FORTRESS FIGHT: GLXY @ $25.12

BE SS: $39.71  |  CC-SS: $34.00  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-21 21:43

GLXYBBC @ $25.12   UNDERWATER $14.59 (36.7% 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: $34.00 (banked floor $33.92)  |  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$40,368/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,235/mo (info only, already in marks)
Unrealized P&L$-94,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$20,184/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$40,368/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $27,625
ML VELOCITY
6.9 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $34.00 (probe: $34C 17d) brings only $1,544/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)
$93,621
was $94,500 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$34.00 → $33.92
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 46 (live) · RSI 48 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 47 · %B 47 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.82 (+39%) · daily UBB $29.41 · 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: 101 contracts at $27.50 / 3d. This is the safest strike (survival 83%, breach 17%) that still earns 50% of normal income ($20,184/mo); it brings $20,200/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 78 × $26.50/3d for $40,560/mo, but breach risk rises to 28% (+11pp 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 × $30/3d (96% survival, $8,750/mo).
Downside anchor: the primary mortgages $63,582 (230% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 101 contracts realizes $-77,922 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 101 × $27.50, 83% survival, $20,200/mo (E[net] $-6,399/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 · 3d101 × $27.5083%$20,200$-6,399
NEXT FRIDAY31 Jul 2026 · 10d121 × $2875%$20,328$-7,181

📅 THIS FRIDAY · 24 Jul 2026 · 3d · E[net] $-6,399/mo 🏆 GRAND PICK

🎯 Engine pick: sell 101 × $27.50 (primary), 83% survival, breach 17%, $20,200/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $30 rung (🛡 safe yield) lifts survival to 96% (breach 17% → 4%) for $11,450/mo less (57% income) buys safety you do not really need here.
GLXY  spot $25.12 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $3024 Jul3d19.4%96%7%+4pp$875$8,750-$11,450$49,065
Sell 125 × $30 19.4% OTM over spot $25.12 24 Jul 2026 (3d, $0.11 mid)
= $875 credit for the 3d cycle → $8,750/mo projected
Survival (stays ≤ $30)
96%
Breach risk
4%
POP (stays ≤ $30.11)
97%
EV / mo
+$6,559
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
62% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,495/mo
median; plan ~$4,417/mo after 68% keep · $22,720 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-2.9], 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)
5%
Flat exit net (mid-life)
-$14,410
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$35 @ 78% POP
74% 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: $1.73/sh now → $1.22 mid-life (likely $1.06–$2.02)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$1.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 151 simulated challenges: the $30 strike is typically first touched on day 3 of 3, at $31 (overshoots $0.96). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3031 Jul 20268d left+$0.74/sh+$9,240
cycle +$10,115
[+$6,799…+$11,540] · 94% credit
67%
surv 54%
-$32,779 NOT
cap gain +$61,721
Reliable up-and-out (highest cap still free ≥60%)~$3414 Aug 202622d left+$0.24/sh+$3,030
cycle +$3,905
[-$1,861…+$5,389] · 68% credit
76%
surv 72%
+$2,042 SAFE
cap gain +$96,542
Up-and-out for even (raise the cap, free)~$3231 Jul 20268d left+$0.15/sh+$1,813
cycle +$2,688
[-$2,415…+$3,659] · 62% credit
75%
surv 67%
-$20,325 NOT
cap gain +$74,175
Max even-money escape in the band~$3514 Aug 202622d left+$0.05/sh+$641
cycle +$1,516
[-$5,073…+$2,855] · 44% credit
78%
surv 74%
+$10,228 SAFE
cap gain +$104,728
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$8,750/mo
vs 50% target ($20,184/mo)-57%
vs normal income ($40,368/mo)22% covered
Net income (after hedge)$8,750/mo
Downside budget
⚠ $30 is $4 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$49,065
… as % of IC ($27,625)177.6%
… as % of ML ($277,625)17.7%
Recovery months (at normal income)1.2 mo
Surgical close (125 ct)$-95,000
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 $0.07 collected) or spot ≥ $30.11 (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 $29.41 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.11
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
≥ $30.11
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (1.9σ)$875$-42,019+$52,481+$625
+2.5%$30.75 (2.2σ)$-8,500$-43,463+$51,037-$8,750
+5%$31.50 (2.5σ)$-17,875$-44,907+$49,593-$18,125
SS (= V-bounce)$39.71 (5.7σ)$-120,500$-60,711+$33,789-$93,125
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (125 × $30): -$49,065
Total Position P&L @ SS: $-49,710 (+$44,790 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-49,315, the opportunity cost of earning $8,750/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,375, position total $-51,298 (+$43,202 vs today)
33% normal67 × $27.5024 Jul3d9.5%83%36%+4pp$1,340$13,400-$6,800$42,178
Sell 67 × $27.50 9.5% OTM over spot $25.12 24 Jul 2026 (3d, $0.35 mid)
= $1,340 credit for the 3d cycle → $13,400/mo projected
Survival (stays ≤ $27.50)
83%
Breach risk
17%
POP (stays ≤ $27.86)
86%
EV / mo
+$1,789
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
66% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,277/mo
median; plan ~$4,948/mo after 68% keep · $22,851 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-2.8], measured ONLY among the 66% 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)
22%
Flat exit net (mid-life)
-$5,872
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 67 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: $1.52/sh now → $1.08 mid-life (likely $1.12–$1.98)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 657 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $28 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (67 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+$0.65/sh+$4,355
cycle +$5,695
[+$2,313…+$4,941] · 91% credit
67%
surv 54%
-$63,521 NOT
cap gain +$30,979
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202622d left+$0.44/sh+$2,930
cycle +$4,270
[-$88…+$3,403] · 74% credit
75%
surv 69%
-$34,490 NOT
cap gain +$60,010
Max even-money escape in the band~$3114 Aug 202622d left+$0.11/sh+$736
cycle +$2,076
[-$2,830…+$1,064] · 37% credit
77%
surv 73%
-$26,108 NOT
cap gain +$68,392
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$2931 Jul 20268d left+$0.05/sh+$367
cycle +$1,707
[-$2,436…+$636] · 33% credit
75%
surv 68%
-$47,627 NOT
cap gain +$46,873
Safety roll (pay small debit, max POP)~$3214 Aug 202622d left-$0.06/sh-$390
cycle +$950
[-$4,325…-$178] · 24% credit
79%
surv 76%
-$16,659 NOT
cap gain +$77,841
budget: banked $1,340 debit $390 (29% used ≈ 0.1 wk of income) → whole cycle still +$950 cash · rolled 67 ct earn ≈ $9,302/mo while parked; 58 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$13,400/mo
vs 50% target ($20,184/mo)-34%
vs normal income ($40,368/mo)33% covered
Net income (after hedge)$13,748/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$42,178
… as % of IC ($27,625)152.7%
… as % of ML ($277,625)15.2%
Recovery months (at normal income)1.0 mo
Surgical close (67 ct)$-51,691
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 ≥ $27.86 (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 $29.41 (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
$27-27.86
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
≥ $27.86
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$1,340$-67,876+$26,624+$1,206
+2.5%$28.19 (1.2σ)$-3,266$-65,211+$29,289-$3,400
+5%$28.88 (1.5σ)$-7,872$-62,547+$31,953-$8,006
SS (= V-bounce)$39.71 (5.7σ)$-80,467$-33,380+$61,120-$65,794
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (67 × $27.50): -$42,178
+ Conservative CC premium (58 × $37.50): +$116
Total Position P&L @ SS: $-42,707 (+$51,793 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-42,312, the opportunity cost of earning $13,400/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$47,704, position total $-39,511 (+$54,989 vs today)
🎯 50% normal101 × $27.5024 Jul3d9.5%83%24%+6pp$2,020$20,200$63,582
Sell 101 × $27.50 9.5% OTM over spot $25.12 24 Jul 2026 (3d, $0.35 mid)
= $2,020 credit for the 3d cycle → $20,200/mo projected
Survival (stays ≤ $27.50)
83%
Breach risk
17%
POP (stays ≤ $27.86)
86%
EV / mo
+$2,696
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
66% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,244/mo
median; plan ~$6,966/mo after 68% keep · $31,806 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.6], measured ONLY among the 66% 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)
24%
Flat exit net (mid-life)
-$8,851
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 79% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 101 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.52/sh now → $1.08 mid-life (likely $1.13–$2.06)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 734 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $28 (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 (101 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+$0.65/sh+$6,564
cycle +$8,584
[+$3,294…+$7,470] · 90% credit
67%
surv 54%
-$60,699 NOT
cap gain +$33,801
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202622d left+$0.44/sh+$4,416
cycle +$6,436
[-$607…+$5,201] · 72% credit
75%
surv 69%
-$32,391 NOT
cap gain +$62,109
Max even-money escape in the band~$3114 Aug 202622d left+$0.11/sh+$1,110
cycle +$3,130
[-$4,687…+$1,635] · 37% credit
77%
surv 73%
-$25,123 NOT
cap gain +$69,377
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$2931 Jul 20268d left+$0.05/sh+$553
cycle +$2,573
[-$3,977…+$939] · 35% credit
75%
surv 68%
-$46,829 NOT
cap gain +$47,671
Safety roll (pay small debit, max POP)~$3214 Aug 202622d left-$0.06/sh-$588
cycle +$1,432
[-$6,904…-$239] · 22% credit
79%
surv 76%
-$16,245 NOT
cap gain +$78,255
budget: banked $2,020 debit $588 (29% used ≈ 0.1 wk of income) → whole cycle still +$1,432 cash · rolled 101 ct earn ≈ $14,023/mo while parked; 24 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$20,200/mo
vs 50% target ($20,184/mo)+0%
vs normal income ($40,368/mo)50% covered
Net income (after hedge)$20,344/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$63,582
… as % of IC ($27,625)230.2%
… as % of ML ($277,625)22.9%
Recovery months (at normal income)1.6 mo
Surgical close (101 ct)$-77,922
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 ≥ $27.86 (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 $29.41 (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
$27-27.86
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
≥ $27.86
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$2,020$-67,264+$27,236+$1,818
+2.5%$28.19 (1.2σ)$-4,924$-66,937+$27,563-$5,126
+5%$28.88 (1.5σ)$-11,868$-66,610+$27,890-$12,070
SS (= V-bounce)$39.71 (5.7σ)$-121,301$-66,768+$27,732-$99,182
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (101 × $27.50): -$63,582
+ Conservative CC premium (24 × $37.50): +$48
Total Position P&L @ SS: $-64,178 (+$30,322 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-63,784, the opportunity cost of earning $20,200/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$71,912, position total $-63,787 (+$30,713 vs today)
100% normal78 × $26.5024 Jul3d5.5%72%58%+16pp$4,056$40,560+$20,360$54,407
Sell 78 × $26.50 5.5% OTM over spot $25.12 24 Jul 2026 (3d, $0.67 mid)
= $4,056 credit for the 3d cycle → $40,560/mo projected
Survival (stays ≤ $26.50)
72%
Breach risk
28%
POP (stays ≤ $27.17)
79%
EV / mo
+$12,055
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
70% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$16,180/mo
median; plan ~$11,003/mo after 68% keep · $52,800 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-3.6], 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)
41%
Flat exit net (mid-life)
-$3,901
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 83% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 78 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: $1.44/sh now → $1.02 mid-life (likely $1.21–$2.11)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,216 simulated challenges: the $26 strike is typically first touched on day 2 of 3, at $27 (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 (78 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+$0.62/sh+$4,802
cycle +$8,858
[+$1,739…+$4,827] · 87% credit
67%
surv 53%
-$70,954 NOT
cap gain +$23,546
Reliable up-and-out (highest cap still free ≥60%)~$2914 Aug 202622d left+$0.37/sh+$2,915
cycle +$6,971
[-$1,664…+$2,484] · 60% credit
76%
surv 70%
-$42,385 NOT
cap gain +$52,115
Max even-money escape in the band~$3014 Aug 202622d left+$0.06/sh+$476
cycle +$4,532
[-$4,780…-$258] · 24% credit
78%
surv 74%
-$34,249 NOT
cap gain +$60,251
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$2831 Jul 20268d left+$0.02/sh+$165
cycle +$4,221
[-$3,919…-$425] · 21% credit
76%
surv 69%
-$55,710 NOT
cap gain +$38,790
Safety roll (pay small debit, max POP)~$3214 Aug 202622d left-$0.43/sh-$3,323
cycle +$733
[-$9,799…-$4,491]
83%
surv 81%
-$16,899 NOT
cap gain +$77,601
budget: banked $4,056 debit $3,323 (82% used ≈ 0.4 wk of income) → whole cycle still +$733 cash · rolled 78 ct earn ≈ $6,318/mo while parked; 47 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$40,560/mo
vs 50% target ($20,184/mo)+101%
vs normal income ($40,368/mo)100% covered
Net income (after hedge)$40,842/mo
Downside budget
⚠ $26.50 is $7 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$54,407
… as % of IC ($27,625)196.9%
… as % of ML ($277,625)19.6%
Recovery months (at normal income)1.3 mo
Surgical close (78 ct)$-60,138
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $27.17 (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 $29.41 (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
$26-27.17
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
≥ $27.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (≤1σ, normal week)$4,056$-75,757+$18,743+$3,900
+2.5%$27.16 (≤1σ, normal week)$-1,111$-73,918+$20,582-$1,267
+5%$27.83 (1.1σ)$-6,279$-72,080+$22,420-$6,435
SS (= V-bounce)$39.71 (5.7σ)$-98,982$-49,486+$45,014-$81,900
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (78 × $26.50): -$54,407
+ Conservative CC premium (47 × $37.50): +$94
Total Position P&L @ SS: $-54,957 (+$39,543 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-54,563, the opportunity cost of earning $40,560/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$60,840, position total $-52,669 (+$41,831 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] $-7,181/mo

🎯 Engine pick: sell 121 × $28 (primary), 75% survival, breach 25%, $20,328/mo.
Stay at the pick. Stepping safer (the $29 rung (33% normal) lifts survival to 80% (breach 25% → 20%) for $6,888/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $25.12 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal112 × $2931 Jul10d15.4%80%42%+4pp$4,480$13,440-$6,888$51,466
Sell 112 × $29 15.4% OTM over spot $25.12 31 Jul 2026 (10d, $0.95 mid)
= $4,480 credit for the 10d cycle → $13,440/mo projected
Survival (stays ≤ $29)
80%
Breach risk
20%
POP (stays ≤ $29.95)
84%
EV / mo
$-2,066
📈 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
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,082/mo
median; plan ~$4,816/mo after 68% keep · $21,358 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.4], 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)
32%
Flat exit net (mid-life)
-$16,580
Free roll-up
none
Safest escape (by 14 Aug 2026)
$32 @ 75% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 112 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: $2.66/sh now → $1.88 mid-life (likely $1.94–$2.94)≈ $0 at expiry  |  you banked $0.40/sh, so a flat mid-life exit nets -$1.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 955 simulated challenges: the $29 strike is typically first touched on day 5 of 10, at $30 (overshoots $1.02). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (112 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$3014 Aug 202619d left+$0.23/sh+$2,581
cycle +$7,061
[-$2,319…+$3,432] · 53% credit
69%
surv 60%
-$37,076 NOT
cap gain +$57,424
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$297 Aug 202612d left+$0.04/sh+$497
cycle +$4,977
[-$3,757…+$1,254] · 34% credit
66%
surv 54%
-$48,466 NOT
cap gain +$46,034
Safety roll (pay small debit, max POP)~$3214 Aug 202619d left-$0.38/sh-$4,290
cycle +$190
[-$9,990…-$3,975] · 12% credit
75%
surv 69%
-$22,797 NOT
cap gain +$71,703
budget: banked $4,480 debit $4,290 (96% used ≈ 1.4 wk of income) → whole cycle still +$190 cash · rolled 112 ct earn ≈ $26,480/mo while parked; 13 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$13,440/mo
vs 50% target ($20,184/mo)-33%
vs normal income ($40,368/mo)33% covered
Net income (after hedge)$13,518/mo
Downside budget
⚠ $29 is $5 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$51,466
… as % of IC ($27,625)186.3%
… as % of ML ($277,625)18.5%
Recovery months (at normal income)1.3 mo
Surgical close (112 ct)$-90,832
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 $0.40 collected) or spot ≥ $29.95 (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 $29.41 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.95
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
≥ $29.95
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.00 (≤1σ, normal week)$4,480$-48,963+$45,537+$4,256
+2.5%$29.72 (≤1σ, normal week)$-3,640$-49,416+$45,084-$3,864
+5%$30.45 (1.1σ)$-11,760$-49,869+$44,631-$11,984
SS (= V-bounce)$39.71 (3.1σ)$-115,472$-58,530+$35,970-$90,944
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (112 × $29): -$51,466
+ Conservative CC premium (13 × $37.50): +$26
Total Position P&L @ SS: $-52,085 (+$42,415 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-51,690, the opportunity cost of earning $13,440/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$60,704, position total $-52,601 (+$41,899 vs today)
🎯 50% normal121 × $2831 Jul10d11.5%75%42%+6pp$6,776$20,328$65,766
Sell 121 × $28 11.5% OTM over spot $25.12 31 Jul 2026 (10d, $0.88 mid)
= $6,776 credit for the 10d cycle → $20,328/mo projected
Survival (stays ≤ $28)
75%
Breach risk
25%
POP (stays ≤ $28.88)
80%
EV / mo
$-1,844
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
64% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,392/mo
median; plan ~$6,387/mo after 68% keep · $35,210 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-3.0], 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)
42%
Flat exit net (mid-life)
-$14,833
Free roll-up
none
Safest escape (by 14 Aug 2026)
$31 @ 75% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 121 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: $2.52/sh now → $1.79 mid-life (likely $1.97–$2.86)≈ $0 at expiry  |  you banked $0.56/sh, so a flat mid-life exit nets -$1.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,273 simulated challenges: the $28 strike is typically first touched on day 5 of 10, at $29 (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 (121 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2914 Aug 202619d left+$0.20/sh+$2,474
cycle +$9,250
[-$3,336…+$2,377] · 40% credit
69%
surv 60%
-$45,480 NOT
cap gain +$49,020
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$287 Aug 202612d left+$0.04/sh+$500
cycle +$7,276
[-$4,515…+$440] · 28% credit
66%
surv 54%
-$56,760 NOT
cap gain +$37,740
Safety roll (pay small debit, max POP)~$3114 Aug 202619d left-$0.40/sh-$4,871
cycle +$1,905
[-$11,554…-$5,391] · 9% credit
75%
surv 70%
-$31,675 NOT
cap gain +$62,825
budget: banked $6,776 debit $4,871 (72% used ≈ 1.0 wk of income) → whole cycle still +$1,905 cash · rolled 121 ct earn ≈ $26,429/mo while parked; 4 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$20,328/mo
vs 50% target ($20,184/mo)+1%
vs normal income ($40,368/mo)50% covered
Net income (after hedge)$20,352/mo
Downside budget
⚠ $28 is $6 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$65,766
… as % of IC ($27,625)238.1%
… as % of ML ($277,625)23.7%
Recovery months (at normal income)1.6 mo
Surgical close (121 ct)$-95,348
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.56 collected) or spot ≥ $28.88 (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 $29.41 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $27.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $28.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.00 (≤1σ, normal week)$6,776$-57,260+$37,240+$6,534
+2.5%$28.70 (≤1σ, normal week)$-1,694$-58,328+$36,172-$1,936
+5%$29.40 (≤1σ, normal week)$-10,164$-59,395+$35,105-$10,406
SS (= V-bounce)$39.71 (3.1σ)$-134,915$-76,002+$18,498-$108,416
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (121 × $28): -$65,766
+ Conservative CC premium (4 × $37.50): +$8
Total Position P&L @ SS: $-66,403 (+$28,097 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-66,008, the opportunity cost of earning $20,328/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$75,746, position total $-67,661 (+$26,839 vs today)
100% normal104 × $25.5031 Jul10d1.5%57%93%+9pp$13,520$40,560+$20,232$74,830
Sell 104 × $25.50 1.5% OTM over spot $25.12 31 Jul 2026 (10d, $1.67 mid)
= $13,520 credit for the 10d cycle → $40,560/mo projected
Survival (stays ≤ $25.50)
57%
Breach risk
43%
POP (stays ≤ $27.18)
70%
EV / mo
$-3,453
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
69% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~5.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,466/mo
median; plan ~$9,157/mo after 68% keep · $40,903 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-2.9], measured ONLY among the 69% 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)
76%
Flat exit net (mid-life)
-$2,693
Free roll-up
none
Safest escape (by 14 Aug 2026)
$33 @ 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 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.20/sh now → $1.56 mid-life (likely $2.19–$3.06)≈ $0 at expiry  |  you banked $1.30/sh, so a flat mid-life exit nets -$0.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,284 simulated challenges: the $26 strike is typically first touched on day 2 of 10, at $27 (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 (104 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2614 Aug 202619d left+$0.14/sh+$1,480
cycle +$15,000
[-$5,405…-$2,012] · 10% credit
69%
surv 60%
-$66,133 NOT
cap gain +$28,367
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$267 Aug 202612d left+$0.03/sh+$355
cycle +$13,875
[-$5,526…-$2,644] · 8% credit
66%
surv 54%
-$76,564 NOT
cap gain +$17,936
Safety roll (pay small debit, max POP)~$3314 Aug 202619d left-$1.29/sh-$13,460
cycle +$60
[-$26,419…-$18,948]
89%
surv 88%
-$7,048 NOT
cap gain +$87,452
budget: banked $13,520 debit $13,460 (100% used ≈ 1.4 wk of income) → whole cycle still +$60 cash · rolled 104 ct earn ≈ $4,347/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$40,560/mo
vs 50% target ($20,184/mo)+101%
vs normal income ($40,368/mo)100% covered
Net income (after hedge)$40,686/mo
Downside budget
⚠ $25.50 is $8 below CC-SS $34.00: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,830
… as % of IC ($27,625)270.9%
… as % of ML ($277,625)27.0%
Recovery months (at normal income)1.9 mo
Surgical close (104 ct)$-82,524
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $27.18 (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 $29.41 (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
$25-27.18
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
≥ $27.18
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (≤1σ, normal week)$13,520$-76,920+$17,580+$13,312
+2.5%$26.14 (≤1σ, normal week)$6,890$-76,808+$17,692+$6,682
+5%$26.78 (≤1σ, normal week)$260$-76,696+$17,804+$52
SS (= V-bounce)$39.71 (3.1σ)$-134,264$-79,074+$15,426-$111,488
V-BOUNCE STRESS (stock → CC-SS $34.00, where you are whole again, by expiry)
Starting unrealized P&L: $-94,500
+ Fortress recovery (un-capped): +$93,855
− CC assignment net of premium (104 × $25.50): -$74,830
+ Conservative CC premium (21 × $37.50): +$42
Total Position P&L @ SS: $-75,433 (+$19,067 vs today)
Do-nothing baseline at SS: $-395 (this trade vs do-nothing: $-75,038, the opportunity cost of earning $40,560/mo FIGHT income now)
BB-reversion stress (→ $34.82 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$83,408, position total $-75,289 (+$19,211 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 (23 clear the floor), click to expand

Every eligible strike x expiry in the 3-45 DTE band (4 expiries scanned, 23 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: 0.846 (IBKR)  |  Recovery@SS: +$93,855 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-395

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$27.503d24 Jul 2026$0.20101/125$20,200$20,34483%86%+$2,696-$63,582230.2%$-64,178 (vs do-nothing $-63,784)
$273d24 Jul 2026$0.20101/125$20,200$20,34478%82%$-5,540-$68,632248.4%$-69,228 (vs do-nothing $-68,834)
$2810d31 Jul 2026$0.56121/125$20,328$20,35275%80%$-1,844-$65,766238.1%$-66,403 (vs do-nothing $-66,008)
$27.5010d31 Jul 2026$0.65104/125$20,280$20,40672%78%$-2,509-$60,790220.1%$-61,393 (vs do-nothing $-60,998)
$26.503d24 Jul 2026$0.5239/125$20,280$20,79672%79%+$6,028-$27,20398.5%$-27,676 (vs do-nothing $-27,281)
$2824d14 Aug 2026$1.30125/125$20,312$20,31270%77%+$445-$58,690212.5%$-59,335 (vs do-nothing $-58,940)
$27.5017d7 Aug 2026$1.13102/125$20,340$20,47869%76%+$421-$54,725198.1%$-55,324 (vs do-nothing $-54,929)
$2710d31 Jul 2026$1.0565/125$20,475$20,83568%76%+$3,538-$38,644139.9%$-39,169 (vs do-nothing $-38,774)
$2717d7 Aug 2026$1.3685/125$20,400$20,64066%75%+$1,429-$47,899173.4%$-48,464 (vs do-nothing $-48,069)
$2724d14 Aug 2026$1.56104/125$20,280$20,40665%74%$-1,912-$56,526204.6%$-57,129 (vs do-nothing $-56,734)
$263d24 Jul 2026$0.5537/125$20,350$20,87865%75%+$1,445-$27,54799.7%$-28,016 (vs do-nothing $-27,621)
$26.5010d31 Jul 2026$1.0465/125$20,280$20,64065%74%+$253-$41,959151.9%$-42,484 (vs do-nothing $-42,089)
$26.5017d7 Aug 2026$1.2592/125$20,294$20,49263%73%$-3,099-$57,456208.0%$-58,035 (vs do-nothing $-57,640)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2610d31 Jul 2026$0.9075/125$20,250$20,55061%72%$-6,913-$53,214192.6%$-53,759 (vs do-nothing $-53,364)
$2617d7 Aug 2026$1.5574/125$20,241$20,54760%71%$-1,120-$47,695172.6%$-48,237 (vs do-nothing $-47,843)
$2624d14 Aug 2026$1.9085/125$20,188$20,42860%71%$-1,848-$51,809187.5%$-52,374 (vs do-nothing $-51,979)
$25.503d24 Jul 2026$0.8524/125$20,400$21,00658%71%+$2,662-$18,34966.4%$-18,791 (vs do-nothing $-18,397)
$25.5017d7 Aug 2026$1.5574/125$20,241$20,54757%70%$-3,919-$51,395186.0%$-51,937 (vs do-nothing $-51,543)
$25.5010d31 Jul 2026$1.3052/125$20,280$20,71857%70%$-1,727-$37,415135.4%$-37,914 (vs do-nothing $-37,519)
$2524d14 Aug 2026$2.1077/125$20,212$20,50055%68%$-3,861-$53,093192.2%$-53,642 (vs do-nothing $-53,247)
$2517d7 Aug 2026$1.9559/125$20,303$20,69954%68%$-1,398-$41,567150.5%$-42,079 (vs do-nothing $-41,685)
$2510d31 Jul 2026$1.7539/125$20,475$20,99153%68%+$1,018-$28,256102.3%$-28,729 (vs do-nothing $-28,334)
$253d24 Jul 2026$0.7926/125$20,540$21,13450%66%$-4,195-$21,33477.2%$-21,780 (vs do-nothing $-21,386)

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 21:43