FORTRESS FIGHT: GLXY @ $25.32

BE SS: $39.71  |  CC-SS: $34.14  |  125 contracts (12,500 sh)  |  2026-07-10 10:23 |  ⌂ PORTFOLIO

GLXY @ $25.32   UNDERWATER $14.39 (36.2% below BE SS)

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $34.14  |  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$42,321/mo95% ann ROI on ML
Hedge rolling cost$4,252/mo
Unrealized P&L$-94,125fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$21,161/mo
HEDGE COVER
$4,252/mo
NORMAL INCOME
$42,321/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $27,625
ML VELOCITY
6.6 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $34.14 (probe: $34C 14d) brings only $268/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 49 (live) · RSI 48 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 38 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.94 (+38%) · daily UBB $36.24 · 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: 118 contracts at $28.50 / 7d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($21,161/mo); it brings $21,240/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 102 × $26/7d for $42,403/mo, but breach risk rises to 40% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 100 × $32.50/7d (96% survival, $4,286/mo).
Downside anchor: the primary mortgages $61,590 (223% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 118 contracts realizes $-89,621 and cuts bleed by $4,014/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 (7d) · sell 118 × $28.50, 82% survival, $21,240/mo (E[net] $5,058/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 · 7d118 × $28.5082%$21,240$5,058

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $5,058/mo 🏆 GRAND PICK

🎯 Engine pick: sell 118 × $28.50 (primary), 82% survival, breach 18%, $21,240/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $29.50 rung (33% normal) lifts survival to 87% (breach 18% → 13%) for $7,196/mo less (34% income) buys safety you do not really need here.
GLXY  spot $25.32 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge100 × $32.5017 Jul7d28.4%96%9%$1,000$4,286-$16,954$15,395
Sell 100 × $32.50 28.4% OTM over spot $25.32 17 Jul 2026 (7d, $0.14 mid)
= $1,000 credit for the 7d cycle → $4,286/mo projected
Survival (stays ≤ $32.50)
96%
Breach risk
4%
POP (stays ≤ $32.64)
96%
EV / mo
+$2,650
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.9] median  ·  61% of paths whole by 9 mo (vs 60% without)  ·  ~1.3 challenges expected  ·  median CC cash $-3,113
🛡 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)
4%
Flat exit net (mid-life)
-$14,189
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$36 @ 76% POP
69% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.15/sh now → $1.52 mid-life (likely $1.03–$1.91)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 127 simulated challenges: the $32 strike is typically first touched on day 6 of 7, at $33 (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 (100 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3224 Jul 202610d left+$0.60/sh+$5,956
cycle +$6,956
[+$6,495…+$10,194] · 98% credit
67%
surv 54%
-$10,896 NOT
cap gain +$83,229
Max even-money escape in the band~$3631 Jul 202618d left+$0.38/sh+$3,795
cycle +$4,795
[+$3,783…+$8,379] · 94% credit
76%
surv 69%
+$20,691 SAFE
cap gain +$114,816
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)~$3424 Jul 202610d left+$0.09/sh+$882
cycle +$1,882
[+$596…+$4,980] · 80% credit
70%
surv 61%
-$3,448 NOT
cap gain +$90,677
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,286/mo
vs 50% target ($21,161/mo)-80%
vs normal income ($42,321/mo)10% covered
Net income (after hedge)$141/mo
Downside budget
⚠ $32.50 is $2 below CC-SS $34.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,395
… as % of IC ($27,625)55.7%
… as % of ML ($277,625)5.5%
Recovery months (at normal income)0.4 mo
Surgical close (100 ct)$-75,700
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $32.64 (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 $36.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $32.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$32-32.64
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
≥ $32.64
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 (2.0σ)$1,000$-16,852+$77,273+$700
+2.5%$33.31 (2.3σ)$-7,125$-16,355+$77,770-$7,425
+5%$34.12 (2.5σ)$-15,250$-15,857+$78,268-$15,550
SS (= V-bounce)$39.71 (4.1σ)$-71,100$-16,711+$77,414-$54,300
V-BOUNCE STRESS (stock → CC-SS $34.14, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$93,596
− CC assignment net of premium (100 × $32.50): -$15,395
+ Conservative CC premium (25 × $38): +$75
Total Position P&L @ SS: $-15,848 (+$78,277 vs today)
Do-nothing baseline at SS: $-154 (this trade vs do-nothing: $-15,695, the opportunity cost of earning $4,286/mo FIGHT income now)
BB-reversion stress (→ $34.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,400, position total $-15,358 (+$78,767 vs today)
🛡 safe yield125 × $30.5017 Jul7d20.5%91%18%$2,000$8,571-$12,669$43,493
Sell 125 × $30.50 20.5% OTM over spot $25.32 17 Jul 2026 (7d, $0.49 mid)
= $2,000 credit for the 7d cycle → $8,571/mo projected
Survival (stays ≤ $30.50)
91%
Breach risk
9%
POP (stays ≤ $31.00)
93%
EV / mo
+$3,210
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.7 mo)  ·  63% of paths whole by 9 mo (vs 60% without)  ·  ~2.7 challenges expected  ·  median CC cash $2,102
🛡 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)
11%
Flat exit net (mid-life)
-$15,205
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$34 @ 76% POP
70% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.95/sh now → $1.38 mid-life (likely $1.13–$2.00)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.22/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 338 simulated challenges: the $30 strike is typically first touched on day 5 of 7, at $31 (overshoots $0.91). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3024 Jul 202610d left+$0.54/sh+$6,747
cycle +$8,747
[+$5,857…+$10,542] · 100% credit
66%
surv 54%
-$30,406 NOT
cap gain +$63,719
Max even-money escape in the band~$3431 Jul 202618d left+$0.26/sh+$3,197
cycle +$5,197
[+$1,107…+$6,687] · 82% credit
76%
surv 70%
-$207 NOT
cap gain +$93,918
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)~$3224 Jul 202610d left+$0.04/sh+$553
cycle +$2,553
[-$1,622…+$3,558] · 60% credit
71%
surv 62%
-$24,077 NOT
cap gain +$70,048
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$8,571/mo
vs 50% target ($21,161/mo)-59%
vs normal income ($42,321/mo)20% covered
Net income (after hedge)$4,319/mo
Downside budget
⚠ $30.50 is $4 below CC-SS $34.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,493
… as % of IC ($27,625)157.4%
… as % of ML ($277,625)15.7%
Recovery months (at normal income)1.0 mo
Surgical close (125 ct)$-98,312
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 ≥ $31.00 (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 $36.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $30.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-31.00
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
≥ $31.00
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$30.50 (1.5σ)$2,000$-37,152+$56,973+$1,625
+2.5%$31.26 (1.7σ)$-7,531$-38,591+$55,534-$7,906
+5%$32.02 (1.9σ)$-17,062$-40,031+$54,094-$17,437
SS (= V-bounce)$39.71 (4.1σ)$-113,125$-54,536+$39,589-$92,125
V-BOUNCE STRESS (stock → CC-SS $34.14, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$93,596
− CC assignment net of premium (125 × $30.50): -$43,493
Total Position P&L @ SS: $-44,022 (+$50,103 vs today)
Do-nothing baseline at SS: $-154 (this trade vs do-nothing: $-43,868, the opportunity cost of earning $8,571/mo FIGHT income now)
BB-reversion stress (→ $34.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$53,500, position total $-45,533 (+$48,592 vs today)
33% normal113 × $29.5017 Jul7d16.5%87%26%$3,277$14,044-$7,196$49,149
Sell 113 × $29.50 16.5% OTM over spot $25.32 17 Jul 2026 (7d, $0.34 mid)
= $3,277 credit for the 7d cycle → $14,044/mo projected
Survival (stays ≤ $29.50)
87%
Breach risk
13%
POP (stays ≤ $29.84)
89%
EV / mo
+$6,120
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.7-2.8] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  58% of paths whole by 9 mo (vs 52% without)  ·  ~3.9 challenges expected  ·  median CC cash $9,957
🛡 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)
18%
Flat exit net (mid-life)
-$11,498
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$33 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 113 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.85/sh now → $1.31 mid-life (likely $1.21–$1.96)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 537 simulated challenges: the $30 strike is typically first touched on day 5 of 7, at $30 (overshoots $0.91). 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 (113 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3024 Jul 202610d left+$0.51/sh+$5,794
cycle +$9,071
[+$4,118…+$7,981] · 98% credit
66%
surv 54%
-$40,658 NOT
cap gain +$53,467
Max even-money escape in the band~$3331 Jul 202618d left+$0.20/sh+$2,231
cycle +$5,508
[-$413…+$4,295] · 70% credit
77%
surv 71%
-$10,473 NOT
cap gain +$83,652
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)~$3124 Jul 202610d left+$0.02/sh+$263
cycle +$3,540
[-$2,310…+$2,005] · 45% credit
71%
surv 62%
-$33,666 NOT
cap gain +$60,459
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$14,044/mo
vs 50% target ($21,161/mo)-34%
vs normal income ($42,321/mo)33% covered
Net income (after hedge)$9,843/mo
Downside budget
⚠ $29.50 is $5 below CC-SS $34.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$49,149
… as % of IC ($27,625)177.9%
… as % of ML ($277,625)17.7%
Recovery months (at normal income)1.2 mo
Surgical close (113 ct)$-85,710
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 $0.29 collected) or spot ≥ $29.84 (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 $36.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $29.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.84
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
≥ $29.84
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 (1.2σ)$3,277$-46,452+$47,673+$2,938
+2.5%$30.24 (1.4σ)$-5,057$-46,959+$47,166-$5,396
+5%$30.98 (1.6σ)$-13,391$-47,466+$46,659-$13,730
SS (= V-bounce)$39.71 (4.1σ)$-112,096$-55,523+$38,602-$93,112
V-BOUNCE STRESS (stock → CC-SS $34.14, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$93,596
− CC assignment net of premium (113 × $29.50): -$49,149
+ Conservative CC premium (12 × $38): +$36
Total Position P&L @ SS: $-49,641 (+$44,484 vs today)
Do-nothing baseline at SS: $-154 (this trade vs do-nothing: $-49,488, the opportunity cost of earning $14,044/mo FIGHT income now)
BB-reversion stress (→ $34.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$58,195, position total $-50,192 (+$43,933 vs today)
🎯 50% normal118 × $28.5017 Jul7d12.6%82%26%$4,956$21,240$61,590
Sell 118 × $28.50 12.6% OTM over spot $25.32 17 Jul 2026 (7d, $0.48 mid)
= $4,956 credit for the 7d cycle → $21,240/mo projected
Survival (stays ≤ $28.50)
82%
Breach risk
18%
POP (stays ≤ $28.98)
85%
EV / mo
+$7,903
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.4] median  ·  63% of paths whole by 9 mo (vs 58% without)  ·  ~5.9 challenges expected  ·  median CC cash $21,956
🛡 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)
26%
Flat exit net (mid-life)
-$9,679
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$34 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 118 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.75/sh now → $1.24 mid-life (likely $1.27–$2.00)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.82/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 774 simulated challenges: the $28 strike is typically first touched on day 4 of 7, at $29 (overshoots $0.85). 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 (118 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2824 Jul 202610d left+$0.49/sh+$5,739
cycle +$10,695
[+$3,664…+$6,987] · 99% credit
66%
surv 54%
-$49,661 NOT
cap gain +$44,464
Reliable up-and-out (highest cap still free ≥60%)~$3131 Jul 202618d left+$0.22/sh+$2,603
cycle +$7,559
[-$591…+$3,286] · 66% credit
76%
surv 69%
-$24,356 NOT
cap gain +$69,769
Max even-money escape in the band~$3231 Jul 202618d left+$0.14/sh+$1,670
cycle +$6,626
[-$1,585…+$2,317] · 50% credit
77%
surv 71%
-$19,982 NOT
cap gain +$74,143
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)~$3024 Jul 202610d left+$0.00/sh+$35
cycle +$4,991
[-$3,098…+$581] · 31% credit
71%
surv 63%
-$42,843 NOT
cap gain +$51,282
Safety roll (pay small debit, max POP)~$3431 Jul 202618d left-$0.36/sh-$4,197
cycle +$759
[-$8,844…-$3,826] · 7% credit
82%
surv 79%
-$4,624 NOT
cap gain +$89,501
budget: banked $4,956 debit $4,197 (85% used ≈ 0.9 wk of income) → whole cycle still +$759 cash · rolled 118 ct earn ≈ $17,398/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$21,240/mo
vs 50% target ($21,161/mo)+0%
vs normal income ($42,321/mo)50% covered
Net income (after hedge)$17,018/mo
Downside budget
⚠ $28.50 is $6 below CC-SS $34.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$61,590
… as % of IC ($27,625)222.9%
… as % of ML ($277,625)22.2%
Recovery months (at normal income)1.5 mo
Surgical close (118 ct)$-89,621
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 $0.42 collected) or spot ≥ $28.98 (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 $36.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.98
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
≥ $28.98
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$28.50 (≤1σ, normal week)$4,956$-55,400+$38,725+$4,602
+2.5%$29.21 (1.1σ)$-3,451$-56,246+$37,879-$3,805
+5%$29.93 (1.3σ)$-11,859$-57,092+$37,033-$12,213
SS (= V-bounce)$39.71 (4.1σ)$-127,322$-69,909+$24,216-$107,498
V-BOUNCE STRESS (stock → CC-SS $34.14, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$93,596
− CC assignment net of premium (118 × $28.50): -$61,590
+ Conservative CC premium (7 × $38): +$21
Total Position P&L @ SS: $-62,097 (+$32,028 vs today)
Do-nothing baseline at SS: $-154 (this trade vs do-nothing: $-61,944, the opportunity cost of earning $21,240/mo FIGHT income now)
BB-reversion stress (→ $34.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$71,036, position total $-63,048 (+$31,077 vs today)
100% normal102 × $2617 Jul7d2.7%60%84%$9,894$42,403+$21,163$73,128
Sell 102 × $26 2.7% OTM over spot $25.32 17 Jul 2026 (7d, $1.08 mid)
= $9,894 credit for the 7d cycle → $42,403/mo projected
Survival (stays ≤ $26)
60%
Breach risk
40%
POP (stays ≤ $27.08)
71%
EV / mo
+$3,085
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.7] median  ·  62% of paths whole by 9 mo (vs 52% without)  ·  ~18.7 challenges expected  ·  median CC cash $27,240
🛡 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)
65%
Flat exit net (mid-life)
-$1,113
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$34 @ 91% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.53/sh now → $1.08 mid-life (likely $1.42–$2.11)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$0.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,954 simulated challenges: the $26 strike is typically first touched on day 2 of 7, at $27 (overshoots $0.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (102 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2624 Jul 202610d left+$0.42/sh+$4,316
cycle +$14,210
[+$1,477…+$3,202] · 93% credit
66%
surv 53%
-$72,629 NOT
cap gain +$21,496
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202618d left+$0.41/sh+$4,174
cycle +$14,068
[+$729…+$2,874] · 83% credit
75%
surv 68%
-$49,636 NOT
cap gain +$44,489
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.34/sh+$3,447
cycle +$13,341
[+$414…+$2,282] · 81% credit
67%
surv 55%
-$71,588 NOT
cap gain +$22,537
Max even-money escape in the band~$2931 Jul 202618d left+$0.01/sh+$134
cycle +$10,028
[-$4,330…-$1,528] · 12% credit
78%
surv 73%
-$43,064 NOT
cap gain +$51,061
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3431 Jul 202618d left-$0.75/sh-$7,700
cycle +$2,194
[-$15,366…-$10,346]
91%
surv 90%
+$2,165 SAFE
cap gain +$96,290
budget: banked $9,894 debit $7,700 (78% used ≈ 0.8 wk of income) → whole cycle still +$2,194 cash · rolled 102 ct earn ≈ $5,513/mo while parked; 23 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$42,403/mo
vs 50% target ($21,161/mo)+100%
vs normal income ($42,321/mo)100% covered
Net income (after hedge)$38,249/mo
Downside budget
⚠ $26 is $8 below CC-SS $34.14: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$73,128
… as % of IC ($27,625)264.7%
… as % of ML ($277,625)26.3%
Recovery months (at normal income)1.7 mo
Surgical close (102 ct)$-77,928
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $27.08 (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 $36.24 (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
$26-27.08
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
≥ $27.08
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)$9,894$-76,946+$17,180+$9,588
+2.5%$26.65 (≤1σ, normal week)$3,264$-76,677+$17,448+$2,958
+5%$27.30 (≤1σ, normal week)$-3,366$-76,409+$17,716-$3,672
SS (= V-bounce)$39.71 (4.1σ)$-129,948$-75,223+$18,902-$112,812
V-BOUNCE STRESS (stock → CC-SS $34.14, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$93,596
− CC assignment net of premium (102 × $26): -$73,128
+ Conservative CC premium (23 × $38): +$69
Total Position P&L @ SS: $-73,588 (+$20,537 vs today)
Do-nothing baseline at SS: $-154 (this trade vs do-nothing: $-73,434, the opportunity cost of earning $42,403/mo FIGHT income now)
BB-reversion stress (→ $34.94 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$81,294, position total $-73,258 (+$20,867 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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 0.849 (IBKR)  |  Recovery@SS: +$93,596 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-154

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$28.507d17 Jul 2026$0.42118/125$21,240$17,01882%85%+$7,903-$61,590222.9%$-62,097 (vs do-nothing $-61,944)
$287d17 Jul 2026$0.45110/125$21,214$17,02679%82%+$4,953-$62,584226.5%$-63,068 (vs do-nothing $-62,914)
$27.507d17 Jul 2026$0.5492/125$21,291$17,18175%80%+$3,704-$56,115203.1%$-56,545 (vs do-nothing $-56,391)
$2814d24 Jul 2026$0.91109/125$21,255$17,07173%79%+$4,088-$57,001206.3%$-57,482 (vs do-nothing $-57,328)
$28.5021d31 Jul 2026$1.20124/125$21,257$17,00973%79%+$4,276-$55,049199.3%$-55,575 (vs do-nothing $-55,421)
$2821d31 Jul 2026$1.28116/125$21,211$16,99870%77%+$3,155-$56,370204.1%$-56,871 (vs do-nothing $-56,718)
$277d17 Jul 2026$0.6675/125$21,214$17,17670%77%+$2,886-$48,596175.9%$-48,974 (vs do-nothing $-48,821)
$27.5014d24 Jul 2026$1.0694/125$21,351$17,23270%77%+$3,880-$52,447189.9%$-52,882 (vs do-nothing $-52,729)
$27.5021d31 Jul 2026$1.6193/125$21,390$17,27568%76%+$3,907-$46,774169.3%$-47,206 (vs do-nothing $-47,053)
$2714d24 Jul 2026$1.0396/125$21,189$17,06167%75%+$231-$58,651212.3%$-59,092 (vs do-nothing $-58,939)
$2721d31 Jul 2026$1.7585/125$21,250$17,16965%75%+$4,293-$45,810165.8%$-46,219 (vs do-nothing $-46,065)
$26.5014d24 Jul 2026$1.1983/125$21,165$17,09363%73%$-10-$53,530193.8%$-53,933 (vs do-nothing $-53,779)
$26.5021d31 Jul 2026$1.9576/125$21,171$17,12962%73%+$4,080-$43,240156.5%$-43,621 (vs do-nothing $-43,468)
Show 8 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$267d17 Jul 2026$0.9751/125$21,201$17,26660%71%+$1,543-$36,564132.4%$-36,871 (vs do-nothing $-36,717)
$2614d24 Jul 2026$1.1884/125$21,240$17,16359%70%$-3,674-$58,459211.6%$-58,865 (vs do-nothing $-58,711)
$2621d31 Jul 2026$2.1370/125$21,300$17,28359%71%+$2,619-$42,066152.3%$-42,430 (vs do-nothing $-42,276)
$25.5021d31 Jul 2026$2.3763/125$21,330$17,34356%73%+$2,561-$39,498143.0%$-39,840 (vs do-nothing $-39,687)
$25.5014d24 Jul 2026$1.5863/125$21,330$17,34355%69%$-277-$44,475161.0%$-44,817 (vs do-nothing $-44,664)
$2521d31 Jul 2026$2.5858/125$21,377$17,41253%68%+$2,152-$38,045137.7%$-38,372 (vs do-nothing $-38,219)
$2514d24 Jul 2026$1.8255/125$21,450$17,49851%67%$-243-$40,257145.7%$-40,576 (vs do-nothing $-40,422)
$257d17 Jul 2026$1.4136/125$21,754$17,88349%66%+$887-$27,826100.7%$-28,088 (vs do-nothing $-27,934)

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 v6.1  |  2026-07-10 10:23