FORTRESS FIGHT: ETHA @ $14.63

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

GENERATED2026-07-15 21:39

ETHA @ $14.63   UNDERWATER $2.69 (15.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.96  |  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$4,547/mo95% ann ROI on ML
Hedge rolling cost$516/mo
Unrealized P&L$-17,125fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,273/mo
HEDGE COVER
$516/mo
NORMAL INCOME
$4,547/mo (ATM CC, chain)
IC VELOCITY
4.8 mo to earn back $21,650
ML VELOCITY
11.4 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.96 (probe: $18C 16d) brings only $188/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 43 (live) · RSI 44 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 61 · %B 98 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.06 (+30%) · daily UBB $14.69 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 50 contracts at $15.50 / 2d. This is the safest strike (survival 96%, breach 4%) that still earns 50% of normal income ($2,273/mo); it brings $2,250/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 31 × $15/2d for $4,650/mo, but breach risk rises to 23% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 35 × $16.50/2d (99+% survival, $525/mo).
Downside anchor: the primary mortgages $12,148 (56% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 50 contracts realizes $-17,150 and cuts bleed by $516/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 (2d) · sell 50 × $15.50, 96% survival, $2,250/mo (E[net] $1,560/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 · 2d50 × $15.5096%$2,250$1,560
NEXT FRIDAY24 Jul 2026 · 9d27 × $1565%$2,340$448

📅 THIS FRIDAY · 17 Jul 2026 · 2d · E[net] $1,560/mo 🏆 GRAND PICK

🎯 Engine pick: sell 50 × $15.50 (🛡 safe yield), 96% survival, breach 4%, $2,250/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $16.50 rung (cover hedge) lifts survival to 99+% (breach 4% → 0%) for $1,725/mo less (77% income) buys safety you do not really need here.
ETHA  spot $14.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge35 × $16.5017 Jul2d12.7%99+%0%$35$525-$1,725$5,074
Sell 35 × $16.50 12.7% OTM over spot $14.63 17 Jul 2026 (2d, $0.01 mid)
= $35 credit for the 2d cycle → $525/mo projected
Survival (stays ≤ $16.50)
99+%
Breach risk
0%
POP (stays ≤ $16.52)
99+%
EV / mo
+$525
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.3-4.7] median  ·  52% of paths whole by 9 mo (vs 54% without)  ·  ~0.0 challenges expected  ·  median CC cash $-3,224
🛡 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)
0%
Flat exit net (mid-life)
-$729
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$18 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.31/sh now → $0.22 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 20268d left+$0.25/sh+$864
cycle +$899
65%
surv 52%
-$6,757 NOT
cap gain +$10,368
Up-and-out for even (raise the cap, free)~$1724 Jul 20268d left+$0.13/sh+$442
cycle +$477
72%
surv 63%
-$5,338 NOT
cap gain +$11,787
Max even-money escape in the band~$1831 Jul 202615d left+$0.02/sh+$56
cycle +$91
82%
surv 79%
-$1,226 NOT
cap gain +$15,899
reaches SS ✓
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$525/mo
vs 50% target ($2,273/mo)-77%
vs normal income ($4,547/mo)12% covered
Net income (after hedge)$121/mo
Downside budget
⚠ $16.50 is $1 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,074
… as % of IC ($21,650)23.4%
… as % of ML ($51,650)9.8%
Recovery months (at normal income)1.1 mo
Surgical close (35 ct)$-12,005
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $16.52 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.52
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
≥ $16.52
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (3.8σ)$35$-7,621+$9,504-$105
+2.5%$16.91 (4.6σ)$-1,409$-6,984+$10,141-$1,549
+5%$17.32 (5.4σ)$-2,852$-6,346+$10,779-$2,992
SS (= V-bounce)$17.33 (5.4σ)$-2,870$-6,339+$10,786-$3,010
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (35 × $16.50): -$5,074
− Conservative CC assignment net of premium (15 × $17.50): -$629
Total Position P&L @ SS: $-6,055 (+$11,070 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-3,605, the opportunity cost of earning $525/mo FIGHT income now)
33% normal34 × $15.5017 Jul2d5.9%96%9%$102$1,530-$720$8,261
Sell 34 × $15.50 5.9% OTM over spot $14.63 17 Jul 2026 (2d, $0.04 mid)
= $102 credit for the 2d cycle → $1,530/mo projected
Survival (stays ≤ $15.50)
96%
Breach risk
4%
POP (stays ≤ $15.54)
96%
EV / mo
+$1,336
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.1] median  ·  52% of paths whole by 9 mo (vs 48% without)  ·  ~4.3 challenges expected  ·  median CC cash $2,185
🛡 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)
4%
Flat exit net (mid-life)
-$550
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$17 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.27/sh now → $0.19 mid-life (likely $0.20–$0.34)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 126 simulated challenges: the $16 strike is typically first touched on day 2 of 2, at $16 (overshoots $0.19). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (34 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1624 Jul 20268d left+$0.22/sh+$736
cycle +$838
[+$604…+$765] · 96% credit
65%
surv 51%
-$11,859 NOT
cap gain +$5,266
Up-and-out for even (raise the cap, free)~$1624 Jul 20268d left+$0.09/sh+$318
cycle +$420
[+$112…+$311] · 86% credit
73%
surv 64%
-$10,436 NOT
cap gain +$6,689
Max even-money escape in the band~$1631 Jul 202615d left+$0.09/sh+$310
cycle +$412
[+$59…+$305] · 80% credit
78%
surv 72%
-$7,921 NOT
cap gain +$9,204
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202615d left-$0.02/sh-$61
cycle +$41
[-$395…-$84] · 13% credit
84%
surv 81%
-$5,770 NOT
cap gain +$11,355
budget: banked $102 debit $61 (60% used ≈ 0.2 wk of income) → whole cycle still +$41 cash · rolled 34 ct earn ≈ $1,181/mo while parked; 16 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$1,530/mo
vs 50% target ($2,273/mo)-33%
vs normal income ($4,547/mo)34% covered
Net income (after hedge)$1,134/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,261
… as % of IC ($21,650)38.2%
… as % of ML ($51,650)16.0%
Recovery months (at normal income)1.8 mo
Surgical close (34 ct)$-11,662
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 ≥ $15.54 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.54
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
≥ $15.54
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (1.7σ)$102$-12,595+$4,530-$34
+2.5%$15.89 (2.5σ)$-1,215$-11,958+$5,167-$1,351
+5%$16.28 (3.3σ)$-2,533$-11,320+$5,805-$2,669
SS (= V-bounce)$17.33 (5.4σ)$-6,120$-9,585+$7,540-$6,256
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (34 × $15.50): -$8,261
− Conservative CC assignment net of premium (16 × $17.50): -$671
Total Position P&L @ SS: $-9,284 (+$7,841 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-6,834, the opportunity cost of earning $1,530/mo FIGHT income now)
🎯 🛡 safe yield50 × $15.5017 Jul2d5.9%96%5%$150$2,250$12,148
Sell 50 × $15.50 5.9% OTM over spot $14.63 17 Jul 2026 (2d, $0.04 mid)
= $150 credit for the 2d cycle → $2,250/mo projected
Survival (stays ≤ $15.50)
96%
Breach risk
4%
POP (stays ≤ $15.54)
96%
EV / mo
+$1,964
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.3-4.2] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  59% of paths whole by 9 mo (vs 54% without)  ·  ~4.2 challenges expected  ·  median CC cash $3,305
🛡 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)
5%
Flat exit net (mid-life)
-$808
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$17 @ 84% POP
81% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.27/sh now → $0.19 mid-life (likely $0.19–$0.36)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 144 simulated challenges: the $16 strike is typically first touched on day 2 of 2, at $16 (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)~$1624 Jul 20268d left+$0.22/sh+$1,083
cycle +$1,233
[+$834…+$1,158] · 98% credit
65%
surv 51%
-$11,528 NOT
cap gain +$5,597
Up-and-out for even (raise the cap, free)~$1624 Jul 20268d left+$0.09/sh+$467
cycle +$617
[+$114…+$502] · 79% credit
73%
surv 64%
-$10,302 NOT
cap gain +$6,823
Max even-money escape in the band~$1631 Jul 202615d left+$0.09/sh+$456
cycle +$606
[+$18…+$504] · 76% credit
78%
surv 72%
-$7,791 NOT
cap gain +$9,334
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202615d left-$0.02/sh-$90
cycle +$60
[-$655…-$70] · 15% credit
84%
surv 81%
-$5,814 NOT
cap gain +$11,311
budget: banked $150 debit $90 (60% used ≈ 0.2 wk of income) → whole cycle still +$60 cash · rolled 50 ct earn ≈ $1,737/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$2,250/mo
vs 50% target ($2,273/mo)-1%
vs normal income ($4,547/mo)49% covered
Net income (after hedge)$1,734/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,148
… as % of IC ($21,650)56.1%
… as % of ML ($51,650)23.5%
Recovery months (at normal income)2.7 mo
Surgical close (50 ct)$-17,150
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 ≥ $15.54 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.54
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
≥ $15.54
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (1.7σ)$150$-12,611+$4,514-$50
+2.5%$15.89 (2.5σ)$-1,787$-12,594+$4,531-$1,987
+5%$16.28 (3.3σ)$-3,725$-12,576+$4,549-$3,925
SS (= V-bounce)$17.33 (5.4σ)$-9,000$-12,529+$4,596-$9,200
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (50 × $15.50): -$12,148
Total Position P&L @ SS: $-12,500 (+$4,625 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-10,050, the opportunity cost of earning $2,250/mo FIGHT income now)
50% normal16 × $1517 Jul2d2.5%77%46%$160$2,400+$150$4,575
Sell 16 × $15 2.5% OTM over spot $14.63 17 Jul 2026 (2d, $0.11 mid)
= $160 credit for the 2d cycle → $2,400/mo projected
Survival (stays ≤ $15)
77%
Breach risk
23%
POP (stays ≤ $15.11)
83%
EV / mo
+$1,277
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.3-3.8] median, 0.1 mo faster than no FIGHT (2.2 mo)  ·  54% of paths whole by 9 mo (vs 48% without)  ·  ~23.8 challenges expected  ·  median CC cash $6,351
🛡 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)
28%
Flat exit net (mid-life)
-$126
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$17 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.25/sh now → $0.18 mid-life (likely $0.21–$0.41)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 834 simulated challenges: the $15 strike is typically first touched on day 1 of 2, 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 (16 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+$0.20/sh+$324
cycle +$484
[+$206…+$319] · 97% credit
65%
surv 51%
-$14,664 NOT
cap gain +$2,461
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.23/sh+$370
cycle +$530
[+$228…+$364] · 96% credit
72%
surv 62%
-$12,776 NOT
cap gain +$4,349
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.08/sh+$125
cycle +$285
[-$33…+$111] · 66% credit
74%
surv 65%
-$13,021 NOT
cap gain +$4,104
Max even-money escape in the band~$1631 Jul 202615d left+$0.07/sh+$112
cycle +$272
[-$92…+$94] · 57% credit
79%
surv 74%
-$10,512 NOT
cap gain +$6,613
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202615d left-$0.08/sh-$134
cycle +$26
[-$423…-$168]
90%
surv 89%
-$5,713 NOT
cap gain +$11,412
budget: banked $160 debit $134 (84% used ≈ 0.2 wk of income) → whole cycle still +$26 cash · rolled 16 ct earn ≈ $304/mo while parked; 34 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$2,400/mo
vs 50% target ($2,273/mo)+6%
vs normal income ($4,547/mo)53% covered
Net income (after hedge)$2,139/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,575
… as % of IC ($21,650)21.1%
… as % of ML ($51,650)8.9%
Recovery months (at normal income)1.0 mo
Surgical close (16 ct)$-5,488
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 $0.10 collected) or spot ≥ $15.11 (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 $14.69 (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
$15-15.11
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
≥ $15.11
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$160$-14,988+$2,137+$96
+2.5%$15.37 (1.5σ)$-440$-13,696+$3,429-$504
+5%$15.75 (2.2σ)$-1,040$-12,404+$4,721-$1,104
SS (= V-bounce)$17.33 (5.4σ)$-3,568$-6,961+$10,164-$3,632
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (16 × $15): -$4,575
− Conservative CC assignment net of premium (34 × $17.50): -$1,427
Total Position P&L @ SS: $-6,354 (+$10,771 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-3,904, the opportunity cost of earning $2,400/mo FIGHT income now)
100% normal31 × $1517 Jul2d2.5%77%46%$310$4,650+$2,400$8,865
Sell 31 × $15 2.5% OTM over spot $14.63 17 Jul 2026 (2d, $0.11 mid)
= $310 credit for the 2d cycle → $4,650/mo projected
Survival (stays ≤ $15)
77%
Breach risk
23%
POP (stays ≤ $15.11)
83%
EV / mo
+$2,474
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.7 mo [1.3-4.4] median, 0.5 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung  ·  67% of paths whole by 9 mo (vs 44% without)  ·  ~21.5 challenges expected  ·  median CC cash $8,604
🛡 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)
29%
Flat exit net (mid-life)
-$245
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$17 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 31 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.25/sh now → $0.18 mid-life (likely $0.21–$0.39)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 875 simulated challenges: the $15 strike is typically first touched on day 1 of 2, 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 (31 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+$0.20/sh+$627
cycle +$937
[+$416…+$618] · 95% credit
65%
surv 51%
-$14,271 NOT
cap gain +$2,854
Reliable up-and-out (highest cap still free ≥60%)~$1531 Jul 202615d left+$0.23/sh+$717
cycle +$1,027
[+$466…+$705] · 95% credit
72%
surv 62%
-$12,339 NOT
cap gain +$4,786
Up-and-out for even (raise the cap, free)~$1524 Jul 20268d left+$0.08/sh+$243
cycle +$553
[-$43…+$217] · 70% credit
74%
surv 65%
-$12,814 NOT
cap gain +$4,311
Max even-money escape in the band~$1631 Jul 202615d left+$0.07/sh+$216
cycle +$526
[-$152…+$184] · 58% credit
79%
surv 74%
-$10,317 NOT
cap gain +$6,808
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1731 Jul 202615d left-$0.08/sh-$260
cycle +$50
[-$785…-$322]
90%
surv 89%
-$5,749 NOT
cap gain +$11,376
budget: banked $310 debit $260 (84% used ≈ 0.2 wk of income) → whole cycle still +$50 cash · rolled 31 ct earn ≈ $589/mo while parked; 19 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$4,650/mo
vs 50% target ($2,273/mo)+105%
vs normal income ($4,547/mo)102% covered
Net income (after hedge)$4,276/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,865
… as % of IC ($21,650)40.9%
… as % of ML ($51,650)17.2%
Recovery months (at normal income)1.9 mo
Surgical close (31 ct)$-10,633
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 $0.10 collected) or spot ≥ $15.11 (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 $14.69 (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
$15-15.11
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
≥ $15.11
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$310$-14,898+$2,227+$186
+2.5%$15.37 (1.5σ)$-852$-14,168+$2,957-$976
+5%$15.75 (2.2σ)$-2,015$-13,439+$3,686-$2,139
SS (= V-bounce)$17.33 (5.4σ)$-6,913$-10,366+$6,759-$7,037
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (31 × $15): -$8,865
− Conservative CC assignment net of premium (19 × $17.50): -$797
Total Position P&L @ SS: $-10,014 (+$7,111 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-7,564, the opportunity cost of earning $4,650/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 · 9d · E[net] $448/mo

🎯 Engine pick: sell 27 × $15 (primary), 65% survival, breach 35%, $2,340/mo.
Stay at the pick. Stepping safer (the $15.50 rung (33% normal) lifts survival to 80% (breach 35% → 20%) for $823/mo less (35% income)) buys little extra safety; the income is doing real work covering the bleed.
ETHA  spot $14.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge23 × $1624 Jul9d9.3%89%22%$161$537-$1,803$4,346
Sell 23 × $16 9.3% OTM over spot $14.63 24 Jul 2026 (9d, $0.08 mid)
= $161 credit for the 9d cycle → $537/mo projected
Survival (stays ≤ $16)
89%
Breach risk
11%
POP (stays ≤ $16.07)
90%
EV / mo
+$268
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.2-4.5] median, 0.1 mo faster than no FIGHT (2.4 mo)  ·  48% of paths whole by 9 mo (vs 48% without)  ·  ~3.3 challenges expected  ·  median CC cash $206
🛡 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)
14%
Flat exit net (mid-life)
-$781
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 71% POP
61% 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 4 of 9); 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 $0.07/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 422 simulated challenges: the $16 strike is typically first touched on day 6 of 9, at $16 (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 (23 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+$0.16/sh+$372
cycle +$533
[+$309…+$531] · 100% credit
66%
surv 52%
-$9,598 NOT
cap gain +$7,527
Up-and-out for even (raise the cap, free)~$1631 Jul 202612d left+$0.00/sh+$3
cycle +$164
[-$103…+$120] · 50% credit
71%
surv 61%
-$8,126 NOT
cap gain +$8,999
Max even-money escape in the band~$1631 Jul 202612d left+$0.00/sh+$3
cycle +$164
[-$103…+$120] · 50% credit
71%
surv 61%
-$8,126 NOT
cap gain +$8,999
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$537/mo
vs 50% target ($2,273/mo)-76%
vs normal income ($4,547/mo)12% covered
Net income (after hedge)$223/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,346
… as % of IC ($21,650)20.1%
… as % of ML ($51,650)8.4%
Recovery months (at normal income)1.0 mo
Surgical close (23 ct)$-7,889
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 ≥ $16.07 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.07
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
≥ $16.07
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.3σ)$161$-9,970+$7,155+$69
+2.5%$16.40 (1.7σ)$-759$-8,872+$8,253-$851
+5%$16.80 (2.1σ)$-1,679$-7,774+$9,351-$1,771
SS (= V-bounce)$17.33 (2.6σ)$-2,898$-6,319+$10,806-$2,990
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (23 × $16): -$4,346
− Conservative CC assignment net of premium (27 × $17.50): -$1,133
Total Position P&L @ SS: $-5,831 (+$11,294 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-3,381, the opportunity cost of earning $537/mo FIGHT income now)
33% normal35 × $15.5024 Jul9d5.9%80%41%$455$1,517-$823$8,154
Sell 35 × $15.50 5.9% OTM over spot $14.63 24 Jul 2026 (9d, $0.14 mid)
= $455 credit for the 9d cycle → $1,517/mo projected
Survival (stays ≤ $15.50)
80%
Breach risk
20%
POP (stays ≤ $15.64)
83%
EV / mo
+$531
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-4.4] median  ·  54% of paths whole by 9 mo (vs 49% without)  ·  ~6.5 challenges expected  ·  median CC cash $2,256
🛡 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)
32%
Flat exit net (mid-life)
-$887
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 72% POP
62% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.54/sh now → $0.38 mid-life (likely $0.38–$0.58)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 958 simulated challenges: the $16 strike is typically first touched on day 5 of 9, at $16 (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 (35 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+$0.21/sh+$741
cycle +$1,196
[+$599…+$863] · 100% credit
64%
surv 48%
-$12,186 NOT
cap gain +$4,939
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1631 Jul 202612d left+$0.15/sh+$531
cycle +$986
[+$382…+$644] · 100% credit
66%
surv 52%
-$11,715 NOT
cap gain +$5,410
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.01/sh-$28
cycle +$427
[-$254…+$40] · 30% credit
72%
surv 62%
-$10,432 NOT
cap gain +$6,693
budget: banked $455 debit $28 (6% used ≈ 0.1 wk of income) → whole cycle still +$427 cash · rolled 35 ct earn ≈ $3,286/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$1,517/mo
vs 50% target ($2,273/mo)-33%
vs normal income ($4,547/mo)33% covered
Net income (after hedge)$1,113/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,154
… as % of IC ($21,650)37.7%
… as % of ML ($51,650)15.8%
Recovery months (at normal income)1.8 mo
Surgical close (35 ct)$-12,022
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 ≥ $15.64 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.64
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
≥ $15.64
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$455$-12,246+$4,879+$315
+2.5%$15.89 (1.2σ)$-901$-11,647+$5,478-$1,041
+5%$16.28 (1.6σ)$-2,258$-11,049+$6,076-$2,398
SS (= V-bounce)$17.33 (2.6σ)$-5,950$-9,419+$7,706-$6,090
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (35 × $15.50): -$8,154
− Conservative CC assignment net of premium (15 × $17.50): -$629
Total Position P&L @ SS: $-9,135 (+$7,990 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-6,685, the opportunity cost of earning $1,517/mo FIGHT income now)
🎯 50% normal27 × $1524 Jul9d2.5%65%59%$702$2,340$7,289
Sell 27 × $15 2.5% OTM over spot $14.63 24 Jul 2026 (9d, $0.28 mid)
= $702 credit for the 9d cycle → $2,340/mo projected
Survival (stays ≤ $15)
65%
Breach risk
35%
POP (stays ≤ $15.28)
74%
EV / mo
+$536
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.8 mo [1.4-4.7] median  ·  52% of paths whole by 9 mo (vs 45% without)  ·  ~15.0 challenges expected  ·  median CC cash $3,439
🛡 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)
59%
Flat exit net (mid-life)
-$265
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
85% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.45–$0.62)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,761 simulated challenges: the $15 strike is typically first touched on day 3 of 9, 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 (27 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+$0.20/sh+$547
cycle +$1,249
[+$394…+$519] · 100% credit
64%
surv 48%
-$14,623 NOT
cap gain +$2,502
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$1531 Jul 202612d left+$0.14/sh+$384
cycle +$1,086
[+$216…+$343] · 99% credit
66%
surv 52%
-$14,106 NOT
cap gain +$3,019
Safety roll (pay small debit, max POP)~$1631 Jul 202612d left-$0.26/sh-$693
cycle +$9
[-$1,161…-$857]
87%
surv 85%
-$8,296 NOT
cap gain +$8,829
budget: banked $702 debit $693 (99% used ≈ 1.3 wk of income) → whole cycle still +$9 cash · rolled 27 ct earn ≈ $684/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$2,340/mo
vs 50% target ($2,273/mo)+3%
vs normal income ($4,547/mo)51% covered
Net income (after hedge)$1,996/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,289
… as % of IC ($21,650)33.7%
… as % of ML ($51,650)14.1%
Recovery months (at normal income)1.6 mo
Surgical close (27 ct)$-9,288
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 $0.26 collected) or spot ≥ $15.28 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.28
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
≥ $15.28
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$702$-14,490+$2,635+$594
+2.5%$15.37 (≤1σ, normal week)$-310$-13,610+$3,515-$418
+5%$15.75 (1.1σ)$-1,323$-12,731+$4,394-$1,431
SS (= V-bounce)$17.33 (2.6σ)$-5,589$-9,026+$8,099-$5,697
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (27 × $15): -$7,289
− Conservative CC assignment net of premium (23 × $17.50): -$965
Total Position P&L @ SS: $-8,606 (+$8,519 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-6,156, the opportunity cost of earning $2,340/mo FIGHT income now)
100% normal32 × $14.5024 Jul9d-0.9%46%99+%$1,376$4,587+$2,247$9,695
Sell 32 × $14.50 0.9% ITM over spot $14.63 24 Jul 2026 (9d, $0.49 mid)
= $1,376 credit for the 9d cycle → $4,587/mo projected
Survival (stays ≤ $14.50)
46%
Breach risk
54%
POP (stays ≤ $14.99)
65%
EV / mo
+$32
🛡 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)
+$308
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 94% POP
94% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.47/sh now → $0.33 mid-life → ≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets +$0.10/sh  |  roll rows are incremental, the banked premium stays yours
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)~$1431 Jul 202612d left+$0.13/sh+$425
cycle +$1,801
66%
surv 52%
-$15,252 NOT
cap gain +$1,873
Max even-money escape in the band~$1431 Jul 202612d left+$0.13/sh+$409
cycle +$1,785
66%
surv 52%
-$15,268 NOT
cap gain +$1,857
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-$0.30/sh-$950
cycle +$426
94%
surv 94%
-$7,218 NOT
cap gain +$9,907
budget: banked $1,376 debit $950 (69% used ≈ 0.9 wk of income) → whole cycle still +$426 cash · rolled 32 ct earn ≈ $293/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$4,587/mo
vs 50% target ($2,273/mo)+102%
vs normal income ($4,547/mo)101% covered
Net income (after hedge)$4,206/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,695
… as % of IC ($21,650)44.8%
… as % of ML ($51,650)18.8%
Recovery months (at normal income)2.1 mo
Surgical close (32 ct)$-11,168
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $14.99 (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 $14.69 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.99
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
≥ $14.99
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$1,376$-15,677+$1,448+$1,248
+2.5%$14.86 (≤1σ, normal week)$216$-15,689+$1,436+$88
+5%$15.23 (≤1σ, normal week)$-944$-15,020+$2,105-$1,072
SS (= V-bounce)$17.33 (2.6σ)$-7,680$-11,137+$5,988-$7,808
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-17,125
+ Fortress recovery (un-capped): +$16,773
− CC assignment net of premium (32 × $14.50): -$9,695
− Conservative CC assignment net of premium (18 × $17.50): -$755
Total Position P&L @ SS: $-10,802 (+$6,323 vs today)
Do-nothing baseline at SS: $-2,450 (this trade vs do-nothing: $-8,352, the opportunity cost of earning $4,587/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 2-45 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: 1.009 (IBKR)  |  Recovery@SS: +$16,773 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,450

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$152d17 Jul 2026$0.1016/50$2,400$2,13977%83%+$1,277-$4,57521.1%$-6,354 (vs do-nothing $-3,904)
$159d24 Jul 2026$0.2627/50$2,340$1,99665%74%+$536-$7,28933.7%$-8,606 (vs do-nothing $-6,156)
$1516d31 Jul 2026$0.4031/50$2,325$1,95162%72%+$449-$7,93536.7%$-9,084 (vs do-nothing $-6,634)
$14.5016d31 Jul 2026$0.6220/50$2,325$2,03448%66%+$246-$5,67926.2%$-7,290 (vs do-nothing $-4,840)
$14.509d24 Jul 2026$0.4316/50$2,293$2,03246%65%+$16-$4,84722.4%$-6,626 (vs do-nothing $-4,176)
$14.502d17 Jul 2026$0.315/50$2,325$2,14640%65%+$496-$1,5757.3%$-3,815 (vs do-nothing $-1,365)

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  |  2026-07-15 21:39