FORTRESS FIGHT: GLXY @ $24.10

BE SS: $39.71  |  CC-SS: $34.05  |  125 contracts (12,500 sh)  |  2026-07-08 21:34 |  ⌂ PORTFOLIO

GLXY @ $24.10   UNDERWATER $15.61 (39.3% below BE SS)

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $34.05  |  IV: HIGH  |  Accounts: Main:1299

LC: $37.50 exp 2028-01-21 (entry $4.148/sh)
SP: $37.50 exp 2028-01-21 (entry $21.813/sh)
HP: $17.50 exp 2028-01-21 (entry $6.960/sh)

Economics

Max Loss$277,625(ND $2.21 + SW $20) x 12500
Normal income ref$37,734/mo95% ann ROI on ML
Hedge rolling cost$4,571/mo
Unrealized P&L$-104,188fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$18,867/mo
HEDGE COVER
$4,571/mo
NORMAL INCOME
$37,734/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $27,625
ML VELOCITY
7.4 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $34.05 (probe: $34.5C 16d) brings only $938/mo (<20% of normal), so FIGHT below it is warranted.
🏦 Campaign ledger: seeded, nothing tracked yet. Open short calls and banked credits appear here from the next cycle on; CC-SS ratchets down as premium accrues.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 42 (live) · RSI 47 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 9 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.92 (+45%) · daily UBB $36.58 · 1-wk expected move ±$4 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 100 contracts at $27 / 9d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($18,867/mo); it brings $19,000/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 107 × $25/9d for $37,807/mo, but breach risk rises to 38% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 98 × $30/9d (91% survival, $4,573/mo).
Downside anchor: the primary mortgages $64,763 (234% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 100 contracts realizes $-85,800 and cuts bleed by $3,657/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 125 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 · 17 Jul 2026 (9d) · sell 100 × $27, 77% survival, $19,000/mo (E[net] $-2,121/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 FRIDAY10 Jul 2026 · 2d90 × $2681%$18,900$-10,718
NEXT FRIDAY 🏆17 Jul 2026 · 9d100 × $2777%$19,000$-2,121

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $-10,718/mo

🎯 Engine pick: sell 90 × $26 (primary), 81% survival, breach 19%, $18,900/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $26.50 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $6,420/mo less (34% income) buys safety you do not really need here.
GLXY  spot $24.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge102 × $2910 Jul2d20.3%96%8%$306$4,590-$14,310$51,166
Sell 102 × $29 20.3% OTM over spot $24.10 10 Jul 2026 (2d, $0.16 mid)
= $306 credit for the 2d cycle → $4,590/mo projected
Survival (stays ≤ $29)
96%
Breach risk
4%
POP (stays ≤ $29.16)
97%
EV / mo
+$1,807
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.8-2.8] median  ·  58% of paths whole by 9 mo (vs 57% without)  ·  ~0.7 challenges expected  ·  median CC cash $-9,269
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
2%
Flat exit net (mid-life)
-$11,621
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$33 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 102 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.65/sh now → $1.17 mid-life (likely $1.03–$2.24)≈ $0 at expiry  |  you banked $0.03/sh, so a flat mid-life exit nets -$1.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 53 simulated challenges: the $29 strike is typically first touched on day 2 of 2, at $30 (overshoots $0.95). 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 (102 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2917 Jul 20268d left+$0.58/sh+$5,908
cycle +$6,214
[+$1,239…+$7,435] · 79% credit
66%
surv 54%
Reliable up-and-out (highest cap still free ≥60%)~$3124 Jul 202615d left+$0.35/sh+$3,544
cycle +$3,850
[-$2,132…+$5,206] · 66% credit
75%
surv 68%
Up-and-out for even (raise the cap, free)~$3017 Jul 20268d left+$0.22/sh+$2,202
cycle +$2,508
[-$3,340…+$3,577] · 62% credit
70%
surv 60%
Max even-money escape in the band~$3324 Jul 202615d left+$0.03/sh+$346
cycle +$652
[-$6,021…+$1,886] · 53% credit
79%
surv 75%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,590/mo
vs 50% target ($18,867/mo)-76%
vs normal income ($37,734/mo)12% covered
Net income (after hedge)$149/mo
Downside budget
⚠ $29 is $5 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,166
… as % of IC ($27,625)185.2%
… as % of ML ($277,625)18.4%
Recovery months (at normal income)1.4 mo
Surgical close (102 ct)$-86,292
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.03 collected) or spot ≥ $29.16 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $29)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.16
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
≥ $29.16
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.00 (2.5σ)$306$-52,485+$51,702+$0
+2.5%$29.72 (2.9σ)$-7,089$-52,286+$51,902-$7,395
+5%$30.45 (3.2σ)$-14,484$-52,086+$52,101-$14,790
SS (= V-bounce)$39.71 (8.0σ)$-108,936$-60,373+$43,815-$61,200
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (102 × $29): -$51,166
+ Conservative CC premium (23 × $35): +$69
Total Position P&L @ SS: $-51,097 (+$53,090 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-51,472, the opportunity cost of earning $4,590/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$60,078, position total $-50,857 (+$53,330 vs today)
🛡 safe yield125 × $27.5010 Jul2d14.1%92%17%$625$9,375-$9,525$81,204
Sell 125 × $27.50 14.1% OTM over spot $24.10 10 Jul 2026 (2d, $0.19 mid)
= $625 credit for the 2d cycle → $9,375/mo projected
Survival (stays ≤ $27.50)
92%
Breach risk
8%
POP (stays ≤ $27.69)
93%
EV / mo
$-701
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-2.6] median  ·  58% of paths whole by 9 mo (vs 54% without)  ·  ~4.0 challenges expected  ·  median CC cash $3,843
🛡 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)
8%
Flat exit net (mid-life)
-$12,908
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$31 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.53/sh now → $1.08 mid-life (likely $1.16–$2.16)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 244 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $28 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2817 Jul 20268d left+$0.53/sh+$6,659
cycle +$7,284
[+$864…+$6,823] · 78% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2924 Jul 202615d left+$0.36/sh+$4,517
cycle +$5,142
[-$2,467…+$4,522] · 64% credit
73%
surv 66%
Up-and-out for even (raise the cap, free)~$2817 Jul 20268d left+$0.17/sh+$2,169
cycle +$2,794
[-$4,839…+$2,010] · 48% credit
70%
surv 61%
Max even-money escape in the band~$3024 Jul 202615d left+$0.07/sh+$836
cycle +$1,461
[-$7,081…+$660] · 32% credit
77%
surv 71%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3124 Jul 202615d left-$0.05/sh-$572
cycle +$53
[-$8,700…-$837] · 20% credit
80%
surv 76%
budget: banked $625 debit $572 (91% used ≈ 0.3 wk of income) → whole cycle still +$53 cash · rolled 125 ct earn ≈ $25,922/mo while parked; 0 ct free to re-sell
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$9,375/mo
vs 50% target ($18,867/mo)-50%
vs normal income ($37,734/mo)25% covered
Net income (after hedge)$4,804/mo
Downside budget
⚠ $27.50 is $7 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$81,204
… as % of IC ($27,625)294.0%
… as % of ML ($277,625)29.2%
Recovery months (at normal income)2.2 mo
Surgical close (125 ct)$-105,938
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $27.69 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $28)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.69
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
≥ $27.69
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (1.7σ)$625$-67,948+$36,240+$250
+2.5%$28.19 (2.1σ)$-7,969$-69,340+$34,848-$8,344
+5%$28.88 (2.4σ)$-16,562$-70,732+$33,456-$16,937
SS (= V-bounce)$39.71 (8.0σ)$-152,000$-92,673+$11,515-$93,500
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (125 × $27.50): -$81,204
Total Position P&L @ SS: $-81,204 (+$22,984 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-81,579, the opportunity cost of earning $9,375/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$92,125, position total $-82,973 (+$21,214 vs today)
33% normal104 × $26.5010 Jul2d10.0%85%30%$832$12,480-$6,420$77,650
Sell 104 × $26.50 10.0% OTM over spot $24.10 10 Jul 2026 (2d, $0.24 mid)
= $832 credit for the 2d cycle → $12,480/mo projected
Survival (stays ≤ $26.50)
85%
Breach risk
15%
POP (stays ≤ $26.74)
87%
EV / mo
$-5,902
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.2] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  54% of paths whole by 9 mo (vs 49% without)  ·  ~10.8 challenges expected  ·  median CC cash $7,725
🛡 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)
17%
Flat exit net (mid-life)
-$9,842
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$29 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 104 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.45/sh now → $1.03 mid-life (likely $1.12–$2.13)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$0.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 502 simulated challenges: the $26 strike is typically first touched on day 2 of 2, at $27 (overshoots $0.89). 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 (104 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2617 Jul 20268d left+$0.50/sh+$5,228
cycle +$6,060
[+$55…+$5,141] · 75% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2824 Jul 202615d left+$0.49/sh+$5,061
cycle +$5,893
[-$836…+$4,959] · 72% credit
72%
surv 63%
Up-and-out for even (raise the cap, free)~$2717 Jul 20268d left+$0.15/sh+$1,523
cycle +$2,355
[-$4,535…+$1,282] · 45% credit
70%
surv 61%
Max even-money escape in the band~$2924 Jul 202615d left+$0.02/sh+$226
cycle +$1,058
[-$6,841…-$64] · 23% credit
77%
surv 72%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,480/mo
vs 50% target ($18,867/mo)-34%
vs normal income ($37,734/mo)33% covered
Net income (after hedge)$8,027/mo
Downside budget
⚠ $26.50 is $8 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$77,650
… as % of IC ($27,625)281.1%
… as % of ML ($277,625)28.0%
Recovery months (at normal income)2.1 mo
Surgical close (104 ct)$-88,348
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $26.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.74
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
≥ $26.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (1.2σ)$832$-78,153+$26,035+$520
+2.5%$27.16 (1.6σ)$-6,058$-78,103+$26,085-$6,370
+5%$27.83 (1.9σ)$-12,948$-78,053+$26,134-$13,260
SS (= V-bounce)$39.71 (8.0σ)$-136,552$-87,053+$17,135-$87,880
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (104 × $26.50): -$77,650
+ Conservative CC premium (21 × $35): +$63
Total Position P&L @ SS: $-77,587 (+$26,601 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-77,962, the opportunity cost of earning $12,480/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$86,736, position total $-77,521 (+$26,666 vs today)
🎯 50% normal90 × $2610 Jul2d7.9%81%22%$1,260$18,900$71,157
Sell 90 × $26 7.9% OTM over spot $24.10 10 Jul 2026 (2d, $0.32 mid)
= $1,260 credit for the 2d cycle → $18,900/mo projected
Survival (stays ≤ $26)
81%
Breach risk
19%
POP (stays ≤ $26.32)
84%
EV / mo
$-4,877
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.4] median  ·  60% of paths whole by 9 mo (vs 50% without)  ·  ~15.4 challenges expected  ·  median CC cash $16,545
🛡 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)
-$7,729
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$30 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 90 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.41/sh now → $1.00 mid-life (likely $1.12–$2.18)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 659 simulated challenges: the $26 strike is typically first touched on day 2 of 2, at $27 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (90 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2617 Jul 20268d left+$0.49/sh+$4,392
cycle +$5,652
[-$392…+$4,133] · 73% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2724 Jul 202615d left+$0.46/sh+$4,128
cycle +$5,388
[-$1,335…+$3,821] · 69% credit
72%
surv 64%
Max even-money escape in the band~$2824 Jul 202615d left+$0.18/sh+$1,640
cycle +$2,900
[-$4,384…+$1,238] · 42% credit
76%
surv 70%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$2717 Jul 20268d left+$0.13/sh+$1,199
cycle +$2,459
[-$4,474…+$796] · 37% credit
70%
surv 61%
Safety roll (pay small debit, max POP)~$3024 Jul 202615d left-$0.12/sh-$1,061
cycle +$199
[-$7,808…-$1,579] · 10% credit
81%
surv 77%
budget: banked $1,260 debit $1,061 (84% used ≈ 0.2 wk of income) → whole cycle still +$199 cash · rolled 90 ct earn ≈ $15,855/mo while parked; 35 ct free to re-sell
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$18,900/mo
vs 50% target ($18,867/mo)+0%
vs normal income ($37,734/mo)50% covered
Net income (after hedge)$14,526/mo
Downside budget
⚠ $26 is $8 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$71,157
… as % of IC ($27,625)257.6%
… as % of ML ($277,625)25.6%
Recovery months (at normal income)1.9 mo
Surgical close (90 ct)$-76,590
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 $0.14 collected) or spot ≥ $26.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.32
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
≥ $26.32
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.00 (≤1σ, normal week)$1,260$-82,920+$21,267+$990
+2.5%$26.65 (1.3σ)$-4,590$-81,961+$22,226-$4,860
+5%$27.30 (1.6σ)$-10,440$-81,003+$23,185-$10,710
SS (= V-bounce)$39.71 (8.0σ)$-122,130$-79,183+$25,005-$80,010
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (90 × $26): -$71,157
+ Conservative CC premium (35 × $35): +$105
Total Position P&L @ SS: $-71,052 (+$33,136 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-71,427, the opportunity cost of earning $18,900/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$79,020, position total $-69,763 (+$34,424 vs today)
100% normal90 × $25.5010 Jul2d5.8%75%52%$2,520$37,800+$18,900$74,397
Sell 90 × $25.50 5.8% OTM over spot $24.10 10 Jul 2026 (2d, $0.43 mid)
= $2,520 credit for the 2d cycle → $37,800/mo projected
Survival (stays ≤ $25.50)
75%
Breach risk
25%
POP (stays ≤ $25.93)
80%
EV / mo
+$2,379
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-2.9] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  68% of paths whole by 9 mo (vs 55% without)  ·  ~18.5 challenges expected  ·  median CC cash $32,853
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
29%
Flat exit net (mid-life)
-$6,223
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$29 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 90 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.37/sh now → $0.97 mid-life (likely $1.15–$2.30)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$0.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 879 simulated challenges: the $26 strike is typically first touched on day 1 of 2, at $26 (overshoots $0.99). 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 (90 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2617 Jul 20268d left+$0.47/sh+$4,261
cycle +$6,781
[-$1,277…+$3,743] · 66% credit
66%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2624 Jul 202615d left+$0.53/sh+$4,761
cycle +$7,281
[-$1,431…+$4,179] · 66% credit
70%
surv 61%
Max even-money escape in the band~$2824 Jul 202615d left+$0.16/sh+$1,411
cycle +$3,931
[-$5,565…+$637] · 34% credit
76%
surv 70%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$2617 Jul 20268d left+$0.12/sh+$1,083
cycle +$3,603
[-$5,498…+$373] · 31% credit
70%
surv 61%
Safety roll (pay small debit, max POP)~$2924 Jul 202615d left-$0.14/sh-$1,262
cycle +$1,258
[-$9,060…-$2,186] · 6% credit
82%
surv 78%
budget: banked $2,520 debit $1,262 (50% used ≈ 0.1 wk of income) → whole cycle still +$1,258 cash · rolled 90 ct earn ≈ $14,962/mo while parked; 35 ct free to re-sell
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$37,800/mo
vs 50% target ($18,867/mo)+100%
vs normal income ($37,734/mo)100% covered
Net income (after hedge)$33,426/mo
Downside budget
⚠ $25.50 is $9 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,397
… as % of IC ($27,625)269.3%
… as % of ML ($277,625)26.8%
Recovery months (at normal income)2.0 mo
Surgical close (90 ct)$-76,410
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $25.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.93
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
≥ $25.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (≤1σ, normal week)$2,520$-86,898+$17,290+$2,250
+2.5%$26.14 (1.0σ)$-3,217$-85,957+$18,230-$3,488
+5%$26.78 (1.4σ)$-8,955$-85,017+$19,171-$9,225
SS (= V-bounce)$39.71 (8.0σ)$-125,370$-82,423+$21,765-$83,250
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (90 × $25.50): -$74,397
+ Conservative CC premium (35 × $35): +$105
Total Position P&L @ SS: $-74,292 (+$29,896 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-74,667, the opportunity cost of earning $37,800/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$82,260, position total $-73,003 (+$31,184 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 GLXY are the tiebreakers.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $-2,121/mo 🏆 GRAND PICK

🎯 Engine pick: sell 100 × $27 (primary), 77% survival, breach 23%, $19,000/mo.
⚖️ Worth a safer step: the $28 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $6,517/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $28 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $24.10 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge98 × $3017 Jul9d24.5%91%19%$1,372$4,573-$14,427$38,282
Sell 98 × $30 24.5% OTM over spot $24.10 17 Jul 2026 (9d, $0.40 mid)
= $1,372 credit for the 9d cycle → $4,573/mo projected
Survival (stays ≤ $30)
91%
Breach risk
9%
POP (stays ≤ $30.40)
92%
EV / mo
+$603
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-2.9] median  ·  48% of paths whole by 9 mo (vs 46% without)  ·  ~2.4 challenges expected  ·  median CC cash $-12,150
🛡 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)
-$18,399
Free roll-up
none
Safest escape (by 24 Jul 2026)
$30 @ 66% POP
54% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 98 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.85/sh now → $2.02 mid-life (likely $1.71–$2.74)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$1.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 384 simulated challenges: the $30 strike is typically first touched on day 6 of 9, at $31 (overshoots $1.02). 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 (98 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$3024 Jul 202612d left-$0.05/sh-$531
cycle +$841
[-$2,889…+$3,046] · 49% credit
66%
surv 54%
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,573/mo
vs 50% target ($18,867/mo)-76%
vs normal income ($37,734/mo)12% covered
Net income (after hedge)$154/mo
Downside budget
⚠ $30 is $4 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,282
… as % of IC ($27,625)138.6%
… as % of ML ($277,625)13.8%
Recovery months (at normal income)1.0 mo
Surgical close (98 ct)$-84,231
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 $0.14 collected) or spot ≥ $30.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $30)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $30.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (1.4σ)$1,372$-40,932+$63,255+$1,078
+2.5%$30.75 (1.6σ)$-5,978$-40,426+$63,762-$6,272
+5%$31.50 (1.8σ)$-13,328$-39,920+$64,268-$13,622
SS (= V-bounce)$39.71 (3.8σ)$-93,786$-47,095+$57,093-$47,922
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (98 × $30): -$38,282
+ Conservative CC premium (27 × $35): +$81
Total Position P&L @ SS: $-38,201 (+$65,987 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-38,576, the opportunity cost of earning $4,573/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$46,844, position total $-37,611 (+$66,576 vs today)
🛡 safe yield125 × $3017 Jul9d24.5%91%19%$1,750$5,833-$13,167$48,829
Sell 125 × $30 24.5% OTM over spot $24.10 17 Jul 2026 (9d, $0.40 mid)
= $1,750 credit for the 9d cycle → $5,833/mo projected
Survival (stays ≤ $30)
91%
Breach risk
9%
POP (stays ≤ $30.40)
92%
EV / mo
+$769
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.0] median  ·  58% of paths whole by 9 mo (vs 57% without)  ·  ~2.3 challenges expected  ·  median CC cash $-3,618
🛡 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)
-$23,468
Free roll-up
none
Safest escape (by 24 Jul 2026)
$30 @ 66% POP
54% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.85/sh now → $2.02 mid-life (likely $1.67–$2.91)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$1.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 389 simulated challenges: the $30 strike is typically first touched on day 6 of 9, at $31 (overshoots $1.01). 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 (125 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$3024 Jul 202612d left-$0.05/sh-$677
cycle +$1,073
[-$4,318…+$4,259] · 46% credit
66%
surv 54%
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$5,833/mo
vs 50% target ($18,867/mo)-69%
vs normal income ($37,734/mo)15% covered
Net income (after hedge)$1,263/mo
Downside budget
⚠ $30 is $4 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,829
… as % of IC ($27,625)176.8%
… as % of ML ($277,625)17.6%
Recovery months (at normal income)1.3 mo
Surgical close (125 ct)$-107,438
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 $0.14 collected) or spot ≥ $30.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $30)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.40
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $30.40
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (1.4σ)$1,750$-40,635+$63,552+$1,375
+2.5%$30.75 (1.6σ)$-7,625$-42,154+$62,034-$8,000
+5%$31.50 (1.8σ)$-17,000$-43,673+$60,515-$17,375
SS (= V-bounce)$39.71 (3.8σ)$-119,625$-60,298+$43,890-$61,125
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (125 × $30): -$48,829
Total Position P&L @ SS: $-48,829 (+$55,359 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-49,204, the opportunity cost of earning $5,833/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,750, position total $-50,598 (+$53,589 vs today)
33% normal ← lean107 × $2817 Jul9d16.2%83%36%$3,745$12,483-$6,517$60,950
Sell 107 × $28 16.2% OTM over spot $24.10 17 Jul 2026 (9d, $0.53 mid)
= $3,745 credit for the 9d cycle → $12,483/mo projected
Survival (stays ≤ $28)
83%
Breach risk
17%
POP (stays ≤ $28.53)
86%
EV / mo
+$1,696
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.1] median  ·  56% of paths whole by 9 mo (vs 50% without)  ·  ~4.9 challenges expected  ·  median CC cash $3,892
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$15,720
Free roll-up
none
Safest escape (by 24 Jul 2026)
$29 @ 69% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 107 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.57/sh now → $1.82 mid-life (likely $1.77–$2.77)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 835 simulated challenges: the $28 strike is typically first touched on day 5 of 9, at $29 (overshoots $0.92). 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 (107 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2824 Jul 202612d left-$0.05/sh-$556
cycle +$3,189
[-$4,647…+$1,151] · 31% credit
66%
surv 54%
Safety roll (pay small debit, max POP)~$2924 Jul 202612d left-$0.31/sh-$3,274
cycle +$471
[-$7,655…-$1,867] · 16% credit
69%
surv 60%
budget: banked $3,745 debit $3,274 (87% used ≈ 1.1 wk of income) → whole cycle still +$471 cash · rolled 107 ct earn ≈ $40,477/mo while parked; 18 ct free to re-sell
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$12,483/mo
vs 50% target ($18,867/mo)-34%
vs normal income ($37,734/mo)33% covered
Net income (after hedge)$8,014/mo
Downside budget
⚠ $28 is $6 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,950
… as % of IC ($27,625)220.6%
… as % of ML ($277,625)22.0%
Recovery months (at normal income)1.6 mo
Surgical close (107 ct)$-91,111
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $28.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $28)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $27.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.53
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
≥ $28.53
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.00 (≤1σ, normal week)$3,745$-59,536+$44,651+$3,424
+2.5%$28.70 (1.1σ)$-3,745$-59,694+$44,494-$4,066
+5%$29.40 (1.3σ)$-11,235$-59,851+$44,336-$11,556
SS (= V-bounce)$39.71 (3.8σ)$-121,552$-70,649+$33,539-$71,476
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (107 × $28): -$60,950
+ Conservative CC premium (18 × $35): +$54
Total Position P&L @ SS: $-60,896 (+$43,291 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-61,271, the opportunity cost of earning $12,483/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$70,299, position total $-61,093 (+$43,094 vs today)
🎯 50% normal100 × $2717 Jul9d12.0%77%37%$5,700$19,000$64,763
Sell 100 × $27 12.0% OTM over spot $24.10 17 Jul 2026 (9d, $0.81 mid)
= $5,700 credit for the 9d cycle → $19,000/mo projected
Survival (stays ≤ $27)
77%
Breach risk
23%
POP (stays ≤ $27.82)
82%
EV / mo
+$3,493
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.7-2.9] median, 0.1 mo faster than no FIGHT (1.5 mo)  ·  59% of paths whole by 9 mo (vs 54% without)  ·  ~6.6 challenges expected  ·  median CC cash $11,370
🛡 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)
37%
Flat exit net (mid-life)
-$11,534
Free roll-up
none
Safest escape (by 24 Jul 2026)
$28 @ 72% POP
64% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 100 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.44/sh now → $1.72 mid-life (likely $1.89–$2.79)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$1.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,103 simulated challenges: the $27 strike is typically first touched on day 4 of 9, at $28 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (100 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2724 Jul 202612d left-$0.05/sh-$508
cycle +$5,192
[-$4,861…-$367] · 22% credit
66%
surv 54%
Safety roll (pay small debit, max POP)~$2824 Jul 202612d left-$0.41/sh-$4,092
cycle +$1,608
[-$8,781…-$4,394] · 6% credit
72%
surv 64%
budget: banked $5,700 debit $4,092 (72% used ≈ 0.9 wk of income) → whole cycle still +$1,608 cash · rolled 100 ct earn ≈ $32,855/mo while parked; 25 ct free to re-sell
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$19,000/mo
vs 50% target ($18,867/mo)+1%
vs normal income ($37,734/mo)50% covered
Net income (after hedge)$14,570/mo
Downside budget
⚠ $27 is $7 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$64,763
… as % of IC ($27,625)234.4%
… as % of ML ($277,625)23.3%
Recovery months (at normal income)1.7 mo
Surgical close (100 ct)$-85,800
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $27.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $27)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.82
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
≥ $27.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.00 (≤1σ, normal week)$5,700$-68,035+$36,152+$5,400
+2.5%$27.67 (≤1σ, normal week)$-1,050$-67,714+$36,473-$1,350
+5%$28.35 (1.0σ)$-7,800$-67,394+$36,794-$8,100
SS (= V-bounce)$39.71 (3.8σ)$-121,400$-73,773+$30,415-$74,600
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (100 × $27): -$64,763
+ Conservative CC premium (25 × $35): +$75
Total Position P&L @ SS: $-64,688 (+$39,499 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-65,063, the opportunity cost of earning $19,000/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$73,500, position total $-64,273 (+$39,914 vs today)
100% normal107 × $2517 Jul9d3.7%62%82%$11,342$37,807+$18,807$85,453
Sell 107 × $25 3.7% OTM over spot $24.10 17 Jul 2026 (9d, $1.33 mid)
= $11,342 credit for the 9d cycle → $37,807/mo projected
Survival (stays ≤ $25)
62%
Breach risk
38%
POP (stays ≤ $26.33)
73%
EV / mo
+$1,261
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.1] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  64% of paths whole by 9 mo (vs 54% without)  ·  ~15.0 challenges expected  ·  median CC cash $22,040
🛡 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)
66%
Flat exit net (mid-life)
-$5,123
Free roll-up
none
Safest escape (by 24 Jul 2026)
$29 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 107 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.17/sh now → $1.54 mid-life (likely $2.05–$2.85)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$0.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,974 simulated challenges: the $25 strike is typically first touched on day 3 of 9, at $26 (overshoots $0.89). 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 (107 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2524 Jul 202612d left-$0.05/sh-$517
cycle +$10,825
[-$6,463…-$3,081] · 9% credit
65%
surv 54%
Safety roll (pay small debit, max POP)~$2924 Jul 202612d left-$0.96/sh-$10,246
cycle +$1,096
[-$18,455…-$13,602]
83%
surv 80%
budget: banked $11,342 debit $10,246 (90% used ≈ 1.2 wk of income) → whole cycle still +$1,096 cash · rolled 107 ct earn ≈ $15,546/mo while parked; 18 ct free to re-sell
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$37,807/mo
vs 50% target ($18,867/mo)+100%
vs normal income ($37,734/mo)100% covered
Net income (after hedge)$33,337/mo
Downside budget
⚠ $25 is $9 below CC-SS $34.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$85,453
… as % of IC ($27,625)309.3%
… as % of ML ($277,625)30.8%
Recovery months (at normal income)2.3 mo
Surgical close (107 ct)$-92,074
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $26.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); NOT the premium you collected. Momentum override: two daily closes above $36.58 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.33
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $26.33
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$11,342$-83,364+$20,823+$11,021
+2.5%$25.62 (≤1σ, normal week)$4,655$-83,505+$20,683+$4,334
+5%$26.25 (≤1σ, normal week)$-2,033$-83,645+$20,542-$2,354
SS (= V-bounce)$39.71 (3.8σ)$-146,055$-95,152+$9,036-$95,979
V-BOUNCE STRESS (stock → CC-SS $34.05, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$104,187
− CC assignment net of premium (107 × $25): -$85,453
+ Conservative CC premium (18 × $35): +$54
Total Position P&L @ SS: $-85,399 (+$18,788 vs today)
Do-nothing baseline at SS: $375 (this trade vs do-nothing: $-85,774, the opportunity cost of earning $37,807/mo FIGHT income now)
BB-reversion stress (→ $34.92 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$94,802, position total $-85,596 (+$18,591 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 GLXY are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (16 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (3 expiries scanned, 16 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.838 (IBKR)  |  Recovery@SS: +$104,187 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $375

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$262d10 Jul 2026$0.1490/125$18,900$14,52681%84%$-4,877-$71,157257.6%$-71,052 (vs do-nothing $-71,427)
$279d17 Jul 2026$0.57100/125$19,000$14,57077%82%+$3,493-$64,763234.4%$-64,688 (vs do-nothing $-65,063)
$25.502d10 Jul 2026$0.2845/125$18,900$14,77975%80%+$1,190-$37,198134.7%$-36,958 (vs do-nothing $-37,333)
$2716d24 Jul 2026$0.87116/125$18,922$14,40274%80%+$2,232-$71,645259.3%$-71,618 (vs do-nothing $-71,993)
$26.5016d24 Jul 2026$1.0497/125$18,915$14,50271%78%+$2,616-$63,111228.5%$-63,027 (vs do-nothing $-63,402)
$269d17 Jul 2026$0.8071/125$18,933$14,66670%77%+$2,374-$51,449186.2%$-51,287 (vs do-nothing $-51,662)
$2616d24 Jul 2026$1.1489/125$19,024$14,65668%76%+$1,634-$61,466222.5%$-61,358 (vs do-nothing $-61,733)
$252d10 Jul 2026$0.2649/125$19,110$14,96767%75%$-9,281-$43,053155.8%$-42,825 (vs do-nothing $-43,200)
$25.5016d24 Jul 2026$1.3177/125$18,913$14,61264%74%+$1,494-$55,720201.7%$-55,576 (vs do-nothing $-55,951)
$259d17 Jul 2026$1.0654/125$19,080$14,90962%73%+$636-$43,126156.1%$-42,913 (vs do-nothing $-43,288)
$2516d24 Jul 2026$1.4172/125$19,035$14,76261%72%+$261-$54,981199.0%$-54,822 (vs do-nothing $-55,197)
$24.502d10 Jul 2026$0.3536/125$18,900$14,83059%71%$-11,197-$33,107119.8%$-32,840 (vs do-nothing $-33,215)
$24.5016d24 Jul 2026$1.4868/125$18,870$14,62057%70%$-1,474-$54,851198.6%$-54,680 (vs do-nothing $-55,055)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2416d24 Jul 2026$1.7159/125$18,917$14,71754%69%$-1,245-$49,184178.0%$-48,986 (vs do-nothing $-49,361)
$249d17 Jul 2026$1.4540/125$19,333$15,24152%68%$-108-$34,385124.5%$-34,130 (vs do-nothing $-34,505)
$242d10 Jul 2026$0.8515/125$19,125$15,17350%69%+$1,507-$13,79449.9%$-13,464 (vs do-nothing $-13,839)

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 125 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-08 21:34