FORTRESS FIGHT: GLXY @ $25.59

BE SS: $39.71  |  CC-SS: $33.00  |  125 contracts (12,500 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

GLXY @ $25.59   UNDERWATER $14.12 (35.6% below BE SS)

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.00  |  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$45,250/mo95% ann ROI on ML
Hedge rolling cost$4,378/mo
Unrealized P&L$-78,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$22,625/mo
HEDGE COVER
$4,378/mo
NORMAL INCOME
$45,250/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $27,625
ML VELOCITY
6.1 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.00 (probe: $33C 15d) brings only $5,000/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 50 (live) · RSI 48 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 24 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.96 (+37%) · daily UBB $36.20 · 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: 108 contracts at $28.50 / 8d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($22,625/mo); it brings $22,680/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 99 × $26/8d for $45,664/mo, but breach risk rises to 43% (+20pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 73 × $32.50/8d (93% survival, $4,380/mo).
Downside anchor: the primary mortgages $42,510 (154% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 108 contracts realizes $-69,876 and cuts bleed by $3,783/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 (8d) · sell 108 × $28.50, 77% survival, $22,680/mo (E[net] $392/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d108 × $28.5077%$22,680$392

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $392/mo 🏆 GRAND PICK

🎯 Engine pick: sell 108 × $28.50 (primary), 77% survival, breach 23%, $22,680/mo.
⚖️ Worth a safer step: the $29.50 rung (33% normal) lifts survival to 83% (breach 23% → 17%) for $7,616/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 $29.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $25.59 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge73 × $32.5017 Jul8d27.0%93%15%$1,168$4,380-$18,300$2,454
Sell 73 × $32.50 27.0% OTM over spot $25.59 17 Jul 2026 (8d, $0.19 mid)
= $1,168 credit for the 8d cycle → $4,380/mo projected
Survival (stays ≤ $32.50)
93%
Breach risk
7%
POP (stays ≤ $32.69)
93%
EV / mo
+$1,928
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.5] median  ·  62% of paths whole by 9 mo (vs 60% without)  ·  ~1.2 challenges expected  ·  median CC cash $-2,142
🛡 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)
-$12,577
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$34 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 73 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.66/sh now → $1.88 mid-life (likely $1.47–$2.53)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 238 simulated challenges: the $32 strike is typically first touched on day 6 of 8, at $34 (overshoots $1.06). 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 (73 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$3224 Jul 202611d left+$0.41/sh+$2,981
cycle +$4,149
[+$2,344…+$6,168] · 94% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$3324 Jul 202611d left+$0.03/sh+$241
cycle +$1,409
[-$751…+$3,053] · 63% credit
70%
surv 59%
Max even-money escape in the band~$3324 Jul 202611d left+$0.03/sh+$241
cycle +$1,409
[-$751…+$3,053] · 63% credit
70%
surv 59%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3424 Jul 202611d left-$0.16/sh-$1,154
cycle +$14
[-$2,301…+$1,276] · 40% credit
73%
surv 65%
budget: banked $1,168 debit $1,154 (99% used ≈ 1.1 wk of income) → whole cycle still +$14 cash · rolled 73 ct earn ≈ $34,340/mo while parked; 52 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$4,380/mo
vs 50% target ($22,625/mo)-81%
vs normal income ($45,250/mo)10% covered
Net income (after hedge)$522/mo
Downside budget
⚠ $32.50 is $0 below CC-SS $33.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$2,454
… as % of IC ($27,625)8.9%
… as % of ML ($277,625)0.9%
Recovery months (at normal income)0.1 mo
Surgical close (73 ct)$-46,282
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 $0.16 collected) or spot ≥ $32.69 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $32)); NOT the premium you collected. Momentum override: two daily closes above $36.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $32.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$32-32.69
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
≥ $32.69
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$32.50 (1.8σ)$1,168$-3,855+$75,020+$803
+2.5%$33.31 (2.0σ)$-4,763$-1,134+$77,741-$5,128
+5%$34.12 (2.2σ)$-10,694$1,588+$80,463-$11,060
SS (= V-bounce)$39.71 (3.6σ)$-51,465$20,298+$99,173-$51,830
V-BOUNCE STRESS (stock → CC-SS $33.00, where you are whole again, by expiry)
Starting unrealized P&L: $-78,875
+ Fortress recovery (un-capped): +$78,875
− CC assignment net of premium (73 × $32.50): -$2,454
+ Conservative CC premium (52 × $40): +$260
Total Position P&L @ SS: $-2,194 (+$76,681 vs today)
Do-nothing baseline at SS: $625 (this trade vs do-nothing: $-2,819, the opportunity cost of earning $4,380/mo FIGHT income now)
BB-reversion stress (→ $34.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,790, position total $4,386 (+$83,260 vs today)
🛡 safe yield125 × $3217 Jul8d25.0%92%17%$2,375$8,906-$13,774$10,076
Sell 125 × $32 25.0% OTM over spot $25.59 17 Jul 2026 (8d, $0.30 mid)
= $2,375 credit for the 8d cycle → $8,906/mo projected
Survival (stays ≤ $32)
92%
Breach risk
8%
POP (stays ≤ $32.30)
93%
EV / mo
+$3,748
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.7] median, 0.2 mo faster than no FIGHT (1.4 mo)  ·  68% of paths whole by 9 mo (vs 63% without)  ·  ~1.4 challenges expected  ·  median CC cash $2,777
🛡 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)
-$20,612
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$34 @ 74% POP
65% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.60/sh now → $1.84 mid-life (likely $1.42–$2.44)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$1.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 300 simulated challenges: the $32 strike is typically first touched on day 6 of 8, at $33 (overshoots $1.03). 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)~$3224 Jul 202611d left+$0.40/sh+$4,979
cycle +$7,354
[+$3,688…+$10,386] · 93% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$3324 Jul 202611d left+$0.02/sh+$299
cycle +$2,674
[-$1,527…+$4,861] · 61% credit
70%
surv 59%
Max even-money escape in the band~$3324 Jul 202611d left+$0.02/sh+$299
cycle +$2,674
[-$1,527…+$4,861] · 61% credit
70%
surv 59%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3424 Jul 202611d left-$0.17/sh-$2,128
cycle +$247
[-$4,129…+$1,905] · 40% credit
74%
surv 65%
budget: banked $2,375 debit $2,128 (90% used ≈ 1.0 wk of income) → whole cycle still +$247 cash · rolled 125 ct earn ≈ $56,888/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$8,906/mo
vs 50% target ($22,625/mo)-61%
vs normal income ($45,250/mo)20% covered
Net income (after hedge)$4,528/mo
Downside budget
⚠ $32 is $1 below CC-SS $33.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,076
… as % of IC ($27,625)36.5%
… as % of ML ($277,625)3.6%
Recovery months (at normal income)0.2 mo
Surgical close (125 ct)$-80,187
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $32.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $32)); NOT the premium you collected. Momentum override: two daily closes above $36.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $31.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$32-32.30
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
≥ $32.30
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$32.00 (1.6σ)$2,375$-8,233+$70,642+$1,750
+2.5%$32.80 (1.8σ)$-7,625$-9,713+$69,162-$8,250
+5%$33.60 (2.0σ)$-17,625$-11,193+$67,682-$18,250
SS (= V-bounce)$39.71 (3.6σ)$-94,000$-22,497+$56,378-$94,625
V-BOUNCE STRESS (stock → CC-SS $33.00, where you are whole again, by expiry)
Starting unrealized P&L: $-78,875
+ Fortress recovery (un-capped): +$78,875
− CC assignment net of premium (125 × $32): -$10,076
Total Position P&L @ SS: $-10,076 (+$68,799 vs today)
Do-nothing baseline at SS: $625 (this trade vs do-nothing: $-10,701, the opportunity cost of earning $8,906/mo FIGHT income now)
BB-reversion stress (→ $34.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$34,625, position total $-13,710 (+$65,165 vs today)
33% normal ← lean103 × $29.5017 Jul8d15.3%83%36%$4,017$15,064-$7,616$31,993
Sell 103 × $29.50 15.3% OTM over spot $25.59 17 Jul 2026 (8d, $0.48 mid)
= $4,017 credit for the 8d cycle → $15,064/mo projected
Survival (stays ≤ $29.50)
83%
Breach risk
17%
POP (stays ≤ $29.98)
85%
EV / mo
+$3,124
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.4-2.3] median  ·  68% of paths whole by 9 mo (vs 62% without)  ·  ~3.9 challenges expected  ·  median CC cash $8,512
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
25%
Flat exit net (mid-life)
-$12,733
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$31 @ 74% POP
66% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 103 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.30/sh now → $1.63 mid-life (likely $1.59–$2.55)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$1.24/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 748 simulated challenges: the $30 strike is typically first touched on day 5 of 8, at $30 (overshoots $1.00). 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 (103 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$3024 Jul 202611d left+$0.35/sh+$3,604
cycle +$7,621
[+$1,001…+$5,231] · 87% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$3024 Jul 202611d left+$0.18/sh+$1,901
cycle +$5,918
[-$974…+$3,214] · 61% credit
68%
surv 57%
Max even-money escape in the band~$3024 Jul 202611d left+$0.18/sh+$1,901
cycle +$5,918
[-$974…+$3,214] · 61% credit
68%
surv 57%
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 202611d left-$0.23/sh-$2,340
cycle +$1,677
[-$5,745…-$1,350] · 17% credit
74%
surv 66%
budget: banked $4,017 debit $2,340 (58% used ≈ 0.7 wk of income) → whole cycle still +$1,677 cash · rolled 103 ct earn ≈ $39,300/mo while parked; 22 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$15,064/mo
vs 50% target ($22,625/mo)-33%
vs normal income ($45,250/mo)33% covered
Net income (after hedge)$10,905/mo
Downside budget
⚠ $29.50 is $3 below CC-SS $33.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$31,993
… as % of IC ($27,625)115.8%
… as % of ML ($277,625)11.5%
Recovery months (at normal income)0.7 mo
Surgical close (103 ct)$-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 < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $29.98 (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 $36.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.98
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
≥ $29.98
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.50 (≤1σ, normal week)$4,017$-33,106+$45,768+$3,502
+2.5%$30.24 (1.2σ)$-3,579$-32,848+$46,027-$4,094
+5%$30.98 (1.4σ)$-11,176$-32,590+$46,285-$11,691
SS (= V-bounce)$39.71 (3.6σ)$-101,146$-29,533+$49,342-$101,661
V-BOUNCE STRESS (stock → CC-SS $33.00, where you are whole again, by expiry)
Starting unrealized P&L: $-78,875
+ Fortress recovery (un-capped): +$78,875
− CC assignment net of premium (103 × $29.50): -$31,993
+ Conservative CC premium (22 × $40): +$110
Total Position P&L @ SS: $-31,883 (+$46,992 vs today)
Do-nothing baseline at SS: $625 (this trade vs do-nothing: $-32,508, the opportunity cost of earning $15,064/mo FIGHT income now)
BB-reversion stress (→ $34.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$52,221, position total $-31,196 (+$47,679 vs today)
🎯 50% normal108 × $28.5017 Jul8d11.4%77%36%$6,048$22,680$42,510
Sell 108 × $28.50 11.4% OTM over spot $25.59 17 Jul 2026 (8d, $0.72 mid)
= $6,048 credit for the 8d cycle → $22,680/mo projected
Survival (stays ≤ $28.50)
77%
Breach risk
23%
POP (stays ≤ $29.22)
82%
EV / mo
+$3,908
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.6-2.5] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  70% of paths whole by 9 mo (vs 62% without)  ·  ~5.5 challenges expected  ·  median CC cash $15,399
🛡 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)
36%
Flat exit net (mid-life)
-$10,631
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$31 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 108 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.18/sh now → $1.54 mid-life (likely $1.61–$2.53)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$0.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,069 simulated challenges: the $28 strike is typically first touched on day 4 of 8, at $29 (overshoots $0.93). 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 (108 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2824 Jul 202611d left+$0.33/sh+$3,579
cycle +$9,627
[+$340…+$4,433] · 79% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$2924 Jul 202611d left+$0.17/sh+$1,795
cycle +$7,843
[-$1,717…+$2,497] · 49% credit
68%
surv 57%
Max even-money escape in the band~$2924 Jul 202611d left+$0.17/sh+$1,795
cycle +$7,843
[-$1,717…+$2,497] · 49% credit
68%
surv 57%
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 202611d left-$0.43/sh-$4,643
cycle +$1,405
[-$9,332…-$4,737] · 6% credit
76%
surv 70%
budget: banked $6,048 debit $4,643 (77% used ≈ 0.9 wk of income) → whole cycle still +$1,405 cash · rolled 108 ct earn ≈ $32,825/mo while parked; 17 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$22,680/mo
vs 50% target ($22,625/mo)+0%
vs normal income ($45,250/mo)50% covered
Net income (after hedge)$18,472/mo
Downside budget
⚠ $28.50 is $4 below CC-SS $33.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,510
… as % of IC ($27,625)153.9%
… as % of ML ($277,625)15.3%
Recovery months (at normal income)0.9 mo
Surgical close (108 ct)$-69,876
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 $0.56 collected) or spot ≥ $29.22 (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 $36.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-29.22
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
≥ $29.22
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.50 (≤1σ, normal week)$6,048$-41,750+$37,124+$5,508
+2.5%$29.21 (≤1σ, normal week)$-1,647$-41,857+$37,018-$2,187
+5%$29.93 (1.1σ)$-9,342$-41,964+$36,911-$9,882
SS (= V-bounce)$39.71 (3.6σ)$-115,020$-43,432+$35,443-$115,560
V-BOUNCE STRESS (stock → CC-SS $33.00, where you are whole again, by expiry)
Starting unrealized P&L: $-78,875
+ Fortress recovery (un-capped): +$78,875
− CC assignment net of premium (108 × $28.50): -$42,510
+ Conservative CC premium (17 × $40): +$85
Total Position P&L @ SS: $-42,425 (+$36,450 vs today)
Do-nothing baseline at SS: $625 (this trade vs do-nothing: $-43,050, the opportunity cost of earning $22,680/mo FIGHT income now)
BB-reversion stress (→ $34.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$63,720, position total $-42,719 (+$36,156 vs today)
100% normal99 × $2617 Jul8d1.6%57%91%$12,177$45,664+$22,984$57,084
Sell 99 × $26 1.6% OTM over spot $25.59 17 Jul 2026 (8d, $1.44 mid)
= $12,177 credit for the 8d cycle → $45,664/mo projected
Survival (stays ≤ $26)
57%
Breach risk
43%
POP (stays ≤ $27.44)
70%
EV / mo
+$1,414
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.4-2.3] median, 0.2 mo faster than no FIGHT (1.1 mo)  ·  70% of paths whole by 9 mo (vs 61% without)  ·  ~16.8 challenges expected  ·  median CC cash $21,124
🛡 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)
72%
Flat exit net (mid-life)
-$1,168
Free roll-up
+$0/wk
Safest escape (by 24 Jul 2026)
$32 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 99 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.91/sh now → $1.35 mid-life (likely $1.87–$2.67)≈ $0 at expiry  |  you banked $1.23/sh, so a flat mid-life exit nets -$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,154 simulated challenges: the $26 strike is typically first touched on day 2 of 8, at $27 (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 (99 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2624 Jul 202611d left+$0.29/sh+$2,842
cycle +$15,019
[-$1,333…+$743] · 48% credit
67%
surv 54%
Up-and-out for even (raise the cap, free)~$2624 Jul 202611d left+$0.12/sh+$1,213
cycle +$13,390
[-$3,270…-$1,028] · 14% credit
68%
surv 57%
Max even-money escape in the band~$2624 Jul 202611d left+$0.12/sh+$1,213
cycle +$13,390
[-$3,270…-$1,028] · 14% credit
68%
surv 57%
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3224 Jul 202611d left-$1.15/sh-$11,428
cycle +$749
[-$21,794…-$15,554]
91%
surv 90%
budget: banked $12,177 debit $11,428 (94% used ≈ 1.1 wk of income) → whole cycle still +$749 cash · rolled 99 ct earn ≈ $5,229/mo while parked; 26 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$45,664/mo
vs 50% target ($22,625/mo)+102%
vs normal income ($45,250/mo)101% covered
Net income (after hedge)$41,545/mo
Downside budget
⚠ $26 is $7 below CC-SS $33.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$57,084
… as % of IC ($27,625)206.6%
… as % of ML ($277,625)20.6%
Recovery months (at normal income)1.3 mo
Surgical close (99 ct)$-64,548
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.23 collected) or spot ≥ $27.44 (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 $36.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-27.44
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
≥ $27.44
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.00 (≤1σ, normal week)$12,177$-62,201+$16,674+$11,682
+2.5%$26.65 (≤1σ, normal week)$5,742$-61,714+$17,161+$5,247
+5%$27.30 (≤1σ, normal week)$-693$-61,226+$17,648-$1,188
SS (= V-bounce)$39.71 (3.6σ)$-123,552$-51,919+$26,956-$124,047
V-BOUNCE STRESS (stock → CC-SS $33.00, where you are whole again, by expiry)
Starting unrealized P&L: $-78,875
+ Fortress recovery (un-capped): +$78,875
− CC assignment net of premium (99 × $26): -$57,084
+ Conservative CC premium (26 × $40): +$130
Total Position P&L @ SS: $-56,954 (+$21,921 vs today)
Do-nothing baseline at SS: $625 (this trade vs do-nothing: $-57,579, the opportunity cost of earning $45,664/mo FIGHT income now)
BB-reversion stress (→ $34.96 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$76,527, position total $-55,481 (+$23,394 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 (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 12 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: 0.852 (IBKR)  |  Recovery@SS: +$78,875 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $625

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$28.508d17 Jul 2026$0.56108/125$22,680$18,47277%82%+$3,908-$42,510153.9%$-42,425 (vs do-nothing $-43,050)
$288d17 Jul 2026$0.60101/125$22,725$18,58774%79%+$1,323-$44,401160.7%$-44,281 (vs do-nothing $-44,906)
$28.5015d24 Jul 2026$0.95120/125$22,800$18,47273%79%+$3,831-$42,553154.0%$-42,528 (vs do-nothing $-43,153)
$2815d24 Jul 2026$1.11102/125$22,644$18,49670%78%+$3,852-$39,638143.5%$-39,523 (vs do-nothing $-40,148)
$27.508d17 Jul 2026$0.7482/125$22,755$18,80770%77%+$1,654-$39,000141.2%$-38,785 (vs do-nothing $-39,410)
$27.5015d24 Jul 2026$1.2988/125$22,704$18,69667%76%+$3,877-$37,014134.0%$-36,829 (vs do-nothing $-37,454)
$278d17 Jul 2026$0.9167/125$22,864$19,06566%74%+$2,023-$34,077123.4%$-33,787 (vs do-nothing $-34,412)
$2715d24 Jul 2026$1.3088/125$22,880$18,87264%74%+$1,103-$41,326149.6%$-41,141 (vs do-nothing $-41,766)
$26.5015d24 Jul 2026$1.5076/125$22,800$18,91261%73%+$1,138-$37,970137.4%$-37,725 (vs do-nothing $-38,350)
$2615d24 Jul 2026$1.7067/125$22,780$18,98257%71%+$882-$35,484128.4%$-35,194 (vs do-nothing $-35,819)
$268d17 Jul 2026$1.2350/125$23,062$19,43457%70%+$714-$28,831104.4%$-28,456 (vs do-nothing $-29,081)
$25.5015d24 Jul 2026$1.9060/125$22,800$19,07254%69%+$417-$33,577121.5%$-33,252 (vs do-nothing $-33,877)

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  |  2026-07-09 21:37