FORTRESS FIGHT: ETHA @ $13.57

BE SS: $17.33  |  CC-SS: $17.96  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 14:09

ETHA @ $13.57   UNDERWATER $3.76 (21.7% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.96  |  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$3,368/mo75% ann ROI on ML
Hedge rolling cost$665/mo
Unrealized P&L$-22,350fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,684/mo
HEDGE COVER
$665/mo
NORMAL INCOME
$3,368/mo (ATM CC, chain)
IC VELOCITY
6.4 mo to earn back $21,650
ML VELOCITY
15.3 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.96 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 30 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 51 · %B 78 · hist rising (nightly)
LEVELS20W MA (bounce target) $15.15 (+12%) · daily UBB $14.13 · 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: 26 contracts at $14 / 6d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($1,684/mo); it brings $1,690/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 21 × $13.50/6d for $3,465/mo, but breach risk rises to 53% (+26pp 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 $9,945 (46% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 3.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 26 contracts realizes $-11,635 and cuts bleed by $346/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 26 × $14, 73% survival, $1,690/mo (E[net] $399/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 · 6d26 × $1473%$1,690$399

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $399/mo 🏆 GRAND PICK

🎯 Engine pick: sell 26 × $14 (primary), 73% survival, breach 27%, $1,690/mo.
⚖️ Worth a safer step: the $14.50 rung (cover hedge) lifts survival to 90% (breach 27% → 10%) for $1,010/mo less (60% 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 $13.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean34 × $14.5017 Jul6d6.9%90%21%$136$680-$1,010$11,611
Sell 34 × $14.50 6.9% OTM over spot $13.57 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
+$321
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.5-6.3] median  ·  30% of paths whole by 9 mo (vs 28% without)  ·  ~5.6 challenges expected  ·  median CC cash $-903
🛡 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)
-$733
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 79% POP
74% 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: $0.36/sh now → $0.26 mid-life (likely $0.23–$0.39)≈ $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 455 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
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202617d left+$0.17/sh+$567
cycle +$703
[+$464…+$728] · 100% credit
72%
surv 63%
-$14,899 NOT
cap gain +$7,451
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.10/sh+$325
cycle +$461
[+$196…+$459] · 92% credit
63%
surv 52%
-$17,261 NOT
cap gain +$5,089
Up-and-out for even (raise the cap, free)~$1524 Jul 202610d left+$0.02/sh+$61
cycle +$197
[-$70…+$155] · 56% credit
74%
surv 66%
-$15,405 NOT
cap gain +$6,945
Max even-money escape in the band~$1531 Jul 202617d left+$0.00/sh+$4
cycle +$140
[-$191…+$111] · 40% credit
79%
surv 74%
-$13,002 NOT
cap gain +$9,348
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$680/mo
vs 50% target ($1,684/mo)-60%
vs normal income ($3,368/mo)20% covered
Net income (after hedge)$87/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,611
… as % of IC ($21,650)53.6%
… as % of ML ($51,650)22.5%
Recovery months (at normal income)3.4 mo
Surgical close (34 ct)$-15,215
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 $14.13 (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
$14-14.54
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 (1.2σ)$136$-17,586+$4,764+$34
+2.5%$14.86 (1.7σ)$-1,096$-17,035+$5,315-$1,198
+5%$15.23 (2.1σ)$-2,329$-16,484+$5,866-$2,431
SS (= V-bounce)$17.33 (4.8σ)$-9,486$-13,284+$9,066-$9,588
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-22,350
+ Fortress recovery (un-capped): +$21,579
− CC assignment net of premium (34 × $14.50): -$11,611
− Conservative CC assignment net of premium (16 × $17.50): -$680
Total Position P&L @ SS: $-13,062 (+$9,288 vs today)
Do-nothing baseline at SS: $-2,896 (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 $-16,598 (+$5,752 vs today)
33% normal18 × $1417 Jul6d3.2%73%54%$234$1,170-$520$6,885
Sell 18 × $14 3.2% OTM over spot $13.57 17 Jul 2026 (6d, $0.14 mid)
= $234 credit for the 6d cycle → $1,170/mo projected
Survival (stays ≤ $14)
73%
Breach risk
27%
POP (stays ≤ $14.13)
79%
EV / mo
+$372
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.6-5.6] median, 0.1 mo faster than no FIGHT (3.8 mo)  ·  31% of paths whole by 9 mo (vs 28% without)  ·  ~17.0 challenges expected  ·  median CC cash $92
🛡 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)
43%
Flat exit net (mid-life)
-$193
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 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: $0.34/sh now → $0.24 mid-life (likely $0.27–$0.41)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,276 simulated challenges: the $14 strike is typically first touched on day 3 of 6, 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 (18 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 202617d left+$0.14/sh+$259
cycle +$493
[+$165…+$256] · 98% credit
73%
surv 64%
-$17,521 NOT
cap gain +$4,829
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.09/sh+$160
cycle +$394
[+$54…+$154] · 88% credit
63%
surv 52%
-$19,740 NOT
cap gain +$2,610
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.01/sh+$12
cycle +$246
[-$94…-$3] · 24% credit
74%
surv 67%
-$17,768 NOT
cap gain +$4,582
Max even-money escape in the band~$1424 Jul 202610d left+$0.01/sh+$12
cycle +$246
[-$94…-$3] · 24% credit
74%
surv 67%
-$17,768 NOT
cap gain +$4,582
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-$0.10/sh-$187
cycle +$47
[-$380…-$225] · 0% credit
86%
surv 84%
-$13,047 NOT
cap gain +$9,303
budget: banked $234 debit $187 (80% used ≈ 0.7 wk of income) → whole cycle still +$47 cash · rolled 18 ct earn ≈ $424/mo while parked; 32 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$1,170/mo
vs 50% target ($1,684/mo)-31%
vs normal income ($3,368/mo)35% covered
Net income (after hedge)$649/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,885
… as % of IC ($21,650)31.8%
… as % of ML ($51,650)13.3%
Recovery months (at normal income)2.0 mo
Surgical close (18 ct)$-8,055
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)$234$-19,900+$2,450+$180
+2.5%$14.35 (≤1σ, normal week)$-396$-18,808+$3,542-$450
+5%$14.70 (1.4σ)$-1,026$-17,716+$4,634-$1,080
SS (= V-bounce)$17.33 (4.8σ)$-5,760$-9,510+$12,840-$5,814
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-22,350
+ Fortress recovery (un-capped): +$21,579
− CC assignment net of premium (18 × $14): -$6,885
− Conservative CC assignment net of premium (32 × $17.50): -$1,360
Total Position P&L @ SS: $-9,016 (+$13,334 vs today)
Do-nothing baseline at SS: $-2,896 (this trade vs do-nothing: $-6,120, the opportunity cost of earning $1,170/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,836, position total $-16,312 (+$6,038 vs today)
🎯 50% normal26 × $1417 Jul6d3.2%73%42%$338$1,690$9,945
Sell 26 × $14 3.2% OTM over spot $13.57 17 Jul 2026 (6d, $0.14 mid)
= $338 credit for the 6d cycle → $1,690/mo projected
Survival (stays ≤ $14)
73%
Breach risk
27%
POP (stays ≤ $14.13)
79%
EV / mo
+$538
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.7-5.3] median  ·  36% of paths whole by 9 mo (vs 29% without)  ·  ~16.3 challenges expected  ·  median CC cash $1,539
🛡 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)
42%
Flat exit net (mid-life)
-$279
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 26 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: $0.34/sh now → $0.24 mid-life (likely $0.28–$0.41)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,256 simulated challenges: the $14 strike is typically first touched on day 3 of 6, 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 (26 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 202617d left+$0.14/sh+$374
cycle +$712
[+$232…+$372] · 99% credit
73%
surv 64%
-$17,326 NOT
cap gain +$5,024
Roll out (same strike, buy time)~$1424 Jul 202610d left+$0.09/sh+$232
cycle +$570
[+$73…+$224] · 88% credit
63%
surv 52%
-$19,588 NOT
cap gain +$2,762
Up-and-out for even (raise the cap, free)~$1424 Jul 202610d left+$0.01/sh+$17
cycle +$355
[-$140…-$3] · 25% credit
74%
surv 67%
-$17,683 NOT
cap gain +$4,667
Max even-money escape in the band~$1424 Jul 202610d left+$0.01/sh+$17
cycle +$355
[-$140…-$3] · 25% credit
74%
surv 67%
-$17,683 NOT
cap gain +$4,667
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-$0.10/sh-$270
cycle +$68
[-$561…-$327] · 0% credit
86%
surv 84%
-$13,050 NOT
cap gain +$9,300
budget: banked $338 debit $270 (80% used ≈ 0.7 wk of income) → whole cycle still +$68 cash · rolled 26 ct earn ≈ $612/mo while parked; 24 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$1,690/mo
vs 50% target ($1,684/mo)+0%
vs normal income ($3,368/mo)50% covered
Net income (after hedge)$1,133/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,945
… as % of IC ($21,650)45.9%
… as % of ML ($51,650)19.3%
Recovery months (at normal income)3.0 mo
Surgical close (26 ct)$-11,635
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)$338$-19,820+$2,530+$260
+2.5%$14.35 (≤1σ, normal week)$-572$-19,008+$3,342-$650
+5%$14.70 (1.4σ)$-1,482$-18,196+$4,154-$1,560
SS (= V-bounce)$17.33 (4.8σ)$-8,320$-12,094+$10,256-$8,398
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-22,350
+ Fortress recovery (un-capped): +$21,579
− CC assignment net of premium (26 × $14): -$9,945
− Conservative CC assignment net of premium (24 × $17.50): -$1,020
Total Position P&L @ SS: $-11,736 (+$10,614 vs today)
Do-nothing baseline at SS: $-2,896 (this trade vs do-nothing: $-8,840, the opportunity cost of earning $1,690/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,652, position total $-17,152 (+$5,198 vs today)
100% normal21 × $13.5017 Jul6d-0.5%47%99+%$693$3,465+$1,775$8,663
Sell 21 × $13.50 0.5% ITM over spot $13.57 17 Jul 2026 (6d, $0.34 mid)
= $693 credit for the 6d cycle → $3,465/mo projected
Survival (stays ≤ $13.50)
47%
Breach risk
53%
POP (stays ≤ $13.84)
65%
EV / mo
+$389
🛡 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)
100%
Flat exit net (mid-life)
+$232
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 21 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: $0.31/sh now → $0.22 mid-life → ≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets +$0.11/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (21 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+$0.08/sh+$174
cycle +$867
63%
surv 51%
-$21,396 NOT
cap gain +$954
Max even-money escape in the band~$1431 Jul 202617d left+$0.10/sh+$207
cycle +$900
74%
surv 66%
-$19,243 NOT
cap gain +$3,107
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-$0.16/sh-$336
cycle +$357
92%
surv 92%
-$12,406 NOT
cap gain +$9,944
budget: banked $693 debit $336 (49% used ≈ 0.4 wk of income) → whole cycle still +$357 cash · rolled 21 ct earn ≈ $220/mo while parked; 29 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$3,465/mo
vs 50% target ($1,684/mo)+106%
vs normal income ($3,368/mo)103% covered
Net income (after hedge)$2,931/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,663
… as % of IC ($21,650)40.0%
… as % of ML ($51,650)16.8%
Recovery months (at normal income)2.6 mo
Surgical close (21 ct)$-9,408
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)$693$-21,570+$780+$630
+2.5%$13.84 (≤1σ, normal week)$-16$-20,958+$1,392-$79
+5%$14.18 (≤1σ, normal week)$-725$-20,006+$2,344-$788
SS (= V-bounce)$17.33 (4.8σ)$-7,350$-11,109+$11,241-$7,413
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-22,350
+ Fortress recovery (un-capped): +$21,579
− CC assignment net of premium (21 × $13.50): -$8,663
− Conservative CC assignment net of premium (29 × $17.50): -$1,233
Total Position P&L @ SS: $-10,666 (+$11,684 vs today)
Do-nothing baseline at SS: $-2,896 (this trade vs do-nothing: $-7,770, the opportunity cost of earning $3,465/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,772, position total $-17,257 (+$5,093 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 (7 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 7 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: +$21,579 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,896

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.5020d31 Jul 2026$0.2349/50$1,690$1,03075%80%+$425-$15,80373.0%$-16,616 (vs do-nothing $-13,720)
$146d17 Jul 2026$0.1326/50$1,690$1,13373%79%+$538-$9,94545.9%$-11,736 (vs do-nothing $-8,840)
$1413d24 Jul 2026$0.2728/50$1,745$1,17966%74%+$369-$10,31847.7%$-12,024 (vs do-nothing $-9,128)
$1420d31 Jul 2026$0.3929/50$1,696$1,12664%73%+$337-$10,33947.8%$-12,002 (vs do-nothing $-9,106)
$13.5020d31 Jul 2026$0.6219/50$1,767$1,24250%67%+$243-$7,28733.7%$-9,375 (vs do-nothing $-6,479)
$13.5013d24 Jul 2026$0.3621/50$1,749$1,21549%62%$-334-$8,59739.7%$-10,601 (vs do-nothing $-7,705)
$13.506d17 Jul 2026$0.3311/50$1,815$1,32647%65%+$204-$4,53821.0%$-6,966 (vs do-nothing $-4,070)

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 14:09