FORTRESS FIGHT: GLD @ $371.97

BE SS: $456.00  |  CC-SS: $465.11  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:35

GLD @ $371.97   UNDERWATER $84.03 (18.4% 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: $465.11  |  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$12,750/mo45% ann ROI on ML
Hedge rolling cost$537/mo
Unrealized P&L$-61,085fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,375/mo
HEDGE COVER
$537/mo
NORMAL INCOME
$12,750/mo (ATM CC, chain)
IC VELOCITY
5.3 mo to earn back $68,000
ML VELOCITY
10.0 mo to earn back $128,000
Deep drawdown confirmed: a CC at CC-SS $465.11 (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
? 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 92%, breach 8%) that still earns 50% of normal income ($6,375/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 × $378/4d for $14,438/mo, but breach risk rises to 23% (+15pp 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 $40,117 (59% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 3.1 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, 92% survival, $7,050/mo (E[net] $3,940/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 × $38392%$7,050$3,940
NEXT FRIDAY24 Jul 2026 · 11d5 × $38073%$6,545$1,930

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,940/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $383 (primary), 92% survival, breach 8%, $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 97% (breach 8% → 3%) for $2,738/mo less (39% income) buys safety you do not really need here.
GLD  spot $371.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $39617 Jul4d6.5%99+%0%$75$562-$6,488$34,482
Sell 5 × $396 6.5% OTM over spot $371.97 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
+$561
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.4-7.2] median, 0.2 mo faster than no FIGHT (5.4 mo)  ·  20% of paths whole by 9 mo (vs 20% without)  ·  ~0.1 challenges expected  ·  median CC cash $-4,518
🛡 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)
0%
Flat exit net (mid-life)
-$3,540
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$406 @ 80% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.23/sh now → $7.23 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$7.08/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+$0.98/sh+$490
cycle +$565
78%
surv 51%
-$43,603 NOT
cap gain +$17,482
Up-and-out for even (raise the cap, free)~$39720 Jul 20265d left+$0.43/sh+$216
cycle +$291
79%
surv 54%
-$43,151 NOT
cap gain +$17,934
Max even-money escape in the band~$40631 Jul 202616d left+$0.16/sh+$82
cycle +$157
80%
surv 69%
-$36,950 NOT
cap gain +$24,135
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 ($6,375/mo)-91%
vs normal income ($12,750/mo)4% covered
Net income (after hedge)$26/mo
Downside budget
⚠ $396 is $69 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,482
… as % of IC ($68,000)50.7%
… as % of ML ($128,000)26.9%
Recovery months (at normal income)2.7 mo
Surgical close (5 ct)$-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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$396.00 (2.9σ)$75$-44,093+$16,992+$70
+2.5%$405.90 (4.2σ)$-4,875$-42,073+$19,012-$4,880
+5%$415.80 (5.4σ)$-9,825$-40,054+$21,031-$9,830
SS (= V-bounce)$456.00 (10.3σ)$-29,925$-31,853+$29,232-$29,430
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $396): -$34,482
Total Position P&L @ SS: $-29,994 (+$31,091 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-29,430, the opportunity cost of earning $562/mo FIGHT income now)
33% normal5 × $38617 Jul4d3.8%97%7%$575$4,312-$2,738$38,982
Sell 5 × $386 3.8% OTM over spot $371.97 17 Jul 2026 (4d, $1.23 mid)
= $575 credit for the 4d cycle → $4,312/mo projected
Survival (stays ≤ $386)
97%
Breach risk
3%
POP (stays ≤ $387.24)
98%
EV / mo
+$4,172
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [4.2-6.9] median, 0.2 mo faster than no FIGHT (5.5 mo)  ·  18% of paths whole by 9 mo (vs 16% without)  ·  ~2.6 challenges expected  ·  median CC cash $1,877
🛡 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)
6%
Flat exit net (mid-life)
-$2,763
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$398 @ 83% 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: $9.44/sh now → $6.68 mid-life (likely $5.49–$10.33)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$5.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 177 simulated challenges: the $386 strike is typically first touched on day 3 of 4, at $389 (overshoots $2.57). 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+$0.87/sh+$435
cycle +$1,010
[+$148…+$949] · 79% credit
78%
surv 51%
-$50,198 NOT
cap gain +$10,887
Reliable up-and-out (highest cap still free ≥60%)~$39331 Jul 202616d left+$1.14/sh+$569
cycle +$1,144
[-$170…+$1,216] · 70% credit
79%
surv 65%
-$45,115 NOT
cap gain +$15,970
Up-and-out for even (raise the cap, free)~$38720 Jul 20265d left+$0.29/sh+$144
cycle +$719
[-$186…+$606] · 61% credit
79%
surv 55%
-$49,764 NOT
cap gain +$11,321
Max even-money escape in the band~$39531 Jul 202616d left+$0.18/sh+$89
cycle +$664
[-$719…+$726] · 48% credit
80%
surv 69%
-$44,187 NOT
cap gain +$16,898
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39831 Jul 202616d left-$1.10/sh-$550
cycle +$25
[-$1,466…+$77] · 27% credit
83%
surv 74%
-$42,714 NOT
cap gain +$18,371
budget: banked $575 debit $550 (96% used ≈ 0.6 wk of income) → whole cycle still +$25 cash · rolled 5 ct earn ≈ $5,228/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 ($6,375/mo)-32%
vs normal income ($12,750/mo)34% covered
Net income (after hedge)$3,776/mo
Downside budget
⚠ $386 is $79 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,982
… as % of IC ($68,000)57.3%
… as % of ML ($128,000)30.5%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$386.00 (1.7σ)$575$-50,633+$10,452+$570
+2.5%$395.65 (2.9σ)$-4,250$-48,664+$12,421-$4,255
+5%$405.30 (4.1σ)$-9,075$-46,696+$14,389-$9,080
SS (= V-bounce)$456.00 (10.3σ)$-34,425$-36,353+$24,732-$33,930
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $386): -$38,982
Total Position P&L @ SS: $-34,494 (+$26,591 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-33,930, the opportunity cost of earning $4,312/mo FIGHT income now)
🎯 50% normal5 × $38317 Jul4d3.0%92%13%$940$7,050$40,117
Sell 5 × $383 3.0% OTM over spot $371.97 17 Jul 2026 (4d, $2.01 mid)
= $940 credit for the 4d cycle → $7,050/mo projected
Survival (stays ≤ $383)
92%
Breach risk
8%
POP (stays ≤ $385.01)
95%
EV / mo
+$6,550
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.0 mo [3.4-7.4] median, 0.4 mo SLOWER than no FIGHT (4.6 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 20% without)  ·  ~6.2 challenges expected  ·  median CC cash $10,606
🛡 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)
13%
Flat exit net (mid-life)
-$2,317
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$396 @ 84% POP
77% 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: $9.21/sh now → $6.51 mid-life (likely $5.75–$10.25)≈ $0 at expiry  |  you banked $1.88/sh, so a flat mid-life exit nets -$4.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 382 simulated challenges: the $383 strike is typically first touched on day 3 of 4, at $385 (overshoots $2.34). 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+$0.84/sh+$419
cycle +$1,359
[+$5…+$863] · 75% credit
78%
surv 51%
-$51,961 NOT
cap gain +$9,124
Reliable up-and-out (highest cap still free ≥60%)~$39031 Jul 202616d left+$1.00/sh+$502
cycle +$1,442
[-$396…+$1,024] · 64% credit
79%
surv 66%
-$46,929 NOT
cap gain +$14,156
Up-and-out for even (raise the cap, free)~$38420 Jul 20265d left+$0.24/sh+$122
cycle +$1,062
[-$315…+$523] · 58% credit
79%
surv 55%
-$51,532 NOT
cap gain +$9,553
Max even-money escape in the band~$39231 Jul 202616d left+$0.05/sh+$24
cycle +$964
[-$936…+$521] · 44% credit
80%
surv 69%
-$45,999 NOT
cap gain +$15,086
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 202616d left-$1.57/sh-$787
cycle +$153
[-$1,892…-$328] · 14% credit
84%
surv 77%
-$43,994 NOT
cap gain +$17,091
budget: banked $940 debit $787 (84% used ≈ 0.5 wk of income) → whole cycle still +$153 cash · rolled 5 ct earn ≈ $4,631/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 ($6,375/mo)+11%
vs normal income ($12,750/mo)55% covered
Net income (after hedge)$6,513/mo
Downside budget
⚠ $383 is $82 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,117
… as % of IC ($68,000)59.0%
… as % of ML ($128,000)31.3%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$383.00 (1.4σ)$940$-52,380+$8,705+$935
+2.5%$392.57 (2.5σ)$-3,847$-50,427+$10,658-$3,852
+5%$402.15 (3.7σ)$-8,635$-48,473+$12,612-$8,640
SS (= V-bounce)$456.00 (10.3σ)$-35,560$-37,488+$23,597-$35,065
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $383): -$40,117
Total Position P&L @ SS: $-35,629 (+$25,456 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-35,065, the opportunity cost of earning $7,050/mo FIGHT income now)
🛡 safe yield5 × $38217 Jul4d2.7%90%20%$1,080$8,100+$1,050$40,477
Sell 5 × $382 2.7% OTM over spot $371.97 17 Jul 2026 (4d, $2.33 mid)
= $1,080 credit for the 4d cycle → $8,100/mo projected
Survival (stays ≤ $382)
90%
Breach risk
10%
POP (stays ≤ $384.33)
94%
EV / mo
+$7,367
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.7-7.2] median  ·  27% of paths whole by 9 mo (vs 14% without)  ·  ~8.1 challenges expected  ·  median CC cash $14,709
🛡 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)
16%
Flat exit net (mid-life)
-$2,150
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$396 @ 85% POP
78% 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: $9.13/sh now → $6.46 mid-life (likely $6.13–$10.83)≈ $0 at expiry  |  you banked $2.16/sh, so a flat mid-life exit nets -$4.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 494 simulated challenges: the $382 strike is typically first touched on day 3 of 4, at $384 (overshoots $2.46). 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)~$38220 Jul 20265d left+$0.83/sh+$414
cycle +$1,494
[-$97…+$792] · 68% credit
78%
surv 51%
-$52,530 NOT
cap gain +$8,555
Reliable up-and-out (highest cap still free ≥60%)~$38831 Jul 202616d left+$1.41/sh+$704
cycle +$1,784
[-$282…+$1,125] · 64% credit
78%
surv 64%
-$47,995 NOT
cap gain +$13,090
Up-and-out for even (raise the cap, free)~$38320 Jul 20265d left+$0.23/sh+$115
cycle +$1,195
[-$428…+$436] · 47% credit
79%
surv 55%
-$52,103 NOT
cap gain +$8,982
Max even-money escape in the band~$39131 Jul 202616d left+$0.01/sh+$3
cycle +$1,083
[-$1,110…+$366] · 33% credit
80%
surv 70%
-$46,584 NOT
cap gain +$14,501
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 202616d left-$1.97/sh-$984
cycle +$96
[-$2,300…-$687] · 6% credit
85%
surv 78%
-$44,050 NOT
cap gain +$17,035
budget: banked $1,080 debit $984 (91% used ≈ 0.5 wk of income) → whole cycle still +$96 cash · rolled 5 ct earn ≈ $4,211/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$8,100/mo
vs 50% target ($6,375/mo)+27%
vs normal income ($12,750/mo)64% covered
Net income (after hedge)$7,563/mo
Downside budget
⚠ $382 is $83 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,477
… as % of IC ($68,000)59.5%
… as % of ML ($128,000)31.6%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-61,170
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.54/sh (~25% of the $2.16 collected) or spot ≥ $384.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $382)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $378.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$378-384.33
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
≥ $384.33
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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$382.00 (1.2σ)$1,080$-52,944+$8,141+$1,075
+2.5%$391.55 (2.4σ)$-3,695$-50,996+$10,089-$3,700
+5%$401.10 (3.6σ)$-8,470$-49,047+$12,038-$8,475
SS (= V-bounce)$456.00 (10.3σ)$-35,920$-37,848+$23,237-$35,425
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $382): -$40,477
Total Position P&L @ SS: $-35,989 (+$25,096 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-35,425, the opportunity cost of earning $8,100/mo FIGHT income now)
100% normal5 × $37817 Jul4d1.6%77%45%$1,925$14,438+$7,388$41,632
Sell 5 × $378 1.6% OTM over spot $371.97 17 Jul 2026 (4d, $4.10 mid)
= $1,925 credit for the 4d cycle → $14,438/mo projected
Survival (stays ≤ $378)
77%
Breach risk
23%
POP (stays ≤ $382.10)
89%
EV / mo
+$11,705
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.4-7.1] median, 0.1 mo SLOWER than no FIGHT (5.2 mo): roll costs eat the credits at this rung  ·  37% of paths whole by 9 mo (vs 17% without)  ·  ~19.0 challenges expected  ·  median CC cash $34,320
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
35%
Flat exit net (mid-life)
-$1,198
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$398 @ 90% POP
87% 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: $8.83/sh now → $6.25 mid-life (likely $6.73–$11.34)≈ $0 at expiry  |  you banked $3.85/sh, so a flat mid-life exit nets -$2.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,061 simulated challenges: the $378 strike is typically first touched on day 2 of 4, at $381 (overshoots $2.50). 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%)~$38331 Jul 202616d left+$1.73/sh+$867
cycle +$2,792
[-$430…+$857] · 62% credit
77%
surv 62%
-$50,507 NOT
cap gain +$10,578
Roll out (same strike, buy time)~$37820 Jul 20265d left+$0.79/sh+$393
cycle +$2,318
[-$301…+$519] · 55% credit
78%
surv 50%
-$54,522 NOT
cap gain +$6,563
Up-and-out for even (raise the cap, free)~$37920 Jul 20265d left+$0.18/sh+$88
cycle +$2,013
[-$638…+$158] · 34% credit
79%
surv 55%
-$54,102 NOT
cap gain +$6,983
Max even-money escape in the band~$38631 Jul 202616d left+$0.14/sh+$69
cycle +$1,994
[-$1,372…+$35] · 27% credit
79%
surv 68%
-$49,193 NOT
cap gain +$11,892
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39831 Jul 202616d left-$3.79/sh-$1,896
cycle +$29
[-$3,806…-$2,023]
90%
surv 87%
-$42,709 NOT
cap gain +$18,376
budget: banked $1,925 debit $1,896 (98% used ≈ 0.6 wk of income) → whole cycle still +$29 cash · rolled 5 ct earn ≈ $2,301/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$14,438/mo
vs 50% target ($6,375/mo)+126%
vs normal income ($12,750/mo)113% covered
Net income (after hedge)$13,901/mo
Downside budget
⚠ $378 is $87 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,632
… as % of IC ($68,000)61.2%
… as % of ML ($128,000)32.5%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-61,210
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.96/sh (~25% of the $3.85 collected) or spot ≥ $382.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $378)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $374.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$374-382.10
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
≥ $382.10
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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$378.00 (≤1σ, normal week)$1,925$-54,915+$6,170+$1,920
+2.5%$387.45 (1.9σ)$-2,800$-52,987+$8,098-$2,805
+5%$396.90 (3.1σ)$-7,525$-51,059+$10,026-$7,530
SS (= V-bounce)$456.00 (10.3σ)$-37,075$-39,003+$22,082-$36,580
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $378): -$41,632
Total Position P&L @ SS: $-37,144 (+$23,941 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-36,580, the opportunity cost of earning $14,438/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] $1,930/mo

🎯 Engine pick: sell 5 × $380 (primary), 73% survival, breach 27%, $6,545/mo.
⚖️ Worth a safer step: the $384 rung (33% normal) lifts survival to 82% (breach 27% → 18%) for $2,182/mo less (33% 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 $384 rung, unless you need the income to cover the hedge bleed, or you expect GLD to stay flat-to-down near term.
GLD  spot $371.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $40224 Jul11d8.1%98%3%$205$559-$5,986$31,352
Sell 5 × $402 8.1% OTM over spot $371.97 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
+$523
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.5-6.7] median, 0.1 mo SLOWER than no FIGHT (5.1 mo): roll costs eat the credits at this rung  ·  23% of paths whole by 9 mo (vs 22% without)  ·  ~0.6 challenges expected  ·  median CC cash $-2,588
🛡 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)
-$4,293
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$407 @ 77% POP
61% 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: $12.72/sh now → $9.00 mid-life (likely $6.09–$10.44)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$8.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 69 simulated challenges: the $402 strike is typically first touched on day 9 of 11, at $405 (overshoots $2.62). 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+$2.84/sh+$1,419
cycle +$1,624
[+$1,499…+$2,615] · 100% credit
74%
surv 51%
-$38,319 NOT
cap gain +$22,766
Up-and-out for even (raise the cap, free)~$40631 Jul 202612d left+$0.46/sh+$231
cycle +$436
[+$174…+$1,208] · 83% credit
77%
surv 59%
-$36,671 NOT
cap gain +$24,414
Max even-money escape in the band~$40631 Jul 202612d left+$0.46/sh+$231
cycle +$436
[+$174…+$1,208] · 83% credit
77%
surv 59%
-$36,671 NOT
cap gain +$24,414
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-$0.19/sh-$96
cycle +$109
[-$204…+$839] · 61% credit
77%
surv 61%
-$36,294 NOT
cap gain +$24,791
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 ($6,375/mo)-91%
vs normal income ($12,750/mo)4% covered
Net income (after hedge)$22/mo
Downside budget
⚠ $402 is $63 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,352
… as % of IC ($68,000)46.1%
… as % of ML ($128,000)24.5%
Recovery months (at normal income)2.5 mo
Surgical close (5 ct)$-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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$402.00 (2.2σ)$205$-39,739+$21,346+$200
+2.5%$412.05 (3.0σ)$-4,820$-37,689+$23,396-$4,825
+5%$422.10 (3.7σ)$-9,845$-35,638+$25,447-$9,850
SS (= V-bounce)$456.00 (6.2σ)$-26,795$-28,723+$32,362-$26,300
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $402): -$31,352
Total Position P&L @ SS: $-26,864 (+$34,221 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-26,300, the opportunity cost of earning $559/mo FIGHT income now)
🛡 safe yield5 × $39024 Jul11d4.8%91%18%$820$2,236-$4,309$36,737
Sell 5 × $390 4.8% OTM over spot $371.97 24 Jul 2026 (11d, $1.77 mid)
= $820 credit for the 11d cycle → $2,236/mo projected
Survival (stays ≤ $390)
91%
Breach risk
9%
POP (stays ≤ $391.77)
93%
EV / mo
+$1,843
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.8-7.3] median, 0.1 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 18% without)  ·  ~3.1 challenges expected  ·  median CC cash $5,853
🛡 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)
-$3,271
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$397 @ 79% POP
67% 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: $11.57/sh now → $8.18 mid-life (likely $6.69–$11.20)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$6.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 445 simulated challenges: the $390 strike is typically first touched on day 7 of 11, at $393 (overshoots $2.61). 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+$2.60/sh+$1,298
cycle +$2,118
[+$1,052…+$1,973] · 100% credit
74%
surv 51%
-$46,274 NOT
cap gain +$14,811
Reliable up-and-out (highest cap still free ≥60%)~$39331 Jul 202612d left+$0.73/sh+$365
cycle +$1,185
[+$35…+$863] · 78% credit
76%
surv 58%
-$45,074 NOT
cap gain +$16,011
Up-and-out for even (raise the cap, free)~$39431 Jul 202612d left+$0.18/sh+$91
cycle +$911
[-$259…+$572] · 57% credit
77%
surv 60%
-$44,644 NOT
cap gain +$16,441
Max even-money escape in the band~$39431 Jul 202612d left+$0.18/sh+$91
cycle +$911
[-$259…+$572] · 57% credit
77%
surv 60%
-$44,644 NOT
cap gain +$16,441
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 202612d left-$1.40/sh-$702
cycle +$118
[-$1,189…-$263] · 14% credit
79%
surv 67%
-$43,325 NOT
cap gain +$17,760
budget: banked $820 debit $702 (86% used ≈ 1.4 wk of income) → whole cycle still +$118 cash · rolled 5 ct earn ≈ $8,472/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 ($6,375/mo)-65%
vs normal income ($12,750/mo)18% covered
Net income (after hedge)$1,700/mo
Downside budget
⚠ $390 is $75 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$36,737
… as % of IC ($68,000)54.0%
… as % of ML ($128,000)28.7%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$390.00 (1.3σ)$820$-47,572+$13,513+$815
+2.5%$399.75 (2.1σ)$-4,055$-45,583+$15,502-$4,060
+5%$409.50 (2.8σ)$-8,930$-43,594+$17,491-$8,935
SS (= V-bounce)$456.00 (6.2σ)$-32,180$-34,108+$26,977-$31,685
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $390): -$36,737
Total Position P&L @ SS: $-32,249 (+$28,836 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-31,685, the opportunity cost of earning $2,236/mo FIGHT income now)
33% normal ← lean5 × $38424 Jul11d3.2%82%37%$1,600$4,364-$2,182$38,957
Sell 5 × $384 3.2% OTM over spot $371.97 24 Jul 2026 (11d, $3.40 mid)
= $1,600 credit for the 11d cycle → $4,364/mo projected
Survival (stays ≤ $384)
82%
Breach risk
18%
POP (stays ≤ $387.40)
88%
EV / mo
+$3,172
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.4 mo [3.7-6.9] median, 0.1 mo SLOWER than no FIGHT (5.3 mo): roll costs eat the credits at this rung  ·  26% of paths whole by 9 mo (vs 18% without)  ·  ~6.6 challenges expected  ·  median CC cash $15,001
🛡 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)
-$2,293
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$394 @ 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.01/sh now → $7.79 mid-life (likely $7.54–$11.45)≈ $0 at expiry  |  you banked $3.20/sh, so a flat mid-life exit nets -$4.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 911 simulated challenges: the $384 strike is typically first touched on day 6 of 11, at $387 (overshoots $2.53). 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)~$38431 Jul 202612d left+$2.48/sh+$1,239
cycle +$2,839
[+$827…+$1,561] · 99% credit
74%
surv 51%
-$49,777 NOT
cap gain +$11,308
Reliable up-and-out (highest cap still free ≥60%)~$38631 Jul 202612d left+$1.20/sh+$600
cycle +$2,200
[+$144…+$846] · 85% credit
75%
surv 56%
-$48,987 NOT
cap gain +$12,098
Up-and-out for even (raise the cap, free)~$38831 Jul 202612d left+$0.05/sh+$25
cycle +$1,625
[-$481…+$219] · 36% credit
77%
surv 61%
-$48,154 NOT
cap gain +$12,931
Max even-money escape in the band~$38831 Jul 202612d left+$0.05/sh+$25
cycle +$1,625
[-$481…+$219] · 36% credit
77%
surv 61%
-$48,154 NOT
cap gain +$12,931
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-$2.89/sh-$1,444
cycle +$156
[-$2,194…-$1,359] · 1% credit
82%
surv 74%
-$45,399 NOT
cap gain +$15,686
budget: banked $1,600 debit $1,444 (90% used ≈ 1.4 wk of income) → whole cycle still +$156 cash · rolled 5 ct earn ≈ $6,123/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$4,364/mo
vs 50% target ($6,375/mo)-32%
vs normal income ($12,750/mo)34% covered
Net income (after hedge)$3,827/mo
Downside budget
⚠ $384 is $81 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,957
… as % of IC ($68,000)57.3%
… as % of ML ($128,000)30.4%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-61,185
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.80/sh (~25% of the $3.20 collected) or spot ≥ $387.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $384)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $380.16Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$380-387.40
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
≥ $387.40
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 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$384.00 (≤1σ, normal week)$1,600$-51,016+$10,069+$1,595
+2.5%$393.60 (1.6σ)$-3,200$-49,057+$12,028-$3,205
+5%$403.20 (2.3σ)$-8,000$-47,099+$13,986-$8,005
SS (= V-bounce)$456.00 (6.2σ)$-34,400$-36,328+$24,757-$33,905
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $384): -$38,957
Total Position P&L @ SS: $-34,469 (+$26,616 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-33,905, the opportunity cost of earning $4,364/mo FIGHT income now)
🎯 50% normal5 × $38024 Jul11d2.2%73%45%$2,400$6,545$40,157
Sell 5 × $380 2.2% OTM over spot $371.97 24 Jul 2026 (11d, $5.03 mid)
= $2,400 credit for the 11d cycle → $6,545/mo projected
Survival (stays ≤ $380)
73%
Breach risk
27%
POP (stays ≤ $385.02)
83%
EV / mo
+$4,268
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.7-6.9] median, 0.1 mo faster than no FIGHT (4.9 mo)  ·  32% of paths whole by 9 mo (vs 20% without)  ·  ~10.7 challenges expected  ·  median CC cash $21,675
🛡 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)
45%
Flat exit net (mid-life)
-$1,364
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$395 @ 88% POP
84% 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: $10.64/sh now → $7.53 mid-life (likely $8.46–$11.94)≈ $0 at expiry  |  you banked $4.80/sh, so a flat mid-life exit nets -$2.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,349 simulated challenges: the $380 strike is typically first touched on day 5 of 11, at $382 (overshoots $2.50). 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)~$38031 Jul 202612d left+$2.40/sh+$1,200
cycle +$3,600
[+$690…+$1,242] · 99% credit
74%
surv 51%
-$51,832 NOT
cap gain +$9,253
Reliable up-and-out (highest cap still free ≥60%)~$38231 Jul 202612d left+$1.12/sh+$558
cycle +$2,958
[+$6…+$536] · 75% credit
75%
surv 56%
-$51,045 NOT
cap gain +$10,040
Up-and-out for even (raise the cap, free)~$38331 Jul 202612d left+$0.51/sh+$257
cycle +$2,657
[-$325…+$204] · 39% credit
76%
surv 58%
-$50,642 NOT
cap gain +$10,443
Max even-money escape in the band~$38331 Jul 202612d left+$0.51/sh+$257
cycle +$2,657
[-$325…+$204] · 39% credit
76%
surv 58%
-$50,642 NOT
cap gain +$10,443
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39531 Jul 202612d left-$4.66/sh-$2,328
cycle +$72
[-$3,480…-$2,621]
88%
surv 84%
-$44,778 NOT
cap gain +$16,307
budget: banked $2,400 debit $2,328 (97% used ≈ 1.5 wk of income) → whole cycle still +$72 cash · rolled 5 ct earn ≈ $3,590/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$6,545/mo
vs 50% target ($6,375/mo)+3%
vs normal income ($12,750/mo)51% covered
Net income (after hedge)$6,009/mo
Downside budget
⚠ $380 is $85 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,157
… as % of IC ($68,000)59.1%
… as % of ML ($128,000)31.4%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-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 < $1.20/sh (~25% of the $4.80 collected) or spot ≥ $385.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $380)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $376.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$376-385.02
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $385.02
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$380.00 (≤1σ, normal week)$2,400$-53,032+$8,053+$2,395
+2.5%$389.50 (1.3σ)$-2,350$-51,094+$9,991-$2,355
+5%$399.00 (2.0σ)$-7,100$-49,156+$11,929-$7,105
SS (= V-bounce)$456.00 (6.2σ)$-35,600$-37,528+$23,557-$35,105
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $380): -$40,157
Total Position P&L @ SS: $-35,669 (+$25,416 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-35,105, the opportunity cost of earning $6,545/mo FIGHT income now)
100% normal5 × $37224 Jul11d0.0%51%99+%$4,675$12,750+$6,205$41,882
Sell 5 × $372 0.0% OTM over spot $371.97 24 Jul 2026 (11d, $9.62 mid)
= $4,675 credit for the 11d cycle → $12,750/mo projected
Survival (stays ≤ $372)
51%
Breach risk
49%
POP (stays ≤ $381.62)
76%
EV / mo
+$6,291
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.1 mo [3.6-6.8] median, 0.6 mo SLOWER than no FIGHT (4.5 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 18% without)  ·  ~40.1 challenges expected  ·  median CC cash $26,549
🛡 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)
84%
Flat exit net (mid-life)
+$1,165
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$389 @ 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: $9.93/sh now → $7.02 mid-life (likely $9.95–$13.88)≈ $0 at expiry  |  you banked $9.35/sh, so a flat mid-life exit nets +$2.33/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,521 simulated challenges: the $372 strike is typically first touched on day 2 of 11, at $375 (overshoots $3.11). 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)~$37231 Jul 202612d left+$2.25/sh+$1,124
cycle +$5,799
[+$360…+$668] · 94% credit
74%
surv 51%
-$55,265 NOT
cap gain +$5,820
Reliable up-and-out (highest cap still free ≥60%)~$37331 Jul 202612d left+$1.61/sh+$803
cycle +$5,478
[+$9…+$349] · 76% credit
75%
surv 54%
-$54,861 NOT
cap gain +$6,224
Up-and-out for even (raise the cap, free)~$37531 Jul 202612d left+$0.35/sh+$174
cycle +$4,849
[-$724…-$293] · 9% credit
76%
surv 59%
-$54,082 NOT
cap gain +$7,003
Max even-money escape in the band~$37531 Jul 202612d left+$0.35/sh+$174
cycle +$4,849
[-$724…-$293] · 9% credit
76%
surv 59%
-$54,082 NOT
cap gain +$7,003
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$38931 Jul 202612d left-$5.14/sh-$2,572
cycle +$2,103
[-$4,506…-$3,401]
90%
surv 88%
-$46,972 NOT
cap gain +$14,113
budget: banked $4,675 debit $2,572 (55% used ≈ 0.9 wk of income) → whole cycle still +$2,103 cash · rolled 5 ct earn ≈ $2,345/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$12,750/mo
vs 50% target ($6,375/mo)+100%
vs normal income ($12,750/mo)100% covered
Net income (after hedge)$12,213/mo
Downside budget
⚠ $372 is $93 below CC-SS $465.11: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,882
… as % of IC ($68,000)61.6%
… as % of ML ($128,000)32.7%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-61,222
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.34/sh (~25% of the $9.35 collected) or spot ≥ $381.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $372)); NOT the premium you collected.
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $368.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$368-381.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $381.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.41 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.00 (≤1σ, normal week)$4,675$-56,389+$4,696+$4,670
+2.5%$381.30 (≤1σ, normal week)$25$-54,492+$6,593+$20
+5%$390.60 (1.4σ)$-4,625$-52,594+$8,491-$4,630
SS (= V-bounce)$456.00 (6.2σ)$-37,325$-39,253+$21,832-$36,830
V-BOUNCE STRESS (stock → CC-SS $465.11, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,574
− CC assignment net of premium (5 × $372): -$41,882
Total Position P&L @ SS: $-37,394 (+$23,691 vs today)
Do-nothing baseline at SS: $-564 (this trade vs do-nothing: $-36,830, the opportunity cost of earning $12,750/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: 1.408 (IBKR)  |  Recovery@SS: +$65,574 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-564

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3834d17 Jul 2026$1.885/5$7,050$6,51392%95%+$6,550-$40,11759.0%$-35,629 (vs do-nothing $-35,065)
$3824d17 Jul 2026$2.164/5$6,480$5,94690%94%+$5,894-$32,38247.6%$-28,904 (vs do-nothing $-28,340)
$3814d17 Jul 2026$2.534/5$7,590$7,05688%93%+$6,749-$32,63448.0%$-29,156 (vs do-nothing $-28,592)
$3804d17 Jul 2026$2.943/5$6,615$6,08485%92%+$5,729-$24,65236.3%$-22,185 (vs do-nothing $-21,621)
$3794d17 Jul 2026$3.353/5$7,538$7,00681%91%+$6,320-$24,82936.5%$-22,362 (vs do-nothing $-21,798)
$3807d20 Jul 2026$3.305/5$7,071$6,53579%88%+$5,393-$40,90760.2%$-36,419 (vs do-nothing $-35,855)
$3784d17 Jul 2026$3.853/5$8,662$8,13177%89%+$7,023-$24,97936.7%$-22,512 (vs do-nothing $-21,948)
$3797d20 Jul 2026$3.854/5$6,600$6,06676%87%+$4,920-$32,90648.4%$-29,428 (vs do-nothing $-28,864)
$3809d22 Jul 2026$4.105/5$6,833$6,29675%85%+$4,779-$40,50759.6%$-36,019 (vs do-nothing $-35,455)
$3774d17 Jul 2026$4.352/5$6,525$5,99673%88%+$5,083-$16,75324.6%$-15,296 (vs do-nothing $-14,732)
$3787d20 Jul 2026$4.304/5$7,371$6,83773%86%+$5,291-$33,12648.7%$-29,648 (vs do-nothing $-29,084)
$38011d24 Jul 2026$4.805/5$6,545$6,00973%83%+$4,268-$40,15759.1%$-35,669 (vs do-nothing $-35,105)
$3799d22 Jul 2026$4.505/5$7,500$6,96373%84%+$5,050-$40,80760.0%$-36,319 (vs do-nothing $-35,755)
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
$37911d24 Jul 2026$5.255/5$7,159$6,62270%82%+$4,516-$40,43259.5%$-35,944 (vs do-nothing $-35,380)
$3789d22 Jul 2026$5.004/5$6,667$6,13370%83%+$4,346-$32,84648.3%$-29,368 (vs do-nothing $-28,804)
$3777d20 Jul 2026$4.854/5$8,314$7,78070%84%+$5,764-$33,30649.0%$-29,828 (vs do-nothing $-29,264)
$3764d17 Jul 2026$4.902/5$7,350$6,82169%87%+$5,484-$16,84324.8%$-15,386 (vs do-nothing $-14,822)
$37811d24 Jul 2026$5.755/5$7,841$7,30468%81%+$4,790-$40,68259.8%$-36,194 (vs do-nothing $-35,630)
$3779d22 Jul 2026$5.554/5$7,400$6,86667%82%+$4,670-$33,02648.6%$-29,548 (vs do-nothing $-28,984)
$3767d20 Jul 2026$5.403/5$6,943$6,41166%83%+$4,623-$25,11436.9%$-22,647 (vs do-nothing $-22,083)
$37711d24 Jul 2026$6.254/5$6,818$6,28465%80%+$4,016-$32,74648.2%$-29,268 (vs do-nothing $-28,704)
$3754d17 Jul 2026$5.552/5$8,325$7,79665%86%+$5,956-$16,91324.9%$-15,456 (vs do-nothing $-14,892)
$3769d22 Jul 2026$6.104/5$8,133$7,59964%81%+$4,944-$33,20648.8%$-29,728 (vs do-nothing $-29,164)
$37611d24 Jul 2026$6.854/5$7,473$6,93962%79%+$4,273-$32,90648.4%$-29,428 (vs do-nothing $-28,864)
$3757d20 Jul 2026$6.003/5$7,714$7,18362%82%+$4,929-$25,23437.1%$-22,767 (vs do-nothing $-22,203)
$37718d31 Jul 2026$8.055/5$6,708$6,17162%77%+$3,417-$40,03258.9%$-35,544 (vs do-nothing $-34,980)
$3759d22 Jul 2026$6.653/5$6,650$6,11960%80%+$3,875-$25,03936.8%$-22,572 (vs do-nothing $-22,008)
$3744d17 Jul 2026$6.202/5$9,300$8,77160%84%+$6,344-$16,98325.0%$-15,526 (vs do-nothing $-14,962)
$37618d31 Jul 2026$8.705/5$7,250$6,71360%77%+$3,628-$40,20759.1%$-35,719 (vs do-nothing $-35,155)
$37511d24 Jul 2026$7.454/5$8,127$7,59359%78%+$4,492-$33,06648.6%$-29,588 (vs do-nothing $-29,024)
$3747d20 Jul 2026$6.653/5$8,550$8,01958%81%+$5,240-$25,33937.3%$-22,872 (vs do-nothing $-22,308)
$37518d31 Jul 2026$9.255/5$7,708$7,17158%76%+$3,733-$40,43259.5%$-35,944 (vs do-nothing $-35,380)
$3749d22 Jul 2026$7.353/5$7,350$6,81957%79%+$4,152-$25,12937.0%$-22,662 (vs do-nothing $-22,098)
$37411d24 Jul 2026$8.053/5$6,586$6,05557%77%+$3,506-$24,91936.6%$-22,452 (vs do-nothing $-21,888)
$37418d31 Jul 2026$9.854/5$6,567$6,03355%75%+$3,086-$32,50647.8%$-29,028 (vs do-nothing $-28,464)
$3734d17 Jul 2026$6.702/5$10,050$9,52155%83%+$6,424-$17,08325.1%$-15,626 (vs do-nothing $-15,062)
$3737d20 Jul 2026$7.303/5$9,386$8,85455%80%+$5,490-$25,44437.4%$-22,977 (vs do-nothing $-22,413)
$3739d22 Jul 2026$7.953/5$7,950$7,41954%78%+$4,289-$25,24937.1%$-22,782 (vs do-nothing $-22,218)
$37311d24 Jul 2026$8.603/5$7,036$6,50554%77%+$3,573-$25,05436.8%$-22,587 (vs do-nothing $-22,023)
$37318d31 Jul 2026$10.504/5$7,000$6,46653%75%+$3,201-$32,64648.0%$-29,168 (vs do-nothing $-28,604)
$37218d31 Jul 2026$11.104/5$7,400$6,86651%74%+$3,265-$32,80648.2%$-29,328 (vs do-nothing $-28,764)
$37211d24 Jul 2026$9.353/5$7,650$7,11951%76%+$3,775-$25,12937.0%$-22,662 (vs do-nothing $-22,098)
$3729d22 Jul 2026$7.553/5$7,550$7,01951%77%+$3,386-$25,66937.7%$-23,202 (vs do-nothing $-22,638)
$3727d20 Jul 2026$7.852/5$6,729$6,20051%79%+$3,700-$17,05325.1%$-15,596 (vs do-nothing $-15,032)
$3724d17 Jul 2026$7.452/5$11,175$10,64651%82%+$6,796-$17,13325.2%$-15,676 (vs do-nothing $-15,112)
$37118d31 Jul 2026$11.754/5$7,833$7,29949%73%+$3,345-$32,94648.4%$-29,468 (vs do-nothing $-28,904)
$37111d24 Jul 2026$10.003/5$8,182$7,65048%75%+$3,867-$25,23437.1%$-22,767 (vs do-nothing $-22,203)
$3719d22 Jul 2026$9.153/5$9,150$8,61948%76%+$4,443-$25,48937.5%$-23,022 (vs do-nothing $-22,458)
$3717d20 Jul 2026$8.602/5$7,371$6,84347%78%+$3,872-$17,10325.2%$-15,646 (vs do-nothing $-15,082)
$37018d31 Jul 2026$12.404/5$8,267$7,73347%73%+$3,407-$33,08648.7%$-29,608 (vs do-nothing $-29,044)
$3714d17 Jul 2026$8.152/5$12,225$11,69646%81%+$7,012-$17,19325.3%$-15,736 (vs do-nothing $-15,172)
$37011d24 Jul 2026$10.703/5$8,755$8,22345%74%+$3,972-$25,32437.2%$-22,857 (vs do-nothing $-22,293)
$36918d31 Jul 2026$13.103/5$6,550$6,01945%72%+$2,614-$24,90436.6%$-22,437 (vs do-nothing $-21,873)
$3709d22 Jul 2026$9.852/5$6,567$6,03844%75%+$3,041-$17,05325.1%$-15,596 (vs do-nothing $-15,032)
$3707d20 Jul 2026$9.252/5$7,929$7,40043%77%+$3,920-$17,17325.3%$-15,716 (vs do-nothing $-15,152)
$36818d31 Jul 2026$13.703/5$6,850$6,31943%71%+$2,610-$25,02436.8%$-22,557 (vs do-nothing $-21,993)
$36911d24 Jul 2026$11.453/5$9,368$8,83742%74%+$4,091-$25,39937.4%$-22,932 (vs do-nothing $-22,368)
$3704d17 Jul 2026$8.901/5$6,675$6,14942%80%+$3,612-$8,62112.7%$-8,175 (vs do-nothing $-7,611)
$3699d22 Jul 2026$10.652/5$7,100$6,57141%74%+$3,162-$17,09325.1%$-15,636 (vs do-nothing $-15,072)
$36718d31 Jul 2026$14.503/5$7,250$6,71940%71%+$2,694-$25,08436.9%$-22,617 (vs do-nothing $-22,053)
$36811d24 Jul 2026$12.202/5$6,655$6,12640%73%+$2,789-$16,98325.0%$-15,526 (vs do-nothing $-14,962)
$3697d20 Jul 2026$10.252/5$8,786$8,25740%76%+$4,231-$17,17325.3%$-15,716 (vs do-nothing $-15,152)
$36618d31 Jul 2026$15.253/5$7,625$7,09438%70%+$2,741-$25,15937.0%$-22,692 (vs do-nothing $-22,128)
$3689d22 Jul 2026$11.202/5$7,467$6,93838%73%+$3,091-$17,18325.3%$-15,726 (vs do-nothing $-15,162)
$3694d17 Jul 2026$9.651/5$7,238$6,71237%79%+$3,682-$8,64612.7%$-8,200 (vs do-nothing $-7,636)
$36711d24 Jul 2026$12.952/5$7,064$6,53537%72%+$2,835-$17,03325.0%$-15,576 (vs do-nothing $-15,012)
$36518d31 Jul 2026$15.903/5$7,950$7,41936%70%+$2,726-$25,26437.2%$-22,797 (vs do-nothing $-22,233)
$3687d20 Jul 2026$11.102/5$9,514$8,98636%76%+$4,379-$17,20325.3%$-15,746 (vs do-nothing $-15,182)
$3679d22 Jul 2026$12.202/5$8,133$7,60535%73%+$3,299-$17,18325.3%$-15,726 (vs do-nothing $-15,162)
$36611d24 Jul 2026$13.602/5$7,418$6,89035%71%+$2,809-$17,10325.2%$-15,646 (vs do-nothing $-15,082)
$3684d17 Jul 2026$10.451/5$7,838$7,31233%78%+$3,756-$8,66612.7%$-8,220 (vs do-nothing $-7,656)
$3677d20 Jul 2026$11.602/5$9,943$9,41433%74%+$4,195-$17,30325.4%$-15,846 (vs do-nothing $-15,282)
$3669d22 Jul 2026$12.952/5$8,633$8,10533%72%+$3,318-$17,23325.3%$-15,776 (vs do-nothing $-15,212)

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 13:35