FORTRESS FIGHT: ETHA @ $13.43

BE SS: $17.33  |  CC-SS: $17.55  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

ETHA @ $13.43   UNDERWATER $3.89 (22.5% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.55  |  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 $17.55 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; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 28 (live) · RSI 39 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 50 · %B 74 · hist rising (nightly)
LEVELS20W MA (bounce target) $15.15 (+13%) · daily UBB $14.11 · 1-wk expected move ±$1 (chain IV)
SETUPBounce ignition risk is maximal: stay at 🎯 min-cap, shortest DTE, momentum override armed. Challenges are the plan, not the surprise. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 35 contracts at $14 / 4d. This is the safest strike (survival 84%, breach 16%) 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 45% (+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 $11,975 (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, 84% survival, $3,413/mo (E[net] $1,564/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 × $1484%$3,413$1,564
NEXT FRIDAY24 Jul 2026 · 11d46 × $1472%$3,387$759

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $1,564/mo 🏆 GRAND PICK

🎯 Engine pick: sell 35 × $14 (primary), 84% survival, breach 16%, $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 16% → 4%) for $1,913/mo less (56% income) buys safety you do not really need here.
ETHA  spot $13.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge46 × $1517 Jul4d11.6%99%2%$92$690-$2,723$11,645
Sell 46 × $15 11.6% OTM over spot $13.43 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
+$662
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.1 mo [1.8-5.9] median  ·  37% of paths whole by 9 mo (vs 37% without)  ·  ~0.8 challenges expected  ·  median CC cash $-4,030
🛡 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)
-$1,554
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$16 @ 78% POP
69% 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: $0.51/sh now → $0.36 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$0.34/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+$0.20/sh+$922
cycle +$1,014
69%
surv 52%
-$12,175 NOT
cap gain +$8,725
Up-and-out for even (raise the cap, free)~$1524 Jul 20269d left+$0.21/sh+$946
cycle +$1,038
71%
surv 54%
-$11,831 NOT
cap gain +$9,069
Max even-money escape in the band~$1631 Jul 202616d left+$0.15/sh+$688
cycle +$780
76%
surv 65%
-$9,628 NOT
cap gain +$11,272
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1624 Jul 20269d left-$0.02/sh-$77
cycle +$15
78%
surv 69%
-$10,393 NOT
cap gain +$10,507
budget: banked $92 debit $77 (83% used ≈ 0.5 wk of income) → whole cycle still +$15 cash · rolled 46 ct earn ≈ $5,230/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,645
… as % of IC ($21,650)53.8%
… as % of ML ($51,650)22.5%
Recovery months (at normal income)1.7 mo
Surgical close (46 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $14.85Do 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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (2.5σ)$92$-13,096+$7,804-$46
+2.5%$15.37 (3.1σ)$-1,633$-12,976+$7,924-$1,771
+5%$15.75 (3.7σ)$-3,358$-12,856+$8,044-$3,496
SS (= V-bounce)$17.33 (6.2σ)$-10,626$-12,351+$8,549-$10,764
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (46 × $15): -$11,645
− Conservative CC assignment net of premium (4 × $17.50): -$9
Total Position P&L @ SS: $-12,300 (+$8,600 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-11,546, the opportunity cost of earning $690/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$598, position total $-13,048 (+$7,852 vs today)
🛡 safe yield50 × $14.5017 Jul4d7.9%96%8%$200$1,500-$1,913$15,057
Sell 50 × $14.50 7.9% OTM over spot $13.43 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
+$1,351
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.1-5.5] median, 0.1 mo SLOWER than no FIGHT (3.4 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 33% without)  ·  ~2.4 challenges expected  ·  median CC cash $-85
🛡 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)
-$1,464
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$15 @ 79% POP
71% 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: $0.47/sh now → $0.33 mid-life (likely $0.28–$0.55)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 186 simulated challenges: the $14 strike is typically first touched on day 3 of 4, 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)~$1524 Jul 20269d left+$0.19/sh+$947
cycle +$1,147
[+$689…+$1,231] · 95% credit
71%
surv 54%
-$14,193 NOT
cap gain +$6,707
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.19/sh+$936
cycle +$1,136
[+$655…+$1,227] · 94% credit
69%
surv 52%
-$14,525 NOT
cap gain +$6,375
Max even-money escape in the band~$1531 Jul 202616d left+$0.12/sh+$616
cycle +$816
[+$189…+$920] · 83% credit
76%
surv 66%
-$12,064 NOT
cap gain +$8,836
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1524 Jul 20269d left-$0.03/sh-$159
cycle +$41
[-$662…+$80] · 30% credit
79%
surv 71%
-$12,839 NOT
cap gain +$8,061
budget: banked $200 debit $159 (79% used ≈ 0.5 wk of income) → whole cycle still +$41 cash · rolled 50 ct earn ≈ $5,019/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,057
… as % of IC ($21,650)69.5%
… as % of ML ($51,650)29.2%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.54
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.54
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (1.7σ)$200$-15,460+$5,440+$50
+2.5%$14.86 (2.3σ)$-1,612$-15,489+$5,411-$1,762
+5%$15.23 (2.8σ)$-3,425$-15,518+$5,382-$3,575
SS (= V-bounce)$17.33 (6.2σ)$-13,950$-15,687+$5,213-$14,100
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (50 × $14.50): -$15,057
Total Position P&L @ SS: $-15,704 (+$5,196 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-14,950, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,050, position total $-15,512 (+$5,388 vs today)
33% normal23 × $1417 Jul4d4.2%84%33%$299$2,243-$1,170$7,869
Sell 23 × $14 4.2% OTM over spot $13.43 17 Jul 2026 (4d, $0.14 mid)
= $299 credit for the 4d cycle → $2,243/mo projected
Survival (stays ≤ $14)
84%
Breach risk
16%
POP (stays ≤ $14.13)
89%
EV / mo
+$1,678
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.1 mo [2.4-5.7] median, 0.2 mo SLOWER than no FIGHT (3.8 mo): roll costs eat the credits at this rung  ·  42% of paths whole by 9 mo (vs 32% without)  ·  ~12.3 challenges expected  ·  median CC cash $4,210
🛡 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)
-$411
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 83% 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: $0.44/sh now → $0.31 mid-life (likely $0.32–$0.54)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 705 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+$0.17/sh+$400
cycle +$699
[+$238…+$461] · 94% credit
71%
surv 54%
-$17,021 NOT
cap gain +$3,879
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.17/sh+$401
cycle +$700
[+$229…+$465] · 94% credit
69%
surv 51%
-$17,339 NOT
cap gain +$3,561
Max even-money escape in the band~$1531 Jul 202616d left+$0.10/sh+$226
cycle +$525
[-$23…+$263] · 72% credit
76%
surv 67%
-$14,735 NOT
cap gain +$6,165
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-$0.06/sh-$149
cycle +$150
[-$477…-$151] · 9% credit
83%
surv 78%
-$12,650 NOT
cap gain +$8,250
budget: banked $299 debit $149 (50% used ≈ 0.3 wk of income) → whole cycle still +$150 cash · rolled 23 ct earn ≈ $1,052/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,869
… as % of IC ($21,650)36.3%
… 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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$299$-17,740+$3,160+$230
+2.5%$14.35 (1.4σ)$-506$-16,823+$4,077-$575
+5%$14.70 (2.0σ)$-1,311$-15,906+$4,994-$1,380
SS (= V-bounce)$17.33 (6.2σ)$-7,360$-9,016+$11,884-$7,429
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (23 × $14): -$7,869
− Conservative CC assignment net of premium (27 × $17.50): -$58
Total Position P&L @ SS: $-8,574 (+$12,326 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-7,820, the opportunity cost of earning $2,243/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,346, position total $-14,727 (+$6,173 vs today)
🎯 50% normal35 × $1417 Jul4d4.2%84%23%$455$3,413$11,975
Sell 35 × $14 4.2% OTM over spot $13.43 17 Jul 2026 (4d, $0.14 mid)
= $455 credit for the 4d cycle → $3,413/mo projected
Survival (stays ≤ $14)
84%
Breach risk
16%
POP (stays ≤ $14.13)
89%
EV / mo
+$2,553
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.8 mo [2.4-5.8] median  ·  48% of paths whole by 9 mo (vs 32% without)  ·  ~11.5 challenges expected  ·  median CC cash $7,691
🛡 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)
23%
Flat exit net (mid-life)
-$626
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 83% 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: $0.44/sh now → $0.31 mid-life (likely $0.32–$0.55)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 684 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+$0.17/sh+$608
cycle +$1,063
[+$351…+$704] · 93% credit
71%
surv 54%
-$16,692 NOT
cap gain +$4,208
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.17/sh+$610
cycle +$1,065
[+$334…+$710] · 91% credit
69%
surv 51%
-$17,010 NOT
cap gain +$3,890
Max even-money escape in the band~$1531 Jul 202616d left+$0.10/sh+$343
cycle +$798
[-$55…+$403] · 70% credit
76%
surv 67%
-$14,497 NOT
cap gain +$6,403
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-$0.06/sh-$227
cycle +$228
[-$748…-$230] · 10% credit
83%
surv 78%
-$12,607 NOT
cap gain +$8,293
budget: banked $455 debit $227 (50% used ≈ 0.3 wk of income) → whole cycle still +$228 cash · rolled 35 ct earn ≈ $1,601/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,975
… as % of IC ($21,650)55.3%
… as % of ML ($51,650)23.2%
Recovery months (at normal income)1.8 mo
Surgical close (35 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.13
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $14.13
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$455$-17,620+$3,280+$350
+2.5%$14.35 (1.4σ)$-770$-17,123+$3,777-$875
+5%$14.70 (2.0σ)$-1,995$-16,626+$4,274-$2,100
SS (= V-bounce)$17.33 (6.2σ)$-11,200$-12,892+$8,008-$11,305
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (35 × $14): -$11,975
− Conservative CC assignment net of premium (15 × $17.50): -$32
Total Position P&L @ SS: $-12,654 (+$8,246 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-11,900, the opportunity cost of earning $3,413/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,570, position total $-15,987 (+$4,913 vs today)
100% normal27 × $13.5017 Jul4d0.5%55%91%$891$6,682+$3,270$10,048
Sell 27 × $13.50 0.5% OTM over spot $13.43 17 Jul 2026 (4d, $0.34 mid)
= $891 credit for the 4d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
55%
Breach risk
45%
POP (stays ≤ $13.84)
75%
EV / mo
+$3,082
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.7 mo [2.2-5.9] median, 0.4 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 34% without)  ·  ~42.5 challenges expected  ·  median CC cash $9,976
🛡 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)
67%
Flat exit net (mid-life)
+$120
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: $0.40/sh now → $0.29 mid-life (likely $0.39–$0.65)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets +$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,001 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+$0.30/sh+$818
cycle +$1,709
[+$445…+$685] · 97% credit
70%
surv 54%
-$18,482 NOT
cap gain +$2,418
Up-and-out for even (raise the cap, free)~$1424 Jul 20269d left+$0.16/sh+$429
cycle +$1,320
[+$91…+$311] · 85% credit
71%
surv 54%
-$18,872 NOT
cap gain +$2,028
Roll out (same strike, buy time)~$1424 Jul 20269d left+$0.16/sh+$438
cycle +$1,329
[+$76…+$314] · 83% credit
69%
surv 51%
-$19,183 NOT
cap gain +$1,717
Max even-money escape in the band~$1431 Jul 202616d left+$0.07/sh+$201
cycle +$1,092
[-$300…+$40] · 34% credit
77%
surv 68%
-$16,639 NOT
cap gain +$4,261
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-$0.21/sh-$572
cycle +$319
[-$1,389…-$810]
93%
surv 93%
-$10,032 NOT
cap gain +$10,868
budget: banked $891 debit $572 (64% used ≈ 0.4 wk of income) → whole cycle still +$319 cash · rolled 27 ct earn ≈ $374/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,048
… as % of IC ($21,650)46.4%
… as % of ML ($51,650)19.5%
Recovery months (at normal income)1.5 mo
Surgical close (27 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $13.37Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$13-13.84
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $13.84
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$891$-19,620+$1,280+$810
+2.5%$13.84 (≤1σ, normal week)$-20$-18,871+$2,029-$101
+5%$14.18 (1.2σ)$-932$-18,122+$2,778-$1,012
SS (= V-bounce)$17.33 (6.2σ)$-9,450$-11,118+$9,782-$9,531
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (27 × $13.50): -$10,048
− Conservative CC assignment net of premium (23 × $17.50): -$49
Total Position P&L @ SS: $-10,744 (+$10,156 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-9,990, the opportunity cost of earning $6,682/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$3,564, position total $-15,957 (+$4,943 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on ETHA are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $759/mo

🎯 Engine pick: sell 46 × $14 (primary), 72% survival, breach 28%, $3,387/mo.
⚖️ Worth a safer step: the $15 rung (🛡 safe yield) lifts survival to 93% (breach 28% → 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 $13.43 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge36 × $1524 Jul11d11.6%93%15%$252$687-$2,700$8,933
Sell 36 × $15 11.6% OTM over spot $13.43 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)
93%
EV / mo
+$497
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [1.9-5.1] median, 0.3 mo SLOWER than no FIGHT (3.2 mo): roll costs eat the credits at this rung  ·  39% of paths whole by 9 mo (vs 36% without)  ·  ~2.1 challenges expected  ·  median CC cash $-688
🛡 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)
12%
Flat exit net (mid-life)
-$1,545
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 70% 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: $0.71/sh now → $0.50 mid-life (likely $0.39–$0.66)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 353 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
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.15/sh+$540
cycle +$792
[+$475…+$878] · 100% credit
69%
surv 52%
-$12,367 NOT
cap gain +$8,533
Up-and-out for even (raise the cap, free)~$1531 Jul 202612d left+$0.15/sh+$545
cycle +$797
[+$492…+$871] · 100% credit
70%
surv 54%
-$12,041 NOT
cap gain +$8,859
Max even-money escape in the band~$1531 Jul 202612d left+$0.15/sh+$545
cycle +$797
[+$492…+$871] · 100% credit
70%
surv 54%
-$12,041 NOT
cap gain +$8,859
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$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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,933
… as % of IC ($21,650)41.3%
… as % of ML ($51,650)17.3%
Recovery months (at normal income)1.3 mo
Surgical close (36 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$252$-12,906+$7,994+$144
+2.5%$15.37 (1.9σ)$-1,098$-12,411+$8,489-$1,206
+5%$15.75 (2.2σ)$-2,448$-11,916+$8,984-$2,556
SS (= V-bounce)$17.33 (3.7σ)$-8,136$-9,831+$11,069-$8,244
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (36 × $15): -$8,933
− Conservative CC assignment net of premium (14 × $17.50): -$30
Total Position P&L @ SS: $-9,610 (+$11,290 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-8,856, the opportunity cost of earning $687/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$288, position total $-12,708 (+$8,192 vs today)
🛡 safe yield ← lean50 × $1524 Jul11d11.6%93%15%$350$955-$2,433$12,407
Sell 50 × $15 11.6% OTM over spot $13.43 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)
93%
EV / mo
+$690
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.6 mo [2.2-5.7] median, 0.1 mo faster than no FIGHT (3.7 mo)  ·  38% of paths whole by 9 mo (vs 35% without)  ·  ~2.3 challenges expected  ·  median CC cash $56
🛡 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)
-$2,146
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 70% 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: $0.71/sh now → $0.50 mid-life (likely $0.37–$0.61)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 318 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+$0.15/sh+$757
cycle +$1,107
[+$712…+$1,208] · 100% credit
70%
surv 54%
-$11,773 NOT
cap gain +$9,127
Max even-money escape in the band~$1531 Jul 202612d left+$0.15/sh+$757
cycle +$1,107
[+$712…+$1,208] · 100% credit
70%
surv 54%
-$11,773 NOT
cap gain +$9,127
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+$0.15/sh+$749
cycle +$1,099
[+$692…+$1,227] · 99% credit
69%
surv 52%
-$12,101 NOT
cap gain +$8,799
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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,407
… as % of IC ($21,650)57.3%
… as % of ML ($51,650)24.0%
Recovery months (at normal income)1.9 mo
Surgical close (50 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.5σ)$350$-12,850+$8,050+$200
+2.5%$15.37 (1.9σ)$-1,525$-12,880+$8,020-$1,675
+5%$15.75 (2.2σ)$-3,400$-12,910+$7,990-$3,550
SS (= V-bounce)$17.33 (3.7σ)$-11,300$-13,037+$7,863-$11,450
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (50 × $15): -$12,407
Total Position P&L @ SS: $-13,054 (+$7,846 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-12,300, the opportunity cost of earning $955/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$400, position total $-12,862 (+$8,038 vs today)
33% normal30 × $1424 Jul11d4.2%72%58%$810$2,209-$1,178$9,844
Sell 30 × $14 4.2% OTM over spot $13.43 24 Jul 2026 (11d, $0.28 mid)
= $810 credit for the 11d cycle → $2,209/mo projected
Survival (stays ≤ $14)
72%
Breach risk
28%
POP (stays ≤ $14.28)
80%
EV / mo
+$1,029
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.4 mo [2.3-5.8] median, 0.1 mo faster than no FIGHT (3.5 mo)  ·  45% of paths whole by 9 mo (vs 36% without)  ·  ~10.2 challenges expected  ·  median CC cash $2,502
🛡 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)
48%
Flat exit net (mid-life)
-$487
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 85% 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: $0.61/sh now → $0.43 mid-life (likely $0.50–$0.71)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,436 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+$0.13/sh+$381
cycle +$1,191
[+$210…+$379] · 99% credit
71%
surv 54%
-$16,549 NOT
cap gain +$4,351
Max even-money escape in the band~$1431 Jul 202612d left+$0.13/sh+$381
cycle +$1,191
[+$210…+$379] · 99% credit
71%
surv 54%
-$16,549 NOT
cap gain +$4,351
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+$392
cycle +$1,202
[+$199…+$387] · 98% credit
69%
surv 52%
-$16,858 NOT
cap gain +$4,042
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.25/sh-$750
cycle +$60
[-$1,177…-$862]
85%
surv 81%
-$12,760 NOT
cap gain +$8,140
budget: banked $810 debit $750 (93% used ≈ 1.5 wk of income) → whole cycle still +$60 cash · rolled 30 ct earn ≈ $1,366/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,844
… as % of IC ($21,650)45.5%
… as % of ML ($51,650)19.1%
Recovery months (at normal income)1.5 mo
Surgical close (30 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$810$-17,250+$3,650+$720
+2.5%$14.35 (≤1σ, normal week)$-240$-16,578+$4,322-$330
+5%$14.70 (1.2σ)$-1,290$-15,906+$4,994-$1,380
SS (= V-bounce)$17.33 (3.7σ)$-9,180$-10,857+$10,043-$9,270
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (30 × $14): -$9,844
− Conservative CC assignment net of premium (20 × $17.50): -$43
Total Position P&L @ SS: $-10,534 (+$10,366 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-9,780, the opportunity cost of earning $2,209/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,640, position total $-15,042 (+$5,858 vs today)
🎯 50% normal46 × $1424 Jul11d4.2%72%48%$1,242$3,387$15,095
Sell 46 × $14 4.2% OTM over spot $13.43 24 Jul 2026 (11d, $0.28 mid)
= $1,242 credit for the 11d cycle → $3,387/mo projected
Survival (stays ≤ $14)
72%
Breach risk
28%
POP (stays ≤ $14.28)
80%
EV / mo
+$1,578
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.2 mo [1.9-4.8] median  ·  44% of paths whole by 9 mo (vs 32% without)  ·  ~9.8 challenges expected  ·  median CC cash $5,591
🛡 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)
48%
Flat exit net (mid-life)
-$746
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 85% 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: $0.61/sh now → $0.43 mid-life (likely $0.50–$0.70)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,454 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+$0.13/sh+$585
cycle +$1,827
[+$324…+$590] · 99% credit
71%
surv 54%
-$15,962 NOT
cap gain +$4,938
Max even-money escape in the band~$1431 Jul 202612d left+$0.13/sh+$585
cycle +$1,827
[+$324…+$590] · 99% credit
71%
surv 54%
-$15,962 NOT
cap gain +$4,938
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+$601
cycle +$1,843
[+$308…+$605] · 98% credit
69%
surv 52%
-$16,266 NOT
cap gain +$4,634
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.25/sh-$1,150
cycle +$92
[-$1,801…-$1,323]
85%
surv 81%
-$12,776 NOT
cap gain +$8,124
budget: banked $1,242 debit $1,150 (93% used ≈ 1.5 wk of income) → whole cycle still +$92 cash · rolled 46 ct earn ≈ $2,095/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,095
… as % of IC ($21,650)69.7%
… as % of ML ($51,650)29.2%
Recovery months (at normal income)2.3 mo
Surgical close (46 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$1,242$-16,866+$4,034+$1,104
+2.5%$14.35 (≤1σ, normal week)$-368$-16,754+$4,146-$506
+5%$14.70 (1.2σ)$-1,978$-16,642+$4,258-$2,116
SS (= V-bounce)$17.33 (3.7σ)$-14,076$-15,801+$5,099-$14,214
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (46 × $14): -$15,095
− Conservative CC assignment net of premium (4 × $17.50): -$9
Total Position P&L @ SS: $-15,750 (+$5,150 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-14,996, the opportunity cost of earning $3,387/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,048, position total $-16,498 (+$4,402 vs today)
100% normal50 × $13.5024 Jul11d0.5%54%95%$2,450$6,682+$3,295$17,807
Sell 50 × $13.50 0.5% OTM over spot $13.43 24 Jul 2026 (11d, $0.51 mid)
= $2,450 credit for the 11d cycle → $6,682/mo projected
Survival (stays ≤ $13.50)
54%
Breach risk
46%
POP (stays ≤ $14.01)
71%
EV / mo
+$2,190
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [2.0-5.5] median, 0.1 mo SLOWER than no FIGHT (3.3 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 35% without)  ·  ~26.2 challenges expected  ·  median CC cash $8,238
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
78%
Flat exit net (mid-life)
+$448
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: $0.57/sh now → $0.40 mid-life (likely $0.56–$0.76)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets +$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,353 simulated challenges: the $14 strike is typically first touched on day 3 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+$0.12/sh+$578
cycle +$3,028
[+$212…+$367] · 96% credit
71%
surv 54%
-$17,232 NOT
cap gain +$3,668
Max even-money escape in the band~$1431 Jul 202612d left+$0.12/sh+$578
cycle +$3,028
[+$212…+$367] · 96% credit
71%
surv 54%
-$17,232 NOT
cap gain +$3,668
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+$607
cycle +$3,057
[+$193…+$372] · 94% credit
69%
surv 52%
-$17,523 NOT
cap gain +$3,377
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.32/sh-$1,611
cycle +$839
[-$2,785…-$2,119]
92%
surv 91%
-$12,041 NOT
cap gain +$8,859
budget: banked $2,450 debit $1,611 (66% used ≈ 1.0 wk of income) → whole cycle still +$839 cash · rolled 50 ct earn ≈ $980/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 $17.55: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,807
… as % of IC ($21,650)82.3%
… as % of ML ($51,650)34.5%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-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. Momentum override: two daily closes above $14.11 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$13.50 (≤1σ, normal week)$2,450$-18,130+$2,770+$2,300
+2.5%$13.84 (≤1σ, normal week)$763$-18,157+$2,743+$613
+5%$14.18 (≤1σ, normal week)$-925$-18,184+$2,716-$1,075
SS (= V-bounce)$17.33 (3.7σ)$-16,700$-18,437+$2,463-$16,850
V-BOUNCE STRESS (stock → CC-SS $17.55, where you are whole again, by expiry)
Starting unrealized P&L: $-20,900
+ Fortress recovery (un-capped): +$20,253
− CC assignment net of premium (50 × $13.50): -$17,807
Total Position P&L @ SS: $-18,454 (+$2,446 vs today)
Do-nothing baseline at SS: $-754 (this trade vs do-nothing: $-17,700, the opportunity cost of earning $6,682/mo FIGHT income now)
BB-reversion stress (→ $15.15 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,800, position total $-18,262 (+$2,638 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on ETHA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (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: 0.984 (IBKR)  |  Recovery@SS: +$20,253 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-754

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$144d17 Jul 2026$0.1335/50$3,413$2,80984%89%+$2,553-$11,97555.3%$-12,654 (vs do-nothing $-11,900)
$1411d24 Jul 2026$0.2746/50$3,387$2,72872%80%+$1,578-$15,09569.7%$-15,750 (vs do-nothing $-14,996)
$13.504d17 Jul 2026$0.3314/50$3,465$2,96655%75%+$1,598-$5,21024.1%$-5,934 (vs do-nothing $-5,180)
$13.5011d24 Jul 2026$0.4925/50$3,341$2,78754%71%+$1,095-$8,90441.1%$-9,604 (vs do-nothing $-8,850)
$13.5018d31 Jul 2026$0.6233/50$3,410$2,81654%71%+$991-$11,32452.3%$-12,007 (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 19:31