FORTRESS FIGHT: GLXY @ $24.44

BE SS: $39.71  |  CC-SS: $33.25  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 03:39

GLXY @ $24.44   UNDERWATER $15.27 (38.5% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-07-28 (Tue), in 12 days. The recommended CC (8d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-28.

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.25 (banked floor $33.09)  |  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$52,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,197/mo (info only, already in marks)
Unrealized P&L$-93,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$26,125/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$52,250/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $27,625
ML VELOCITY
5.3 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.25 (probe: $33C 15d) brings only $3,750/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,754
Hole (after banked)
$91,496
was $93,250 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$33.25 → $33.09
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 43 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 28 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.86 (+43%) · daily UBB $33.86 · 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: 106 contracts at $26.50 / 8d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($26,125/mo); it brings $26,235/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 124 × $25/8d for $52,545/mo, but breach risk rises to 41% (+14pp 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 × $29.50/8d (91% survival, $7,969/mo).
Downside anchor: the primary mortgages $64,526 (234% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 106 contracts realizes $-81,991 and cuts bleed by $0/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 · 24 Jul 2026 (8d) · sell 106 × $26.50, 73% survival, $26,235/mo (E[net] $-3,282/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 8d106 × $26.5073%$26,235$-3,282

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $-3,282/mo 🏆 GRAND PICK

🎯 Engine pick: sell 106 × $26.50 (primary), 73% survival, breach 27%, $26,235/mo.
⚖️ Worth a safer step: the $27.50 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $8,910/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 $27.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $24.44 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $29.5024 Jul8d20.7%91%19%$2,125$7,969-$18,266$44,717
Sell 125 × $29.50 20.7% OTM over spot $24.44 24 Jul 2026 (8d, $0.39 mid)
= $2,125 credit for the 8d cycle → $7,969/mo projected
Survival (stays ≤ $29.50)
91%
Breach risk
9%
POP (stays ≤ $29.89)
92%
EV / mo
+$3,181
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.6-3.5] median  ·  60% of paths whole by 9 mo (vs 55% without)  ·  ~2.5 challenges expected  ·  median CC cash $22,545
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
14%
Flat exit net (mid-life)
-$22,029
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$31 @ 72% POP
61% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.73/sh now → $1.93 mid-life (likely $1.75–$2.77)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$1.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 430 simulated challenges: the $30 strike is typically first touched on day 5 of 8, 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 (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3031 Jul 202611d left+$0.48/sh+$5,981
cycle +$8,106
[+$3,228…+$9,562] · 91% credit
69%
surv 54%
-$31,950 NOT
cap gain +$61,300
Up-and-out for even (raise the cap, free)~$3031 Jul 202611d left+$0.21/sh+$2,673
cycle +$4,798
[-$576…+$5,902] · 72% credit
71%
surv 58%
-$29,371 NOT
cap gain +$63,879
Max even-money escape in the band~$3031 Jul 202611d left+$0.21/sh+$2,673
cycle +$4,798
[-$576…+$5,902] · 72% credit
71%
surv 58%
-$29,371 NOT
cap gain +$63,879
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3131 Jul 202611d left-$0.00/sh-$13
cycle +$2,112
[-$3,638…+$3,013] · 47% credit
72%
surv 61%
-$26,802 NOT
cap gain +$66,448
budget: banked $2,125 debit $13 (1% used ≈ 0.0 wk of income) → whole cycle still +$2,112 cash · rolled 125 ct earn ≈ $65,840/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$7,969/mo
vs 50% target ($26,125/mo)-69%
vs normal income ($52,250/mo)15% covered
Net income (after hedge)$7,969/mo
Downside budget
⚠ $29.50 is $4 below CC-SS $33.25: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,717
… as % of IC ($27,625)161.9%
… as % of ML ($277,625)16.1%
Recovery months (at normal income)0.9 mo
Surgical close (125 ct)$-95,938
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $29.89 (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 $33.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.89
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
≥ $29.89
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.50 (1.3σ)$2,125$-37,932+$55,318+$2,000
+2.5%$30.24 (1.5σ)$-7,094$-39,398+$53,852-$7,219
+5%$30.98 (1.7σ)$-16,313$-40,863+$52,387-$16,438
SS (= V-bounce)$39.71 (4.1σ)$-125,500$-58,224+$35,026-$116,750
V-BOUNCE STRESS (stock → CC-SS $33.25, where you are whole again, by expiry)
Starting unrealized P&L: $-93,250
+ Fortress recovery (un-capped): +$92,587
− CC assignment net of premium (125 × $29.50): -$44,717
Total Position P&L @ SS: $-45,380 (+$47,870 vs today)
Do-nothing baseline at SS: $-538 (this trade vs do-nothing: $-44,842, the opportunity cost of earning $7,969/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$64,875, position total $-48,585 (+$44,665 vs today)
33% normal ← lean105 × $27.5024 Jul8d12.5%80%42%$4,620$17,325-$8,910$55,727
Sell 105 × $27.50 12.5% OTM over spot $24.44 24 Jul 2026 (8d, $0.59 mid)
= $4,620 credit for the 8d cycle → $17,325/mo projected
Survival (stays ≤ $27.50)
80%
Breach risk
20%
POP (stays ≤ $28.09)
84%
EV / mo
+$3,937
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.6-3.0] median  ·  67% of paths whole by 9 mo (vs 58% without)  ·  ~5.6 challenges expected  ·  median CC cash $28,832
🛡 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)
30%
Flat exit net (mid-life)
-$13,618
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 105 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life (likely $1.74–$2.76)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$1.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 914 simulated challenges: the $28 strike is typically first touched on day 5 of 8, at $28 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (105 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2831 Jul 202611d left+$0.43/sh+$4,519
cycle +$9,139
[+$1,193…+$5,941] · 85% credit
69%
surv 54%
-$51,922 NOT
cap gain +$41,328
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202611d left+$0.40/sh+$4,188
cycle +$8,808
[+$831…+$5,561] · 83% credit
69%
surv 54%
-$51,623 NOT
cap gain +$41,627
Up-and-out for even (raise the cap, free)~$2831 Jul 202611d left+$0.17/sh+$1,753
cycle +$6,373
[-$1,920…+$2,945] · 52% credit
71%
surv 58%
-$48,802 NOT
cap gain +$44,448
Max even-money escape in the band~$2831 Jul 202611d left+$0.17/sh+$1,753
cycle +$6,373
[-$1,920…+$2,945] · 52% credit
71%
surv 58%
-$48,802 NOT
cap gain +$44,448
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2931 Jul 202611d left-$0.24/sh-$2,497
cycle +$2,123
[-$6,979…-$1,606] · 16% credit
74%
surv 65%
-$42,540 NOT
cap gain +$50,710
budget: banked $4,620 debit $2,497 (54% used ≈ 0.6 wk of income) → whole cycle still +$2,123 cash · rolled 105 ct earn ≈ $42,930/mo while parked; 20 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$17,325/mo
vs 50% target ($26,125/mo)-34%
vs normal income ($52,250/mo)33% covered
Net income (after hedge)$17,365/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.25: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,727
… as % of IC ($27,625)201.7%
… as % of ML ($277,625)20.1%
Recovery months (at normal income)1.1 mo
Surgical close (105 ct)$-79,905
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 $0.44 collected) or spot ≥ $28.09 (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 $33.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.09
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
≥ $28.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$4,620$-56,442+$36,808+$4,515
+2.5%$28.19 (≤1σ, normal week)$-2,599$-56,433+$36,817-$2,704
+5%$28.88 (1.2σ)$-9,818$-56,425+$36,825-$9,922
SS (= V-bounce)$39.71 (4.1σ)$-123,585$-57,709+$35,541-$116,235
V-BOUNCE STRESS (stock → CC-SS $33.25, where you are whole again, by expiry)
Starting unrealized P&L: $-93,250
+ Fortress recovery (un-capped): +$92,587
− CC assignment net of premium (105 × $27.50): -$55,727
+ Conservative CC premium (20 × $39): +$20
Total Position P&L @ SS: $-56,370 (+$36,880 vs today)
Do-nothing baseline at SS: $-538 (this trade vs do-nothing: $-55,832, the opportunity cost of earning $17,325/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$72,660, position total $-56,350 (+$36,900 vs today)
🎯 50% normal106 × $26.5024 Jul8d8.4%73%45%$6,996$26,235$64,526
Sell 106 × $26.50 8.4% OTM over spot $24.44 24 Jul 2026 (8d, $0.94 mid)
= $6,996 credit for the 8d cycle → $26,235/mo projected
Survival (stays ≤ $26.50)
73%
Breach risk
27%
POP (stays ≤ $27.43)
80%
EV / mo
+$4,560
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.7-3.1] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  66% of paths whole by 9 mo (vs 56% without)  ·  ~8.8 challenges expected  ·  median CC cash $39,712
🛡 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)
45%
Flat exit net (mid-life)
-$10,418
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 75% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 106 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.32/sh now → $1.64 mid-life (likely $1.87–$2.82)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$0.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,356 simulated challenges: the $26 strike is typically first touched on day 4 of 8, at $27 (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 (106 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2631 Jul 202611d left+$0.41/sh+$4,316
cycle +$11,312
[+$492…+$4,188] · 81% credit
69%
surv 54%
-$60,263 NOT
cap gain +$32,987
Reliable up-and-out (highest cap still free ≥60%)~$2731 Jul 202611d left+$0.38/sh+$3,984
cycle +$10,980
[+$102…+$3,821] · 76% credit
69%
surv 54%
-$59,965 NOT
cap gain +$33,285
Up-and-out for even (raise the cap, free)~$2731 Jul 202611d left+$0.14/sh+$1,530
cycle +$8,526
[-$2,725…+$1,193] · 36% credit
71%
surv 58%
-$57,162 NOT
cap gain +$36,088
Max even-money escape in the band~$2731 Jul 202611d left+$0.14/sh+$1,530
cycle +$8,526
[-$2,725…+$1,193] · 36% credit
71%
surv 58%
-$57,162 NOT
cap gain +$36,088
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2931 Jul 202611d left-$0.61/sh-$6,516
cycle +$480
[-$13,094…-$7,786] · 1% credit
75%
surv 69%
-$49,440 NOT
cap gain +$43,810
budget: banked $6,996 debit $6,516 (93% used ≈ 1.1 wk of income) → whole cycle still +$480 cash · rolled 106 ct earn ≈ $29,721/mo while parked; 19 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$26,235/mo
vs 50% target ($26,125/mo)+0%
vs normal income ($52,250/mo)50% covered
Net income (after hedge)$26,273/mo
Downside budget
⚠ $26.50 is $7 below CC-SS $33.25: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$64,526
… as % of IC ($27,625)233.6%
… as % of ML ($277,625)23.2%
Recovery months (at normal income)1.2 mo
Surgical close (106 ct)$-81,991
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.66 collected) or spot ≥ $27.43 (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 $33.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-27.43
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
≥ $27.43
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (≤1σ, normal week)$6,996$-64,579+$28,671+$6,890
+2.5%$27.16 (≤1σ, normal week)$-26$-64,637+$28,613-$132
+5%$27.83 (≤1σ, normal week)$-7,049$-64,695+$28,555-$7,155
SS (= V-bounce)$39.71 (4.1σ)$-133,030$-67,084+$26,166-$125,610
V-BOUNCE STRESS (stock → CC-SS $33.25, where you are whole again, by expiry)
Starting unrealized P&L: $-93,250
+ Fortress recovery (un-capped): +$92,587
− CC assignment net of premium (106 × $26.50): -$64,526
+ Conservative CC premium (19 × $39): +$19
Total Position P&L @ SS: $-65,170 (+$28,080 vs today)
Do-nothing baseline at SS: $-538 (this trade vs do-nothing: $-64,632, the opportunity cost of earning $26,235/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$81,620, position total $-65,311 (+$27,939 vs today)
100% normal124 × $2524 Jul8d2.3%59%87%$14,012$52,545+$26,310$88,255
Sell 124 × $25 2.3% OTM over spot $24.44 24 Jul 2026 (8d, $1.33 mid)
= $14,012 credit for the 8d cycle → $52,545/mo projected
Survival (stays ≤ $25)
59%
Breach risk
41%
POP (stays ≤ $26.34)
71%
EV / mo
+$4,660
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-3.0] median, 0.3 mo faster than no FIGHT (1.6 mo)  ·  74% of paths whole by 9 mo (vs 60% without)  ·  ~16.1 challenges expected  ·  median CC cash $46,958
🛡 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)
68%
Flat exit net (mid-life)
-$4,662
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 124 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.13/sh now → $1.51 mid-life (likely $2.04–$2.94)≈ $0 at expiry  |  you banked $1.13/sh, so a flat mid-life exit nets -$0.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,053 simulated challenges: the $25 strike is typically first touched on day 2 of 8, at $26 (overshoots $0.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (124 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2531 Jul 202611d left+$0.37/sh+$4,631
cycle +$18,643
[-$1,036…+$2,200] · 63% credit
69%
surv 54%
-$68,719 NOT
cap gain +$24,531
Up-and-out for even (raise the cap, free)~$2631 Jul 202611d left+$0.11/sh+$1,386
cycle +$15,398
[-$4,946…-$1,295] · 15% credit
71%
surv 58%
-$66,077 NOT
cap gain +$27,173
Max even-money escape in the band~$2631 Jul 202611d left+$0.11/sh+$1,386
cycle +$15,398
[-$4,946…-$1,295] · 15% credit
71%
surv 58%
-$66,077 NOT
cap gain +$27,173
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2931 Jul 202611d left-$1.12/sh-$13,859
cycle +$153
[-$26,747…-$18,689]
84%
surv 82%
-$44,529 NOT
cap gain +$48,721
budget: banked $14,012 debit $13,859 (99% used ≈ 1.1 wk of income) → whole cycle still +$153 cash · rolled 124 ct earn ≈ $13,130/mo while parked; 1 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$52,545/mo
vs 50% target ($26,125/mo)+101%
vs normal income ($52,250/mo)101% covered
Net income (after hedge)$52,547/mo
Downside budget
⚠ $25 is $8 below CC-SS $33.25: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$88,255
… as % of IC ($27,625)319.5%
… as % of ML ($277,625)31.8%
Recovery months (at normal income)1.7 mo
Surgical close (124 ct)$-95,046
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.13 collected) or spot ≥ $26.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); NOT the premium you collected. Momentum override: two daily closes above $33.86 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.34
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $26.34
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$14,012$-73,350+$19,900+$13,888
+2.5%$25.62 (≤1σ, normal week)$6,262$-74,530+$18,720+$6,138
+5%$26.25 (≤1σ, normal week)$-1,488$-75,709+$17,541-$1,612
SS (= V-bounce)$39.71 (4.1σ)$-168,392$-101,186-$7,936-$159,712
V-BOUNCE STRESS (stock → CC-SS $33.25, where you are whole again, by expiry)
Starting unrealized P&L: $-93,250
+ Fortress recovery (un-capped): +$92,587
− CC assignment net of premium (124 × $25): -$88,255
+ Conservative CC premium (1 × $39): +$1
Total Position P&L @ SS: $-88,917 (+$4,333 vs today)
Do-nothing baseline at SS: $-538 (this trade vs do-nothing: $-88,379, the opportunity cost of earning $52,545/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$108,252, position total $-91,961 (+$1,289 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on GLXY are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 12 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.841 (IBKR)  |  Recovery@SS: +$92,587 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-538

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.508d24 Jul 2026$0.66106/125$26,235$26,27373%80%+$4,560-$64,526233.6%$-65,170 (vs do-nothing $-64,632)
$26.5015d31 Jul 2026$1.09120/125$26,160$26,17069%77%+$3,226-$67,888245.7%$-68,546 (vs do-nothing $-68,008)
$268d24 Jul 2026$0.7890/125$26,325$26,39568%77%+$3,352-$58,206210.7%$-58,834 (vs do-nothing $-58,296)
$2615d31 Jul 2026$1.4690/125$26,280$26,35066%75%+$6,200-$52,086188.5%$-52,714 (vs do-nothing $-52,176)
$25.508d24 Jul 2026$0.8781/125$26,426$26,51464%74%+$869-$55,707201.7%$-56,325 (vs do-nothing $-55,788)
$25.5015d31 Jul 2026$1.6580/125$26,400$26,49062%74%+$5,668-$48,779176.6%$-49,397 (vs do-nothing $-48,859)
$258d24 Jul 2026$1.1362/125$26,272$26,39859%71%+$2,330-$44,128159.7%$-44,727 (vs do-nothing $-44,190)
$2515d31 Jul 2026$1.8671/125$26,412$26,52058%72%+$5,150-$45,350164.2%$-45,959 (vs do-nothing $-45,421)
$24.5015d31 Jul 2026$2.0963/125$26,334$26,45855%70%+$4,648-$41,941151.8%$-42,542 (vs do-nothing $-42,004)
$24.508d24 Jul 2026$1.3054/125$26,325$26,46754%70%+$1,059-$40,216145.6%$-40,807 (vs do-nothing $-40,270)
$2415d31 Jul 2026$2.3556/125$26,320$26,45851%69%+$4,284-$38,625139.8%$-39,219 (vs do-nothing $-38,681)
$248d24 Jul 2026$1.5645/125$26,325$26,48548%66%+$1,070-$34,593125.2%$-35,176 (vs do-nothing $-34,638)

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  |  2026-07-16 03:39