FORTRESS FIGHT: ETHA @ $13.41

BE SS: $17.33  |  CC-SS: $17.54  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:38

ETHA @ $13.41   UNDERWATER $3.92 (22.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.54  |  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 $17.54 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 85%, breach 15%) 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 43% (+28pp 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 $11,919 (55% 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, 85% survival, $3,413/mo (E[net] $1,581/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 × $1485%$3,413$1,581
NEXT FRIDAY24 Jul 2026 · 11d46 × $1473%$3,387$731

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $1,581/mo 🏆 GRAND PICK

🎯 Engine pick: sell 35 × $14 (primary), 85% survival, breach 15%, $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 15% → 4%) for $1,913/mo less (56% income) buys safety you do not really need here.
ETHA  spot $13.41 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $1517 Jul4d11.9%99%2%$92$690-$2,723$11,571
Sell 46 × $15 11.9% OTM over spot $13.41 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
+$666
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.2-5.5] median  ·  34% of paths whole by 9 mo (vs 34% without)  ·  ~0.6 challenges expected  ·  median CC cash $-4,227
🛡 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)
-$1,651
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 76% POP
66% 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: $0.54/sh now → $0.38 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.36/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+$0.18/sh+$835
cycle +$927
69%
surv 52%
-$12,806 NOT
cap gain +$8,094
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.19/sh+$870
cycle +$962
72%
surv 55%
-$12,366 NOT
cap gain +$8,534
Max even-money escape in the band~$1631 Jul 202616d left+$0.13/sh+$617
cycle +$709
76%
surv 66%
-$10,369 NOT
cap gain +$10,531
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$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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,571
… as % of IC ($21,650)53.4%
… as % of ML ($51,650)22.4%
Recovery months (at normal income)1.7 mo
Surgical close (46 ct)$-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 (2.5σ)$92$-13,641+$7,259-$46
+2.5%$15.37 (3.1σ)$-1,633$-13,678+$7,222-$1,771
+5%$15.75 (3.7σ)$-3,358$-13,716+$7,184-$3,496
SS (= V-bounce)$17.33 (6.2σ)$-10,626$-13,874+$7,026-$10,764
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (46 × $15): -$11,571
− Conservative CC assignment net of premium (4 × $17.50): -$2
Total Position P&L @ SS: $-13,909 (+$6,991 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-11,546, the opportunity cost of earning $690/mo FIGHT income now)
🛡 safe yield50 × $14.5017 Jul4d8.1%96%7%$200$1,500-$1,913$14,977
Sell 50 × $14.50 8.1% OTM over spot $13.41 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)
97%
EV / mo
+$1,370
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.9 mo [2.5-6.0] median, 0.1 mo faster than no FIGHT (4.1 mo)  ·  34% of paths whole by 9 mo (vs 30% without)  ·  ~2.4 challenges expected  ·  median CC cash $-487
🛡 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)
6%
Flat exit net (mid-life)
-$1,562
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 77% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.50/sh now → $0.35 mid-life (likely $0.28–$0.56)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 167 simulated challenges: the $14 strike is typically first touched on day 3 of 4, 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 (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+$0.17/sh+$865
cycle +$1,065
[+$598…+$1,184] · 94% credit
72%
surv 55%
-$14,525 NOT
cap gain +$6,375
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.17/sh+$848
cycle +$1,048
[+$552…+$1,182] · 93% credit
69%
surv 52%
-$14,947 NOT
cap gain +$5,953
Max even-money escape in the band~$1531 Jul 202616d left+$0.11/sh+$539
cycle +$739
[+$118…+$891] · 79% credit
77%
surv 67%
-$12,601 NOT
cap gain +$8,299
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$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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,977
… as % of IC ($21,650)69.2%
… as % of ML ($51,650)29.0%
Recovery months (at normal income)2.2 mo
Surgical close (50 ct)$-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 (1.7σ)$200$-15,795+$5,105+$50
+2.5%$14.86 (2.3σ)$-1,612$-15,976+$4,924-$1,762
+5%$15.23 (2.9σ)$-3,425$-16,158+$4,742-$3,575
SS (= V-bounce)$17.33 (6.2σ)$-13,950$-17,210+$3,690-$14,100
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (50 × $14.50): -$14,977
Total Position P&L @ SS: $-17,313 (+$3,587 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-14,950, the opportunity cost of earning $1,500/mo FIGHT income now)
33% normal23 × $1417 Jul4d4.4%85%31%$299$2,243-$1,170$7,832
Sell 23 × $14 4.4% OTM over spot $13.41 17 Jul 2026 (4d, $0.14 mid)
= $299 credit for the 4d cycle → $2,243/mo projected
Survival (stays ≤ $14)
85%
Breach risk
15%
POP (stays ≤ $14.13)
89%
EV / mo
+$1,733
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.4-5.8] median  ·  39% of paths whole by 9 mo (vs 31% without)  ·  ~11.6 challenges expected  ·  median CC cash $3,772
🛡 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)
22%
Flat exit net (mid-life)
-$453
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 83% POP
79% 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: $0.46/sh now → $0.33 mid-life (likely $0.33–$0.55)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 669 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+$0.16/sh+$362
cycle +$661
[+$188…+$432] · 92% credit
72%
surv 55%
-$17,098 NOT
cap gain +$3,802
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.16/sh+$364
cycle +$663
[+$175…+$438] · 90% credit
69%
surv 51%
-$17,501 NOT
cap gain +$3,399
Max even-money escape in the band~$1531 Jul 202616d left+$0.08/sh+$191
cycle +$490
[-$61…+$241] · 66% credit
77%
surv 68%
-$15,019 NOT
cap gain +$5,881
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-$0.08/sh-$185
cycle +$114
[-$522…-$170] · 6% credit
83%
surv 79%
-$13,145 NOT
cap gain +$7,755
budget: banked $299 debit $185 (62% used ≈ 0.4 wk of income) → whole cycle still +$114 cash · rolled 23 ct earn ≈ $1,063/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,832
… as % of IC ($21,650)36.2%
… as % of ML ($51,650)15.2%
Recovery months (at normal income)1.2 mo
Surgical close (23 ct)$-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)$299$-17,865+$3,035+$230
+2.5%$14.35 (1.5σ)$-506$-17,095+$3,805-$575
+5%$14.70 (2.0σ)$-1,311$-16,325+$4,575-$1,380
SS (= V-bounce)$17.33 (6.2σ)$-7,360$-10,539+$10,361-$7,429
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (23 × $14): -$7,832
− Conservative CC assignment net of premium (27 × $17.50): -$15
Total Position P&L @ SS: $-10,183 (+$10,717 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-7,820, the opportunity cost of earning $2,243/mo FIGHT income now)
🎯 50% normal35 × $1417 Jul4d4.4%85%21%$455$3,413$11,919
Sell 35 × $14 4.4% OTM over spot $13.41 17 Jul 2026 (4d, $0.14 mid)
= $455 credit for the 4d cycle → $3,413/mo projected
Survival (stays ≤ $14)
85%
Breach risk
15%
POP (stays ≤ $14.13)
89%
EV / mo
+$2,638
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.4-6.0] median, 0.1 mo faster than no FIGHT (3.9 mo)  ·  44% of paths whole by 9 mo (vs 28% without)  ·  ~11.2 challenges expected  ·  median CC cash $7,363
🛡 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)
21%
Flat exit net (mid-life)
-$689
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 83% POP
79% 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: $0.46/sh now → $0.33 mid-life (likely $0.33–$0.58)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 640 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+$0.16/sh+$551
cycle +$1,006
[+$255…+$677] · 88% credit
72%
surv 55%
-$16,789 NOT
cap gain +$4,111
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.16/sh+$553
cycle +$1,008
[+$231…+$685] · 87% credit
69%
surv 51%
-$17,192 NOT
cap gain +$3,708
Max even-money escape in the band~$1531 Jul 202616d left+$0.08/sh+$290
cycle +$745
[-$134…+$393] · 64% credit
77%
surv 68%
-$14,800 NOT
cap gain +$6,100
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-$0.08/sh-$282
cycle +$173
[-$842…-$228] · 9% credit
83%
surv 79%
-$13,122 NOT
cap gain +$7,778
budget: banked $455 debit $282 (62% used ≈ 0.4 wk of income) → whole cycle still +$173 cash · rolled 35 ct earn ≈ $1,617/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,919
… as % of IC ($21,650)55.1%
… as % of ML ($51,650)23.1%
Recovery months (at normal income)1.8 mo
Surgical close (35 ct)$-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)$455$-17,745+$3,155+$350
+2.5%$14.35 (1.5σ)$-770$-17,395+$3,505-$875
+5%$14.70 (2.0σ)$-1,995$-17,045+$3,855-$2,100
SS (= V-bounce)$17.33 (6.2σ)$-11,200$-14,415+$6,485-$11,305
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (35 × $14): -$11,919
− Conservative CC assignment net of premium (15 × $17.50): -$8
Total Position P&L @ SS: $-14,263 (+$6,637 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-11,900, the opportunity cost of earning $3,413/mo FIGHT income now)
100% normal27 × $13.5017 Jul4d0.7%57%88%$891$6,682+$3,270$10,005
Sell 27 × $13.50 0.7% OTM over spot $13.41 17 Jul 2026 (4d, $0.34 mid)
= $891 credit for the 4d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
57%
Breach risk
43%
POP (stays ≤ $13.84)
76%
EV / mo
+$3,309
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.2 mo [2.3-6.5] median, 0.2 mo faster than no FIGHT (4.4 mo)  ·  52% of paths whole by 9 mo (vs 31% without)  ·  ~41.2 challenges expected  ·  median CC cash $11,176
🛡 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)
64%
Flat exit net (mid-life)
+$74
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 94% 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: $0.43/sh now → $0.30 mid-life (likely $0.41–$0.68)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,927 simulated challenges: the $14 strike is typically first touched on day 2 of 4, at $14 (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 (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+$0.29/sh+$777
cycle +$1,668
[+$372…+$635] · 95% credit
71%
surv 55%
-$18,353 NOT
cap gain +$2,547
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.14/sh+$385
cycle +$1,276
[+$16…+$260] · 77% credit
72%
surv 55%
-$18,745 NOT
cap gain +$2,155
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.15/sh+$397
cycle +$1,288
[-$2…+$263] · 75% credit
69%
surv 51%
-$19,138 NOT
cap gain +$1,762
Max even-money escape in the band~$1431 Jul 202616d left+$0.06/sh+$161
cycle +$1,052
[-$370…-$8] · 23% credit
78%
surv 69%
-$16,719 NOT
cap gain +$4,181
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-$0.23/sh-$615
cycle +$276
[-$1,456…-$863]
94%
surv 93%
-$10,745 NOT
cap gain +$10,155
budget: banked $891 debit $615 (69% used ≈ 0.4 wk of income) → whole cycle still +$276 cash · rolled 27 ct earn ≈ $379/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,005
… as % of IC ($21,650)46.2%
… as % of ML ($51,650)19.4%
Recovery months (at normal income)1.5 mo
Surgical close (27 ct)$-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)$891$-19,535+$1,365+$810
+2.5%$13.84 (≤1σ, normal week)$-20$-18,928+$1,972-$101
+5%$14.18 (1.2σ)$-932$-18,320+$2,580-$1,013
SS (= V-bounce)$17.33 (6.2σ)$-9,450$-12,641+$8,259-$9,531
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (27 × $13.50): -$10,005
− Conservative CC assignment net of premium (23 × $17.50): -$12
Total Position P&L @ SS: $-12,353 (+$8,547 vs today)
Do-nothing baseline at SS: $-2,363 (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] $731/mo

🎯 Engine pick: sell 46 × $14 (primary), 73% survival, breach 27%, $3,387/mo.
⚖️ Worth a safer step: the $15 rung (🛡 safe yield) lifts survival to 93% (breach 27% → 7%) 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 $13.41 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge36 × $1524 Jul11d11.9%93%14%$252$687-$2,700$8,875
Sell 36 × $15 11.9% OTM over spot $13.41 24 Jul 2026 (11d, $0.08 mid)
= $252 credit for the 11d cycle → $687/mo projected
Survival (stays ≤ $15)
93%
Breach risk
7%
POP (stays ≤ $15.07)
94%
EV / mo
+$509
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.0-5.4] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 31% without)  ·  ~2.1 challenges expected  ·  median CC cash $-697
🛡 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)
-$1,606
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
54% 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: $0.73/sh now → $0.52 mid-life (likely $0.39–$0.66)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 333 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (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 (36 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)~$1531 Jul 202612d left+$0.14/sh+$496
cycle +$748
[+$443…+$830] · 100% credit
71%
surv 54%
-$12,550 NOT
cap gain +$8,350
Max even-money escape in the band~$1531 Jul 202612d left+$0.14/sh+$496
cycle +$748
[+$443…+$830] · 100% credit
71%
surv 54%
-$12,550 NOT
cap gain +$8,350
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.14/sh+$487
cycle +$739
[+$422…+$847] · 100% credit
69%
surv 52%
-$12,964 NOT
cap gain +$7,936
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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,875
… as % of IC ($21,650)41.0%
… as % of ML ($51,650)17.2%
Recovery months (at normal income)1.3 mo
Surgical close (36 ct)$-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)$252$-13,451+$7,449+$144
+2.5%$15.37 (1.9σ)$-1,098$-13,114+$7,786-$1,206
+5%$15.75 (2.2σ)$-2,448$-12,776+$8,124-$2,556
SS (= V-bounce)$17.33 (3.7σ)$-8,136$-11,354+$9,546-$8,244
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (36 × $15): -$8,875
− Conservative CC assignment net of premium (14 × $17.50): -$8
Total Position P&L @ SS: $-11,219 (+$9,681 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-8,856, the opportunity cost of earning $687/mo FIGHT income now)
🛡 safe yield ← lean50 × $1524 Jul11d11.9%93%14%$350$955-$2,433$12,327
Sell 50 × $15 11.9% OTM over spot $13.41 24 Jul 2026 (11d, $0.08 mid)
= $350 credit for the 11d cycle → $955/mo projected
Survival (stays ≤ $15)
93%
Breach risk
7%
POP (stays ≤ $15.07)
94%
EV / mo
+$707
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.2-6.2] median, 0.1 mo SLOWER than no FIGHT (3.9 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 30% without)  ·  ~2.3 challenges expected  ·  median CC cash $-10
🛡 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)
10%
Flat exit net (mid-life)
-$2,231
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
54% 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: $0.73/sh now → $0.52 mid-life (likely $0.37–$0.66)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 311 simulated challenges: the $15 strike is typically first touched on day 8 of 11, at $15 (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 (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)~$1531 Jul 202612d left+$0.14/sh+$689
cycle +$1,039
[+$625…+$1,167] · 99% credit
71%
surv 54%
-$12,301 NOT
cap gain +$8,599
Max even-money escape in the band~$1531 Jul 202612d left+$0.14/sh+$689
cycle +$1,039
[+$625…+$1,167] · 99% credit
71%
surv 54%
-$12,301 NOT
cap gain +$8,599
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.14/sh+$677
cycle +$1,027
[+$593…+$1,193] · 99% credit
69%
surv 52%
-$12,718 NOT
cap gain +$8,182
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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,327
… as % of IC ($21,650)56.9%
… as % of ML ($51,650)23.9%
Recovery months (at normal income)1.8 mo
Surgical close (50 ct)$-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)$350$-13,395+$7,505+$200
+2.5%$15.37 (1.9σ)$-1,525$-13,582+$7,318-$1,675
+5%$15.75 (2.2σ)$-3,400$-13,770+$7,130-$3,550
SS (= V-bounce)$17.33 (3.7σ)$-11,300$-14,560+$6,340-$11,450
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (50 × $15): -$12,327
Total Position P&L @ SS: $-14,663 (+$6,237 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-12,300, the opportunity cost of earning $955/mo FIGHT income now)
33% normal30 × $1424 Jul11d4.4%73%56%$810$2,209-$1,178$9,796
Sell 30 × $14 4.4% OTM over spot $13.41 24 Jul 2026 (11d, $0.28 mid)
= $810 credit for the 11d cycle → $2,209/mo projected
Survival (stays ≤ $14)
73%
Breach risk
27%
POP (stays ≤ $14.28)
80%
EV / mo
+$1,085
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.3-5.7] median, 0.2 mo faster than no FIGHT (3.9 mo)  ·  36% of paths whole by 9 mo (vs 30% without)  ·  ~10.3 challenges expected  ·  median CC cash $2,862
🛡 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)
47%
Flat exit net (mid-life)
-$531
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 85% POP
82% 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: $0.63/sh now → $0.45 mid-life (likely $0.50–$0.72)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,400 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 (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+$0.11/sh+$340
cycle +$1,150
[+$159…+$344] · 98% credit
71%
surv 55%
-$16,630 NOT
cap gain +$4,270
Max even-money escape in the band~$1431 Jul 202612d left+$0.11/sh+$340
cycle +$1,150
[+$159…+$344] · 98% credit
71%
surv 55%
-$16,630 NOT
cap gain +$4,270
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+$0.12/sh+$354
cycle +$1,164
[+$143…+$357] · 96% credit
69%
surv 52%
-$17,021 NOT
cap gain +$3,879
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.26/sh-$791
cycle +$19
[-$1,228…-$889]
85%
surv 82%
-$13,261 NOT
cap gain +$7,639
budget: banked $810 debit $791 (98% used ≈ 1.6 wk of income) → whole cycle still +$19 cash · rolled 30 ct earn ≈ $1,374/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,796
… as % of IC ($21,650)45.2%
… as % of ML ($51,650)19.0%
Recovery months (at normal income)1.5 mo
Surgical close (30 ct)$-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)$810$-17,375+$3,525+$720
+2.5%$14.35 (≤1σ, normal week)$-240$-16,850+$4,050-$330
+5%$14.70 (1.2σ)$-1,290$-16,325+$4,575-$1,380
SS (= V-bounce)$17.33 (3.7σ)$-9,180$-12,380+$8,520-$9,270
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (30 × $14): -$9,796
− Conservative CC assignment net of premium (20 × $17.50): -$11
Total Position P&L @ SS: $-12,143 (+$8,757 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-9,780, the opportunity cost of earning $2,209/mo FIGHT income now)
🎯 50% normal46 × $1424 Jul11d4.4%73%47%$1,242$3,387$15,021
Sell 46 × $14 4.4% OTM over spot $13.41 24 Jul 2026 (11d, $0.28 mid)
= $1,242 credit for the 11d cycle → $3,387/mo projected
Survival (stays ≤ $14)
73%
Breach risk
27%
POP (stays ≤ $14.28)
80%
EV / mo
+$1,663
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.3-5.9] median, 0.1 mo SLOWER than no FIGHT (3.7 mo): roll costs eat the credits at this rung  ·  40% of paths whole by 9 mo (vs 29% without)  ·  ~10.0 challenges expected  ·  median CC cash $6,065
🛡 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)
47%
Flat exit net (mid-life)
-$814
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 85% POP
82% 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: $0.63/sh now → $0.45 mid-life (likely $0.51–$0.72)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,421 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 (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+$0.11/sh+$521
cycle +$1,763
[+$246…+$537] · 97% credit
71%
surv 55%
-$16,065 NOT
cap gain +$4,835
Max even-money escape in the band~$1431 Jul 202612d left+$0.11/sh+$521
cycle +$1,763
[+$246…+$537] · 97% credit
71%
surv 55%
-$16,065 NOT
cap gain +$4,835
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+$0.12/sh+$543
cycle +$1,785
[+$223…+$558] · 95% credit
69%
surv 52%
-$16,448 NOT
cap gain +$4,452
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.26/sh-$1,213
cycle +$29
[-$1,869…-$1,372]
85%
surv 82%
-$13,299 NOT
cap gain +$7,601
budget: banked $1,242 debit $1,213 (98% used ≈ 1.6 wk of income) → whole cycle still +$29 cash · rolled 46 ct earn ≈ $2,106/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,021
… as % of IC ($21,650)69.4%
… as % of ML ($51,650)29.1%
Recovery months (at normal income)2.2 mo
Surgical close (46 ct)$-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)$1,242$-16,991+$3,909+$1,104
+2.5%$14.35 (≤1σ, normal week)$-368$-17,026+$3,874-$506
+5%$14.70 (1.2σ)$-1,978$-17,061+$3,839-$2,116
SS (= V-bounce)$17.33 (3.7σ)$-14,076$-17,324+$3,576-$14,214
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (46 × $14): -$15,021
− Conservative CC assignment net of premium (4 × $17.50): -$2
Total Position P&L @ SS: $-17,359 (+$3,541 vs today)
Do-nothing baseline at SS: $-2,363 (this trade vs do-nothing: $-14,996, the opportunity cost of earning $3,387/mo FIGHT income now)
100% normal50 × $13.5024 Jul11d0.7%55%93%$2,450$6,682+$3,295$17,727
Sell 50 × $13.50 0.7% OTM over spot $13.41 24 Jul 2026 (11d, $0.51 mid)
= $2,450 credit for the 11d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
55%
Breach risk
45%
POP (stays ≤ $14.01)
72%
EV / mo
+$2,354
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.0-5.6] median, 0.2 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  51% of paths whole by 9 mo (vs 33% without)  ·  ~25.8 challenges expected  ·  median CC cash $8,795
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
77%
Flat exit net (mid-life)
+$379
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: $0.59/sh now → $0.41 mid-life (likely $0.57–$0.78)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets +$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,303 simulated challenges: the $14 strike is typically first touched on day 3 of 11, at $14 (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
Up-and-out for even (raise the cap, free)~$1431 Jul 202612d left+$0.10/sh+$509
cycle +$2,959
[+$114…+$288] · 90% credit
71%
surv 55%
-$17,131 NOT
cap gain +$3,769
Max even-money escape in the band~$1431 Jul 202612d left+$0.10/sh+$509
cycle +$2,959
[+$114…+$288] · 90% credit
71%
surv 55%
-$17,131 NOT
cap gain +$3,769
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+$0.11/sh+$549
cycle +$2,999
[+$88…+$297] · 86% credit
69%
surv 52%
-$17,496 NOT
cap gain +$3,404
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.34/sh-$1,677
cycle +$773
[-$2,886…-$2,192]
92%
surv 91%
-$12,567 NOT
cap gain +$8,333
budget: banked $2,450 debit $1,677 (68% used ≈ 1.1 wk of income) → whole cycle still +$773 cash · rolled 50 ct earn ≈ $984/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 $17.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,727
… as % of IC ($21,650)81.9%
… as % of ML ($51,650)34.3%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-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)$2,450$-18,045+$2,855+$2,300
+2.5%$13.84 (≤1σ, normal week)$763$-18,214+$2,686+$613
+5%$14.18 (≤1σ, normal week)$-925$-18,382+$2,518-$1,075
SS (= V-bounce)$17.33 (3.7σ)$-16,700$-19,960+$940-$16,850
V-BOUNCE STRESS (stock → CC-SS $17.54, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$18,564
− CC assignment net of premium (50 × $13.50): -$17,727
Total Position P&L @ SS: $-20,063 (+$837 vs today)
Do-nothing baseline at SS: $-2,363 (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: +$18,564 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,363

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$144d17 Jul 2026$0.1335/50$3,413$2,80985%89%+$2,638-$11,91955.1%$-14,263 (vs do-nothing $-11,900)
$1411d24 Jul 2026$0.2746/50$3,387$2,72873%80%+$1,663-$15,02169.4%$-17,359 (vs do-nothing $-14,996)
$13.504d17 Jul 2026$0.3314/50$3,465$2,96657%76%+$1,716-$5,18824.0%$-7,543 (vs do-nothing $-5,180)
$13.5011d24 Jul 2026$0.4925/50$3,341$2,78755%72%+$1,177-$8,86440.9%$-11,213 (vs do-nothing $-8,850)
$13.5018d31 Jul 2026$0.6233/50$3,410$2,81655%71%+$1,059-$11,27152.1%$-13,616 (vs do-nothing $-11,253)

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 13:38