FORTRESS FIGHT: GLXY @ $22.59

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

GENERATED2026-07-17 03:39

GLXYBBC @ $22.59   UNDERWATER $17.12 (43.1% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-07-28 (Tue), in 11 days. The recommended CC (7d) 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: $33.81 (banked floor $33.65)  |  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$46,339/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,170/mo (info only, already in marks)
Unrealized P&L$-118,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$23,170/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$46,339/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $27,625
ML VELOCITY
6.0 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.81 (probe: $34C 14d) brings only $1,339/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)
$116,496
was $118,250 · 1% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$33.81 → $33.65
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 35 · %B 19 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.86 (+54%) · daily UBB $33.17 · 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: 118 contracts at $25 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($23,170/mo); it brings $23,263/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 103 × $23/7d for $46,791/mo, but breach risk rises to 42% (+21pp 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 × $27/7d (91% survival, $9,643/mo).
Downside anchor: the primary mortgages $98,487 (357% 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 118 contracts realizes $-112,395 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 (7d) · sell 118 × $25, 79% survival, $23,263/mo (E[net] $2,001/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 · 7d118 × $2579%$23,263$2,001

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $2,001/mo 🏆 GRAND PICK

🎯 Engine pick: sell 118 × $25 (primary), 79% survival, breach 21%, $23,263/mo.
Stay at the pick. Stepping safer (the $25.50 rung (33% normal) lifts survival to 82% (breach 21% → 18%) for $7,886/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $22.59 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $2724 Jul7d19.5%91%19%+6pp$2,250$9,643-$13,620$82,830
Sell 125 × $27 19.5% OTM over spot $22.59 24 Jul 2026 (7d, $0.22 mid)
= $2,250 credit for the 7d cycle → $9,643/mo projected
Survival (stays ≤ $27)
91%
Breach risk
9%
POP (stays ≤ $27.22)
92%
EV / mo
+$4,766
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
54% whole by 9mo vs 47% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,748/mo
median; plan ~$3,908/mo after 68% keep · $30,689 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-3.7], measured ONLY among the 54% of futures that got whole
🛡 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)
-$15,122
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$31 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.96/sh now → $1.39 mid-life (likely $1.20–$1.98)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$1.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 417 simulated challenges: the $27 strike is typically first touched on day 5 of 7, at $28 (overshoots $0.81). 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)~$2731 Jul 202610d left+$0.63/sh+$7,824
cycle +$10,074
[+$6,870…+$11,499] · 99% credit
69%
surv 54%
-$62,587 NOT
cap gain +$55,663
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202624d left+$0.31/sh+$3,904
cycle +$6,154
[+$1,148…+$7,313] · 83% credit
77%
surv 71%
-$31,257 NOT
cap gain +$86,993
Up-and-out for even (raise the cap, free)~$2831 Jul 202610d left+$0.02/sh+$309
cycle +$2,559
[-$1,911…+$2,704] · 54% credit
74%
surv 64%
-$55,527 NOT
cap gain +$62,723
Max even-money escape in the band~$3114 Aug 202624d left+$0.02/sh+$208
cycle +$2,458
[-$3,130…+$3,331] · 52% credit
79%
surv 75%
-$24,615 NOT
cap gain +$93,635
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
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$9,643/mo
vs 50% target ($23,170/mo)-58%
vs normal income ($46,339/mo)21% covered
Net income (after hedge)$9,643/mo
Downside budget
⚠ $27 is $7 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$82,830
… as % of IC ($27,625)299.8%
… as % of ML ($277,625)29.8%
Recovery months (at normal income)1.8 mo
Surgical close (125 ct)$-118,750
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 $0.18 collected) or spot ≥ $27.22 (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 $33.17 (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
$27-27.22
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
≥ $27.22
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 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.00 (1.4σ)$2,250$-70,412+$47,838+$2,125
+2.5%$27.67 (1.6σ)$-6,187$-71,871+$46,379-$6,312
+5%$28.35 (1.8σ)$-14,625$-73,331+$44,919-$14,750
SS (= V-bounce)$39.71 (5.4σ)$-156,625$-97,897+$20,353-$147,875
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-118,250
+ Fortress recovery (un-capped): +$115,949
− CC assignment net of premium (125 × $27): -$82,830
Total Position P&L @ SS: $-85,130 (+$33,120 vs today)
Do-nothing baseline at SS: $-2,176 (this trade vs do-nothing: $-82,955, the opportunity cost of earning $9,643/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$96,000, position total $-87,409 (+$30,841 vs today)
33% normal92 × $25.5024 Jul7d12.9%82%36%+11pp$3,588$15,377-$7,886$72,831
Sell 92 × $25.50 12.9% OTM over spot $22.59 24 Jul 2026 (7d, $0.45 mid)
= $3,588 credit for the 7d cycle → $15,377/mo projected
Survival (stays ≤ $25.50)
82%
Breach risk
18%
POP (stays ≤ $25.95)
85%
EV / mo
+$6,252
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
60% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,637/mo
median; plan ~$5,193/mo after 68% keep · $39,063 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-3.8], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
26%
Flat exit net (mid-life)
-$8,125
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$30 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 92 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.80/sh now → $1.27 mid-life (likely $1.24–$1.99)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 774 simulated challenges: the $26 strike is typically first touched on day 4 of 7, at $26 (overshoots $0.79). 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 (92 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2631 Jul 202610d left+$0.57/sh+$5,276
cycle +$8,864
[+$3,862…+$6,692] · 98% credit
69%
surv 54%
-$79,271 NOT
cap gain +$38,979
Up-and-out for even (raise the cap, free)~$2631 Jul 202610d left+$0.21/sh+$1,889
cycle +$5,477
[+$70…+$2,935] · 76% credit
72%
surv 61%
-$73,251 NOT
cap gain +$44,999
Max even-money escape in the band~$2914 Aug 202624d left+$0.21/sh+$1,925
cycle +$5,513
[-$1,044…+$3,170] · 61% credit
78%
surv 72%
-$47,371 NOT
cap gain +$70,879
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$307 Aug 202618d left-$0.34/sh-$3,117
cycle +$471
[-$6,498…-$2,427] · 11% credit
84%
surv 80%
-$36,907 NOT
cap gain +$81,343
budget: banked $3,588 debit $3,117 (87% used ≈ 0.9 wk of income) → whole cycle still +$471 cash · rolled 92 ct earn ≈ $14,327/mo while parked; 33 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$15,377/mo
vs 50% target ($23,170/mo)-34%
vs normal income ($46,339/mo)33% covered
Net income (after hedge)$15,448/mo
Downside budget
⚠ $25.50 is $8 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$72,831
… as % of IC ($27,625)263.6%
… as % of ML ($277,625)26.2%
Recovery months (at normal income)1.6 mo
Surgical close (92 ct)$-87,584
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $25.95 (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 $33.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.95
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
≥ $25.95
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 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (≤1σ, normal week)$3,588$-84,547+$33,703+$3,496
+2.5%$26.14 (1.1σ)$-2,277$-83,822+$34,428-$2,369
+5%$26.78 (1.3σ)$-8,142$-83,097+$35,153-$8,234
SS (= V-bounce)$39.71 (5.4σ)$-127,144$-70,726+$47,524-$120,704
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-118,250
+ Fortress recovery (un-capped): +$115,949
− CC assignment net of premium (92 × $25.50): -$72,831
+ Conservative CC premium (33 × $39): +$33
Total Position P&L @ SS: $-75,098 (+$43,152 vs today)
Do-nothing baseline at SS: $-2,176 (this trade vs do-nothing: $-72,923, the opportunity cost of earning $15,377/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$82,524, position total $-73,900 (+$44,350 vs today)
🎯 50% normal118 × $2524 Jul7d10.7%79%34%+10pp$5,428$23,263$98,487
Sell 118 × $25 10.7% OTM over spot $22.59 24 Jul 2026 (7d, $0.53 mid)
= $5,428 credit for the 7d cycle → $23,263/mo projected
Survival (stays ≤ $25)
79%
Breach risk
21%
POP (stays ≤ $25.52)
83%
EV / mo
+$7,594
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
58% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,193/mo
median; plan ~$6,931/mo after 68% keep · $56,841 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.4], measured ONLY among the 58% of futures that got whole
🛡 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)
34%
Flat exit net (mid-life)
-$9,149
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$30 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 118 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.75/sh now → $1.24 mid-life (likely $1.33–$2.01)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,021 simulated challenges: the $25 strike is typically first touched on day 4 of 7, at $26 (overshoots $0.76). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (118 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2531 Jul 202610d left+$0.56/sh+$6,566
cycle +$11,994
[+$4,378…+$7,619] · 99% credit
69%
surv 53%
-$81,335 NOT
cap gain +$36,915
Reliable up-and-out (highest cap still free ≥60%)~$2714 Aug 202624d left+$0.48/sh+$5,715
cycle +$11,143
[+$2,028…+$6,349] · 89% credit
76%
surv 68%
-$57,274 NOT
cap gain +$60,976
Up-and-out for even (raise the cap, free)~$2631 Jul 202610d left+$0.19/sh+$2,222
cycle +$7,650
[-$466…+$2,654] · 66% credit
72%
surv 61%
-$76,273 NOT
cap gain +$41,977
Max even-money escape in the band~$2814 Aug 202624d left+$0.18/sh+$2,082
cycle +$7,510
[-$2,283…+$2,431] · 47% credit
78%
surv 73%
-$50,569 NOT
cap gain +$67,681
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$307 Aug 202618d left-$0.36/sh-$4,258
cycle +$1,170
[-$9,021…-$4,537] · 7% credit
84%
surv 81%
-$41,402 NOT
cap gain +$76,848
budget: banked $5,428 debit $4,258 (78% used ≈ 0.8 wk of income) → whole cycle still +$1,170 cash · rolled 118 ct earn ≈ $17,198/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$23,263/mo
vs 50% target ($23,170/mo)+0%
vs normal income ($46,339/mo)50% covered
Net income (after hedge)$23,278/mo
Downside budget
⚠ $25 is $9 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$98,487
… as % of IC ($27,625)356.5%
… as % of ML ($277,625)35.5%
Recovery months (at normal income)2.1 mo
Surgical close (118 ct)$-112,395
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 $0.46 collected) or spot ≥ $25.52 (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 $33.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.52
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
≥ $25.52
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 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$5,428$-87,902+$30,348+$5,310
+2.5%$25.62 (≤1σ, normal week)$-1,947$-88,816+$29,434-$2,065
+5%$26.25 (1.2σ)$-9,322$-89,730+$28,520-$9,440
SS (= V-bounce)$39.71 (5.4σ)$-168,150$-109,912+$8,338-$159,890
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-118,250
+ Fortress recovery (un-capped): +$115,949
− CC assignment net of premium (118 × $25): -$98,487
+ Conservative CC premium (7 × $39): +$7
Total Position P&L @ SS: $-100,781 (+$17,469 vs today)
Do-nothing baseline at SS: $-2,176 (this trade vs do-nothing: $-98,605, the opportunity cost of earning $23,263/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$110,920, position total $-102,322 (+$15,928 vs today)
100% normal103 × $2324 Jul7d1.8%58%89%+13pp$10,918$46,791+$23,529$100,388
Sell 103 × $23 1.8% OTM over spot $22.59 24 Jul 2026 (7d, $1.21 mid)
= $10,918 credit for the 7d cycle → $46,791/mo projected
Survival (stays ≤ $23)
58%
Breach risk
42%
POP (stays ≤ $24.20)
71%
EV / mo
+$7,740
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
62% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~7.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,467/mo
median; plan ~$9,158/mo after 68% keep · $61,416 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [1.0-3.8], measured ONLY among the 62% of futures that got whole
🛡 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)
71%
Flat exit net (mid-life)
-$300
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$30 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 103 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.54/sh now → $1.09 mid-life (likely $1.48–$2.18)≈ $0 at expiry  |  you banked $1.06/sh, so a flat mid-life exit nets -$0.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,136 simulated challenges: the $23 strike is typically first touched on day 2 of 7, at $24 (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 (103 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2331 Jul 202610d left+$0.49/sh+$5,054
cycle +$15,972
[+$2,358…+$3,829] · 97% credit
68%
surv 53%
-$98,018 NOT
cap gain +$20,232
Reliable up-and-out (highest cap still free ≥60%)~$2414 Aug 202624d left+$0.66/sh+$6,768
cycle +$17,686
[+$2,510…+$4,883] · 93% credit
73%
surv 64%
-$81,727 NOT
cap gain +$36,523
Up-and-out for even (raise the cap, free)~$2431 Jul 202610d left+$0.12/sh+$1,268
cycle +$12,186
[-$2,248…-$318] · 20% credit
73%
surv 62%
-$92,397 NOT
cap gain +$25,853
Max even-money escape in the band~$2614 Aug 202624d left+$0.05/sh+$556
cycle +$11,474
[-$5,226…-$1,898] · 10% credit
79%
surv 74%
-$67,265 NOT
cap gain +$50,985
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$307 Aug 202618d left-$0.69/sh-$7,131
cycle +$3,787
[-$14,945…-$10,026]
90%
surv 89%
-$38,771 NOT
cap gain +$79,479
budget: banked $10,918 debit $7,131 (65% used ≈ 0.7 wk of income) → whole cycle still +$3,787 cash · rolled 103 ct earn ≈ $6,811/mo while parked; 22 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$46,791/mo
vs 50% target ($23,170/mo)+102%
vs normal income ($46,339/mo)101% covered
Net income (after hedge)$46,839/mo
Downside budget
⚠ $23 is $11 below CC-SS $33.81: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$100,388
… as % of IC ($27,625)363.4%
… as % of ML ($277,625)36.2%
Recovery months (at normal income)2.2 mo
Surgical close (103 ct)$-98,931
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.27/sh (~25% of the $1.06 collected) or spot ≥ $24.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $23)); NOT the premium you collected. Momentum override: two daily closes above $33.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $22.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$23-24.20
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
≥ $24.20
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 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$23.00 (≤1σ, normal week)$10,918$-103,072+$15,178+$10,815
+2.5%$23.57 (≤1σ, normal week)$4,996$-103,050+$15,200+$4,892
+5%$24.15 (≤1σ, normal week)$-927$-103,028+$15,222-$1,030
SS (= V-bounce)$39.71 (5.4σ)$-161,195$-104,007+$14,243-$153,985
V-BOUNCE STRESS (stock → CC-SS $33.81, where you are whole again, by expiry)
Starting unrealized P&L: $-118,250
+ Fortress recovery (un-capped): +$115,949
− CC assignment net of premium (103 × $23): -$100,388
+ Conservative CC premium (22 × $39): +$22
Total Position P&L @ SS: $-102,666 (+$15,584 vs today)
Do-nothing baseline at SS: $-2,176 (this trade vs do-nothing: $-100,491, the opportunity cost of earning $46,791/mo FIGHT income now)
BB-reversion stress (→ $34.86 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$111,240, position total $-102,627 (+$15,623 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 (4 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: 0.827 (IBKR)  |  Recovery@SS: +$115,949 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,176

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$257d24 Jul 2026$0.46118/125$23,263$23,27879%83%+$7,594-$98,487356.5%$-100,781 (vs do-nothing $-98,605)
$24.507d24 Jul 2026$0.5697/125$23,280$23,34074%80%+$6,224-$84,840307.1%$-87,113 (vs do-nothing $-84,937)
$2514d31 Jul 2026$0.91119/125$23,205$23,21872%79%+$4,935-$93,967340.2%$-96,262 (vs do-nothing $-94,086)
$247d24 Jul 2026$0.6485/125$23,314$23,40069%77%+$3,755-$77,914282.0%$-80,175 (vs do-nothing $-77,999)
$24.5014d31 Jul 2026$1.02107/125$23,387$23,42669%77%+$3,843-$88,664321.0%$-90,947 (vs do-nothing $-88,771)
$24.5021d7 Aug 2026$1.45112/125$23,200$23,22868%76%+$5,312-$87,992318.5%$-90,279 (vs do-nothing $-88,104)
$2414d31 Jul 2026$1.1991/125$23,205$23,27866%75%+$4,657-$78,409283.8%$-80,676 (vs do-nothing $-78,500)
$2421d7 Aug 2026$1.61101/125$23,230$23,28164%75%+$4,739-$82,784299.7%$-85,060 (vs do-nothing $-82,885)
$2428d14 Aug 2026$1.84118/125$23,263$23,27864%74%+$3,490-$94,003340.3%$-96,297 (vs do-nothing $-94,121)
$23.507d24 Jul 2026$0.8564/125$23,314$23,44564%74%+$4,283-$60,521219.1%$-62,760 (vs do-nothing $-60,585)
$23.5014d31 Jul 2026$1.4177/125$23,265$23,36862%73%+$4,673-$68,502248.0%$-70,755 (vs do-nothing $-68,579)
$2328d14 Aug 2026$2.2995/125$23,309$23,37358%71%+$3,440-$80,906292.9%$-83,176 (vs do-nothing $-81,001)
$237d24 Jul 2026$1.0652/125$23,623$23,77958%71%+$3,907-$50,681183.5%$-52,909 (vs do-nothing $-50,733)
Show 4 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2321d7 Aug 2026$1.9982/125$23,311$23,40458%71%+$3,797-$72,294261.7%$-74,552 (vs do-nothing $-72,376)
$2314d31 Jul 2026$1.5769/125$23,214$23,33458%71%+$3,602-$63,731230.7%$-65,976 (vs do-nothing $-63,800)
$22.5014d31 Jul 2026$1.8260/125$23,400$23,53953%69%+$3,454-$56,918206.0%$-59,154 (vs do-nothing $-56,978)
$22.507d24 Jul 2026$1.1946/125$23,460$23,62952%68%+$1,534-$46,535168.5%$-48,757 (vs do-nothing $-46,581)

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  |  2026-07-17 03:39