FORTRESS FIGHT: ETHA @ $14.10

BE SS: $17.33  |  CC-SS: $17.96  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-20 22:52

ETHA @ $14.10   UNDERWATER $3.23 (18.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.96  |  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$5,455/mo95% ann ROI on ML
Hedge rolling cost$528/mo
Unrealized P&L$-19,925fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,727/mo
HEDGE COVER
$528/mo
NORMAL INCOME
$5,455/mo (ATM CC, chain)
IC VELOCITY
4.0 mo to earn back $21,650
ML VELOCITY
9.5 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.96 (probe: $18C 11d) brings only $136/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; the banked-floor (info) shows how far premium would ratchet the floor, but the recommended CC-SS stays the pure recovery strike.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 38 (live) · RSI 42 · MACD bullish, hist rising
DAILYMIXED (provisional) · RSI 54 · %B 78 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $19.04 (+35%) · daily UBB $14.88 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 34 contracts at $14.50 / 4d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($2,727/mo); it brings $2,805/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 24 × $14/4d for $5,580/mo, but breach risk rises to 55% (+28pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $16/11d (93% survival, $682/mo).
Downside anchor: the primary mortgages $11,400 (53% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 34 contracts realizes $-13,583 and cuts bleed by $359/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: THIS FRIDAY · 24 Jul 2026 (4d) · sell 34 × $14.50, 73% survival, $2,805/mo (E[net] $721/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 4d34 × $14.5073%$2,805$721
NEXT FRIDAY31 Jul 2026 · 11d36 × $14.5065%$2,749$660

📅 THIS FRIDAY · 24 Jul 2026 · 4d · E[net] $721/mo 🏆 GRAND PICK

🎯 Engine pick: sell 34 × $14.50 (primary), 73% survival, breach 27%, $2,805/mo.
⚖️ Worth a safer step: the $16 rung (🛡 safe yield) lifts survival to 93% (breach 27% → 7%) for $2,123/mo less (76% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $16 rung, unless you need the income to cover the hedge bleed, or you expect ETHA to stay flat-to-down near term.
ETHA  spot $14.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge18 × $1524 Jul4d6.4%90%21%+3pp$72$540-$2,265$5,261
Sell 18 × $15 6.4% OTM over spot $14.10 24 Jul 2026 (4d, $0.04 mid)
= $72 credit for the 4d cycle → $540/mo projected
Survival (stays ≤ $15)
90%
Breach risk
10%
POP (stays ≤ $15.04)
91%
EV / mo
+$261
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
48% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6/mo
median; plan ~$4/mo after 68% keep · $30 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.6-4.9], measured ONLY among the 48% 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)
11%
Flat exit net (mid-life)
-$328
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.31/sh now → $0.22 mid-life (likely $0.19–$0.36)≈ $0 at expiry  |  you banked $0.04/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 324 simulated challenges: the $15 strike is typically first touched on day 3 of 4, 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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1531 Jul 20269d left+$0.25/sh+$443
cycle +$515
[+$426…+$511] · 100% credit
66%
surv 52%
-$14,783 NOT
cap gain +$5,142
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202623d left+$0.15/sh+$268
cycle +$340
[+$174…+$337] · 94% credit
76%
surv 70%
-$10,395 NOT
cap gain +$9,530
Up-and-out for even (raise the cap, free)~$1531 Jul 20269d left+$0.07/sh+$124
cycle +$196
[+$47…+$179] · 85% credit
73%
surv 65%
-$13,074 NOT
cap gain +$6,851
Max even-money escape in the band~$1614 Aug 202623d left+$0.03/sh+$57
cycle +$129
[-$71…+$120] · 59% credit
82%
surv 78%
-$8,071 NOT
cap gain +$11,854
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$540/mo
vs 50% target ($2,727/mo)-80%
vs normal income ($5,455/mo)10% covered
Net income (after hedge)$186/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,261
… as % of IC ($21,650)24.3%
… as % of ML ($51,650)10.2%
Recovery months (at normal income)1.0 mo
Surgical close (18 ct)$-7,182
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 $14.88 (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 (1.3σ)$72$-15,226+$4,699+$36
+2.5%$15.37 (1.8σ)$-603$-14,000+$5,925-$639
+5%$15.75 (2.4σ)$-1,278$-12,773+$7,152-$1,314
SS (= V-bounce)$17.33 (4.7σ)$-4,122$-8,663+$11,262-$3,564
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (18 × $15): -$5,261
− Conservative CC assignment net of premium (32 × $17): -$3,017
Total Position P&L @ SS: $-8,619 (+$11,306 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-3,564, the opportunity cost of earning $540/mo FIGHT income now)
🛡 safe yield ← lean50 × $1631 Jul11d13.5%93%15%+1pp$250$682-$2,123$9,565
Sell 50 × $16 13.5% OTM over spot $14.10 31 Jul 2026 (11d, $0.06 mid)
= $250 credit for the 11d cycle → $682/mo projected
Survival (stays ≤ $16)
93%
Breach risk
7%
POP (stays ≤ $16.05)
93%
EV / mo
+$357
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
50% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-45/mo
median; plan ~$-30/mo after 68% keep · $-190 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.6], measured ONLY among the 50% 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)
8%
Flat exit net (mid-life)
-$1,900
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 75% POP
69% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.31–$0.54)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 239 simulated challenges: the $16 strike is typically first touched on day 8 of 11, 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.20/sh+$1,000
cycle +$1,250
[+$1,062…+$1,446] · 100% credit
67%
surv 52%
-$9,042 NOT
cap gain +$10,883
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202620d left+$0.15/sh+$769
cycle +$1,019
[+$761…+$1,272] · 100% credit
71%
surv 60%
-$7,245 NOT
cap gain +$12,680
Up-and-out for even (raise the cap, free)~$167 Aug 202612d left+$0.01/sh+$72
cycle +$322
[+$15…+$454] · 76% credit
72%
surv 62%
-$7,942 NOT
cap gain +$11,983
Max even-money escape in the band~$167 Aug 202612d left+$0.01/sh+$72
cycle +$322
[+$15…+$454] · 76% credit
72%
surv 62%
-$7,942 NOT
cap gain +$11,983
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 202620d left-$0.03/sh-$135
cycle +$115
[-$247…+$359] · 51% credit
75%
surv 69%
-$5,614 NOT
cap gain +$14,311
budget: banked $250 debit $135 (54% used ≈ 0.9 wk of income) → whole cycle still +$115 cash · rolled 50 ct earn ≈ $3,022/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$682/mo
vs 50% target ($2,727/mo)-75%
vs normal income ($5,455/mo)12% covered
Net income (after hedge)$153/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,565
… as % of IC ($21,650)44.2%
… as % of ML ($51,650)18.5%
Recovery months (at normal income)1.8 mo
Surgical close (50 ct)$-19,950
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $16.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.05
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.7σ)$250$-10,042+$9,883+$150
+2.5%$16.40 (2.0σ)$-1,750$-10,014+$9,911-$1,850
+5%$16.80 (2.4σ)$-3,750$-9,986+$9,939-$3,850
SS (= V-bounce)$17.33 (2.8σ)$-6,400$-9,949+$9,976-$4,850
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (50 × $16): -$9,565
Total Position P&L @ SS: $-9,905 (+$10,020 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-4,850, the opportunity cost of earning $682/mo FIGHT income now)
33% normal22 × $14.5024 Jul4d2.8%73%54%+9pp$242$1,815-$990$7,377
Sell 22 × $14.50 2.8% OTM over spot $14.10 24 Jul 2026 (4d, $0.12 mid)
= $242 credit for the 4d cycle → $1,815/mo projected
Survival (stays ≤ $14.50)
73%
Breach risk
27%
POP (stays ≤ $14.62)
79%
EV / mo
+$468
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
52% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~6.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$432/mo
median; plan ~$294/mo after 68% keep · $3,141 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.3 mo [1.8-5.7], 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)
39%
Flat exit net (mid-life)
-$214
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.29/sh now → $0.21 mid-life (likely $0.23–$0.39)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,169 simulated challenges: the $14 strike is typically first touched on day 2 of 4, 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 (22 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 20269d left+$0.23/sh+$505
cycle +$747
[+$447…+$550] · 100% credit
66%
surv 52%
-$17,094 NOT
cap gain +$2,831
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.12/sh+$268
cycle +$510
[+$89…+$263] · 88% credit
77%
surv 71%
-$12,768 NOT
cap gain +$7,157
Up-and-out for even (raise the cap, free)~$1531 Jul 20269d left+$0.06/sh+$122
cycle +$364
[-$14…+$115] · 71% credit
74%
surv 65%
-$15,449 NOT
cap gain +$4,476
Max even-money escape in the band~$1614 Aug 202623d left+$0.01/sh+$23
cycle +$265
[-$204…+$6] · 26% credit
83%
surv 79%
-$10,478 NOT
cap gain +$9,447
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 202623d left-$0.07/sh-$157
cycle +$85
[-$432…-$187] · 2% credit
87%
surv 86%
-$8,123 NOT
cap gain +$11,802
budget: banked $242 debit $157 (65% used ≈ 0.4 wk of income) → whole cycle still +$85 cash · rolled 22 ct earn ≈ $390/mo while parked; 28 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$1,815/mo
vs 50% target ($2,727/mo)-33%
vs normal income ($5,455/mo)33% covered
Net income (after hedge)$1,439/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,377
… as % of IC ($21,650)34.1%
… as % of ML ($51,650)14.3%
Recovery months (at normal income)1.4 mo
Surgical close (22 ct)$-8,789
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 $14.88 (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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$242$-17,599+$2,326+$198
+2.5%$14.86 (1.1σ)$-555$-16,559+$3,366-$599
+5%$15.23 (1.6σ)$-1,353$-15,518+$4,407-$1,397
SS (= V-bounce)$17.33 (4.7σ)$-5,984$-10,401+$9,524-$5,302
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (22 × $14.50): -$7,377
− Conservative CC assignment net of premium (28 × $17): -$2,640
Total Position P&L @ SS: $-10,357 (+$9,568 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-5,302, the opportunity cost of earning $1,815/mo FIGHT income now)
🎯 50% normal34 × $14.5024 Jul4d2.8%73%39%+10pp$374$2,805$11,400
Sell 34 × $14.50 2.8% OTM over spot $14.10 24 Jul 2026 (4d, $0.12 mid)
= $374 credit for the 4d cycle → $2,805/mo projected
Survival (stays ≤ $14.50)
73%
Breach risk
27%
POP (stays ≤ $14.62)
79%
EV / mo
+$723
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
54% whole by 9mo vs 43% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$810/mo
median; plan ~$551/mo after 68% keep · $5,665 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.4 mo [1.8-5.8], 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)
39%
Flat exit net (mid-life)
-$330
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 34 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.29/sh now → $0.21 mid-life (likely $0.24–$0.37)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,184 simulated challenges: the $14 strike is typically first touched on day 2 of 4, at $15 (overshoots $0.18). 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 (34 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 20269d left+$0.23/sh+$781
cycle +$1,155
[+$695…+$845] · 100% credit
66%
surv 52%
-$16,710 NOT
cap gain +$3,215
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202623d left+$0.12/sh+$414
cycle +$788
[+$171…+$407] · 90% credit
77%
surv 71%
-$12,514 NOT
cap gain +$7,411
Up-and-out for even (raise the cap, free)~$1531 Jul 20269d left+$0.06/sh+$188
cycle +$562
[-$2…+$178] · 74% credit
74%
surv 65%
-$15,275 NOT
cap gain +$4,650
Max even-money escape in the band~$1614 Aug 202623d left+$0.01/sh+$35
cycle +$409
[-$281…+$4] · 26% credit
83%
surv 79%
-$10,358 NOT
cap gain +$9,567
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 202623d left-$0.07/sh-$243
cycle +$131
[-$630…-$294] · 3% credit
87%
surv 86%
-$8,101 NOT
cap gain +$11,824
budget: banked $374 debit $243 (65% used ≈ 0.4 wk of income) → whole cycle still +$131 cash · rolled 34 ct earn ≈ $602/mo while parked; 16 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$2,805/mo
vs 50% target ($2,727/mo)+3%
vs normal income ($5,455/mo)51% covered
Net income (after hedge)$2,364/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,400
… as % of IC ($21,650)52.7%
… as % of ML ($51,650)22.1%
Recovery months (at normal income)2.1 mo
Surgical close (34 ct)$-13,583
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 $14.88 (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 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$374$-17,491+$2,434+$306
+2.5%$14.86 (1.1σ)$-858$-16,886+$3,039-$926
+5%$15.23 (1.6σ)$-2,091$-16,280+$3,645-$2,159
SS (= V-bounce)$17.33 (4.7σ)$-9,248$-13,293+$6,632-$8,194
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (34 × $14.50): -$11,400
− Conservative CC assignment net of premium (16 × $17): -$1,509
Total Position P&L @ SS: $-13,249 (+$6,676 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-8,194, the opportunity cost of earning $2,805/mo FIGHT income now)
100% normal24 × $1424 Jul4d-0.7%45%99+%·$744$5,580+$2,775$8,767
Sell 24 × $14 0.7% ITM over spot $14.10 24 Jul 2026 (4d, $0.32 mid)
= $744 credit for the 4d cycle → $5,580/mo projected
Survival (stays ≤ $14)
45%
Breach risk
55%
POP (stays ≤ $14.32)
64%
EV / mo
+$552
🛡 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)
+$282
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$16 @ 93% POP
93% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 24 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.27/sh now → $0.19 mid-life → ≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets +$0.12/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (24 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1431 Jul 20269d left+$0.21/sh+$514
cycle +$1,258
66%
surv 51%
-$18,615 NOT
cap gain +$1,310
Up-and-out for even (raise the cap, free)~$1431 Jul 20269d left+$0.01/sh+$28
cycle +$772
76%
surv 70%
-$17,073 NOT
cap gain +$2,852
Max even-money escape in the band~$157 Aug 202616d left+$0.00/sh+$1
cycle +$745
81%
surv 78%
-$14,565 NOT
cap gain +$5,360
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 202623d left-$0.13/sh-$306
cycle +$438
93%
surv 93%
-$7,267 NOT
cap gain +$12,658
budget: banked $744 debit $306 (41% used ≈ 0.2 wk of income) → whole cycle still +$438 cash · rolled 24 ct earn ≈ $203/mo while parked; 26 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$5,580/mo
vs 50% target ($2,727/mo)+105%
vs normal income ($5,455/mo)102% covered
Net income (after hedge)$5,193/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,767
… as % of IC ($21,650)40.5%
… as % of ML ($51,650)17.0%
Recovery months (at normal income)1.6 mo
Surgical close (24 ct)$-9,588
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $14.32 (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 $14.88 (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
$14-14.32
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
≥ $14.32
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)$744$-19,129+$796+$696
+2.5%$14.35 (≤1σ, normal week)$-96$-18,701+$1,223-$144
+5%$14.70 (≤1σ, normal week)$-936$-17,767+$2,158-$984
SS (= V-bounce)$17.33 (4.7σ)$-7,248$-11,603+$8,322-$6,504
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (24 × $14): -$8,767
− Conservative CC assignment net of premium (26 × $17): -$2,452
Total Position P&L @ SS: $-11,559 (+$8,366 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-6,504, the opportunity cost of earning $5,580/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.

📅 NEXT FRIDAY · 31 Jul 2026 · 11d · E[net] $660/mo

🎯 Engine pick: sell 36 × $14.50 (primary), 65% survival, breach 35%, $2,749/mo.
Stay at the pick. Stepping safer (the $15 rung (33% normal) lifts survival to 79% (breach 35% → 21%) for $908/mo less (33% income)) buys little extra safety; the income is doing real work covering the bleed.
ETHA  spot $14.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge39 × $1631 Jul11d13.5%93%15%+1pp$195$532-$2,217$7,461
Sell 39 × $16 13.5% OTM over spot $14.10 31 Jul 2026 (11d, $0.06 mid)
= $195 credit for the 11d cycle → $532/mo projected
Survival (stays ≤ $16)
93%
Breach risk
7%
POP (stays ≤ $16.05)
93%
EV / mo
+$278
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
47% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-83/mo
median; plan ~$-57/mo after 68% keep · $-428 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.8], measured ONLY among the 47% 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)
8%
Flat exit net (mid-life)
-$1,482
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 75% POP
69% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.33–$0.55)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 247 simulated challenges: the $16 strike is typically first touched on day 8 of 11, at $16 (overshoots $0.25). 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)~$167 Aug 202612d left+$0.20/sh+$780
cycle +$975
[+$793…+$1,087] · 100% credit
67%
surv 52%
-$9,295 NOT
cap gain +$10,630
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202620d left+$0.15/sh+$600
cycle +$795
[+$540…+$971] · 100% credit
71%
surv 60%
-$7,447 NOT
cap gain +$12,478
Up-and-out for even (raise the cap, free)~$167 Aug 202612d left+$0.01/sh+$56
cycle +$251
[-$27…+$307] · 70% credit
72%
surv 62%
-$7,991 NOT
cap gain +$11,934
Max even-money escape in the band~$167 Aug 202612d left+$0.01/sh+$56
cycle +$251
[-$27…+$307] · 70% credit
72%
surv 62%
-$7,991 NOT
cap gain +$11,934
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 202620d left-$0.03/sh-$105
cycle +$90
[-$260…+$209] · 44% credit
75%
surv 69%
-$5,617 NOT
cap gain +$14,308
budget: banked $195 debit $105 (54% used ≈ 0.9 wk of income) → whole cycle still +$90 cash · rolled 39 ct earn ≈ $2,358/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$532/mo
vs 50% target ($2,727/mo)-81%
vs normal income ($5,455/mo)10% covered
Net income (after hedge)$63/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,461
… as % of IC ($21,650)34.5%
… as % of ML ($51,650)14.4%
Recovery months (at normal income)1.4 mo
Surgical close (39 ct)$-15,561
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $16.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.05
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.7σ)$195$-10,075+$9,850+$117
+2.5%$16.40 (2.0σ)$-1,365$-9,607+$10,318-$1,443
+5%$16.80 (2.4σ)$-2,925$-9,139+$10,786-$3,003
SS (= V-bounce)$17.33 (2.8σ)$-4,992$-8,882+$11,043-$3,783
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (39 × $16): -$7,461
− Conservative CC assignment net of premium (11 × $17): -$1,037
Total Position P&L @ SS: $-8,838 (+$11,087 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-3,783, the opportunity cost of earning $532/mo FIGHT income now)
🛡 safe yield50 × $1631 Jul11d13.5%93%15%+1pp$250$682-$2,067$9,565
Sell 50 × $16 13.5% OTM over spot $14.10 31 Jul 2026 (11d, $0.06 mid)
= $250 credit for the 11d cycle → $682/mo projected
Survival (stays ≤ $16)
93%
Breach risk
7%
POP (stays ≤ $16.05)
93%
EV / mo
+$357
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
50% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-45/mo
median; plan ~$-30/mo after 68% keep · $-190 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.6], measured ONLY among the 50% 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)
8%
Flat exit net (mid-life)
-$1,900
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 75% POP
69% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.61/sh now → $0.43 mid-life (likely $0.31–$0.54)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 239 simulated challenges: the $16 strike is typically first touched on day 8 of 11, 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 (50 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.20/sh+$1,000
cycle +$1,250
[+$1,062…+$1,446] · 100% credit
67%
surv 52%
-$9,042 NOT
cap gain +$10,883
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202620d left+$0.15/sh+$769
cycle +$1,019
[+$761…+$1,272] · 100% credit
71%
surv 60%
-$7,245 NOT
cap gain +$12,680
Up-and-out for even (raise the cap, free)~$167 Aug 202612d left+$0.01/sh+$72
cycle +$322
[+$15…+$454] · 76% credit
72%
surv 62%
-$7,942 NOT
cap gain +$11,983
Max even-money escape in the band~$167 Aug 202612d left+$0.01/sh+$72
cycle +$322
[+$15…+$454] · 76% credit
72%
surv 62%
-$7,942 NOT
cap gain +$11,983
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 202620d left-$0.03/sh-$135
cycle +$115
[-$247…+$359] · 51% credit
75%
surv 69%
-$5,614 NOT
cap gain +$14,311
budget: banked $250 debit $135 (54% used ≈ 0.9 wk of income) → whole cycle still +$115 cash · rolled 50 ct earn ≈ $3,022/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$682/mo
vs 50% target ($2,727/mo)-75%
vs normal income ($5,455/mo)12% covered
Net income (after hedge)$153/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,565
… as % of IC ($21,650)44.2%
… as % of ML ($51,650)18.5%
Recovery months (at normal income)1.8 mo
Surgical close (50 ct)$-19,950
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $16.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.05
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.05
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.01 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.7σ)$250$-10,042+$9,883+$150
+2.5%$16.40 (2.0σ)$-1,750$-10,014+$9,911-$1,850
+5%$16.80 (2.4σ)$-3,750$-9,986+$9,939-$3,850
SS (= V-bounce)$17.33 (2.8σ)$-6,400$-9,949+$9,976-$4,850
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (50 × $16): -$9,565
Total Position P&L @ SS: $-9,905 (+$10,020 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-4,850, the opportunity cost of earning $682/mo FIGHT income now)
33% normal45 × $1531 Jul11d6.4%79%44%+6pp$675$1,841-$908$12,658
Sell 45 × $15 6.4% OTM over spot $14.10 31 Jul 2026 (11d, $0.15 mid)
= $675 credit for the 11d cycle → $1,841/mo projected
Survival (stays ≤ $15)
79%
Breach risk
21%
POP (stays ≤ $15.15)
82%
EV / mo
+$548
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
47% whole by 9mo vs 41% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$430/mo
median; plan ~$292/mo after 68% keep · $2,730 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.9-5.0], measured ONLY among the 47% 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)
35%
Flat exit net (mid-life)
-$1,021
Free roll-up
none
Safest escape (by 14 Aug 2026)
$16 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.53/sh now → $0.38 mid-life (likely $0.37–$0.57)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,062 simulated challenges: the $15 strike is typically first touched on day 6 of 11, 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 (45 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$157 Aug 202612d left+$0.18/sh+$790
cycle +$1,465
[+$676…+$936] · 100% credit
67%
surv 52%
-$13,887 NOT
cap gain +$6,038
Max even-money escape in the band~$1514 Aug 202620d left+$0.12/sh+$518
cycle +$1,193
[+$279…+$642] · 99% credit
71%
surv 61%
-$12,131 NOT
cap gain +$7,794
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 202620d left-$0.06/sh-$251
cycle +$424
[-$614…-$175] · 15% credit
77%
surv 71%
-$10,365 NOT
cap gain +$9,560
budget: banked $675 debit $251 (37% used ≈ 0.6 wk of income) → whole cycle still +$424 cash · rolled 45 ct earn ≈ $2,167/mo while parked; 5 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$1,841/mo
vs 50% target ($2,727/mo)-33%
vs normal income ($5,455/mo)34% covered
Net income (after hedge)$1,340/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,658
… as % of IC ($21,650)58.5%
… as % of ML ($51,650)24.5%
Recovery months (at normal income)2.3 mo
Surgical close (45 ct)$-17,955
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $15.15 (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 $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.15
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
≥ $15.15
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 (≤1σ, normal week)$675$-14,677+$5,248+$585
+2.5%$15.37 (1.1σ)$-1,012$-14,463+$5,462-$1,102
+5%$15.75 (1.4σ)$-2,700$-14,249+$5,676-$2,790
SS (= V-bounce)$17.33 (2.8σ)$-9,810$-13,514+$6,411-$8,415
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (45 × $15): -$12,658
− Conservative CC assignment net of premium (5 × $17): -$471
Total Position P&L @ SS: $-13,470 (+$6,455 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-8,415, the opportunity cost of earning $1,841/mo FIGHT income now)
🎯 50% normal36 × $14.5031 Jul11d2.8%65%61%+7pp$1,008$2,749$11,459
Sell 36 × $14.50 2.8% OTM over spot $14.10 31 Jul 2026 (11d, $0.29 mid)
= $1,008 credit for the 11d cycle → $2,749/mo projected
Survival (stays ≤ $14.50)
65%
Breach risk
35%
POP (stays ≤ $14.79)
74%
EV / mo
+$537
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
51% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$567/mo
median; plan ~$385/mo after 68% keep · $3,614 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.9-5.3], measured ONLY among the 51% 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)
61%
Flat exit net (mid-life)
-$258
Free roll-up
none
Safest escape (by 14 Aug 2026)
$16 @ 89% POP
87% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 36 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.50/sh now → $0.35 mid-life (likely $0.44–$0.59)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,816 simulated challenges: the $14 strike is typically first touched on day 4 of 11, 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 (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$147 Aug 202612d left+$0.16/sh+$590
cycle +$1,598
[+$457…+$569] · 100% credit
67%
surv 52%
-$16,271 NOT
cap gain +$3,654
Max even-money escape in the band~$1514 Aug 202620d left+$0.10/sh+$349
cycle +$1,357
[+$97…+$265] · 92% credit
71%
surv 62%
-$14,484 NOT
cap gain +$5,441
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 202620d left-$0.25/sh-$886
cycle +$122
[-$1,466…-$1,118]
89%
surv 87%
-$8,114 NOT
cap gain +$11,811
budget: banked $1,008 debit $886 (88% used ≈ 1.4 wk of income) → whole cycle still +$122 cash · rolled 36 ct earn ≈ $569/mo while parked; 14 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$2,749/mo
vs 50% target ($2,727/mo)+1%
vs normal income ($5,455/mo)50% covered
Net income (after hedge)$2,297/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,459
… as % of IC ($21,650)52.9%
… as % of ML ($51,650)22.2%
Recovery months (at normal income)2.1 mo
Surgical close (36 ct)$-14,382
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 ≥ $14.79 (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 $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $14.36Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.79
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
≥ $14.79
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)$1,008$-16,861+$3,064+$936
+2.5%$14.86 (≤1σ, normal week)$-297$-16,328+$3,597-$369
+5%$15.23 (≤1σ, normal week)$-1,602$-15,795+$4,130-$1,674
SS (= V-bounce)$17.33 (2.8σ)$-9,180$-13,163+$6,762-$8,064
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (36 × $14.50): -$11,459
− Conservative CC assignment net of premium (14 × $17): -$1,320
Total Position P&L @ SS: $-13,119 (+$6,806 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-8,064, the opportunity cost of earning $2,749/mo FIGHT income now)
100% normal41 × $1431 Jul11d-0.7%48%99+%·$2,050$5,591+$2,842$14,198
Sell 41 × $14 0.7% ITM over spot $14.10 31 Jul 2026 (11d, $0.51 mid)
= $2,050 credit for the 11d cycle → $5,591/mo projected
Survival (stays ≤ $14)
48%
Breach risk
52%
POP (stays ≤ $14.51)
65%
EV / mo
+$613
🛡 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)
+$709
Free roll-up
none
Safest escape (by 14 Aug 2026)
$16 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.46/sh now → $0.33 mid-life → ≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets +$0.17/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$147 Aug 202612d left+$0.15/sh+$626
cycle +$2,676
67%
surv 52%
-$17,231 NOT
cap gain +$2,694
Max even-money escape in the band~$1414 Aug 202620d left+$0.05/sh+$185
cycle +$2,235
73%
surv 65%
-$15,644 NOT
cap gain +$4,281
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 202620d left-$0.25/sh-$1,037
cycle +$1,013
91%
surv 90%
-$9,261 NOT
cap gain +$10,664
budget: banked $2,050 debit $1,037 (51% used ≈ 0.8 wk of income) → whole cycle still +$1,013 cash · rolled 41 ct earn ≈ $456/mo while parked; 9 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$5,591/mo
vs 50% target ($2,727/mo)+105%
vs normal income ($5,455/mo)102% covered
Net income (after hedge)$5,112/mo
Downside budget
⚠ $14 is $4 below CC-SS $17.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,198
… as % of IC ($21,650)65.6%
… as % of ML ($51,650)27.5%
Recovery months (at normal income)2.6 mo
Surgical close (41 ct)$-16,379
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $14.51 (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 $14.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $13.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$14-14.51
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
≥ $14.51
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)$2,050$-17,857+$2,068+$1,968
+2.5%$14.35 (≤1σ, normal week)$615$-18,024+$1,900+$533
+5%$14.70 (≤1σ, normal week)$-820$-17,685+$2,240-$902
SS (= V-bounce)$17.33 (2.8σ)$-11,603$-15,431+$4,494-$10,332
V-BOUNCE STRESS (stock → CC-SS $17.96, where you are whole again, by expiry)
Starting unrealized P&L: $-19,925
+ Fortress recovery (un-capped): +$19,585
− CC assignment net of premium (41 × $14): -$14,198
− Conservative CC assignment net of premium (9 × $17): -$849
Total Position P&L @ SS: $-15,387 (+$4,538 vs today)
Do-nothing baseline at SS: $-5,055 (this trade vs do-nothing: $-10,332, the opportunity cost of earning $5,591/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: +$19,585 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,055

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14.504d24 Jul 2026$0.1134/50$2,805$2,36473%79%+$723-$11,40052.7%$-13,249 (vs do-nothing $-8,194)
$14.5011d31 Jul 2026$0.2836/50$2,749$2,29765%74%+$537-$11,45952.9%$-13,119 (vs do-nothing $-8,064)
$14.5018d7 Aug 2026$0.4041/50$2,733$2,25463%72%+$490-$12,55858.0%$-13,747 (vs do-nothing $-8,692)
$14.5025d14 Aug 2026$0.4947/50$2,764$2,25261%73%+$427-$13,97364.5%$-14,596 (vs do-nothing $-9,541)
$1425d14 Aug 2026$0.7332/50$2,803$2,37350%67%+$369-$10,34547.8%$-12,383 (vs do-nothing $-7,328)
$1418d7 Aug 2026$0.6326/50$2,730$2,33249%66%+$315-$8,66640.0%$-11,269 (vs do-nothing $-6,214)
$1411d31 Jul 2026$0.5021/50$2,864$2,49348%65%+$314-$7,27233.6%$-10,347 (vs do-nothing $-5,292)
$144d24 Jul 2026$0.3112/50$2,790$2,46945%64%+$276-$4,38420.2%$-8,307 (vs do-nothing $-3,252)

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 v6.2  |  2026-07-20 22:52