FORTRESS FIGHT: GLXY @ $23.93

BE SS: $39.71  |  CC-SS: $35.41  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 11:04

GLXYBBC @ $23.93   UNDERWATER $15.78 (39.7% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-07-28 (Tue), in 7 days. The recommended CC (3d) 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: $35.41 (banked floor $35.33)  |  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$47,868/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,372/mo (info only, already in marks)
Unrealized P&L$-123,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$23,934/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$47,868/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $27,625
ML VELOCITY
5.8 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $35.41 (probe: $35C 17d) brings only $1,103/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
$879
Hole (after banked)
$122,121
was $123,000 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$35.41 → $35.33
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 40 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 42 · %B 33 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.80 (+45%) · daily UBB $30.49 · 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: 120 contracts at $26.50 / 3d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($23,934/mo); it brings $24,000/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 98 × $25/3d for $48,020/mo, but breach risk rises to 32% (+16pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 106 × $27.50/3d (91% survival, $15,900/mo).
Downside anchor: the primary mortgages $104,468 (378% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 120 contracts realizes $-119,280 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: THIS FRIDAY · 24 Jul 2026 (3d) · sell 120 × $26.50, 84% survival, $24,000/mo (E[net] $-238/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆24 Jul 2026 · 3d120 × $26.5084%$24,000$-238
NEXT FRIDAY31 Jul 2026 · 10d79 × $25.5067%$23,937$-13,961

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $-238/mo 🏆 GRAND PICK

🎯 Engine pick: sell 120 × $26.50 (primary), 84% survival, breach 16%, $24,000/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $27.50 rung (🛡 safe yield) lifts survival to 91% (breach 16% → 9%) for $5,250/mo less (22% income) buys safety you do not really need here.
GLXY  spot $23.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal106 × $27.5024 Jul3d14.9%91%19%+8pp$1,590$15,900-$8,100$82,210
Sell 106 × $27.50 14.9% OTM over spot $23.93 24 Jul 2026 (3d, $0.21 mid)
= $1,590 credit for the 3d cycle → $15,900/mo projected
Survival (stays ≤ $27.50)
91%
Breach risk
9%
POP (stays ≤ $27.71)
92%
EV / mo
+$8,308
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
59% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,598/mo
median; plan ~$6,527/mo after 68% keep · $43,106 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.7], measured ONLY among the 59% 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)
10%
Flat exit net (mid-life)
-$10,081
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 81% POP
77% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.56/sh now → $1.10 mid-life (likely $1.03–$2.07)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 291 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $28 (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 (106 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2831 Jul 20268d left+$0.87/sh+$9,182
cycle +$10,772
[+$6,769…+$10,659] · 96% credit
68%
surv 54%
-$74,947 NOT
cap gain +$48,053
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202622d left+$0.43/sh+$4,568
cycle +$6,158
[-$374…+$5,979] · 73% credit
76%
surv 70%
-$47,518 NOT
cap gain +$75,482
Up-and-out for even (raise the cap, free)~$2931 Jul 20268d left+$0.10/sh+$1,015
cycle +$2,605
[-$3,671…+$2,097] · 50% credit
73%
surv 65%
-$66,727 NOT
cap gain +$56,273
Max even-money escape in the band~$3314 Aug 202622d left+$0.06/sh+$654
cycle +$2,244
[-$5,141…+$1,972] · 46% credit
81%
surv 77%
-$30,557 NOT
cap gain +$92,443
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$15,900/mo
vs 50% target ($23,934/mo)-34%
vs normal income ($47,868/mo)33% covered
Net income (after hedge)$15,957/mo
Downside budget
⚠ $27.50 is $8 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$82,210
… as % of IC ($27,625)297.6%
… as % of ML ($277,625)29.6%
Recovery months (at normal income)1.7 mo
Surgical close (106 ct)$-104,940
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 $0.15 collected) or spot ≥ $27.71 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.71
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
≥ $27.71
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$27.50 (1.4σ)$1,590$-84,129+$38,871+$1,484
+2.5%$28.19 (1.7σ)$-5,697$-84,241+$38,759-$5,803
+5%$28.88 (2.0σ)$-12,985$-84,353+$38,647-$13,091
SS (= V-bounce)$39.71 (6.3σ)$-127,836$-87,462+$35,538-$120,416
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (106 × $27.50): -$82,210
+ Conservative CC premium (19 × $39): +$19
Total Position P&L @ SS: $-85,414 (+$37,586 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-82,316, the opportunity cost of earning $15,900/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$75,790, position total $-85,315 (+$37,685 vs today)
🛡 safe yield125 × $27.5024 Jul3d14.9%91%19%+9pp$1,875$18,750-$5,250$96,946
Sell 125 × $27.50 14.9% OTM over spot $23.93 24 Jul 2026 (3d, $0.21 mid)
= $1,875 credit for the 3d cycle → $18,750/mo projected
Survival (stays ≤ $27.50)
91%
Breach risk
9%
POP (stays ≤ $27.71)
92%
EV / mo
+$9,797
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
58% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,056/mo
median; plan ~$7,518/mo after 68% keep · $46,327 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.4], 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)
10%
Flat exit net (mid-life)
-$11,888
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 81% POP
77% 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 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.56/sh now → $1.10 mid-life (likely $1.01–$1.95)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 293 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $28 (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)~$2831 Jul 20268d left+$0.87/sh+$10,828
cycle +$12,703
[+$8,271…+$12,584] · 95% credit
68%
surv 54%
-$73,035 NOT
cap gain +$49,965
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202622d left+$0.43/sh+$5,387
cycle +$7,262
[+$224…+$7,397] · 76% credit
76%
surv 70%
-$46,433 NOT
cap gain +$76,567
Up-and-out for even (raise the cap, free)~$2931 Jul 20268d left+$0.10/sh+$1,197
cycle +$3,072
[-$3,644…+$2,626] · 50% credit
73%
surv 65%
-$66,279 NOT
cap gain +$56,721
Max even-money escape in the band~$3314 Aug 202622d left+$0.06/sh+$771
cycle +$2,646
[-$5,233…+$2,665] · 46% credit
81%
surv 77%
-$30,174 NOT
cap gain +$92,826
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$18,750/mo
vs 50% target ($23,934/mo)-22%
vs normal income ($47,868/mo)39% covered
Net income (after hedge)$18,750/mo
Downside budget
⚠ $27.50 is $8 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$96,946
… as % of IC ($27,625)350.9%
… as % of ML ($277,625)34.9%
Recovery months (at normal income)2.0 mo
Surgical close (125 ct)$-123,750
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 $0.15 collected) or spot ≥ $27.71 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.71
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
≥ $27.71
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$27.50 (1.4σ)$1,875$-83,863+$39,137+$1,750
+2.5%$28.19 (1.7σ)$-6,719$-85,281+$37,719-$6,844
+5%$28.88 (2.0σ)$-15,312$-86,699+$36,301-$15,438
SS (= V-bounce)$39.71 (6.3σ)$-150,750$-109,046+$13,954-$142,000
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (125 × $27.50): -$96,946
Total Position P&L @ SS: $-100,169 (+$22,831 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-97,071, the opportunity cost of earning $18,750/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$89,375, position total $-98,919 (+$24,081 vs today)
🎯 50% normal120 × $26.5024 Jul3d10.7%84%19%+8pp$2,400$24,000$104,468
Sell 120 × $26.50 10.7% OTM over spot $23.93 24 Jul 2026 (3d, $0.30 mid)
= $2,400 credit for the 3d cycle → $24,000/mo projected
Survival (stays ≤ $26.50)
84%
Breach risk
16%
POP (stays ≤ $26.80)
87%
EV / mo
+$5,434
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
59% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,934/mo
median; plan ~$8,115/mo after 68% keep · $55,385 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [0.9-3.7], measured ONLY among the 59% 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)
19%
Flat exit net (mid-life)
-$10,115
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 120 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.47/sh now → $1.04 mid-life (likely $1.06–$2.00)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.84/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 581 simulated challenges: the $26 strike is typically first touched on day 2 of 3, at $27 (overshoots $0.87). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (120 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2631 Jul 20268d left+$0.82/sh+$9,846
cycle +$12,246
[+$6,995…+$11,143] · 96% credit
68%
surv 54%
-$83,924 NOT
cap gain +$39,076
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202622d left+$0.37/sh+$4,382
cycle +$6,782
[-$1,418…+$5,440] · 69% credit
76%
surv 70%
-$57,346 NOT
cap gain +$65,654
Up-and-out for even (raise the cap, free)~$2831 Jul 20268d left+$0.07/sh+$789
cycle +$3,189
[-$4,916…+$1,421] · 38% credit
74%
surv 66%
-$76,595 NOT
cap gain +$46,405
Max even-money escape in the band~$3214 Aug 202622d left+$0.00/sh+$47
cycle +$2,447
[-$6,735…+$726] · 30% credit
81%
surv 78%
-$40,805 NOT
cap gain +$82,195
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$24,000/mo
vs 50% target ($23,934/mo)+0%
vs normal income ($47,868/mo)50% covered
Net income (after hedge)$24,015/mo
Downside budget
⚠ $26.50 is $9 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$104,468
… as % of IC ($27,625)378.2%
… as % of ML ($277,625)37.6%
Recovery months (at normal income)2.2 mo
Surgical close (120 ct)$-119,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $26.80 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.80
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
≥ $26.80
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$26.50 (1.0σ)$2,400$-93,771+$29,229+$2,280
+2.5%$27.16 (1.3σ)$-5,550$-94,806+$28,194-$5,670
+5%$27.83 (1.6σ)$-13,500$-95,841+$27,159-$13,620
SS (= V-bounce)$39.71 (6.3σ)$-156,120$-114,766+$8,234-$147,720
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (120 × $26.50): -$104,468
+ Conservative CC premium (5 × $39): +$5
Total Position P&L @ SS: $-107,686 (+$15,314 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-104,588, the opportunity cost of earning $24,000/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$97,200, position total $-106,739 (+$16,261 vs today)
100% normal98 × $2524 Jul3d4.5%68%66%+17pp$4,802$48,020+$24,020$97,173
Sell 98 × $25 4.5% OTM over spot $23.93 24 Jul 2026 (3d, $0.62 mid)
= $4,802 credit for the 3d cycle → $48,020/mo projected
Survival (stays ≤ $25)
68%
Breach risk
32%
POP (stays ≤ $25.62)
76%
EV / mo
+$4,674
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+17pp
70% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~7.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$16,340/mo
median; plan ~$11,111/mo after 68% keep · $70,070 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-4.1], measured ONLY among the 70% 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)
43%
Flat exit net (mid-life)
-$4,590
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 87% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 98 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.35/sh now → $0.96 mid-life (likely $1.20–$2.08)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$0.47/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,303 simulated challenges: the $25 strike is typically first touched on day 2 of 3, at $26 (overshoots $0.97). 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 (98 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2531 Jul 20268d left+$0.75/sh+$7,389
cycle +$12,191
[+$4,085…+$6,991] · 93% credit
68%
surv 53%
-$99,614 NOT
cap gain +$23,386
Reliable up-and-out (highest cap still free ≥60%)~$2714 Aug 202622d left+$0.55/sh+$5,355
cycle +$10,157
[-$164…+$4,089] · 74% credit
74%
surv 67%
-$80,042 NOT
cap gain +$42,958
Up-and-out for even (raise the cap, free)~$2731 Jul 20268d left+$0.02/sh+$224
cycle +$5,026
[-$5,441…-$1,034] · 17% credit
74%
surv 67%
-$90,392 NOT
cap gain +$32,608
Max even-money escape in the band~$287 Aug 202616d left+$0.01/sh+$68
cycle +$4,870
[-$6,561…-$1,380] · 16% credit
77%
surv 73%
-$74,892 NOT
cap gain +$48,108
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3214 Aug 202622d left-$0.42/sh-$4,117
cycle +$685
[-$12,388…-$5,921]
87%
surv 86%
-$37,327 NOT
cap gain +$85,673
budget: banked $4,802 debit $4,117 (86% used ≈ 0.4 wk of income) → whole cycle still +$685 cash · rolled 98 ct earn ≈ $7,193/mo while parked; 27 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$48,020/mo
vs 50% target ($23,934/mo)+101%
vs normal income ($47,868/mo)100% covered
Net income (after hedge)$48,101/mo
Downside budget
⚠ $25 is $10 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$97,173
… as % of IC ($27,625)351.8%
… as % of ML ($277,625)35.0%
Recovery months (at normal income)2.0 mo
Surgical close (98 ct)$-97,706
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 $0.49 collected) or spot ≥ $25.62 (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 $30.49 (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
$25-25.62
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
≥ $25.62
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)$4,802$-107,003+$15,997+$4,704
+2.5%$25.62 (≤1σ, normal week)$-1,323$-106,604+$16,396-$1,421
+5%$26.25 (≤1σ, normal week)$-7,448$-106,206+$16,794-$7,546
SS (= V-bounce)$39.71 (6.3σ)$-139,356$-99,542+$23,458-$132,496
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (98 × $25): -$97,173
+ Conservative CC premium (27 × $39): +$27
Total Position P&L @ SS: $-100,369 (+$22,631 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-97,271, the opportunity cost of earning $48,020/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$91,238, position total $-100,755 (+$22,245 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.

📅 NEXT FRIDAY · 31 Jul 2026 · 10d · E[net] $-13,961/mo

🎯 Engine pick: sell 79 × $25.50 (primary), 67% survival, breach 33%, $23,937/mo.
Stay at the pick. Stepping safer (the $27 rung (33% normal) lifts survival to 76% (breach 33% → 24%) for $8,067/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $23.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $30.5031 Jul10d27.5%91%18%+2pp$1,875$5,625-$18,312$59,446
Sell 125 × $30.50 27.5% OTM over spot $23.93 31 Jul 2026 (10d, $0.32 mid)
= $1,875 credit for the 10d cycle → $5,625/mo projected
Survival (stays ≤ $30.50)
91%
Breach risk
9%
POP (stays ≤ $30.82)
92%
EV / mo
+$826
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
56% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,335/mo
median; plan ~$2,267/mo after 68% keep · $16,237 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.8-3.2], measured ONLY among the 56% 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)
13%
Flat exit net (mid-life)
-$43,082
Free roll-up
none
Safest escape (by 7 Aug 2026)
$30 @ 68% POP
55% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.08/sh now → $3.60 mid-life (likely $2.95–$4.95)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$3.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 398 simulated challenges: the $30 strike is typically first touched on day 7 of 10, at $32 (overshoots $1.05). 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)~$307 Aug 202612d left-$0.96/sh-$11,951
cycle -$10,076
[-$20,449…-$3,530] · 16% credit
68%
surv 55%
-$64,502 NOT
cap gain +$58,498
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$5,625/mo
vs 50% target ($23,934/mo)-76%
vs normal income ($47,868/mo)12% covered
Net income (after hedge)$5,625/mo
Downside budget
⚠ $30.50 is $5 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$59,446
… as % of IC ($27,625)215.2%
… as % of ML ($277,625)21.4%
Recovery months (at normal income)1.2 mo
Surgical close (125 ct)$-125,062
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 $0.15 collected) or spot ≥ $30.82 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $30.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.82
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
≥ $30.82
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$30.50 (1.4σ)$1,875$-52,551+$70,449+$1,750
+2.5%$31.26 (1.6σ)$-7,656$-54,123+$68,877-$7,781
+5%$32.02 (1.8σ)$-17,187$-55,696+$67,304-$17,312
SS (= V-bounce)$39.71 (3.5σ)$-113,250$-71,546+$51,454-$104,500
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (125 × $30.50): -$59,446
Total Position P&L @ SS: $-62,669 (+$60,331 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-59,571, the opportunity cost of earning $5,625/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$51,875, position total $-61,419 (+$61,581 vs today)
33% normal115 × $2731 Jul10d12.8%76%50%+4pp$5,290$15,870-$8,067$91,375
Sell 115 × $27 12.8% OTM over spot $23.93 31 Jul 2026 (10d, $0.93 mid)
= $5,290 credit for the 10d cycle → $15,870/mo projected
Survival (stays ≤ $27)
76%
Breach risk
24%
POP (stays ≤ $27.93)
81%
EV / mo
$-3,615
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
64% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,923/mo
median; plan ~$4,708/mo after 68% keep · $28,579 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.7-3.1], measured ONLY among the 64% 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)
38%
Flat exit net (mid-life)
-$29,248
Free roll-up
none
Safest escape (by 7 Aug 2026)
$27 @ 68% POP
54% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 115 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.24/sh now → $3.00 mid-life (likely $3.21–$4.81)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$2.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,147 simulated challenges: the $27 strike is typically first touched on day 5 of 10, at $28 (overshoots $0.94). 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 (115 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$277 Aug 202612d left-$0.80/sh-$9,178
cycle -$3,888
[-$20,592…-$9,631] · 7% credit
68%
surv 54%
-$94,835 NOT
cap gain +$28,165
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$15,870/mo
vs 50% target ($23,934/mo)-34%
vs normal income ($47,868/mo)33% covered
Net income (after hedge)$15,900/mo
Downside budget
⚠ $27 is $8 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$91,375
… as % of IC ($27,625)330.8%
… as % of ML ($277,625)32.9%
Recovery months (at normal income)1.9 mo
Surgical close (115 ct)$-118,622
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 ≥ $27.93 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.93
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
≥ $27.93
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 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.00 (≤1σ, normal week)$5,290$-85,657+$37,343+$5,175
+2.5%$27.67 (≤1σ, normal week)$-2,472$-86,374+$36,626-$2,587
+5%$28.35 (≤1σ, normal week)$-10,235$-87,091+$35,909-$10,350
SS (= V-bounce)$39.71 (3.5σ)$-140,875$-99,871+$23,129-$132,825
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (115 × $27): -$91,375
+ Conservative CC premium (10 × $39): +$10
Total Position P&L @ SS: $-94,588 (+$28,412 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-91,490, the opportunity cost of earning $15,870/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$84,410, position total $-93,944 (+$29,056 vs today)
🎯 50% normal79 × $25.5031 Jul10d6.6%67%58%+5pp$7,979$23,937$70,276
Sell 79 × $25.50 6.6% OTM over spot $23.93 31 Jul 2026 (10d, $1.47 mid)
= $7,979 credit for the 10d cycle → $23,937/mo projected
Survival (stays ≤ $25.50)
67%
Breach risk
33%
POP (stays ≤ $26.97)
77%
EV / mo
+$1,907
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
58% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,212/mo
median; plan ~$5,584/mo after 68% keep · $39,581 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.8-3.3], 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)
58%
Flat exit net (mid-life)
-$13,851
Free roll-up
none
Safest escape (by 7 Aug 2026)
$26 @ 70% POP
58% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.90/sh now → $2.76 mid-life (likely $3.50–$4.78)≈ $0 at expiry  |  you banked $1.01/sh, so a flat mid-life exit nets -$1.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,736 simulated challenges: the $26 strike is typically first touched on day 4 of 10, 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 (79 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$267 Aug 202612d left-$0.73/sh-$5,800
cycle +$2,179
[-$14,713…-$9,164] · 3% credit
68%
surv 54%
-$104,388 NOT
cap gain +$18,612
Safety roll (pay small debit, max POP)~$267 Aug 202612d left-$0.97/sh-$7,653
cycle +$326
[-$16,835…-$11,140] · 2% credit
70%
surv 58%
-$100,292 NOT
cap gain +$22,708
budget: banked $7,979 debit $7,653 (96% used ≈ 1.4 wk of income) → whole cycle still +$326 cash · rolled 79 ct earn ≈ $35,442/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$23,937/mo
vs 50% target ($23,934/mo)+0%
vs normal income ($47,868/mo)50% covered
Net income (after hedge)$24,075/mo
Downside budget
⚠ $25.50 is $10 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$70,276
… as % of IC ($27,625)254.4%
… as % of ML ($277,625)25.3%
Recovery months (at normal income)1.5 mo
Surgical close (79 ct)$-81,370
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.01 collected) or spot ≥ $26.97 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.97
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
≥ $26.97
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)$7,979$-98,588+$24,412+$7,900
+2.5%$26.14 (≤1σ, normal week)$2,943$-96,970+$26,030+$2,864
+5%$26.78 (≤1σ, normal week)$-2,094$-95,353+$27,647-$2,173
SS (= V-bounce)$39.71 (3.5σ)$-104,280$-65,796+$57,204-$98,750
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (79 × $25.50): -$70,276
+ Conservative CC premium (46 × $39): +$46
Total Position P&L @ SS: $-73,453 (+$49,547 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-70,355, the opportunity cost of earning $23,937/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$65,491, position total $-74,989 (+$48,011 vs today)
100% normal124 × $2531 Jul10d4.5%63%80%+18pp$15,996$47,988+$24,051$113,034
Sell 124 × $25 4.5% OTM over spot $23.93 31 Jul 2026 (10d, $1.64 mid)
= $15,996 credit for the 10d cycle → $47,988/mo projected
Survival (stays ≤ $25)
63%
Breach risk
37%
POP (stays ≤ $26.64)
74%
EV / mo
+$7,085
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
63% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~4.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,999/mo
median; plan ~$10,199/mo after 68% keep · $71,332 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.8], measured ONLY among the 63% 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)
67%
Flat exit net (mid-life)
-$17,301
Free roll-up
none
Safest escape (by 7 Aug 2026)
$26 @ 72% POP
62% 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.79/sh now → $2.69 mid-life (likely $3.53–$4.91)≈ $0 at expiry  |  you banked $1.29/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,021 simulated challenges: the $25 strike is typically first touched on day 3 of 10, at $26 (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 (124 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$257 Aug 202612d left-$0.71/sh-$8,846
cycle +$7,150
[-$24,410…-$15,032] · 3% credit
68%
surv 54%
-$104,681 NOT
cap gain +$18,319
Safety roll (pay small debit, max POP)~$267 Aug 202612d left-$1.17/sh-$14,536
cycle +$1,460
[-$31,385…-$21,172] · 1% credit
72%
surv 62%
-$99,203 NOT
cap gain +$23,797
budget: banked $15,996 debit $14,536 (91% used ≈ 1.3 wk of income) → whole cycle still +$1,460 cash · rolled 124 ct earn ≈ $46,903/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$47,988/mo
vs 50% target ($23,934/mo)+101%
vs normal income ($47,868/mo)100% covered
Net income (after hedge)$47,991/mo
Downside budget
⚠ $25 is $10 below CC-SS $35.41: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$113,034
… as % of IC ($27,625)409.2%
… as % of ML ($277,625)40.7%
Recovery months (at normal income)2.4 mo
Surgical close (124 ct)$-126,294
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.29 collected) or spot ≥ $26.64 (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 $30.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $26.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.83 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$15,996$-95,835+$27,165+$15,872
+2.5%$25.62 (≤1σ, normal week)$8,246$-97,061+$25,939+$8,122
+5%$26.25 (≤1σ, normal week)$496$-98,288+$24,712+$372
SS (= V-bounce)$39.71 (3.5σ)$-166,408$-124,774-$1,774-$157,728
V-BOUNCE STRESS (stock → CC-SS $35.41, where you are whole again, by expiry)
Starting unrealized P&L: $-123,000
+ Fortress recovery (un-capped): +$119,777
− CC assignment net of premium (124 × $25): -$113,034
+ Conservative CC premium (1 × $39): +$1
Total Position P&L @ SS: $-116,256 (+$6,744 vs today)
Do-nothing baseline at SS: $-3,098 (this trade vs do-nothing: $-113,158, the opportunity cost of earning $47,988/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$105,524, position total $-115,067 (+$7,933 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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 20 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: 0.835 (IBKR)  |  Recovery@SS: +$119,777 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,098

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.503d24 Jul 2026$0.20120/125$24,000$24,01584%87%+$5,434-$104,468378.2%$-107,686 (vs do-nothing $-104,588)
$263d24 Jul 2026$0.2596/125$24,000$24,08780%83%+$2,587-$87,894318.2%$-91,088 (vs do-nothing $-87,990)
$25.503d24 Jul 2026$0.3275/125$24,000$24,15074%79%+$242-$71,892260.2%$-75,065 (vs do-nothing $-71,967)
$253d24 Jul 2026$0.4949/125$24,010$24,23868%76%+$2,337-$48,587175.9%$-51,734 (vs do-nothing $-48,636)
$2617d7 Aug 2026$1.19114/125$23,940$23,97368%80%+$93-$93,659339.0%$-96,870 (vs do-nothing $-93,773)
$25.5010d31 Jul 2026$1.0179/125$23,937$24,07567%77%+$1,907-$70,276254.4%$-73,453 (vs do-nothing $-70,355)
$25.5017d7 Aug 2026$1.5687/125$23,951$24,06565%75%+$2,699-$72,607262.8%$-75,792 (vs do-nothing $-72,694)
$2510d31 Jul 2026$1.2962/125$23,994$24,18363%74%+$3,542-$56,517204.6%$-59,677 (vs do-nothing $-56,579)
$2517d7 Aug 2026$1.7478/125$23,951$24,09262%77%+$2,424-$67,592244.7%$-70,768 (vs do-nothing $-67,670)
$2524d14 Aug 2026$1.77109/125$24,116$24,16462%75%+$312-$94,129340.7%$-97,335 (vs do-nothing $-94,238)
$24.503d24 Jul 2026$0.5842/125$24,360$24,60961%72%$-1,098-$43,368157.0%$-46,508 (vs do-nothing $-43,410)
$24.5017d7 Aug 2026$1.9769/125$23,988$24,15659%71%+$2,537-$61,656223.2%$-64,823 (vs do-nothing $-61,725)
$24.5010d31 Jul 2026$1.4954/125$24,138$24,35159%72%+$3,196-$50,845184.1%$-53,996 (vs do-nothing $-50,899)
Show 7 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2424d14 Aug 2026$2.1888/125$23,980$24,09156%74%+$199-$81,186293.9%$-84,372 (vs do-nothing $-81,274)
$2417d7 Aug 2026$2.1763/125$24,125$24,31155%76%+$2,132-$58,185210.6%$-61,345 (vs do-nothing $-58,248)
$2410d31 Jul 2026$1.7147/125$24,111$24,34554%74%+$2,814-$45,570165.0%$-48,714 (vs do-nothing $-45,617)
$243d24 Jul 2026$0.7831/125$24,180$24,46253%68%$-1,049-$32,940119.2%$-36,068 (vs do-nothing $-32,971)
$23.5017d7 Aug 2026$2.4057/125$24,141$24,34552%69%+$1,867-$54,182196.1%$-57,337 (vs do-nothing $-54,239)
$23.5010d31 Jul 2026$1.9541/125$23,985$24,23750%71%+$2,416-$40,818147.8%$-43,957 (vs do-nothing $-40,859)
$23.503d24 Jul 2026$1.0224/125$24,480$24,78345%65%$-1,181-$26,12694.6%$-29,247 (vs do-nothing $-26,150)

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 v6.2  |  2026-07-21 11:04