FORTRESS FIGHT: ETHA @ $14.12

BE SS: $17.33  |  CC-SS: $17.95  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-14 21:38

ETHA @ $14.12   UNDERWATER $3.20 (18.5% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.95  |  IV: HIGH  |  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$4,456/mo95% ann ROI on ML
Hedge rolling cost$559/mo
Unrealized P&L$-19,600fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,228/mo
HEDGE COVER
$559/mo
NORMAL INCOME
$4,456/mo (ATM CC, chain)
IC VELOCITY
4.9 mo to earn back $21,650
ML VELOCITY
11.6 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.95 (probe: $18C 17d) brings only $88/mo (<20% of normal), 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)
WEEKLYNEUTRAL · %B 37 (live) · RSI 42 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 56 · %B 92 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.05 (+35%) · daily UBB $14.37 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 21 contracts at $14.50 / 3d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($2,228/mo); it brings $2,310/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 41 × $14.50/3d for $4,510/mo, but breach risk rises to 27% (+0pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 19 × $15/3d (90% survival, $570/mo).
Downside anchor: the primary mortgages $7,007 (32% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 21 contracts realizes $-8,253 and cuts bleed by $235/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 (3d) · sell 21 × $14.50, 73% survival, $2,310/mo (E[net] $752/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 · 3d21 × $14.5073%$2,310$752
NEXT FRIDAY24 Jul 2026 · 10d28 × $14.5064%$2,268$438

📅 THIS FRIDAY · 17 Jul 2026 · 3d · E[net] $752/mo 🏆 GRAND PICK

🎯 Engine pick: sell 21 × $14.50 (primary), 73% survival, breach 27%, $2,310/mo.
⚖️ Worth a safer step: the $15 rung (33% normal) lifts survival to 90% (breach 27% → 10%) for $810/mo less (35% 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 $14.12 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge19 × $1517 Jul3d6.2%90%20%$57$570-$1,740$5,541
Sell 19 × $15 6.2% OTM over spot $14.12 17 Jul 2026 (3d, $0.04 mid)
= $57 credit for the 3d cycle → $570/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.04)
91%
EV / mo
+$242
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.5-4.2] median  ·  50% of paths whole by 9 mo (vs 49% without)  ·  ~7.7 challenges expected  ·  median CC cash $54
🛡 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)
-$351
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.30/sh now → $0.21 mid-life (likely $0.19–$0.39)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $15 strike is typically first touched on day 2 of 3, at $15 (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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1524 Jul 20268d left+$0.25/sh+$468
cycle +$525
[+$427…+$530] · 100% credit
67%
surv 52%
-$14,699 NOT
cap gain +$4,901
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.07/sh+$136
cycle +$193
[+$24…+$179] · 77% credit
73%
surv 64%
-$13,195 NOT
cap gain +$6,405
Max even-money escape in the band~$1631 Jul 202616d left+$0.06/sh+$122
cycle +$179
[-$14…+$172] · 72% credit
78%
surv 73%
-$10,761 NOT
cap gain +$8,839
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$570/mo
vs 50% target ($2,228/mo)-74%
vs normal income ($4,456/mo)13% covered
Net income (after hedge)$176/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,541
… as % of IC ($21,650)25.6%
… as % of ML ($51,650)10.7%
Recovery months (at normal income)1.2 mo
Surgical close (19 ct)$-7,458
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 $0.03 collected) or spot ≥ $15.04 (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 $14.37 (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
$15-15.04
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
≥ $15.04
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 (1.4σ)$57$-15,167+$4,433+$0
+2.5%$15.37 (2.0σ)$-655$-14,044+$5,556-$712
+5%$15.75 (2.6σ)$-1,368$-12,921+$6,679-$1,425
SS (= V-bounce)$17.33 (5.2σ)$-4,370$-8,189+$11,411-$4,427
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (19 × $15): -$5,541
− Conservative CC assignment net of premium (31 × $17.50): -$1,291
Total Position P&L @ SS: $-7,726 (+$11,874 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-4,750, the opportunity cost of earning $570/mo FIGHT income now)
33% normal ← lean50 × $1517 Jul3d6.2%90%20%$150$1,500-$810$14,582
Sell 50 × $15 6.2% OTM over spot $14.12 17 Jul 2026 (3d, $0.04 mid)
= $150 credit for the 3d cycle → $1,500/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.04)
91%
EV / mo
+$638
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.3-4.4] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  49% of paths whole by 9 mo (vs 44% without)  ·  ~7.7 challenges expected  ·  median CC cash $2,653
🛡 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)
-$923
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 78% POP
73% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.30/sh now → $0.21 mid-life (likely $0.19–$0.37)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 291 simulated challenges: the $15 strike is typically first touched on day 2 of 3, 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
Roll out (same strike, buy time)~$1524 Jul 20268d left+$0.25/sh+$1,232
cycle +$1,382
[+$1,145…+$1,411] · 100% credit
67%
surv 52%
-$13,935 NOT
cap gain +$5,665
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.07/sh+$359
cycle +$509
[+$111…+$482] · 83% credit
73%
surv 64%
-$12,972 NOT
cap gain +$6,628
Max even-money escape in the band~$1631 Jul 202616d left+$0.06/sh+$322
cycle +$472
[+$20…+$463] · 77% credit
78%
surv 73%
-$10,562 NOT
cap gain +$9,038
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 ($2,228/mo)-33%
vs normal income ($4,456/mo)34% covered
Net income (after hedge)$941/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,582
… as % of IC ($21,650)67.4%
… as % of ML ($51,650)28.2%
Recovery months (at normal income)3.3 mo
Surgical close (50 ct)$-19,625
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 $0.03 collected) or spot ≥ $15.04 (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 $14.37 (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
$15-15.04
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
≥ $15.04
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 (1.4σ)$150$-15,167+$4,433+$0
+2.5%$15.37 (2.0σ)$-1,725$-15,206+$4,394-$1,875
+5%$15.75 (2.6σ)$-3,600$-15,246+$4,354-$3,750
SS (= V-bounce)$17.33 (5.2σ)$-11,500$-15,412+$4,188-$11,650
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (50 × $15): -$14,582
Total Position P&L @ SS: $-15,476 (+$4,124 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-12,500, the opportunity cost of earning $1,500/mo FIGHT income now)
🎯 50% normal21 × $14.5017 Jul3d2.7%73%37%$231$2,310$7,007
Sell 21 × $14.50 2.7% OTM over spot $14.12 17 Jul 2026 (3d, $0.12 mid)
= $231 credit for the 3d cycle → $2,310/mo projected
Survival (stays ≤ $14.50)
73%
Breach risk
27%
POP (stays ≤ $14.62)
79%
EV / mo
+$750
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.6-5.3] median, 0.1 mo SLOWER than no FIGHT (2.8 mo): roll costs eat the credits at this rung  ·  52% of paths whole by 9 mo (vs 44% without)  ·  ~23.2 challenges expected  ·  median CC cash $4,306
🛡 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)
37%
Flat exit net (mid-life)
-$190
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 21 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.28/sh now → $0.20 mid-life (likely $0.24–$0.41)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,111 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $15 (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 (21 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.23/sh+$483
cycle +$714
[+$409…+$520] · 100% credit
67%
surv 51%
-$16,964 NOT
cap gain +$2,636
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$427
cycle +$658
[+$279…+$444] · 97% credit
71%
surv 62%
-$15,184 NOT
cap gain +$4,416
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.06/sh+$123
cycle +$354
[-$49…+$111] · 66% credit
73%
surv 65%
-$15,488 NOT
cap gain +$4,112
Max even-money escape in the band~$1531 Jul 202616d left+$0.04/sh+$91
cycle +$322
[-$120…+$74] · 49% credit
79%
surv 74%
-$13,072 NOT
cap gain +$6,528
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-$0.11/sh-$228
cycle +$3
[-$554…-$287]
90%
surv 89%
-$8,496 NOT
cap gain +$11,104
budget: banked $231 debit $228 (99% used ≈ 0.4 wk of income) → whole cycle still +$3 cash · rolled 21 ct earn ≈ $361/mo while parked; 29 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,310/mo
vs 50% target ($2,228/mo)+4%
vs normal income ($4,456/mo)52% covered
Net income (after hedge)$1,905/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,007
… as % of IC ($21,650)32.4%
… as % of ML ($51,650)13.6%
Recovery months (at normal income)1.6 mo
Surgical close (21 ct)$-8,253
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 $0.11 collected) or spot ≥ $14.62 (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 $14.37 (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
$14-14.62
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
≥ $14.62
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 (≤1σ, normal week)$231$-17,446+$2,154+$168
+2.5%$14.86 (1.2σ)$-530$-16,433+$3,167-$593
+5%$15.23 (1.8σ)$-1,292$-15,420+$4,180-$1,355
SS (= V-bounce)$17.33 (5.2σ)$-5,712$-9,537+$10,063-$5,775
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (21 × $14.50): -$7,007
− Conservative CC assignment net of premium (29 × $17.50): -$1,208
Total Position P&L @ SS: $-9,108 (+$10,492 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-6,132, the opportunity cost of earning $2,310/mo FIGHT income now)
100% normal41 × $14.5017 Jul3d2.7%73%54%$451$4,510+$2,200$13,680
Sell 41 × $14.50 2.7% OTM over spot $14.12 17 Jul 2026 (3d, $0.12 mid)
= $451 credit for the 3d cycle → $4,510/mo projected
Survival (stays ≤ $14.50)
73%
Breach risk
27%
POP (stays ≤ $14.62)
79%
EV / mo
+$1,464
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.6-4.8] median, 0.1 mo SLOWER than no FIGHT (2.9 mo): roll costs eat the credits at this rung  ·  62% of paths whole by 9 mo (vs 42% without)  ·  ~21.5 challenges expected  ·  median CC cash $8,278
🛡 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)
36%
Flat exit net (mid-life)
-$370
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.28/sh now → $0.20 mid-life (likely $0.23–$0.40)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,085 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $15 (overshoots $0.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1424 Jul 20268d left+$0.23/sh+$943
cycle +$1,394
[+$802…+$1,011] · 100% credit
67%
surv 51%
-$16,344 NOT
cap gain +$3,256
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202616d left+$0.20/sh+$834
cycle +$1,285
[+$562…+$862] · 98% credit
71%
surv 62%
-$14,617 NOT
cap gain +$4,983
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.06/sh+$240
cycle +$691
[-$87…+$226] · 65% credit
73%
surv 65%
-$15,211 NOT
cap gain +$4,389
Max even-money escape in the band~$1531 Jul 202616d left+$0.04/sh+$178
cycle +$629
[-$217…+$151] · 47% credit
79%
surv 74%
-$12,825 NOT
cap gain +$6,775
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-$0.11/sh-$445
cycle +$6
[-$1,067…-$555]
90%
surv 89%
-$8,554 NOT
cap gain +$11,046
budget: banked $451 debit $445 (99% used ≈ 0.4 wk of income) → whole cycle still +$6 cash · rolled 41 ct earn ≈ $705/mo while parked; 9 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$4,510/mo
vs 50% target ($2,228/mo)+102%
vs normal income ($4,456/mo)101% covered
Net income (after hedge)$3,999/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,680
… as % of IC ($21,650)63.2%
… as % of ML ($51,650)26.5%
Recovery months (at normal income)3.1 mo
Surgical close (41 ct)$-16,113
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 $0.11 collected) or spot ≥ $14.62 (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 $14.37 (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
$14-14.62
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
≥ $14.62
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 (≤1σ, normal week)$451$-17,286+$2,314+$328
+2.5%$14.86 (1.2σ)$-1,035$-16,998+$2,602-$1,158
+5%$15.23 (1.8σ)$-2,522$-16,710+$2,890-$2,645
SS (= V-bounce)$17.33 (5.2σ)$-11,152$-15,037+$4,563-$11,275
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (41 × $14.50): -$13,680
− Conservative CC assignment net of premium (9 × $17.50): -$375
Total Position P&L @ SS: $-14,948 (+$4,652 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-11,972, the opportunity cost of earning $4,510/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 · 10d · E[net] $438/mo

🎯 Engine pick: sell 28 × $14.50 (primary), 64% survival, breach 36%, $2,268/mo.
Stay at the pick. Stepping safer (the $15 rung (33% normal) lifts survival to 79% (breach 36% → 21%) for $786/mo less (35% income)) buys little extra safety; the income is doing real work covering the bleed.
ETHA  spot $14.12 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge32 × $15.5024 Jul10d9.7%88%24%$192$576-$1,692$7,637
Sell 32 × $15.50 9.7% OTM over spot $14.12 24 Jul 2026 (10d, $0.07 mid)
= $192 credit for the 10d cycle → $576/mo projected
Survival (stays ≤ $15.50)
88%
Breach risk
12%
POP (stays ≤ $15.57)
90%
EV / mo
+$191
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.5-4.8] median  ·  49% of paths whole by 9 mo (vs 48% without)  ·  ~3.4 challenges expected  ·  median CC cash $-454
🛡 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)
17%
Flat exit net (mid-life)
-$1,126
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 71% POP
62% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 32 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.58/sh now → $0.41 mid-life (likely $0.35–$0.57)≈ $0 at expiry  |  you banked $0.06/sh, so a flat mid-life exit nets -$0.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 515 simulated challenges: the $16 strike is typically first touched on day 7 of 10, at $16 (overshoots $0.23). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (32 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202612d left+$0.17/sh+$540
cycle +$732
[+$486…+$759] · 100% credit
67%
surv 52%
-$12,083 NOT
cap gain +$7,517
Max even-money escape in the band~$1531 Jul 202612d left+$0.23/sh+$725
cycle +$917
[+$696…+$962] · 100% credit
65%
surv 49%
-$12,510 NOT
cap gain +$7,090
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.00/sh-$15
cycle +$177
[-$160…+$125] · 42% credit
71%
surv 62%
-$10,803 NOT
cap gain +$8,797
budget: banked $192 debit $15 (8% used ≈ 0.1 wk of income) → whole cycle still +$177 cash · rolled 32 ct earn ≈ $3,258/mo while parked; 18 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$576/mo
vs 50% target ($2,228/mo)-74%
vs normal income ($4,456/mo)13% covered
Net income (after hedge)$113/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,637
… as % of IC ($21,650)35.3%
… as % of ML ($51,650)14.8%
Recovery months (at normal income)1.7 mo
Surgical close (32 ct)$-12,576
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 $0.06 collected) or spot ≥ $15.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.57
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
≥ $15.57
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$15.50 (1.2σ)$192$-12,623+$6,977+$96
+2.5%$15.89 (1.6σ)$-1,048$-11,967+$7,633-$1,144
+5%$16.28 (1.9σ)$-2,288$-11,310+$8,290-$2,384
SS (= V-bounce)$17.33 (2.8σ)$-5,664$-9,522+$10,078-$5,760
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (32 × $15.50): -$7,637
− Conservative CC assignment net of premium (18 × $17.50): -$750
Total Position P&L @ SS: $-9,280 (+$10,320 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-6,304, the opportunity cost of earning $576/mo FIGHT income now)
33% normal38 × $1524 Jul10d6.2%79%44%$494$1,482-$786$10,703
Sell 38 × $15 6.2% OTM over spot $14.12 24 Jul 2026 (10d, $0.14 mid)
= $494 credit for the 10d cycle → $1,482/mo projected
Survival (stays ≤ $15)
79%
Breach risk
21%
POP (stays ≤ $15.13)
82%
EV / mo
+$308
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.5-4.7] median, 0.1 mo faster than no FIGHT (3.0 mo)  ·  52% of paths whole by 9 mo (vs 45% without)  ·  ~7.0 challenges expected  ·  median CC cash $1,388
🛡 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)
34%
Flat exit net (mid-life)
-$971
Free roll-up
none
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
62% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 38 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.55/sh now → $0.39 mid-life (likely $0.40–$0.59)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,022 simulated challenges: the $15 strike is typically first touched on day 5 of 10, at $15 (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 (38 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1531 Jul 202612d left+$0.22/sh+$821
cycle +$1,315
[+$702…+$962] · 100% credit
65%
surv 48%
-$14,578 NOT
cap gain +$5,022
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+$0.16/sh+$600
cycle +$1,094
[+$454…+$713] · 100% credit
67%
surv 52%
-$14,186 NOT
cap gain +$5,414
Safety roll (pay small debit, max POP)~$1531 Jul 202612d left-$0.01/sh-$50
cycle +$444
[-$287…-$15] · 23% credit
71%
surv 62%
-$13,001 NOT
cap gain +$6,599
budget: banked $494 debit $50 (10% used ≈ 0.1 wk of income) → whole cycle still +$444 cash · rolled 38 ct earn ≈ $3,537/mo while parked; 12 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$1,482/mo
vs 50% target ($2,228/mo)-33%
vs normal income ($4,456/mo)33% covered
Net income (after hedge)$987/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,703
… as % of IC ($21,650)49.4%
… as % of ML ($51,650)20.7%
Recovery months (at normal income)2.4 mo
Surgical close (38 ct)$-14,915
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 ≥ $15.13 (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 $14.37 (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
$15-15.13
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
≥ $15.13
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$15.00 (≤1σ, normal week)$494$-14,787+$4,813+$380
+2.5%$15.37 (1.1σ)$-931$-14,376+$5,224-$1,045
+5%$15.75 (1.4σ)$-2,356$-13,966+$5,634-$2,470
SS (= V-bounce)$17.33 (2.8σ)$-8,360$-12,236+$7,364-$8,474
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (38 × $15): -$10,703
− Conservative CC assignment net of premium (12 × $17.50): -$500
Total Position P&L @ SS: $-12,096 (+$7,504 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-9,120, the opportunity cost of earning $1,482/mo FIGHT income now)
🎯 50% normal28 × $14.5024 Jul10d2.7%64%61%$756$2,268$8,894
Sell 28 × $14.50 2.7% OTM over spot $14.12 24 Jul 2026 (10d, $0.28 mid)
= $756 credit for the 10d cycle → $2,268/mo projected
Survival (stays ≤ $14.50)
64%
Breach risk
36%
POP (stays ≤ $14.78)
73%
EV / mo
+$336
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.6-4.9] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  48% of paths whole by 9 mo (vs 42% without)  ·  ~15.0 challenges expected  ·  median CC cash $2,441
🛡 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)
61%
Flat exit net (mid-life)
-$252
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 28 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.44–$0.63)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,816 simulated challenges: the $14 strike is typically first touched on day 4 of 10, at $15 (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 (28 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$1431 Jul 202612d left+$0.21/sh+$577
cycle +$1,333
[+$446…+$569] · 100% credit
65%
surv 48%
-$16,978 NOT
cap gain +$2,622
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+$0.15/sh+$413
cycle +$1,169
[+$271…+$381] · 100% credit
67%
surv 52%
-$16,529 NOT
cap gain +$3,071
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.26/sh-$730
cycle +$26
[-$1,191…-$887]
88%
surv 86%
-$10,942 NOT
cap gain +$8,658
budget: banked $756 debit $730 (97% used ≈ 1.4 wk of income) → whole cycle still +$26 cash · rolled 28 ct earn ≈ $694/mo while parked; 22 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$2,268/mo
vs 50% target ($2,228/mo)+2%
vs normal income ($4,456/mo)51% covered
Net income (after hedge)$1,826/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,894
… as % of IC ($21,650)41.1%
… as % of ML ($51,650)17.2%
Recovery months (at normal income)2.0 mo
Surgical close (28 ct)$-11,004
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 ≥ $14.78 (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 $14.37 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.78
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
≥ $14.78
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 (≤1σ, normal week)$756$-16,942+$2,658+$672
+2.5%$14.86 (≤1σ, normal week)$-259$-16,183+$3,417-$343
+5%$15.23 (≤1σ, normal week)$-1,274$-15,423+$4,177-$1,358
SS (= V-bounce)$17.33 (2.8σ)$-7,168$-11,014+$8,586-$7,252
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (28 × $14.50): -$8,894
− Conservative CC assignment net of premium (22 × $17.50): -$916
Total Position P&L @ SS: $-10,704 (+$8,896 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-7,728, the opportunity cost of earning $2,268/mo FIGHT income now)
100% normal30 × $1424 Jul10d-0.9%47%99+%$1,500$4,500+$2,232$10,339
Sell 30 × $14 0.9% ITM over spot $14.12 24 Jul 2026 (10d, $0.53 mid)
= $1,500 credit for the 10d cycle → $4,500/mo projected
Survival (stays ≤ $14)
47%
Breach risk
53%
POP (stays ≤ $14.53)
65%
EV / mo
+$467
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
100%
Flat exit net (mid-life)
+$495
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 90% POP
89% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.47/sh now → $0.34 mid-life → ≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (30 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202612d left+$0.14/sh+$412
cycle +$1,912
66%
surv 52%
-$17,628 NOT
cap gain +$1,972
Max even-money escape in the band~$1431 Jul 202612d left+$0.14/sh+$406
cycle +$1,906
66%
surv 52%
-$17,634 NOT
cap gain +$1,966
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.27/sh-$808
cycle +$692
90%
surv 89%
-$12,117 NOT
cap gain +$7,483
budget: banked $1,500 debit $808 (54% used ≈ 0.8 wk of income) → whole cycle still +$692 cash · rolled 30 ct earn ≈ $493/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$4,500/mo
vs 50% target ($2,228/mo)+102%
vs normal income ($4,456/mo)101% covered
Net income (after hedge)$4,047/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,339
… as % of IC ($21,650)47.8%
… as % of ML ($51,650)20.0%
Recovery months (at normal income)2.3 mo
Surgical close (30 ct)$-11,835
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 $0.50 collected) or spot ≥ $14.53 (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 $14.37 (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
$14-14.53
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
≥ $14.53
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)$1,500$-18,040+$1,560+$1,410
+2.5%$14.35 (≤1σ, normal week)$450$-17,989+$1,611+$360
+5%$14.70 (≤1σ, normal week)$-600$-17,325+$2,275-$690
SS (= V-bounce)$17.33 (2.8σ)$-8,490$-12,342+$7,258-$8,580
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-19,600
+ Fortress recovery (un-capped): +$18,706
− CC assignment net of premium (30 × $14): -$10,339
− Conservative CC assignment net of premium (20 × $17.50): -$833
Total Position P&L @ SS: $-12,066 (+$7,534 vs today)
Do-nothing baseline at SS: $-2,976 (this trade vs do-nothing: $-9,090, the opportunity cost of earning $4,500/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 (6 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 6 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.979 (IBKR)  |  Recovery@SS: +$18,706 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,976

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.503d17 Jul 2026$0.1121/50$2,310$1,90573%79%+$750-$7,00732.4%$-9,108 (vs do-nothing $-6,132)
$14.5010d24 Jul 2026$0.2728/50$2,268$1,82664%73%+$336-$8,89441.1%$-10,704 (vs do-nothing $-7,728)
$14.5017d31 Jul 2026$0.4032/50$2,259$1,79662%72%+$330-$9,74945.0%$-11,392 (vs do-nothing $-8,416)
$1417d31 Jul 2026$0.6321/50$2,335$1,93049%66%+$247-$6,96532.2%$-9,066 (vs do-nothing $-6,090)
$1410d24 Jul 2026$0.5015/50$2,250$1,87747%65%+$234-$5,17023.9%$-7,521 (vs do-nothing $-4,545)
$143d17 Jul 2026$0.337/50$2,310$1,97943%64%+$350-$2,53211.7%$-5,216 (vs do-nothing $-2,240)

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  |  2026-07-14 21:38