FORTRESS FIGHT: ETHA @ $13.70

BE SS: $17.33  |  CC-SS: $18.00  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

ETHA @ $13.70   UNDERWATER $3.63 (21.0% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $18.00  |  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$3,911/mo95% ann ROI on ML
Hedge rolling cost$626/mo
Unrealized P&L$-22,075fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$1,955/mo
HEDGE COVER
$626/mo
NORMAL INCOME
$3,911/mo (ATM CC, chain)
IC VELOCITY
5.5 mo to earn back $21,650
ML VELOCITY
13.2 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $18.00 (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 32 (live) · RSI 40 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 50 · %B 70 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $19.06 (+39%) · daily UBB $14.69 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 46 contracts at $14.50 / 7d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($1,955/mo); it brings $1,971/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 40 × $14/7d for $3,943/mo, but breach risk rises to 35% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 37 × $15/7d (91% survival, $634/mo).
Downside anchor: the primary mortgages $15,627 (72% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 4.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 46 contracts realizes $-20,332 and cuts bleed by $576/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 46 × $14.50, 82% survival, $1,971/mo (E[net] $-2/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 · 7d46 × $14.5082%$1,971$-2

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $-2/mo 🏆 GRAND PICK

🎯 Engine pick: sell 46 × $14.50 (primary), 82% survival, breach 18%, $1,971/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $15 rung (cover hedge) lifts survival to 91% (breach 18% → 9%) for $1,337/mo less (68% income) buys safety you do not really need here.
ETHA  spot $13.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge37 × $1524 Jul7d9.5%91%19%+1pp$148$634-$1,337$10,942
Sell 37 × $15 9.5% OTM over spot $13.70 24 Jul 2026 (7d, $0.04 mid)
= $148 credit for the 7d cycle → $634/mo projected
Survival (stays ≤ $15)
91%
Breach risk
9%
POP (stays ≤ $15.04)
92%
EV / mo
+$263
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
40% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-102/mo
median; plan ~$-69/mo after 68% keep · $-629 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.8-5.5], measured ONLY among the 40% 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)
12%
Flat exit net (mid-life)
-$1,179
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 37 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–$0.52)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $15 strike is typically first touched on day 5 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 (37 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+$0.15/sh+$557
cycle +$705
[+$455…+$873] · 99% credit
66%
surv 52%
-$14,714 NOT
cap gain +$7,361
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.04/sh+$151
cycle +$299
[-$14…+$407] · 74% credit
71%
surv 61%
-$13,575 NOT
cap gain +$8,500
Max even-money escape in the band~$1531 Jul 202610d left+$0.04/sh+$151
cycle +$299
[-$14…+$407] · 74% credit
71%
surv 61%
-$13,575 NOT
cap gain +$8,500
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$634/mo
vs 50% target ($1,955/mo)-68%
vs normal income ($3,911/mo)16% covered
Net income (after hedge)$91/mo
Downside budget
⚠ $15 is $3 below CC-SS $18.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,942
… as % of IC ($21,650)50.5%
… as % of ML ($51,650)21.2%
Recovery months (at normal income)2.8 mo
Surgical close (37 ct)$-16,354
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 $0.04 collected) or spot ≥ $15.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $14.69 (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
$15-15.04
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.04
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.4σ)$148$-15,272+$6,803+$37
+2.5%$15.37 (1.8σ)$-1,239$-14,758+$7,317-$1,350
+5%$15.75 (2.2σ)$-2,627$-14,244+$7,831-$2,738
SS (= V-bounce)$17.33 (3.9σ)$-8,473$-12,080+$9,995-$8,584
V-BOUNCE STRESS (stock → CC-SS $18.00, where you are whole again, by expiry)
Starting unrealized P&L: $-22,075
+ Fortress recovery (un-capped): +$21,812
− CC assignment net of premium (37 × $15): -$10,942
− Conservative CC assignment net of premium (13 × $17.50): -$607
Total Position P&L @ SS: $-11,812 (+$10,263 vs today)
Do-nothing baseline at SS: $-2,599 (this trade vs do-nothing: $-9,213, the opportunity cost of earning $634/mo FIGHT income now)
33% normal31 × $14.5024 Jul7d5.9%82%37%+7pp$310$1,329-$643$10,531
Sell 31 × $14.50 5.9% OTM over spot $13.70 24 Jul 2026 (7d, $0.11 mid)
= $310 credit for the 7d cycle → $1,329/mo projected
Survival (stays ≤ $14.50)
82%
Breach risk
18%
POP (stays ≤ $14.61)
85%
EV / mo
+$529
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
41% whole by 9mo vs 34% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$223/mo
median; plan ~$151/mo after 68% keep · $1,569 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.8 mo [2.1-5.5], measured ONLY among the 41% 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)
29%
Flat exit net (mid-life)
-$728
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
61% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.47/sh now → $0.33 mid-life (likely $0.34–$0.53)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 857 simulated challenges: the $14 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 (31 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+$0.14/sh+$437
cycle +$747
[+$283…+$520] · 98% credit
66%
surv 52%
-$17,190 NOT
cap gain +$4,885
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.03/sh+$95
cycle +$405
[-$102…+$134] · 50% credit
71%
surv 61%
-$15,986 NOT
cap gain +$6,089
Max even-money escape in the band~$1531 Jul 202610d left+$0.03/sh+$95
cycle +$405
[-$102…+$134] · 50% credit
71%
surv 61%
-$15,986 NOT
cap gain +$6,089
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,329/mo
vs 50% target ($1,955/mo)-32%
vs normal income ($3,911/mo)34% covered
Net income (after hedge)$824/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $18.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,531
… as % of IC ($21,650)48.6%
… as % of ML ($51,650)20.4%
Recovery months (at normal income)2.7 mo
Surgical close (31 ct)$-13,702
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 ≥ $14.61 (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
$14-14.61
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
≥ $14.61
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$310$-17,627+$4,448+$217
+2.5%$14.86 (1.2σ)$-814$-16,913+$5,162-$907
+5%$15.23 (1.6σ)$-1,938$-16,198+$5,877-$2,031
SS (= V-bounce)$17.33 (3.9σ)$-8,463$-12,052+$10,023-$8,556
V-BOUNCE STRESS (stock → CC-SS $18.00, where you are whole again, by expiry)
Starting unrealized P&L: $-22,075
+ Fortress recovery (un-capped): +$21,812
− CC assignment net of premium (31 × $14.50): -$10,531
− Conservative CC assignment net of premium (19 × $17.50): -$888
Total Position P&L @ SS: $-11,682 (+$10,393 vs today)
Do-nothing baseline at SS: $-2,599 (this trade vs do-nothing: $-9,083, the opportunity cost of earning $1,329/mo FIGHT income now)
🎯 50% normal46 × $14.5024 Jul7d5.9%82%30%+6pp$460$1,971$15,627
Sell 46 × $14.50 5.9% OTM over spot $13.70 24 Jul 2026 (7d, $0.11 mid)
= $460 credit for the 7d cycle → $1,971/mo projected
Survival (stays ≤ $14.50)
82%
Breach risk
18%
POP (stays ≤ $14.61)
85%
EV / mo
+$784
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
41% whole by 9mo vs 35% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$474/mo
median; plan ~$322/mo after 68% keep · $3,531 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.0-5.2], measured ONLY among the 41% 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)
30%
Flat exit net (mid-life)
-$1,080
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 71% POP
61% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.47/sh now → $0.33 mid-life (likely $0.34–$0.53)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 897 simulated challenges: the $14 strike is typically first touched on day 4 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 (46 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+$0.14/sh+$648
cycle +$1,108
[+$416…+$767] · 98% credit
66%
surv 52%
-$16,873 NOT
cap gain +$5,202
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.03/sh+$141
cycle +$601
[-$149…+$194] · 52% credit
71%
surv 61%
-$15,835 NOT
cap gain +$6,240
Max even-money escape in the band~$1531 Jul 202610d left+$0.03/sh+$141
cycle +$601
[-$149…+$194] · 52% credit
71%
surv 61%
-$15,835 NOT
cap gain +$6,240
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,971/mo
vs 50% target ($1,955/mo)+1%
vs normal income ($3,911/mo)50% covered
Net income (after hedge)$1,371/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $18.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,627
… as % of IC ($21,650)72.2%
… as % of ML ($51,650)30.3%
Recovery months (at normal income)4.0 mo
Surgical close (46 ct)$-20,332
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 ≥ $14.61 (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
$14-14.61
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
≥ $14.61
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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$460$-17,522+$4,553+$322
+2.5%$14.86 (1.2σ)$-1,207$-17,351+$4,724-$1,345
+5%$15.23 (1.6σ)$-2,875$-17,181+$4,894-$3,013
SS (= V-bounce)$17.33 (3.9σ)$-12,558$-16,192+$5,883-$12,696
V-BOUNCE STRESS (stock → CC-SS $18.00, where you are whole again, by expiry)
Starting unrealized P&L: $-22,075
+ Fortress recovery (un-capped): +$21,812
− CC assignment net of premium (46 × $14.50): -$15,627
− Conservative CC assignment net of premium (4 × $17.50): -$187
Total Position P&L @ SS: $-16,077 (+$5,998 vs today)
Do-nothing baseline at SS: $-2,599 (this trade vs do-nothing: $-13,478, the opportunity cost of earning $1,971/mo FIGHT income now)
100% normal40 × $1424 Jul7d2.2%65%72%+6pp$920$3,943+$1,971$15,069
Sell 40 × $14 2.2% OTM over spot $13.70 24 Jul 2026 (7d, $0.24 mid)
= $920 credit for the 7d cycle → $3,943/mo projected
Survival (stays ≤ $14)
65%
Breach risk
35%
POP (stays ≤ $14.24)
74%
EV / mo
+$1,006
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
45% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~6.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$872/mo
median; plan ~$593/mo after 68% keep · $6,531 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [2.0-5.5], measured ONLY among the 45% 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)
58%
Flat exit net (mid-life)
-$327
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$15 @ 88% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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 $0.40–$0.58)≈ $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 1,736 simulated challenges: the $14 strike is typically first touched on day 3 of 7, at $14 (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 (40 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+$0.13/sh+$526
cycle +$1,446
[+$229…+$450] · 95% credit
66%
surv 52%
-$19,053 NOT
cap gain +$3,022
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.02/sh+$83
cycle +$1,003
[-$292…-$42] · 21% credit
72%
surv 62%
-$17,949 NOT
cap gain +$4,126
Max even-money escape in the band~$1431 Jul 202610d left+$0.02/sh+$83
cycle +$1,003
[-$292…-$42] · 21% credit
72%
surv 62%
-$17,949 NOT
cap gain +$4,126
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1531 Jul 202610d left-$0.22/sh-$888
cycle +$32
[-$1,627…-$1,127]
88%
surv 87%
-$13,850 NOT
cap gain +$8,225
budget: banked $920 debit $888 (96% used ≈ 1.0 wk of income) → whole cycle still +$32 cash · rolled 40 ct earn ≈ $1,079/mo while parked; 10 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$3,943/mo
vs 50% target ($1,955/mo)+102%
vs normal income ($3,911/mo)101% covered
Net income (after hedge)$3,381/mo
Downside budget
⚠ $14 is $4 below CC-SS $18.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,069
… as % of IC ($21,650)69.6%
… as % of ML ($51,650)29.2%
Recovery months (at normal income)3.9 mo
Surgical close (40 ct)$-17,700
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 ≥ $14.24 (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
$14-14.24
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
≥ $14.24
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$920$-19,579+$2,496+$800
+2.5%$14.35 (≤1σ, normal week)$-480$-19,204+$2,871-$600
+5%$14.70 (1.1σ)$-1,880$-18,830+$3,245-$2,000
SS (= V-bounce)$17.33 (3.9σ)$-12,400$-16,016+$6,059-$12,520
V-BOUNCE STRESS (stock → CC-SS $18.00, where you are whole again, by expiry)
Starting unrealized P&L: $-22,075
+ Fortress recovery (un-capped): +$21,812
− CC assignment net of premium (40 × $14): -$15,069
− Conservative CC assignment net of premium (10 × $17.50): -$467
Total Position P&L @ SS: $-15,799 (+$6,276 vs today)
Do-nothing baseline at SS: $-2,599 (this trade vs do-nothing: $-13,200, the opportunity cost of earning $3,943/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: 1.014 (IBKR)  |  Recovery@SS: +$21,812 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,599

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.507d24 Jul 2026$0.1046/50$1,971$1,37182%85%+$784-$15,62772.2%$-16,077 (vs do-nothing $-13,478)
$14.5014d31 Jul 2026$0.2242/50$1,980$1,40574%79%+$466-$13,76463.6%$-14,401 (vs do-nothing $-11,802)
$147d24 Jul 2026$0.2320/50$1,971$1,53865%74%+$503-$7,53434.8%$-9,199 (vs do-nothing $-6,600)
$1414d31 Jul 2026$0.3825/50$2,036$1,57061%71%+$325-$9,04341.8%$-10,474 (vs do-nothing $-7,875)
$1421d7 Aug 2026$0.3737/50$1,956$1,41360%71%$-255-$13,42162.0%$-14,291 (vs do-nothing $-11,692)
$13.5021d7 Aug 2026$0.4432/50$2,011$1,50148%65%$-1,032-$12,98360.0%$-14,087 (vs do-nothing $-11,488)
$13.5014d31 Jul 2026$0.5617/50$2,040$1,62646%64%+$30-$6,69330.9%$-8,498 (vs do-nothing $-5,899)
$13.507d24 Jul 2026$0.4411/50$2,074$1,69943%64%+$106-$4,46320.6%$-6,548 (vs do-nothing $-3,949)

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 21:37