FORTRESS FIGHT: ETHA @ $14.29

BE SS: $17.33  |  CC-SS: $17.95  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 03:37

ETHA @ $14.29   UNDERWATER $3.04 (17.5% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $17.33  |  CC-SS: $17.95  |  IV: HIGH  |  Accounts: Main:1299

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

Economics

Max Loss$51,650(ND $4.33 + SW $6) x 5000
Normal income ref$4,676/mo95% ann ROI on ML
Hedge rolling cost$483/mo
Unrealized P&L$-18,925fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,338/mo
HEDGE COVER
$483/mo
NORMAL INCOME
$4,676/mo (ATM CC, chain)
IC VELOCITY
4.6 mo to earn back $21,650
ML VELOCITY
11.0 mo to earn back $51,650
Deep drawdown confirmed: a CC at CC-SS $17.95 (probe: $17C 17d) brings only $529/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 40 (live) · RSI 43 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 55 · %B 82 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $19.04 (+33%) · daily UBB $14.96 · 1-wk expected move ±$1 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 30 contracts at $15 / 3d. This is the safest strike (survival 85%, breach 15%) that still earns 50% of normal income ($2,338/mo); it brings $2,400/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 23 × $14.50/3d for $4,830/mo, but breach risk rises to 37% (+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 49 × $16/3d (98% survival, $490/mo).
Downside anchor: the primary mortgages $8,606 (40% of IC) ONLY on a full V-bounce all the way to SS $17, recoverable in 1.8 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 30 contracts realizes $-11,370 and cuts bleed by $290/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 (3d) · sell 30 × $15, 85% survival, $2,400/mo (E[net] $1,070/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 · 3d30 × $1585%$2,400$1,070
NEXT FRIDAY31 Jul 2026 · 10d36 × $1573%$2,376$513

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $1,070/mo 🏆 GRAND PICK

🎯 Engine pick: sell 30 × $15 (primary), 85% survival, breach 15%, $2,400/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $16 rung (🛡 safe yield) lifts survival to 90% (breach 15% → 10%) for $1,350/mo less (56% income) buys safety you do not really need here.
ETHA  spot $14.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge49 × $1624 Jul3d12.0%98%5%+2pp$49$490-$1,910$9,500
Sell 49 × $16 12.0% OTM over spot $14.29 24 Jul 2026 (3d, $0.02 mid)
= $49 credit for the 3d cycle → $490/mo projected
Survival (stays ≤ $16)
98%
Breach risk
2%
POP (stays ≤ $16.02)
98%
EV / mo
+$349
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
55% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-76/mo
median; plan ~$-52/mo after 68% keep · $-404 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.8-3.3], measured ONLY among the 55% 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)
1%
Flat exit net (mid-life)
-$1,404
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$18 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 49 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.42/sh now → $0.30 mid-life → ≈ $0 at expiry  |  you banked $0.01/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (49 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1631 Jul 20268d left+$0.15/sh+$756
cycle +$805
65%
surv 52%
-$9,381 NOT
cap gain +$9,544
Up-and-out for even (raise the cap, free)~$1631 Jul 20268d left+$0.17/sh+$827
cycle +$876
71%
surv 58%
-$8,237 NOT
cap gain +$10,688
Max even-money escape in the band~$1814 Aug 202622d left+$0.02/sh+$89
cycle +$138
82%
surv 79%
-$1,331 NOT
cap gain +$17,594
reaches SS ✓
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$490/mo
vs 50% target ($2,338/mo)-79%
vs normal income ($4,676/mo)10% covered
Net income (after hedge)$10/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,500
… as % of IC ($21,650)43.9%
… as % of ML ($51,650)18.4%
Recovery months (at normal income)2.0 mo
Surgical close (49 ct)$-18,595
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.00/sh (~25% of the $0.01 collected) or spot ≥ $16.02 (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 $14.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $15.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.02
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
≥ $16.02
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (2.6σ)$49$-10,137+$8,788+$0
+2.5%$16.40 (3.3σ)$-1,911$-10,053+$8,872-$1,960
+5%$16.80 (3.9σ)$-3,871$-9,969+$8,956-$3,920
SS (= V-bounce)$17.33 (4.7σ)$-6,468$-9,858+$9,067-$6,517
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (49 × $16): -$9,500
− Conservative CC assignment net of premium (1 × $17.50): -$44
Total Position P&L @ SS: $-9,773 (+$9,152 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-7,350, the opportunity cost of earning $490/mo FIGHT income now)
🛡 safe yield50 × $1631 Jul10d12.0%90%20%+5pp$350$1,050-$1,350$9,394
Sell 50 × $16 12.0% OTM over spot $14.29 31 Jul 2026 (10d, $0.08 mid)
= $350 credit for the 10d cycle → $1,050/mo projected
Survival (stays ≤ $16)
90%
Breach risk
10%
POP (stays ≤ $16.08)
91%
EV / mo
+$515
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
53% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$211/mo
median; plan ~$144/mo after 68% keep · $998 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.3-4.8], measured ONLY among the 53% 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)
-$1,924
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 74% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.37–$0.62)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $16 strike is typically first touched on day 7 of 10, at $16 (overshoots $0.27). 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 202612d left+$0.11/sh+$552
cycle +$902
[+$464…+$905] · 99% credit
70%
surv 57%
-$8,212 NOT
cap gain +$10,713
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.11/sh+$526
cycle +$876
[+$388…+$932] · 97% credit
65%
surv 52%
-$9,311 NOT
cap gain +$9,614
Max even-money escape in the band~$1714 Aug 202619d left+$0.06/sh+$315
cycle +$665
[+$72…+$719] · 83% credit
74%
surv 66%
-$5,894 NOT
cap gain +$13,031
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,050/mo
vs 50% target ($2,338/mo)-55%
vs normal income ($4,676/mo)22% covered
Net income (after hedge)$567/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,394
… as % of IC ($21,650)43.4%
… as % of ML ($51,650)18.2%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-18,975
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 $0.07 collected) or spot ≥ $16.08 (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 $14.96 (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
$16-16.08
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
≥ $16.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.4σ)$350$-9,837+$9,088+$300
+2.5%$16.40 (1.8σ)$-1,650$-9,793+$9,132-$1,700
+5%$16.80 (2.1σ)$-3,650$-9,749+$9,176-$3,700
SS (= V-bounce)$17.33 (2.6σ)$-6,300$-9,691+$9,234-$6,350
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (50 × $16): -$9,394
Total Position P&L @ SS: $-9,623 (+$9,302 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-7,200, the opportunity cost of earning $1,050/mo FIGHT income now)
33% normal20 × $1524 Jul3d5.0%85%30%+7pp$160$1,600-$800$5,738
Sell 20 × $15 5.0% OTM over spot $14.29 24 Jul 2026 (3d, $0.08 mid)
= $160 credit for the 3d cycle → $1,600/mo projected
Survival (stays ≤ $15)
85%
Breach risk
15%
POP (stays ≤ $15.09)
88%
EV / mo
+$932
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
57% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$559/mo
median; plan ~$380/mo after 68% keep · $3,346 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.5-5.1], measured ONLY among the 57% 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)
17%
Flat exit net (mid-life)
-$362
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.37/sh now → $0.26 mid-life (likely $0.26–$0.45)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 520 simulated challenges: the $15 strike is typically first touched on day 2 of 3, 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 (20 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 20268d left+$0.14/sh+$273
cycle +$433
[+$156…+$319] · 92% credit
71%
surv 59%
-$13,760 NOT
cap gain +$5,165
Roll out (same strike, buy time)~$1531 Jul 20268d left+$0.14/sh+$271
cycle +$431
[+$132…+$320] · 90% credit
65%
surv 52%
-$14,836 NOT
cap gain +$4,089
Max even-money escape in the band~$1614 Aug 202622d left+$0.07/sh+$136
cycle +$296
[-$71…+$175] · 65% credit
79%
surv 75%
-$8,788 NOT
cap gain +$10,137
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 202622d left-$0.03/sh-$54
cycle +$106
[-$295…-$25] · 19% credit
84%
surv 82%
-$6,422 NOT
cap gain +$12,503
budget: banked $160 debit $54 (34% used ≈ 0.1 wk of income) → whole cycle still +$106 cash · rolled 20 ct earn ≈ $638/mo while parked; 30 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$1,600/mo
vs 50% target ($2,338/mo)-32%
vs normal income ($4,676/mo)34% covered
Net income (after hedge)$1,207/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,738
… as % of IC ($21,650)26.5%
… as % of ML ($51,650)11.1%
Recovery months (at normal income)1.2 mo
Surgical close (20 ct)$-7,580
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 ≥ $15.09 (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 $14.96 (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
$15-15.09
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
≥ $15.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.1σ)$160$-15,107+$3,818+$140
+2.5%$15.37 (1.7σ)$-590$-13,941+$4,984-$610
+5%$15.75 (2.2σ)$-1,340$-12,774+$6,151-$1,360
SS (= V-bounce)$17.33 (4.7σ)$-4,500$-7,861+$11,064-$4,520
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (20 × $15): -$5,738
− Conservative CC assignment net of premium (30 × $17.50): -$1,316
Total Position P&L @ SS: $-7,283 (+$11,642 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-4,860, the opportunity cost of earning $1,600/mo FIGHT income now)
🎯 50% normal30 × $1524 Jul3d5.0%85%17%+9pp$240$2,400$8,606
Sell 30 × $15 5.0% OTM over spot $14.29 24 Jul 2026 (3d, $0.08 mid)
= $240 credit for the 3d cycle → $2,400/mo projected
Survival (stays ≤ $15)
85%
Breach risk
15%
POP (stays ≤ $15.09)
88%
EV / mo
+$1,399
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
61% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$993/mo
median; plan ~$675/mo after 68% keep · $5,207 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-4.0], measured ONLY among the 61% 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)
17%
Flat exit net (mid-life)
-$543
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 30 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.37/sh now → $0.26 mid-life (likely $0.25–$0.49)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 510 simulated challenges: the $15 strike is typically first touched on day 2 of 3, at $15 (overshoots $0.22). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (30 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 20268d left+$0.14/sh+$410
cycle +$650
[+$193…+$488] · 87% credit
71%
surv 59%
-$13,554 NOT
cap gain +$5,371
Roll out (same strike, buy time)~$1531 Jul 20268d left+$0.14/sh+$406
cycle +$646
[+$151…+$489] · 85% credit
65%
surv 52%
-$14,631 NOT
cap gain +$4,294
Max even-money escape in the band~$1614 Aug 202622d left+$0.07/sh+$204
cycle +$444
[-$170…+$277] · 63% credit
79%
surv 75%
-$8,650 NOT
cap gain +$10,275
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 202622d left-$0.03/sh-$80
cycle +$160
[-$516…-$16] · 22% credit
84%
surv 82%
-$6,379 NOT
cap gain +$12,546
budget: banked $240 debit $80 (34% used ≈ 0.1 wk of income) → whole cycle still +$160 cash · rolled 30 ct earn ≈ $958/mo while parked; 20 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$2,400/mo
vs 50% target ($2,338/mo)+3%
vs normal income ($4,676/mo)51% covered
Net income (after hedge)$1,977/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,606
… as % of IC ($21,650)39.8%
… as % of ML ($51,650)16.7%
Recovery months (at normal income)1.8 mo
Surgical close (30 ct)$-11,370
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 ≥ $15.09 (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 $14.96 (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
$15-15.09
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
≥ $15.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (1.1σ)$240$-15,037+$3,888+$210
+2.5%$15.37 (1.7σ)$-885$-14,246+$4,679-$915
+5%$15.75 (2.2σ)$-2,010$-13,454+$5,471-$2,040
SS (= V-bounce)$17.33 (4.7σ)$-6,750$-10,121+$8,804-$6,780
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (30 × $15): -$8,606
− Conservative CC assignment net of premium (20 × $17.50): -$878
Total Position P&L @ SS: $-9,713 (+$9,212 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-7,290, the opportunity cost of earning $2,400/mo FIGHT income now)
100% normal23 × $14.5024 Jul3d1.5%63%75%+13pp$483$4,830+$2,430$7,449
Sell 23 × $14.50 1.5% OTM over spot $14.29 24 Jul 2026 (3d, $0.21 mid)
= $483 credit for the 3d cycle → $4,830/mo projected
Survival (stays ≤ $14.50)
63%
Breach risk
37%
POP (stays ≤ $14.71)
75%
EV / mo
+$1,733
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
60% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~10.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,271/mo
median; plan ~$864/mo after 68% keep · $7,550 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.5-4.4], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
52%
Flat exit net (mid-life)
-$78
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 93% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.34/sh now → $0.24 mid-life (likely $0.31–$0.54)≈ $0 at expiry  |  you banked $0.21/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,553 simulated challenges: the $14 strike is typically first touched on day 2 of 3, at $15 (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 (23 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202622d left+$0.19/sh+$446
cycle +$929
[+$120…+$374] · 86% credit
75%
surv 67%
-$13,268 NOT
cap gain +$5,657
Up-and-out for even (raise the cap, free)~$1531 Jul 20268d left+$0.12/sh+$280
cycle +$763
[+$35…+$223] · 80% credit
71%
surv 59%
-$15,989 NOT
cap gain +$2,936
Roll out (same strike, buy time)~$1431 Jul 20268d left+$0.13/sh+$291
cycle +$774
[+$4…+$227] · 76% credit
65%
surv 51%
-$17,051 NOT
cap gain +$1,874
Max even-money escape in the band~$1614 Aug 202622d left+$0.04/sh+$101
cycle +$584
[-$310…+$11] · 28% credit
80%
surv 76%
-$11,058 NOT
cap gain +$7,867
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 202622d left-$0.16/sh-$357
cycle +$126
[-$920…-$479]
93%
surv 92%
-$3,851 NOT
cap gain +$15,074
budget: banked $483 debit $357 (74% used ≈ 0.3 wk of income) → whole cycle still +$126 cash · rolled 23 ct earn ≈ $278/mo while parked; 27 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,830/mo
vs 50% target ($2,338/mo)+107%
vs normal income ($4,676/mo)103% covered
Net income (after hedge)$4,428/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,449
… as % of IC ($21,650)34.4%
… as % of ML ($51,650)14.4%
Recovery months (at normal income)1.6 mo
Surgical close (23 ct)$-8,717
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.21 collected) or spot ≥ $14.71 (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 $14.96 (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
$14-14.71
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
≥ $14.71
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$483$-17,342+$1,583+$460
+2.5%$14.86 (≤1σ, normal week)$-351$-16,323+$2,602-$374
+5%$15.23 (1.4σ)$-1,185$-15,305+$3,620-$1,208
SS (= V-bounce)$17.33 (4.7σ)$-6,026$-9,390+$9,535-$6,049
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (23 × $14.50): -$7,449
− Conservative CC assignment net of premium (27 × $17.50): -$1,185
Total Position P&L @ SS: $-8,863 (+$10,062 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-6,440, the opportunity cost of earning $4,830/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 · 10d · E[net] $513/mo

🎯 Engine pick: sell 36 × $15 (primary), 73% survival, breach 27%, $2,376/mo.
⚖️ Worth a safer step: the $15.50 rung (33% normal) lifts survival to 84% (breach 27% → 16%) for $816/mo less (34% 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 $14.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge33 × $16.5031 Jul10d15.5%94%12%+2pp$165$495-$1,881$4,616
Sell 33 × $16.50 15.5% OTM over spot $14.29 31 Jul 2026 (10d, $0.06 mid)
= $165 credit for the 10d cycle → $495/mo projected
Survival (stays ≤ $16.50)
94%
Breach risk
6%
POP (stays ≤ $16.55)
95%
EV / mo
+$321
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
56% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-51/mo
median; plan ~$-35/mo after 68% keep · $-215 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.1-4.4], measured ONLY among the 56% 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)
5%
Flat exit net (mid-life)
-$1,431
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 33 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.68/sh now → $0.48 mid-life (likely $0.32–$0.61)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$0.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 151 simulated challenges: the $16 strike is typically first touched on day 8 of 10, at $17 (overshoots $0.26). 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 (33 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+$0.11/sh+$371
cycle +$536
[+$412…+$815] · 100% credit
65%
surv 52%
-$7,079 NOT
cap gain +$11,846
Up-and-out for even (raise the cap, free)~$177 Aug 202612d left+$0.12/sh+$409
cycle +$574
[+$453…+$798] · 100% credit
70%
surv 57%
-$5,968 NOT
cap gain +$12,957
Max even-money escape in the band~$1714 Aug 202619d left+$0.08/sh+$273
cycle +$438
[+$272…+$725] · 95% credit
74%
surv 65%
-$3,549 NOT
cap gain +$15,376
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$495/mo
vs 50% target ($2,338/mo)-79%
vs normal income ($4,676/mo)11% covered
Net income (after hedge)$63/mo
Downside budget
⚠ $16.50 is $1 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,616
… as % of IC ($21,650)21.3%
… as % of ML ($51,650)8.9%
Recovery months (at normal income)1.0 mo
Surgical close (33 ct)$-12,507
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 ≥ $16.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $16)); NOT the premium you collected. Momentum override: two daily closes above $14.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $16.34Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$16-16.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $16.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.50 (1.9σ)$165$-7,450+$11,475+$132
+2.5%$16.91 (2.2σ)$-1,196$-6,703+$12,222-$1,229
+5%$17.32 (2.6σ)$-2,557$-5,957+$12,968-$2,590
SS (= V-bounce)$17.33 (2.6σ)$-2,574$-5,948+$12,977-$2,607
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (33 × $16.50): -$4,616
− Conservative CC assignment net of premium (17 × $17.50): -$746
Total Position P&L @ SS: $-5,591 (+$13,334 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-3,168, the opportunity cost of earning $495/mo FIGHT income now)
🛡 safe yield50 × $1631 Jul10d12.0%90%20%+5pp$350$1,050-$1,326$9,394
Sell 50 × $16 12.0% OTM over spot $14.29 31 Jul 2026 (10d, $0.08 mid)
= $350 credit for the 10d cycle → $1,050/mo projected
Survival (stays ≤ $16)
90%
Breach risk
10%
POP (stays ≤ $16.08)
91%
EV / mo
+$515
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
53% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$211/mo
median; plan ~$144/mo after 68% keep · $998 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.3-4.8], measured ONLY among the 53% 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)
-$1,924
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 74% POP
66% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.64/sh now → $0.45 mid-life (likely $0.37–$0.62)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 326 simulated challenges: the $16 strike is typically first touched on day 7 of 10, at $16 (overshoots $0.27). 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 202612d left+$0.11/sh+$552
cycle +$902
[+$464…+$905] · 99% credit
70%
surv 57%
-$8,212 NOT
cap gain +$10,713
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.11/sh+$526
cycle +$876
[+$388…+$932] · 97% credit
65%
surv 52%
-$9,311 NOT
cap gain +$9,614
Max even-money escape in the band~$1714 Aug 202619d left+$0.06/sh+$315
cycle +$665
[+$72…+$719] · 83% credit
74%
surv 66%
-$5,894 NOT
cap gain +$13,031
SS $17 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,050/mo
vs 50% target ($2,338/mo)-55%
vs normal income ($4,676/mo)22% covered
Net income (after hedge)$567/mo
Downside budget
⚠ $16 is $2 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,394
… as % of IC ($21,650)43.4%
… as % of ML ($51,650)18.2%
Recovery months (at normal income)2.0 mo
Surgical close (50 ct)$-18,975
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 $0.07 collected) or spot ≥ $16.08 (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 $14.96 (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
$16-16.08
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
≥ $16.08
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$16.00 (1.4σ)$350$-9,837+$9,088+$300
+2.5%$16.40 (1.8σ)$-1,650$-9,793+$9,132-$1,700
+5%$16.80 (2.1σ)$-3,650$-9,749+$9,176-$3,700
SS (= V-bounce)$17.33 (2.6σ)$-6,300$-9,691+$9,234-$6,350
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (50 × $16): -$9,394
Total Position P&L @ SS: $-9,623 (+$9,302 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-7,200, the opportunity cost of earning $1,050/mo FIGHT income now)
33% normal ← lean40 × $15.5031 Jul10d8.5%84%33%+8pp$520$1,560-$816$9,275
Sell 40 × $15.50 8.5% OTM over spot $14.29 31 Jul 2026 (10d, $0.14 mid)
= $520 credit for the 10d cycle → $1,560/mo projected
Survival (stays ≤ $15.50)
84%
Breach risk
16%
POP (stays ≤ $15.63)
86%
EV / mo
+$681
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
52% whole by 9mo vs 44% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$425/mo
median; plan ~$289/mo after 68% keep · $2,455 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-4.1], 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)
24%
Flat exit net (mid-life)
-$1,187
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 79% POP
75% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.60/sh now → $0.43 mid-life (likely $0.41–$0.64)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 707 simulated challenges: the $16 strike is typically first touched on day 6 of 10, 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 (40 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1614 Aug 202619d left+$0.21/sh+$821
cycle +$1,341
[+$608…+$1,011] · 100% credit
69%
surv 57%
-$10,318 NOT
cap gain +$8,607
Up-and-out for even (raise the cap, free)~$167 Aug 202612d left+$0.10/sh+$389
cycle +$909
[+$245…+$527] · 98% credit
70%
surv 57%
-$10,750 NOT
cap gain +$8,175
Roll out (same strike, buy time)~$167 Aug 202612d left+$0.10/sh+$394
cycle +$914
[+$189…+$550] · 94% credit
65%
surv 52%
-$11,818 NOT
cap gain +$7,107
Max even-money escape in the band~$1614 Aug 202619d left+$0.04/sh+$176
cycle +$696
[-$105…+$309] · 59% credit
74%
surv 66%
-$8,407 NOT
cap gain +$10,518
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 202619d left-$0.11/sh-$443
cycle +$77
[-$840…-$346] · 9% credit
79%
surv 75%
-$6,472 NOT
cap gain +$12,453
budget: banked $520 debit $443 (85% used ≈ 1.2 wk of income) → whole cycle still +$77 cash · rolled 40 ct earn ≈ $1,996/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$1,560/mo
vs 50% target ($2,338/mo)-33%
vs normal income ($4,676/mo)33% covered
Net income (after hedge)$1,107/mo
Downside budget
⚠ $15.50 is $2 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,275
… as % of IC ($21,650)42.8%
… as % of ML ($51,650)18.0%
Recovery months (at normal income)2.0 mo
Surgical close (40 ct)$-15,160
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 $0.13 collected) or spot ≥ $15.63 (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 $14.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $15.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$15-15.63
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
≥ $15.63
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.50 (1.0σ)$520$-12,212+$6,713+$480
+2.5%$15.89 (1.3σ)$-1,030$-11,782+$7,143-$1,070
+5%$16.28 (1.7σ)$-2,580$-11,352+$7,573-$2,620
SS (= V-bounce)$17.33 (2.6σ)$-6,800$-10,181+$8,744-$6,840
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (40 × $15.50): -$9,275
− Conservative CC assignment net of premium (10 × $17.50): -$439
Total Position P&L @ SS: $-9,943 (+$8,982 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-7,520, the opportunity cost of earning $1,560/mo FIGHT income now)
🎯 50% normal36 × $1531 Jul10d5.0%73%43%+5pp$792$2,376$9,824
Sell 36 × $15 5.0% OTM over spot $14.29 31 Jul 2026 (10d, $0.23 mid)
= $792 credit for the 10d cycle → $2,376/mo projected
Survival (stays ≤ $15)
73%
Breach risk
27%
POP (stays ≤ $15.23)
79%
EV / mo
+$732
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
56% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$629/mo
median; plan ~$427/mo after 68% keep · $3,555 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.4-4.2], measured ONLY among the 56% 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)
43%
Flat exit net (mid-life)
-$646
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 85% POP
83% 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 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.56/sh now → $0.40 mid-life (likely $0.44–$0.64)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,295 simulated challenges: the $15 strike is typically first touched on day 5 of 10, at $15 (overshoots $0.22). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (36 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202619d left+$0.19/sh+$672
cycle +$1,464
[+$421…+$732] · 100% credit
69%
surv 57%
-$12,746 NOT
cap gain +$6,179
Up-and-out for even (raise the cap, free)~$157 Aug 202612d left+$0.08/sh+$304
cycle +$1,096
[+$136…+$347] · 97% credit
70%
surv 58%
-$13,114 NOT
cap gain +$5,811
Roll out (same strike, buy time)~$157 Aug 202612d left+$0.09/sh+$330
cycle +$1,122
[+$100…+$377] · 91% credit
65%
surv 52%
-$14,161 NOT
cap gain +$4,764
Max even-money escape in the band~$1614 Aug 202619d left+$0.03/sh+$94
cycle +$886
[-$220…+$95] · 35% credit
75%
surv 67%
-$10,768 NOT
cap gain +$8,157
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 202619d left-$0.21/sh-$760
cycle +$32
[-$1,276…-$829]
85%
surv 83%
-$6,512 NOT
cap gain +$12,413
budget: banked $792 debit $760 (96% used ≈ 1.4 wk of income) → whole cycle still +$32 cash · rolled 36 ct earn ≈ $1,072/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$2,376/mo
vs 50% target ($2,338/mo)+2%
vs normal income ($4,676/mo)51% covered
Net income (after hedge)$1,935/mo
Downside budget
⚠ $15 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,824
… as % of IC ($21,650)45.4%
… as % of ML ($51,650)19.0%
Recovery months (at normal income)2.1 mo
Surgical close (36 ct)$-13,662
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $15.23 (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 $14.96 (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
$15-15.23
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
≥ $15.23
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$15.00 (≤1σ, normal week)$792$-14,491+$4,434+$756
+2.5%$15.37 (≤1σ, normal week)$-558$-13,925+$5,000-$594
+5%$15.75 (1.2σ)$-1,908$-13,358+$5,567-$1,944
SS (= V-bounce)$17.33 (2.6σ)$-7,596$-10,973+$7,952-$7,632
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (36 × $15): -$9,824
− Conservative CC assignment net of premium (14 × $17.50): -$614
Total Position P&L @ SS: $-10,667 (+$8,258 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-8,244, the opportunity cost of earning $2,376/mo FIGHT income now)
100% normal40 × $14.5031 Jul10d1.5%59%85%+14pp$1,560$4,680+$2,304$12,235
Sell 40 × $14.50 1.5% OTM over spot $14.29 31 Jul 2026 (10d, $0.40 mid)
= $1,560 credit for the 10d cycle → $4,680/mo projected
Survival (stays ≤ $14.50)
59%
Breach risk
41%
POP (stays ≤ $14.90)
71%
EV / mo
+$1,005
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
60% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~6.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,072/mo
median; plan ~$729/mo after 68% keep · $5,959 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.4-4.9], measured ONLY among the 60% 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)
69%
Flat exit net (mid-life)
+$67
Free roll-up
+$0/wk
Safest escape (by 14 Aug 2026)
$17 @ 91% POP
90% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $0.53/sh now → $0.37 mid-life (likely $0.51–$0.70)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets +$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,064 simulated challenges: the $14 strike is typically first touched on day 3 of 10, at $15 (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 (40 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$1514 Aug 202619d left+$0.17/sh+$675
cycle +$2,235
[+$294…+$492] · 98% credit
69%
surv 57%
-$14,534 NOT
cap gain +$4,391
Up-and-out for even (raise the cap, free)~$157 Aug 202612d left+$0.07/sh+$289
cycle +$1,849
[+$37…+$163] · 85% credit
70%
surv 58%
-$14,920 NOT
cap gain +$4,005
Roll out (same strike, buy time)~$147 Aug 202612d left+$0.09/sh+$342
cycle +$1,902
[-$9…+$174] · 74% credit
65%
surv 52%
-$15,940 NOT
cap gain +$2,985
Max even-money escape in the band~$1514 Aug 202619d left+$0.01/sh+$37
cycle +$1,597
[-$451…-$190] · 11% credit
75%
surv 68%
-$12,617 NOT
cap gain +$6,308
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 202619d left-$0.28/sh-$1,108
cycle +$452
[-$2,019…-$1,489]
91%
surv 90%
-$6,097 NOT
cap gain +$12,828
budget: banked $1,560 debit $1,108 (71% used ≈ 1.0 wk of income) → whole cycle still +$452 cash · rolled 40 ct earn ≈ $609/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$4,680/mo
vs 50% target ($2,338/mo)+100%
vs normal income ($4,676/mo)100% covered
Net income (after hedge)$4,227/mo
Downside budget
⚠ $14.50 is $3 below CC-SS $17.95: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,235
… as % of IC ($21,650)56.5%
… as % of ML ($51,650)23.7%
Recovery months (at normal income)2.6 mo
Surgical close (40 ct)$-15,180
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $14.90 (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 $14.96 (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
$14-14.90
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
≥ $14.90
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.02 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$14.50 (≤1σ, normal week)$1,560$-16,282+$2,643+$1,520
+2.5%$14.86 (≤1σ, normal week)$110$-15,880+$3,045+$70
+5%$15.23 (≤1σ, normal week)$-1,340$-15,477+$3,448-$1,380
SS (= V-bounce)$17.33 (2.6σ)$-9,760$-13,141+$5,784-$9,800
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry)
Starting unrealized P&L: $-18,925
+ Fortress recovery (un-capped): +$18,696
− CC assignment net of premium (40 × $14.50): -$12,235
− Conservative CC assignment net of premium (10 × $17.50): -$439
Total Position P&L @ SS: $-12,903 (+$6,022 vs today)
Do-nothing baseline at SS: $-2,423 (this trade vs do-nothing: $-10,480, the opportunity cost of earning $4,680/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 3-45 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: 1.022 (IBKR)  |  Recovery@SS: +$18,696 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,423

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$153d24 Jul 2026$0.0830/50$2,400$1,97785%88%+$1,399-$8,60639.8%$-9,713 (vs do-nothing $-7,290)
$1510d31 Jul 2026$0.2236/50$2,376$1,93573%79%+$732-$9,82445.4%$-10,667 (vs do-nothing $-8,244)
$1517d7 Aug 2026$0.3439/50$2,340$1,89070%77%+$669-$10,17447.0%$-10,886 (vs do-nothing $-8,463)
$1524d14 Aug 2026$0.4443/50$2,365$1,90367%75%+$513-$10,78849.8%$-11,324 (vs do-nothing $-8,901)
$14.503d24 Jul 2026$0.2112/50$2,520$2,15163%75%+$904-$3,88718.0%$-5,783 (vs do-nothing $-3,360)
$14.5010d31 Jul 2026$0.3920/50$2,340$1,94759%71%+$503-$6,11828.3%$-7,663 (vs do-nothing $-5,240)
$14.5017d7 Aug 2026$0.5326/50$2,432$2,02158%71%+$533-$7,58935.1%$-8,871 (vs do-nothing $-6,448)
$14.5024d14 Aug 2026$0.6032/50$2,400$1,97157%70%+$290-$9,11642.1%$-10,135 (vs do-nothing $-7,712)

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  |  2026-07-21 03:37