FORTRESS FIGHT: ETHA @ $13.91

BE SS: $17.33  |  CC-SS: $17.52  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-19 21:24

ETHA @ $13.91   UNDERWATER $3.42 (19.7% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.52  |  IV: HIGH  |  Accounts: Main:1299

LC: $13 exp 2028-01-21 (entry $9.050/sh)
SP: $16 exp 2028-01-21 (entry $4.879/sh)
HP: $10 exp 2026-10-16 (entry $0.737/sh)

Economics

Max Loss$51,650(ND $4.33 + SW $6) x 5000
Normal income ref$5,750/mo95% ann ROI on ML
Hedge rolling cost$708/mo
Unrealized P&L$-18,400fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,875/mo
HEDGE COVER
$708/mo
NORMAL INCOME
$5,750/mo (ATM CC, chain)
IC VELOCITY
3.8 mo to earn back $21,650
ML VELOCITY
9.0 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.52 (probe: $18C 12d) brings only $125/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 35 (live) · RSI 41 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 52 · %B 75 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $19.06 (+37%) · daily UBB $14.75 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 44 contracts at $14.50 / 5d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($2,875/mo); it brings $2,904/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 35 × $14/5d for $5,880/mo, but breach risk rises to 44% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 40 × $15.50/5d (98% survival, $720/mo).
Downside anchor: the primary mortgages $12,802 (59% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 44 contracts realizes $-16,236 and cuts bleed by $623/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 (5d) · sell 44 × $14.50, 78% survival, $2,904/mo (E[net] $638/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 · 5d44 × $14.5078%$2,904$638

📅 NEXT FRIDAY · 24 Jul 2026 · 5d · E[net] $638/mo 🏆 GRAND PICK

🎯 Engine pick: sell 44 × $14.50 (primary), 78% survival, breach 22%, $2,904/mo.
⚖️ Worth a safer step: the $15.50 rung (🛡 safe yield) lifts survival to 90% (breach 22% → 10%) for $1,904/mo less (66% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $15.50 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $13.91 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge40 × $15.5024 Jul5d11.4%98%5%+2pp$120$720-$2,184$7,958
Sell 40 × $15.50 11.4% OTM over spot $13.91 24 Jul 2026 (5d, $0.04 mid)
= $120 credit for the 5d cycle → $720/mo projected
Survival (stays ≤ $15.50)
98%
Breach risk
2%
POP (stays ≤ $15.54)
98%
EV / mo
+$657
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
40% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-329/mo
median; plan ~$-224/mo after 68% keep · $-2,778 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-5.2], 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)
3%
Flat exit net (mid-life)
-$1,106
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$17 @ 82% POP
78% 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 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.43/sh now → $0.31 mid-life (likely $0.21–$0.38)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$0.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 86 simulated challenges: the $16 strike is typically first touched on day 4 of 5, at $16 (overshoots $0.19). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (40 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+$0.20/sh+$818
cycle +$938
[+$873…+$1,158] · 99% credit
66%
surv 52%
-$10,287 NOT
cap gain +$8,113
Max even-money escape in the band~$177 Aug 202616d left+$0.01/sh+$32
cycle +$152
[-$23…+$378] · 74% credit
80%
surv 75%
-$6,168 NOT
cap gain +$12,232
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)~$1631 Jul 202610d left+$0.00/sh+$13
cycle +$133
[-$32…+$287] · 73% credit
75%
surv 68%
-$8,437 NOT
cap gain +$9,963
Safety roll (pay small debit, max POP)~$1714 Aug 202624d left-$0.01/sh-$45
cycle +$75
[-$138…+$332] · 63% credit
82%
surv 78%
-$4,085 NOT
cap gain +$14,315
budget: banked $120 debit $45 (37% used ≈ 0.3 wk of income) → whole cycle still +$75 cash · rolled 40 ct earn ≈ $1,477/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$720/mo
vs 50% target ($2,875/mo)-75%
vs normal income ($5,750/mo)13% covered
Net income (after hedge)$62/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,958
… as % of IC ($21,650)36.8%
… as % of ML ($51,650)15.4%
Recovery months (at normal income)1.4 mo
Surgical close (40 ct)$-14,740
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.03 collected) or spot ≥ $15.54 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.54
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $15.54
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (2.1σ)$120$-11,105+$7,295+$40
+2.5%$15.89 (2.6σ)$-1,430$-10,911+$7,489-$1,510
+5%$16.28 (3.1σ)$-2,980$-10,717+$7,683-$3,060
SS (= V-bounce)$17.33 (4.4σ)$-7,200$-10,520+$7,880-$5,960
V-BOUNCE STRESS (stock → CC-SS $17.52, where you are whole again, by expiry)
Starting unrealized P&L: $-18,400
+ Fortress recovery (un-capped): +$16,243
− CC assignment net of premium (40 × $15.50): -$7,958
− Conservative CC assignment net of premium (10 × $17): -$500
Total Position P&L @ SS: $-10,615 (+$7,785 vs today)
Do-nothing baseline at SS: $-4,655 (this trade vs do-nothing: $-5,960, the opportunity cost of earning $720/mo FIGHT income now)
🛡 safe yield ← lean50 × $15.5031 Jul12d11.4%90%20%+4pp$400$1,000-$1,904$9,698
Sell 50 × $15.50 11.4% OTM over spot $13.91 31 Jul 2026 (12d, $0.09 mid)
= $400 credit for the 12d cycle → $1,000/mo projected
Survival (stays ≤ $15.50)
90%
Breach risk
10%
POP (stays ≤ $15.59)
91%
EV / mo
+$587
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
40% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-23/mo
median; plan ~$-16/mo after 68% keep · $-136 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.5-4.8], 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)
14%
Flat exit net (mid-life)
-$1,924
Free roll-up
+$0/wk
Safest escape (by 7 Aug 2026)
$16 @ 75% POP
67% 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 6 of 12); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.66/sh now → $0.46 mid-life (likely $0.38–$0.61)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 420 simulated challenges: the $16 strike is typically first touched on day 8 of 12, at $16 (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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$167 Aug 202613d left+$0.14/sh+$681
cycle +$1,081
[+$620…+$1,031] · 100% credit
69%
surv 54%
-$9,759 NOT
cap gain +$8,641
Roll out (same strike, buy time)~$167 Aug 202613d left+$0.13/sh+$674
cycle +$1,074
[+$597…+$1,039] · 100% credit
67%
surv 52%
-$10,171 NOT
cap gain +$8,229
Max even-money escape in the band~$1614 Aug 202620d left+$0.03/sh+$174
cycle +$574
[-$35…+$531] · 70% credit
73%
surv 64%
-$8,016 NOT
cap gain +$10,384
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 202613d left-$0.08/sh-$377
cycle +$23
[-$590…-$130] · 17% credit
75%
surv 67%
-$8,567 NOT
cap gain +$9,833
budget: banked $400 debit $377 (94% used ≈ 1.6 wk of income) → whole cycle still +$23 cash · rolled 50 ct earn ≈ $4,491/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$1,000/mo
vs 50% target ($2,875/mo)-65%
vs normal income ($5,750/mo)17% covered
Net income (after hedge)$292/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,698
… as % of IC ($21,650)44.8%
… as % of ML ($51,650)18.8%
Recovery months (at normal income)1.7 mo
Surgical close (50 ct)$-18,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $15.59 (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 $14.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 7d left3-6d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.59
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
≥ $15.59
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (1.3σ)$400$-10,845+$7,555+$300
+2.5%$15.89 (1.7σ)$-1,537$-11,039+$7,361-$1,637
+5%$16.28 (2.0σ)$-3,475$-11,232+$7,168-$3,575
SS (= V-bounce)$17.33 (2.9σ)$-8,750$-11,760+$6,640-$7,200
V-BOUNCE STRESS (stock → CC-SS $17.52, where you are whole again, by expiry)
Starting unrealized P&L: $-18,400
+ Fortress recovery (un-capped): +$16,243
− CC assignment net of premium (50 × $15.50): -$9,698
Total Position P&L @ SS: $-11,855 (+$6,545 vs today)
Do-nothing baseline at SS: $-4,655 (this trade vs do-nothing: $-7,200, the opportunity cost of earning $1,000/mo FIGHT income now)
33% normal29 × $14.5024 Jul5d4.2%78%45%+5pp$319$1,914-$990$8,438
Sell 29 × $14.50 4.2% OTM over spot $13.91 24 Jul 2026 (5d, $0.12 mid)
= $319 credit for the 5d cycle → $1,914/mo projected
Survival (stays ≤ $14.50)
78%
Breach risk
22%
POP (stays ≤ $14.62)
82%
EV / mo
+$697
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
49% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$326/mo
median; plan ~$222/mo after 68% keep · $2,113 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.7-5.0], measured ONLY among the 49% 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)
32%
Flat exit net (mid-life)
-$456
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 29 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.29–$0.45)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 953 simulated challenges: the $14 strike is typically first touched on day 3 of 5, 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 (29 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.18/sh+$513
cycle +$832
[+$412…+$557] · 100% credit
69%
surv 55%
-$14,466 NOT
cap gain +$3,934
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.18/sh+$517
cycle +$836
[+$402…+$564] · 100% credit
66%
surv 52%
-$14,867 NOT
cap gain +$3,533
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.19/sh+$565
cycle +$884
[+$368…+$611] · 97% credit
73%
surv 65%
-$12,164 NOT
cap gain +$6,236
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$152
cycle +$471
[-$105…+$175] · 54% credit
79%
surv 74%
-$10,327 NOT
cap gain +$8,073
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-$0.05/sh-$147
cycle +$172
[-$462…-$145] · 12% credit
84%
surv 81%
-$8,376 NOT
cap gain +$10,024
budget: banked $319 debit $147 (46% used ≈ 0.3 wk of income) → whole cycle still +$172 cash · rolled 29 ct earn ≈ $785/mo while parked; 21 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$1,914/mo
vs 50% target ($2,875/mo)-33%
vs normal income ($5,750/mo)33% covered
Net income (after hedge)$1,311/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,438
… as % of IC ($21,650)39.0%
… as % of ML ($51,650)16.3%
Recovery months (at normal income)1.5 mo
Surgical close (29 ct)$-10,701
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 $0.11 collected) or spot ≥ $14.62 (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 $14.75 (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
$14-14.62
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
≥ $14.62
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$319$-15,384+$3,016+$261
+2.5%$14.86 (1.2σ)$-732$-14,804+$3,596-$790
+5%$15.23 (1.7σ)$-1,784$-14,224+$4,176-$1,842
SS (= V-bounce)$17.33 (4.4σ)$-7,888$-11,549+$6,851-$6,989
V-BOUNCE STRESS (stock → CC-SS $17.52, where you are whole again, by expiry)
Starting unrealized P&L: $-18,400
+ Fortress recovery (un-capped): +$16,243
− CC assignment net of premium (29 × $14.50): -$8,438
− Conservative CC assignment net of premium (21 × $17): -$1,049
Total Position P&L @ SS: $-11,644 (+$6,756 vs today)
Do-nothing baseline at SS: $-4,655 (this trade vs do-nothing: $-6,989, the opportunity cost of earning $1,914/mo FIGHT income now)
🎯 50% normal44 × $14.5024 Jul5d4.2%78%32%+14pp$484$2,904$12,802
Sell 44 × $14.50 4.2% OTM over spot $13.91 24 Jul 2026 (5d, $0.12 mid)
= $484 credit for the 5d cycle → $2,904/mo projected
Survival (stays ≤ $14.50)
78%
Breach risk
22%
POP (stays ≤ $14.62)
82%
EV / mo
+$1,057
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
52% whole by 9mo vs 39% doing nothing
FIRE DRILLS
~4.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$720/mo
median; plan ~$490/mo after 68% keep · $4,848 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.7-5.6], 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)
32%
Flat exit net (mid-life)
-$692
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.38/sh now → $0.27 mid-life (likely $0.27–$0.46)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 963 simulated challenges: the $14 strike is typically first touched on day 3 of 5, 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 (44 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1531 Jul 202610d left+$0.18/sh+$778
cycle +$1,262
[+$615…+$887] · 100% credit
69%
surv 55%
-$14,066 NOT
cap gain +$4,334
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.18/sh+$785
cycle +$1,269
[+$597…+$886] · 99% credit
66%
surv 52%
-$14,464 NOT
cap gain +$3,936
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.19/sh+$857
cycle +$1,341
[+$546…+$938] · 96% credit
73%
surv 65%
-$11,737 NOT
cap gain +$6,663
Max even-money escape in the band~$1614 Aug 202624d left+$0.05/sh+$231
cycle +$715
[-$176…+$288] · 54% credit
79%
surv 74%
-$10,113 NOT
cap gain +$8,287
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-$0.05/sh-$223
cycle +$261
[-$721…-$184] · 13% credit
84%
surv 81%
-$8,317 NOT
cap gain +$10,083
budget: banked $484 debit $223 (46% used ≈ 0.3 wk of income) → whole cycle still +$261 cash · rolled 44 ct earn ≈ $1,192/mo while parked; 6 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$2,904/mo
vs 50% target ($2,875/mo)+1%
vs normal income ($5,750/mo)51% covered
Net income (after hedge)$2,226/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,802
… as % of IC ($21,650)59.1%
… as % of ML ($51,650)24.8%
Recovery months (at normal income)2.2 mo
Surgical close (44 ct)$-16,236
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 $0.11 collected) or spot ≥ $14.62 (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 $14.75 (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
$14-14.62
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
≥ $14.62
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$484$-15,249+$3,151+$396
+2.5%$14.86 (1.2σ)$-1,111$-15,213+$3,187-$1,199
+5%$15.23 (1.7σ)$-2,706$-15,176+$3,224-$2,794
SS (= V-bounce)$17.33 (4.4σ)$-11,968$-15,164+$3,236-$10,604
V-BOUNCE STRESS (stock → CC-SS $17.52, where you are whole again, by expiry)
Starting unrealized P&L: $-18,400
+ Fortress recovery (un-capped): +$16,243
− CC assignment net of premium (44 × $14.50): -$12,802
− Conservative CC assignment net of premium (6 × $17): -$300
Total Position P&L @ SS: $-15,259 (+$3,141 vs today)
Do-nothing baseline at SS: $-4,655 (this trade vs do-nothing: $-10,604, the opportunity cost of earning $2,904/mo FIGHT income now)
100% normal35 × $1424 Jul5d0.6%56%90%+11pp$980$5,880+$2,976$11,339
Sell 35 × $14 0.6% OTM over spot $13.91 24 Jul 2026 (5d, $0.29 mid)
= $980 credit for the 5d cycle → $5,880/mo projected
Survival (stays ≤ $14)
56%
Breach risk
44%
POP (stays ≤ $14.29)
70%
EV / mo
+$1,251
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
52% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~12.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,064/mo
median; plan ~$723/mo after 68% keep · $7,351 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [2.0-5.4], 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)
68%
Flat exit net (mid-life)
+$109
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 calls + sell the new ones, one order. Prices assume the central case (day 2 of 5); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.35/sh now → $0.25 mid-life (likely $0.33–$0.52)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets +$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,025 simulated challenges: the $14 strike is typically first touched on day 2 of 5, at $14 (overshoots $0.23). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Up-and-out for even (raise the cap, free)~$1431 Jul 202610d left+$0.16/sh+$566
cycle +$1,546
[+$373…+$493] · 99% credit
69%
surv 55%
-$16,014 NOT
cap gain +$2,386
Roll out (same strike, buy time)~$1431 Jul 202610d left+$0.17/sh+$581
cycle +$1,561
[+$353…+$495] · 99% credit
66%
surv 52%
-$16,404 NOT
cap gain +$1,996
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202624d left+$0.17/sh+$586
cycle +$1,566
[+$190…+$424] · 89% credit
73%
surv 65%
-$13,744 NOT
cap gain +$4,656
Max even-money escape in the band~$1514 Aug 202624d left+$0.03/sh+$104
cycle +$1,084
[-$401…-$80] · 15% credit
79%
surv 75%
-$11,976 NOT
cap gain +$6,424
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-$0.17/sh-$599
cycle +$381
[-$1,358…-$846]
92%
surv 92%
-$5,929 NOT
cap gain +$12,471
budget: banked $980 debit $599 (61% used ≈ 0.4 wk of income) → whole cycle still +$381 cash · rolled 35 ct earn ≈ $340/mo while parked; 15 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,880/mo
vs 50% target ($2,875/mo)+105%
vs normal income ($5,750/mo)102% covered
Net income (after hedge)$5,247/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,339
… as % of IC ($21,650)52.4%
… as % of ML ($51,650)22.0%
Recovery months (at normal income)2.0 mo
Surgical close (35 ct)$-12,915
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 $0.28 collected) or spot ≥ $14.29 (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 $14.75 (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
$14-14.29
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
≥ $14.29
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.00 (≤1σ, normal week)$980$-16,985+$1,415+$910
+2.5%$14.35 (≤1σ, normal week)$-245$-16,635+$1,765-$315
+5%$14.70 (1.0σ)$-1,470$-16,285+$2,115-$1,540
SS (= V-bounce)$17.33 (4.4σ)$-10,675$-14,150+$4,250-$9,590
V-BOUNCE STRESS (stock → CC-SS $17.52, where you are whole again, by expiry)
Starting unrealized P&L: $-18,400
+ Fortress recovery (un-capped): +$16,243
− CC assignment net of premium (35 × $14): -$11,339
− Conservative CC assignment net of premium (15 × $17): -$749
Total Position P&L @ SS: $-14,245 (+$4,155 vs today)
Do-nothing baseline at SS: $-4,655 (this trade vs do-nothing: $-9,590, the opportunity cost of earning $5,880/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 (7 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 7 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: 0.900 (fallback)  |  Recovery@SS: +$16,243 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,655

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.505d24 Jul 2026$0.1144/50$2,904$2,22678%82%+$1,057-$12,80259.1%$-15,259 (vs do-nothing $-10,604)
$14.5012d31 Jul 2026$0.2645/50$2,925$2,24270%77%+$848-$12,41857.4%$-14,825 (vs do-nothing $-10,170)
$14.5019d7 Aug 2026$0.3750/50$2,921$2,21367%76%+$794-$13,24861.2%$-15,405 (vs do-nothing $-10,750)
$145d24 Jul 2026$0.2818/50$3,024$2,47656%70%+$643-$5,83126.9%$-9,587 (vs do-nothing $-4,932)
$1412d31 Jul 2026$0.4625/50$2,875$2,29255%69%+$600-$7,64935.3%$-11,055 (vs do-nothing $-6,400)
$1426d14 Aug 2026$0.6837/50$2,903$2,26055%69%+$477-$10,50648.5%$-13,313 (vs do-nothing $-8,658)
$1419d7 Aug 2026$0.5832/50$2,931$2,31355%69%+$585-$9,40743.4%$-12,463 (vs do-nothing $-7,808)

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  |  2026-07-19 21:24