FORTRESS FIGHT: GLXY @ $23.72

BE SS: $39.71  |  CC-SS: $34.39  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-16 21:38

GLXYBBC @ $23.72   UNDERWATER $15.99 (40.3% 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: $34.39 (banked floor $34.23)  |  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$44,500/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,163/mo (info only, already in marks)
Unrealized P&L$-113,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$22,250/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$44,500/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 $34.39 (probe: $32.5C 15d) brings only $250/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)
$111,496
was $113,250 · 2% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$34.39 → $34.23
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 23 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.86 (+47%) · daily UBB $33.89 · 1-wk expected move ±$3 (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: 119 contracts at $26 / 8d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($22,250/mo); it brings $22,312/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 104 × $24/8d for $44,850/mo, but breach risk rises to 44% (+19pp 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 × $29/8d (92% survival, $4,219/mo).
Downside anchor: the primary mortgages $93,884 (340% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 119 contracts realizes $-112,931 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 119 × $26, 75% survival, $22,312/mo (E[net] $-7,936/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 · 8d119 × $2675%$22,312$-7,936

📅 NEXT FRIDAY · 24 Jul 2026 · 8d · E[net] $-7,936/mo 🏆 GRAND PICK

🎯 Engine pick: sell 119 × $26 (primary), 75% survival, breach 25%, $22,312/mo.
⚖️ Worth a safer step: the $29 rung (🛡 safe yield) lifts survival to 92% (breach 25% → 8%) for $18,094/mo less (81% 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 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $23.72 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean125 × $2924 Jul8d22.3%92%18%$1,125$4,219-$18,094$66,242
Sell 125 × $29 22.3% OTM over spot $23.72 24 Jul 2026 (8d, $0.27 mid)
= $1,125 credit for the 8d cycle → $4,219/mo projected
Survival (stays ≤ $29)
92%
Breach risk
8%
POP (stays ≤ $29.27)
92%
EV / mo
$-253
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.7] median, 0.1 mo SLOWER than no FIGHT (1.7 mo): roll costs eat the credits at this rung  ·  53% of paths whole by 9 mo (vs 50% without)  ·  ~2.5 challenges expected  ·  median CC cash $14,196
🛡 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)
13%
Flat exit net (mid-life)
-$23,637
Free roll-up
none
Safest escape (by 7 Aug 2026)
$30 @ 72% POP
62% 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: $2.80/sh now → $1.98 mid-life (likely $1.69–$2.80)≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$1.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 376 simulated challenges: the $29 strike is typically first touched on day 6 of 8, at $30 (overshoots $0.95). 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
Max even-money escape in the band~$307 Aug 202618d left+$0.32/sh+$4,039
cycle +$5,164
[+$276…+$8,599] · 76% credit
72%
surv 62%
-$39,452 NOT
cap gain +$73,798
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2931 Jul 202611d left+$0.13/sh+$1,638
cycle +$2,763
[-$1,896…+$5,742] · 62% credit
67%
surv 54%
-$55,245 NOT
cap gain +$58,005
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$4,219/mo
vs 50% target ($22,250/mo)-81%
vs normal income ($44,500/mo)9% covered
Net income (after hedge)$4,219/mo
Downside budget
⚠ $29 is $5 below CC-SS $34.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,242
… as % of IC ($27,625)239.8%
… as % of ML ($277,625)23.9%
Recovery months (at normal income)1.5 mo
Surgical close (125 ct)$-115,437
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 $0.09 collected) or spot ≥ $29.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $29)); NOT the premium you collected. Momentum override: two daily closes above $33.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.27
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
≥ $29.27
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$29.00 (1.4σ)$1,125$-56,883+$56,367+$1,000
+2.5%$29.72 (1.6σ)$-7,937$-58,360+$54,890-$8,062
+5%$30.45 (1.8σ)$-17,000$-59,837+$53,413-$17,125
SS (= V-bounce)$39.71 (4.3σ)$-132,750$-78,705+$34,545-$105,250
V-BOUNCE STRESS (stock → CC-SS $34.39, where you are whole again, by expiry)
Starting unrealized P&L: $-113,250
+ Fortress recovery (un-capped): +$111,628
− CC assignment net of premium (125 × $29): -$66,242
Total Position P&L @ SS: $-67,864 (+$45,386 vs today)
Do-nothing baseline at SS: $-1,497 (this trade vs do-nothing: $-66,367, the opportunity cost of earning $4,219/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$72,125, position total $-68,823 (+$44,427 vs today)
33% normal79 × $2624 Jul8d9.6%75%53%$3,950$14,812-$7,500$62,326
Sell 79 × $26 9.6% OTM over spot $23.72 24 Jul 2026 (8d, $0.93 mid)
= $3,950 credit for the 8d cycle → $14,812/mo projected
Survival (stays ≤ $26)
75%
Breach risk
25%
POP (stays ≤ $26.93)
81%
EV / mo
+$900
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.7 mo [0.9-3.4] median, 0.1 mo faster than no FIGHT (1.8 mo)  ·  53% of paths whole by 9 mo (vs 48% without)  ·  ~9.0 challenges expected  ·  median CC cash $32,498
🛡 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)
41%
Flat exit net (mid-life)
-$9,316
Free roll-up
none
Safest escape (by 7 Aug 2026)
$29 @ 76% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 79 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: $2.37/sh now → $1.68 mid-life (likely $1.90–$2.78)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,233 simulated challenges: the $26 strike is typically first touched on day 4 of 8, at $27 (overshoots $0.82). 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 (79 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%)~$267 Aug 202618d left+$0.45/sh+$3,560
cycle +$7,510
[-$398…+$3,353] · 70% credit
69%
surv 57%
-$78,910 NOT
cap gain +$34,340
Max even-money escape in the band~$277 Aug 202618d left+$0.20/sh+$1,592
cycle +$5,542
[-$2,401…+$1,304] · 38% credit
72%
surv 63%
-$70,416 NOT
cap gain +$42,834
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2631 Jul 202611d left+$0.11/sh+$883
cycle +$4,833
[-$2,699…+$641] · 32% credit
67%
surv 54%
-$84,516 NOT
cap gain +$28,734
Safety roll (pay small debit, max POP)~$297 Aug 202618d left-$0.39/sh-$3,109
cycle +$841
[-$8,145…-$3,881] · 7% credit
76%
surv 71%
-$59,422 NOT
cap gain +$53,828
budget: banked $3,950 debit $3,109 (79% used ≈ 0.9 wk of income) → whole cycle still +$841 cash · rolled 79 ct earn ≈ $16,928/mo while parked; 46 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$14,812/mo
vs 50% target ($22,250/mo)-33%
vs normal income ($44,500/mo)33% covered
Net income (after hedge)$14,904/mo
Downside budget
⚠ $26 is $8 below CC-SS $34.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,326
… as % of IC ($27,625)225.6%
… as % of ML ($277,625)22.4%
Recovery months (at normal income)1.4 mo
Surgical close (79 ct)$-74,971
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $26.93 (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 $33.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.93
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
≥ $26.93
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$26.00 (≤1σ, normal week)$3,950$-85,399+$27,851+$3,871
+2.5%$26.65 (≤1σ, normal week)$-1,185$-83,734+$29,516-$1,264
+5%$27.30 (≤1σ, normal week)$-6,320$-82,068+$31,182-$6,399
SS (= V-bounce)$39.71 (4.3σ)$-104,359$-60,434+$52,816-$86,979
V-BOUNCE STRESS (stock → CC-SS $34.39, where you are whole again, by expiry)
Starting unrealized P&L: $-113,250
+ Fortress recovery (un-capped): +$111,628
− CC assignment net of premium (79 × $26): -$62,326
+ Conservative CC premium (46 × $37.50): +$46
Total Position P&L @ SS: $-63,902 (+$49,348 vs today)
Do-nothing baseline at SS: $-1,497 (this trade vs do-nothing: $-62,405, the opportunity cost of earning $14,812/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$66,044, position total $-62,696 (+$50,554 vs today)
🎯 50% normal119 × $2624 Jul8d9.6%75%40%$5,950$22,312$93,884
Sell 119 × $26 9.6% OTM over spot $23.72 24 Jul 2026 (8d, $0.93 mid)
= $5,950 credit for the 8d cycle → $22,312/mo projected
Survival (stays ≤ $26)
75%
Breach risk
25%
POP (stays ≤ $26.93)
81%
EV / mo
+$1,355
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.8 mo [0.9-3.4] median  ·  62% of paths whole by 9 mo (vs 52% without)  ·  ~8.3 challenges expected  ·  median CC cash $42,408
🛡 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)
40%
Flat exit net (mid-life)
-$14,032
Free roll-up
none
Safest escape (by 7 Aug 2026)
$29 @ 76% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 119 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: $2.37/sh now → $1.68 mid-life (likely $1.90–$2.81)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,211 simulated challenges: the $26 strike is typically first touched on day 4 of 8, at $27 (overshoots $0.83). 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 (119 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%)~$267 Aug 202618d left+$0.45/sh+$5,362
cycle +$11,312
[-$416…+$5,041] · 70% credit
69%
surv 57%
-$75,148 NOT
cap gain +$38,102
Max even-money escape in the band~$277 Aug 202618d left+$0.20/sh+$2,398
cycle +$8,348
[-$3,595…+$1,954] · 39% credit
72%
surv 63%
-$67,650 NOT
cap gain +$45,600
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2631 Jul 202611d left+$0.11/sh+$1,330
cycle +$7,280
[-$4,069…+$945] · 31% credit
67%
surv 54%
-$82,109 NOT
cap gain +$31,141
Safety roll (pay small debit, max POP)~$297 Aug 202618d left-$0.39/sh-$4,683
cycle +$1,267
[-$12,047…-$5,902] · 7% credit
76%
surv 71%
-$59,037 NOT
cap gain +$54,213
budget: banked $5,950 debit $4,683 (79% used ≈ 0.9 wk of income) → whole cycle still +$1,267 cash · rolled 119 ct earn ≈ $25,499/mo while parked; 6 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$22,312/mo
vs 50% target ($22,250/mo)+0%
vs normal income ($44,500/mo)50% covered
Net income (after hedge)$22,324/mo
Downside budget
⚠ $26 is $8 below CC-SS $34.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$93,884
… as % of IC ($27,625)339.9%
… as % of ML ($277,625)33.8%
Recovery months (at normal income)2.1 mo
Surgical close (119 ct)$-112,931
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $26.93 (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 $33.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.93
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
≥ $26.93
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$26.00 (≤1σ, normal week)$5,950$-83,439+$29,811+$5,831
+2.5%$26.65 (≤1σ, normal week)$-1,785$-84,374+$28,876-$1,904
+5%$27.30 (≤1σ, normal week)$-9,520$-85,308+$27,942-$9,639
SS (= V-bounce)$39.71 (4.3σ)$-157,199$-104,474+$8,776-$131,019
V-BOUNCE STRESS (stock → CC-SS $34.39, where you are whole again, by expiry)
Starting unrealized P&L: $-113,250
+ Fortress recovery (un-capped): +$111,628
− CC assignment net of premium (119 × $26): -$93,884
+ Conservative CC premium (6 × $37.50): +$6
Total Position P&L @ SS: $-95,499 (+$17,751 vs today)
Do-nothing baseline at SS: $-1,497 (this trade vs do-nothing: $-94,003, the opportunity cost of earning $22,312/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$99,484, position total $-96,176 (+$17,074 vs today)
100% normal104 × $2424 Jul8d1.2%56%93%$11,960$44,850+$22,538$96,090
Sell 104 × $24 1.2% OTM over spot $23.72 24 Jul 2026 (8d, $2.22 mid)
= $11,960 credit for the 8d cycle → $44,850/mo projected
Survival (stays ≤ $24)
56%
Breach risk
44%
POP (stays ≤ $26.23)
77%
EV / mo
+$3,501
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 2.1 mo [1.0-4.2] median, 0.1 mo SLOWER than no FIGHT (2.0 mo): roll costs eat the credits at this rung  ·  65% of paths whole by 9 mo (vs 54% without)  ·  ~23.7 challenges expected  ·  median CC cash $58,243
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
72%
Flat exit net (mid-life)
-$3,540
Free roll-up
none
Safest escape (by 7 Aug 2026)
$31 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 104 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: $2.11/sh now → $1.49 mid-life (likely $2.07–$2.94)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$0.34/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,167 simulated challenges: the $24 strike is typically first touched on day 2 of 8, at $25 (overshoots $0.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (104 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$257 Aug 202618d left+$0.13/sh+$1,316
cycle +$13,276
[-$5,781…-$1,992] · 11% credit
73%
surv 63%
-$83,631 NOT
cap gain +$29,619
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2431 Jul 202611d left+$0.10/sh+$1,036
cycle +$12,996
[-$5,254…-$1,903] · 11% credit
67%
surv 54%
-$97,303 NOT
cap gain +$15,947
Safety roll (pay small debit, max POP)~$317 Aug 202618d left-$1.10/sh-$11,445
cycle +$515
[-$22,996…-$16,142]
89%
surv 88%
-$38,849 NOT
cap gain +$74,401
budget: banked $11,960 debit $11,445 (96% used ≈ 1.1 wk of income) → whole cycle still +$515 cash · rolled 104 ct earn ≈ $6,758/mo while parked; 21 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$44,850/mo
vs 50% target ($22,250/mo)+102%
vs normal income ($44,500/mo)101% covered
Net income (after hedge)$44,892/mo
Downside budget
⚠ $24 is $10 below CC-SS $34.39: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$96,090
… as % of IC ($27,625)347.8%
… as % of ML ($277,625)34.6%
Recovery months (at normal income)2.2 mo
Surgical close (104 ct)$-105,404
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $26.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $24)); NOT the premium you collected. Momentum override: two daily closes above $33.89 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $23.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-26.23
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
≥ $26.23
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (≤1σ, normal week)$11,960$-98,339+$14,911+$11,856
+2.5%$24.60 (≤1σ, normal week)$5,720$-98,302+$14,948+$5,616
+5%$25.20 (≤1σ, normal week)$-520$-98,264+$14,986-$624
SS (= V-bounce)$39.71 (4.3σ)$-151,424$-101,999+$11,251-$128,544
V-BOUNCE STRESS (stock → CC-SS $34.39, where you are whole again, by expiry)
Starting unrealized P&L: $-113,250
+ Fortress recovery (un-capped): +$111,628
− CC assignment net of premium (104 × $24): -$96,090
+ Conservative CC premium (21 × $37.50): +$21
Total Position P&L @ SS: $-97,690 (+$15,560 vs today)
Do-nothing baseline at SS: $-1,497 (this trade vs do-nothing: $-96,194, the opportunity cost of earning $44,850/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$100,984, position total $-97,661 (+$15,589 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 (17 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 17 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: 0.837 (IBKR)  |  Recovery@SS: +$111,628 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,497

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$268d24 Jul 2026$0.50119/125$22,312$22,32475%81%+$1,355-$93,884339.9%$-95,499 (vs do-nothing $-94,003)
$26.5015d31 Jul 2026$0.91123/125$22,386$22,39074%84%+$4,091-$85,847310.8%$-87,466 (vs do-nothing $-85,970)
$25.508d24 Jul 2026$0.6395/125$22,444$22,50471%78%+$1,339-$78,464284.0%$-80,056 (vs do-nothing $-78,559)
$2615d31 Jul 2026$1.07104/125$22,256$22,29870%82%+$4,111-$76,122275.6%$-77,722 (vs do-nothing $-76,226)
$25.5015d31 Jul 2026$1.2490/125$22,320$22,39067%78%+$3,981-$68,845249.2%$-70,431 (vs do-nothing $-68,935)
$258d24 Jul 2026$0.6296/125$22,320$22,37866%79%$-4,312-$84,186304.7%$-85,779 (vs do-nothing $-84,282)
$25.5022d7 Aug 2026$1.40117/125$22,336$22,35266%78%+$532-$87,626317.2%$-89,239 (vs do-nothing $-87,743)
$2515d31 Jul 2026$1.2093/125$22,320$22,38464%78%+$445-$76,161275.7%$-77,751 (vs do-nothing $-76,254)
$2522d7 Aug 2026$1.8091/125$22,336$22,40463%74%+$3,228-$69,063250.0%$-70,651 (vs do-nothing $-69,154)
$24.508d24 Jul 2026$0.8372/125$22,410$22,51661%79%$-2,276-$65,228236.1%$-66,796 (vs do-nothing $-65,300)
$24.5015d31 Jul 2026$1.6070/125$22,400$22,51060%77%+$3,252-$58,026210.0%$-59,592 (vs do-nothing $-58,096)
$24.5022d7 Aug 2026$1.60102/125$22,255$22,30160%74%$-1,811-$84,552306.1%$-86,150 (vs do-nothing $-84,654)
$2422d7 Aug 2026$2.0580/125$22,364$22,45457%72%+$1,215-$66,715241.5%$-68,292 (vs do-nothing $-66,795)
Show 4 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2415d31 Jul 2026$1.6070/125$22,400$22,51056%74%+$259-$61,526222.7%$-63,092 (vs do-nothing $-61,596)
$248d24 Jul 2026$1.1552/125$22,425$22,57156%77%+$1,751-$48,045173.9%$-49,593 (vs do-nothing $-48,097)
$23.5015d31 Jul 2026$2.0056/125$22,400$22,53853%73%+$2,036-$49,781180.2%$-51,333 (vs do-nothing $-49,837)
$23.508d24 Jul 2026$1.3345/125$22,444$22,60451%69%$-391-$43,017155.7%$-44,559 (vs do-nothing $-43,062)

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 21:38