FORTRESS FIGHT: GLXY @ $25.32

BE SS: $39.71  |  CC-SS: $33.81  |  125 contracts (12,500 sh)  |  2026-07-10 10:41 |  ⌂ PORTFOLIO

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

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.81  |  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 $33.81 (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 $57,682 (209% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.4 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] $4,265/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$4,265

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $4,265/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$12,083
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)
-$14,185
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$36 @ 75% 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 $1.05–$1.99)≈ $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 134 simulated challenges: the $32 strike is typically first touched on day 6 of 7, at $34 (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 (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+$5,961
cycle +$6,961
[+$6,388…+$10,040] · 100% credit
67%
surv 54%
-$10,891 NOT
cap gain +$83,234
Max even-money escape in the band~$3631 Jul 202618d left+$0.35/sh+$3,538
cycle +$4,538
[+$2,977…+$7,799] · 91% credit
75%
surv 69%
+$20,433 SAFE
cap gain +$114,558
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+$886
cycle +$1,886
[+$228…+$4,725] · 79% credit
70%
surv 61%
-$3,443 NOT
cap gain +$90,682
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 $1 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,083
… as % of IC ($27,625)43.7%
… as % of ML ($277,625)4.4%
Recovery months (at normal income)0.3 mo
Surgical close (100 ct)$-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%$33.31 (2.2σ)$-7,125$-16,355+$77,770-$7,425
+5%$34.12 (2.4σ)$-15,250$-15,857+$78,268-$15,550
SS (= V-bounce)$39.71 (4.0σ)$-71,100$-16,711+$77,414-$54,300
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$90,082
− CC assignment net of premium (100 × $32.50): -$12,083
+ Conservative CC premium (25 × $38): +$75
Total Position P&L @ SS: $-16,051 (+$78,074 vs today)
Do-nothing baseline at SS: $-3,668 (this trade vs do-nothing: $-12,383, 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$39,353
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)
12%
Flat exit net (mid-life)
-$15,212
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 $1.15–$2.04)≈ $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 366 simulated challenges: the $30 strike is typically first touched on day 5 of 7, at $31 (overshoots $0.96). 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+$6,740
cycle +$8,740
[+$5,897…+$10,539] · 99% credit
66%
surv 54%
-$30,412 NOT
cap gain +$63,713
Max even-money escape in the band~$3431 Jul 202618d left+$0.24/sh+$2,984
cycle +$4,984
[+$615…+$6,227] · 80% credit
76%
surv 70%
-$421 NOT
cap gain +$93,704
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+$546
cycle +$2,546
[-$1,602…+$3,445] · 60% credit
71%
surv 62%
-$24,084 NOT
cap gain +$70,041
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 $3 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,353
… as % of IC ($27,625)142.5%
… as % of ML ($277,625)14.2%
Recovery months (at normal income)0.9 mo
Surgical close (125 ct)$-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 (1.4σ)$2,000$-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)$39.71 (4.0σ)$-113,125$-54,536+$39,589-$92,125
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$90,082
− CC assignment net of premium (125 × $30.50): -$39,353
Total Position P&L @ SS: $-43,397 (+$50,728 vs today)
Do-nothing baseline at SS: $-3,668 (this trade vs do-nothing: $-39,728, 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$45,406
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)
19%
Flat exit net (mid-life)
-$11,509
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$32 @ 78% POP
72% 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 $1.23–$1.97)≈ $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 576 simulated challenges: the $30 strike is typically first touched on day 5 of 7, at $30 (overshoots $0.86). 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+$5,783
cycle +$9,060
[+$4,233…+$7,789] · 98% credit
66%
surv 54%
-$40,669 NOT
cap gain +$53,456
Max even-money escape in the band~$3331 Jul 202618d left+$0.18/sh+$2,083
cycle +$5,360
[-$616…+$3,746] · 67% credit
76%
surv 70%
-$10,621 NOT
cap gain +$83,504
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+$251
cycle +$3,528
[-$2,229…+$1,705] · 45% credit
71%
surv 62%
-$33,678 NOT
cap gain +$60,447
Safety roll (pay small debit, max POP)~$3224 Jul 202610d left-$0.26/sh-$2,898
cycle +$379
[-$5,780…-$1,874] · 14% credit
78%
surv 72%
-$20,908 NOT
cap gain +$73,217
budget: banked $3,277 debit $2,898 (88% used ≈ 0.9 wk of income) → whole cycle still +$379 cash · rolled 113 ct earn ≈ $35,665/mo while parked; 12 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$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 $4 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$45,406
… as % of IC ($27,625)164.4%
… as % of ML ($277,625)16.4%
Recovery months (at normal income)1.1 mo
Surgical close (113 ct)$-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)$39.71 (4.0σ)$-112,096$-55,523+$38,602-$93,112
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$90,082
− CC assignment net of premium (113 × $29.50): -$45,406
+ Conservative CC premium (12 × $38): +$36
Total Position P&L @ SS: $-49,414 (+$44,711 vs today)
Do-nothing baseline at SS: $-3,668 (this trade vs do-nothing: $-45,745, 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%27%$4,956$21,240$57,682
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
+$7,638
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.7-3.3] median  ·  63% of paths whole by 9 mo (vs 58% without)  ·  ~5.9 challenges expected  ·  median CC cash $21,671
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
27%
Flat exit net (mid-life)
-$9,696
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: $1.76/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 811 simulated challenges: the $28 strike is typically first touched on day 4 of 7, at $29 (overshoots $0.87). 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+$0.48/sh+$5,722
cycle +$10,678
[+$3,745…+$7,015] · 99% credit
66%
surv 54%
-$49,678 NOT
cap gain +$44,447
Reliable up-and-out (highest cap still free ≥60%)~$3131 Jul 202618d left+$0.21/sh+$2,492
cycle +$7,448
[-$780…+$3,116] · 63% credit
75%
surv 69%
-$24,467 NOT
cap gain +$69,658
Max even-money escape in the band~$3231 Jul 202618d left+$0.13/sh+$1,559
cycle +$6,515
[-$1,784…+$2,153] · 48% credit
77%
surv 71%
-$20,093 NOT
cap gain +$74,032
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+$18
cycle +$4,974
[-$2,962…+$547] · 30% credit
71%
surv 63%
-$42,859 NOT
cap gain +$51,266
Safety roll (pay small debit, max POP)~$3431 Jul 202618d left-$0.36/sh-$4,285
cycle +$671
[-$9,053…-$3,980] · 7% credit
82%
surv 79%
-$4,712 NOT
cap gain +$89,413
budget: banked $4,956 debit $4,285 (86% used ≈ 0.9 wk of income) → whole cycle still +$671 cash · rolled 118 ct earn ≈ $17,278/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 $5 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$57,682
… as % of IC ($27,625)208.8%
… as % of ML ($277,625)20.8%
Recovery months (at normal income)1.4 mo
Surgical close (118 ct)$-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)$39.71 (4.0σ)$-127,322$-69,909+$24,216-$107,498
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$90,082
− CC assignment net of premium (118 × $28.50): -$57,682
+ Conservative CC premium (7 × $38): +$21
Total Position P&L @ SS: $-61,704 (+$32,421 vs today)
Do-nothing baseline at SS: $-3,668 (this trade vs do-nothing: $-58,036, 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$69,750
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
+$1,913
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-2.8] median, 0.1 mo faster than no FIGHT (1.3 mo)  ·  63% of paths whole by 9 mo (vs 52% without)  ·  ~19.1 challenges expected  ·  median CC cash $26,461
🛡 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)
-$1,137
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 $1.43–$2.12)≈ $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 1,961 simulated challenges: the $26 strike is typically first touched on day 2 of 7, at $27 (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 (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+$4,292
cycle +$14,186
[+$1,559…+$3,185] · 94% credit
66%
surv 53%
-$72,653 NOT
cap gain +$21,472
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202618d left+$0.41/sh+$4,150
cycle +$14,044
[+$801…+$2,846] · 85% credit
75%
surv 68%
-$49,660 NOT
cap gain +$44,465
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.34/sh+$3,423
cycle +$13,317
[+$468…+$2,264] · 82% credit
67%
surv 55%
-$71,612 NOT
cap gain +$22,513
Max even-money escape in the band~$2931 Jul 202618d left+$0.01/sh+$121
cycle +$10,015
[-$4,533…-$1,629] · 11% credit
78%
surv 73%
-$43,077 NOT
cap gain +$51,048
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-$0.76/sh-$7,724
cycle +$2,170
[-$15,421…-$10,410]
91%
surv 90%
+$2,141 SAFE
cap gain +$96,266
budget: banked $9,894 debit $7,724 (78% used ≈ 0.8 wk of income) → whole cycle still +$2,170 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 $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$69,750
… as % of IC ($27,625)252.5%
… as % of ML ($277,625)25.1%
Recovery months (at normal income)1.6 mo
Surgical close (102 ct)$-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)$39.71 (4.0σ)$-129,948$-75,223+$18,902-$112,812
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-94,125
+ Fortress recovery (un-capped): +$90,082
− CC assignment net of premium (102 × $26): -$69,750
+ Conservative CC premium (23 × $38): +$69
Total Position P&L @ SS: $-73,725 (+$20,400 vs today)
Do-nothing baseline at SS: $-3,668 (this trade vs do-nothing: $-70,056, 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: +$90,082 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,668

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%+$7,638-$57,682208.8%$-61,704 (vs do-nothing $-58,036)
$287d17 Jul 2026$0.45110/125$21,214$17,02678%82%+$4,010-$58,941213.4%$-62,939 (vs do-nothing $-59,271)
$27.507d17 Jul 2026$0.5492/125$21,291$17,18174%79%+$2,826-$53,068192.1%$-57,012 (vs do-nothing $-53,344)
$2814d24 Jul 2026$0.91109/125$21,255$17,07173%79%+$4,088-$53,391193.3%$-57,386 (vs do-nothing $-53,718)
$28.5021d31 Jul 2026$1.20124/125$21,257$17,00973%79%+$3,097-$50,943184.4%$-54,983 (vs do-nothing $-51,315)
$2821d31 Jul 2026$1.28116/125$21,211$16,99870%77%+$1,934-$52,528190.1%$-56,544 (vs do-nothing $-52,876)
$277d17 Jul 2026$0.6675/125$21,214$17,17670%76%+$2,107-$46,112166.9%$-50,005 (vs do-nothing $-46,337)
$27.5014d24 Jul 2026$1.0694/125$21,351$17,23270%77%+$3,880-$49,334178.6%$-53,284 (vs do-nothing $-49,616)
$27.5021d31 Jul 2026$1.6193/125$21,390$17,27568%76%+$3,907-$43,694158.2%$-47,641 (vs do-nothing $-43,973)
$2714d24 Jul 2026$1.0396/125$21,189$17,06167%75%+$231-$55,471200.8%$-59,428 (vs do-nothing $-55,759)
$2721d31 Jul 2026$1.7585/125$21,250$17,16965%74%+$3,232-$42,995155.6%$-46,919 (vs do-nothing $-43,250)
$26.5014d24 Jul 2026$1.1983/125$21,165$17,09363%73%$-10-$50,782183.8%$-54,699 (vs do-nothing $-51,031)
$26.5021d31 Jul 2026$1.9576/125$21,171$17,12962%73%+$3,065-$40,723147.4%$-44,619 (vs do-nothing $-40,951)
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%+$957-$34,875126.2%$-38,696 (vs do-nothing $-35,028)
$2614d24 Jul 2026$1.1884/125$21,240$17,16359%70%$-3,674-$55,677201.5%$-59,598 (vs do-nothing $-55,929)
$2621d31 Jul 2026$2.1370/125$21,300$17,28359%71%+$2,619-$39,748143.9%$-43,626 (vs do-nothing $-39,958)
$25.5021d31 Jul 2026$2.3763/125$21,330$17,34356%73%+$2,561-$37,411135.4%$-41,268 (vs do-nothing $-37,600)
$25.5014d24 Jul 2026$1.5863/125$21,330$17,34355%69%$-277-$42,388153.4%$-46,245 (vs do-nothing $-42,577)
$2521d31 Jul 2026$2.5858/125$21,377$17,41253%68%+$2,152-$36,124130.8%$-39,966 (vs do-nothing $-36,298)
$2514d24 Jul 2026$1.8255/125$21,450$17,49851%67%$-243-$38,435139.1%$-42,269 (vs do-nothing $-38,600)
$257d17 Jul 2026$1.4136/125$21,754$17,88349%65%+$474-$26,63496.4%$-30,410 (vs do-nothing $-26,742)

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 10:41