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,411
… as % of IC ($21,650)52.7%
… as % of ML ($51,650)22.1%
Recovery months (at normal income)2.3 mo
Surgical close (30 ct)$-13,620
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 $0.13 collected) or spot ≥ $14.13 (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 $14.13 (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
$14-14.13
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
≥ $14.13
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$390$-19,664+$3,011+$300
+2.5%$14.35 (1.1σ)$-660$-18,990+$3,685-$750
+5%$14.70 (1.5σ)$-1,710$-18,316+$4,358-$1,800
SS (= V-bounce)$17.33 (4.7σ)$-9,600$-13,254+$9,421-$9,690
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,934
− CC assignment net of premium (30 × $14): -$11,411
− Conservative CC assignment net of premium (20 × $17.50): -$807
Total Position P&L @ SS: $-12,959 (+$9,716 vs today)
Do-nothing baseline at SS: $-2,759 (this trade vs do-nothing: $-10,200, the opportunity cost of earning $1,671/mo FIGHT income now)
🎯 50% normal46 × $1417 Jul7d3.9%75%40%$598$2,563$17,496
Sell 46 × $14 3.9% OTM over spot $13.48 17 Jul 2026 (7d, $0.14 mid)
= $598 credit for the 7d cycle → $2,563/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.13)
80%
EV / mo
+$771
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.7-6.4] median, 0.5 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 26% without)  ·  ~13.4 challenges expected  ·  median CC cash $4,128
🛡 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)
40%
Flat exit net (mid-life)
-$639
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 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: $0.38/sh now → $0.27 mid-life (likely $0.29–$0.46)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,205 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 (46 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+$788
cycle +$1,386
[+$611…+$830] · 100% credit
66%
surv 52%
-$18,716 NOT
cap gain +$3,959
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.17/sh+$785
cycle +$1,383
[+$615…+$826] · 100% credit
67%
surv 52%
-$18,621 NOT
cap gain +$4,054
Max even-money escape in the band~$1531 Jul 202618d left+$0.11/sh+$483
cycle +$1,081
[+$223…+$527] · 95% credit
75%
surv 66%
-$16,460 NOT
cap gain +$6,215
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-$0.04/sh-$204
cycle +$394
[-$615…-$222] · 10% credit
81%
surv 77%
-$14,685 NOT
cap gain +$7,990
budget: banked $598 debit $204 (34% used ≈ 0.3 wk of income) → whole cycle still +$394 cash · rolled 46 ct earn ≈ $1,721/mo while parked; 4 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$2,563/mo
vs 50% target ($2,518/mo)+2%
vs normal income ($5,036/mo)51% covered
Net income (after hedge)$1,907/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,496
… as % of IC ($21,650)80.8%
… as % of ML ($51,650)33.9%
Recovery months (at normal income)3.5 mo
Surgical close (46 ct)$-20,884
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 $0.13 collected) or spot ≥ $14.13 (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 $14.13 (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
$14-14.13
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
≥ $14.13
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$598$-19,504+$3,171+$460
+2.5%$14.35 (1.1σ)$-1,012$-19,390+$3,285-$1,150
+5%$14.70 (1.5σ)$-2,622$-19,276+$3,398-$2,760
SS (= V-bounce)$17.33 (4.7σ)$-14,720$-18,422+$4,253-$14,858
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,934
− CC assignment net of premium (46 × $14): -$17,496
− Conservative CC assignment net of premium (4 × $17.50): -$161
Total Position P&L @ SS: $-18,399 (+$4,276 vs today)
Do-nothing baseline at SS: $-2,759 (this trade vs do-nothing: $-15,640, the opportunity cost of earning $2,563/mo FIGHT income now)
100% normal38 × $13.5017 Jul7d0.1%52%98%$1,178$5,049+$2,486$15,669
Sell 38 × $13.50 0.1% OTM over spot $13.48 17 Jul 2026 (7d, $0.33 mid)
= $1,178 credit for the 7d cycle → $5,049/mo projected
Survival (stays ≤ $13.50)
52%
Breach risk
48%
POP (stays ≤ $13.82)
67%
EV / mo
+$730
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.4-5.7] median  ·  42% of paths whole by 9 mo (vs 32% without)  ·  ~40.9 challenges expected  ·  median CC cash $5,742
🛡 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)
77%
Flat exit net (mid-life)
+$233
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 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: $0.35/sh now → $0.25 mid-life (likely $0.35–$0.53)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets +$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,321 simulated challenges: the $14 strike is typically first touched on day 2 of 7, at $14 (overshoots $0.23). 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
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.16/sh+$602
cycle +$1,780
[+$393…+$491] · 100% credit
67%
surv 52%
-$20,662 NOT
cap gain +$2,013
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.16/sh+$607
cycle +$1,785
[+$388…+$492] · 100% credit
66%
surv 52%
-$20,756 NOT
cap gain +$1,919
Max even-money escape in the band~$1431 Jul 202618d left+$0.08/sh+$314
cycle +$1,492
[-$14…+$153] · 72% credit
75%
surv 67%
-$18,488 NOT
cap gain +$4,187
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-$0.18/sh-$697
cycle +$481
[-$1,503…-$997]
92%
surv 91%
-$12,111 NOT
cap gain +$10,564
budget: banked $1,178 debit $697 (59% used ≈ 0.6 wk of income) → whole cycle still +$481 cash · rolled 38 ct earn ≈ $413/mo while parked; 12 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$5,049/mo
vs 50% target ($2,518/mo)+101%
vs normal income ($5,036/mo)100% covered
Net income (after hedge)$4,427/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,669
… as % of IC ($21,650)72.4%
… as % of ML ($51,650)30.3%
Recovery months (at normal income)3.1 mo
Surgical close (38 ct)$-17,290
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $13.82 (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 $14.13 (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
$13-13.82
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
≥ $13.82
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$1,178$-21,363+$1,312+$1,064
+2.5%$13.84 (≤1σ, normal week)$-104$-20,983+$1,692-$218
+5%$14.18 (≤1σ, normal week)$-1,387$-20,603+$2,072-$1,501
SS (= V-bounce)$17.33 (4.7σ)$-13,376$-17,054+$5,621-$13,490
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,934
− CC assignment net of premium (38 × $13.50): -$15,669
− Conservative CC assignment net of premium (12 × $17.50): -$484
Total Position P&L @ SS: $-16,895 (+$5,780 vs today)
Do-nothing baseline at SS: $-2,759 (this trade vs do-nothing: $-14,136, the opportunity cost of earning $5,049/mo FIGHT income now)
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: 0.985 (IBKR)  |  Recovery@SS: +$21,934 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,759

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$147d17 Jul 2026$0.1346/50$2,563$1,90775%80%+$771-$17,49680.8%$-18,399 (vs do-nothing $-15,640)
$1414d24 Jul 2026$0.2646/50$2,563$1,90769%76%+$697-$16,89878.1%$-17,801 (vs do-nothing $-15,042)
$1421d31 Jul 2026$0.3847/50$2,551$1,89166%75%+$747-$16,70177.1%$-17,564 (vs do-nothing $-14,805)
$13.5021d31 Jul 2026$0.5930/50$2,529$1,94153%69%+$530-$11,53153.3%$-13,079 (vs do-nothing $-10,320)
$13.5014d24 Jul 2026$0.4725/50$2,518$1,95252%67%+$309-$9,90945.8%$-11,659 (vs do-nothing $-8,900)
$13.507d17 Jul 2026$0.3119/50$2,524$1,98452%67%+$365-$7,83536.2%$-9,827 (vs do-nothing $-7,068)

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 22:25