FORTRESS FIGHT: GLD @ $372.39

BE SS: $456.00  |  CC-SS: $465.93  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 19:31

GLD @ $372.39   UNDERWATER $83.61 (18.3% 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: $465.93 (banked floor $465.54)  |  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$9,751/mo45% ann ROI on ML
Hedge rolling cost$537/mo
Unrealized P&L$-61,085fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,875/mo
HEDGE COVER
$537/mo
NORMAL INCOME
$9,751/mo (ATM CC, chain)
IC VELOCITY
7.0 mo to earn back $68,000
ML VELOCITY
13.1 mo to earn back $128,000
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $465.93 in the fetched chain; the deepest available is $391C (14d, $2,026/mo, a BELOW-CC-SS strike, not a safe CC). Income at true CC-SS ≈ $0, so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; 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 · banked floor (info)
$465.93 → $465.54
? 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
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 11 (live) · RSI 39 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 39 · %B 32 · hist rising (nightly)
LEVELS20W MA (bounce target) $419.79 (+13%) · daily UBB $396.44 · 1-wk expected move ±$11 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 5 contracts at $385 / 4d. This is the safest strike (survival 94%, breach 6%) that still earns 50% of normal income ($4,875/mo); it brings $5,325/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 × $380/4d for $11,025/mo, but breach risk rises to 17% (+11pp 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 $39,757 (58% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 4.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-61,115 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 × $385, 94% survival, $5,325/mo (E[net] $3,204/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 × $38594%$5,325$3,204
NEXT FRIDAY24 Jul 2026 · 11d5 × $38277%$5,386$1,536

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $3,204/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $385 (primary), 94% survival, breach 6%, $5,325/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $387 rung (33% normal) lifts survival to 96% (breach 6% → 4%) for $1,800/mo less (34% income) buys safety you do not really need here.
GLD  spot $372.39 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $39617 Jul4d6.3%99+%0%$75$562-$4,762$34,892
Sell 5 × $396 6.3% OTM over spot $372.39 17 Jul 2026 (4d, $0.21 mid)
= $75 credit for the 4d cycle → $562/mo projected
Survival (stays ≤ $396)
99+%
Breach risk
0%
POP (stays ≤ $396.20)
99+%
EV / mo
+$560
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.5-7.2] 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 $-4,469
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
1%
Flat exit net (mid-life)
-$3,319
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$407 @ 81% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.60/sh now → $6.79 mid-life → ≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$6.64/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$39620 Jul 20265d left+$1.15/sh+$573
cycle +$648
77%
surv 51%
-$43,816 NOT
cap gain +$17,269
Up-and-out for even (raise the cap, free)~$39820 Jul 20265d left+$0.19/sh+$97
cycle +$172
79%
surv 56%
-$43,158 NOT
cap gain +$17,927
Max even-money escape in the band~$40731 Jul 202616d left+$0.18/sh+$88
cycle +$163
81%
surv 71%
-$36,831 NOT
cap gain +$24,254
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 ($4,875/mo)-88%
vs normal income ($9,751/mo)6% covered
Net income (after hedge)$26/mo
Downside budget
⚠ $396 is $70 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,892
… as % of IC ($68,000)51.3%
… as % of ML ($128,000)27.3%
Recovery months (at normal income)3.6 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$75$-44,389+$16,696+$70
+2.5%$405.90 (4.1σ)$-4,875$-42,369+$18,716-$4,880
+5%$415.80 (5.3σ)$-9,825$-40,349+$20,736-$9,830
SS (= V-bounce)$456.00 (10.3σ)$-29,925$-32,149+$28,936-$29,430
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $396): -$34,892
Total Position P&L @ SS: $-30,122 (+$30,963 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-29,430, the opportunity cost of earning $562/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,820, position total $-39,535 (+$21,550 vs today)
33% normal5 × $38717 Jul4d3.9%96%8%$470$3,525-$1,800$38,997
Sell 5 × $387 3.9% OTM over spot $372.39 17 Jul 2026 (4d, $1.01 mid)
= $470 credit for the 4d cycle → $3,525/mo projected
Survival (stays ≤ $387)
96%
Breach risk
4%
POP (stays ≤ $388.01)
97%
EV / mo
+$3,341
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.3-7.1] median, 0.4 mo SLOWER than no FIGHT (4.8 mo): roll costs eat the credits at this rung  ·  21% of paths whole by 9 mo (vs 17% without)  ·  ~3.0 challenges expected  ·  median CC cash $3,069
🛡 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)
-$2,689
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$399 @ 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: $8.94/sh now → $6.32 mid-life (likely $5.09–$9.66)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$5.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 166 simulated challenges: the $387 strike is typically first touched on day 3 of 4, at $389 (overshoots $2.44). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38720 Jul 20265d left+$1.04/sh+$518
cycle +$988
[+$270…+$1,002] · 88% credit
77%
surv 51%
-$49,812 NOT
cap gain +$11,273
Reliable up-and-out (highest cap still free ≥60%)~$39531 Jul 202616d left+$0.90/sh+$452
cycle +$922
[-$258…+$1,071] · 67% credit
79%
surv 67%
-$44,520 NOT
cap gain +$16,565
Up-and-out for even (raise the cap, free)~$38920 Jul 20265d left+$0.05/sh+$23
cycle +$493
[-$312…+$461] · 50% credit
79%
surv 57%
-$49,173 NOT
cap gain +$11,912
Max even-money escape in the band~$39731 Jul 202616d left+$0.15/sh+$77
cycle +$547
[-$695…+$685] · 49% credit
81%
surv 70%
-$43,487 NOT
cap gain +$17,598
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39931 Jul 202616d left-$0.67/sh-$336
cycle +$134
[-$1,191…+$263] · 40% credit
83%
surv 74%
-$42,492 NOT
cap gain +$18,593
budget: banked $470 debit $336 (71% used ≈ 0.4 wk of income) → whole cycle still +$134 cash · rolled 5 ct earn ≈ $5,294/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,525/mo
vs 50% target ($4,875/mo)-28%
vs normal income ($9,751/mo)36% covered
Net income (after hedge)$2,988/mo
Downside budget
⚠ $387 is $79 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,997
… as % of IC ($68,000)57.3%
… as % of ML ($128,000)30.5%
Recovery months (at normal income)4.0 mo
Surgical close (5 ct)$-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 < $0.23/sh (~25% of the $0.94 collected) or spot ≥ $388.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $387)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $383.13Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$383-388.01
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
≥ $388.01
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$387.00 (1.8σ)$470$-50,330+$10,755+$465
+2.5%$396.67 (3.0σ)$-4,367$-48,356+$12,729-$4,372
+5%$406.35 (4.2σ)$-9,205$-46,382+$14,703-$9,210
SS (= V-bounce)$456.00 (10.3σ)$-34,030$-36,254+$24,831-$33,535
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $387): -$38,997
Total Position P&L @ SS: $-34,227 (+$26,858 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-33,535, the opportunity cost of earning $3,525/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,925, position total $-43,640 (+$17,445 vs today)
🎯 50% normal5 × $38517 Jul4d3.4%94%9%$710$5,325$39,757
Sell 5 × $385 3.4% OTM over spot $372.39 17 Jul 2026 (4d, $1.48 mid)
= $710 credit for the 4d cycle → $5,325/mo projected
Survival (stays ≤ $385)
94%
Breach risk
6%
POP (stays ≤ $386.48)
96%
EV / mo
+$4,943
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.4-6.8] median, 0.4 mo SLOWER than no FIGHT (4.9 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 18% without)  ·  ~4.9 challenges expected  ·  median CC cash $8,147
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$2,398
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$398 @ 84% POP
76% 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: $8.79/sh now → $6.22 mid-life (likely $5.26–$10.39)≈ $0 at expiry  |  you banked $1.42/sh, so a flat mid-life exit nets -$4.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 273 simulated challenges: the $385 strike is typically first touched on day 3 of 4, at $388 (overshoots $2.67). 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)~$38520 Jul 20265d left+$1.01/sh+$506
cycle +$1,216
[+$136…+$957] · 79% credit
77%
surv 51%
-$50,991 NOT
cap gain +$10,094
Reliable up-and-out (highest cap still free ≥60%)~$39331 Jul 202616d left+$0.81/sh+$406
cycle +$1,116
[-$482…+$985] · 61% credit
79%
surv 67%
-$45,735 NOT
cap gain +$15,350
Up-and-out for even (raise the cap, free)~$38720 Jul 20265d left+$0.01/sh+$7
cycle +$717
[-$441…+$389] · 48% credit
79%
surv 57%
-$50,357 NOT
cap gain +$10,728
Max even-money escape in the band~$39531 Jul 202616d left+$0.06/sh+$30
cycle +$740
[-$888…+$585] · 45% credit
81%
surv 71%
-$44,702 NOT
cap gain +$16,383
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-$1.12/sh-$559
cycle +$151
[-$1,626…-$49] · 24% credit
84%
surv 76%
-$43,179 NOT
cap gain +$17,906
budget: banked $710 debit $559 (79% used ≈ 0.5 wk of income) → whole cycle still +$151 cash · rolled 5 ct earn ≈ $4,778/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,325/mo
vs 50% target ($4,875/mo)+9%
vs normal income ($9,751/mo)55% covered
Net income (after hedge)$4,788/mo
Downside budget
⚠ $385 is $81 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,757
… as % of IC ($68,000)58.5%
… as % of ML ($128,000)31.1%
Recovery months (at normal income)4.1 mo
Surgical close (5 ct)$-61,115
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.42 collected) or spot ≥ $386.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $385)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $381.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$381-386.48
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
≥ $386.48
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$385.00 (1.6σ)$710$-51,498+$9,587+$705
+2.5%$394.62 (2.7σ)$-4,102$-49,534+$11,551-$4,107
+5%$404.25 (3.9σ)$-8,915$-47,571+$13,514-$8,920
SS (= V-bounce)$456.00 (10.3σ)$-34,790$-37,014+$24,071-$34,295
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $385): -$39,757
Total Position P&L @ SS: $-34,987 (+$26,098 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-34,295, the opportunity cost of earning $5,325/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,685, position total $-44,400 (+$16,685 vs today)
🛡 safe yield5 × $38317 Jul4d2.8%91%17%$940$7,050+$1,725$40,527
Sell 5 × $383 2.8% OTM over spot $372.39 17 Jul 2026 (4d, $2.01 mid)
= $940 credit for the 4d cycle → $7,050/mo projected
Survival (stays ≤ $383)
91%
Breach risk
9%
POP (stays ≤ $385.01)
95%
EV / mo
+$6,467
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.5-7.2] median, 0.5 mo SLOWER than no FIGHT (4.7 mo): roll costs eat the credits at this rung  ·  31% of paths whole by 9 mo (vs 20% without)  ·  ~7.0 challenges expected  ·  median CC cash $12,067
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$2,117
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$397 @ 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: $8.65/sh now → $6.11 mid-life (likely $5.65–$10.14)≈ $0 at expiry  |  you banked $1.88/sh, so a flat mid-life exit nets -$4.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 414 simulated challenges: the $383 strike is typically first touched on day 3 of 4, at $385 (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)~$38320 Jul 20265d left+$0.99/sh+$494
cycle +$1,434
[+$81…+$875] · 80% credit
77%
surv 51%
-$52,181 NOT
cap gain +$8,904
Up-and-out for even (raise the cap, free)~$38420 Jul 20265d left+$0.64/sh+$321
cycle +$1,261
[-$98…+$684] · 68% credit
78%
surv 53%
-$51,925 NOT
cap gain +$9,160
Reliable up-and-out (highest cap still free ≥60%)~$39031 Jul 202616d left+$1.35/sh+$675
cycle +$1,615
[-$261…+$1,136] · 68% credit
78%
surv 65%
-$47,347 NOT
cap gain +$13,738
Max even-money escape in the band~$39231 Jul 202616d left+$0.42/sh+$212
cycle +$1,152
[-$760…+$646] · 53% credit
80%
surv 69%
-$46,402 NOT
cap gain +$14,683
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39731 Jul 202616d left-$1.56/sh-$780
cycle +$160
[-$1,958…-$447] · 10% credit
85%
surv 78%
-$43,874 NOT
cap gain +$17,211
budget: banked $940 debit $780 (83% used ≈ 0.5 wk of income) → whole cycle still +$160 cash · rolled 5 ct earn ≈ $4,269/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 ($4,875/mo)+45%
vs normal income ($9,751/mo)72% covered
Net income (after hedge)$6,513/mo
Downside budget
⚠ $383 is $83 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,527
… as % of IC ($68,000)59.6%
… as % of ML ($128,000)31.7%
Recovery months (at normal income)4.2 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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 (1.3σ)$940$-52,676+$8,409+$935
+2.5%$392.57 (2.5σ)$-3,847$-50,722+$10,363-$3,852
+5%$402.15 (3.7σ)$-8,635$-48,769+$12,316-$8,640
SS (= V-bounce)$456.00 (10.3σ)$-35,560$-37,784+$23,301-$35,065
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $383): -$40,527
Total Position P&L @ SS: $-35,757 (+$25,328 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-35,065, the opportunity cost of earning $7,050/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,455, position total $-45,170 (+$15,915 vs today)
100% normal5 × $38017 Jul4d2.0%83%34%$1,470$11,025+$5,700$41,497
Sell 5 × $380 2.0% OTM over spot $372.39 17 Jul 2026 (4d, $3.12 mid)
= $1,470 credit for the 4d cycle → $11,025/mo projected
Survival (stays ≤ $380)
83%
Breach risk
17%
POP (stays ≤ $383.12)
91%
EV / mo
+$9,350
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.6 mo [3.8-7.2] median, 0.2 mo SLOWER than no FIGHT (5.4 mo): roll costs eat the credits at this rung  ·  35% of paths whole by 9 mo (vs 18% without)  ·  ~14.0 challenges expected  ·  median CC cash $25,631
🛡 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)
25%
Flat exit net (mid-life)
-$1,511
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$398 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.43/sh now → $5.96 mid-life (likely $6.03–$10.25)≈ $0 at expiry  |  you banked $2.94/sh, so a flat mid-life exit nets -$3.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 759 simulated challenges: the $380 strike is typically first touched on day 3 of 4, at $382 (overshoots $2.37). 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)~$38020 Jul 20265d left+$0.95/sh+$477
cycle +$1,947
[-$25…+$783] · 72% credit
77%
surv 50%
-$53,781 NOT
cap gain +$7,304
Reliable up-and-out (highest cap still free ≥60%)~$38631 Jul 202616d left+$1.67/sh+$833
cycle +$2,303
[-$177…+$1,128] · 69% credit
77%
surv 63%
-$49,475 NOT
cap gain +$11,610
Up-and-out for even (raise the cap, free)~$38120 Jul 20265d left+$0.60/sh+$300
cycle +$1,770
[-$207…+$586] · 57% credit
78%
surv 53%
-$53,528 NOT
cap gain +$7,557
Max even-money escape in the band~$38931 Jul 202616d left+$0.28/sh+$142
cycle +$1,612
[-$926…+$391] · 38% credit
81%
surv 70%
-$48,054 NOT
cap gain +$13,031
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-$2.89/sh-$1,443
cycle +$27
[-$2,904…-$1,344]
88%
surv 84%
-$43,303 NOT
cap gain +$17,782
budget: banked $1,470 debit $1,443 (98% used ≈ 0.6 wk of income) → whole cycle still +$27 cash · rolled 5 ct earn ≈ $2,884/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,025/mo
vs 50% target ($4,875/mo)+126%
vs normal income ($9,751/mo)113% covered
Net income (after hedge)$10,488/mo
Downside budget
⚠ $380 is $86 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,497
… as % of IC ($68,000)61.0%
… as % of ML ($128,000)32.4%
Recovery months (at normal income)4.3 mo
Surgical close (5 ct)$-61,175
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.73/sh (~25% of the $2.94 collected) or spot ≥ $383.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $380)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $376.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$376-383.12
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
≥ $383.12
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)$1,470$-54,258+$6,827+$1,465
+2.5%$389.50 (2.1σ)$-3,280$-52,320+$8,765-$3,285
+5%$399.00 (3.3σ)$-8,030$-50,382+$10,703-$8,035
SS (= V-bounce)$456.00 (10.3σ)$-36,530$-38,754+$22,331-$36,035
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $380): -$41,497
Total Position P&L @ SS: $-36,727 (+$24,358 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-36,035, the opportunity cost of earning $11,025/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$18,425, position total $-46,140 (+$14,945 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on GLD are the tiebreakers.

📅 NEXT FRIDAY · 24 Jul 2026 · 11d · E[net] $1,536/mo

🎯 Engine pick: sell 5 × $382 (primary), 77% survival, breach 23%, $5,386/mo.
⚖️ Worth a safer step: the $386 rung (33% normal) lifts survival to 85% (breach 23% → 15%) for $1,882/mo less (35% 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 $386 rung, unless you need the income to cover the hedge bleed, or you expect GLD to stay flat-to-down near term.
GLD  spot $372.39 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $40224 Jul11d8.0%98%4%$205$559-$4,827$31,762
Sell 5 × $402 8.0% OTM over spot $372.39 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
+$518
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.2 mo [3.8-6.7] median  ·  22% of paths whole by 9 mo (vs 20% without)  ·  ~0.6 challenges expected  ·  median CC cash $-2,416
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$4,116
Free roll-up
+$1/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: $12.22/sh now → $8.64 mid-life (likely $5.93–$10.60)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$8.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 72 simulated challenges: the $402 strike is typically first touched on day 9 of 11, at $405 (overshoots $2.81). 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)~$40227 Jul 20268d left+$0.61/sh+$307
cycle +$512
[+$349…+$1,088] · 96% credit
74%
surv 51%
-$39,727 NOT
cap gain +$21,358
Up-and-out for even (raise the cap, free)~$40327 Jul 20268d left+$0.23/sh+$113
cycle +$318
[+$108…+$830] · 83% credit
74%
surv 52%
-$39,492 NOT
cap gain +$21,593
Max even-money escape in the band~$40731 Jul 202612d left+$0.10/sh+$51
cycle +$256
[-$91…+$946] · 69% credit
77%
surv 61%
-$36,738 NOT
cap gain +$24,347
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$559/mo
vs 50% target ($4,875/mo)-89%
vs normal income ($9,751/mo)6% covered
Net income (after hedge)$22/mo
Downside budget
⚠ $402 is $64 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,762
… as % of IC ($68,000)46.7%
… as % of ML ($128,000)24.8%
Recovery months (at normal income)3.3 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$205$-40,035+$21,050+$200
+2.5%$412.05 (2.9σ)$-4,820$-37,984+$23,101-$4,825
+5%$422.10 (3.7σ)$-9,845$-35,934+$25,151-$9,850
SS (= V-bounce)$456.00 (6.2σ)$-26,795$-29,019+$32,066-$26,300
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $402): -$31,762
Total Position P&L @ SS: $-26,992 (+$34,093 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-26,300, the opportunity cost of earning $559/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,690, position total $-36,405 (+$24,680 vs today)
🛡 safe yield5 × $39024 Jul11d4.7%91%19%$820$2,236-$3,150$37,147
Sell 5 × $390 4.7% OTM over spot $372.39 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
+$1,808
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.8-7.2] median, 0.2 mo SLOWER than no FIGHT (4.7 mo): roll costs eat the credits at this rung  ·  26% of paths whole by 9 mo (vs 18% without)  ·  ~3.3 challenges expected  ·  median CC cash $6,428
🛡 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)
-$3,109
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$397 @ 79% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $11.11/sh now → $7.86 mid-life (likely $6.44–$10.84)≈ $0 at expiry  |  you banked $1.64/sh, so a flat mid-life exit nets -$6.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 471 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)~$39027 Jul 20268d left+$0.54/sh+$270
cycle +$1,090
[+$92…+$751] · 84% credit
74%
surv 51%
-$47,598 NOT
cap gain +$13,487
Max even-money escape in the band~$39431 Jul 202612d left+$0.48/sh+$239
cycle +$1,059
[-$86…+$757] · 67% credit
76%
surv 59%
-$45,088 NOT
cap gain +$15,997
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$39127 Jul 20268d left+$0.15/sh+$73
cycle +$893
[-$128…+$511] · 62% credit
74%
surv 52%
-$47,366 NOT
cap gain +$13,719
Safety roll (pay small debit, max POP)~$39731 Jul 202612d left-$1.11/sh-$555
cycle +$265
[-$1,008…-$111] · 20% credit
79%
surv 66%
-$43,769 NOT
cap gain +$17,316
budget: banked $820 debit $555 (68% used ≈ 1.1 wk of income) → whole cycle still +$265 cash · rolled 5 ct earn ≈ $8,435/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 ($4,875/mo)-54%
vs normal income ($9,751/mo)23% covered
Net income (after hedge)$1,700/mo
Downside budget
⚠ $390 is $76 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$37,147
… as % of IC ($68,000)54.6%
… as % of ML ($128,000)29.0%
Recovery months (at normal income)3.8 mo
Surgical close (5 ct)$-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. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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)$820$-47,868+$13,217+$815
+2.5%$399.75 (2.0σ)$-4,055$-45,879+$15,206-$4,060
+5%$409.50 (2.8σ)$-8,930$-43,890+$17,195-$8,935
SS (= V-bounce)$456.00 (6.2σ)$-32,180$-34,404+$26,681-$31,685
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $390): -$37,147
Total Position P&L @ SS: $-32,377 (+$28,708 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-31,685, the opportunity cost of earning $2,236/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,075, position total $-41,790 (+$19,295 vs today)
33% normal ← lean5 × $38624 Jul11d3.7%85%31%$1,285$3,505-$1,882$38,682
Sell 5 × $386 3.7% OTM over spot $372.39 24 Jul 2026 (11d, $2.75 mid)
= $1,285 credit for the 11d cycle → $3,505/mo projected
Survival (stays ≤ $386)
85%
Breach risk
15%
POP (stays ≤ $388.75)
89%
EV / mo
+$2,601
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.3 mo [3.5-7.2] median, 0.1 mo SLOWER than no FIGHT (5.2 mo): roll costs eat the credits at this rung  ·  28% of paths whole by 9 mo (vs 18% without)  ·  ~5.5 challenges expected  ·  median CC cash $12,110
🛡 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)
27%
Flat exit net (mid-life)
-$2,517
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$396 @ 82% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.75/sh now → $7.60 mid-life (likely $7.06–$10.92)≈ $0 at expiry  |  you banked $2.57/sh, so a flat mid-life exit nets -$5.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 798 simulated challenges: the $386 strike is typically first touched on day 7 of 11, at $388 (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%)~$38931 Jul 202612d left+$0.94/sh+$469
cycle +$1,754
[+$86…+$774] · 82% credit
75%
surv 57%
-$47,912 NOT
cap gain +$13,173
Roll out (same strike, buy time)~$38627 Jul 20268d left+$0.52/sh+$258
cycle +$1,543
[+$10…+$548] · 77% credit
74%
surv 51%
-$49,961 NOT
cap gain +$11,124
Max even-money escape in the band~$39031 Jul 202612d left+$0.39/sh+$194
cycle +$1,479
[-$214…+$467] · 52% credit
76%
surv 59%
-$47,483 NOT
cap gain +$13,602
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$38727 Jul 20268d left+$0.12/sh+$60
cycle +$1,345
[-$212…+$317] · 48% credit
74%
surv 53%
-$49,730 NOT
cap gain +$11,355
Safety roll (pay small debit, max POP)~$39631 Jul 202612d left-$2.55/sh-$1,274
cycle +$11
[-$1,886…-$1,096] · 2% credit
82%
surv 73%
-$44,728 NOT
cap gain +$16,357
budget: banked $1,285 debit $1,274 (99% used ≈ 1.6 wk of income) → whole cycle still +$11 cash · rolled 5 ct earn ≈ $6,318/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$3,505/mo
vs 50% target ($4,875/mo)-28%
vs normal income ($9,751/mo)36% covered
Net income (after hedge)$2,968/mo
Downside budget
⚠ $386 is $80 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,682
… as % of IC ($68,000)56.9%
… as % of ML ($128,000)30.2%
Recovery months (at normal income)4.0 mo
Surgical close (5 ct)$-61,175
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.57 collected) or spot ≥ $388.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $386)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $382.14Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$382-388.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $388.75
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 (1.0σ)$1,285$-50,219+$10,866+$1,280
+2.5%$395.65 (1.7σ)$-3,540$-48,250+$12,835-$3,545
+5%$405.30 (2.4σ)$-8,365$-46,281+$14,804-$8,370
SS (= V-bounce)$456.00 (6.2σ)$-33,715$-35,939+$25,146-$33,220
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $386): -$38,682
Total Position P&L @ SS: $-33,912 (+$27,173 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-33,220, the opportunity cost of earning $3,505/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,610, position total $-43,325 (+$17,760 vs today)
🎯 50% normal5 × $38224 Jul11d2.6%77%38%$1,975$5,386$39,992
Sell 5 × $382 2.6% OTM over spot $372.39 24 Jul 2026 (11d, $4.15 mid)
= $1,975 credit for the 11d cycle → $5,386/mo projected
Survival (stays ≤ $382)
77%
Breach risk
23%
POP (stays ≤ $386.15)
85%
EV / mo
+$3,607
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.8 mo [3.7-7.1] median, 0.5 mo SLOWER than no FIGHT (5.3 mo): roll costs eat the credits at this rung  ·  30% of paths whole by 9 mo (vs 18% without)  ·  ~8.9 challenges expected  ·  median CC cash $18,762
🛡 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)
38%
Flat exit net (mid-life)
-$1,701
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$395 @ 85% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $10.40/sh now → $7.35 mid-life (likely $7.76–$11.36)≈ $0 at expiry  |  you banked $3.95/sh, so a flat mid-life exit nets -$3.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,152 simulated challenges: the $382 strike is typically first touched on day 5 of 11, 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
Reliable up-and-out (highest cap still free ≥60%)~$38531 Jul 202612d left+$0.85/sh+$426
cycle +$2,401
[-$82…+$512] · 67% credit
75%
surv 57%
-$50,081 NOT
cap gain +$11,004
Roll out (same strike, buy time)~$38227 Jul 20268d left+$0.49/sh+$246
cycle +$2,221
[-$101…+$379] · 59% credit
74%
surv 51%
-$52,099 NOT
cap gain +$8,986
Max even-money escape in the band~$38631 Jul 202612d left+$0.30/sh+$150
cycle +$2,125
[-$381…+$206] · 37% credit
76%
surv 60%
-$49,653 NOT
cap gain +$11,432
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$38327 Jul 20268d left+$0.09/sh+$47
cycle +$2,022
[-$319…+$131] · 33% credit
74%
surv 53%
-$51,868 NOT
cap gain +$9,217
Safety roll (pay small debit, max POP)~$39531 Jul 202612d left-$3.72/sh-$1,859
cycle +$116
[-$2,743…-$1,970]
85%
surv 80%
-$45,326 NOT
cap gain +$15,759
budget: banked $1,975 debit $1,859 (94% used ≈ 1.5 wk of income) → whole cycle still +$116 cash · rolled 5 ct earn ≈ $4,545/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$5,386/mo
vs 50% target ($4,875/mo)+10%
vs normal income ($9,751/mo)55% covered
Net income (after hedge)$4,850/mo
Downside budget
⚠ $382 is $84 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,992
… as % of IC ($68,000)58.8%
… as % of ML ($128,000)31.2%
Recovery months (at normal income)4.1 mo
Surgical close (5 ct)$-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 < $0.99/sh (~25% of the $3.95 collected) or spot ≥ $386.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $382)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $378.18Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$378-386.15
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
≥ $386.15
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 (≤1σ, normal week)$1,975$-52,345+$8,740+$1,970
+2.5%$391.55 (1.4σ)$-2,800$-50,396+$10,689-$2,805
+5%$401.10 (2.1σ)$-7,575$-48,448+$12,637-$7,580
SS (= V-bounce)$456.00 (6.2σ)$-35,025$-37,249+$23,836-$34,530
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $382): -$39,992
Total Position P&L @ SS: $-35,222 (+$25,863 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-34,530, the opportunity cost of earning $5,386/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,920, position total $-44,635 (+$16,450 vs today)
100% normal5 × $37524 Jul11d0.7%58%85%$3,725$10,159+$4,773$41,742
Sell 5 × $375 0.7% OTM over spot $372.39 24 Jul 2026 (11d, $7.70 mid)
= $3,725 credit for the 11d cycle → $10,159/mo projected
Survival (stays ≤ $375)
58%
Breach risk
42%
POP (stays ≤ $382.70)
78%
EV / mo
+$5,380
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.4 mo [3.5-7.2] median, 0.3 mo SLOWER than no FIGHT (5.1 mo): roll costs eat the credits at this rung  ·  34% of paths whole by 9 mo (vs 19% without)  ·  ~23.7 challenges expected  ·  median CC cash $25,094
🛡 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)
71%
Flat exit net (mid-life)
+$263
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$393 @ 91% POP
89% 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: $9.79/sh now → $6.92 mid-life (likely $9.33–$12.28)≈ $0 at expiry  |  you banked $7.45/sh, so a flat mid-life exit nets +$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,125 simulated challenges: the $375 strike is typically first touched on day 3 of 11, at $378 (overshoots $2.54). 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%)~$37731 Jul 202612d left+$1.31/sh+$654
cycle +$4,379
[+$14…+$320] · 76% credit
75%
surv 55%
-$53,735 NOT
cap gain +$7,350
Roll out (same strike, buy time)~$37527 Jul 20268d left+$0.45/sh+$225
cycle +$3,950
[-$237…-$11] · 24% credit
74%
surv 51%
-$55,297 NOT
cap gain +$5,788
Up-and-out for even (raise the cap, free)~$37627 Jul 20268d left+$0.05/sh+$25
cycle +$3,750
[-$462…-$228] · 12% credit
74%
surv 53%
-$55,068 NOT
cap gain +$6,017
Max even-money escape in the band~$37931 Jul 202612d left+$0.15/sh+$75
cycle +$3,800
[-$643…-$294] · 11% credit
76%
surv 60%
-$52,906 NOT
cap gain +$8,179
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39331 Jul 202612d left-$5.10/sh-$2,548
cycle +$1,177
[-$4,069…-$3,222]
91%
surv 89%
-$45,673 NOT
cap gain +$15,412
budget: banked $3,725 debit $2,548 (68% used ≈ 1.1 wk of income) → whole cycle still +$1,177 cash · rolled 5 ct earn ≈ $2,283/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$10,159/mo
vs 50% target ($4,875/mo)+108%
vs normal income ($9,751/mo)104% covered
Net income (after hedge)$9,622/mo
Downside budget
⚠ $375 is $91 below CC-SS $465.93: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,742
… as % of IC ($68,000)61.4%
… as % of ML ($128,000)32.6%
Recovery months (at normal income)4.3 mo
Surgical close (5 ct)$-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 < $1.86/sh (~25% of the $7.45 collected) or spot ≥ $382.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $375)); NOT the premium you collected. Momentum override: two daily closes above $396.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $371.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$371-382.70
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
≥ $382.70
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$375.00 (≤1σ, normal week)$3,725$-55,523+$5,562+$3,720
+2.5%$384.37 (≤1σ, normal week)$-962$-53,610+$7,475-$967
+5%$393.75 (1.6σ)$-5,650$-51,698+$9,387-$5,655
SS (= V-bounce)$456.00 (6.2σ)$-36,775$-38,999+$22,086-$36,280
V-BOUNCE STRESS (stock → CC-SS $465.93, where you are whole again, by expiry)
Starting unrealized P&L: $-61,085
+ Fortress recovery (un-capped): +$65,855
− CC assignment net of premium (5 × $375): -$41,742
Total Position P&L @ SS: $-36,972 (+$24,113 vs today)
Do-nothing baseline at SS: $-692 (this trade vs do-nothing: $-36,280, the opportunity cost of earning $10,159/mo FIGHT income now)
BB-reversion stress (→ $419.79 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$18,670, position total $-46,385 (+$14,700 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on GLD are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (110 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 110 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: +$65,855 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-692

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3854d17 Jul 2026$1.425/5$5,325$4,78894%96%+$4,943-$39,75758.5%$-34,987 (vs do-nothing $-34,295)
$3844d17 Jul 2026$1.535/5$5,738$5,20192%95%+$5,200-$40,20259.1%$-35,432 (vs do-nothing $-34,740)
$3834d17 Jul 2026$1.884/5$5,640$5,10691%95%+$5,174-$32,42247.7%$-28,744 (vs do-nothing $-28,052)
$3824d17 Jul 2026$2.164/5$6,480$5,94689%94%+$5,803-$32,71048.1%$-29,032 (vs do-nothing $-28,340)
$3814d17 Jul 2026$2.533/5$5,692$5,16186%92%+$4,971-$24,72136.4%$-22,136 (vs do-nothing $-21,444)
$3837d20 Jul 2026$2.285/5$4,886$4,34986%91%+$3,987-$40,32759.3%$-35,557 (vs do-nothing $-34,865)
$3827d20 Jul 2026$2.605/5$5,571$5,03584%90%+$4,419-$40,66759.8%$-35,897 (vs do-nothing $-35,205)
$3804d17 Jul 2026$2.943/5$6,615$6,08483%91%+$5,610-$24,89836.6%$-22,313 (vs do-nothing $-21,621)
$3817d20 Jul 2026$2.974/5$5,091$4,55781%88%+$3,920-$32,78648.2%$-29,108 (vs do-nothing $-28,416)
$3794d17 Jul 2026$3.352/5$5,025$4,49680%90%+$4,111-$16,71724.6%$-15,224 (vs do-nothing $-14,532)
$3829d22 Jul 2026$3.255/5$5,417$4,88080%87%+$3,884-$40,34259.3%$-35,572 (vs do-nothing $-34,880)
$3807d20 Jul 2026$3.304/5$5,657$5,12378%87%+$4,184-$33,05448.6%$-29,376 (vs do-nothing $-28,684)
$3819d22 Jul 2026$3.605/5$6,000$5,46377%86%+$4,153-$40,66759.8%$-35,897 (vs do-nothing $-35,205)
Show 97 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 97.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$38211d24 Jul 2026$3.955/5$5,386$4,85077%85%+$3,607-$39,99258.8%$-35,222 (vs do-nothing $-34,530)
$3784d17 Jul 2026$3.852/5$5,775$5,24676%88%+$4,554-$16,81724.7%$-15,324 (vs do-nothing $-14,632)
$3797d20 Jul 2026$3.853/5$4,950$4,41975%86%+$3,574-$24,92536.7%$-22,340 (vs do-nothing $-21,648)
$3809d22 Jul 2026$4.104/5$5,467$4,93374%84%+$3,698-$32,73448.1%$-29,056 (vs do-nothing $-28,364)
$38111d24 Jul 2026$4.355/5$5,932$5,39574%84%+$3,850-$40,29259.3%$-35,522 (vs do-nothing $-34,830)
$38114d27 Jul 2026$4.785/5$5,120$4,58372%82%+$2,973-$40,07858.9%$-35,308 (vs do-nothing $-34,616)
$38011d24 Jul 2026$4.804/5$5,236$4,70272%83%+$3,298-$32,45447.7%$-28,776 (vs do-nothing $-28,084)
$3774d17 Jul 2026$4.352/5$6,525$5,99672%87%+$4,927-$16,91724.9%$-15,424 (vs do-nothing $-14,732)
$3787d20 Jul 2026$4.303/5$5,529$4,99772%85%+$3,832-$25,09036.9%$-22,505 (vs do-nothing $-21,813)
$3799d22 Jul 2026$4.504/5$6,000$5,46672%83%+$3,897-$32,97448.5%$-29,296 (vs do-nothing $-28,604)
$38118d31 Jul 2026$6.155/5$5,125$4,58870%81%+$2,974-$39,39257.9%$-34,622 (vs do-nothing $-33,930)
$38014d27 Jul 2026$5.205/5$5,568$5,03170%81%+$3,140-$40,36959.4%$-35,599 (vs do-nothing $-34,907)
$37911d24 Jul 2026$5.254/5$5,727$5,19369%82%+$3,483-$32,67448.0%$-28,996 (vs do-nothing $-28,304)
$3789d22 Jul 2026$5.003/5$5,000$4,46969%82%+$3,138-$24,88036.6%$-22,295 (vs do-nothing $-21,603)
$3777d20 Jul 2026$4.853/5$6,236$5,70468%83%+$4,166-$25,22537.1%$-22,640 (vs do-nothing $-21,948)
$38018d31 Jul 2026$6.455/5$5,375$4,83868%80%+$2,986-$39,74258.4%$-34,972 (vs do-nothing $-34,280)
$37914d27 Jul 2026$5.665/5$6,066$5,53067%80%+$3,331-$40,63659.8%$-35,866 (vs do-nothing $-35,174)
$3764d17 Jul 2026$4.902/5$7,350$6,82167%86%+$5,297-$17,00725.0%$-15,514 (vs do-nothing $-14,822)
$37811d24 Jul 2026$5.754/5$6,273$5,73967%80%+$3,688-$32,87448.3%$-29,196 (vs do-nothing $-28,504)
$3779d22 Jul 2026$5.553/5$5,550$5,01966%81%+$3,367-$25,01536.8%$-22,430 (vs do-nothing $-21,738)
$37918d31 Jul 2026$7.105/5$5,917$5,38065%78%+$3,105-$39,91758.7%$-35,147 (vs do-nothing $-34,455)
$37814d27 Jul 2026$6.134/5$5,252$4,71865%79%+$2,795-$32,72348.1%$-29,045 (vs do-nothing $-28,353)
$3767d20 Jul 2026$5.403/5$6,943$6,41164%82%+$4,443-$25,36037.3%$-22,775 (vs do-nothing $-22,083)
$37711d24 Jul 2026$6.253/5$5,114$4,58264%80%+$2,893-$24,80536.5%$-22,220 (vs do-nothing $-21,528)
$37818d31 Jul 2026$7.554/5$5,033$4,49963%78%+$2,547-$32,15447.3%$-28,476 (vs do-nothing $-27,784)
$3754d17 Jul 2026$5.552/5$8,325$7,79663%84%+$5,735-$17,07725.1%$-15,584 (vs do-nothing $-14,892)
$37714d27 Jul 2026$6.604/5$5,659$5,12563%78%+$2,910-$32,93348.4%$-29,255 (vs do-nothing $-28,563)
$3769d22 Jul 2026$6.103/5$6,100$5,56962%80%+$3,557-$25,15037.0%$-22,565 (vs do-nothing $-21,873)
$37611d24 Jul 2026$6.853/5$5,605$5,07361%78%+$3,075-$24,92536.7%$-22,340 (vs do-nothing $-21,648)
$37718d31 Jul 2026$8.054/5$5,367$4,83361%77%+$2,626-$32,35447.6%$-28,676 (vs do-nothing $-27,984)
$3757d20 Jul 2026$6.002/5$5,143$4,61461%81%+$3,150-$16,98725.0%$-15,494 (vs do-nothing $-14,802)
$37614d27 Jul 2026$7.154/5$6,132$5,59760%77%+$3,066-$33,11248.7%$-29,435 (vs do-nothing $-28,743)
$3759d22 Jul 2026$6.653/5$6,650$6,11959%79%+$3,708-$25,28537.2%$-22,700 (vs do-nothing $-22,008)
$37618d31 Jul 2026$8.704/5$5,800$5,26659%76%+$2,787-$32,49447.8%$-28,816 (vs do-nothing $-28,124)
$37511d24 Jul 2026$7.453/5$6,095$5,56458%78%+$3,228-$25,04536.8%$-22,460 (vs do-nothing $-21,768)
$3744d17 Jul 2026$6.202/5$9,300$8,77158%83%+$6,090-$17,14725.2%$-15,654 (vs do-nothing $-14,962)
$37514d27 Jul 2026$7.703/5$4,953$4,42258%76%+$2,397-$24,96936.7%$-22,384 (vs do-nothing $-21,692)
$3747d20 Jul 2026$6.652/5$5,700$5,17157%80%+$3,341-$17,05725.1%$-15,564 (vs do-nothing $-14,872)
$37518d31 Jul 2026$9.254/5$6,167$5,63357%75%+$2,864-$32,67448.0%$-28,996 (vs do-nothing $-28,304)
$3749d22 Jul 2026$7.352/5$4,900$4,37156%78%+$2,646-$16,91724.9%$-15,424 (vs do-nothing $-14,732)
$37411d24 Jul 2026$8.053/5$6,586$6,05555%77%+$3,353-$25,16537.0%$-22,580 (vs do-nothing $-21,888)
$37414d27 Jul 2026$8.263/5$5,307$4,77655%75%+$2,476-$25,10436.9%$-22,518 (vs do-nothing $-21,826)
$37418d31 Jul 2026$9.853/5$4,925$4,39454%74%+$2,218-$24,62536.2%$-22,040 (vs do-nothing $-21,348)
$3734d17 Jul 2026$6.701/5$5,025$4,49953%82%+$3,068-$8,62312.7%$-8,223 (vs do-nothing $-7,531)
$3737d20 Jul 2026$7.302/5$6,257$5,72853%79%+$3,492-$17,12725.2%$-15,634 (vs do-nothing $-14,942)
$3739d22 Jul 2026$7.952/5$5,300$4,77153%77%+$2,727-$16,99725.0%$-15,504 (vs do-nothing $-14,812)
$37311d24 Jul 2026$8.603/5$7,036$6,50552%76%+$3,408-$25,30037.2%$-22,715 (vs do-nothing $-22,023)
$37314d27 Jul 2026$8.853/5$5,692$5,16052%75%+$2,566-$25,22437.1%$-22,639 (vs do-nothing $-21,947)
$37318d31 Jul 2026$10.503/5$5,250$4,71952%74%+$2,299-$24,73036.4%$-22,145 (vs do-nothing $-21,453)
$37218d31 Jul 2026$11.103/5$5,550$5,01950%73%+$2,341-$24,85036.5%$-22,265 (vs do-nothing $-21,573)
$37214d27 Jul 2026$9.493/5$6,101$5,57050%74%+$2,660-$25,33337.3%$-22,748 (vs do-nothing $-22,056)
$37211d24 Jul 2026$9.352/5$5,100$4,57150%75%+$2,399-$16,91724.9%$-15,424 (vs do-nothing $-14,732)
$3729d22 Jul 2026$7.552/5$5,033$4,50549%76%+$2,114-$17,27725.4%$-15,784 (vs do-nothing $-15,092)
$3727d20 Jul 2026$7.852/5$6,729$6,20049%78%+$3,516-$17,21725.3%$-15,724 (vs do-nothing $-15,032)
$3724d17 Jul 2026$7.451/5$5,588$5,06249%81%+$3,236-$8,64812.7%$-8,248 (vs do-nothing $-7,556)
$37118d31 Jul 2026$11.753/5$5,875$5,34448%72%+$2,396-$24,95536.7%$-22,370 (vs do-nothing $-21,678)
$37114d27 Jul 2026$10.123/5$6,504$5,97347%73%+$2,728-$25,44537.4%$-22,860 (vs do-nothing $-22,168)
$37111d24 Jul 2026$10.002/5$5,455$4,92647%74%+$2,453-$16,98725.0%$-15,494 (vs do-nothing $-14,802)
$3719d22 Jul 2026$9.152/5$6,100$5,57146%75%+$2,808-$17,15725.2%$-15,664 (vs do-nothing $-14,972)
$37018d31 Jul 2026$12.403/5$6,200$5,66946%72%+$2,437-$25,06036.9%$-22,475 (vs do-nothing $-21,783)

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 19:31