FORTRESS FIGHT: ETHA @ $13.46

BE SS: $17.33  |  CC-SS: $17.59  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

ETHA @ $13.46   UNDERWATER $3.87 (22.3% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.59  |  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$6,682/mo75% ann ROI on ML
Hedge rolling cost$679/mo
Unrealized P&L$-20,900fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,341/mo
HEDGE COVER
$679/mo
NORMAL INCOME
$6,682/mo (ATM CC, chain)
IC VELOCITY
3.2 mo to earn back $21,650
ML VELOCITY
7.7 mo to earn back $51,650
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $17.59 in the fetched chain; the deepest available is $16C (11d, $273/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.
INTERPRETATION
Primary: 35 contracts at $14 / 4d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($3,341/mo); it brings $3,413/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 27 × $13.50/4d for $6,682/mo, but breach risk rises to 47% (+29pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 46 × $15/4d (99% survival, $690/mo).
Downside anchor: the primary mortgages $12,109 (56% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 35 contracts realizes $-14,647 and cuts bleed by $475/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 35 × $14, 83% survival, $3,413/mo (E[net] $1,537/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆17 Jul 2026 · 4d35 × $1483%$3,413$1,537
NEXT FRIDAY24 Jul 2026 · 11d46 × $1471%$3,387$756

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $1,537/mo 🏆 GRAND PICK

🎯 Engine pick: sell 35 × $14 (primary), 83% survival, breach 17%, $3,413/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $14.50 rung (🛡 safe yield) lifts survival to 96% (breach 17% → 4%) for $1,913/mo less (56% income) buys safety you do not really need here.
ETHA  spot $13.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $1517 Jul4d11.4%99%3%$92$690-$2,723$11,821
Sell 46 × $15 11.4% OTM over spot $13.46 17 Jul 2026 (4d, $0.03 mid)
= $92 credit for the 4d cycle → $690/mo projected
Survival (stays ≤ $15)
99%
Breach risk
1%
POP (stays ≤ $15.03)
99%
EV / mo
+$658
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.2-5.2] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  36% of paths whole by 9 mo (vs 36% without)  ·  ~0.8 challenges expected  ·  median CC cash $-3,829
🛡 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)
1%
Flat exit net (mid-life)
-$1,464
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 81% POP
75% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.48/sh now → $0.34 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
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)~$1524 Jul 20269d left+$0.22/sh+$1,001
cycle +$1,093
69%
surv 52%
-$12,865 NOT
cap gain +$8,035
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.22/sh+$1,015
cycle +$1,107
70%
surv 53%
-$12,671 NOT
cap gain +$8,229
Max even-money escape in the band~$1631 Jul 202616d left+$0.16/sh+$754
cycle +$846
75%
surv 65%
-$10,682 NOT
cap gain +$10,218
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 202616d left-$0.01/sh-$54
cycle +$38
81%
surv 75%
-$9,240 NOT
cap gain +$11,660
budget: banked $92 debit $54 (59% used ≈ 0.3 wk of income) → whole cycle still +$38 cash · rolled 46 ct earn ≈ $2,817/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$690/mo
vs 50% target ($3,341/mo)-79%
vs normal income ($6,682/mo)10% covered
Net income (after hedge)$31/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,821
… as % of IC ($21,650)54.6%
… as % of ML ($51,650)22.9%
Recovery months (at normal income)1.8 mo
Surgical close (46 ct)$-19,251
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 $0.02 collected) or spot ≥ $15.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.03
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
≥ $15.03
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (2.4σ)$92$-13,866+$7,034-$46
+2.5%$15.37 (3.0σ)$-1,633$-13,904+$6,996-$1,771
+5%$15.75 (3.6σ)$-3,358$-13,941+$6,959-$3,496
SS (= V-bounce)$17.33 (6.1σ)$-10,626$-14,099+$6,801-$10,764
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (46 × $15): -$11,821
− Conservative CC assignment net of premium (4 × $17.50): -$24
Total Position P&L @ SS: $-14,161 (+$6,739 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-11,546, the opportunity cost of earning $690/mo FIGHT income now)
🛡 safe yield50 × $14.5017 Jul4d7.7%96%9%$200$1,500-$1,913$15,249
Sell 50 × $14.50 7.7% OTM over spot $13.46 17 Jul 2026 (4d, $0.04 mid)
= $200 credit for the 4d cycle → $1,500/mo projected
Survival (stays ≤ $14.50)
96%
Breach risk
4%
POP (stays ≤ $14.54)
96%
EV / mo
+$1,329
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.6-5.9] median  ·  36% of paths whole by 9 mo (vs 30% without)  ·  ~2.9 challenges expected  ·  median CC cash $251
🛡 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)
7%
Flat exit net (mid-life)
-$1,374
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 50 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.45/sh now → $0.31 mid-life (likely $0.25–$0.46)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.27/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 200 simulated challenges: the $14 strike is typically first touched on day 3 of 4, at $15 (overshoots $0.17). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.20/sh+$1,023
cycle +$1,223
[+$917…+$1,322] · 98% credit
70%
surv 53%
-$14,817 NOT
cap gain +$6,083
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.20/sh+$1,016
cycle +$1,216
[+$899…+$1,323] · 97% credit
69%
surv 52%
-$15,004 NOT
cap gain +$5,896
Max even-money escape in the band~$1531 Jul 202616d left+$0.14/sh+$687
cycle +$887
[+$445…+$1,022] · 90% credit
76%
surv 66%
-$12,903 NOT
cap gain +$7,997
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 202616d left-$0.03/sh-$160
cycle +$40
[-$574…+$153] · 38% credit
81%
surv 76%
-$11,500 NOT
cap gain +$9,400
budget: banked $200 debit $160 (80% used ≈ 0.5 wk of income) → whole cycle still +$40 cash · rolled 50 ct earn ≈ $2,650/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,500/mo
vs 50% target ($3,341/mo)-55%
vs normal income ($6,682/mo)22% covered
Net income (after hedge)$821/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,249
… as % of IC ($21,650)70.4%
… as % of ML ($51,650)29.5%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-20,925
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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.6σ)$200$-16,020+$4,880+$50
+2.5%$14.86 (2.2σ)$-1,612$-16,201+$4,699-$1,762
+5%$15.23 (2.8σ)$-3,425$-16,383+$4,517-$3,575
SS (= V-bounce)$17.33 (6.1σ)$-13,950$-17,435+$3,465-$14,100
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (50 × $14.50): -$15,249
Total Position P&L @ SS: $-17,565 (+$3,335 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-14,950, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal23 × $1417 Jul4d4.0%83%35%$299$2,243-$1,170$7,957
Sell 23 × $14 4.0% OTM over spot $13.46 17 Jul 2026 (4d, $0.14 mid)
= $299 credit for the 4d cycle → $2,243/mo projected
Survival (stays ≤ $14)
83%
Breach risk
17%
POP (stays ≤ $14.13)
88%
EV / mo
+$1,618
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-6.0] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  40% of paths whole by 9 mo (vs 31% without)  ·  ~13.3 challenges expected  ·  median CC cash $4,650
🛡 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)
25%
Flat exit net (mid-life)
-$373
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.41/sh now → $0.29 mid-life (likely $0.31–$0.52)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 757 simulated challenges: the $14 strike is typically first touched on day 3 of 4, 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 (23 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 20269d left+$0.19/sh+$434
cycle +$733
[+$288…+$486] · 97% credit
70%
surv 53%
-$17,476 NOT
cap gain +$3,424
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.19/sh+$435
cycle +$734
[+$282…+$487] · 96% credit
69%
surv 51%
-$17,655 NOT
cap gain +$3,245
Max even-money escape in the band~$1531 Jul 202616d left+$0.11/sh+$258
cycle +$557
[+$30…+$279] · 79% credit
76%
surv 67%
-$15,402 NOT
cap gain +$5,498
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 202616d left-$0.05/sh-$116
cycle +$183
[-$425…-$125] · 11% credit
82%
surv 78%
-$13,526 NOT
cap gain +$7,374
budget: banked $299 debit $116 (39% used ≈ 0.2 wk of income) → whole cycle still +$183 cash · rolled 23 ct earn ≈ $1,042/mo while parked; 27 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$2,243/mo
vs 50% target ($3,341/mo)-33%
vs normal income ($6,682/mo)34% covered
Net income (after hedge)$1,699/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,957
… as % of IC ($21,650)36.8%
… as % of ML ($51,650)15.4%
Recovery months (at normal income)1.2 mo
Surgical close (23 ct)$-9,626
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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$299$-18,090+$2,810+$230
+2.5%$14.35 (1.4σ)$-506$-17,320+$3,580-$575
+5%$14.70 (2.0σ)$-1,311$-16,550+$4,350-$1,380
SS (= V-bounce)$17.33 (6.1σ)$-7,360$-10,764+$10,136-$7,429
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (23 × $14): -$7,957
− Conservative CC assignment net of premium (27 × $17.50): -$161
Total Position P&L @ SS: $-10,435 (+$10,465 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-7,820, the opportunity cost of earning $2,243/mo FIGHT income now)
🎯 50% normal35 × $1417 Jul4d4.0%83%24%$455$3,413$12,109
Sell 35 × $14 4.0% OTM over spot $13.46 17 Jul 2026 (4d, $0.14 mid)
= $455 credit for the 4d cycle → $3,413/mo projected
Survival (stays ≤ $14)
83%
Breach risk
17%
POP (stays ≤ $14.13)
88%
EV / mo
+$2,462
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-5.9] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  46% of paths whole by 9 mo (vs 29% without)  ·  ~12.7 challenges expected  ·  median CC cash $8,497
🛡 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)
24%
Flat exit net (mid-life)
-$567
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 82% POP
78% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.41/sh now → $0.29 mid-life (likely $0.31–$0.53)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 734 simulated challenges: the $14 strike is typically first touched on day 3 of 4, 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 (35 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 20269d left+$0.19/sh+$661
cycle +$1,116
[+$429…+$762] · 95% credit
70%
surv 53%
-$17,129 NOT
cap gain +$3,771
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.19/sh+$663
cycle +$1,118
[+$420…+$764] · 95% credit
69%
surv 51%
-$17,307 NOT
cap gain +$3,593
Max even-money escape in the band~$1531 Jul 202616d left+$0.11/sh+$393
cycle +$848
[+$26…+$456] · 77% credit
76%
surv 67%
-$15,147 NOT
cap gain +$5,753
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 202616d left-$0.05/sh-$176
cycle +$279
[-$679…-$172] · 13% credit
82%
surv 78%
-$13,466 NOT
cap gain +$7,434
budget: banked $455 debit $176 (39% used ≈ 0.2 wk of income) → whole cycle still +$279 cash · rolled 35 ct earn ≈ $1,586/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$3,413/mo
vs 50% target ($3,341/mo)+2%
vs normal income ($6,682/mo)51% covered
Net income (after hedge)$2,809/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,109
… as % of IC ($21,650)55.9%
… as % of ML ($51,650)23.4%
Recovery months (at normal income)1.8 mo
Surgical close (35 ct)$-14,647
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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$455$-17,970+$2,930+$350
+2.5%$14.35 (1.4σ)$-770$-17,620+$3,280-$875
+5%$14.70 (2.0σ)$-1,995$-17,270+$3,630-$2,100
SS (= V-bounce)$17.33 (6.1σ)$-11,200$-14,640+$6,260-$11,305
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (35 × $14): -$12,109
− Conservative CC assignment net of premium (15 × $17.50): -$90
Total Position P&L @ SS: $-14,515 (+$6,385 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-11,900, the opportunity cost of earning $3,413/mo FIGHT income now)
100% normal27 × $13.5017 Jul4d0.3%53%95%$891$6,682+$3,270$10,151
Sell 27 × $13.50 0.3% OTM over spot $13.46 17 Jul 2026 (4d, $0.34 mid)
= $891 credit for the 4d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
53%
Breach risk
47%
POP (stays ≤ $13.84)
74%
EV / mo
+$2,845
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.3-6.1] median, 0.3 mo faster than no FIGHT (4.3 mo)  ·  49% of paths whole by 9 mo (vs 31% without)  ·  ~47.4 challenges expected  ·  median CC cash $10,081
🛡 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)
69%
Flat exit net (mid-life)
+$162
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 93% POP
93% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 27 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.37–$0.63)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets +$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,080 simulated challenges: the $14 strike is typically first touched on day 2 of 4, at $14 (overshoots $0.22). 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 (27 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 202616d left+$0.32/sh+$856
cycle +$1,747
[+$511…+$731] · 98% credit
70%
surv 53%
-$18,724 NOT
cap gain +$2,176
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.17/sh+$469
cycle +$1,360
[+$159…+$361] · 90% credit
70%
surv 53%
-$19,111 NOT
cap gain +$1,789
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.18/sh+$475
cycle +$1,366
[+$150…+$362] · 89% credit
69%
surv 51%
-$19,285 NOT
cap gain +$1,615
Max even-money escape in the band~$1431 Jul 202616d left+$0.09/sh+$239
cycle +$1,130
[-$237…+$88] · 44% credit
76%
surv 68%
-$17,091 NOT
cap gain +$3,809
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 202616d left-$0.20/sh-$532
cycle +$359
[-$1,325…-$759]
93%
surv 93%
-$11,112 NOT
cap gain +$9,788
budget: banked $891 debit $532 (60% used ≈ 0.3 wk of income) → whole cycle still +$359 cash · rolled 27 ct earn ≈ $370/mo while parked; 23 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$6,682/mo
vs 50% target ($3,341/mo)+100%
vs normal income ($6,682/mo)100% covered
Net income (after hedge)$6,119/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,151
… as % of IC ($21,650)46.9%
… as % of ML ($51,650)19.7%
Recovery months (at normal income)1.5 mo
Surgical close (27 ct)$-11,313
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.
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$891$-19,760+$1,140+$810
+2.5%$13.84 (≤1σ, normal week)$-20$-19,153+$1,747-$101
+5%$14.18 (1.1σ)$-932$-18,545+$2,355-$1,012
SS (= V-bounce)$17.33 (6.1σ)$-9,450$-12,866+$8,034-$9,531
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (27 × $13.50): -$10,151
− Conservative CC assignment net of premium (23 × $17.50): -$137
Total Position P&L @ SS: $-12,605 (+$8,295 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-9,990, the opportunity cost of earning $6,682/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.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $756/mo

🎯 Engine pick: sell 46 × $14 (primary), 71% survival, breach 29%, $3,387/mo.
⚖️ Worth a safer step: the $15 rung (🛡 safe yield) lifts survival to 92% (breach 29% → 8%) for $2,433/mo less (72% 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 $15 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $13.46 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge36 × $1524 Jul11d11.4%92%16%$252$687-$2,700$9,071
Sell 36 × $15 11.4% OTM over spot $13.46 24 Jul 2026 (11d, $0.08 mid)
= $252 credit for the 11d cycle → $687/mo projected
Survival (stays ≤ $15)
92%
Breach risk
8%
POP (stays ≤ $15.07)
93%
EV / mo
+$483
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.0-5.6] median  ·  35% of paths whole by 9 mo (vs 32% without)  ·  ~2.3 challenges expected  ·  median CC cash $-769
🛡 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)
13%
Flat exit net (mid-life)
-$1,487
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 76% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 36 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.38–$0.64)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 378 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (overshoots $0.21). 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 (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.16/sh+$589
cycle +$841
[+$531…+$910] · 100% credit
69%
surv 52%
-$13,087 NOT
cap gain +$7,813
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.16/sh+$592
cycle +$844
[+$543…+$902] · 100% credit
70%
surv 53%
-$12,904 NOT
cap gain +$7,996
Max even-money escape in the band~$1531 Jul 202612d left+$0.16/sh+$592
cycle +$844
[+$543…+$902] · 100% credit
70%
surv 53%
-$12,904 NOT
cap gain +$7,996
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 202612d left-$0.07/sh-$239
cycle +$13
[-$400…-$15] · 24% credit
76%
surv 67%
-$11,485 NOT
cap gain +$9,415
budget: banked $252 debit $239 (95% used ≈ 1.5 wk of income) → whole cycle still +$13 cash · rolled 36 ct earn ≈ $3,750/mo while parked; 14 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$687/mo
vs 50% target ($3,341/mo)-79%
vs normal income ($6,682/mo)10% covered
Net income (after hedge)$78/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,071
… as % of IC ($21,650)41.9%
… as % of ML ($51,650)17.6%
Recovery months (at normal income)1.4 mo
Surgical close (36 ct)$-15,066
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $15.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.07
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
≥ $15.07
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$252$-13,676+$7,224+$144
+2.5%$15.37 (1.8σ)$-1,098$-13,339+$7,561-$1,206
+5%$15.75 (2.2σ)$-2,448$-13,001+$7,899-$2,556
SS (= V-bounce)$17.33 (3.7σ)$-8,136$-11,579+$9,321-$8,244
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (36 × $15): -$9,071
− Conservative CC assignment net of premium (14 × $17.50): -$84
Total Position P&L @ SS: $-11,471 (+$9,429 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-8,856, the opportunity cost of earning $687/mo FIGHT income now)
🛡 safe yield ← lean50 × $1524 Jul11d11.4%92%16%$350$955-$2,433$12,599
Sell 50 × $15 11.4% OTM over spot $13.46 24 Jul 2026 (11d, $0.08 mid)
= $350 credit for the 11d cycle → $955/mo projected
Survival (stays ≤ $15)
92%
Breach risk
8%
POP (stays ≤ $15.07)
93%
EV / mo
+$671
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.3-6.2] median  ·  35% of paths whole by 9 mo (vs 30% without)  ·  ~2.6 challenges expected  ·  median CC cash $-75
🛡 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)
11%
Flat exit net (mid-life)
-$2,065
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 76% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.35–$0.61)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 325 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (overshoots $0.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.16/sh+$818
cycle +$1,168
[+$770…+$1,277] · 100% credit
69%
surv 52%
-$12,802 NOT
cap gain +$8,098
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.16/sh+$823
cycle +$1,173
[+$779…+$1,265] · 100% credit
70%
surv 53%
-$12,617 NOT
cap gain +$8,283
Max even-money escape in the band~$1531 Jul 202612d left+$0.16/sh+$823
cycle +$1,173
[+$779…+$1,265] · 100% credit
70%
surv 53%
-$12,617 NOT
cap gain +$8,283
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 202612d left-$0.07/sh-$332
cycle +$18
[-$519…+$73] · 29% credit
76%
surv 67%
-$11,522 NOT
cap gain +$9,378
budget: banked $350 debit $332 (95% used ≈ 1.5 wk of income) → whole cycle still +$18 cash · rolled 50 ct earn ≈ $5,208/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$955/mo
vs 50% target ($3,341/mo)-71%
vs normal income ($6,682/mo)14% covered
Net income (after hedge)$276/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,599
… as % of IC ($21,650)58.2%
… as % of ML ($51,650)24.4%
Recovery months (at normal income)1.9 mo
Surgical close (50 ct)$-20,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.07 collected) or spot ≥ $15.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.07
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
≥ $15.07
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$350$-13,620+$7,280+$200
+2.5%$15.37 (1.8σ)$-1,525$-13,808+$7,092-$1,675
+5%$15.75 (2.2σ)$-3,400$-13,995+$6,905-$3,550
SS (= V-bounce)$17.33 (3.7σ)$-11,300$-14,785+$6,115-$11,450
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (50 × $15): -$12,599
Total Position P&L @ SS: $-14,915 (+$5,985 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-12,300, the opportunity cost of earning $955/mo FIGHT income now)
33% normal30 × $1424 Jul11d4.0%71%60%$810$2,209-$1,178$9,959
Sell 30 × $14 4.0% OTM over spot $13.46 24 Jul 2026 (11d, $0.28 mid)
= $810 credit for the 11d cycle → $2,209/mo projected
Survival (stays ≤ $14)
71%
Breach risk
29%
POP (stays ≤ $14.28)
79%
EV / mo
+$972
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.3-5.4] median, 0.2 mo faster than no FIGHT (3.8 mo)  ·  37% of paths whole by 9 mo (vs 30% without)  ·  ~11.1 challenges expected  ·  median CC cash $2,405
🛡 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)
50%
Flat exit net (mid-life)
-$444
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 84% POP
81% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.48–$0.69)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,491 simulated challenges: the $14 strike is typically first touched on day 5 of 11, 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 (30 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)~$1431 Jul 202612d left+$0.14/sh+$421
cycle +$1,231
[+$262…+$429] · 100% credit
70%
surv 53%
-$16,999 NOT
cap gain +$3,901
Max even-money escape in the band~$1431 Jul 202612d left+$0.14/sh+$421
cycle +$1,231
[+$262…+$429] · 100% credit
70%
surv 53%
-$16,999 NOT
cap gain +$3,901
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.14/sh+$427
cycle +$1,237
[+$256…+$433] · 99% credit
69%
surv 52%
-$17,173 NOT
cap gain +$3,727
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.24/sh-$710
cycle +$100
[-$1,122…-$817]
84%
surv 81%
-$13,630 NOT
cap gain +$7,270
budget: banked $810 debit $710 (88% used ≈ 1.4 wk of income) → whole cycle still +$100 cash · rolled 30 ct earn ≈ $1,360/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$2,209/mo
vs 50% target ($3,341/mo)-34%
vs normal income ($6,682/mo)33% covered
Net income (after hedge)$1,630/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,959
… as % of IC ($21,650)46.0%
… as % of ML ($51,650)19.3%
Recovery months (at normal income)1.5 mo
Surgical close (30 ct)$-12,570
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $14.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.28
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
≥ $14.28
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$810$-17,600+$3,300+$720
+2.5%$14.35 (≤1σ, normal week)$-240$-17,075+$3,825-$330
+5%$14.70 (1.2σ)$-1,290$-16,550+$4,350-$1,380
SS (= V-bounce)$17.33 (3.7σ)$-9,180$-12,605+$8,295-$9,270
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (30 × $14): -$9,959
− Conservative CC assignment net of premium (20 × $17.50): -$119
Total Position P&L @ SS: $-12,395 (+$8,505 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-9,780, the opportunity cost of earning $2,209/mo FIGHT income now)
🎯 50% normal46 × $1424 Jul11d4.0%71%50%$1,242$3,387$15,271
Sell 46 × $14 4.0% OTM over spot $13.46 24 Jul 2026 (11d, $0.28 mid)
= $1,242 credit for the 11d cycle → $3,387/mo projected
Survival (stays ≤ $14)
71%
Breach risk
29%
POP (stays ≤ $14.28)
79%
EV / mo
+$1,490
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.3-5.5] median, 0.3 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  41% of paths whole by 9 mo (vs 28% without)  ·  ~10.7 challenges expected  ·  median CC cash $5,806
🛡 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)
50%
Flat exit net (mid-life)
-$681
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 84% POP
81% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.59/sh now → $0.42 mid-life (likely $0.48–$0.68)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,505 simulated challenges: the $14 strike is typically first touched on day 5 of 11, 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
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.14/sh+$645
cycle +$1,887
[+$403…+$654] · 100% credit
70%
surv 53%
-$16,391 NOT
cap gain +$4,509
Max even-money escape in the band~$1431 Jul 202612d left+$0.14/sh+$645
cycle +$1,887
[+$403…+$654] · 100% credit
70%
surv 53%
-$16,391 NOT
cap gain +$4,509
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.14/sh+$655
cycle +$1,897
[+$393…+$661] · 100% credit
69%
surv 52%
-$16,561 NOT
cap gain +$4,339
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.24/sh-$1,089
cycle +$153
[-$1,711…-$1,256]
84%
surv 81%
-$13,625 NOT
cap gain +$7,275
budget: banked $1,242 debit $1,089 (88% used ≈ 1.4 wk of income) → whole cycle still +$153 cash · rolled 46 ct earn ≈ $2,085/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$3,387/mo
vs 50% target ($3,341/mo)+1%
vs normal income ($6,682/mo)51% covered
Net income (after hedge)$2,728/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,271
… as % of IC ($21,650)70.5%
… as % of ML ($51,650)29.6%
Recovery months (at normal income)2.3 mo
Surgical close (46 ct)$-19,274
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.27 collected) or spot ≥ $14.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.28
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
≥ $14.28
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$1,242$-17,216+$3,684+$1,104
+2.5%$14.35 (≤1σ, normal week)$-368$-17,251+$3,649-$506
+5%$14.70 (1.2σ)$-1,978$-17,286+$3,614-$2,116
SS (= V-bounce)$17.33 (3.7σ)$-14,076$-17,549+$3,351-$14,214
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (46 × $14): -$15,271
− Conservative CC assignment net of premium (4 × $17.50): -$24
Total Position P&L @ SS: $-17,611 (+$3,289 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-14,996, the opportunity cost of earning $3,387/mo FIGHT income now)
100% normal50 × $13.5024 Jul11d0.3%53%97%$2,450$6,682+$3,295$17,999
Sell 50 × $13.50 0.3% OTM over spot $13.46 24 Jul 2026 (11d, $0.51 mid)
= $2,450 credit for the 11d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
53%
Breach risk
47%
POP (stays ≤ $14.01)
71%
EV / mo
+$2,023
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.1-5.7] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  50% of paths whole by 9 mo (vs 33% without)  ·  ~29.8 challenges expected  ·  median CC cash $8,440
🛡 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)
80%
Flat exit net (mid-life)
+$513
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.55/sh now → $0.39 mid-life (likely $0.54–$0.74)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets +$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,395 simulated challenges: the $14 strike is typically first touched on day 2 of 11, at $14 (overshoots $0.22). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.13/sh+$644
cycle +$3,094
[+$305…+$440] · 99% credit
70%
surv 53%
-$17,446 NOT
cap gain +$3,454
Max even-money escape in the band~$1431 Jul 202612d left+$0.13/sh+$644
cycle +$3,094
[+$305…+$440] · 99% credit
70%
surv 53%
-$17,446 NOT
cap gain +$3,454
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.13/sh+$662
cycle +$3,112
[+$293…+$443] · 98% credit
69%
surv 52%
-$17,608 NOT
cap gain +$3,292
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.31/sh-$1,547
cycle +$903
[-$2,706…-$2,045]
92%
surv 91%
-$12,887 NOT
cap gain +$8,013
budget: banked $2,450 debit $1,547 (63% used ≈ 1.0 wk of income) → whole cycle still +$903 cash · rolled 50 ct earn ≈ $976/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,682/mo
vs 50% target ($3,341/mo)+100%
vs normal income ($6,682/mo)100% covered
Net income (after hedge)$6,003/mo
Downside budget
⚠ $13.50 is $4 below CC-SS $17.59: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,999
… as % of IC ($21,650)83.1%
… as % of ML ($51,650)34.8%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-20,975
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.49 collected) or spot ≥ $14.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-14.01
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
≥ $14.01
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$2,450$-18,270+$2,630+$2,300
+2.5%$13.84 (≤1σ, normal week)$763$-18,439+$2,461+$613
+5%$14.18 (≤1σ, normal week)$-925$-18,608+$2,292-$1,075
SS (= V-bounce)$17.33 (3.7σ)$-16,700$-20,185+$715-$16,850
V-BOUNCE STRESS (stock → CC-SS $17.59, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,584
− CC assignment net of premium (50 × $13.50): -$17,999
Total Position P&L @ SS: $-20,315 (+$585 vs today)
Do-nothing baseline at SS: $-2,615 (this trade vs do-nothing: $-17,700, the opportunity cost of earning $6,682/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 (5 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 5 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: 0.900 (fallback)  |  Recovery@SS: +$18,584 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,615

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$144d17 Jul 2026$0.1335/50$3,413$2,80983%88%+$2,462-$12,10955.9%$-14,515 (vs do-nothing $-11,900)
$1411d24 Jul 2026$0.2746/50$3,387$2,72871%79%+$1,490-$15,27170.5%$-17,611 (vs do-nothing $-14,996)
$13.504d17 Jul 2026$0.3314/50$3,465$2,96653%74%+$1,475-$5,26424.3%$-7,795 (vs do-nothing $-5,180)
$13.5018d31 Jul 2026$0.6233/50$3,410$2,81653%70%+$922-$11,45052.9%$-13,868 (vs do-nothing $-11,253)
$13.5011d24 Jul 2026$0.4925/50$3,341$2,78753%71%+$1,012-$8,99941.6%$-11,465 (vs do-nothing $-8,850)

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  |  2026-07-13 13:27