FORTRESS FIGHT: GLD @ $370.75

BE SS: $456.00  |  CC-SS: $472.43  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-13 22:11

GLD @ $370.75   UNDERWATER $85.25 (18.7% 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: $472.43 (banked floor $472.03)  |  IV: MEDIUM  |  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$6,911/mo75% ann ROI on ML
Hedge rolling cost$695/mo
Unrealized P&L$-65,850fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,455/mo
HEDGE COVER
$695/mo
NORMAL INCOME
$6,911/mo (ATM CC, chain)
IC VELOCITY
9.8 mo to earn back $68,000
ML VELOCITY
18.5 mo to earn back $128,000
Deep drawdown (unpriceable at CC-SS): no listed call within 92% of CC-SS $472.43 in the fetched chain; the deepest available is $391C (14d, $846/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)
$65,602
was $65,850 · 0% earned back
Cycles closed
3
Credit in flight
$676
CC-SS · banked floor (info)
$472.43 → $472.03
? 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 12 (live) · RSI 37 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 38 · %B 30 · hist falling (nightly)
LEVELS20W MA (bounce target) $414.14 (+12%) · daily UBB $395.63 · 1-wk expected move ±$13 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 5 contracts at $380 / 11d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($3,455/mo); it brings $3,641/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 × $373/11d for $7,091/mo, but breach risk rises to 44% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $395/11d (93% survival, $695/mo).
Downside anchor: the primary mortgages $44,878 (66% of IC) ONLY on a full V-bounce all the way to SS $456, recoverable in 6.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-65,900 and cuts bleed by $695/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 24 Jul 2026 (11d) · sell 5 × $380, 73% survival, $3,641/mo (E[net] $555/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 FRIDAY17 Jul 2026 · 4d5 × $38183%$3,675$383
NEXT FRIDAY 🏆24 Jul 2026 · 11d5 × $38073%$3,641$555

📅 THIS FRIDAY · 17 Jul 2026 · 4d · E[net] $383/mo

🎯 Engine pick: sell 5 × $381 (primary), 83% survival, breach 17%, $3,675/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $382 rung (33% normal) lifts survival to 88% (breach 17% → 12%) for $1,245/mo less (34% income) buys safety you do not really need here.
GLD  spot $370.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $38917 Jul4d4.9%97%6%$110$825-$2,850$41,603
Sell 5 × $389 4.9% OTM over spot $370.75 17 Jul 2026 (4d, $0.28 mid)
= $110 credit for the 4d cycle → $825/mo projected
Survival (stays ≤ $389)
97%
Breach risk
3%
POP (stays ≤ $389.27)
97%
EV / mo
+$670
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [3.1-7.1] median, 0.1 mo SLOWER than no FIGHT (4.3 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 21% without)  ·  ~2.2 challenges expected  ·  median CC cash $289
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
7%
Flat exit net (mid-life)
-$1,792
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$401 @ 77% POP
72% 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: $5.38/sh now → $3.80 mid-life (likely $3.19–$5.98)≈ $0 at expiry  |  you banked $0.22/sh, so a flat mid-life exit nets -$3.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 199 simulated challenges: the $389 strike is typically first touched on day 3 of 4, at $392 (overshoots $3.20). 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)~$38920 Jul 20265d left+$1.06/sh+$531
cycle +$641
[+$520…+$829] · 99% credit
66%
surv 51%
-$52,516 NOT
cap gain +$13,334
Up-and-out for even (raise the cap, free)~$39020 Jul 20265d left+$0.43/sh+$213
cycle +$323
[+$124…+$494] · 86% credit
68%
surv 55%
-$51,965 NOT
cap gain +$13,885
Reliable up-and-out (highest cap still free ≥60%)~$40031 Jul 202616d left+$0.33/sh+$167
cycle +$277
[-$218…+$559] · 66% credit
76%
surv 70%
-$45,056 NOT
cap gain +$20,794
Max even-money escape in the band~$40131 Jul 202616d left+$0.07/sh+$35
cycle +$145
[-$372…+$415] · 55% credit
77%
surv 72%
-$44,492 NOT
cap gain +$21,358
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$825/mo
vs 50% target ($3,455/mo)-76%
vs normal income ($6,911/mo)12% covered
Net income (after hedge)$130/mo
Downside budget
⚠ $389 is $83 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$41,603
… as % of IC ($68,000)61.2%
… as % of ML ($128,000)32.5%
Recovery months (at normal income)6.0 mo
Surgical close (5 ct)$-65,878
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.22 collected) or spot ≥ $389.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $389)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $385.11Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$385-389.27
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $389.27
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$389.00 (1.9σ)$110$-53,047+$12,803+$105
+2.5%$398.72 (2.9σ)$-4,752$-51,146+$14,704-$4,757
+5%$408.45 (3.9σ)$-9,615$-49,245+$16,605-$9,620
SS (= V-bounce)$456.00 (8.9σ)$-33,390$-39,949+$25,901-$32,895
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $389): -$41,603
Total Position P&L @ SS: $-36,737 (+$29,113 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-32,895, the opportunity cost of earning $825/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,460, position total $-48,132 (+$17,718 vs today)
🛡 safe yield5 × $38517 Jul4d3.8%91%18%$250$1,875-$1,800$43,463
Sell 5 × $385 3.8% OTM over spot $370.75 17 Jul 2026 (4d, $0.53 mid)
= $250 credit for the 4d cycle → $1,875/mo projected
Survival (stays ≤ $385)
91%
Breach risk
9%
POP (stays ≤ $385.54)
92%
EV / mo
+$998
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.5 mo [3.1-6.3] median, 0.2 mo faster than no FIGHT (4.7 mo)  ·  30% of paths whole by 9 mo (vs 25% without)  ·  ~6.9 challenges expected  ·  median CC cash $6,020
🛡 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)
-$1,600
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$398 @ 78% 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: $5.23/sh now → $3.70 mid-life (likely $3.60–$6.47)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$3.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 391 simulated challenges: the $385 strike is typically first touched on day 3 of 4, at $388 (overshoots $3.44). 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)~$38520 Jul 20265d left+$1.02/sh+$509
cycle +$759
[+$414…+$776] · 98% credit
66%
surv 51%
-$55,180 NOT
cap gain +$10,670
Reliable up-and-out (highest cap still free ≥60%)~$39431 Jul 202616d left+$0.89/sh+$446
cycle +$696
[-$38…+$718] · 74% credit
75%
surv 68%
-$48,810 NOT
cap gain +$17,040
Up-and-out for even (raise the cap, free)~$38620 Jul 20265d left+$0.39/sh+$193
cycle +$443
[-$18…+$413] · 71% credit
68%
surv 55%
-$54,627 NOT
cap gain +$11,223
Max even-money escape in the band~$39631 Jul 202616d left+$0.22/sh+$109
cycle +$359
[-$450…+$348] · 45% credit
77%
surv 71%
-$47,756 NOT
cap gain +$18,094
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-$0.36/sh-$179
cycle +$71
[-$815…+$24] · 27% credit
78%
surv 74%
-$46,652 NOT
cap gain +$19,198
budget: banked $250 debit $179 (71% used ≈ 0.4 wk of income) → whole cycle still +$71 cash · rolled 5 ct earn ≈ $3,134/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$1,875/mo
vs 50% target ($3,455/mo)-46%
vs normal income ($6,911/mo)27% covered
Net income (after hedge)$1,180/mo
Downside budget
⚠ $385 is $87 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,463
… as % of IC ($68,000)63.9%
… as % of ML ($128,000)34.0%
Recovery months (at normal income)6.3 mo
Surgical close (5 ct)$-65,868
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $385.54 (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 $395.63 (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
$381-385.54
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
≥ $385.54
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$385.00 (1.5σ)$250$-55,689+$10,161+$245
+2.5%$394.62 (2.5σ)$-4,562$-53,807+$12,043-$4,567
+5%$404.25 (3.5σ)$-9,375$-51,926+$13,924-$9,380
SS (= V-bounce)$456.00 (8.9σ)$-35,250$-41,809+$24,041-$34,755
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $385): -$43,463
Total Position P&L @ SS: $-38,597 (+$27,253 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-34,755, the opportunity cost of earning $1,875/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,320, position total $-49,992 (+$15,858 vs today)
33% normal4 × $38217 Jul4d3.0%88%24%$324$2,430-$1,245$35,846
Sell 4 × $382 3.0% OTM over spot $370.75 17 Jul 2026 (4d, $0.92 mid)
= $324 credit for the 4d cycle → $2,430/mo projected
Survival (stays ≤ $382)
88%
Breach risk
12%
POP (stays ≤ $382.92)
90%
EV / mo
+$1,450
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.9 mo [3.2-6.6] median, 0.2 mo faster than no FIGHT (5.1 mo)  ·  27% of paths whole by 9 mo (vs 21% without)  ·  ~9.8 challenges expected  ·  median CC cash $8,684
🛡 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)
22%
Flat exit net (mid-life)
-$1,125
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$396 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $5.12/sh now → $3.62 mid-life (likely $3.71–$6.35)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$2.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $382 strike is typically first touched on day 3 of 4, at $385 (overshoots $3.34). 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 (4 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+$0.99/sh+$395
cycle +$719
[+$286…+$591] · 99% credit
66%
surv 51%
-$57,306 NOT
cap gain +$8,544
Reliable up-and-out (highest cap still free ≥60%)~$39131 Jul 202616d left+$0.80/sh+$319
cycle +$643
[-$79…+$484] · 69% credit
75%
surv 68%
-$50,949 NOT
cap gain +$14,901
Up-and-out for even (raise the cap, free)~$38320 Jul 20265d left+$0.36/sh+$142
cycle +$466
[-$34…+$291] · 67% credit
68%
surv 55%
-$56,689 NOT
cap gain +$9,161
Max even-money escape in the band~$39331 Jul 202616d left+$0.13/sh+$53
cycle +$377
[-$409…+$184] · 40% credit
77%
surv 71%
-$49,823 NOT
cap gain +$16,027
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-$0.65/sh-$259
cycle +$65
[-$802…-$169] · 13% credit
80%
surv 76%
-$48,048 NOT
cap gain +$17,802
budget: banked $324 debit $259 (80% used ≈ 0.5 wk of income) → whole cycle still +$65 cash · rolled 4 ct earn ≈ $2,233/mo while parked; 1 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$2,430/mo
vs 50% target ($3,455/mo)-30%
vs normal income ($6,911/mo)35% covered
Net income (after hedge)$1,738/mo
Downside budget
⚠ $382 is $90 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$35,846
… as % of IC ($68,000)52.7%
… as % of ML ($128,000)28.0%
Recovery months (at normal income)5.2 mo
Surgical close (4 ct)$-52,722
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $382.92 (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 $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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
$378-382.92
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
≥ $382.92
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$382.00 (1.2σ)$324$-57,701+$8,149+$320
+2.5%$391.55 (2.2σ)$-3,496$-54,879+$10,971-$3,500
+5%$401.10 (3.2σ)$-7,316$-52,057+$13,793-$7,320
SS (= V-bounce)$456.00 (8.9σ)$-29,276$-35,934+$29,916-$28,880
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (4 × $382): -$35,846
− Conservative CC assignment net of premium (1 × $455): -$1,742
Total Position P&L @ SS: $-32,722 (+$33,128 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-28,880, the opportunity cost of earning $2,430/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,532, position total $-48,203 (+$17,647 vs today)
🎯 50% normal5 × $38117 Jul4d2.8%83%24%$490$3,675$45,223
Sell 5 × $381 2.8% OTM over spot $370.75 17 Jul 2026 (4d, $1.06 mid)
= $490 credit for the 4d cycle → $3,675/mo projected
Survival (stays ≤ $381)
83%
Breach risk
17%
POP (stays ≤ $382.06)
86%
EV / mo
+$1,419
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.3 mo [3.0-6.4] median, 0.1 mo SLOWER than no FIGHT (4.2 mo): roll costs eat the credits at this rung  ·  32% of paths whole by 9 mo (vs 24% without)  ·  ~13.7 challenges expected  ·  median CC cash $13,256
🛡 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)
24%
Flat exit net (mid-life)
-$1,309
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$396 @ 81% 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: $5.09/sh now → $3.60 mid-life (likely $3.69–$6.08)≈ $0 at expiry  |  you banked $0.98/sh, so a flat mid-life exit nets -$2.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 732 simulated challenges: the $381 strike is typically first touched on day 3 of 4, at $384 (overshoots $3.09). 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)~$38120 Jul 20265d left+$0.98/sh+$488
cycle +$978
[+$338…+$732] · 98% credit
66%
surv 51%
-$57,743 NOT
cap gain +$8,107
Reliable up-and-out (highest cap still free ≥60%)~$39031 Jul 202616d left+$0.76/sh+$382
cycle +$872
[-$75…+$587] · 70% credit
75%
surv 68%
-$51,415 NOT
cap gain +$14,435
Up-and-out for even (raise the cap, free)~$38220 Jul 20265d left+$0.35/sh+$173
cycle +$663
[-$43…+$356] · 65% credit
68%
surv 55%
-$57,189 NOT
cap gain +$8,661
Max even-money escape in the band~$39231 Jul 202616d left+$0.10/sh+$52
cycle +$542
[-$486…+$216] · 38% credit
77%
surv 71%
-$50,355 NOT
cap gain +$15,495
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-$0.88/sh-$442
cycle +$48
[-$1,087…-$331] · 8% credit
81%
surv 78%
-$48,066 NOT
cap gain +$17,784
budget: banked $490 debit $442 (90% used ≈ 0.5 wk of income) → whole cycle still +$48 cash · rolled 5 ct earn ≈ $2,545/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$3,675/mo
vs 50% target ($3,455/mo)+6%
vs normal income ($6,911/mo)53% covered
Net income (after hedge)$2,980/mo
Downside budget
⚠ $381 is $91 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,223
… as % of IC ($68,000)66.5%
… as % of ML ($128,000)35.3%
Recovery months (at normal income)6.5 mo
Surgical close (5 ct)$-65,890
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.98 collected) or spot ≥ $382.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $381)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $377.19Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$377-382.06
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
≥ $382.06
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$381.00 (1.1σ)$490$-58,231+$7,619+$485
+2.5%$390.52 (2.1σ)$-4,272$-56,369+$9,481-$4,277
+5%$400.05 (3.1σ)$-9,035$-54,507+$11,343-$9,040
SS (= V-bounce)$456.00 (8.9σ)$-37,010$-43,569+$22,281-$36,515
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $381): -$45,223
Total Position P&L @ SS: $-40,357 (+$25,493 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-36,515, the opportunity cost of earning $3,675/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$16,080, position total $-51,752 (+$14,098 vs today)
100% normal5 × $37717 Jul4d1.7%72%56%$965$7,238+$3,562$46,748
Sell 5 × $377 1.7% OTM over spot $370.75 17 Jul 2026 (4d, $2.03 mid)
= $965 credit for the 4d cycle → $7,238/mo projected
Survival (stays ≤ $377)
72%
Breach risk
28%
POP (stays ≤ $379.03)
78%
EV / mo
+$2,027
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.0 mo [2.7-6.0] median  ·  43% of paths whole by 9 mo (vs 30% without)  ·  ~22.9 challenges expected  ·  median CC cash $22,153
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
41%
Flat exit net (mid-life)
-$784
Free roll-up
+$3/wk
Safest escape (by 31 Jul 2026)
$397 @ 87% POP
85% 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: $4.95/sh now → $3.50 mid-life (likely $4.11–$6.72)≈ $0 at expiry  |  you banked $1.93/sh, so a flat mid-life exit nets -$1.57/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,237 simulated challenges: the $377 strike is typically first touched on day 2 of 4, at $380 (overshoots $3.38). 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)~$37720 Jul 20265d left+$0.94/sh+$468
cycle +$1,433
[+$249…+$557] · 99% credit
66%
surv 51%
-$60,070 NOT
cap gain +$5,780
Reliable up-and-out (highest cap still free ≥60%)~$38531 Jul 202616d left+$0.94/sh+$470
cycle +$1,435
[-$164…+$424] · 64% credit
74%
surv 67%
-$54,330 NOT
cap gain +$11,520
Up-and-out for even (raise the cap, free)~$37820 Jul 20265d left+$0.31/sh+$153
cycle +$1,118
[-$155…+$148] · 47% credit
68%
surv 55%
-$59,516 NOT
cap gain +$6,334
Max even-money escape in the band~$38731 Jul 202616d left+$0.29/sh+$146
cycle +$1,111
[-$571…+$83] · 30% credit
76%
surv 70%
-$53,263 NOT
cap gain +$12,587
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-$1.85/sh-$924
cycle +$41
[-$1,990…-$1,095]
87%
surv 85%
-$47,378 NOT
cap gain +$18,472
budget: banked $965 debit $924 (96% used ≈ 0.6 wk of income) → whole cycle still +$41 cash · rolled 5 ct earn ≈ $1,547/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$7,238/mo
vs 50% target ($3,455/mo)+109%
vs normal income ($6,911/mo)105% covered
Net income (after hedge)$6,543/mo
Downside budget
⚠ $377 is $95 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,748
… as % of IC ($68,000)68.7%
… as % of ML ($128,000)36.5%
Recovery months (at normal income)6.8 mo
Surgical close (5 ct)$-65,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.93 collected) or spot ≥ $379.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $377)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $373.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$373-379.03
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
≥ $379.03
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$377.00 (≤1σ, normal week)$965$-60,538+$5,312+$960
+2.5%$386.42 (1.6σ)$-3,747$-58,696+$7,154-$3,752
+5%$395.85 (2.6σ)$-8,460$-56,853+$8,997-$8,465
SS (= V-bounce)$456.00 (8.9σ)$-38,535$-45,094+$20,756-$38,040
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $377): -$46,748
Total Position P&L @ SS: $-41,882 (+$23,968 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-38,040, the opportunity cost of earning $7,238/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,605, position total $-53,277 (+$12,573 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] $555/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $380 (primary), 73% survival, breach 27%, $3,641/mo.
⚖️ Worth a safer step: the $384 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $1,309/mo less (36% 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 $370.75 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $39524 Jul11d6.5%93%14%$255$695-$2,945$38,458
Sell 5 × $395 6.5% OTM over spot $370.75 24 Jul 2026 (11d, $0.57 mid)
= $255 credit for the 11d cycle → $695/mo projected
Survival (stays ≤ $395)
93%
Breach risk
7%
POP (stays ≤ $395.57)
93%
EV / mo
+$352
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.7 mo [3.2-6.7] median, 0.4 mo faster than no FIGHT (5.1 mo)  ·  24% of paths whole by 9 mo (vs 22% without)  ·  ~2.4 challenges expected  ·  median CC cash $-1,289
🛡 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)
10%
Flat exit net (mid-life)
-$2,595
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$401 @ 72% POP
63% 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: $8.06/sh now → $5.70 mid-life (likely $4.19–$7.60)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$5.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 308 simulated challenges: the $395 strike is typically first touched on day 8 of 11, at $398 (overshoots $2.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$39527 Jul 20268d left+$0.50/sh+$248
cycle +$503
[+$152…+$632] · 92% credit
65%
surv 51%
-$48,482 NOT
cap gain +$17,368
Up-and-out for even (raise the cap, free)~$39527 Jul 20268d left+$0.36/sh+$179
cycle +$434
[+$68…+$563] · 84% credit
66%
surv 51%
-$48,376 NOT
cap gain +$17,474
Max even-money escape in the band~$39931 Jul 202612d left+$0.39/sh+$196
cycle +$451
[+$20…+$690] · 77% credit
70%
surv 59%
-$45,577 NOT
cap gain +$20,273
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$40131 Jul 202612d left-$0.41/sh-$205
cycle +$50
[-$432…+$273] · 39% credit
72%
surv 63%
-$44,587 NOT
cap gain +$21,263
budget: banked $255 debit $205 (80% used ≈ 1.3 wk of income) → whole cycle still +$50 cash · rolled 5 ct earn ≈ $6,612/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$695/mo
vs 50% target ($3,455/mo)-80%
vs normal income ($6,911/mo)10% covered
Net income (after hedge)$1/mo
Downside budget
⚠ $395 is $77 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,458
… as % of IC ($68,000)56.6%
… as % of ML ($128,000)30.0%
Recovery months (at normal income)5.6 mo
Surgical close (5 ct)$-65,880
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $395.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $395)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $391.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$391-395.57
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $395.57
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$395.00 (1.5σ)$255$-48,729+$17,121+$250
+2.5%$404.87 (2.2σ)$-4,682$-46,799+$19,051-$4,687
+5%$414.75 (2.8σ)$-9,620$-44,868+$20,982-$9,625
SS (= V-bounce)$456.00 (5.4σ)$-30,245$-36,804+$29,046-$29,750
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $395): -$38,458
Total Position P&L @ SS: $-33,592 (+$32,258 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-29,750, the opportunity cost of earning $695/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,315, position total $-44,987 (+$20,863 vs today)
🛡 safe yield5 × $39224 Jul11d5.7%91%19%$345$941-$2,700$39,868
Sell 5 × $392 5.7% OTM over spot $370.75 24 Jul 2026 (11d, $0.77 mid)
= $345 credit for the 11d cycle → $941/mo projected
Survival (stays ≤ $392)
91%
Breach risk
9%
POP (stays ≤ $392.77)
91%
EV / mo
+$429
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.4 mo [3.2-6.1] median, 0.2 mo faster than no FIGHT (4.5 mo)  ·  26% of paths whole by 9 mo (vs 25% without)  ·  ~3.1 challenges expected  ·  median CC cash $13
🛡 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)
-$2,442
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$398 @ 73% POP
63% 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: $7.88/sh now → $5.57 mid-life (likely $4.49–$7.58)≈ $0 at expiry  |  you banked $0.69/sh, so a flat mid-life exit nets -$4.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 407 simulated challenges: the $392 strike is typically first touched on day 7 of 11, at $395 (overshoots $2.93). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$39227 Jul 20268d left+$0.48/sh+$242
cycle +$587
[+$118…+$560] · 89% credit
65%
surv 51%
-$50,484 NOT
cap gain +$15,366
Up-and-out for even (raise the cap, free)~$39227 Jul 20268d left+$0.35/sh+$174
cycle +$519
[+$29…+$472] · 80% credit
66%
surv 51%
-$50,378 NOT
cap gain +$15,472
Max even-money escape in the band~$39631 Jul 202612d left+$0.35/sh+$173
cycle +$518
[-$33…+$506] · 71% credit
71%
surv 60%
-$47,597 NOT
cap gain +$18,253
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 202612d left-$0.45/sh-$226
cycle +$119
[-$506…+$107] · 31% credit
73%
surv 63%
-$46,604 NOT
cap gain +$19,246
budget: banked $345 debit $226 (65% used ≈ 1.0 wk of income) → whole cycle still +$119 cash · rolled 5 ct earn ≈ $6,404/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$941/mo
vs 50% target ($3,455/mo)-73%
vs normal income ($6,911/mo)14% covered
Net income (after hedge)$246/mo
Downside budget
⚠ $392 is $80 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,868
… as % of IC ($68,000)58.6%
… as % of ML ($128,000)31.1%
Recovery months (at normal income)5.8 mo
Surgical close (5 ct)$-65,893
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.69 collected) or spot ≥ $392.77 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $392)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $388.08Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$388-392.77
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
≥ $392.77
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$392.00 (1.3σ)$345$-50,726+$15,124+$340
+2.5%$401.80 (2.0σ)$-4,555$-48,810+$17,040-$4,560
+5%$411.60 (2.6σ)$-9,455$-46,894+$18,956-$9,460
SS (= V-bounce)$456.00 (5.4σ)$-31,655$-38,214+$27,636-$31,160
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $392): -$39,868
Total Position P&L @ SS: $-35,002 (+$30,848 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-31,160, the opportunity cost of earning $941/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,725, position total $-46,397 (+$19,453 vs today)
33% normal ← lean5 × $38424 Jul11d3.6%80%40%$855$2,332-$1,309$43,358
Sell 5 × $384 3.6% OTM over spot $370.75 24 Jul 2026 (11d, $1.83 mid)
= $855 credit for the 11d cycle → $2,332/mo projected
Survival (stays ≤ $384)
80%
Breach risk
20%
POP (stays ≤ $385.83)
83%
EV / mo
+$673
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 5.0 mo [3.0-6.9] median, 0.1 mo SLOWER than no FIGHT (4.9 mo): roll costs eat the credits at this rung  ·  24% of paths whole by 9 mo (vs 20% without)  ·  ~7.5 challenges expected  ·  median CC cash $5,460
🛡 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)
32%
Flat exit net (mid-life)
-$1,768
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$393 @ 76% POP
70% 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: $7.42/sh now → $5.25 mid-life (likely $5.23–$7.79)≈ $0 at expiry  |  you banked $1.71/sh, so a flat mid-life exit nets -$3.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 949 simulated challenges: the $384 strike is typically first touched on day 6 of 11, at $387 (overshoots $2.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$38731 Jul 202612d left+$0.67/sh+$333
cycle +$1,188
[+$45…+$478] · 82% credit
70%
surv 58%
-$53,186 NOT
cap gain +$12,664
Roll out (same strike, buy time)~$38427 Jul 20268d left+$0.46/sh+$228
cycle +$1,083
[+$9…+$347] · 77% credit
65%
surv 51%
-$55,552 NOT
cap gain +$10,298
Up-and-out for even (raise the cap, free)~$38427 Jul 20268d left+$0.32/sh+$161
cycle +$1,016
[-$70…+$270] · 62% credit
66%
surv 51%
-$55,445 NOT
cap gain +$10,405
Max even-money escape in the band~$38831 Jul 202612d left+$0.23/sh+$113
cycle +$968
[-$209…+$232] · 45% credit
71%
surv 60%
-$52,711 NOT
cap gain +$13,139
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-$1.57/sh-$786
cycle +$69
[-$1,290…-$743] · 5% credit
76%
surv 70%
-$50,132 NOT
cap gain +$15,718
budget: banked $855 debit $786 (92% used ≈ 1.5 wk of income) → whole cycle still +$69 cash · rolled 5 ct earn ≈ $4,594/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$2,332/mo
vs 50% target ($3,455/mo)-33%
vs normal income ($6,911/mo)34% covered
Net income (after hedge)$1,637/mo
Downside budget
⚠ $384 is $88 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,358
… as % of IC ($68,000)63.8%
… as % of ML ($128,000)33.9%
Recovery months (at normal income)6.3 mo
Surgical close (5 ct)$-65,910
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.43/sh (~25% of the $1.71 collected) or spot ≥ $385.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $384)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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
$380-385.83
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
≥ $385.83
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$384.00 (≤1σ, normal week)$855$-55,780+$10,070+$850
+2.5%$393.60 (1.4σ)$-3,945$-53,903+$11,947-$3,950
+5%$403.20 (2.0σ)$-8,745$-52,026+$13,824-$8,750
SS (= V-bounce)$456.00 (5.4σ)$-35,145$-41,704+$24,146-$34,650
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $384): -$43,358
Total Position P&L @ SS: $-38,492 (+$27,358 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-34,650, the opportunity cost of earning $2,332/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$14,215, position total $-49,887 (+$15,963 vs today)
🎯 50% normal5 × $38024 Jul11d2.5%73%44%$1,335$3,641$44,878
Sell 5 × $380 2.5% OTM over spot $370.75 24 Jul 2026 (11d, $2.77 mid)
= $1,335 credit for the 11d cycle → $3,641/mo projected
Survival (stays ≤ $380)
73%
Breach risk
27%
POP (stays ≤ $382.77)
78%
EV / mo
+$885
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.5 mo [3.0-6.2] median, 0.2 mo faster than no FIGHT (4.7 mo)  ·  28% of paths whole by 9 mo (vs 23% without)  ·  ~10.9 challenges expected  ·  median CC cash $8,955
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
44%
Flat exit net (mid-life)
-$1,208
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$392 @ 80% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.19/sh now → $5.09 mid-life (likely $5.71–$8.09)≈ $0 at expiry  |  you banked $2.67/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,335 simulated challenges: the $380 strike is typically first touched on day 5 of 11, at $383 (overshoots $2.88). 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 202612d left+$0.60/sh+$302
cycle +$1,637
[-$46…+$289] · 66% credit
70%
surv 58%
-$55,519 NOT
cap gain +$10,331
Roll out (same strike, buy time)~$38027 Jul 20268d left+$0.44/sh+$221
cycle +$1,556
[-$42…+$220] · 64% credit
65%
surv 51%
-$57,861 NOT
cap gain +$7,989
Up-and-out for even (raise the cap, free)~$38027 Jul 20268d left+$0.31/sh+$154
cycle +$1,489
[-$123…+$145] · 47% credit
66%
surv 51%
-$57,754 NOT
cap gain +$8,096
Max even-money escape in the band~$38431 Jul 202612d left+$0.17/sh+$83
cycle +$1,418
[-$301…+$42] · 29% credit
71%
surv 60%
-$55,043 NOT
cap gain +$10,807
SS $456 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$39231 Jul 202612d left-$2.44/sh-$1,220
cycle +$115
[-$1,936…-$1,383]
80%
surv 76%
-$50,782 NOT
cap gain +$15,068
budget: banked $1,335 debit $1,220 (91% used ≈ 1.5 wk of income) → whole cycle still +$115 cash · rolled 5 ct earn ≈ $3,308/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$3,641/mo
vs 50% target ($3,455/mo)+5%
vs normal income ($6,911/mo)53% covered
Net income (after hedge)$2,946/mo
Downside budget
⚠ $380 is $92 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,878
… as % of IC ($68,000)66.0%
… as % of ML ($128,000)35.1%
Recovery months (at normal income)6.5 mo
Surgical close (5 ct)$-65,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.67/sh (~25% of the $2.67 collected) or spot ≥ $382.77 (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 $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
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
$376-382.77
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
≥ $382.77
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$380.00 (≤1σ, normal week)$1,335$-58,082+$7,768+$1,330
+2.5%$389.50 (1.2σ)$-3,415$-56,224+$9,626-$3,420
+5%$399.00 (1.8σ)$-8,165$-54,367+$11,483-$8,170
SS (= V-bounce)$456.00 (5.4σ)$-36,665$-43,224+$22,626-$36,170
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $380): -$44,878
Total Position P&L @ SS: $-40,012 (+$25,838 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-36,170, the opportunity cost of earning $3,641/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$15,735, position total $-51,407 (+$14,443 vs today)
100% normal5 × $37324 Jul11d0.6%56%88%$2,600$7,091+$3,450$47,113
Sell 5 × $373 0.6% OTM over spot $370.75 24 Jul 2026 (11d, $5.35 mid)
= $2,600 credit for the 11d cycle → $7,091/mo projected
Survival (stays ≤ $373)
56%
Breach risk
44%
POP (stays ≤ $378.35)
69%
EV / mo
+$1,174
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 4.8 mo [3.3-6.5] median, 0.2 mo faster than no FIGHT (5.0 mo)  ·  30% of paths whole by 9 mo (vs 22% without)  ·  ~27.3 challenges expected  ·  median CC cash $13,857
🛡 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)
74%
Flat exit net (mid-life)
+$195
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$394 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.80/sh now → $4.81 mid-life (likely $6.54–$8.80)≈ $0 at expiry  |  you banked $5.20/sh, so a flat mid-life exit nets +$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,229 simulated challenges: the $373 strike is typically first touched on day 3 of 11, at $376 (overshoots $3.06). 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%)~$37531 Jul 202612d left+$0.98/sh+$489
cycle +$3,089
[+$83…+$276] · 87% credit
69%
surv 56%
-$59,631 NOT
cap gain +$6,219
Roll out (same strike, buy time)~$37327 Jul 20268d left+$0.42/sh+$209
cycle +$2,809
[-$147…+$29] · 31% credit
65%
surv 51%
-$61,476 NOT
cap gain +$4,374
Up-and-out for even (raise the cap, free)~$37327 Jul 20268d left+$0.29/sh+$143
cycle +$2,743
[-$230…-$42] · 19% credit
66%
surv 51%
-$61,369 NOT
cap gain +$4,481
Max even-money escape in the band~$37731 Jul 202612d left+$0.07/sh+$33
cycle +$2,633
[-$485…-$224] · 10% credit
71%
surv 61%
-$58,696 NOT
cap gain +$7,154
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-$3.90/sh-$1,950
cycle +$650
[-$3,306…-$2,529]
91%
surv 90%
-$48,856 NOT
cap gain +$16,994
budget: banked $2,600 debit $1,950 (75% used ≈ 1.2 wk of income) → whole cycle still +$650 cash · rolled 5 ct earn ≈ $1,136/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$7,091/mo
vs 50% target ($3,455/mo)+105%
vs normal income ($6,911/mo)103% covered
Net income (after hedge)$6,396/mo
Downside budget
⚠ $373 is $99 below CC-SS $472.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$47,113
… as % of IC ($68,000)69.3%
… as % of ML ($128,000)36.8%
Recovery months (at normal income)6.8 mo
Surgical close (5 ct)$-65,925
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.30/sh (~25% of the $5.20 collected) or spot ≥ $378.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $373)); NOT the premium you collected. Momentum override: two daily closes above $395.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $369.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$369-378.35
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
≥ $378.35
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 1.39 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$373.00 (≤1σ, normal week)$2,600$-61,685+$4,165+$2,595
+2.5%$382.32 (≤1σ, normal week)$-2,062$-59,862+$5,988-$2,067
+5%$391.65 (1.3σ)$-6,725$-58,039+$7,811-$6,730
SS (= V-bounce)$456.00 (5.4σ)$-38,900$-45,459+$20,391-$38,405
V-BOUNCE STRESS (stock → CC-SS $472.43, where you are whole again, by expiry)
Starting unrealized P&L: $-65,850
+ Fortress recovery (un-capped): +$70,715
− CC assignment net of premium (5 × $373): -$47,113
Total Position P&L @ SS: $-42,247 (+$23,603 vs today)
Do-nothing baseline at SS: $-3,842 (this trade vs do-nothing: $-38,405, the opportunity cost of earning $7,091/mo FIGHT income now)
BB-reversion stress (→ $414.14 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,970, position total $-53,642 (+$12,208 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 (100 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 100 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: 1.391 (IBKR)  |  Recovery@SS: +$70,715 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,842

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3814d17 Jul 2026$0.985/5$3,675$2,98083%86%+$1,419-$45,22366.5%$-40,357 (vs do-nothing $-36,515)
$3804d17 Jul 2026$1.174/5$3,510$2,81881%84%+$1,257-$36,50253.7%$-33,378 (vs do-nothing $-29,536)
$3794d17 Jul 2026$1.374/5$4,110$3,41881%85%+$2,075-$36,82254.2%$-33,698 (vs do-nothing $-29,856)
$3809d22 Jul 2026$2.085/5$3,467$2,77275%80%+$1,045-$45,17366.4%$-40,307 (vs do-nothing $-36,465)
$3784d17 Jul 2026$1.623/5$3,645$2,95675%80%+$1,075-$27,84240.9%$-26,459 (vs do-nothing $-22,617)
$3797d20 Jul 2026$1.765/5$3,771$3,07775%79%+$767-$45,83367.4%$-40,967 (vs do-nothing $-37,125)
$38011d24 Jul 2026$2.675/5$3,641$2,94673%78%+$885-$44,87866.0%$-40,012 (vs do-nothing $-36,170)
$3799d22 Jul 2026$2.325/5$3,867$3,17272%77%+$780-$45,55367.0%$-40,687 (vs do-nothing $-36,845)
$3774d17 Jul 2026$1.933/5$4,342$3,65372%78%+$1,216-$28,04941.2%$-26,666 (vs do-nothing $-22,824)
$3787d20 Jul 2026$2.034/5$3,480$2,78872%77%+$677-$36,95854.4%$-33,834 (vs do-nothing $-29,992)
$37911d24 Jul 2026$2.935/5$3,995$3,30170%77%+$893-$45,24866.5%$-40,382 (vs do-nothing $-36,540)
$3789d22 Jul 2026$2.614/5$3,480$2,78870%76%+$665-$36,72654.0%$-33,602 (vs do-nothing $-29,760)
$3777d20 Jul 2026$2.334/5$3,994$3,30269%76%+$742-$37,23854.8%$-34,114 (vs do-nothing $-30,272)
Show 87 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 87.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3764d17 Jul 2026$2.223/5$4,995$4,30669%76%+$1,226-$28,26241.6%$-26,879 (vs do-nothing $-23,037)
$38018d31 Jul 2026$4.205/5$3,500$2,80568%75%+$758-$44,11364.9%$-39,247 (vs do-nothing $-35,405)
$37811d24 Jul 2026$3.254/5$3,545$2,85368%75%+$759-$36,47053.6%$-33,346 (vs do-nothing $-29,504)
$37814d27 Jul 2026$3.455/5$3,696$3,00268%75%+$809-$45,48866.9%$-40,622 (vs do-nothing $-36,780)
$3754d17 Jul 2026$2.602/5$3,900$3,21368%77%+$1,552-$18,96527.9%$-19,324 (vs do-nothing $-15,482)
$3779d22 Jul 2026$2.954/5$3,933$3,24167%75%+$737-$36,99054.4%$-33,866 (vs do-nothing $-30,024)
$37918d31 Jul 2026$4.505/5$3,750$3,05567%74%+$759-$44,46365.4%$-39,597 (vs do-nothing $-35,755)
$3767d20 Jul 2026$2.674/5$4,577$3,88567%74%+$823-$37,50255.2%$-34,378 (vs do-nothing $-30,536)
$37711d24 Jul 2026$3.554/5$3,873$3,18166%74%+$756-$36,75054.0%$-33,626 (vs do-nothing $-29,784)
$37714d27 Jul 2026$3.805/5$4,071$3,37766%74%+$835-$45,81367.4%$-40,947 (vs do-nothing $-37,105)
$3769d22 Jul 2026$3.304/5$4,400$3,70865%74%+$1,006-$37,25054.8%$-34,126 (vs do-nothing $-30,284)
$37818d31 Jul 2026$4.855/5$4,042$3,34765%73%+$784-$44,78865.9%$-39,922 (vs do-nothing $-36,080)
$3744d17 Jul 2026$2.962/5$4,440$3,75364%75%+$1,613-$19,09328.1%$-19,452 (vs do-nothing $-15,610)
$3757d20 Jul 2026$3.003/5$3,857$3,16864%72%+$623-$28,32841.7%$-26,945 (vs do-nothing $-23,103)
$37611d24 Jul 2026$3.954/5$4,309$3,61764%73%+$833-$36,99054.4%$-33,866 (vs do-nothing $-30,024)
$37614d27 Jul 2026$4.204/5$3,600$2,90863%73%+$704-$36,89054.3%$-33,766 (vs do-nothing $-29,924)
$37718d31 Jul 2026$5.254/5$3,500$2,80863%72%+$667-$36,07053.0%$-32,946 (vs do-nothing $-29,104)
$3759d22 Jul 2026$3.703/5$3,700$3,01162%72%+$646-$28,11841.3%$-26,735 (vs do-nothing $-22,893)
$37511d24 Jul 2026$4.353/5$3,559$2,87061%71%+$660-$27,92341.1%$-26,540 (vs do-nothing $-22,698)
$37618d31 Jul 2026$5.654/5$3,767$3,07561%71%+$692-$36,31053.4%$-33,186 (vs do-nothing $-29,344)
$3747d20 Jul 2026$3.403/5$4,371$3,68261%71%+$676-$28,50841.9%$-27,125 (vs do-nothing $-23,283)
$37514d27 Jul 2026$4.604/5$3,943$3,25160%70%+$338-$37,13054.6%$-34,006 (vs do-nothing $-30,164)
$3749d22 Jul 2026$4.103/5$4,100$3,41160%70%+$672-$28,29841.6%$-26,915 (vs do-nothing $-23,073)
$37518d31 Jul 2026$6.054/5$4,033$3,34159%70%+$704-$36,55053.8%$-33,426 (vs do-nothing $-29,584)
$37411d24 Jul 2026$4.753/5$3,886$3,19759%70%+$732-$28,10341.3%$-26,720 (vs do-nothing $-22,878)
$3734d17 Jul 2026$3.352/5$5,025$4,33859%70%+$860-$19,21528.3%$-19,574 (vs do-nothing $-15,732)
$37414d27 Jul 2026$5.004/5$4,286$3,59458%69%+$342-$37,37055.0%$-34,246 (vs do-nothing $-30,404)
$3737d20 Jul 2026$3.853/5$4,950$4,26158%69%+$749-$28,67342.2%$-27,290 (vs do-nothing $-23,448)
$37418d31 Jul 2026$6.504/5$4,333$3,64157%70%+$734-$36,77054.1%$-33,646 (vs do-nothing $-29,804)
$3739d22 Jul 2026$4.553/5$4,550$3,86157%70%+$845-$28,46341.9%$-27,080 (vs do-nothing $-23,238)
$37311d24 Jul 2026$5.203/5$4,255$3,56556%69%+$704-$28,26841.6%$-26,885 (vs do-nothing $-23,043)
$37314d27 Jul 2026$5.453/5$3,504$2,81456%68%+$276-$28,19341.5%$-26,810 (vs do-nothing $-22,968)
$37318d31 Jul 2026$7.003/5$3,500$2,81155%69%+$586-$27,72840.8%$-26,345 (vs do-nothing $-22,503)
$3724d17 Jul 2026$3.852/5$5,775$5,08855%68%+$932-$19,31528.4%$-19,674 (vs do-nothing $-15,832)
$3727d20 Jul 2026$4.352/5$3,729$3,04255%68%+$559-$19,21528.3%$-19,574 (vs do-nothing $-15,732)
$3729d22 Jul 2026$5.003/5$5,000$4,31154%68%+$838-$28,62842.1%$-27,245 (vs do-nothing $-23,403)
$37211d24 Jul 2026$5.703/5$4,664$3,97454%68%+$752-$28,41841.8%$-27,035 (vs do-nothing $-23,193)
$37214d27 Jul 2026$6.003/5$3,857$3,16854%67%+$342-$28,32841.7%$-26,945 (vs do-nothing $-23,103)
$37218d31 Jul 2026$7.453/5$3,725$3,03654%68%+$586-$27,89341.0%$-26,510 (vs do-nothing $-22,668)
$37118d31 Jul 2026$8.003/5$4,000$3,31152%67%+$624-$28,02841.2%$-26,645 (vs do-nothing $-22,803)
$37114d27 Jul 2026$6.453/5$4,146$3,45752%66%+$328-$28,49341.9%$-27,110 (vs do-nothing $-23,268)
$3714d17 Jul 2026$4.352/5$6,525$5,83851%67%+$940-$19,41528.6%$-19,774 (vs do-nothing $-15,932)
$37111d24 Jul 2026$6.203/5$5,073$4,38351%67%+$776-$28,56842.0%$-27,185 (vs do-nothing $-23,343)
$3717d20 Jul 2026$4.852/5$4,157$3,47151%67%+$588-$19,31528.4%$-19,674 (vs do-nothing $-15,832)
$3719d22 Jul 2026$5.502/5$3,667$2,98051%67%+$564-$19,18528.2%$-19,544 (vs do-nothing $-15,702)
$37018d31 Jul 2026$8.503/5$4,250$3,56150%66%+$626-$28,17841.4%$-26,795 (vs do-nothing $-22,953)
$37014d27 Jul 2026$7.003/5$4,500$3,81149%65%+$361-$28,62842.1%$-27,245 (vs do-nothing $-23,403)
$37011d24 Jul 2026$6.752/5$3,682$2,99549%66%+$539-$19,13528.1%$-19,494 (vs do-nothing $-15,652)
$3709d22 Jul 2026$6.052/5$4,033$3,34749%66%+$579-$19,27528.3%$-19,634 (vs do-nothing $-15,792)
$3707d20 Jul 2026$5.402/5$4,629$3,94248%65%+$628-$19,40528.5%$-19,764 (vs do-nothing $-15,922)
$3704d17 Jul 2026$4.951/5$3,712$3,02948%65%+$517-$9,74814.3%$-11,848 (vs do-nothing $-8,006)
$36918d31 Jul 2026$9.053/5$4,525$3,83648%65%+$652-$28,31341.6%$-26,930 (vs do-nothing $-23,088)
$36914d27 Jul 2026$7.553/5$4,854$4,16447%65%+$378-$28,76342.3%$-27,380 (vs do-nothing $-23,538)
$36911d24 Jul 2026$7.302/5$3,982$3,29546%65%+$537-$19,22528.3%$-19,584 (vs do-nothing $-15,742)
$3699d22 Jul 2026$6.602/5$4,400$3,71346%65%+$570-$19,36528.5%$-19,724 (vs do-nothing $-15,882)
$36818d31 Jul 2026$9.653/5$4,825$4,13646%65%+$670-$28,43341.8%$-27,050 (vs do-nothing $-23,208)
$3697d20 Jul 2026$5.952/5$5,100$4,41345%64%+$636-$19,49528.7%$-19,854 (vs do-nothing $-16,012)
$36814d27 Jul 2026$8.152/5$3,493$2,80645%64%+$273-$19,25528.3%$-19,614 (vs do-nothing $-15,772)
$3694d17 Jul 2026$5.451/5$4,088$3,40445%64%+$459-$9,79814.4%$-11,898 (vs do-nothing $-8,056)
$36811d24 Jul 2026$7.902/5$4,309$3,62344%64%+$578-$19,30528.4%$-19,664 (vs do-nothing $-15,822)

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 22:11