FORTRESS FIGHT: GLD @ $378.15

BE SS: $456.00  |  CC-SS: $463.64  |  5 contracts (500 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

GLD @ $378.15   UNDERWATER $77.85 (17.1% below BE SS)

PARTIAL: 5 of 10 contracts already capped (5x $410C). FIGHTing the 5 uncapped; all figures (income, hedge, cap give-up) are for that slice.

5 of 10 contracts (500 sh uncapped)  |  BE SS: $456.00  |  CC-SS: $463.64  |  IV: LOW  |  Accounts: Main:1299

LC: $320 exp 2028-01-21 (entry $173.979/sh)
SP: $450 exp 2028-01-21 (entry $43.857/sh)
HP: $330 exp 2026-10-16 (entry $4.500/sh)

Economics

Max Loss$128,000(ND $136.00 + SW $120) x 500
Normal income ref$7,500/mo45% ann ROI on ML
Hedge rolling cost$598/mo
Unrealized P&L$-59,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,750/mo
HEDGE COVER
$598/mo
NORMAL INCOME
$7,500/mo (ATM CC, chain)
IC VELOCITY
9.1 mo to earn back $68,000
ML VELOCITY
17.1 mo to earn back $128,000
Deep drawdown confirmed: a CC at CC-SS $463.64 (probe: $465C 13d) brings only $12/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$248
Hole (after banked)
$59,627
was $59,875 · 0% earned back
Cycles closed
2
Credit in flight
$1,650
CC-SS ratchet
$463.99 → $463.64
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
5x $410C 31 Jul 2026U10001299$3.30$1,6502026-07-02
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 16 (live) · RSI 39 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 42 · %B 46 · hist rising (nightly)
LEVELS20W MA (bounce target) $419.85 (+11%) · daily UBB $397.21 · 1-wk expected move ±$12 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 5 contracts at $387 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($3,750/mo); it brings $3,844/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 5 × $381/8d for $8,062/mo, but breach risk rises to 41% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $400/8d (94% survival, $638/mo).
Downside anchor: the primary mortgages $37,294 (55% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 5.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-59,940 and cuts bleed by $598/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 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 5 × $387, 75% survival, $3,844/mo (E[net] $345/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d5 × $38775%$3,844$345

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $345/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $387 (primary), 75% survival, breach 25%, $3,844/mo.
⚖️ Worth a safer step: the $390 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $1,294/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 $390 rung, unless you need the income to cover the hedge bleed, or you expect GLD to stay flat-to-down near term.
GLD  spot $378.15 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $40017 Jul8d5.8%94%11%$170$638-$3,206$31,649
Sell 5 × $400 5.8% OTM over spot $378.15 17 Jul 2026 (8d, $0.37 mid)
= $170 credit for the 8d cycle → $638/mo projected
Survival (stays ≤ $400)
94%
Breach risk
6%
POP (stays ≤ $400.37)
95%
EV / mo
+$356
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.0 mo [3.4-6.7] median, 0.1 mo SLOWER than no FIGHT (4.9 mo): roll costs eat the credits at this rung  ·  26% of paths whole by 9 mo (vs 23% without)  ·  ~2.0 challenges expected  ·  median CC cash $-406
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$2,365
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$406 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.17/sh now → $5.07 mid-life (likely $3.94–$6.99)≈ $0 at expiry  |  you banked $0.34/sh, so a flat mid-life exit nets -$4.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 259 simulated challenges: the $400 strike is typically first touched on day 6 of 8, at $403 (overshoots $3.10). 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 (5 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$40020 Jul 20267d left+$0.57/sh+$287
cycle +$457
[+$238…+$726] · 93% credit
66%
surv 51%
Up-and-out for even (raise the cap, free)~$40120 Jul 20267d left+$0.23/sh+$115
cycle +$285
[+$39…+$513] · 80% credit
67%
surv 53%
Max even-money escape in the band~$40524 Jul 202611d left+$0.16/sh+$82
cycle +$252
[-$94…+$540] · 66% credit
72%
surv 61%
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$40624 Jul 202611d left-$0.24/sh-$119
cycle +$51
[-$323…+$314] · 46% credit
73%
surv 64%
budget: banked $170 debit $119 (70% used ≈ 0.8 wk of income) → whole cycle still +$51 cash · rolled 5 ct earn ≈ $6,590/mo while parked; 0 ct free to re-sell
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$638/mo
vs 50% target ($3,750/mo)-83%
vs normal income ($7,500/mo)8% covered
Net income (after hedge)$39/mo
Downside budget
⚠ $400 is $64 below CC-SS $463.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,649
… as % of IC ($68,000)46.5%
… as % of ML ($128,000)24.7%
Recovery months (at normal income)4.2 mo
Surgical close (5 ct)$-59,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.34 collected) or spot ≥ $400.37 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $400)); NOT the premium you collected. Momentum override: two daily closes above $397.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $396.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$396-400.37
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
≥ $400.37
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 1.40 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$400.00 (1.7σ)$170$-44,465+$15,410+$165
+2.5%$410.00 (2.5σ)$-4,830$-42,490+$17,385-$4,835
+5%$420.00 (3.3σ)$-9,830$-40,515+$19,360-$9,835
SS (= V-bounce)$456.00 (6.1σ)$-27,830$-33,405+$26,470-$27,335
V-BOUNCE STRESS (stock → CC-SS $463.64, where you are whole again, by expiry)
Starting unrealized P&L: $-59,875
+ Fortress recovery (un-capped): +$59,627
− CC assignment net of premium (5 × $400): -$31,649
Total Position P&L @ SS: $-31,896 (+$27,979 vs today)
Do-nothing baseline at SS: $-4,561 (this trade vs do-nothing: $-27,335, the opportunity cost of earning $638/mo FIGHT income now)
BB-reversion stress (→ $419.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,755, position total $-40,544 (+$19,331 vs today)
🛡 safe yield5 × $39617 Jul8d4.7%91%18%$280$1,050-$2,794$33,539
Sell 5 × $396 4.7% OTM over spot $378.15 17 Jul 2026 (8d, $0.63 mid)
= $280 credit for the 8d cycle → $1,050/mo projected
Survival (stays ≤ $396)
91%
Breach risk
9%
POP (stays ≤ $396.63)
92%
EV / mo
+$496
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.8-7.4] median, 0.1 mo faster than no FIGHT (5.2 mo)  ·  29% of paths whole by 9 mo (vs 26% without)  ·  ~3.7 challenges expected  ·  median CC cash $1,725
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$2,181
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$402 @ 73% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.96/sh now → $4.92 mid-life (likely $3.87–$6.99)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$4.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 424 simulated challenges: the $396 strike is typically first touched on day 6 of 8, at $399 (overshoots $2.93). 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 (5 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$39620 Jul 20267d left+$0.55/sh+$275
cycle +$555
[+$165…+$677] · 92% credit
66%
surv 51%
Reliable up-and-out (highest cap still free ≥60%)~$40024 Jul 202611d left+$0.54/sh+$270
cycle +$550
[+$59…+$703] · 80% credit
71%
surv 59%
Up-and-out for even (raise the cap, free)~$39720 Jul 20267d left+$0.20/sh+$102
cycle +$382
[-$36…+$454] · 70% credit
67%
surv 53%
Max even-money escape in the band~$40124 Jul 202611d left+$0.09/sh+$47
cycle +$327
[-$200…+$448] · 56% credit
72%
surv 62%
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$40224 Jul 202611d left-$0.30/sh-$152
cycle +$128
[-$438…+$233] · 40% credit
73%
surv 64%
budget: banked $280 debit $152 (54% used ≈ 0.6 wk of income) → whole cycle still +$128 cash · rolled 5 ct earn ≈ $6,299/mo while parked; 0 ct free to re-sell
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 ($3,750/mo)-72%
vs normal income ($7,500/mo)14% covered
Net income (after hedge)$452/mo
Downside budget
⚠ $396 is $68 below CC-SS $463.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,539
… as % of IC ($68,000)49.3%
… as % of ML ($128,000)26.2%
Recovery months (at normal income)4.5 mo
Surgical close (5 ct)$-59,910
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $396.63 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $396)); NOT the premium you collected. Momentum override: two daily closes above $397.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $392.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$392-396.63
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
≥ $396.63
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 1.40 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$396.00 (1.4σ)$280$-47,145+$12,730+$275
+2.5%$405.90 (2.2σ)$-4,670$-45,189+$14,686-$4,675
+5%$415.80 (2.9σ)$-9,620$-43,234+$16,641-$9,625
SS (= V-bounce)$456.00 (6.1σ)$-29,720$-35,295+$24,580-$29,225
V-BOUNCE STRESS (stock → CC-SS $463.64, where you are whole again, by expiry)
Starting unrealized P&L: $-59,875
+ Fortress recovery (un-capped): +$59,627
− CC assignment net of premium (5 × $396): -$33,539
Total Position P&L @ SS: $-33,786 (+$26,089 vs today)
Do-nothing baseline at SS: $-4,561 (this trade vs do-nothing: $-29,225, the opportunity cost of earning $1,050/mo FIGHT income now)
BB-reversion stress (→ $419.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,645, position total $-42,434 (+$17,441 vs today)
33% normal ← lean5 × $39017 Jul8d3.1%82%37%$680$2,550-$1,294$36,139
Sell 5 × $390 3.1% OTM over spot $378.15 17 Jul 2026 (8d, $1.44 mid)
= $680 credit for the 8d cycle → $2,550/mo projected
Survival (stays ≤ $390)
82%
Breach risk
18%
POP (stays ≤ $391.44)
85%
EV / mo
+$961
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.3-6.5] median  ·  26% of paths whole by 9 mo (vs 20% without)  ·  ~8.3 challenges expected  ·  median CC cash $8,071
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
30%
Flat exit net (mid-life)
-$1,673
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$398 @ 76% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.66/sh now → $4.71 mid-life (likely $4.73–$7.24)≈ $0 at expiry  |  you banked $1.36/sh, so a flat mid-life exit nets -$3.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 904 simulated challenges: the $390 strike is typically first touched on day 5 of 8, at $393 (overshoots $2.89). 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 (5 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$39020 Jul 20267d left+$0.51/sh+$257
cycle +$937
[+$64…+$438] · 85% credit
66%
surv 51%
Max even-money escape in the band~$39424 Jul 202611d left+$0.43/sh+$216
cycle +$896
[-$97…+$365] · 61% credit
71%
surv 60%
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$39120 Jul 20267d left+$0.17/sh+$83
cycle +$763
[-$128…+$213] · 49% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$39824 Jul 202611d left-$1.17/sh-$587
cycle +$93
[-$1,083…-$500] · 8% credit
76%
surv 69%
budget: banked $680 debit $587 (86% used ≈ 1.0 wk of income) → whole cycle still +$93 cash · rolled 5 ct earn ≈ $4,817/mo while parked; 0 ct free to re-sell
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$2,550/mo
vs 50% target ($3,750/mo)-32%
vs normal income ($7,500/mo)34% covered
Net income (after hedge)$1,952/mo
Downside budget
⚠ $390 is $74 below CC-SS $463.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,139
… as % of IC ($68,000)53.1%
… as % of ML ($128,000)28.2%
Recovery months (at normal income)4.8 mo
Surgical close (5 ct)$-59,915
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.36 collected) or spot ≥ $391.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $390)); NOT the premium you collected. Momentum override: two daily closes above $397.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $386.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$386-391.44
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
≥ $391.44
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 1.40 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$390.00 (≤1σ, normal week)$680$-50,930+$8,945+$675
+2.5%$399.75 (1.7σ)$-4,195$-49,004+$10,871-$4,200
+5%$409.50 (2.4σ)$-9,070$-47,078+$12,797-$9,075
SS (= V-bounce)$456.00 (6.1σ)$-32,320$-37,895+$21,980-$31,825
V-BOUNCE STRESS (stock → CC-SS $463.64, where you are whole again, by expiry)
Starting unrealized P&L: $-59,875
+ Fortress recovery (un-capped): +$59,627
− CC assignment net of premium (5 × $390): -$36,139
Total Position P&L @ SS: $-36,386 (+$23,489 vs today)
Do-nothing baseline at SS: $-4,561 (this trade vs do-nothing: $-31,825, the opportunity cost of earning $2,550/mo FIGHT income now)
BB-reversion stress (→ $419.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,245, position total $-45,034 (+$14,841 vs today)
🎯 50% normal5 × $38717 Jul8d2.3%75%41%$1,025$3,844$37,294
Sell 5 × $387 2.3% OTM over spot $378.15 17 Jul 2026 (8d, $2.18 mid)
= $1,025 credit for the 8d cycle → $3,844/mo projected
Survival (stays ≤ $387)
75%
Breach risk
25%
POP (stays ≤ $389.18)
80%
EV / mo
+$1,228
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.6-6.3] median, 0.1 mo SLOWER than no FIGHT (4.6 mo): roll costs eat the credits at this rung  ·  38% of paths whole by 9 mo (vs 27% without)  ·  ~11.8 challenges expected  ·  median CC cash $11,314
🛡 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)
41%
Flat exit net (mid-life)
-$1,275
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$397 @ 79% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.50/sh now → $4.60 mid-life (likely $5.03–$7.43)≈ $0 at expiry  |  you banked $2.05/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,217 simulated challenges: the $387 strike is typically first touched on day 4 of 8, at $390 (overshoots $2.85). 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 (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$39024 Jul 202611d left+$0.87/sh+$433
cycle +$1,458
[+$94…+$512] · 87% credit
70%
surv 58%
Roll out (same strike, buy time)~$38720 Jul 20267d left+$0.50/sh+$249
cycle +$1,274
[-$1…+$333] · 75% credit
66%
surv 51%
Max even-money escape in the band~$39124 Jul 202611d left+$0.38/sh+$190
cycle +$1,215
[-$191…+$241] · 46% credit
71%
surv 60%
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$38820 Jul 20267d left+$0.15/sh+$74
cycle +$1,099
[-$193…+$133] · 37% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$39724 Jul 202611d left-$1.83/sh-$914
cycle +$111
[-$1,558…-$984] · 0% credit
79%
surv 73%
budget: banked $1,025 debit $914 (89% used ≈ 1.0 wk of income) → whole cycle still +$111 cash · rolled 5 ct earn ≈ $3,780/mo while parked; 0 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,844/mo
vs 50% target ($3,750/mo)+2%
vs normal income ($7,500/mo)51% covered
Net income (after hedge)$3,245/mo
Downside budget
⚠ $387 is $77 below CC-SS $463.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,294
… as % of IC ($68,000)54.8%
… as % of ML ($128,000)29.1%
Recovery months (at normal income)5.0 mo
Surgical close (5 ct)$-59,940
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.05 collected) or spot ≥ $389.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $387)); NOT the premium you collected. Momentum override: two daily closes above $397.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $383.13Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$383-389.18
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
≥ $389.18
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 1.40 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$387.00 (≤1σ, normal week)$1,025$-52,677+$7,198+$1,020
+2.5%$396.67 (1.4σ)$-3,812$-50,766+$9,109-$3,817
+5%$406.35 (2.2σ)$-8,650$-48,855+$11,020-$8,655
SS (= V-bounce)$456.00 (6.1σ)$-33,475$-39,050+$20,825-$32,980
V-BOUNCE STRESS (stock → CC-SS $463.64, where you are whole again, by expiry)
Starting unrealized P&L: $-59,875
+ Fortress recovery (un-capped): +$59,627
− CC assignment net of premium (5 × $387): -$37,294
Total Position P&L @ SS: $-37,541 (+$22,334 vs today)
Do-nothing baseline at SS: $-4,561 (this trade vs do-nothing: $-32,980, the opportunity cost of earning $3,844/mo FIGHT income now)
BB-reversion stress (→ $419.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,400, position total $-46,189 (+$13,686 vs today)
100% normal5 × $38117 Jul8d0.8%59%83%$2,150$8,062+$4,219$39,169
Sell 5 × $381 0.8% OTM over spot $378.15 17 Jul 2026 (8d, $4.40 mid)
= $2,150 credit for the 8d cycle → $8,062/mo projected
Survival (stays ≤ $381)
59%
Breach risk
41%
POP (stays ≤ $385.40)
71%
EV / mo
+$1,835
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.3-7.1] median, 0.3 mo faster than no FIGHT (5.4 mo)  ·  37% of paths whole by 9 mo (vs 26% without)  ·  ~27.5 challenges expected  ·  median CC cash $18,891
🛡 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)
67%
Flat exit net (mid-life)
-$45
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$401 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.21/sh now → $4.39 mid-life (likely $5.83–$8.12)≈ $0 at expiry  |  you banked $4.30/sh, so a flat mid-life exit nets -$0.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,019 simulated challenges: the $381 strike is typically first touched on day 3 of 8, at $384 (overshoots $3.08). 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 (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$38424 Jul 202611d left+$0.76/sh+$378
cycle +$2,528
[-$71…+$185] · 62% credit
70%
surv 58%
Roll out (same strike, buy time)~$38120 Jul 20267d left+$0.46/sh+$232
cycle +$2,382
[-$96…+$104] · 41% credit
66%
surv 51%
Max even-money escape in the band~$38524 Jul 202611d left+$0.28/sh+$138
cycle +$2,288
[-$369…-$88] · 18% credit
71%
surv 61%
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$38220 Jul 20267d left+$0.11/sh+$56
cycle +$2,206
[-$298…-$96] · 16% credit
67%
surv 53%
Safety roll (pay small debit, max POP)~$40124 Jul 202611d left-$3.62/sh-$1,811
cycle +$339
[-$3,177…-$2,345]
91%
surv 90%
budget: banked $2,150 debit $1,811 (84% used ≈ 1.0 wk of income) → whole cycle still +$339 cash · rolled 5 ct earn ≈ $1,047/mo while parked; 0 ct free to re-sell
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$8,062/mo
vs 50% target ($3,750/mo)+115%
vs normal income ($7,500/mo)107% covered
Net income (after hedge)$7,464/mo
Downside budget
⚠ $381 is $83 below CC-SS $463.64: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,169
… as % of IC ($68,000)57.6%
… as % of ML ($128,000)30.6%
Recovery months (at normal income)5.2 mo
Surgical close (5 ct)$-59,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.07/sh (~25% of the $4.30 collected) or spot ≥ $385.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $381)); NOT the premium you collected. Momentum override: two daily closes above $397.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $377.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$377-385.40
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
≥ $385.40
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 1.40 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$381.00 (≤1σ, normal week)$2,150$-55,737+$4,138+$2,145
+2.5%$390.52 (≤1σ, normal week)$-2,612$-53,856+$6,019-$2,617
+5%$400.05 (1.7σ)$-7,375$-51,975+$7,900-$7,380
SS (= V-bounce)$456.00 (6.1σ)$-35,350$-40,925+$18,950-$34,855
V-BOUNCE STRESS (stock → CC-SS $463.64, where you are whole again, by expiry)
Starting unrealized P&L: $-59,875
+ Fortress recovery (un-capped): +$59,627
− CC assignment net of premium (5 × $381): -$39,169
Total Position P&L @ SS: $-39,416 (+$20,459 vs today)
Do-nothing baseline at SS: $-4,561 (this trade vs do-nothing: $-34,855, the opportunity cost of earning $8,062/mo FIGHT income now)
BB-reversion stress (→ $419.85 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,275, position total $-48,064 (+$11,811 vs today)
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 GLD are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (93 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 93 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: 1.395 (IBKR)  |  Recovery@SS: +$59,627 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,561

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3866d15 Jul 2026$1.565/5$3,900$3,30276%81%+$1,161-$38,03955.9%$-38,286 (vs do-nothing $-33,725)
$3878d17 Jul 2026$2.055/5$3,844$3,24575%80%+$1,228-$37,29454.8%$-37,541 (vs do-nothing $-32,980)
$3834d13 Jul 2026$1.255/5$4,688$4,08974%79%+$1,483-$39,69458.4%$-39,941 (vs do-nothing $-35,380)
$3856d15 Jul 2026$1.855/5$4,625$4,02773%79%+$1,332-$38,39456.5%$-38,641 (vs do-nothing $-34,080)
$3868d17 Jul 2026$2.365/5$4,425$3,82773%78%+$1,363-$37,63955.4%$-37,886 (vs do-nothing $-33,325)
$3846d15 Jul 2026$2.154/5$4,300$3,70470%77%+$1,152-$30,99545.6%$-32,105 (vs do-nothing $-27,544)
$3858d17 Jul 2026$2.694/5$4,035$3,43970%77%+$1,182-$30,37944.7%$-31,489 (vs do-nothing $-26,928)
$3824d13 Jul 2026$1.524/5$4,560$3,96470%77%+$1,221-$32,04747.1%$-33,157 (vs do-nothing $-28,596)
$38613d22 Jul 2026$3.305/5$3,808$3,20969%76%+$993-$37,16954.7%$-37,416 (vs do-nothing $-32,855)
$38511d20 Jul 2026$3.055/5$4,159$3,56168%75%+$831-$37,79455.6%$-38,041 (vs do-nothing $-33,480)
$38615d24 Jul 2026$3.905/5$3,900$3,30268%76%+$1,015-$36,86954.2%$-37,116 (vs do-nothing $-32,555)
$3848d17 Jul 2026$3.004/5$4,500$3,90468%75%+$1,193-$30,65545.1%$-31,765 (vs do-nothing $-27,204)
$3836d15 Jul 2026$2.504/5$5,000$4,40467%75%+$1,263-$31,25546.0%$-32,365 (vs do-nothing $-27,804)
Show 80 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 80.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$38513d22 Jul 2026$3.705/5$4,269$3,67167%75%+$1,105-$37,46955.1%$-37,716 (vs do-nothing $-33,155)
$38515d24 Jul 2026$4.305/5$4,300$3,70266%74%+$1,095-$37,16954.7%$-37,416 (vs do-nothing $-32,855)
$38411d20 Jul 2026$3.405/5$4,636$4,03866%74%+$892-$38,11956.1%$-38,366 (vs do-nothing $-33,805)
$38413d22 Jul 2026$3.955/5$4,558$3,95965%74%+$1,012-$37,84455.7%$-38,091 (vs do-nothing $-33,530)
$3814d13 Jul 2026$1.893/5$4,252$3,65965%74%+$1,036-$24,22435.6%$-26,197 (vs do-nothing $-21,636)
$3838d17 Jul 2026$3.403/5$3,825$3,23265%74%+$966-$23,17134.1%$-25,144 (vs do-nothing $-20,583)
$3826d15 Jul 2026$2.903/5$4,350$3,75764%73%+$1,045-$23,62134.7%$-25,594 (vs do-nothing $-21,033)
$38415d24 Jul 2026$4.704/5$3,760$3,16464%73%+$919-$29,97544.1%$-31,085 (vs do-nothing $-26,524)
$38311d20 Jul 2026$3.804/5$4,145$3,55063%73%+$786-$30,73545.2%$-31,845 (vs do-nothing $-27,284)
$38313d22 Jul 2026$4.354/5$4,015$3,42063%73%+$847-$30,51544.9%$-31,625 (vs do-nothing $-27,064)
$3828d17 Jul 2026$3.803/5$4,275$3,68262%72%+$998-$23,35134.3%$-25,324 (vs do-nothing $-20,763)
$38315d24 Jul 2026$5.104/5$4,080$3,48462%72%+$941-$30,21544.4%$-31,325 (vs do-nothing $-26,764)
$38211d20 Jul 2026$4.054/5$4,418$3,82261%72%+$665-$31,03545.6%$-32,145 (vs do-nothing $-27,584)
$3816d15 Jul 2026$3.303/5$4,950$4,35761%72%+$1,079-$23,80135.0%$-25,774 (vs do-nothing $-21,213)
$38213d22 Jul 2026$4.654/5$4,292$3,69760%71%+$764-$30,79545.3%$-31,905 (vs do-nothing $-27,344)
$3804d13 Jul 2026$2.323/5$5,220$4,62760%71%+$1,151-$24,39535.9%$-26,368 (vs do-nothing $-21,807)
$38215d24 Jul 2026$5.554/5$4,440$3,84459%71%+$981-$30,43544.8%$-31,545 (vs do-nothing $-26,984)
$3818d17 Jul 2026$4.303/5$4,838$4,24459%71%+$1,101-$23,50134.6%$-25,474 (vs do-nothing $-20,913)
$38111d20 Jul 2026$4.504/5$4,909$4,31358%70%+$729-$31,25546.0%$-32,365 (vs do-nothing $-27,804)
$38113d22 Jul 2026$5.104/5$4,708$4,11258%70%+$792-$31,01545.6%$-32,125 (vs do-nothing $-27,564)
$38115d24 Jul 2026$6.054/5$4,840$4,24457%70%+$1,039-$30,63545.1%$-31,745 (vs do-nothing $-27,184)
$3806d15 Jul 2026$3.802/5$3,800$3,21057%70%+$799-$15,96723.5%$-18,803 (vs do-nothing $-14,242)
$3808d17 Jul 2026$4.753/5$5,344$4,75156%69%+$1,107-$23,66634.8%$-25,639 (vs do-nothing $-21,078)
$38011d20 Jul 2026$5.203/5$4,255$3,66256%69%+$775-$23,53134.6%$-25,504 (vs do-nothing $-20,943)
$38013d22 Jul 2026$5.903/5$4,085$3,49255%69%+$835-$23,32134.3%$-25,294 (vs do-nothing $-20,733)
$38015d24 Jul 2026$6.553/5$3,930$3,33755%69%+$805-$23,12634.0%$-25,099 (vs do-nothing $-20,538)
$3794d13 Jul 2026$2.792/5$4,185$3,59555%69%+$807-$16,36924.1%$-19,205 (vs do-nothing $-14,644)
$3796d15 Jul 2026$4.302/5$4,300$3,71054%68%+$835-$16,06723.6%$-18,903 (vs do-nothing $-14,342)
$3798d17 Jul 2026$5.302/5$3,975$3,38553%68%+$790-$15,86723.3%$-18,703 (vs do-nothing $-14,142)
$37911d20 Jul 2026$5.603/5$4,582$3,98953%68%+$733-$23,71134.9%$-25,684 (vs do-nothing $-21,123)
$37913d22 Jul 2026$6.103/5$4,223$3,63053%68%+$640-$23,56134.6%$-25,534 (vs do-nothing $-20,973)
$37915d24 Jul 2026$7.053/5$4,230$3,63753%68%+$815-$23,27634.2%$-25,249 (vs do-nothing $-20,688)
$37815d24 Jul 2026$7.603/5$4,560$3,96751%67%+$838-$23,41134.4%$-25,384 (vs do-nothing $-20,823)
$37813d22 Jul 2026$6.653/5$4,604$4,01151%67%+$666-$23,69634.8%$-25,669 (vs do-nothing $-21,108)
$37811d20 Jul 2026$6.003/5$4,909$4,31650%67%+$666-$23,89135.1%$-25,864 (vs do-nothing $-21,303)
$3788d17 Jul 2026$5.852/5$4,388$3,79750%67%+$815-$15,95723.5%$-18,793 (vs do-nothing $-14,232)
$3786d15 Jul 2026$4.802/5$4,800$4,21050%67%+$827-$16,16723.8%$-19,003 (vs do-nothing $-14,442)
$3784d13 Jul 2026$3.302/5$4,950$4,36050%67%+$809-$16,46724.2%$-19,303 (vs do-nothing $-14,742)
$37715d24 Jul 2026$8.203/5$4,920$4,32748%66%+$874-$23,53134.6%$-25,504 (vs do-nothing $-20,943)
$37713d22 Jul 2026$7.203/5$4,985$4,39248%66%+$671-$23,83135.0%$-25,804 (vs do-nothing $-21,243)
$37711d20 Jul 2026$6.603/5$5,400$4,80748%66%+$737-$24,01135.3%$-25,984 (vs do-nothing $-21,423)
$3778d17 Jul 2026$6.402/5$4,800$4,21047%66%+$813-$16,04723.6%$-18,883 (vs do-nothing $-14,322)
$3776d15 Jul 2026$5.402/5$5,400$4,81047%65%+$877-$16,24723.9%$-19,083 (vs do-nothing $-14,522)
$37615d24 Jul 2026$8.753/5$5,250$4,65746%65%+$864-$23,66634.8%$-25,639 (vs do-nothing $-21,078)
$37613d22 Jul 2026$8.103/5$5,608$5,01546%65%+$897-$23,86135.1%$-25,834 (vs do-nothing $-21,273)
$37611d20 Jul 2026$7.202/5$3,927$3,33745%65%+$521-$16,08723.7%$-18,923 (vs do-nothing $-14,362)
$3774d13 Jul 2026$3.902/5$5,850$5,26045%65%+$851-$16,54724.3%$-19,383 (vs do-nothing $-14,822)
$3768d17 Jul 2026$7.002/5$5,250$4,66045%65%+$823-$16,12723.7%$-18,963 (vs do-nothing $-14,402)
$37515d24 Jul 2026$9.402/5$3,760$3,17044%65%+$599-$15,84723.3%$-18,683 (vs do-nothing $-14,122)
$37513d22 Jul 2026$8.752/5$4,038$3,44843%64%+$620-$15,97723.5%$-18,813 (vs do-nothing $-14,252)
$3766d15 Jul 2026$6.002/5$6,000$5,41043%64%+$884-$16,32724.0%$-19,163 (vs do-nothing $-14,602)
$37511d20 Jul 2026$8.052/5$4,391$3,80142%64%+$667-$16,11723.7%$-18,953 (vs do-nothing $-14,392)
$37415d24 Jul 2026$10.002/5$4,000$3,41042%64%+$591-$15,92723.4%$-18,763 (vs do-nothing $-14,202)
$3758d17 Jul 2026$7.652/5$5,738$5,14742%64%+$845-$16,19723.8%$-19,033 (vs do-nothing $-14,472)
$37413d22 Jul 2026$9.352/5$4,315$3,72541%63%+$606-$16,05723.6%$-18,893 (vs do-nothing $-14,332)
$3756d15 Jul 2026$6.652/5$6,650$6,06040%63%+$902-$16,39724.1%$-19,233 (vs do-nothing $-14,672)
$3764d13 Jul 2026$4.552/5$6,825$6,23540%63%+$879-$16,61724.4%$-19,453 (vs do-nothing $-14,892)
$37411d20 Jul 2026$8.652/5$4,718$4,12840%63%+$643-$16,19723.8%$-19,033 (vs do-nothing $-14,472)
$37315d24 Jul 2026$10.452/5$4,180$3,59040%63%+$514-$16,03723.6%$-18,873 (vs do-nothing $-14,312)
$3748d17 Jul 2026$8.152/5$6,112$5,52239%63%+$731-$16,29724.0%$-19,133 (vs do-nothing $-14,572)

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 5 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 21:37