FORTRESS FIGHT: GLXY @ $25.74

BE SS: $39.71  |  CC-SS: $33.84  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

GLXY @ $25.74   UNDERWATER $13.97 (35.2% below BE SS)

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.84  |  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$44,464/mo95% ann ROI on ML
Hedge rolling cost$4,286/mo
Unrealized P&L$-86,375fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$22,232/mo
HEDGE COVER
$4,286/mo
NORMAL INCOME
$44,464/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $27,625
ML VELOCITY
6.2 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.84 (probe: $34C 14d) brings only $1,339/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 51 (live) · RSI 49 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 28 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.99 (+36%) · daily UBB $35.72 · 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: 116 contracts at $28.50 / 7d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($22,232/mo); it brings $22,371/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 113 × $27/7d for $44,554/mo, but breach risk rises to 34% (+13pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 125 × $33/7d (95% survival, $4,286/mo).
Downside anchor: the primary mortgages $56,711 (205% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 116 contracts realizes $-81,664 and cuts bleed by $3,977/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 116 × $28.50, 78% survival, $22,371/mo (E[net] $-2,906/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 · 7d116 × $28.5078%$22,371$-2,906

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $-2,906/mo 🏆 GRAND PICK

🎯 Engine pick: sell 116 × $28.50 (primary), 78% survival, breach 22%, $22,371/mo.
⚖️ Worth a safer step: the $29.50 rung (33% normal) lifts survival to 85% (breach 22% → 15%) for $7,654/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 $25.74 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge125 × $3317 Jul7d28.2%95%9%$1,000$4,286-$18,086$9,486
Sell 125 × $33 28.2% OTM over spot $25.74 17 Jul 2026 (7d, $0.12 mid)
= $1,000 credit for the 7d cycle → $4,286/mo projected
Survival (stays ≤ $33)
95%
Breach risk
5%
POP (stays ≤ $33.12)
96%
EV / mo
+$1,982
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.0 mo [0.5-2.0] median  ·  61% of paths whole by 9 mo (vs 59% without)  ·  ~1.2 challenges expected  ·  median CC cash $-2,681
🛡 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)
-$23,007
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$35 @ 73% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.71/sh now → $1.92 mid-life (likely $1.46–$2.52)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$1.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 134 simulated challenges: the $33 strike is typically first touched on day 6 of 7, at $34 (overshoots $1.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3324 Jul 202610d left+$0.36/sh+$4,493
cycle +$5,493
[+$4,009…+$10,614] · 90% credit
67%
surv 54%
-$3,563 NOT
cap gain +$82,812
Max even-money escape in the band~$3531 Jul 202618d left+$0.19/sh+$2,325
cycle +$3,325
[+$292…+$8,604] · 77% credit
73%
surv 65%
+$18,338 SAFE
cap gain +$104,713
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+$0.02/sh+$199
cycle +$1,199
[-$1,377…+$5,941] · 68% credit
70%
surv 59%
+$237 SAFE
cap gain +$86,612
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 ($22,232/mo)-81%
vs normal income ($44,464/mo)10% covered
Net income (after hedge)$0/mo
Downside budget
⚠ $33 is $1 below CC-SS $33.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,486
… as % of IC ($27,625)34.3%
… as % of ML ($277,625)3.4%
Recovery months (at normal income)0.2 mo
Surgical close (125 ct)$-86,938
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $33.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $33)); NOT the premium you collected. Momentum override: two daily closes above $35.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $32.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$33-33.12
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
≥ $33.12
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$33.00 (2.0σ)$1,000$-8,056+$78,319+$875
+2.5%$33.82 (2.2σ)$-9,312$-9,582+$76,793-$9,437
+5%$34.65 (2.4σ)$-19,625$-11,109+$75,267-$19,750
SS (= V-bounce)$39.71 (3.8σ)$-82,875$-20,470+$65,906-$83,000
V-BOUNCE STRESS (stock → CC-SS $33.84, where you are whole again, by expiry)
Starting unrealized P&L: $-86,375
+ Fortress recovery (un-capped): +$86,253
− CC assignment net of premium (125 × $33): -$9,486
Total Position P&L @ SS: $-9,608 (+$76,767 vs today)
Do-nothing baseline at SS: $3 (this trade vs do-nothing: $-9,611, the opportunity cost of earning $4,286/mo FIGHT income now)
BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$23,875, position total $-11,738 (+$74,638 vs today)
🛡 safe yield125 × $3117 Jul7d20.4%92%17%$2,375$10,179-$12,193$33,111
Sell 125 × $31 20.4% OTM over spot $25.74 17 Jul 2026 (7d, $0.24 mid)
= $2,375 credit for the 7d cycle → $10,179/mo projected
Survival (stays ≤ $31)
92%
Breach risk
8%
POP (stays ≤ $31.23)
92%
EV / mo
+$5,212
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-2.7] median  ·  63% of paths whole by 9 mo (vs 56% without)  ·  ~2.4 challenges expected  ·  median CC cash $4,398
🛡 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)
-$19,427
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$34 @ 74% POP
68% 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: $2.47/sh now → $1.74 mid-life (likely $1.49–$2.70)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$1.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 340 simulated challenges: the $31 strike is typically first touched on day 5 of 7, at $32 (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 (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3124 Jul 202610d left+$0.32/sh+$4,060
cycle +$6,435
[+$937…+$7,940] · 81% credit
67%
surv 54%
-$23,921 NOT
cap gain +$62,454
Up-and-out for even (raise the cap, free)~$3124 Jul 202610d left+$0.21/sh+$2,683
cycle +$5,058
[-$636…+$6,312] · 69% credit
68%
surv 55%
-$22,529 NOT
cap gain +$63,846
Reliable up-and-out (highest cap still free ≥60%)~$3331 Jul 202618d left+$0.28/sh+$3,522
cycle +$5,897
[-$920…+$7,172] · 67% credit
72%
surv 63%
-$5,715 NOT
cap gain +$80,660
Max even-money escape in the band~$3331 Jul 202618d left+$0.11/sh+$1,360
cycle +$3,735
[-$3,477…+$4,785] · 51% credit
73%
surv 66%
-$2,552 NOT
cap gain +$83,823
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-$0.10/sh-$1,202
cycle +$1,173
[-$6,709…+$2,145] · 37% credit
74%
surv 68%
+$211 SAFE
cap gain +$86,586
budget: banked $2,375 debit $1,202 (51% used ≈ 0.5 wk of income) → whole cycle still +$1,173 cash · rolled 125 ct earn ≈ $34,334/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$10,179/mo
vs 50% target ($22,232/mo)-54%
vs normal income ($44,464/mo)23% covered
Net income (after hedge)$5,893/mo
Downside budget
⚠ $31 is $3 below CC-SS $33.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33,111
… as % of IC ($27,625)119.9%
… as % of ML ($277,625)11.9%
Recovery months (at normal income)0.7 mo
Surgical close (125 ct)$-86,938
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $31.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $31)); NOT the premium you collected. Momentum override: two daily closes above $35.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $30.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$31-31.23
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
≥ $31.23
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$31.00 (1.4σ)$2,375$-27,981+$58,394+$2,250
+2.5%$31.77 (1.6σ)$-7,312$-29,415+$56,960-$7,437
+5%$32.55 (1.9σ)$-17,000$-30,849+$55,526-$17,125
SS (= V-bounce)$39.71 (3.8σ)$-106,500$-44,095+$42,281-$106,625
V-BOUNCE STRESS (stock → CC-SS $33.84, where you are whole again, by expiry)
Starting unrealized P&L: $-86,375
+ Fortress recovery (un-capped): +$86,253
− CC assignment net of premium (125 × $31): -$33,111
Total Position P&L @ SS: $-33,233 (+$53,142 vs today)
Do-nothing baseline at SS: $3 (this trade vs do-nothing: $-33,236, the opportunity cost of earning $10,179/mo FIGHT income now)
BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,500, position total $-35,363 (+$51,012 vs today)
33% normal ← lean101 × $29.5017 Jul7d14.6%85%32%$3,434$14,717-$7,654$40,389
Sell 101 × $29.50 14.6% OTM over spot $25.74 17 Jul 2026 (7d, $0.41 mid)
= $3,434 credit for the 7d cycle → $14,717/mo projected
Survival (stays ≤ $29.50)
85%
Breach risk
15%
POP (stays ≤ $29.91)
87%
EV / mo
+$5,284
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-3.1] median  ·  60% of paths whole by 9 mo (vs 54% without)  ·  ~4.8 challenges expected  ·  median CC cash $9,198
🛡 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)
23%
Flat exit net (mid-life)
-$12,897
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$34 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 101 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: $2.29/sh now → $1.62 mid-life (likely $1.52–$2.55)≈ $0 at expiry  |  you banked $0.34/sh, so a flat mid-life exit nets -$1.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 690 simulated challenges: the $30 strike is typically first touched on day 4 of 7, at $30 (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 (101 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3131 Jul 202618d left+$0.43/sh+$4,375
cycle +$7,809
[+$725…+$6,658] · 81% credit
71%
surv 61%
-$25,079 NOT
cap gain +$61,296
Roll out (same strike, buy time)~$3024 Jul 202610d left+$0.30/sh+$3,029
cycle +$6,463
[+$103…+$5,187] · 76% credit
67%
surv 54%
-$39,844 NOT
cap gain +$46,531
Up-and-out for even (raise the cap, free)~$3024 Jul 202610d left+$0.19/sh+$1,918
cycle +$5,352
[-$1,149…+$4,011] · 61% credit
68%
surv 55%
-$38,186 NOT
cap gain +$48,189
Max even-money escape in the band~$3231 Jul 202618d left+$0.05/sh+$546
cycle +$3,980
[-$3,843…+$2,560] · 41% credit
73%
surv 66%
-$18,258 NOT
cap gain +$68,117
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-$0.34/sh-$3,392
cycle +$42
[-$8,485…-$1,794] · 16% credit
79%
surv 75%
-$896 NOT
cap gain +$85,479
budget: banked $3,434 debit $3,392 (99% used ≈ 1.0 wk of income) → whole cycle still +$42 cash · rolled 101 ct earn ≈ $21,565/mo while parked; 24 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$14,717/mo
vs 50% target ($22,232/mo)-34%
vs normal income ($44,464/mo)33% covered
Net income (after hedge)$10,483/mo
Downside budget
⚠ $29.50 is $4 below CC-SS $33.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,389
… as % of IC ($27,625)146.2%
… as % of ML ($277,625)14.5%
Recovery months (at normal income)0.9 mo
Surgical close (101 ct)$-70,448
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.34 collected) or spot ≥ $29.91 (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 $35.72 (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
$29-29.91
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
≥ $29.91
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 (1.0σ)$3,434$-42,873+$43,502+$3,333
+2.5%$30.24 (1.2σ)$-4,015$-42,467+$43,908-$4,116
+5%$30.98 (1.4σ)$-11,464$-42,062+$44,313-$11,565
SS (= V-bounce)$39.71 (3.8σ)$-99,687$-37,258+$49,118-$99,788
V-BOUNCE STRESS (stock → CC-SS $33.84, where you are whole again, by expiry)
Starting unrealized P&L: $-86,375
+ Fortress recovery (un-capped): +$86,253
− CC assignment net of premium (101 × $29.50): -$40,389
+ Conservative CC premium (24 × $40): +$24
Total Position P&L @ SS: $-40,487 (+$45,888 vs today)
Do-nothing baseline at SS: $3 (this trade vs do-nothing: $-40,490, the opportunity cost of earning $14,717/mo FIGHT income now)
BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$52,015, position total $-39,854 (+$46,522 vs today)
🎯 50% normal116 × $28.5017 Jul7d10.7%78%33%$5,220$22,371$56,711
Sell 116 × $28.50 10.7% OTM over spot $25.74 17 Jul 2026 (7d, $0.58 mid)
= $5,220 credit for the 7d cycle → $22,371/mo projected
Survival (stays ≤ $28.50)
78%
Breach risk
22%
POP (stays ≤ $29.08)
82%
EV / mo
+$4,126
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-2.6] median  ·  62% of paths whole by 9 mo (vs 53% without)  ·  ~7.0 challenges expected  ·  median CC cash $16,706
🛡 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)
33%
Flat exit net (mid-life)
-$12,581
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$33 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 116 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: $2.17/sh now → $1.53 mid-life (likely $1.64–$2.52)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$1.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 994 simulated challenges: the $28 strike is typically first touched on day 4 of 7, at $29 (overshoots $0.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (116 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3031 Jul 202618d left+$0.39/sh+$4,528
cycle +$9,748
[-$328…+$5,116] · 72% credit
71%
surv 62%
-$33,805 NOT
cap gain +$52,570
Roll out (same strike, buy time)~$2824 Jul 202610d left+$0.28/sh+$3,293
cycle +$8,513
[-$616…+$3,936] · 68% credit
67%
surv 53%
-$48,459 NOT
cap gain +$37,916
Up-and-out for even (raise the cap, free)~$2924 Jul 202610d left+$0.17/sh+$2,018
cycle +$7,238
[-$2,084…+$2,602] · 48% credit
68%
surv 56%
-$46,965 NOT
cap gain +$39,410
Max even-money escape in the band~$3131 Jul 202618d left+$0.02/sh+$222
cycle +$5,442
[-$5,377…+$519] · 28% credit
74%
surv 67%
-$27,461 NOT
cap gain +$58,914
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3331 Jul 202618d left-$0.37/sh-$4,275
cycle +$945
[-$10,584…-$4,284] · 9% credit
80%
surv 75%
-$10,658 NOT
cap gain +$75,717
budget: banked $5,220 debit $4,275 (82% used ≈ 0.8 wk of income) → whole cycle still +$945 cash · rolled 116 ct earn ≈ $22,542/mo while parked; 9 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$22,371/mo
vs 50% target ($22,232/mo)+1%
vs normal income ($44,464/mo)50% covered
Net income (after hedge)$18,105/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$56,711
… as % of IC ($27,625)205.3%
… as % of ML ($277,625)20.4%
Recovery months (at normal income)1.3 mo
Surgical close (116 ct)$-81,664
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $29.08 (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 $35.72 (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
$28-29.08
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
≥ $29.08
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$28.50 (≤1σ, normal week)$5,220$-51,752+$34,623+$5,104
+2.5%$29.21 (≤1σ, normal week)$-3,045$-52,429+$33,946-$3,161
+5%$29.93 (1.1σ)$-11,310$-53,106+$33,269-$11,426
SS (= V-bounce)$39.71 (3.8σ)$-124,816$-62,402+$23,974-$124,932
V-BOUNCE STRESS (stock → CC-SS $33.84, where you are whole again, by expiry)
Starting unrealized P&L: $-86,375
+ Fortress recovery (un-capped): +$86,253
− CC assignment net of premium (116 × $28.50): -$56,711
+ Conservative CC premium (9 × $40): +$9
Total Position P&L @ SS: $-56,824 (+$29,551 vs today)
Do-nothing baseline at SS: $3 (this trade vs do-nothing: $-56,827, the opportunity cost of earning $22,371/mo FIGHT income now)
BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$70,064, position total $-57,918 (+$28,458 vs today)
100% normal113 × $2717 Jul7d4.9%66%72%$10,396$44,554+$22,183$66,883
Sell 113 × $27 4.9% OTM over spot $25.74 17 Jul 2026 (7d, $1.01 mid)
= $10,396 credit for the 7d cycle → $44,554/mo projected
Survival (stays ≤ $27)
66%
Breach risk
34%
POP (stays ≤ $28.01)
75%
EV / mo
+$8,401
📈 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)  ·  70% of paths whole by 9 mo (vs 56% without)  ·  ~12.8 challenges expected  ·  median CC cash $28,827
🛡 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)
56%
Flat exit net (mid-life)
-$5,589
Free roll-up
+$0/wk
Safest escape (by 31 Jul 2026)
$34 @ 87% POP
85% 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: $2.00/sh now → $1.41 mid-life (likely $1.78–$2.58)≈ $0 at expiry  |  you banked $0.92/sh, so a flat mid-life exit nets -$0.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,668 simulated challenges: the $27 strike is typically first touched on day 3 of 7, at $28 (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 (113 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202618d left+$0.54/sh+$6,079
cycle +$16,475
[+$510…+$4,456] · 79% credit
70%
surv 59%
-$48,375 NOT
cap gain +$38,000
Roll out (same strike, buy time)~$2724 Jul 202610d left+$0.26/sh+$2,944
cycle +$13,340
[-$1,897…+$1,562] · 43% credit
67%
surv 53%
-$59,604 NOT
cap gain +$26,771
Up-and-out for even (raise the cap, free)~$2724 Jul 202610d left+$0.15/sh+$1,704
cycle +$12,100
[-$3,347…+$221] · 26% credit
68%
surv 56%
-$58,075 NOT
cap gain +$28,300
Max even-money escape in the band~$2931 Jul 202618d left+$0.13/sh+$1,456
cycle +$11,852
[-$5,027…-$681] · 22% credit
73%
surv 65%
-$42,348 NOT
cap gain +$44,027
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-$0.89/sh-$10,078
cycle +$318
[-$19,691…-$13,141]
87%
surv 85%
-$632 NOT
cap gain +$85,743
budget: banked $10,396 debit $10,078 (97% used ≈ 1.0 wk of income) → whole cycle still +$318 cash · rolled 113 ct earn ≈ $9,845/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$44,554/mo
vs 50% target ($22,232/mo)+100%
vs normal income ($44,464/mo)100% covered
Net income (after hedge)$40,294/mo
Downside budget
⚠ $27 is $7 below CC-SS $33.84: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,883
… as % of IC ($27,625)242.1%
… as % of ML ($277,625)24.1%
Recovery months (at normal income)1.5 mo
Surgical close (113 ct)$-79,100
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.92 collected) or spot ≥ $28.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $27)); NOT the premium you collected. Momentum override: two daily closes above $35.72 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.01
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
≥ $28.01
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$27.00 (≤1σ, normal week)$10,396$-62,548+$23,827+$10,283
+2.5%$27.67 (≤1σ, normal week)$2,769$-62,987+$23,388+$2,656
+5%$28.35 (≤1σ, normal week)$-4,859$-63,426+$22,950-$4,972
SS (= V-bounce)$39.71 (3.8σ)$-133,227$-70,810+$15,566-$133,340
V-BOUNCE STRESS (stock → CC-SS $33.84, where you are whole again, by expiry)
Starting unrealized P&L: $-86,375
+ Fortress recovery (un-capped): +$86,253
− CC assignment net of premium (113 × $27): -$66,883
+ Conservative CC premium (12 × $40): +$12
Total Position P&L @ SS: $-66,993 (+$19,382 vs today)
Do-nothing baseline at SS: $3 (this trade vs do-nothing: $-66,996, the opportunity cost of earning $44,554/mo FIGHT income now)
BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$79,891, position total $-67,742 (+$18,634 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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 19 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: +$86,253 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$28.507d17 Jul 2026$0.45116/125$22,371$18,10578%82%+$4,126-$56,711205.3%$-56,824 (vs do-nothing $-56,827)
$287d17 Jul 2026$0.6186/125$22,483$18,28174%80%+$4,679-$44,968162.8%$-45,051 (vs do-nothing $-45,054)
$28.5014d24 Jul 2026$0.89117/125$22,314$18,04573%80%+$3,917-$52,052188.4%$-52,166 (vs do-nothing $-52,169)
$27.507d17 Jul 2026$0.7372/125$22,526$18,35470%77%+$3,934-$40,384146.2%$-40,453 (vs do-nothing $-40,456)
$2814d24 Jul 2026$1.0797/125$22,241$18,01570%79%+$4,296-$46,258167.5%$-46,352 (vs do-nothing $-46,355)
$28.5021d31 Jul 2026$1.25125/125$22,321$18,03670%78%+$953-$51,111185.0%$-51,233 (vs do-nothing $-51,236)
$2821d31 Jul 2026$1.43109/125$22,267$18,01668%76%+$1,321-$48,057174.0%$-48,163 (vs do-nothing $-48,166)
$27.5014d24 Jul 2026$1.0599/125$22,275$18,04567%76%+$815-$52,360189.5%$-52,456 (vs do-nothing $-52,459)
$277d17 Jul 2026$0.9257/125$22,474$18,33466%75%+$4,238-$33,738122.1%$-33,792 (vs do-nothing $-33,795)
$27.5021d31 Jul 2026$1.5998/125$22,260$18,03265%75%+$1,142-$46,539168.5%$-46,634 (vs do-nothing $-46,637)
$2714d24 Jul 2026$1.3577/125$22,275$18,09263%74%+$2,805-$42,264153.0%$-42,338 (vs do-nothing $-42,341)
$2721d31 Jul 2026$1.7987/125$22,247$18,04362%74%+$1,279-$43,925159.0%$-44,009 (vs do-nothing $-44,012)
$26.5014d24 Jul 2026$1.4771/125$22,365$18,19560%73%+$1,522-$41,669150.8%$-41,737 (vs do-nothing $-41,740)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.5021d31 Jul 2026$2.0078/125$22,286$18,10160%72%+$1,315-$41,643150.7%$-41,718 (vs do-nothing $-41,721)
$2621d31 Jul 2026$2.3866/125$22,440$18,28157%72%+$2,699-$36,029130.4%$-36,092 (vs do-nothing $-36,095)
$2614d24 Jul 2026$1.6962/125$22,453$18,30256%71%+$1,426-$38,123138.0%$-38,182 (vs do-nothing $-38,185)
$267d17 Jul 2026$1.2442/125$22,320$18,21256%70%+$2,162-$27,715100.3%$-27,754 (vs do-nothing $-27,757)
$25.5021d31 Jul 2026$2.5961/125$22,570$18,42154%70%+$2,326-$35,068126.9%$-35,126 (vs do-nothing $-35,129)
$25.5014d24 Jul 2026$1.9055/125$22,393$18,25752%70%+$957-$35,414128.2%$-35,466 (vs do-nothing $-35,469)

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 22:25