FORTRESS FIGHT: ETHA @ $13.48

BE SS: $17.33  |  CC-SS: $17.94  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

ETHA @ $13.48   UNDERWATER $3.84 (22.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.94  |  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$5,250/mo95% ann ROI on ML
Hedge rolling cost$673/mo
Unrealized P&L$-22,675fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,625/mo
HEDGE COVER
$673/mo
NORMAL INCOME
$5,250/mo (ATM CC, chain)
IC VELOCITY
4.1 mo to earn back $21,650
ML VELOCITY
9.8 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.94 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)
WEEKLYNEUTRAL · %B 29 (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: 48 contracts at $14 / 7d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,625/mo); it brings $2,674/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 $5,374/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 $18,291 (84% 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 48 contracts realizes $-21,816 and cuts bleed by $647/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 50 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (7d) · sell 48 × $14, 75% survival, $2,674/mo (E[net] $491/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 7d48 × $1475%$2,674$491

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $491/mo 🏆 GRAND PICK

🎯 Engine pick: sell 48 × $14 (primary), 75% survival, breach 25%, $2,674/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 88% (breach 25% → 12%) for $1,989/mo less (74% 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 Jul7d7.5%88%24%$160$686-$1,989$10,850
Sell 32 × $14.50 7.5% 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)
90%
EV / mo
+$289
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.3-5.5] median  ·  33% of paths whole by 9 mo (vs 31% without)  ·  ~5.5 challenges expected  ·  median CC cash $-1,170
🛡 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)
-$786
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 79% POP
75% 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: $0.42/sh now → $0.30 mid-life (likely $0.25–$0.42)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 463 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+$0.20/sh+$632
cycle +$792
[+$590…+$813] · 100% credit
67%
surv 52%
-$16,836 NOT
cap gain +$5,839
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.20/sh+$632
cycle +$792
[+$592…+$812] · 100% credit
67%
surv 52%
-$16,762 NOT
cap gain +$5,913
Max even-money escape in the band~$1531 Jul 202618d left+$0.13/sh+$414
cycle +$574
[+$301…+$578] · 98% credit
73%
surv 64%
-$14,520 NOT
cap gain +$8,155
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-$83
cycle +$77
[-$261…+$50] · 33% credit
79%
surv 75%
-$12,556 NOT
cap gain +$10,119
budget: banked $160 debit $83 (52% used ≈ 0.5 wk of income) → whole cycle still +$77 cash · rolled 32 ct earn ≈ $1,438/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 ($2,625/mo)-74%
vs normal income ($5,250/mo)13% covered
Net income (after hedge)$89/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,850
… as % of IC ($21,650)50.1%
… as % of ML ($51,650)21.0%
Recovery months (at normal income)2.1 mo
Surgical close (32 ct)$-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 (1.2σ)$160$-17,467+$5,208+$64
+2.5%$14.86 (1.6σ)$-1,000$-16,844+$5,831-$1,096
+5%$15.23 (2.0σ)$-2,160$-16,220+$6,455-$2,256
SS (= V-bounce)$17.33 (4.5σ)$-8,896$-12,600+$10,075-$8,992
V-BOUNCE STRESS (stock → CC-SS $17.94, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,922
− CC assignment net of premium (32 × $14.50): -$10,850
− Conservative CC assignment net of premium (18 × $17.50): -$739
Total Position P&L @ SS: $-12,342 (+$10,333 vs today)
Do-nothing baseline at SS: $-2,806 (this trade vs do-nothing: $-9,536, the opportunity cost of earning $686/mo FIGHT income now)
33% normal32 × $1417 Jul7d3.8%75%52%$416$1,783-$891$12,194
Sell 32 × $14 3.8% OTM over spot $13.48 17 Jul 2026 (7d, $0.14 mid)
= $416 credit for the 7d cycle → $1,783/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.14)
80%
EV / mo
+$528
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.3-6.3] median, 0.1 mo faster than no FIGHT (4.0 mo)  ·  35% of paths whole by 9 mo (vs 28% without)  ·  ~13.4 challenges expected  ·  median CC cash $1,737
🛡 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)
41%
Flat exit net (mid-life)
-$462
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 80% 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: $0.39/sh now → $0.27 mid-life (likely $0.31–$0.47)≈ $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 1,240 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 (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+$590
cycle +$1,006
[+$479…+$616] · 100% credit
67%
surv 52%
-$19,082 NOT
cap gain +$3,593
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.18/sh+$588
cycle +$1,004
[+$482…+$615] · 100% credit
67%
surv 52%
-$19,009 NOT
cap gain +$3,666
Max even-money escape in the band~$1531 Jul 202618d left+$0.11/sh+$344
cycle +$760
[+$140…+$351] · 93% credit
74%
surv 65%
-$16,793 NOT
cap gain +$5,882
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 +$283
[-$439…-$172] · 11% credit
80%
surv 76%
-$14,810 NOT
cap gain +$7,865
budget: banked $416 debit $133 (32% used ≈ 0.3 wk of income) → whole cycle still +$283 cash · rolled 32 ct earn ≈ $1,241/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$1,783/mo
vs 50% target ($2,625/mo)-32%
vs normal income ($5,250/mo)34% covered
Net income (after hedge)$1,187/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,194
… as % of IC ($21,650)56.3%
… as % of ML ($51,650)23.6%
Recovery months (at normal income)2.3 mo
Surgical close (32 ct)$-14,544
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 ≥ $14.14 (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
$14-14.14
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
≥ $14.14
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)$416$-19,671+$3,004+$320
+2.5%$14.35 (1.0σ)$-704$-19,069+$3,606-$800
+5%$14.70 (1.4σ)$-1,824$-18,467+$4,208-$1,920
SS (= V-bounce)$17.33 (4.5σ)$-10,240$-13,944+$8,731-$10,336
V-BOUNCE STRESS (stock → CC-SS $17.94, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,922
− CC assignment net of premium (32 × $14): -$12,194
− Conservative CC assignment net of premium (18 × $17.50): -$739
Total Position P&L @ SS: $-13,686 (+$8,989 vs today)
Do-nothing baseline at SS: $-2,806 (this trade vs do-nothing: $-10,880, the opportunity cost of earning $1,783/mo FIGHT income now)
🎯 50% normal48 × $1417 Jul7d3.8%75%39%$624$2,674$18,291
Sell 48 × $14 3.8% OTM over spot $13.48 17 Jul 2026 (7d, $0.14 mid)
= $624 credit for the 7d cycle → $2,674/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.14)
80%
EV / mo
+$792
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.7-5.8] median, 0.3 mo faster than no FIGHT (4.1 mo)  ·  40% of paths whole by 9 mo (vs 32% without)  ·  ~13.2 challenges expected  ·  median CC cash $4,305
🛡 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)
-$693
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 80% POP
76% 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: $0.39/sh now → $0.27 mid-life (likely $0.31–$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 1,161 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 (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+$0.18/sh+$884
cycle +$1,508
[+$721…+$927] · 100% credit
67%
surv 52%
-$18,627 NOT
cap gain +$4,048
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.18/sh+$882
cycle +$1,506
[+$724…+$924] · 100% credit
67%
surv 52%
-$18,555 NOT
cap gain +$4,120
Max even-money escape in the band~$1531 Jul 202618d left+$0.11/sh+$517
cycle +$1,141
[+$233…+$528] · 92% credit
74%
surv 65%
-$16,461 NOT
cap gain +$6,214
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-$199
cycle +$425
[-$612…-$253] · 10% credit
80%
surv 76%
-$14,717 NOT
cap gain +$7,958
budget: banked $624 debit $199 (32% used ≈ 0.3 wk of income) → whole cycle still +$425 cash · rolled 48 ct earn ≈ $1,862/mo while parked; 2 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$2,674/mo
vs 50% target ($2,625/mo)+2%
vs normal income ($5,250/mo)51% covered
Net income (after hedge)$2,009/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,291
… as % of IC ($21,650)84.5%
… as % of ML ($51,650)35.4%
Recovery months (at normal income)3.5 mo
Surgical close (48 ct)$-21,816
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 ≥ $14.14 (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
$14-14.14
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
≥ $14.14
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)$624$-19,511+$3,164+$480
+2.5%$14.35 (1.0σ)$-1,056$-19,469+$3,206-$1,200
+5%$14.70 (1.4σ)$-2,736$-19,427+$3,248-$2,880
SS (= V-bounce)$17.33 (4.5σ)$-15,360$-19,112+$3,563-$15,504
V-BOUNCE STRESS (stock → CC-SS $17.94, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,922
− CC assignment net of premium (48 × $14): -$18,291
− Conservative CC assignment net of premium (2 × $17.50): -$82
Total Position P&L @ SS: $-19,126 (+$3,549 vs today)
Do-nothing baseline at SS: $-2,806 (this trade vs do-nothing: $-16,320, the opportunity cost of earning $2,674/mo FIGHT income now)
100% normal38 × $13.5017 Jul7d0.1%52%98%$1,254$5,374+$2,700$15,620
Sell 38 × $13.50 0.1% OTM over spot $13.48 17 Jul 2026 (7d, $0.34 mid)
= $1,254 credit for the 7d cycle → $5,374/mo projected
Survival (stays ≤ $13.50)
52%
Breach risk
48%
POP (stays ≤ $13.84)
68%
EV / mo
+$979
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.6] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  45% of paths whole by 9 mo (vs 33% without)  ·  ~40.6 challenges expected  ·  median CC cash $6,183
🛡 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)
78%
Flat exit net (mid-life)
+$290
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: $0.36/sh now → $0.25 mid-life (likely $0.36–$0.54)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,335 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
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.17/sh+$652
cycle +$1,906
[+$455…+$548] · 100% credit
67%
surv 52%
-$20,659 NOT
cap gain +$2,016
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.17/sh+$648
cycle +$1,902
[+$458…+$547] · 100% credit
67%
surv 52%
-$20,589 NOT
cap gain +$2,086
Max even-money escape in the band~$1431 Jul 202618d left+$0.09/sh+$331
cycle +$1,585
[-$54…+$157] · 65% credit
74%
surv 66%
-$18,446 NOT
cap gain +$4,229
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-$0.19/sh-$717
cycle +$537
[-$1,552…-$1,027]
92%
surv 91%
-$12,115 NOT
cap gain +$10,560
budget: banked $1,254 debit $717 (57% used ≈ 0.6 wk of income) → whole cycle still +$537 cash · rolled 38 ct earn ≈ $412/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$5,374/mo
vs 50% target ($2,625/mo)+105%
vs normal income ($5,250/mo)102% covered
Net income (after hedge)$4,752/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,620
… as % of IC ($21,650)72.1%
… as % of ML ($51,650)30.2%
Recovery months (at normal income)3.0 mo
Surgical close (38 ct)$-17,271
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 $0.33 collected) or spot ≥ $13.84 (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
$13-13.84
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
≥ $13.84
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)$1,254$-21,311+$1,364+$1,140
+2.5%$13.84 (≤1σ, normal week)$-28$-20,933+$1,742-$142
+5%$14.18 (≤1σ, normal week)$-1,311$-20,555+$2,120-$1,425
SS (= V-bounce)$17.33 (4.5σ)$-13,300$-17,022+$5,653-$13,414
V-BOUNCE STRESS (stock → CC-SS $17.94, where you are whole again, by expiry)
Starting unrealized P&L: $-22,675
+ Fortress recovery (un-capped): +$21,922
− CC assignment net of premium (38 × $13.50): -$15,620
− Conservative CC assignment net of premium (12 × $17.50): -$493
Total Position P&L @ SS: $-16,866 (+$5,809 vs today)
Do-nothing baseline at SS: $-2,806 (this trade vs do-nothing: $-14,060, the opportunity cost of earning $5,374/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: 0.984 (IBKR)  |  Recovery@SS: +$21,922 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,806

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$147d17 Jul 2026$0.1348/50$2,674$2,00975%80%+$792-$18,29184.5%$-19,126 (vs do-nothing $-16,320)
$1414d24 Jul 2026$0.2746/50$2,661$2,00568%75%+$603-$16,88578.0%$-17,802 (vs do-nothing $-14,996)
$1421d31 Jul 2026$0.3948/50$2,674$2,00965%74%+$606-$17,04378.7%$-17,878 (vs do-nothing $-15,072)
$13.5021d31 Jul 2026$0.6131/50$2,701$2,10953%68%+$436-$11,87554.8%$-13,408 (vs do-nothing $-10,602)
$13.5014d24 Jul 2026$0.4925/50$2,625$2,05952%68%+$417-$9,87745.6%$-11,656 (vs do-nothing $-8,850)
$13.507d17 Jul 2026$0.3319/50$2,687$2,14752%68%+$489-$7,81036.1%$-9,836 (vs do-nothing $-7,030)

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 22:35