FORTRESS FIGHT: ETHA @ $13.48

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

GENERATED2026-07-11 03:39

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

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.91  |  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$5,654/mo75% ann ROI on ML
Hedge rolling cost$665/mo
Unrealized P&L$-22,525fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,827/mo
HEDGE COVER
$665/mo
NORMAL INCOME
$5,654/mo (ATM CC, chain)
IC VELOCITY
3.8 mo to earn back $21,650
ML VELOCITY
9.1 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 (13d, $231/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 29 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 76 · hist rising (nightly)
LEVELS20W MA (bounce target) $15.15 (+12%) · daily UBB $14.11 · 1-wk expected move ±$1 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 48 contracts at $14 / 6d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($2,827/mo); it brings $2,880/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 35 × $13.50/6d for $5,775/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 34 × $14.50/6d (90% survival, $680/mo).
Downside anchor: the primary mortgages $18,188 (84% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 3.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 48 contracts realizes $-21,648 and cuts bleed by $638/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 (6d) · sell 48 × $14, 75% survival, $2,880/mo (E[net] $474/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 · 6d48 × $1475%$2,880$474

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $474/mo 🏆 GRAND PICK

🎯 Engine pick: sell 48 × $14 (primary), 75% survival, breach 25%, $2,880/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 90% (breach 25% → 10%) for $2,200/mo less (76% 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 ← lean34 × $14.5017 Jul6d7.5%90%20%$136$680-$2,200$11,455
Sell 34 × $14.50 7.5% OTM over spot $13.48 17 Jul 2026 (6d, $0.04 mid)
= $136 credit for the 6d cycle → $680/mo projected
Survival (stays ≤ $14.50)
90%
Breach risk
10%
POP (stays ≤ $14.54)
91%
EV / mo
+$314
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.2-5.7] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  32% of paths whole by 9 mo (vs 29% without)  ·  ~5.2 challenges expected  ·  median CC cash $-933
🛡 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)
14%
Flat exit net (mid-life)
-$839
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.41/sh now → $0.29 mid-life (likely $0.25–$0.43)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 419 simulated challenges: the $14 strike is typically first touched on day 4 of 6, at $15 (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 (34 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.21/sh+$727
cycle +$863
[+$704…+$933] · 100% credit
68%
surv 52%
-$16,620 NOT
cap gain +$5,905
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.21/sh+$727
cycle +$863
[+$707…+$932] · 100% credit
68%
surv 52%
-$16,546 NOT
cap gain +$5,979
Max even-money escape in the band~$1531 Jul 202617d left+$0.15/sh+$498
cycle +$634
[+$384…+$685] · 98% credit
74%
surv 65%
-$14,315 NOT
cap gain +$8,210
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 202617d left-$0.02/sh-$69
cycle +$67
[-$283…+$59] · 33% credit
80%
surv 76%
-$12,423 NOT
cap gain +$10,102
budget: banked $136 debit $69 (51% used ≈ 0.4 wk of income) → whole cycle still +$67 cash · rolled 34 ct earn ≈ $1,598/mo while parked; 16 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$680/mo
vs 50% target ($2,827/mo)-76%
vs normal income ($5,654/mo)12% covered
Net income (after hedge)$87/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)-$11,455
… as % of IC ($21,650)52.9%
… as % of ML ($51,650)22.2%
Recovery months (at normal income)2.0 mo
Surgical close (34 ct)$-15,334
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 $14.11 (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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.3σ)$136$-17,347+$5,178+$34
+2.5%$14.86 (1.8σ)$-1,096$-16,796+$5,729-$1,198
+5%$15.23 (2.2σ)$-2,329$-16,245+$6,280-$2,431
SS (= V-bounce)$17.33 (4.9σ)$-9,486$-13,046+$9,479-$9,588
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-22,525
+ Fortress recovery (un-capped): +$21,767
− CC assignment net of premium (34 × $14.50): -$11,455
− Conservative CC assignment net of premium (16 × $17.50): -$607
Total Position P&L @ SS: $-12,820 (+$9,705 vs today)
Do-nothing baseline at SS: $-2,654 (this trade vs do-nothing: $-10,166, the opportunity cost of earning $680/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,074, position total $-16,359 (+$6,166 vs today)
33% normal32 × $1417 Jul6d3.8%75%51%$384$1,920-$960$12,125
Sell 32 × $14 3.8% OTM over spot $13.48 17 Jul 2026 (6d, $0.12 mid)
= $384 credit for the 6d cycle → $1,920/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.12)
80%
EV / mo
+$523
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.0-5.8] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 34% without)  ·  ~14.6 challenges expected  ·  median CC cash $2,268
🛡 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)
38%
Flat exit net (mid-life)
-$468
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 32 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.29–$0.45)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,129 simulated challenges: the $14 strike is typically first touched on day 3 of 6, 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+$0.20/sh+$636
cycle +$1,020
[+$531…+$707] · 100% credit
68%
surv 52%
-$18,918 NOT
cap gain +$3,607
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.20/sh+$634
cycle +$1,018
[+$536…+$705] · 100% credit
68%
surv 52%
-$18,845 NOT
cap gain +$3,680
Max even-money escape in the band~$1531 Jul 202617d left+$0.12/sh+$390
cycle +$774
[+$206…+$425] · 95% credit
75%
surv 66%
-$16,629 NOT
cap gain +$5,896
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 202617d left-$0.04/sh-$122
cycle +$262
[-$414…-$130] · 10% credit
81%
surv 77%
-$14,681 NOT
cap gain +$7,844
budget: banked $384 debit $122 (32% used ≈ 0.3 wk of income) → whole cycle still +$262 cash · rolled 32 ct earn ≈ $1,289/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$1,920/mo
vs 50% target ($2,827/mo)-32%
vs normal income ($5,654/mo)34% covered
Net income (after hedge)$1,336/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)-$12,125
… as % of IC ($21,650)56.0%
… as % of ML ($51,650)23.5%
Recovery months (at normal income)2.1 mo
Surgical close (32 ct)$-14,432
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 $0.12 collected) or spot ≥ $14.12 (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 $14.11 (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
$14-14.12
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
≥ $14.12
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)$384$-19,553+$2,972+$288
+2.5%$14.35 (1.1σ)$-736$-18,951+$3,574-$832
+5%$14.70 (1.6σ)$-1,856$-18,349+$4,176-$1,952
SS (= V-bounce)$17.33 (4.9σ)$-10,272$-13,826+$8,699-$10,368
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-22,525
+ Fortress recovery (un-capped): +$21,767
− CC assignment net of premium (32 × $14): -$12,125
− Conservative CC assignment net of premium (18 × $17.50): -$682
Total Position P&L @ SS: $-13,566 (+$8,959 vs today)
Do-nothing baseline at SS: $-2,654 (this trade vs do-nothing: $-10,912, the opportunity cost of earning $1,920/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,296, position total $-17,575 (+$4,950 vs today)
🎯 50% normal48 × $1417 Jul6d3.8%75%38%$576$2,880$18,188
Sell 48 × $14 3.8% OTM over spot $13.48 17 Jul 2026 (6d, $0.12 mid)
= $576 credit for the 6d cycle → $2,880/mo projected
Survival (stays ≤ $14)
75%
Breach risk
25%
POP (stays ≤ $14.12)
80%
EV / mo
+$784
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.2-5.9] median, 0.2 mo SLOWER than no FIGHT (3.6 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 31% without)  ·  ~14.7 challenges expected  ·  median CC cash $5,062
🛡 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)
38%
Flat exit net (mid-life)
-$702
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 48 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.30–$0.46)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,129 simulated challenges: the $14 strike is typically first touched on day 3 of 6, 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 (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+$0.20/sh+$953
cycle +$1,529
[+$794…+$1,054] · 100% credit
68%
surv 52%
-$18,456 NOT
cap gain +$4,069
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.20/sh+$951
cycle +$1,527
[+$799…+$1,052] · 100% credit
68%
surv 52%
-$18,384 NOT
cap gain +$4,141
Max even-money escape in the band~$1531 Jul 202617d left+$0.12/sh+$585
cycle +$1,161
[+$294…+$607] · 94% credit
75%
surv 66%
-$16,290 NOT
cap gain +$6,235
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 202617d left-$0.04/sh-$183
cycle +$393
[-$650…-$217] · 11% credit
81%
surv 77%
-$14,598 NOT
cap gain +$7,927
budget: banked $576 debit $183 (32% used ≈ 0.3 wk of income) → whole cycle still +$393 cash · rolled 48 ct earn ≈ $1,934/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$2,880/mo
vs 50% target ($2,827/mo)+2%
vs normal income ($5,654/mo)51% covered
Net income (after hedge)$2,224/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)-$18,188
… as % of IC ($21,650)84.0%
… as % of ML ($51,650)35.2%
Recovery months (at normal income)3.2 mo
Surgical close (48 ct)$-21,648
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 $0.12 collected) or spot ≥ $14.12 (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 $14.11 (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
$14-14.12
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
≥ $14.12
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)$576$-19,409+$3,116+$432
+2.5%$14.35 (1.1σ)$-1,104$-19,367+$3,158-$1,248
+5%$14.70 (1.6σ)$-2,784$-19,325+$3,200-$2,928
SS (= V-bounce)$17.33 (4.9σ)$-15,408$-19,010+$3,515-$15,552
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-22,525
+ Fortress recovery (un-capped): +$21,767
− CC assignment net of premium (48 × $14): -$18,188
− Conservative CC assignment net of premium (2 × $17.50): -$76
Total Position P&L @ SS: $-19,022 (+$3,503 vs today)
Do-nothing baseline at SS: $-2,654 (this trade vs do-nothing: $-16,368, the opportunity cost of earning $2,880/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,944, position total $-19,271 (+$3,254 vs today)
100% normal35 × $13.5017 Jul6d0.1%52%98%$1,155$5,775+$2,895$14,277
Sell 35 × $13.50 0.1% OTM over spot $13.48 17 Jul 2026 (6d, $0.34 mid)
= $1,155 credit for the 6d cycle → $5,775/mo projected
Survival (stays ≤ $13.50)
52%
Breach risk
48%
POP (stays ≤ $13.84)
68%
EV / mo
+$1,260
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.3 mo [2.2-5.5] median, 0.1 mo faster than no FIGHT (3.4 mo)  ·  46% of paths whole by 9 mo (vs 34% without)  ·  ~42.7 challenges expected  ·  median CC cash $7,142
🛡 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)
75%
Flat exit net (mid-life)
+$291
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.35/sh now → $0.25 mid-life (likely $0.34–$0.52)≈ $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 2,245 simulated challenges: the $14 strike is typically first touched on day 2 of 6, 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 (35 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+$644
cycle +$1,799
[+$499…+$574] · 100% credit
68%
surv 51%
-$20,607 NOT
cap gain +$1,918
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.18/sh+$641
cycle +$1,796
[+$503…+$574] · 100% credit
68%
surv 52%
-$20,537 NOT
cap gain +$1,988
Max even-money escape in the band~$1431 Jul 202617d left+$0.10/sh+$345
cycle +$1,500
[+$25…+$196] · 79% credit
75%
surv 67%
-$18,373 NOT
cap gain +$4,152
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 202617d left-$0.18/sh-$630
cycle +$525
[-$1,359…-$892]
93%
surv 92%
-$11,968 NOT
cap gain +$10,557
budget: banked $1,155 debit $630 (55% used ≈ 0.5 wk of income) → whole cycle still +$525 cash · rolled 35 ct earn ≈ $411/mo while parked; 15 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$5,775/mo
vs 50% target ($2,827/mo)+104%
vs normal income ($5,654/mo)102% covered
Net income (after hedge)$5,178/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)-$14,277
… as % of IC ($21,650)65.9%
… as % of ML ($51,650)27.6%
Recovery months (at normal income)2.5 mo
Surgical close (35 ct)$-15,785
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 $14.11 (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)$1,155$-21,251+$1,274+$1,050
+2.5%$13.84 (≤1σ, normal week)$-26$-20,772+$1,753-$131
+5%$14.18 (≤1σ, normal week)$-1,208$-20,293+$2,232-$1,313
SS (= V-bounce)$17.33 (4.9σ)$-12,250$-15,813+$6,712-$12,355
V-BOUNCE STRESS (stock → CC-SS $17.91, where you are whole again, by expiry)
Starting unrealized P&L: $-22,525
+ Fortress recovery (un-capped): +$21,767
− CC assignment net of premium (35 × $13.50): -$14,277
− Conservative CC assignment net of premium (15 × $17.50): -$569
Total Position P&L @ SS: $-15,604 (+$6,921 vs today)
Do-nothing baseline at SS: $-2,654 (this trade vs do-nothing: $-12,950, the opportunity cost of earning $5,775/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,620, position total $-18,908 (+$3,617 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: 0.984 (IBKR)  |  Recovery@SS: +$21,767 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,654

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$146d17 Jul 2026$0.1248/50$2,880$2,22475%80%+$784-$18,18884.0%$-19,022 (vs do-nothing $-16,368)
$1413d24 Jul 2026$0.2746/50$2,866$2,21969%77%+$920-$16,74077.3%$-17,650 (vs do-nothing $-14,996)
$1420d31 Jul 2026$0.3949/50$2,866$2,20666%75%+$833-$17,24479.6%$-18,040 (vs do-nothing $-15,386)
$13.5020d31 Jul 2026$0.6131/50$2,836$2,25753%68%+$563-$11,77754.4%$-13,256 (vs do-nothing $-10,602)
$13.5013d24 Jul 2026$0.4925/50$2,827$2,27452%68%+$610-$9,79845.3%$-11,504 (vs do-nothing $-8,850)
$13.506d17 Jul 2026$0.3318/50$2,970$2,44952%68%+$648-$7,34233.9%$-9,314 (vs do-nothing $-6,660)

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  |  2026-07-11 03:39