FORTRESS FIGHT: GLD @ $372.80

BE SS: $456.00  |  CC-SS: $467.98  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:27

GLD @ $372.80   UNDERWATER $83.20 (18.2% below BE SS)

PARTIAL: 5 of 10 contracts already capped (5x $390C). 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: $467.98  |  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$11,727/mo45% ann ROI on ML
Hedge rolling cost$537/mo
Unrealized P&L$-61,085fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,864/mo
HEDGE COVER
$537/mo
NORMAL INCOME
$11,727/mo (ATM CC, chain)
IC VELOCITY
5.8 mo to earn back $68,000
ML VELOCITY
10.9 mo to earn back $128,000
Deep drawdown confirmed: a CC at CC-SS $467.98 (probe: $470C 11d) brings only $14/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)
$60,837
was $61,085 · 0% earned back
Cycles closed
3
Credit in flight
$676
CC-SS ratchet
$508.54 → $467.98
? 2 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 $390C 17 Jul 2026U10001299$1.35$6762026-07-10
INTERPRETATION
Primary: 5 contracts at $383 / 4d. This is the safest strike (survival 91%, breach 9%) that still earns 50% of normal income ($5,864/mo); it brings $7,050/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 × $379/4d for $12,562/mo, but breach risk rises to 22% (+12pp 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 × $396/4d (99+% survival, $562/mo).
Downside anchor: the primary mortgages $41,551 (61% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 3.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-61,152 and cuts bleed by $537/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: THIS FRIDAY · 17 Jul 2026 (4d) · sell 5 × $383, 91% survival, $7,050/mo (E[net] $3,795/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 🏆17 Jul 2026 · 4d5 × $38391%$7,050$3,795
NEXT FRIDAY24 Jul 2026 · 11d5 × $38174%$5,932$1,821

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,795/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $383 (primary), 91% survival, breach 9%, $7,050/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $386 rung (33% normal) lifts survival to 96% (breach 9% → 4%) for $2,738/mo less (39% income) buys safety you do not really need here.
GLD  spot $372.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $39617 Jul4d6.2%99+%0%$75$562-$6,488$35,916
Sell 5 × $396 6.2% OTM over spot $372.80 17 Jul 2026 (4d, $0.21 mid)
= $75 credit for the 4d cycle → $562/mo projected
Survival (stays ≤ $396)
99+%
Breach risk
0%
POP (stays ≤ $396.20)
99+%
EV / mo
+$560
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.8 mo [6.2-7.6] median  ·  5% of paths whole by 9 mo (vs 5% without)  ·  ~0.2 challenges expected  ·  median CC cash $-4,416
🛡 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)
-$3,236
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$406 @ 81% POP
71% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.36/sh now → $6.62 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.47/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$39620 Jul 20265d left+$1.06/sh+$529
cycle +$604
76%
surv 51%
-$50,041 NOT
cap gain +$11,044
Up-and-out for even (raise the cap, free)~$39720 Jul 20265d left+$0.32/sh+$158
cycle +$233
78%
surv 55%
-$49,872 NOT
cap gain +$11,213
Max even-money escape in the band~$40631 Jul 202616d left+$0.30/sh+$151
cycle +$226
81%
surv 71%
-$45,829 NOT
cap gain +$15,256
SS $456 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$562/mo
vs 50% target ($5,864/mo)-90%
vs normal income ($11,727/mo)5% covered
Net income (after hedge)$26/mo
Downside budget
⚠ $396 is $72 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,916
… as % of IC ($68,000)52.8%
… as % of ML ($128,000)28.1%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-61,112
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.15 collected) or spot ≥ $396.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $396)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $392.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$392-396.20
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
≥ $396.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$396.00 (2.9σ)$75$-50,570+$10,515+$70
+2.5%$405.90 (4.1σ)$-4,875$-51,065+$10,020-$4,880
+5%$415.80 (5.4σ)$-9,825$-51,560+$9,525-$9,830
SS (= V-bounce)$456.00 (10.4σ)$-29,925$-53,570+$7,515-$29,430
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $396): -$35,916
Total Position P&L @ SS: $-54,169 (+$6,916 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-29,430, the opportunity cost of earning $562/mo FIGHT income now)
33% normal5 × $38617 Jul4d3.5%96%9%$575$4,312-$2,738$40,416
Sell 5 × $386 3.5% OTM over spot $372.80 17 Jul 2026 (4d, $1.23 mid)
= $575 credit for the 4d cycle → $4,312/mo projected
Survival (stays ≤ $386)
96%
Breach risk
4%
POP (stays ≤ $387.24)
97%
EV / mo
+$4,112
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.4 mo [6.8-8.2] median, 0.1 mo SLOWER than no FIGHT (7.4 mo): roll costs eat the credits at this rung  ·  5% of paths whole by 9 mo (vs 4% without)  ·  ~3.6 challenges expected  ·  median CC cash $3,778
🛡 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)
7%
Flat exit net (mid-life)
-$2,480
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$397 @ 82% POP
74% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.64/sh now → $6.11 mid-life (likely $5.35–$10.16)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$4.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 210 simulated challenges: the $386 strike is typically first touched on day 3 of 4, at $389 (overshoots $2.64). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38620 Jul 20265d left+$0.95/sh+$473
cycle +$1,048
[+$117…+$897] · 81% credit
76%
surv 51%
-$54,097 NOT
cap gain +$6,988
Reliable up-and-out (highest cap still free ≥60%)~$39331 Jul 202616d left+$0.98/sh+$489
cycle +$1,064
[-$346…+$1,000] · 64% credit
79%
surv 66%
-$50,841 NOT
cap gain +$10,244
Up-and-out for even (raise the cap, free)~$38720 Jul 20265d left+$0.18/sh+$89
cycle +$664
[-$347…+$460] · 54% credit
78%
surv 55%
-$53,941 NOT
cap gain +$7,144
Max even-money escape in the band~$39531 Jul 202616d left+$0.23/sh+$114
cycle +$689
[-$797…+$610] · 51% credit
81%
surv 70%
-$50,316 NOT
cap gain +$10,769
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39731 Jul 202616d left-$0.59/sh-$295
cycle +$280
[-$1,293…+$184] · 30% credit
82%
surv 74%
-$49,825 NOT
cap gain +$11,260
budget: banked $575 debit $295 (51% used ≈ 0.3 wk of income) → whole cycle still +$280 cash · rolled 5 ct earn ≈ $5,174/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,312/mo
vs 50% target ($5,864/mo)-26%
vs normal income ($11,727/mo)37% covered
Net income (after hedge)$3,776/mo
Downside budget
⚠ $386 is $82 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,416
… as % of IC ($68,000)59.4%
… as % of ML ($128,000)31.6%
Recovery months (at normal income)3.4 mo
Surgical close (5 ct)$-61,128
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $387.24 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $386)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $382.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$382-387.24
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $387.24
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$386.00 (1.7σ)$575$-54,570+$6,515+$570
+2.5%$395.65 (2.9σ)$-4,250$-55,052+$6,032-$4,255
+5%$405.30 (4.1σ)$-9,075$-55,535+$5,550-$9,080
SS (= V-bounce)$456.00 (10.4σ)$-34,425$-58,070+$3,015-$33,930
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $386): -$40,416
Total Position P&L @ SS: $-58,669 (+$2,416 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-33,930, the opportunity cost of earning $4,312/mo FIGHT income now)
🎯 50% normal5 × $38317 Jul4d2.7%91%15%$940$7,050$41,551
Sell 5 × $383 2.7% OTM over spot $372.80 17 Jul 2026 (4d, $2.01 mid)
= $940 credit for the 4d cycle → $7,050/mo projected
Survival (stays ≤ $383)
91%
Breach risk
9%
POP (stays ≤ $385.01)
94%
EV / mo
+$6,375
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.0 mo [5.2-8.0] median, 0.9 mo SLOWER than no FIGHT (6.1 mo): roll costs eat the credits at this rung  ·  14% of paths whole by 9 mo (vs 5% without)  ·  ~8.5 challenges expected  ·  median CC cash $14,273
🛡 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)
15%
Flat exit net (mid-life)
-$2,040
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$397 @ 84% POP
79% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.43/sh now → $5.96 mid-life (likely $5.50–$10.07)≈ $0 at expiry  |  you banked $1.88/sh, so a flat mid-life exit nets -$4.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 437 simulated challenges: the $383 strike is typically first touched on day 3 of 4, at $385 (overshoots $2.45). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38320 Jul 20265d left+$0.91/sh+$456
cycle +$1,396
[+$28…+$832] · 77% credit
76%
surv 51%
-$55,099 NOT
cap gain +$5,986
Reliable up-and-out (highest cap still free ≥60%)~$39031 Jul 202616d left+$0.84/sh+$420
cycle +$1,360
[-$474…+$871] · 60% credit
79%
surv 67%
-$51,895 NOT
cap gain +$9,190
Up-and-out for even (raise the cap, free)~$38420 Jul 20265d left+$0.14/sh+$69
cycle +$1,009
[-$434…+$385] · 50% credit
78%
surv 55%
-$54,946 NOT
cap gain +$6,139
Max even-money escape in the band~$39231 Jul 202616d left+$0.09/sh+$45
cycle +$985
[-$931…+$461] · 41% credit
81%
surv 71%
-$51,370 NOT
cap gain +$9,715
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39731 Jul 202616d left-$1.83/sh-$913
cycle +$27
[-$2,174…-$583] · 5% credit
84%
surv 79%
-$50,078 NOT
cap gain +$11,007
budget: banked $940 debit $913 (97% used ≈ 0.6 wk of income) → whole cycle still +$27 cash · rolled 5 ct earn ≈ $3,874/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,050/mo
vs 50% target ($5,864/mo)+20%
vs normal income ($11,727/mo)60% covered
Net income (after hedge)$6,513/mo
Downside budget
⚠ $383 is $85 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,551
… as % of IC ($68,000)61.1%
… as % of ML ($128,000)32.5%
Recovery months (at normal income)3.5 mo
Surgical close (5 ct)$-61,152
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.88 collected) or spot ≥ $385.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $383)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $379.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$379-385.01
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
≥ $385.01
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$383.00 (1.3σ)$940$-55,555+$5,530+$935
+2.5%$392.57 (2.5σ)$-3,847$-56,034+$5,051-$3,852
+5%$402.15 (3.7σ)$-8,635$-56,512+$4,572-$8,640
SS (= V-bounce)$456.00 (10.4σ)$-35,560$-59,205+$1,880-$35,065
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $383): -$41,551
Total Position P&L @ SS: $-59,804 (+$1,281 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-35,065, the opportunity cost of earning $7,050/mo FIGHT income now)
100% normal5 × $37917 Jul4d1.7%78%44%$1,675$12,562+$5,512$42,816
Sell 5 × $379 1.7% OTM over spot $372.80 17 Jul 2026 (4d, $3.58 mid)
= $1,675 credit for the 4d cycle → $12,562/mo projected
Survival (stays ≤ $379)
78%
Breach risk
22%
POP (stays ≤ $382.57)
89%
EV / mo
+$10,006
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.4 mo [4.8-7.7] median, 0.5 mo faster than no FIGHT (6.9 mo)  ·  24% of paths whole by 9 mo (vs 6% without)  ·  ~20.1 challenges expected  ·  median CC cash $33,955
🛡 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)
33%
Flat exit net (mid-life)
-$1,206
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$398 @ 89% POP
86% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.15/sh now → $5.76 mid-life (likely $6.18–$10.46)≈ $0 at expiry  |  you banked $3.35/sh, so a flat mid-life exit nets -$2.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 978 simulated challenges: the $379 strike is typically first touched on day 2 of 4, at $381 (overshoots $2.44). 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
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$38431 Jul 202616d left+$1.76/sh+$880
cycle +$2,555
[-$172…+$905] · 68% credit
78%
surv 63%
-$53,400 NOT
cap gain +$7,685
Roll out (same strike, buy time)~$37920 Jul 20265d left+$0.87/sh+$434
cycle +$2,109
[-$179…+$538] · 62% credit
76%
surv 50%
-$56,186 NOT
cap gain +$4,899
Max even-money escape in the band~$38731 Jul 202616d left+$0.36/sh+$179
cycle +$1,854
[-$1,004…+$160] · 34% credit
80%
surv 69%
-$52,751 NOT
cap gain +$8,334
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)~$38020 Jul 20265d left+$0.08/sh+$42
cycle +$1,717
[-$615…+$67] · 30% credit
78%
surv 56%
-$56,038 NOT
cap gain +$5,047
Safety roll (pay small debit, max POP)~$39831 Jul 202616d left-$3.29/sh-$1,647
cycle +$28
[-$3,373…-$1,768]
89%
surv 86%
-$49,627 NOT
cap gain +$11,458
budget: banked $1,675 debit $1,647 (98% used ≈ 0.6 wk of income) → whole cycle still +$28 cash · rolled 5 ct earn ≈ $2,313/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,562/mo
vs 50% target ($5,864/mo)+114%
vs normal income ($11,727/mo)107% covered
Net income (after hedge)$12,026/mo
Downside budget
⚠ $379 is $89 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,816
… as % of IC ($68,000)63.0%
… as % of ML ($128,000)33.5%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-61,198
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.84/sh (~25% of the $3.35 collected) or spot ≥ $382.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $379)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $375.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$375-382.57
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
≥ $382.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$379.00 (≤1σ, normal week)$1,675$-56,620+$4,465+$1,670
+2.5%$388.47 (2.0σ)$-3,062$-57,094+$3,991-$3,067
+5%$397.95 (3.1σ)$-7,800$-57,568+$3,518-$7,805
SS (= V-bounce)$456.00 (10.4σ)$-36,825$-60,470+$615-$36,330
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $379): -$42,816
Total Position P&L @ SS: $-61,069 (+$16 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-36,330, the opportunity cost of earning $12,562/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 GLD are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,821/mo

🎯 Engine pick: sell 5 × $381 (primary), 74% survival, breach 26%, $5,932/mo.
⚖️ Worth a safer step: the $385 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $1,991/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 $385 rung, unless you need the income to cover the hedge bleed, or you expect GLD to stay flat-to-down near term.
GLD  spot $372.80 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $40224 Jul11d7.8%98%4%$205$559-$5,373$32,786
Sell 5 × $402 7.8% OTM over spot $372.80 24 Jul 2026 (11d, $0.48 mid)
= $205 credit for the 11d cycle → $559/mo projected
Survival (stays ≤ $402)
98%
Breach risk
2%
POP (stays ≤ $402.48)
98%
EV / mo
+$514
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.4 mo [4.2-7.6] median  ·  8% of paths whole by 9 mo (vs 7% without)  ·  ~0.7 challenges expected  ·  median CC cash $-2,269
🛡 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)
2%
Flat exit net (mid-life)
-$4,144
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$407 @ 78% POP
62% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $12.30/sh now → $8.70 mid-life (likely $5.57–$9.32)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$8.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 71 simulated challenges: the $402 strike is typically first touched on day 9 of 11, at $404 (overshoots $2.21). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$40231 Jul 202612d left+$2.54/sh+$1,268
cycle +$1,473
[+$1,416…+$2,425] · 100% credit
73%
surv 51%
-$46,472 NOT
cap gain +$14,613
Up-and-out for even (raise the cap, free)~$40631 Jul 202612d left+$0.11/sh+$55
cycle +$260
[+$116…+$1,106] · 82% credit
77%
surv 60%
-$45,795 NOT
cap gain +$15,290
Max even-money escape in the band~$40631 Jul 202612d left+$0.11/sh+$55
cycle +$260
[+$116…+$1,106] · 82% credit
77%
surv 60%
-$45,795 NOT
cap gain +$15,290
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Reliable up-and-out (highest cap still free ≥60%)~$40731 Jul 202612d left-$0.39/sh-$194
cycle +$11
[-$170…+$827] · 65% credit
78%
surv 62%
-$45,594 NOT
cap gain +$15,491
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$559/mo
vs 50% target ($5,864/mo)-90%
vs normal income ($11,727/mo)5% covered
Net income (after hedge)$22/mo
Downside budget
⚠ $402 is $66 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,786
… as % of IC ($68,000)48.2%
… as % of ML ($128,000)25.6%
Recovery months (at normal income)2.8 mo
Surgical close (5 ct)$-61,120
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 $0.41 collected) or spot ≥ $402.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $402)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $397.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$398-402.48
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
≥ $402.48
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$402.00 (2.2σ)$205$-47,740+$13,345+$200
+2.5%$412.05 (3.0σ)$-4,820$-48,242+$12,842-$4,825
+5%$422.10 (3.7σ)$-9,845$-48,745+$12,340-$9,850
SS (= V-bounce)$456.00 (6.3σ)$-26,795$-50,440+$10,645-$26,300
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $402): -$32,786
Total Position P&L @ SS: $-51,039 (+$10,046 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-26,300, the opportunity cost of earning $559/mo FIGHT income now)
🛡 safe yield5 × $39024 Jul11d4.6%90%20%$820$2,236-$3,695$38,171
Sell 5 × $390 4.6% OTM over spot $372.80 24 Jul 2026 (11d, $1.77 mid)
= $820 credit for the 11d cycle → $2,236/mo projected
Survival (stays ≤ $390)
90%
Breach risk
10%
POP (stays ≤ $391.77)
92%
EV / mo
+$1,767
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.7 mo [5.3-7.4] median, 0.3 mo faster than no FIGHT (7.0 mo)  ·  8% of paths whole by 9 mo (vs 5% without)  ·  ~3.8 challenges expected  ·  median CC cash $7,471
🛡 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)
-$3,121
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$396 @ 79% POP
66% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.15/sh now → $7.88 mid-life (likely $6.32–$10.76)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$6.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 433 simulated challenges: the $390 strike is typically first touched on day 7 of 11, at $392 (overshoots $2.43). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$39031 Jul 202612d left+$2.34/sh+$1,171
cycle +$1,991
[+$892…+$1,761] · 99% credit
73%
surv 51%
-$51,354 NOT
cap gain +$9,731
Up-and-out for even (raise the cap, free)~$39331 Jul 202612d left+$0.49/sh+$244
cycle +$1,064
[-$59…+$730] · 71% credit
77%
surv 59%
-$50,841 NOT
cap gain +$10,244
Max even-money escape in the band~$39331 Jul 202612d left+$0.49/sh+$244
cycle +$1,064
[-$59…+$730] · 71% credit
77%
surv 59%
-$50,841 NOT
cap gain +$10,244
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39631 Jul 202612d left-$1.11/sh-$556
cycle +$264
[-$996…-$107] · 21% credit
79%
surv 66%
-$50,291 NOT
cap gain +$10,794
budget: banked $820 debit $556 (68% used ≈ 1.1 wk of income) → whole cycle still +$264 cash · rolled 5 ct earn ≈ $8,462/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,236/mo
vs 50% target ($5,864/mo)-62%
vs normal income ($11,727/mo)19% covered
Net income (after hedge)$1,700/mo
Downside budget
⚠ $390 is $78 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,171
… as % of IC ($68,000)56.1%
… as % of ML ($128,000)29.8%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-61,152
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.41/sh (~25% of the $1.64 collected) or spot ≥ $391.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $390)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $386.10Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$386-391.77
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
≥ $391.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$390.00 (1.3σ)$820$-52,525+$8,560+$815
+2.5%$399.75 (2.0σ)$-4,055$-53,012+$8,072-$4,060
+5%$409.50 (2.8σ)$-8,930$-53,500+$7,585-$8,935
SS (= V-bounce)$456.00 (6.3σ)$-32,180$-55,825+$5,260-$31,685
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $390): -$38,171
Total Position P&L @ SS: $-56,424 (+$4,661 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-31,685, the opportunity cost of earning $2,236/mo FIGHT income now)
33% normal ← lean5 × $38524 Jul11d3.3%82%36%$1,445$3,941-$1,991$40,046
Sell 5 × $385 3.3% OTM over spot $372.80 24 Jul 2026 (11d, $3.07 mid)
= $1,445 credit for the 11d cycle → $3,941/mo projected
Survival (stays ≤ $385)
82%
Breach risk
18%
POP (stays ≤ $388.07)
87%
EV / mo
+$2,793
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 7.0 mo [5.4-7.8] median, 0.8 mo SLOWER than no FIGHT (6.2 mo): roll costs eat the credits at this rung  ·  9% of paths whole by 9 mo (vs 4% without)  ·  ~7.1 challenges expected  ·  median CC cash $15,185
🛡 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)
28%
Flat exit net (mid-life)
-$2,331
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$394 @ 82% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.68/sh now → $7.55 mid-life (likely $7.16–$11.16)≈ $0 at expiry  |  you banked $2.89/sh, so a flat mid-life exit nets -$4.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 831 simulated challenges: the $385 strike is typically first touched on day 6 of 11, at $387 (overshoots $2.41). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38531 Jul 202612d left+$2.26/sh+$1,132
cycle +$2,577
[+$708…+$1,461] · 98% credit
73%
surv 51%
-$53,018 NOT
cap gain +$8,067
Reliable up-and-out (highest cap still free ≥60%)~$38731 Jul 202612d left+$0.93/sh+$466
cycle +$1,911
[+$57…+$764] · 80% credit
76%
surv 56%
-$52,694 NOT
cap gain +$8,391
Up-and-out for even (raise the cap, free)~$38831 Jul 202612d left+$0.37/sh+$187
cycle +$1,632
[-$244…+$447] · 50% credit
77%
surv 59%
-$52,523 NOT
cap gain +$8,562
Max even-money escape in the band~$38831 Jul 202612d left+$0.37/sh+$187
cycle +$1,632
[-$244…+$447] · 50% credit
77%
surv 59%
-$52,523 NOT
cap gain +$8,562
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39431 Jul 202612d left-$2.59/sh-$1,296
cycle +$149
[-$2,005…-$1,155] · 2% credit
82%
surv 73%
-$51,306 NOT
cap gain +$9,779
budget: banked $1,445 debit $1,296 (90% used ≈ 1.4 wk of income) → whole cycle still +$149 cash · rolled 5 ct earn ≈ $6,200/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,941/mo
vs 50% target ($5,864/mo)-33%
vs normal income ($11,727/mo)34% covered
Net income (after hedge)$3,404/mo
Downside budget
⚠ $385 is $83 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,046
… as % of IC ($68,000)58.9%
… as % of ML ($128,000)31.3%
Recovery months (at normal income)3.4 mo
Surgical close (5 ct)$-61,175
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.72/sh (~25% of the $2.89 collected) or spot ≥ $388.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $385)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $381.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$381-388.07
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
≥ $388.07
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$385.00 (≤1σ, normal week)$1,445$-54,150+$6,935+$1,440
+2.5%$394.62 (1.6σ)$-3,367$-54,631+$6,454-$3,372
+5%$404.25 (2.4σ)$-8,180$-55,113+$5,972-$8,185
SS (= V-bounce)$456.00 (6.3σ)$-34,055$-57,700+$3,385-$33,560
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $385): -$40,046
Total Position P&L @ SS: $-58,299 (+$2,786 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-33,560, the opportunity cost of earning $3,941/mo FIGHT income now)
🎯 50% normal5 × $38124 Jul11d2.2%74%41%$2,175$5,932$41,316
Sell 5 × $381 2.2% OTM over spot $372.80 24 Jul 2026 (11d, $4.57 mid)
= $2,175 credit for the 11d cycle → $5,932/mo projected
Survival (stays ≤ $381)
74%
Breach risk
26%
POP (stays ≤ $385.57)
83%
EV / mo
+$3,784
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.6 mo [5.0-8.0] median, 1.0 mo SLOWER than no FIGHT (5.6 mo): roll costs eat the credits at this rung  ·  15% of paths whole by 9 mo (vs 4% without)  ·  ~11.4 challenges expected  ·  median CC cash $21,225
🛡 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)
-$1,471
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$394 @ 86% POP
80% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.31/sh now → $7.29 mid-life (likely $7.97–$11.48)≈ $0 at expiry  |  you banked $4.35/sh, so a flat mid-life exit nets -$2.94/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,240 simulated challenges: the $381 strike is typically first touched on day 5 of 11, at $383 (overshoots $2.42). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38131 Jul 202612d left+$2.20/sh+$1,101
cycle +$3,276
[+$550…+$1,115] · 96% credit
73%
surv 51%
-$54,119 NOT
cap gain +$6,966
Reliable up-and-out (highest cap still free ≥60%)~$38331 Jul 202612d left+$0.85/sh+$423
cycle +$2,598
[-$107…+$428] · 61% credit
76%
surv 57%
-$53,807 NOT
cap gain +$7,278
Up-and-out for even (raise the cap, free)~$38431 Jul 202612d left+$0.29/sh+$144
cycle +$2,319
[-$415…+$124] · 32% credit
77%
surv 59%
-$53,636 NOT
cap gain +$7,449
Max even-money escape in the band~$38431 Jul 202612d left+$0.29/sh+$144
cycle +$2,319
[-$415…+$124] · 32% credit
77%
surv 59%
-$53,636 NOT
cap gain +$7,449
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39431 Jul 202612d left-$4.06/sh-$2,029
cycle +$146
[-$3,151…-$2,269]
86%
surv 80%
-$51,309 NOT
cap gain +$9,776
budget: banked $2,175 debit $2,029 (93% used ≈ 1.5 wk of income) → whole cycle still +$146 cash · rolled 5 ct earn ≈ $4,044/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,932/mo
vs 50% target ($5,864/mo)+1%
vs normal income ($11,727/mo)51% covered
Net income (after hedge)$5,395/mo
Downside budget
⚠ $381 is $87 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,316
… as % of IC ($68,000)60.8%
… as % of ML ($128,000)32.3%
Recovery months (at normal income)3.5 mo
Surgical close (5 ct)$-61,198
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.09/sh (~25% of the $4.35 collected) or spot ≥ $385.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $381)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $377.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$377-385.57
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
≥ $385.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$381.00 (≤1σ, normal week)$2,175$-55,220+$5,865+$2,170
+2.5%$390.52 (1.3σ)$-2,587$-55,696+$5,389-$2,592
+5%$400.05 (2.1σ)$-7,350$-56,173+$4,912-$7,355
SS (= V-bounce)$456.00 (6.3σ)$-35,325$-58,970+$2,115-$34,830
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $381): -$41,316
Total Position P&L @ SS: $-59,569 (+$1,516 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-34,830, the opportunity cost of earning $5,932/mo FIGHT income now)
100% normal5 × $37324 Jul11d0.1%51%99%$4,300$11,727+$5,795$43,191
Sell 5 × $373 0.1% OTM over spot $372.80 24 Jul 2026 (11d, $9.00 mid)
= $4,300 credit for the 11d cycle → $11,727/mo projected
Survival (stays ≤ $373)
51%
Breach risk
49%
POP (stays ≤ $382.00)
76%
EV / mo
+$5,729
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 6.7 mo [5.6-8.0] median, 0.1 mo faster than no FIGHT (6.8 mo)  ·  16% of paths whole by 9 mo (vs 4% without)  ·  ~42.8 challenges expected  ·  median CC cash $25,650
🛡 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)
83%
Flat exit net (mid-life)
+$908
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$390 @ 90% POP
88% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.60/sh now → $6.78 mid-life (likely $9.59–$13.35)≈ $0 at expiry  |  you banked $8.60/sh, so a flat mid-life exit nets +$1.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,486 simulated challenges: the $373 strike is typically first touched on day 2 of 11, at $376 (overshoots $2.90). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$37331 Jul 202612d left+$2.08/sh+$1,040
cycle +$5,340
[+$184…+$582] · 86% credit
73%
surv 51%
-$55,655 NOT
cap gain +$5,430
Reliable up-and-out (highest cap still free ≥60%)~$37431 Jul 202612d left+$1.29/sh+$646
cycle +$4,946
[-$126…+$204] · 61% credit
75%
surv 54%
-$55,509 NOT
cap gain +$5,576
Up-and-out for even (raise the cap, free)~$37631 Jul 202612d left+$0.12/sh+$59
cycle +$4,359
[-$809…-$395] · 7% credit
77%
surv 60%
-$55,196 NOT
cap gain +$5,889
Max even-money escape in the band~$37631 Jul 202612d left+$0.12/sh+$59
cycle +$4,359
[-$809…-$395] · 7% credit
77%
surv 60%
-$55,196 NOT
cap gain +$5,889
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39031 Jul 202612d left-$5.05/sh-$2,526
cycle +$1,774
[-$4,493…-$3,347]
90%
surv 88%
-$51,481 NOT
cap gain +$9,604
budget: banked $4,300 debit $2,526 (59% used ≈ 0.9 wk of income) → whole cycle still +$1,774 cash · rolled 5 ct earn ≈ $2,167/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,727/mo
vs 50% target ($5,864/mo)+100%
vs normal income ($11,727/mo)100% covered
Net income (after hedge)$11,190/mo
Downside budget
⚠ $373 is $95 below CC-SS $467.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,191
… as % of IC ($68,000)63.5%
… as % of ML ($128,000)33.7%
Recovery months (at normal income)3.7 mo
Surgical close (5 ct)$-61,285
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.15/sh (~25% of the $8.60 collected) or spot ≥ $382.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $373)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $369.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-382.00
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
≥ $382.00
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$373.00 (≤1σ, normal week)$4,300$-56,695+$4,390+$4,295
+2.5%$382.32 (≤1σ, normal week)$-362$-57,161+$3,924-$367
+5%$391.65 (1.4σ)$-5,025$-57,628+$3,458-$5,030
SS (= V-bounce)$456.00 (6.3σ)$-37,200$-60,845+$240-$36,705
V-BOUNCE STRESS (stock → CC-SS $467.98, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,832
− CC assignment net of premium (5 × $373): -$43,191
Total Position P&L @ SS: $-61,444 ($-359 vs today)
Do-nothing baseline at SS: $-24,739 (this trade vs do-nothing: $-36,705, the opportunity cost of earning $11,727/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 GLD are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (80 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (5 expiries scanned, 80 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.900 (fallback)  |  Recovery@SS: +$42,832 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-24,739

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3834d17 Jul 2026$1.885/5$7,050$6,51391%94%+$6,375-$41,55161.1%$-59,804 (vs do-nothing $-35,065)
$3824d17 Jul 2026$2.164/5$6,480$5,94688%93%+$5,703-$33,52949.3%$-53,079 (vs do-nothing $-28,340)
$3814d17 Jul 2026$2.534/5$7,590$7,05685%92%+$6,495-$33,78149.7%$-53,331 (vs do-nothing $-28,592)
$3804d17 Jul 2026$2.943/5$6,615$6,08482%90%+$5,481-$25,51337.5%$-46,360 (vs do-nothing $-21,621)
$3817d20 Jul 2026$2.975/5$6,364$5,82780%87%+$4,757-$42,00661.8%$-60,259 (vs do-nothing $-35,520)
$3794d17 Jul 2026$3.353/5$7,538$7,00678%89%+$6,003-$25,69037.8%$-46,537 (vs do-nothing $-21,798)
$3807d20 Jul 2026$3.305/5$7,071$6,53577%86%+$5,059-$42,34162.3%$-60,594 (vs do-nothing $-35,855)
$3819d22 Jul 2026$3.605/5$6,000$5,46376%85%+$4,012-$41,69161.3%$-59,944 (vs do-nothing $-35,205)
$3784d17 Jul 2026$3.853/5$8,662$8,13174%87%+$6,629-$25,84038.0%$-46,687 (vs do-nothing $-21,948)
$3797d20 Jul 2026$3.854/5$6,600$6,06674%85%+$4,604-$34,05350.1%$-53,603 (vs do-nothing $-28,864)
$38111d24 Jul 2026$4.355/5$5,932$5,39574%83%+$3,784-$41,31660.8%$-59,569 (vs do-nothing $-34,830)
$3809d22 Jul 2026$4.105/5$6,833$6,29673%84%+$4,461-$41,94161.7%$-60,194 (vs do-nothing $-35,455)
$38011d24 Jul 2026$4.805/5$6,545$6,00971%82%+$3,973-$41,59161.2%$-59,844 (vs do-nothing $-35,105)
Show 67 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 67.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3799d22 Jul 2026$4.504/5$6,000$5,46670%82%+$3,750-$33,79349.7%$-53,343 (vs do-nothing $-28,604)
$3774d17 Jul 2026$4.352/5$6,525$5,99670%87%+$4,836-$17,32625.5%$-39,471 (vs do-nothing $-14,732)
$3787d20 Jul 2026$4.304/5$7,371$6,83770%84%+$4,921-$34,27350.4%$-53,823 (vs do-nothing $-29,084)
$37911d24 Jul 2026$5.255/5$7,159$6,62268%81%+$4,305-$41,86661.6%$-60,119 (vs do-nothing $-35,380)
$3789d22 Jul 2026$5.004/5$6,667$6,13367%81%+$4,019-$33,99350.0%$-53,543 (vs do-nothing $-28,804)
$3777d20 Jul 2026$4.853/5$6,236$5,70467%82%+$4,003-$25,84038.0%$-46,687 (vs do-nothing $-21,948)
$3764d17 Jul 2026$4.902/5$7,350$6,82166%85%+$5,224-$17,41625.6%$-39,561 (vs do-nothing $-14,822)
$37811d24 Jul 2026$5.754/5$6,273$5,73966%80%+$3,660-$33,69349.5%$-53,243 (vs do-nothing $-28,504)
$37918d31 Jul 2026$7.105/5$5,917$5,38065%79%+$3,234-$40,94160.2%$-59,194 (vs do-nothing $-34,455)
$3779d22 Jul 2026$5.554/5$7,400$6,86664%80%+$4,304-$34,17350.3%$-53,723 (vs do-nothing $-28,984)
$37711d24 Jul 2026$6.254/5$6,818$6,28463%79%+$3,841-$33,89349.8%$-53,443 (vs do-nothing $-28,704)
$3767d20 Jul 2026$5.403/5$6,943$6,41163%81%+$4,258-$25,97538.2%$-46,822 (vs do-nothing $-22,083)
$37818d31 Jul 2026$7.555/5$6,292$5,75563%78%+$3,325-$41,21660.6%$-59,469 (vs do-nothing $-34,730)
$3754d17 Jul 2026$5.552/5$8,325$7,79661%84%+$5,685-$17,48625.7%$-39,631 (vs do-nothing $-14,892)
$3769d22 Jul 2026$6.103/5$6,100$5,56961%79%+$3,403-$25,76537.9%$-46,612 (vs do-nothing $-21,873)
$37718d31 Jul 2026$8.055/5$6,708$6,17161%77%+$3,437-$41,46661.0%$-59,719 (vs do-nothing $-34,980)
$37611d24 Jul 2026$6.854/5$7,473$6,93960%78%+$3,924-$34,05350.1%$-53,603 (vs do-nothing $-28,864)
$3757d20 Jul 2026$6.003/5$7,714$7,18359%80%+$4,517-$26,09538.4%$-46,942 (vs do-nothing $-22,203)
$37618d31 Jul 2026$8.705/5$7,250$6,71358%77%+$3,652-$41,64161.2%$-59,894 (vs do-nothing $-35,155)
$3759d22 Jul 2026$6.653/5$6,650$6,11958%78%+$3,576-$25,90038.1%$-46,747 (vs do-nothing $-22,008)
$37511d24 Jul 2026$7.453/5$6,095$5,56457%77%+$3,236-$25,66037.7%$-46,507 (vs do-nothing $-21,768)
$3744d17 Jul 2026$6.202/5$9,300$8,77156%83%+$6,063-$17,55625.8%$-39,701 (vs do-nothing $-14,962)
$37518d31 Jul 2026$9.254/5$6,167$5,63356%76%+$3,009-$33,49349.3%$-53,043 (vs do-nothing $-28,304)
$3747d20 Jul 2026$6.653/5$8,550$8,01955%79%+$4,779-$26,20038.5%$-47,047 (vs do-nothing $-22,308)
$3749d22 Jul 2026$7.353/5$7,350$6,81955%77%+$3,784-$25,99038.2%$-46,837 (vs do-nothing $-22,098)
$37411d24 Jul 2026$8.053/5$6,586$6,05554%76%+$3,199-$25,78037.9%$-46,627 (vs do-nothing $-21,888)
$37418d31 Jul 2026$9.854/5$6,567$6,03354%75%+$3,112-$33,65349.5%$-53,203 (vs do-nothing $-28,464)
$37318d31 Jul 2026$10.504/5$7,000$6,46651%73%+$2,929-$33,79349.7%$-53,343 (vs do-nothing $-28,604)
$3734d17 Jul 2026$6.702/5$10,050$9,52151%80%+$5,839-$17,65626.0%$-39,801 (vs do-nothing $-15,062)
$3737d20 Jul 2026$7.302/5$6,257$5,72851%78%+$3,321-$17,53625.8%$-39,681 (vs do-nothing $-14,942)
$37311d24 Jul 2026$8.603/5$7,036$6,50551%76%+$3,437-$25,91538.1%$-46,762 (vs do-nothing $-22,023)
$3739d22 Jul 2026$7.953/5$7,950$7,41951%76%+$3,889-$26,11038.4%$-46,957 (vs do-nothing $-22,218)
$37218d31 Jul 2026$11.104/5$7,400$6,86649%72%+$2,979-$33,95349.9%$-53,503 (vs do-nothing $-28,764)
$37211d24 Jul 2026$9.353/5$7,650$7,11948%74%+$3,422-$25,99038.2%$-46,837 (vs do-nothing $-22,098)
$3729d22 Jul 2026$7.553/5$7,550$7,01948%75%+$2,954-$26,53039.0%$-47,377 (vs do-nothing $-22,638)
$3727d20 Jul 2026$7.852/5$6,729$6,20048%76%+$3,329-$17,62625.9%$-39,771 (vs do-nothing $-15,032)
$37118d31 Jul 2026$11.753/5$5,875$5,34447%72%+$2,283-$25,57037.6%$-46,417 (vs do-nothing $-21,678)
$3724d17 Jul 2026$7.452/5$11,175$10,64647%79%+$6,143-$17,70626.0%$-39,851 (vs do-nothing $-15,112)
$37111d24 Jul 2026$10.003/5$8,182$7,65046%73%+$3,491-$26,09538.4%$-46,942 (vs do-nothing $-22,203)
$37018d31 Jul 2026$12.403/5$6,200$5,66945%71%+$2,319-$25,67537.8%$-46,522 (vs do-nothing $-21,783)
$3719d22 Jul 2026$9.152/5$6,100$5,57145%74%+$2,653-$17,56625.8%$-39,711 (vs do-nothing $-14,972)
$3717d20 Jul 2026$8.602/5$7,371$6,84344%75%+$3,470-$17,67626.0%$-39,821 (vs do-nothing $-15,082)
$36918d31 Jul 2026$13.103/5$6,550$6,01943%70%+$2,368-$25,76537.9%$-46,612 (vs do-nothing $-21,873)
$3714d17 Jul 2026$8.151/5$6,112$5,58742%78%+$3,146-$8,88313.1%$-32,325 (vs do-nothing $-7,586)
$37011d24 Jul 2026$10.703/5$8,755$8,22342%74%+$3,830-$26,18538.5%$-47,032 (vs do-nothing $-22,293)
$3709d22 Jul 2026$9.852/5$6,567$6,03842%73%+$2,712-$17,62625.9%$-39,771 (vs do-nothing $-15,032)
$36818d31 Jul 2026$13.703/5$6,850$6,31941%70%+$2,354-$25,88538.1%$-46,732 (vs do-nothing $-21,993)
$3707d20 Jul 2026$9.252/5$7,929$7,40040%74%+$3,487-$17,74626.1%$-39,891 (vs do-nothing $-15,152)
$36911d24 Jul 2026$11.452/5$6,245$5,71739%73%+$2,630-$17,50625.7%$-39,651 (vs do-nothing $-14,912)
$3699d22 Jul 2026$10.652/5$7,100$6,57139%72%+$2,813-$17,66626.0%$-39,811 (vs do-nothing $-15,072)
$36718d31 Jul 2026$14.503/5$7,250$6,71939%69%+$2,428-$25,94538.2%$-46,792 (vs do-nothing $-22,053)
$3704d17 Jul 2026$8.901/5$6,675$6,14938%77%+$3,221-$8,90813.1%$-32,350 (vs do-nothing $-7,611)
$36811d24 Jul 2026$12.202/5$6,655$6,12638%71%+$2,496-$17,55625.8%$-39,701 (vs do-nothing $-14,962)
$36618d31 Jul 2026$15.253/5$7,625$7,09437%69%+$2,465-$26,02038.3%$-46,867 (vs do-nothing $-22,128)
$3697d20 Jul 2026$10.252/5$8,786$8,25737%74%+$3,769-$17,74626.1%$-39,891 (vs do-nothing $-15,152)
$3689d22 Jul 2026$11.202/5$7,467$6,93836%71%+$2,724-$17,75626.1%$-39,901 (vs do-nothing $-15,162)
$36711d24 Jul 2026$12.952/5$7,064$6,53535%70%+$2,528-$17,60625.9%$-39,751 (vs do-nothing $-15,012)
$3694d17 Jul 2026$9.651/5$7,238$6,71234%76%+$3,262-$8,93313.1%$-32,375 (vs do-nothing $-7,636)
$3687d20 Jul 2026$11.102/5$9,514$8,98633%73%+$3,890-$17,77626.1%$-39,921 (vs do-nothing $-15,182)
$3679d22 Jul 2026$12.202/5$8,133$7,60533%71%+$2,914-$17,75626.1%$-39,901 (vs do-nothing $-15,162)

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 v6.1  |  2026-07-13 13:27