FORTRESS FIGHT: GLD @ $371.97

BE SS: $456.00  |  CC-SS: $467.23  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 13:38

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: $467.23  |  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 $467.23 (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
$507.71 → $467.23
? 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 $41,175 (61% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 3.2 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$35,540
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 6.8 mo [6.2-7.6] median  ·  5% of paths whole by 9 mo (vs 5% without)  ·  ~0.1 challenges expected  ·  median CC cash $-4,519
🛡 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%
-$49,707 NOT
cap gain +$11,378
Up-and-out for even (raise the cap, free)~$39720 Jul 20265d left+$0.43/sh+$216
cycle +$291
79%
surv 54%
-$49,517 NOT
cap gain +$11,568
Max even-money escape in the band~$40631 Jul 202616d left+$0.16/sh+$82
cycle +$157
80%
surv 69%
-$45,601 NOT
cap gain +$15,484
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 $71 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,540
… as % of IC ($68,000)52.3%
… as % of ML ($128,000)27.8%
Recovery months (at normal income)2.8 mo
Surgical close (5 ct)$-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)$75$-50,197+$10,888+$70
+2.5%$405.90 (4.2σ)$-4,875$-50,692+$10,393-$4,880
+5%$415.80 (5.4σ)$-9,825$-51,187+$9,898-$9,830
SS (= V-bounce)$456.00 (10.3σ)$-29,925$-53,197+$7,888-$29,430
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $396): -$35,540
Total Position P&L @ SS: $-53,758 (+$7,327 vs today)
Do-nothing baseline at SS: $-24,328 (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$40,040
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 7.5 mo [6.9-8.4] median, 0.2 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)  ·  ~2.8 challenges expected  ·  median CC cash $1,984
🛡 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%
-$53,762 NOT
cap gain +$7,323
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%
-$50,464 NOT
cap gain +$10,621
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%
-$53,589 NOT
cap gain +$7,496
Max even-money escape in the band~$39531 Jul 202616d left+$0.18/sh+$89
cycle +$664
[-$719…+$726] · 48% credit
80%
surv 69%
-$50,044 NOT
cap gain +$11,041
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%
-$49,333 NOT
cap gain +$11,752
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 $81 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,040
… as % of IC ($68,000)58.9%
… as % of ML ($128,000)31.3%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$386.00 (1.7σ)$575$-54,197+$6,888+$570
+2.5%$395.65 (2.9σ)$-4,250$-54,679+$6,406-$4,255
+5%$405.30 (4.1σ)$-9,075$-55,162+$5,923-$9,080
SS (= V-bounce)$456.00 (10.3σ)$-34,425$-57,697+$3,388-$33,930
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $386): -$40,040
Total Position P&L @ SS: $-58,258 (+$2,827 vs today)
Do-nothing baseline at SS: $-24,328 (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$41,175
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 6.9 mo [5.1-7.9] median, 0.9 mo SLOWER than no FIGHT (6.0 mo): roll costs eat the credits at this rung  ·  13% of paths whole by 9 mo (vs 5% without)  ·  ~7.0 challenges expected  ·  median CC cash $11,054
🛡 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%
-$54,763 NOT
cap gain +$6,322
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%
-$51,516 NOT
cap gain +$9,569
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%
-$54,596 NOT
cap gain +$6,489
Max even-money escape in the band~$39231 Jul 202616d left+$0.05/sh+$24
cycle +$964
[-$936…+$521] · 44% credit
80%
surv 69%
-$51,094 NOT
cap gain +$9,991
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%
-$50,105 NOT
cap gain +$10,980
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 $84 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,175
… as % of IC ($68,000)60.6%
… as % of ML ($128,000)32.2%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-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 (1.4σ)$940$-55,182+$5,903+$935
+2.5%$392.57 (2.5σ)$-3,847$-55,660+$5,425-$3,852
+5%$402.15 (3.7σ)$-8,635$-56,139+$4,946-$8,640
SS (= V-bounce)$456.00 (10.3σ)$-35,560$-58,832+$2,253-$35,065
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $383): -$41,175
Total Position P&L @ SS: $-59,393 (+$1,692 vs today)
Do-nothing baseline at SS: $-24,328 (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$41,535
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 6.6 mo [5.2-7.6] median, 0.5 mo faster than no FIGHT (7.1 mo)  ·  8% of paths whole by 9 mo (vs 4% without)  ·  ~8.7 challenges expected  ·  median CC cash $15,122
🛡 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%
-$55,078 NOT
cap gain +$6,007
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%
-$52,074 NOT
cap gain +$9,011
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%
-$54,913 NOT
cap gain +$6,172
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%
-$51,425 NOT
cap gain +$9,660
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%
-$50,162 NOT
cap gain +$10,923
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 $85 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,535
… as % of IC ($68,000)61.1%
… as % of ML ($128,000)32.4%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$382.00 (1.2σ)$1,080$-55,492+$5,593+$1,075
+2.5%$391.55 (2.4σ)$-3,695$-55,969+$5,116-$3,700
+5%$401.10 (3.6σ)$-8,470$-56,447+$4,638-$8,475
SS (= V-bounce)$456.00 (10.3σ)$-35,920$-59,192+$1,893-$35,425
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $382): -$41,535
Total Position P&L @ SS: $-59,753 (+$1,332 vs today)
Do-nothing baseline at SS: $-24,328 (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$42,690
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 6.8 mo [5.5-8.0] median, 0.6 mo SLOWER than no FIGHT (6.2 mo): roll costs eat the credits at this rung  ·  25% of paths whole by 9 mo (vs 3% without)  ·  ~20.8 challenges expected  ·  median CC cash $36,170
🛡 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%
-$53,316 NOT
cap gain +$7,769
Roll out (same strike, buy time)~$37820 Jul 20265d left+$0.79/sh+$393
cycle +$2,318
[-$301…+$519] · 55% credit
78%
surv 50%
-$56,054 NOT
cap gain +$5,031
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%
-$55,895 NOT
cap gain +$5,190
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%
-$52,764 NOT
cap gain +$8,321
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%
-$49,329 NOT
cap gain +$11,756
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 $89 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,690
… as % of IC ($68,000)62.8%
… as % of ML ($128,000)33.4%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$378.00 (≤1σ, normal week)$1,925$-56,447+$4,638+$1,920
+2.5%$387.45 (1.9σ)$-2,800$-56,919+$4,166-$2,805
+5%$396.90 (3.1σ)$-7,525$-57,392+$3,693-$7,530
SS (= V-bounce)$456.00 (10.3σ)$-37,075$-60,347+$738-$36,580
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $378): -$42,690
Total Position P&L @ SS: $-60,908 (+$177 vs today)
Do-nothing baseline at SS: $-24,328 (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$32,410
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 5.3 mo [4.4-7.8] median  ·  8% of paths whole by 9 mo (vs 7% without)  ·  ~0.6 challenges expected  ·  median CC cash $-2,616
🛡 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%
-$45,947 NOT
cap gain +$15,138
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%
-$45,322 NOT
cap gain +$15,763
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%
-$45,322 NOT
cap gain +$15,763
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%
-$45,199 NOT
cap gain +$15,886
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 $65 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$32,410
… as % of IC ($68,000)47.7%
… as % of ML ($128,000)25.3%
Recovery months (at normal income)2.5 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$402.00 (2.2σ)$205$-47,367+$13,718+$200
+2.5%$412.05 (3.0σ)$-4,820$-47,869+$13,216-$4,825
+5%$422.10 (3.7σ)$-9,845$-48,372+$12,713-$9,850
SS (= V-bounce)$456.00 (6.2σ)$-26,795$-50,067+$11,018-$26,300
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $402): -$32,410
Total Position P&L @ SS: $-50,628 (+$10,457 vs today)
Do-nothing baseline at SS: $-24,328 (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$37,795
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 7.0 mo [5.6-8.0] median, 0.2 mo faster than no FIGHT (7.2 mo)  ·  7% of paths whole by 9 mo (vs 6% without)  ·  ~3.4 challenges expected  ·  median CC cash $6,245
🛡 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%
-$50,854 NOT
cap gain +$10,231
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%
-$50,423 NOT
cap gain +$10,662
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%
-$50,247 NOT
cap gain +$10,838
Max even-money escape in the band~$39431 Jul 202612d left+$0.18/sh+$91
cycle +$911
[-$259…+$572] · 57% credit
77%
surv 60%
-$50,247 NOT
cap gain +$10,838
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%
-$49,690 NOT
cap gain +$11,395
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 $77 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,795
… as % of IC ($68,000)55.6%
… as % of ML ($128,000)29.5%
Recovery months (at normal income)3.0 mo
Surgical close (5 ct)$-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)$820$-52,152+$8,933+$815
+2.5%$399.75 (2.1σ)$-4,055$-52,639+$8,446-$4,060
+5%$409.50 (2.8σ)$-8,930$-53,127+$7,958-$8,935
SS (= V-bounce)$456.00 (6.2σ)$-32,180$-55,452+$5,633-$31,685
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $390): -$37,795
Total Position P&L @ SS: $-56,013 (+$5,072 vs today)
Do-nothing baseline at SS: $-24,328 (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$40,015
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 7.1 mo [6.0-7.8] median, 0.1 mo faster than no FIGHT (7.1 mo)  ·  13% of paths whole by 9 mo (vs 5% without)  ·  ~7.3 challenges expected  ·  median CC cash $15,708
🛡 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%
-$52,833 NOT
cap gain +$8,252
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%
-$52,558 NOT
cap gain +$8,527
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%
-$52,233 NOT
cap gain +$8,852
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%
-$52,233 NOT
cap gain +$8,852
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%
-$51,002 NOT
cap gain +$10,083
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 $83 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,015
… as % of IC ($68,000)58.8%
… as % of ML ($128,000)31.3%
Recovery months (at normal income)3.1 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$384.00 (≤1σ, normal week)$1,600$-54,072+$7,013+$1,595
+2.5%$393.60 (1.6σ)$-3,200$-54,552+$6,533-$3,205
+5%$403.20 (2.3σ)$-8,000$-55,032+$6,053-$8,005
SS (= V-bounce)$456.00 (6.2σ)$-34,400$-57,672+$3,413-$33,905
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $384): -$40,015
Total Position P&L @ SS: $-58,233 (+$2,852 vs today)
Do-nothing baseline at SS: $-24,328 (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$41,215
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 6.0 mo [5.1-7.4] median, 0.6 mo faster than no FIGHT (6.6 mo)  ·  14% of paths whole by 9 mo (vs 6% without)  ·  ~11.9 challenges expected  ·  median CC cash $22,609
🛡 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%
-$53,872 NOT
cap gain +$7,213
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%
-$53,600 NOT
cap gain +$7,485
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%
-$53,451 NOT
cap gain +$7,634
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%
-$53,451 NOT
cap gain +$7,634
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%
-$50,636 NOT
cap gain +$10,449
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 $87 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,215
… as % of IC ($68,000)60.6%
… as % of ML ($128,000)32.2%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$380.00 (≤1σ, normal week)$2,400$-55,072+$6,013+$2,395
+2.5%$389.50 (1.3σ)$-2,350$-55,547+$5,538-$2,355
+5%$399.00 (2.0σ)$-7,100$-56,022+$5,063-$7,105
SS (= V-bounce)$456.00 (6.2σ)$-35,600$-58,872+$2,213-$35,105
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $380): -$41,215
Total Position P&L @ SS: $-59,433 (+$1,652 vs today)
Do-nothing baseline at SS: $-24,328 (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$42,940
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 6.8 mo [5.2-8.3] median, 0.5 mo SLOWER than no FIGHT (6.3 mo): roll costs eat the credits at this rung  ·  18% of paths whole by 9 mo (vs 4% without)  ·  ~44.6 challenges expected  ·  median CC cash $28,722
🛡 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%
-$55,273 NOT
cap gain +$5,812
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%
-$55,130 NOT
cap gain +$5,955
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%
-$54,859 NOT
cap gain +$6,226
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%
-$54,859 NOT
cap gain +$6,226
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%
-$51,305 NOT
cap gain +$9,780
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 $95 below CC-SS $467.23: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,940
… as % of IC ($68,000)63.1%
… as % of ML ($128,000)33.5%
Recovery months (at normal income)3.4 mo
Surgical close (5 ct)$-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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$372.00 (≤1σ, normal week)$4,675$-56,397+$4,688+$4,670
+2.5%$381.30 (≤1σ, normal week)$25$-56,862+$4,223+$20
+5%$390.60 (1.4σ)$-4,625$-57,327+$3,758-$4,630
SS (= V-bounce)$456.00 (6.2σ)$-37,325$-60,597+$488-$36,830
V-BOUNCE STRESS (stock → CC-SS $467.23, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$42,867
− CC assignment net of premium (5 × $372): -$42,940
Total Position P&L @ SS: $-61,158 ($-73 vs today)
Do-nothing baseline at SS: $-24,328 (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: 0.900 (fallback)  |  Recovery@SS: +$42,867 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-24,328

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-$41,17560.6%$-59,393 (vs do-nothing $-35,065)
$3824d17 Jul 2026$2.164/5$6,480$5,94690%94%+$5,894-$33,22848.9%$-52,668 (vs do-nothing $-28,340)
$3814d17 Jul 2026$2.534/5$7,590$7,05688%93%+$6,749-$33,48049.2%$-52,920 (vs do-nothing $-28,592)
$3804d17 Jul 2026$2.943/5$6,615$6,08485%92%+$5,729-$25,28737.2%$-45,949 (vs do-nothing $-21,621)
$3794d17 Jul 2026$3.353/5$7,538$7,00681%91%+$6,320-$25,46437.4%$-46,126 (vs do-nothing $-21,798)
$3807d20 Jul 2026$3.305/5$7,071$6,53579%88%+$5,393-$41,96561.7%$-60,183 (vs do-nothing $-35,855)
$3784d17 Jul 2026$3.853/5$8,662$8,13177%89%+$7,023-$25,61437.7%$-46,276 (vs do-nothing $-21,948)
$3797d20 Jul 2026$3.854/5$6,600$6,06676%87%+$4,920-$33,75249.6%$-53,192 (vs do-nothing $-28,864)
$3809d22 Jul 2026$4.105/5$6,833$6,29675%85%+$4,779-$41,56561.1%$-59,783 (vs do-nothing $-35,455)
$3774d17 Jul 2026$4.352/5$6,525$5,99673%88%+$5,083-$17,17625.3%$-39,060 (vs do-nothing $-14,732)
$3787d20 Jul 2026$4.304/5$7,371$6,83773%86%+$5,291-$33,97250.0%$-53,412 (vs do-nothing $-29,084)
$38011d24 Jul 2026$4.805/5$6,545$6,00973%83%+$4,268-$41,21560.6%$-59,433 (vs do-nothing $-35,105)
$3799d22 Jul 2026$4.505/5$7,500$6,96373%84%+$5,050-$41,86561.6%$-60,083 (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-$41,49061.0%$-59,708 (vs do-nothing $-35,380)
$3789d22 Jul 2026$5.004/5$6,667$6,13370%83%+$4,346-$33,69249.5%$-53,132 (vs do-nothing $-28,804)
$3777d20 Jul 2026$4.854/5$8,314$7,78070%84%+$5,764-$34,15250.2%$-53,592 (vs do-nothing $-29,264)
$3764d17 Jul 2026$4.902/5$7,350$6,82169%87%+$5,484-$17,26625.4%$-39,150 (vs do-nothing $-14,822)
$37811d24 Jul 2026$5.755/5$7,841$7,30468%81%+$4,790-$41,74061.4%$-59,958 (vs do-nothing $-35,630)
$3779d22 Jul 2026$5.554/5$7,400$6,86667%82%+$4,670-$33,87249.8%$-53,312 (vs do-nothing $-28,984)
$3767d20 Jul 2026$5.403/5$6,943$6,41166%83%+$4,623-$25,74937.9%$-46,411 (vs do-nothing $-22,083)
$37711d24 Jul 2026$6.254/5$6,818$6,28465%80%+$4,016-$33,59249.4%$-53,032 (vs do-nothing $-28,704)
$3754d17 Jul 2026$5.552/5$8,325$7,79665%86%+$5,956-$17,33625.5%$-39,220 (vs do-nothing $-14,892)
$3769d22 Jul 2026$6.104/5$8,133$7,59964%81%+$4,944-$34,05250.1%$-53,492 (vs do-nothing $-29,164)
$37611d24 Jul 2026$6.854/5$7,473$6,93962%79%+$4,273-$33,75249.6%$-53,192 (vs do-nothing $-28,864)
$3757d20 Jul 2026$6.003/5$7,714$7,18362%82%+$4,929-$25,86938.0%$-46,531 (vs do-nothing $-22,203)
$37718d31 Jul 2026$8.055/5$6,708$6,17162%77%+$3,417-$41,09060.4%$-59,308 (vs do-nothing $-34,980)
$3759d22 Jul 2026$6.653/5$6,650$6,11960%80%+$3,875-$25,67437.8%$-46,336 (vs do-nothing $-22,008)
$3744d17 Jul 2026$6.202/5$9,300$8,77160%84%+$6,344-$17,40625.6%$-39,290 (vs do-nothing $-14,962)
$37618d31 Jul 2026$8.705/5$7,250$6,71360%77%+$3,628-$41,26560.7%$-59,483 (vs do-nothing $-35,155)
$37511d24 Jul 2026$7.454/5$8,127$7,59359%78%+$4,492-$33,91249.9%$-53,352 (vs do-nothing $-29,024)
$3747d20 Jul 2026$6.653/5$8,550$8,01958%81%+$5,240-$25,97438.2%$-46,636 (vs do-nothing $-22,308)
$37518d31 Jul 2026$9.255/5$7,708$7,17158%76%+$3,733-$41,49061.0%$-59,708 (vs do-nothing $-35,380)
$3749d22 Jul 2026$7.353/5$7,350$6,81957%79%+$4,152-$25,76437.9%$-46,426 (vs do-nothing $-22,098)
$37411d24 Jul 2026$8.053/5$6,586$6,05557%77%+$3,506-$25,55437.6%$-46,216 (vs do-nothing $-21,888)
$37418d31 Jul 2026$9.854/5$6,567$6,03355%75%+$3,086-$33,35249.0%$-52,792 (vs do-nothing $-28,464)
$3734d17 Jul 2026$6.702/5$10,050$9,52155%83%+$6,424-$17,50625.7%$-39,390 (vs do-nothing $-15,062)
$3737d20 Jul 2026$7.303/5$9,386$8,85455%80%+$5,490-$26,07938.4%$-46,741 (vs do-nothing $-22,413)
$3739d22 Jul 2026$7.953/5$7,950$7,41954%78%+$4,289-$25,88438.1%$-46,546 (vs do-nothing $-22,218)
$37311d24 Jul 2026$8.603/5$7,036$6,50554%77%+$3,573-$25,68937.8%$-46,351 (vs do-nothing $-22,023)
$37318d31 Jul 2026$10.504/5$7,000$6,46653%75%+$3,201-$33,49249.3%$-52,932 (vs do-nothing $-28,604)
$37218d31 Jul 2026$11.104/5$7,400$6,86651%74%+$3,265-$33,65249.5%$-53,092 (vs do-nothing $-28,764)
$37211d24 Jul 2026$9.353/5$7,650$7,11951%76%+$3,775-$25,76437.9%$-46,426 (vs do-nothing $-22,098)
$3729d22 Jul 2026$7.553/5$7,550$7,01951%77%+$3,386-$26,30438.7%$-46,966 (vs do-nothing $-22,638)
$3727d20 Jul 2026$7.852/5$6,729$6,20051%79%+$3,700-$17,47625.7%$-39,360 (vs do-nothing $-15,032)
$3724d17 Jul 2026$7.452/5$11,175$10,64651%82%+$6,796-$17,55625.8%$-39,440 (vs do-nothing $-15,112)
$37118d31 Jul 2026$11.754/5$7,833$7,29949%73%+$3,345-$33,79249.7%$-53,232 (vs do-nothing $-28,904)
$37111d24 Jul 2026$10.003/5$8,182$7,65048%75%+$3,867-$25,86938.0%$-46,531 (vs do-nothing $-22,203)
$3719d22 Jul 2026$9.153/5$9,150$8,61948%76%+$4,443-$26,12438.4%$-46,786 (vs do-nothing $-22,458)
$3717d20 Jul 2026$8.602/5$7,371$6,84347%78%+$3,872-$17,52625.8%$-39,410 (vs do-nothing $-15,082)
$37018d31 Jul 2026$12.404/5$8,267$7,73347%73%+$3,407-$33,93249.9%$-53,372 (vs do-nothing $-29,044)
$3714d17 Jul 2026$8.152/5$12,225$11,69646%81%+$7,012-$17,61625.9%$-39,500 (vs do-nothing $-15,172)
$37011d24 Jul 2026$10.703/5$8,755$8,22345%74%+$3,972-$25,95938.2%$-46,621 (vs do-nothing $-22,293)
$36918d31 Jul 2026$13.103/5$6,550$6,01945%72%+$2,614-$25,53937.6%$-46,201 (vs do-nothing $-21,873)
$3709d22 Jul 2026$9.852/5$6,567$6,03844%75%+$3,041-$17,47625.7%$-39,360 (vs do-nothing $-15,032)
$3707d20 Jul 2026$9.252/5$7,929$7,40043%77%+$3,920-$17,59625.9%$-39,480 (vs do-nothing $-15,152)
$36818d31 Jul 2026$13.703/5$6,850$6,31943%71%+$2,610-$25,65937.7%$-46,321 (vs do-nothing $-21,993)
$36911d24 Jul 2026$11.453/5$9,368$8,83742%74%+$4,091-$26,03438.3%$-46,696 (vs do-nothing $-22,368)
$3704d17 Jul 2026$8.901/5$6,675$6,14942%80%+$3,612-$8,83313.0%$-31,939 (vs do-nothing $-7,611)
$3699d22 Jul 2026$10.652/5$7,100$6,57141%74%+$3,162-$17,51625.8%$-39,400 (vs do-nothing $-15,072)
$36718d31 Jul 2026$14.503/5$7,250$6,71940%71%+$2,694-$25,71937.8%$-46,381 (vs do-nothing $-22,053)
$36811d24 Jul 2026$12.202/5$6,655$6,12640%73%+$2,789-$17,40625.6%$-39,290 (vs do-nothing $-14,962)
$3697d20 Jul 2026$10.252/5$8,786$8,25740%76%+$4,231-$17,59625.9%$-39,480 (vs do-nothing $-15,152)
$36618d31 Jul 2026$15.253/5$7,625$7,09438%70%+$2,741-$25,79437.9%$-46,456 (vs do-nothing $-22,128)
$3689d22 Jul 2026$11.202/5$7,467$6,93838%73%+$3,091-$17,60625.9%$-39,490 (vs do-nothing $-15,162)
$3694d17 Jul 2026$9.651/5$7,238$6,71237%79%+$3,682-$8,85813.0%$-31,964 (vs do-nothing $-7,636)
$36711d24 Jul 2026$12.952/5$7,064$6,53537%72%+$2,835-$17,45625.7%$-39,340 (vs do-nothing $-15,012)
$36518d31 Jul 2026$15.903/5$7,950$7,41936%70%+$2,726-$25,89938.1%$-46,561 (vs do-nothing $-22,233)
$3687d20 Jul 2026$11.102/5$9,514$8,98636%76%+$4,379-$17,62625.9%$-39,510 (vs do-nothing $-15,182)
$3679d22 Jul 2026$12.202/5$8,133$7,60535%73%+$3,299-$17,60625.9%$-39,490 (vs do-nothing $-15,162)
$36611d24 Jul 2026$13.602/5$7,418$6,89035%71%+$2,809-$17,52625.8%$-39,410 (vs do-nothing $-15,082)
$3684d17 Jul 2026$10.451/5$7,838$7,31233%78%+$3,756-$8,87813.1%$-31,984 (vs do-nothing $-7,656)
$3677d20 Jul 2026$11.602/5$9,943$9,41433%74%+$4,195-$17,72626.1%$-39,610 (vs do-nothing $-15,282)
$3669d22 Jul 2026$12.952/5$8,633$8,10533%72%+$3,318-$17,65626.0%$-39,540 (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 13:38