FORTRESS FIGHT: ETHA @ $14.53

BE SS: $17.33  |  CC-SS: $17.93  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

ETHA @ $14.53   UNDERWATER $2.80 (16.2% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.93  |  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$5,400/mo95% ann ROI on ML
Hedge rolling cost$391/mo
Unrealized P&L$-17,525fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,700/mo
HEDGE COVER
$391/mo
NORMAL INCOME
$5,400/mo (ATM CC, chain)
IC VELOCITY
4.0 mo to earn back $21,650
ML VELOCITY
9.6 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.93 (probe: $18C 15d) brings only $100/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 42 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 60 · %B 96 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.06 (+31%) · daily UBB $14.65 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 35 contracts at $15 / 8d. This is the safest strike (survival 70%, breach 30%) that still earns 50% of normal income ($2,700/mo); it brings $2,756/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 35 × $14.50/8d for $5,512/mo, but breach risk rises to 50% (+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 × $16.50/8d (96% survival, $394/mo).
Downside anchor: the primary mortgages $9,507 (44% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 35 contracts realizes $-12,302 and cuts bleed by $274/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: NEXT FRIDAY · 24 Jul 2026 (8d) · sell 35 × $15, 70% survival, $2,756/mo (E[net] $653/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d35 × $1570%$2,756$653

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $653/mo 🏆 GRAND PICK

🎯 Engine pick: sell 35 × $15 (primary), 70% survival, breach 30%, $2,756/mo.
⚖️ Worth a safer step: the $15.50 rung (33% normal) lifts survival to 84% (breach 30% → 16%) for $956/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 $15.50 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $14.53 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge35 × $16.5024 Jul8d13.6%96%9%$105$394-$2,362$4,887
Sell 35 × $16.50 13.6% OTM over spot $14.53 24 Jul 2026 (8d, $0.04 mid)
= $105 credit for the 8d cycle → $394/mo projected
Survival (stays ≤ $16.50)
96%
Breach risk
4%
POP (stays ≤ $16.54)
96%
EV / mo
+$273
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.2-4.1] median  ·  54% of paths whole by 9 mo (vs 54% without)  ·  ~1.2 challenges expected  ·  median CC cash $178
🛡 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)
-$1,263
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$17 @ 73% POP
64% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.55/sh now → $0.39 mid-life (likely $0.29–$0.51)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 106 simulated challenges: the $16 strike is typically first touched on day 6 of 8, at $17 (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 (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.23/sh+$803
cycle +$908
[+$858…+$1,148] · 100% credit
67%
surv 52%
-$6,481 NOT
cap gain +$11,044
Up-and-out for even (raise the cap, free)~$1731 Jul 202611d left+$0.02/sh+$67
cycle +$172
[-$1…+$327] · 75% credit
73%
surv 64%
-$4,812 NOT
cap gain +$12,713
Max even-money escape in the band~$1731 Jul 202611d left+$0.02/sh+$67
cycle +$172
[-$1…+$327] · 75% credit
73%
surv 64%
-$4,812 NOT
cap gain +$12,713
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$394/mo
vs 50% target ($2,700/mo)-85%
vs normal income ($5,400/mo)7% covered
Net income (after hedge)$122/mo
Downside budget
⚠ $16.50 is $1 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,887
… as % of IC ($21,650)22.6%
… as % of ML ($51,650)9.5%
Recovery months (at normal income)0.9 mo
Surgical close (35 ct)$-12,285
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 ≥ $16.54 (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 $14.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.54
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
≥ $16.54
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (2.0σ)$105$-7,283+$10,242-$35
+2.5%$16.91 (2.4σ)$-1,339$-6,617+$10,908-$1,479
+5%$17.32 (2.8σ)$-2,782$-5,951+$11,574-$2,922
SS (= V-bounce)$17.33 (2.8σ)$-2,800$-5,943+$11,582-$2,940
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-17,525
+ Fortress recovery (un-capped): +$17,372
− CC assignment net of premium (35 × $16.50): -$4,887
− Conservative CC assignment net of premium (15 × $17.50): -$580
Total Position P&L @ SS: $-5,619 (+$11,906 vs today)
Do-nothing baseline at SS: $-2,084 (this trade vs do-nothing: $-3,535, the opportunity cost of earning $394/mo FIGHT income now)
🛡 safe yield50 × $1624 Jul8d10.1%91%17%$250$938-$1,819$9,382
Sell 50 × $16 10.1% OTM over spot $14.53 24 Jul 2026 (8d, $0.06 mid)
= $250 credit for the 8d cycle → $938/mo projected
Survival (stays ≤ $16)
91%
Breach risk
9%
POP (stays ≤ $16.05)
92%
EV / mo
+$500
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.3 mo [1.4-4.0] median, 0.1 mo faster than no FIGHT (2.3 mo)  ·  57% of paths whole by 9 mo (vs 55% without)  ·  ~2.6 challenges expected  ·  median CC cash $1,326
🛡 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)
-$1,583
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 73% POP
64% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.52/sh now → $0.37 mid-life (likely $0.29–$0.48)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 299 simulated challenges: the $16 strike is typically first touched on day 6 of 8, at $16 (overshoots $0.22). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.22/sh+$1,077
cycle +$1,327
[+$1,064…+$1,499] · 100% credit
67%
surv 52%
-$8,679 NOT
cap gain +$8,846
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.01/sh+$36
cycle +$286
[-$113…+$306] · 64% credit
73%
surv 64%
-$7,316 NOT
cap gain +$10,209
Max even-money escape in the band~$1631 Jul 202611d left+$0.01/sh+$36
cycle +$286
[-$113…+$306] · 64% credit
73%
surv 64%
-$7,316 NOT
cap gain +$10,209
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$938/mo
vs 50% target ($2,700/mo)-65%
vs normal income ($5,400/mo)17% covered
Net income (after hedge)$546/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,382
… as % of IC ($21,650)43.3%
… as % of ML ($51,650)18.2%
Recovery months (at normal income)1.7 mo
Surgical close (50 ct)$-17,550
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 $0.05 collected) or spot ≥ $16.05 (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 $14.65 (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
$16-16.05
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
≥ $16.05
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.5σ)$250$-9,756+$7,769+$50
+2.5%$16.40 (1.9σ)$-1,750$-9,710+$7,815-$1,950
+5%$16.80 (2.3σ)$-3,750$-9,664+$7,861-$3,950
SS (= V-bounce)$17.33 (2.8σ)$-6,400$-9,603+$7,922-$6,600
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-17,525
+ Fortress recovery (un-capped): +$17,372
− CC assignment net of premium (50 × $16): -$9,382
Total Position P&L @ SS: $-9,534 (+$7,991 vs today)
Do-nothing baseline at SS: $-2,084 (this trade vs do-nothing: $-7,450, the opportunity cost of earning $938/mo FIGHT income now)
33% normal ← lean48 × $15.5024 Jul8d6.7%84%33%$480$1,800-$956$11,166
Sell 48 × $15.50 6.7% OTM over spot $14.53 24 Jul 2026 (8d, $0.11 mid)
= $480 credit for the 8d cycle → $1,800/mo projected
Survival (stays ≤ $15.50)
84%
Breach risk
16%
POP (stays ≤ $15.61)
86%
EV / mo
+$741
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.2-4.9] median, 0.1 mo SLOWER than no FIGHT (2.5 mo): roll costs eat the credits at this rung  ·  56% of paths whole by 9 mo (vs 50% without)  ·  ~5.8 challenges expected  ·  median CC cash $3,922
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$1,167
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 48 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.49/sh now → $0.34 mid-life (likely $0.33–$0.54)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 739 simulated challenges: the $16 strike is typically first touched on day 5 of 8, at $16 (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 (48 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 202611d left+$0.20/sh+$969
cycle +$1,449
[+$861…+$1,182] · 100% credit
67%
surv 52%
-$11,106 NOT
cap gain +$6,419
Max even-money escape in the band~$1531 Jul 202611d left+$0.22/sh+$1,033
cycle +$1,513
[+$932…+$1,252] · 100% credit
67%
surv 51%
-$11,196 NOT
cap gain +$6,329
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 202611d left-$0.00/sh-$20
cycle +$460
[-$298…+$77] · 34% credit
74%
surv 65%
-$9,692 NOT
cap gain +$7,833
budget: banked $480 debit $20 (4% used ≈ 0.0 wk of income) → whole cycle still +$460 cash · rolled 48 ct earn ≈ $4,437/mo while parked; 2 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$1,800/mo
vs 50% target ($2,700/mo)-33%
vs normal income ($5,400/mo)33% covered
Net income (after hedge)$1,425/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,166
… as % of IC ($21,650)51.6%
… as % of ML ($51,650)21.6%
Recovery months (at normal income)2.1 mo
Surgical close (48 ct)$-16,872
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 ≥ $15.61 (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 $14.65 (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
$15-15.61
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
≥ $15.61
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (≤1σ, normal week)$480$-12,075+$5,450+$288
+2.5%$15.89 (1.4σ)$-1,380$-11,953+$5,572-$1,572
+5%$16.28 (1.8σ)$-3,240$-11,831+$5,694-$3,432
SS (= V-bounce)$17.33 (2.8σ)$-8,304$-11,499+$6,026-$8,496
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-17,525
+ Fortress recovery (un-capped): +$17,372
− CC assignment net of premium (48 × $15.50): -$11,166
− Conservative CC assignment net of premium (2 × $17.50): -$77
Total Position P&L @ SS: $-11,396 (+$6,129 vs today)
Do-nothing baseline at SS: $-2,084 (this trade vs do-nothing: $-9,312, the opportunity cost of earning $1,800/mo FIGHT income now)
🎯 50% normal35 × $1524 Jul8d3.2%70%50%$735$2,756$9,507
Sell 35 × $15 3.2% OTM over spot $14.53 24 Jul 2026 (8d, $0.22 mid)
= $735 credit for the 8d cycle → $2,756/mo projected
Survival (stays ≤ $15)
70%
Breach risk
30%
POP (stays ≤ $15.22)
77%
EV / mo
+$791
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.5 mo [1.4-4.8] median, 0.1 mo faster than no FIGHT (2.6 mo)  ·  56% of paths whole by 9 mo (vs 49% without)  ·  ~12.4 challenges expected  ·  median CC cash $5,663
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
50%
Flat exit net (mid-life)
-$387
Free roll-up
none
Safest escape (by 31 Jul 2026)
$16 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.45/sh now → $0.32 mid-life (likely $0.38–$0.55)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,500 simulated challenges: the $15 strike is typically first touched on day 4 of 8, 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 (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202611d left+$0.19/sh+$661
cycle +$1,396
[+$526…+$685] · 100% credit
67%
surv 52%
-$13,665 NOT
cap gain +$3,860
Max even-money escape in the band~$1531 Jul 202611d left+$0.20/sh+$708
cycle +$1,443
[+$573…+$741] · 100% credit
67%
surv 51%
-$13,772 NOT
cap gain +$3,753
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1631 Jul 202611d left-$0.15/sh-$520
cycle +$215
[-$923…-$629]
82%
surv 79%
-$9,885 NOT
cap gain +$7,640
budget: banked $735 debit $520 (71% used ≈ 0.8 wk of income) → whole cycle still +$215 cash · rolled 35 ct earn ≈ $1,641/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$2,756/mo
vs 50% target ($2,700/mo)+2%
vs normal income ($5,400/mo)51% covered
Net income (after hedge)$2,485/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,507
… as % of IC ($21,650)43.9%
… as % of ML ($51,650)18.4%
Recovery months (at normal income)1.8 mo
Surgical close (35 ct)$-12,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $15.22 (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 $14.65 (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
$15-15.22
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
≥ $15.22
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$735$-14,326+$3,199+$595
+2.5%$15.37 (≤1σ, normal week)$-577$-13,720+$3,805-$717
+5%$15.75 (1.2σ)$-1,890$-13,115+$4,410-$2,030
SS (= V-bounce)$17.33 (2.8σ)$-7,420$-10,563+$6,962-$7,560
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-17,525
+ Fortress recovery (un-capped): +$17,372
− CC assignment net of premium (35 × $15): -$9,507
− Conservative CC assignment net of premium (15 × $17.50): -$580
Total Position P&L @ SS: $-10,239 (+$7,286 vs today)
Do-nothing baseline at SS: $-2,084 (this trade vs do-nothing: $-8,155, the opportunity cost of earning $2,756/mo FIGHT income now)
100% normal35 × $14.5024 Jul8d-0.2%50%99+%$1,470$5,512+$2,756$10,522
Sell 35 × $14.50 0.2% ITM over spot $14.53 24 Jul 2026 (8d, $0.43 mid)
= $1,470 credit for the 8d cycle → $5,512/mo projected
Survival (stays ≤ $14.50)
50%
Breach risk
50%
POP (stays ≤ $14.93)
67%
EV / mo
+$913
🛡 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)
+$425
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 35 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.42/sh now → $0.30 mid-life → ≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets +$0.12/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)~$1431 Jul 202611d left+$0.18/sh+$617
cycle +$2,087
67%
surv 52%
-$15,378 NOT
cap gain +$2,147
Max even-money escape in the band~$1431 Jul 202611d left+$0.17/sh+$612
cycle +$2,082
67%
surv 52%
-$15,383 NOT
cap gain +$2,142
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 202611d left-$0.23/sh-$801
cycle +$669
90%
surv 89%
-$9,277 NOT
cap gain +$8,248
budget: banked $1,470 debit $801 (55% used ≈ 0.6 wk of income) → whole cycle still +$669 cash · rolled 35 ct earn ≈ $665/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$5,512/mo
vs 50% target ($2,700/mo)+104%
vs normal income ($5,400/mo)102% covered
Net income (after hedge)$5,241/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,522
… as % of IC ($21,650)48.6%
… as % of ML ($51,650)20.4%
Recovery months (at normal income)1.9 mo
Surgical close (35 ct)$-12,302
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $14.93 (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 $14.65 (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
$14-14.93
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
≥ $14.93
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$1,470$-15,995+$1,530+$1,330
+2.5%$14.86 (≤1σ, normal week)$201$-15,563+$1,962+$61
+5%$15.23 (≤1σ, normal week)$-1,068$-14,978+$2,547-$1,208
SS (= V-bounce)$17.33 (2.8σ)$-8,435$-11,578+$5,947-$8,575
V-BOUNCE STRESS (stock → CC-SS $17.93, where you are whole again, by expiry)
Starting unrealized P&L: $-17,525
+ Fortress recovery (un-capped): +$17,372
− CC assignment net of premium (35 × $14.50): -$10,522
− Conservative CC assignment net of premium (15 × $17.50): -$580
Total Position P&L @ SS: $-11,254 (+$6,271 vs today)
Do-nothing baseline at SS: $-2,084 (this trade vs do-nothing: $-9,170, the opportunity cost of earning $5,512/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 (4 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 4 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: 1.023 (IBKR)  |  Recovery@SS: +$17,372 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,084

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$158d24 Jul 2026$0.2135/50$2,756$2,48570%77%+$791-$9,50743.9%$-10,239 (vs do-nothing $-8,155)
$1515d31 Jul 2026$0.3539/50$2,730$2,42765%74%+$632-$10,04846.4%$-10,625 (vs do-nothing $-8,541)
$14.5015d31 Jul 2026$0.5724/50$2,736$2,55351%67%+$428-$6,85531.7%$-8,012 (vs do-nothing $-5,928)
$14.508d24 Jul 2026$0.4218/50$2,835$2,70050%67%+$469-$5,41125.0%$-6,800 (vs do-nothing $-4,716)

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  |  2026-07-16 03:39