FORTRESS FIGHT: ETHA @ $14.20

BE SS: $17.33  |  CC-SS: $17.92  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

ETHA @ $14.20   UNDERWATER $3.13 (18.1% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.92  |  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$4,100/mo95% ann ROI on ML
Hedge rolling cost$554/mo
Unrealized P&L$-19,150fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,050/mo
HEDGE COVER
$554/mo
NORMAL INCOME
$4,100/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $21,650
ML VELOCITY
12.6 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.92 (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 38 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 56 · %B 88 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.06 (+34%) · daily UBB $14.58 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 46 contracts at $15 / 8d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($2,050/mo); it brings $2,070/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 43 × $14.50/8d for $4,193/mo, but breach risk rises to 37% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $16/8d (94% survival, $562/mo).
Downside anchor: the primary mortgages $12,886 (60% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 3.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 46 contracts realizes $-17,664 and cuts bleed by $510/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 46 × $15, 80% survival, $2,070/mo (E[net] $-5/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 · 8d46 × $1580%$2,070$-5

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $-5/mo 🏆 GRAND PICK

🎯 Engine pick: sell 46 × $15 (primary), 80% survival, breach 20%, $2,070/mo.
⚖️ Worth a safer step: the $16 rung (cover hedge) lifts survival to 94% (breach 20% → 6%) for $1,507/mo less (73% 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 $16 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $14.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge ← lean50 × $1624 Jul8d12.7%94%11%$150$562-$1,507$9,457
Sell 50 × $16 12.7% OTM over spot $14.20 24 Jul 2026 (8d, $0.04 mid)
= $150 credit for the 8d cycle → $562/mo projected
Survival (stays ≤ $16)
94%
Breach risk
6%
POP (stays ≤ $16.04)
95%
EV / mo
+$311
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.4 mo [1.4-4.2] median, 0.1 mo SLOWER than no FIGHT (2.3 mo): roll costs eat the credits at this rung  ·  54% of paths whole by 9 mo (vs 51% without)  ·  ~1.8 challenges expected  ·  median CC cash $-637
🛡 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)
-$1,923
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$17 @ 75% POP
68% 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: $0.59/sh now → $0.41 mid-life (likely $0.31–$0.52)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 162 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+$0.16/sh+$820
cycle +$970
[+$803…+$1,321] · 99% credit
66%
surv 52%
-$8,973 NOT
cap gain +$10,177
Up-and-out for even (raise the cap, free)~$1631 Jul 202611d left+$0.04/sh+$224
cycle +$374
[+$165…+$652] · 88% credit
71%
surv 60%
-$8,034 NOT
cap gain +$11,116
Max even-money escape in the band~$1631 Jul 202611d left+$0.04/sh+$224
cycle +$374
[+$165…+$652] · 88% credit
71%
surv 60%
-$8,034 NOT
cap gain +$11,116
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$177 Aug 202618d left-$0.01/sh-$57
cycle +$93
[-$216…+$421] · 59% credit
75%
surv 68%
-$5,758 NOT
cap gain +$13,392
budget: banked $150 debit $57 (38% used ≈ 0.4 wk of income) → whole cycle still +$93 cash · rolled 50 ct earn ≈ $3,361/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$562/mo
vs 50% target ($2,050/mo)-73%
vs normal income ($4,100/mo)14% covered
Net income (after hedge)$8/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,457
… as % of IC ($21,650)43.7%
… as % of ML ($51,650)18.3%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-19,175
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 ≥ $16.04 (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 $14.58 (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
$16-16.04
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
≥ $16.04
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.8σ)$150$-9,793+$9,357+$0
+2.5%$16.40 (2.2σ)$-1,850$-9,747+$9,403-$2,000
+5%$16.80 (2.6σ)$-3,850$-9,701+$9,449-$4,000
SS (= V-bounce)$17.33 (3.1σ)$-6,500$-9,640+$9,510-$6,650
V-BOUNCE STRESS (stock → CC-SS $17.92, where you are whole again, by expiry)
Starting unrealized P&L: $-19,150
+ Fortress recovery (un-capped): +$19,035
− CC assignment net of premium (50 × $16): -$9,457
Total Position P&L @ SS: $-9,572 (+$9,578 vs today)
Do-nothing baseline at SS: $-2,072 (this trade vs do-nothing: $-7,500, the opportunity cost of earning $562/mo FIGHT income now)
33% normal31 × $1524 Jul8d5.6%80%41%$372$1,395-$675$8,684
Sell 31 × $15 5.6% OTM over spot $14.20 24 Jul 2026 (8d, $0.13 mid)
= $372 credit for the 8d cycle → $1,395/mo projected
Survival (stays ≤ $15)
80%
Breach risk
20%
POP (stays ≤ $15.13)
83%
EV / mo
+$470
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.9 mo [1.4-4.8] median, 0.1 mo faster than no FIGHT (2.9 mo)  ·  47% of paths whole by 9 mo (vs 44% without)  ·  ~7.8 challenges expected  ·  median CC cash $1,800
🛡 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)
-$755
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 76% POP
70% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.37–$0.59)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,020 simulated challenges: the $15 strike is typically first touched on day 4 of 8, at $15 (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 (31 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+$0.14/sh+$446
cycle +$818
[+$283…+$523] · 99% credit
66%
surv 52%
-$14,183 NOT
cap gain +$4,967
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.02/sh+$75
cycle +$447
[-$139…+$123] · 45% credit
71%
surv 61%
-$13,020 NOT
cap gain +$6,130
Max even-money escape in the band~$1531 Jul 202611d left+$0.02/sh+$75
cycle +$447
[-$139…+$123] · 45% credit
71%
surv 61%
-$13,020 NOT
cap gain +$6,130
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.04/sh-$118
cycle +$254
[-$464…-$87] · 18% credit
76%
surv 70%
-$10,655 NOT
cap gain +$8,495
budget: banked $372 debit $118 (32% used ≈ 0.4 wk of income) → whole cycle still +$254 cash · rolled 31 ct earn ≈ $1,682/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$1,395/mo
vs 50% target ($2,050/mo)-32%
vs normal income ($4,100/mo)34% covered
Net income (after hedge)$955/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,684
… as % of IC ($21,650)40.1%
… as % of ML ($51,650)16.8%
Recovery months (at normal income)2.1 mo
Surgical close (31 ct)$-11,904
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 $0.12 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 $14.58 (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
$15-15.13
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$372$-14,629+$4,521+$279
+2.5%$15.37 (1.2σ)$-790$-13,873+$5,277-$883
+5%$15.75 (1.5σ)$-1,953$-13,118+$6,032-$2,046
SS (= V-bounce)$17.33 (3.1σ)$-6,851$-9,934+$9,216-$6,944
V-BOUNCE STRESS (stock → CC-SS $17.92, where you are whole again, by expiry)
Starting unrealized P&L: $-19,150
+ Fortress recovery (un-capped): +$19,035
− CC assignment net of premium (31 × $15): -$8,684
− Conservative CC assignment net of premium (19 × $17.50): -$743
Total Position P&L @ SS: $-9,543 (+$9,607 vs today)
Do-nothing baseline at SS: $-2,072 (this trade vs do-nothing: $-7,471, the opportunity cost of earning $1,395/mo FIGHT income now)
🎯 50% normal46 × $1524 Jul8d5.6%80%33%$552$2,070$12,886
Sell 46 × $15 5.6% OTM over spot $14.20 24 Jul 2026 (8d, $0.13 mid)
= $552 credit for the 8d cycle → $2,070/mo projected
Survival (stays ≤ $15)
80%
Breach risk
20%
POP (stays ≤ $15.13)
83%
EV / mo
+$698
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 3.5 mo [1.6-5.7] median, 0.2 mo faster than no FIGHT (3.6 mo)  ·  53% of paths whole by 9 mo (vs 47% without)  ·  ~7.9 challenges expected  ·  median CC cash $3,583
🛡 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)
33%
Flat exit net (mid-life)
-$1,120
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 46 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.38–$0.57)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 993 simulated challenges: the $15 strike is typically first touched on day 4 of 8, 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 (46 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+$0.14/sh+$663
cycle +$1,215
[+$430…+$772] · 98% credit
66%
surv 52%
-$13,831 NOT
cap gain +$5,319
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.02/sh+$111
cycle +$663
[-$188…+$177] · 43% credit
71%
surv 61%
-$12,849 NOT
cap gain +$6,301
Max even-money escape in the band~$1531 Jul 202611d left+$0.02/sh+$111
cycle +$663
[-$188…+$177] · 43% credit
71%
surv 61%
-$12,849 NOT
cap gain +$6,301
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$167 Aug 202618d left-$0.04/sh-$175
cycle +$377
[-$647…-$139] · 18% credit
76%
surv 70%
-$10,577 NOT
cap gain +$8,573
budget: banked $552 debit $175 (32% used ≈ 0.4 wk of income) → whole cycle still +$377 cash · rolled 46 ct earn ≈ $2,495/mo while parked; 4 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,070/mo
vs 50% target ($2,050/mo)+1%
vs normal income ($4,100/mo)50% covered
Net income (after hedge)$1,540/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,886
… as % of IC ($21,650)59.5%
… as % of ML ($51,650)24.9%
Recovery months (at normal income)3.1 mo
Surgical close (46 ct)$-17,664
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 $0.12 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 $14.58 (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
$15-15.13
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$552$-14,494+$4,656+$414
+2.5%$15.37 (1.2σ)$-1,173$-14,301+$4,849-$1,311
+5%$15.75 (1.5σ)$-2,898$-14,108+$5,042-$3,036
SS (= V-bounce)$17.33 (3.1σ)$-10,166$-13,294+$5,856-$10,304
V-BOUNCE STRESS (stock → CC-SS $17.92, where you are whole again, by expiry)
Starting unrealized P&L: $-19,150
+ Fortress recovery (un-capped): +$19,035
− CC assignment net of premium (46 × $15): -$12,886
− Conservative CC assignment net of premium (4 × $17.50): -$157
Total Position P&L @ SS: $-13,158 (+$5,992 vs today)
Do-nothing baseline at SS: $-2,072 (this trade vs do-nothing: $-11,086, the opportunity cost of earning $2,070/mo FIGHT income now)
100% normal43 × $14.5024 Jul8d2.1%63%75%$1,118$4,193+$2,123$13,594
Sell 43 × $14.50 2.1% OTM over spot $14.20 24 Jul 2026 (8d, $0.27 mid)
= $1,118 credit for the 8d cycle → $4,193/mo projected
Survival (stays ≤ $14.50)
63%
Breach risk
37%
POP (stays ≤ $14.77)
73%
EV / mo
+$882
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.6 mo [1.4-5.0] median  ·  53% of paths whole by 9 mo (vs 42% without)  ·  ~18.1 challenges expected  ·  median CC cash $6,237
🛡 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)
-$340
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$16 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 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: $0.48/sh now → $0.34 mid-life (likely $0.43–$0.62)≈ $0 at expiry  |  you banked $0.26/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,830 simulated challenges: the $14 strike is typically first touched on day 3 of 8, 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 (43 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+$0.13/sh+$578
cycle +$1,696
[+$275…+$485] · 97% credit
66%
surv 52%
-$15,898 NOT
cap gain +$3,252
Up-and-out for even (raise the cap, free)~$1531 Jul 202611d left+$0.01/sh+$62
cycle +$1,180
[-$319…-$65] · 18% credit
71%
surv 61%
-$14,880 NOT
cap gain +$4,270
Max even-money escape in the band~$1531 Jul 202611d left+$0.01/sh+$62
cycle +$1,180
[-$319…-$65] · 18% credit
71%
surv 61%
-$14,880 NOT
cap gain +$4,270
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-$0.24/sh-$1,018
cycle +$100
[-$1,802…-$1,293]
87%
surv 85%
-$10,845 NOT
cap gain +$8,305
budget: banked $1,118 debit $1,018 (91% used ≈ 1.1 wk of income) → whole cycle still +$100 cash · rolled 43 ct earn ≈ $1,201/mo while parked; 7 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$4,193/mo
vs 50% target ($2,050/mo)+105%
vs normal income ($4,100/mo)102% covered
Net income (after hedge)$3,680/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.92: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,594
… as % of IC ($21,650)62.8%
… as % of ML ($51,650)26.3%
Recovery months (at normal income)3.3 mo
Surgical close (43 ct)$-16,512
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 ≥ $14.77 (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 $14.58 (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
$14-14.77
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
≥ $14.77
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)$1,118$-16,477+$2,674+$989
+2.5%$14.86 (≤1σ, normal week)$-441$-16,181+$2,969-$570
+5%$15.23 (1.0σ)$-2,000$-15,886+$3,264-$2,129
SS (= V-bounce)$17.33 (3.1σ)$-11,051$-14,170+$4,980-$11,180
V-BOUNCE STRESS (stock → CC-SS $17.92, where you are whole again, by expiry)
Starting unrealized P&L: $-19,150
+ Fortress recovery (un-capped): +$19,035
− CC assignment net of premium (43 × $14.50): -$13,594
− Conservative CC assignment net of premium (7 × $17.50): -$274
Total Position P&L @ SS: $-13,983 (+$5,167 vs today)
Do-nothing baseline at SS: $-2,072 (this trade vs do-nothing: $-11,911, the opportunity cost of earning $4,193/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 (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 9 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: +$19,035 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,072

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$158d24 Jul 2026$0.1246/50$2,070$1,54080%83%+$698-$12,88659.5%$-13,158 (vs do-nothing $-11,086)
$1515d31 Jul 2026$0.2443/50$2,064$1,55273%79%+$512-$11,53053.3%$-11,919 (vs do-nothing $-9,847)
$1522d7 Aug 2026$0.3247/50$2,051$1,51570%78%+$323-$12,22656.5%$-12,459 (vs do-nothing $-10,387)
$14.508d24 Jul 2026$0.2622/50$2,145$1,75963%73%+$451-$6,95532.1%$-8,166 (vs do-nothing $-6,094)
$14.5015d31 Jul 2026$0.4126/50$2,132$1,72260%71%+$402-$7,82936.2%$-8,884 (vs do-nothing $-6,812)
$14.5022d7 Aug 2026$0.3247/50$2,051$1,51559%70%$-796-$14,57667.3%$-14,809 (vs do-nothing $-12,737)
$1422d7 Aug 2026$0.4534/50$2,086$1,62848%65%$-1,123-$11,80254.5%$-12,544 (vs do-nothing $-10,472)
$1415d31 Jul 2026$0.6117/50$2,074$1,71846%65%+$122-$5,62926.0%$-7,036 (vs do-nothing $-4,964)
$148d24 Jul 2026$0.4612/50$2,070$1,74443%64%+$56-$4,15419.2%$-5,756 (vs do-nothing $-3,684)

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 21:38