FORTRESS FIGHT: ETHA @ $14.13

BE SS: $17.33  |  CC-SS: $17.87  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

ETHA @ $14.13   UNDERWATER $3.19 (18.4% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.87  |  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$4,982/mo95% ann ROI on ML
Hedge rolling cost$560/mo
Unrealized P&L$-19,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,491/mo
HEDGE COVER
$560/mo
NORMAL INCOME
$4,982/mo (ATM CC, chain)
IC VELOCITY
4.3 mo to earn back $21,650
ML VELOCITY
10.4 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.87 (probe: $18C 14d) brings only $107/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 37 (live) · RSI 42 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 56 · %B 83 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $19.05 (+35%) · daily UBB $14.69 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 26 contracts at $14.50 / 7d. This is the safest strike (survival 67%, breach 33%) that still earns 50% of normal income ($2,491/mo); it brings $2,563/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 26 × $14/7d for $5,014/mo, but breach risk rises to 55% (+21pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 27 × $15.50/7d (91% survival, $579/mo).
Downside anchor: the primary mortgages $8,170 (38% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 26 contracts realizes $-10,036 and cuts bleed by $291/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 (7d) · sell 26 × $14.50, 67% survival, $2,563/mo (E[net] $744/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 · 7d26 × $14.5067%$2,563$744

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $744/mo 🏆 GRAND PICK

🎯 Engine pick: sell 26 × $14.50 (primary), 67% survival, breach 33%, $2,563/mo.
⚖️ Worth a safer step: the $15 rung (33% normal) lifts survival to 83% (breach 33% → 17%) for $891/mo less (35% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $15 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $14.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge27 × $15.5024 Jul7d9.7%91%18%+2pp$135$579-$1,984$6,270
Sell 27 × $15.50 9.7% OTM over spot $14.13 24 Jul 2026 (7d, $0.06 mid)
= $135 credit for the 7d cycle → $579/mo projected
Survival (stays ≤ $15.50)
91%
Breach risk
9%
POP (stays ≤ $15.55)
92%
EV / mo
+$314
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
46% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-21/mo
median; plan ~$-14/mo after 68% keep · $-62 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.4-4.8], measured ONLY among the 46% of futures that got whole
🛡 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)
-$834
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 80% POP
75% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.29–$0.52)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 299 simulated challenges: the $16 strike is typically first touched on day 5 of 7, at $16 (overshoots $0.24). 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
Roll out (same strike, buy time)~$1631 Jul 202610d left+$0.21/sh+$555
cycle +$690
[+$511…+$759] · 100% credit
67%
surv 52%
-$11,550 NOT
cap gain +$7,700
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202624d left+$0.14/sh+$373
cycle +$508
[+$221…+$581] · 92% credit
75%
surv 68%
-$7,334 NOT
cap gain +$11,916
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.04/sh+$118
cycle +$253
[-$9…+$265] · 74% credit
72%
surv 62%
-$10,131 NOT
cap gain +$9,119
Max even-money escape in the band~$167 Aug 202618d left+$0.02/sh+$51
cycle +$186
[-$122…+$220] · 57% credit
76%
surv 70%
-$7,655 NOT
cap gain +$11,595
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.02/sh-$41
cycle +$94
[-$251…+$135] · 40% credit
80%
surv 75%
-$5,205 NOT
cap gain +$14,045
budget: banked $135 debit $41 (30% used ≈ 0.3 wk of income) → whole cycle still +$94 cash · rolled 27 ct earn ≈ $1,160/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$579/mo
vs 50% target ($2,491/mo)-77%
vs normal income ($4,982/mo)12% covered
Net income (after hedge)$166/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,270
… as % of IC ($21,650)29.0%
… as % of ML ($51,650)12.1%
Recovery months (at normal income)1.3 mo
Surgical close (27 ct)$-10,409
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 ≥ $15.55 (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
$15-15.55
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
≥ $15.55
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 (1.4σ)$135$-12,105+$7,145+$54
+2.5%$15.89 (1.8σ)$-911$-11,181+$8,069-$992
+5%$16.28 (2.3σ)$-1,958$-10,257+$8,993-$2,039
SS (= V-bounce)$17.33 (3.4σ)$-4,806$-7,740+$11,510-$4,887
V-BOUNCE STRESS (stock → CC-SS $17.87, where you are whole again, by expiry)
Starting unrealized P&L: $-19,250
+ Fortress recovery (un-capped): +$19,004
− CC assignment net of premium (27 × $15.50): -$6,270
− Conservative CC assignment net of premium (23 × $17.50): -$787
Total Position P&L @ SS: $-7,303 (+$11,947 vs today)
Do-nothing baseline at SS: $-1,957 (this trade vs do-nothing: $-5,346, the opportunity cost of earning $579/mo FIGHT income now)
🛡 safe yield50 × $15.5024 Jul7d9.7%91%18%+4pp$250$1,071-$1,491$11,611
Sell 50 × $15.50 9.7% OTM over spot $14.13 24 Jul 2026 (7d, $0.06 mid)
= $250 credit for the 7d cycle → $1,071/mo projected
Survival (stays ≤ $15.50)
91%
Breach risk
9%
POP (stays ≤ $15.55)
92%
EV / mo
+$581
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
52% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$177/mo
median; plan ~$121/mo after 68% keep · $841 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.4-4.5], measured ONLY among the 52% of futures that got whole
🛡 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)
9%
Flat exit net (mid-life)
-$1,545
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 80% POP
75% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.51/sh now → $0.36 mid-life (likely $0.28–$0.49)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.31/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 275 simulated challenges: the $16 strike is typically first touched on day 5 of 7, 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 202610d left+$0.21/sh+$1,028
cycle +$1,278
[+$959…+$1,447] · 100% credit
67%
surv 52%
-$11,031 NOT
cap gain +$8,219
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202624d left+$0.14/sh+$690
cycle +$940
[+$497…+$1,163] · 94% credit
75%
surv 68%
-$6,971 NOT
cap gain +$12,279
Up-and-out for even (raise the cap, free)~$1631 Jul 202610d left+$0.04/sh+$218
cycle +$468
[+$63…+$558] · 79% credit
72%
surv 62%
-$9,985 NOT
cap gain +$9,265
Max even-money escape in the band~$167 Aug 202618d left+$0.02/sh+$95
cycle +$345
[-$125…+$498] · 61% credit
76%
surv 70%
-$7,565 NOT
cap gain +$11,685
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.02/sh-$76
cycle +$174
[-$363…+$348] · 49% credit
80%
surv 75%
-$5,194 NOT
cap gain +$14,056
budget: banked $250 debit $76 (30% used ≈ 0.3 wk of income) → whole cycle still +$174 cash · rolled 50 ct earn ≈ $2,148/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,071/mo
vs 50% target ($2,491/mo)-57%
vs normal income ($4,982/mo)22% covered
Net income (after hedge)$511/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,611
… as % of IC ($21,650)53.6%
… as % of ML ($51,650)22.5%
Recovery months (at normal income)2.3 mo
Surgical close (50 ct)$-19,275
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 ≥ $15.55 (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
$15-15.55
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
≥ $15.55
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 (1.4σ)$250$-12,059+$7,191+$100
+2.5%$15.89 (1.8σ)$-1,687$-12,026+$7,224-$1,837
+5%$16.28 (2.3σ)$-3,625$-11,993+$7,257-$3,775
SS (= V-bounce)$17.33 (3.4σ)$-8,900$-11,903+$7,347-$9,050
V-BOUNCE STRESS (stock → CC-SS $17.87, where you are whole again, by expiry)
Starting unrealized P&L: $-19,250
+ Fortress recovery (un-capped): +$19,004
− CC assignment net of premium (50 × $15.50): -$11,611
Total Position P&L @ SS: $-11,857 (+$7,393 vs today)
Do-nothing baseline at SS: $-1,957 (this trade vs do-nothing: $-9,900, the opportunity cost of earning $1,071/mo FIGHT income now)
33% normal ← lean39 × $1524 Jul7d6.1%83%36%+6pp$390$1,671-$891$10,812
Sell 39 × $15 6.1% OTM over spot $14.13 24 Jul 2026 (7d, $0.11 mid)
= $390 credit for the 7d cycle → $1,671/mo projected
Survival (stays ≤ $15)
83%
Breach risk
17%
POP (stays ≤ $15.11)
85%
EV / mo
+$664
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
52% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$434/mo
median; plan ~$295/mo after 68% keep · $2,702 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.5-5.0], measured ONLY among the 52% of futures that got whole
🛡 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)
27%
Flat exit net (mid-life)
-$918
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 39 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.47/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 797 simulated challenges: the $15 strike is typically first touched on day 4 of 7, 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 (39 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 202610d left+$0.19/sh+$752
cycle +$1,142
[+$618…+$902] · 100% credit
67%
surv 52%
-$13,676 NOT
cap gain +$5,574
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202624d left+$0.11/sh+$436
cycle +$826
[+$118…+$574] · 85% credit
76%
surv 69%
-$9,594 NOT
cap gain +$9,656
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.03/sh+$126
cycle +$516
[-$126…+$211] · 53% credit
73%
surv 63%
-$12,447 NOT
cap gain +$6,803
Max even-money escape in the band~$167 Aug 202618d left+$0.00/sh+$5
cycle +$395
[-$346…+$86] · 33% credit
77%
surv 71%
-$10,025 NOT
cap gain +$9,225
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1614 Aug 202624d left-$0.03/sh-$134
cycle +$256
[-$564…-$68] · 22% credit
81%
surv 77%
-$7,622 NOT
cap gain +$11,628
budget: banked $390 debit $134 (34% used ≈ 0.3 wk of income) → whole cycle still +$256 cash · rolled 39 ct earn ≈ $1,467/mo while parked; 11 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$1,671/mo
vs 50% target ($2,491/mo)-33%
vs normal income ($4,982/mo)34% covered
Net income (after hedge)$1,182/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,812
… as % of IC ($21,650)49.9%
… as % of ML ($51,650)20.9%
Recovery months (at normal income)2.2 mo
Surgical close (39 ct)$-15,054
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 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$390$-14,428+$4,822+$273
+2.5%$15.37 (1.3σ)$-1,072$-13,984+$5,266-$1,189
+5%$15.75 (1.7σ)$-2,535$-13,540+$5,710-$2,652
SS (= V-bounce)$17.33 (3.4σ)$-8,697$-11,667+$7,583-$8,814
V-BOUNCE STRESS (stock → CC-SS $17.87, where you are whole again, by expiry)
Starting unrealized P&L: $-19,250
+ Fortress recovery (un-capped): +$19,004
− CC assignment net of premium (39 × $15): -$10,812
− Conservative CC assignment net of premium (11 × $17.50): -$377
Total Position P&L @ SS: $-11,434 (+$7,816 vs today)
Do-nothing baseline at SS: $-1,957 (this trade vs do-nothing: $-9,477, the opportunity cost of earning $1,671/mo FIGHT income now)
🎯 50% normal26 × $14.5024 Jul7d2.6%67%52%+9pp$598$2,563$8,170
Sell 26 × $14.50 2.6% OTM over spot $14.13 24 Jul 2026 (7d, $0.24 mid)
= $598 credit for the 7d cycle → $2,563/mo projected
Survival (stays ≤ $14.50)
67%
Breach risk
33%
POP (stays ≤ $14.74)
76%
EV / mo
+$782
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
54% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~5.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$562/mo
median; plan ~$382/mo after 68% keep · $3,802 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [2.2-6.0], measured ONLY among the 54% of futures that got whole
🛡 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)
52%
Flat exit net (mid-life)
-$215
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 26 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.44/sh now → $0.31 mid-life (likely $0.39–$0.55)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,566 simulated challenges: the $14 strike is typically first touched on day 3 of 7, 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 (26 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.18/sh+$469
cycle +$1,067
[+$331…+$442] · 100% credit
67%
surv 52%
-$16,255 NOT
cap gain +$2,995
Max even-money escape in the band~$1514 Aug 202624d left+$0.09/sh+$226
cycle +$824
[-$65…+$146] · 60% credit
76%
surv 70%
-$12,100 NOT
cap gain +$7,150
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.02/sh+$55
cycle +$653
[-$158…-$12] · 23% credit
73%
surv 63%
-$14,813 NOT
cap gain +$4,437
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.18/sh-$469
cycle +$129
[-$924…-$617]
90%
surv 89%
-$5,167 NOT
cap gain +$14,083
budget: banked $598 debit $469 (78% used ≈ 0.8 wk of income) → whole cycle still +$129 cash · rolled 26 ct earn ≈ $430/mo while parked; 24 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$2,563/mo
vs 50% target ($2,491/mo)+3%
vs normal income ($4,982/mo)51% covered
Net income (after hedge)$2,157/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,170
… as % of IC ($21,650)37.7%
… as % of ML ($51,650)15.8%
Recovery months (at normal income)1.6 mo
Surgical close (26 ct)$-10,036
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $14.74 (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≥ 4d left3d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.74
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
≥ $14.74
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)$598$-16,724+$2,526+$520
+2.5%$14.86 (≤1σ, normal week)$-344$-15,823+$3,427-$422
+5%$15.23 (1.1σ)$-1,287$-14,922+$4,328-$1,365
SS (= V-bounce)$17.33 (3.4σ)$-6,760$-9,691+$9,559-$6,838
V-BOUNCE STRESS (stock → CC-SS $17.87, where you are whole again, by expiry)
Starting unrealized P&L: $-19,250
+ Fortress recovery (un-capped): +$19,004
− CC assignment net of premium (26 × $14.50): -$8,170
− Conservative CC assignment net of premium (24 × $17.50): -$821
Total Position P&L @ SS: $-9,237 (+$10,013 vs today)
Do-nothing baseline at SS: $-1,957 (this trade vs do-nothing: $-7,280, the opportunity cost of earning $2,563/mo FIGHT income now)
100% normal26 × $1424 Jul7d-1.0%45%99+%·$1,170$5,014+$2,451$8,898
Sell 26 × $14 1.0% ITM over spot $14.13 24 Jul 2026 (7d, $0.47 mid)
= $1,170 credit for the 7d cycle → $5,014/mo projected
Survival (stays ≤ $14)
45%
Breach risk
55%
POP (stays ≤ $14.47)
66%
EV / mo
+$792
🛡 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)
+$414
Free roll-up
none
Safest escape (by 14 Aug 2026)
$16 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 26 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.41/sh now → $0.29 mid-life → ≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets +$0.16/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (26 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.17/sh+$438
cycle +$1,608
67%
surv 52%
-$17,570 NOT
cap gain +$1,680
Max even-money escape in the band~$1514 Aug 202624d left+$0.03/sh+$69
cycle +$1,239
79%
surv 73%
-$13,541 NOT
cap gain +$5,709
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1614 Aug 202624d left-$0.20/sh-$516
cycle +$654
92%
surv 91%
-$6,498 NOT
cap gain +$12,752
budget: banked $1,170 debit $516 (44% used ≈ 0.4 wk of income) → whole cycle still +$654 cash · rolled 26 ct earn ≈ $300/mo while parked; 24 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$5,014/mo
vs 50% target ($2,491/mo)+101%
vs normal income ($4,982/mo)101% covered
Net income (after hedge)$4,608/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.87: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,898
… as % of IC ($21,650)41.1%
… as % of ML ($51,650)17.2%
Recovery months (at normal income)1.8 mo
Surgical close (26 ct)$-10,075
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 $0.45 collected) or spot ≥ $14.47 (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≥ 4d left3d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.47
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
≥ $14.47
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$14.00 (≤1σ, normal week)$1,170$-18,008+$1,242+$1,092
+2.5%$14.35 (≤1σ, normal week)$260$-17,825+$1,425+$182
+5%$14.70 (≤1σ, normal week)$-650$-16,955+$2,295-$728
SS (= V-bounce)$17.33 (3.4σ)$-7,488$-10,419+$8,831-$7,566
V-BOUNCE STRESS (stock → CC-SS $17.87, where you are whole again, by expiry)
Starting unrealized P&L: $-19,250
+ Fortress recovery (un-capped): +$19,004
− CC assignment net of premium (26 × $14): -$8,898
− Conservative CC assignment net of premium (24 × $17.50): -$821
Total Position P&L @ SS: $-9,965 (+$9,285 vs today)
Do-nothing baseline at SS: $-1,957 (this trade vs do-nothing: $-8,008, the opportunity cost of earning $5,014/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 (8 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 8 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: 1.017 (IBKR)  |  Recovery@SS: +$19,004 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,957

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.507d24 Jul 2026$0.2326/50$2,563$2,15767%76%+$782-$8,17037.7%$-9,237 (vs do-nothing $-7,280)
$14.5014d31 Jul 2026$0.3831/50$2,524$2,08662%72%+$524-$9,27642.8%$-10,172 (vs do-nothing $-8,215)
$14.5021d7 Aug 2026$0.4738/50$2,551$2,06861%72%+$393-$11,02950.9%$-11,685 (vs do-nothing $-9,728)
$14.5028d14 Aug 2026$0.5940/50$2,529$2,03260%72%+$434-$11,12951.4%$-11,717 (vs do-nothing $-9,760)
$1428d14 Aug 2026$0.8329/50$2,579$2,15350%67%+$327-$8,82340.8%$-9,787 (vs do-nothing $-7,830)
$1421d7 Aug 2026$0.7225/50$2,571$2,17249%67%+$312-$7,88136.4%$-8,982 (vs do-nothing $-7,025)
$1414d31 Jul 2026$0.6020/50$2,571$2,20448%66%+$328-$6,54530.2%$-7,817 (vs do-nothing $-5,860)
$147d24 Jul 2026$0.4513/50$2,507$2,18545%66%+$396-$4,44920.5%$-5,961 (vs do-nothing $-4,004)

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  |  2026-07-17 03:39