FORTRESS FIGHT: GLXY @ $25.70

BE SS: $39.71  |  CC-SS: $33.98  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-22 03:37

GLXYBBC @ $25.70   UNDERWATER $14.01 (35.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-07-28 (Tue), in 6 days. The recommended CC (2d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-28.

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.98 (banked floor $33.90)  |  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$55,195/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,106/mo (info only, already in marks)
Unrealized P&L$-88,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$27,598/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$55,195/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $27,625
ML VELOCITY
5.0 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.98 (probe: $34C 16d) brings only $7,734/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)
$87,371
was $88,250 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.98 → $33.90
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 49 (live) · RSI 49 · MACD bearish, hist falling
DAILYRISING (provisional) · RSI 48 · %B 53 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.85 (+36%) · daily UBB $29.48 · 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: 115 contracts at $28.50 / 2d. This is the safest strike (survival 89%, breach 11%) that still earns 50% of normal income ($27,598/mo); it brings $27,600/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 97 × $27.50/2d for $55,290/mo, but breach risk rises to 21% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 102 × $29/2d (92% survival, $18,360/mo).
Downside anchor: the primary mortgages $61,157 (221% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 115 contracts realizes $-82,627 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 (2d) · sell 115 × $28.50, 89% survival, $27,600/mo (E[net] $3,145/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 · 2d115 × $28.5089%$27,600$3,145
NEXT FRIDAY31 Jul 2026 · 9d122 × $28.5075%$27,653$-2,932

📅 THIS FRIDAY · 24 Jul 2026 · 2d · E[net] $3,145/mo 🏆 GRAND PICK

🎯 Engine pick: sell 115 × $28.50 (primary), 89% survival, breach 11%, $27,600/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $29 rung (🛡 safe yield) lifts survival to 92% (breach 11% → 8%) for $5,100/mo less (18% income) buys safety you do not really need here.
GLXY  spot $25.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal102 × $2924 Jul2d12.8%92%16%+5pp$1,224$18,360-$9,240$49,552
Sell 102 × $29 12.8% OTM over spot $25.70 24 Jul 2026 (2d, $0.21 mid)
= $1,224 credit for the 2d cycle → $18,360/mo projected
Survival (stays ≤ $29)
92%
Breach risk
8%
POP (stays ≤ $29.21)
93%
EV / mo
+$11,333
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
74% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,453/mo
median; plan ~$9,828/mo after 68% keep · $26,776 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.0], measured ONLY among the 74% 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)
8%
Flat exit net (mid-life)
-$10,096
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 102 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.57/sh now → $1.11 mid-life (likely $1.14–$2.15)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 243 simulated challenges: the $29 strike is typically first touched on day 2 of 2, at $30 (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 (102 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2931 Jul 20268d left+$1.08/sh+$11,056
cycle +$12,280
[+$7,262…+$11,714] · 93% credit
68%
surv 54%
-$40,304 NOT
cap gain +$47,946
Reliable up-and-out (highest cap still free ≥60%)~$3214 Aug 202622d left+$0.55/sh+$5,614
cycle +$6,838
[-$62…+$6,295] · 74% credit
76%
surv 70%
-$10,654 NOT
cap gain +$77,596
Up-and-out for even (raise the cap, free)~$3131 Jul 20268d left+$0.33/sh+$3,400
cycle +$4,624
[-$1,655…+$3,614] · 64% credit
75%
surv 66%
-$28,842 NOT
cap gain +$59,408
Max even-money escape in the band~$3414 Aug 202622d left+$0.12/sh+$1,221
cycle +$2,445
[-$5,446…+$1,621] · 40% credit
81%
surv 77%
+$6,253 SAFE
cap gain +$94,503
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$18,360/mo
vs 50% target ($27,598/mo)-33%
vs normal income ($55,195/mo)33% covered
Net income (after hedge)$19,438/mo
Downside budget
⚠ $29 is $5 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$49,552
… as % of IC ($27,625)179.4%
… as % of ML ($277,625)17.8%
Recovery months (at normal income)0.9 mo
Surgical close (102 ct)$-72,930
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $29.21 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.21
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
≥ $29.21
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 (1.5σ)$1,224$-51,359+$36,891-$1,326
+2.5%$29.72 (1.8σ)$-6,171$-51,033+$37,217-$8,721
+5%$30.45 (2.1σ)$-13,566$-50,707+$37,543-$16,116
SS (= V-bounce)$39.71 (6.2σ)$-108,018$-55,073+$33,177-$72,726
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (102 × $29): -$49,552
+ Conservative CC premium (23 × $36): +$575
Total Position P&L @ SS: $-49,119 (+$39,131 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-52,102, the opportunity cost of earning $18,360/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$58,446, position total $-48,727 (+$39,523 vs today)
🛡 safe yield125 × $2924 Jul2d12.8%92%16%+6pp$1,500$22,500-$5,100$60,725
Sell 125 × $29 12.8% OTM over spot $25.70 24 Jul 2026 (2d, $0.21 mid)
= $1,500 credit for the 2d cycle → $22,500/mo projected
Survival (stays ≤ $29)
92%
Breach risk
8%
POP (stays ≤ $29.21)
93%
EV / mo
+$13,888
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
76% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$15,004/mo
median; plan ~$10,203/mo after 68% keep · $35,632 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.9], measured ONLY among the 76% 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)
9%
Flat exit net (mid-life)
-$12,373
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.57/sh now → $1.11 mid-life (likely $1.18–$2.07)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 256 simulated challenges: the $29 strike is typically first touched on day 2 of 2, at $30 (overshoots $0.88). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2931 Jul 20268d left+$1.08/sh+$13,549
cycle +$15,049
[+$9,358…+$13,820] · 96% credit
68%
surv 54%
-$38,110 NOT
cap gain +$50,140
Reliable up-and-out (highest cap still free ≥60%)~$3214 Aug 202622d left+$0.55/sh+$6,880
cycle +$8,380
[+$548…+$6,901] · 76% credit
76%
surv 70%
-$9,687 NOT
cap gain +$78,563
Up-and-out for even (raise the cap, free)~$3131 Jul 20268d left+$0.33/sh+$4,167
cycle +$5,667
[-$1,458…+$3,985] · 67% credit
75%
surv 66%
-$28,374 NOT
cap gain +$59,876
Max even-money escape in the band~$3414 Aug 202622d left+$0.12/sh+$1,496
cycle +$2,996
[-$5,944…+$1,313] · 41% credit
81%
surv 77%
+$6,229 SAFE
cap gain +$94,479
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$22,500/mo
vs 50% target ($27,598/mo)-18%
vs normal income ($55,195/mo)41% covered
Net income (after hedge)$22,500/mo
Downside budget
⚠ $29 is $5 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,725
… as % of IC ($27,625)219.8%
… as % of ML ($277,625)21.9%
Recovery months (at normal income)1.1 mo
Surgical close (125 ct)$-89,375
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $29.21 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.21
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
≥ $29.21
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 (1.5σ)$1,500$-51,658+$36,592-$1,625
+2.5%$29.72 (1.8σ)$-7,562$-52,999+$35,251-$10,687
+5%$30.45 (2.1σ)$-16,625$-54,341+$33,909-$19,750
SS (= V-bounce)$39.71 (6.2σ)$-132,375$-71,472+$16,778-$89,125
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (125 × $29): -$60,725
Total Position P&L @ SS: $-60,868 (+$27,382 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-63,850, the opportunity cost of earning $22,500/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$71,625, position total $-62,481 (+$25,769 vs today)
🎯 50% normal115 × $28.5024 Jul2d10.9%89%13%+8pp$1,840$27,600$61,157
Sell 115 × $28.50 10.9% OTM over spot $25.70 24 Jul 2026 (2d, $0.28 mid)
= $1,840 credit for the 2d cycle → $27,600/mo projected
Survival (stays ≤ $28.50)
89%
Breach risk
11%
POP (stays ≤ $28.79)
91%
EV / mo
+$14,258
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
72% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$16,800/mo
median; plan ~$11,424/mo after 68% keep · $46,749 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.5-2.9], measured ONLY among the 72% 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)
-$10,605
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 81% POP
77% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.53/sh now → $1.08 mid-life (likely $1.15–$2.30)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 393 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $29 (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)~$2831 Jul 20268d left+$1.06/sh+$12,164
cycle +$14,004
[+$6,904…+$12,276] · 93% credit
68%
surv 54%
-$44,229 NOT
cap gain +$44,021
Reliable up-and-out (highest cap still free ≥60%)~$3214 Aug 202622d left+$0.51/sh+$5,903
cycle +$7,743
[-$1,971…+$5,864] · 69% credit
76%
surv 70%
-$15,399 NOT
cap gain +$72,851
Up-and-out for even (raise the cap, free)~$3031 Jul 20268d left+$0.31/sh+$3,552
cycle +$5,392
[-$3,320…+$3,422] · 61% credit
75%
surv 67%
-$33,724 NOT
cap gain +$54,526
Max even-money escape in the band~$3414 Aug 202622d left+$0.09/sh+$1,023
cycle +$2,863
[-$8,056…+$833] · 36% credit
81%
surv 77%
+$1,021 SAFE
cap gain +$89,271
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$27,600/mo
vs 50% target ($27,598/mo)+0%
vs normal income ($55,195/mo)50% covered
Net income (after hedge)$28,069/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$61,157
… as % of IC ($27,625)221.4%
… as % of ML ($277,625)22.0%
Recovery months (at normal income)1.1 mo
Surgical close (115 ct)$-82,627
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 $0.16 collected) or spot ≥ $28.79 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.79
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
≥ $28.79
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$28.50 (1.2σ)$1,840$-56,393+$31,857-$1,035
+2.5%$29.21 (1.6σ)$-6,354$-56,999+$31,251-$9,229
+5%$29.93 (1.9σ)$-14,548$-57,604+$30,646-$17,423
SS (= V-bounce)$39.71 (6.2σ)$-127,075$-69,632+$18,618-$87,285
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (115 × $28.50): -$61,157
+ Conservative CC premium (10 × $36): +$250
Total Position P&L @ SS: $-61,050 (+$27,200 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-64,032, the opportunity cost of earning $27,600/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$71,185, position total $-61,791 (+$26,459 vs today)
100% normal97 × $27.5024 Jul2d7.0%79%43%+15pp$3,686$55,290+$27,690$59,151
Sell 97 × $27.50 7.0% OTM over spot $25.70 24 Jul 2026 (2d, $0.47 mid)
= $3,686 credit for the 2d cycle → $55,290/mo projected
Survival (stays ≤ $27.50)
79%
Breach risk
21%
POP (stays ≤ $27.96)
84%
EV / mo
+$26,418
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
80% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$29,276/mo
median; plan ~$19,908/mo after 68% keep · $50,895 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.2], measured ONLY among the 80% 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)
25%
Flat exit net (mid-life)
-$6,284
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$35 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 97 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.45/sh now → $1.03 mid-life (likely $1.17–$2.14)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$0.65/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 742 simulated challenges: the $28 strike is typically first touched on day 1 of 2, at $28 (overshoots $0.92). 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 (97 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+$1.01/sh+$9,760
cycle +$13,446
[+$5,767…+$9,479] · 93% credit
68%
surv 54%
-$54,987 NOT
cap gain +$33,263
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202622d left+$0.44/sh+$4,279
cycle +$7,965
[-$1,909…+$3,685] · 64% credit
77%
surv 71%
-$25,377 NOT
cap gain +$62,873
Up-and-out for even (raise the cap, free)~$2931 Jul 20268d left+$0.26/sh+$2,533
cycle +$6,219
[-$2,836…+$1,945] · 53% credit
75%
surv 67%
-$43,097 NOT
cap gain +$45,153
Max even-money escape in the band~$3314 Aug 202622d left+$0.03/sh+$292
cycle +$3,978
[-$6,872…-$499] · 19% credit
81%
surv 78%
-$8,063 NOT
cap gain +$80,187
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3514 Aug 202622d left-$0.33/sh-$3,237
cycle +$449
[-$11,705…-$4,298]
84%
surv 82%
+$9,708 SAFE
cap gain +$97,958
budget: banked $3,686 debit $3,237 (88% used ≈ 0.3 wk of income) → whole cycle still +$449 cash · rolled 97 ct earn ≈ $9,183/mo while parked; 28 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$55,290/mo
vs 50% target ($27,598/mo)+100%
vs normal income ($55,195/mo)100% covered
Net income (after hedge)$56,602/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$59,151
… as % of IC ($27,625)214.1%
… as % of ML ($277,625)21.3%
Recovery months (at normal income)1.1 mo
Surgical close (97 ct)$-69,306
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 $0.38 collected) or spot ≥ $27.96 (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 $29.48 (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
$27-27.96
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
≥ $27.96
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)$3,686$-64,747+$23,503+$1,261
+2.5%$28.19 (1.1σ)$-2,983$-64,094+$24,156-$5,408
+5%$28.88 (1.4σ)$-9,652$-63,441+$24,809-$12,076
SS (= V-bounce)$39.71 (6.2σ)$-114,751$-63,536+$24,714-$81,189
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (97 × $27.50): -$59,151
+ Conservative CC premium (28 × $36): +$700
Total Position P&L @ SS: $-58,593 (+$29,657 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-61,576, the opportunity cost of earning $55,290/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$67,609, position total $-57,765 (+$30,485 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 · 9d · E[net] $-2,932/mo

🎯 Engine pick: sell 122 × $28.50 (primary), 75% survival, breach 25%, $27,653/mo.
⚖️ Worth a safer step: the $30 rung (33% normal) lifts survival to 82% (breach 25% → 18%) for $9,360/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $30 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $25.70 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $3231 Jul9d24.5%90%21%-0pp$2,000$6,667-$20,987$22,725
Sell 125 × $32 24.5% OTM over spot $25.70 31 Jul 2026 (9d, $0.36 mid)
= $2,000 credit for the 9d cycle → $6,667/mo projected
Survival (stays ≤ $32)
90%
Breach risk
10%
POP (stays ≤ $32.36)
91%
EV / mo
+$51
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-0pp
64% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,286/mo
median; plan ~$2,914/mo after 68% keep · $13,809 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.6], 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)
17%
Flat exit net (mid-life)
-$23,729
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.91/sh now → $2.06 mid-life (likely $1.83–$3.01)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.90/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 524 simulated challenges: the $32 strike is typically first touched on day 6 of 9, at $33 (overshoots $1.26). 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)~$327 Aug 202612d left+$0.81/sh+$10,105
cycle +$12,105
[+$9,006…+$14,536] · 100% credit
68%
surv 55%
-$9,104 NOT
cap gain +$79,146
Reliable up-and-out (highest cap still free ≥60%)~$3314 Aug 202618d left+$0.47/sh+$5,836
cycle +$7,836
[+$3,198…+$11,292] · 92% credit
71%
surv 61%
+$420 SAFE
cap gain +$88,670
Max even-money escape in the band~$3414 Aug 202618d left+$0.08/sh+$1,060
cycle +$3,060
[-$2,429…+$5,972] · 58% credit
73%
surv 65%
+$6,294 SAFE
cap gain +$94,544
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)~$347 Aug 202612d left+$0.03/sh+$317
cycle +$2,317
[-$2,464…+$3,957] · 52% credit
73%
surv 64%
+$225 SAFE
cap gain +$88,475
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$6,667/mo
vs 50% target ($27,598/mo)-76%
vs normal income ($55,195/mo)12% covered
Net income (after hedge)$6,667/mo
Downside budget
⚠ $32 is $2 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,725
… as % of IC ($27,625)82.3%
… as % of ML ($277,625)8.2%
Recovery months (at normal income)0.4 mo
Surgical close (125 ct)$-90,750
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 $0.16 collected) or spot ≥ $32.36 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $32)); NOT the premium you collected. Momentum override: two daily closes above $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $31.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$32-32.36
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
≥ $32.36
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$32.00 (1.3σ)$2,000$-19,208+$69,042-$1,125
+2.5%$32.80 (1.5σ)$-8,000$-20,688+$67,562-$11,125
+5%$33.60 (1.6σ)$-18,000$-22,168+$66,082-$21,125
SS (= V-bounce)$39.71 (2.9σ)$-94,375$-33,472+$54,778-$51,125
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (125 × $32): -$22,725
Total Position P&L @ SS: $-22,868 (+$65,382 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-25,850, the opportunity cost of earning $6,667/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$33,625, position total $-24,481 (+$63,769 vs today)
33% normal ← lean112 × $3031 Jul9d16.7%82%38%+2pp$5,488$18,293-$9,360$39,066
Sell 112 × $30 16.7% OTM over spot $25.70 31 Jul 2026 (9d, $0.64 mid)
= $5,488 credit for the 9d cycle → $18,293/mo projected
Survival (stays ≤ $30)
82%
Breach risk
18%
POP (stays ≤ $30.64)
85%
EV / mo
+$3,380
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
69% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,019/mo
median; plan ~$7,493/mo after 68% keep · $27,524 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.2], 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)
30%
Flat exit net (mid-life)
-$15,512
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$33 @ 76% POP
70% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.65/sh now → $1.88 mid-life (likely $1.87–$2.98)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$1.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 890 simulated challenges: the $30 strike is typically first touched on day 5 of 9, at $31 (overshoots $1.17). 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
Roll out (same strike, buy time)~$307 Aug 202612d left+$0.73/sh+$8,210
cycle +$13,698
[+$6,282…+$10,511] · 100% credit
68%
surv 55%
-$28,485 NOT
cap gain +$59,765
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202618d left+$0.37/sh+$4,159
cycle +$9,647
[+$494…+$6,572] · 80% credit
71%
surv 62%
-$18,745 NOT
cap gain +$69,505
Up-and-out for even (raise the cap, free)~$317 Aug 202612d left+$0.16/sh+$1,792
cycle +$7,280
[-$1,205…+$3,326] · 58% credit
72%
surv 62%
-$21,111 NOT
cap gain +$67,139
Max even-money escape in the band~$3214 Aug 202618d left+$0.00/sh+$25
cycle +$5,513
[-$4,431…+$2,026] · 36% credit
74%
surv 66%
-$12,229 NOT
cap gain +$76,021
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3314 Aug 202618d left-$0.31/sh-$3,469
cycle +$2,019
[-$8,634…-$1,889] · 18% credit
76%
surv 70%
-$5,073 NOT
cap gain +$83,177
budget: banked $5,488 debit $3,469 (63% used ≈ 0.8 wk of income) → whole cycle still +$2,019 cash · rolled 112 ct earn ≈ $29,218/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$18,293/mo
vs 50% target ($27,598/mo)-34%
vs normal income ($55,195/mo)33% covered
Net income (after hedge)$18,903/mo
Downside budget
⚠ $30 is $4 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$39,066
… as % of IC ($27,625)141.4%
… as % of ML ($277,625)14.1%
Recovery months (at normal income)0.7 mo
Surgical close (112 ct)$-80,752
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 ≥ $30.64 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.64
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
≥ $30.64
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (≤1σ, normal week)$5,488$-36,695+$51,555+$2,688
+2.5%$30.75 (1.1σ)$-2,912$-37,108+$51,142-$5,712
+5%$31.50 (1.2σ)$-11,312$-37,520+$50,730-$14,112
SS (= V-bounce)$39.71 (2.9σ)$-103,264$-46,859+$41,391-$64,512
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (112 × $30): -$39,066
+ Conservative CC premium (13 × $36): +$325
Total Position P&L @ SS: $-38,883 (+$49,367 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-41,866, the opportunity cost of earning $18,293/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$48,832, position total $-39,363 (+$48,887 vs today)
🎯 50% normal122 × $28.5031 Jul9d10.9%75%43%+5pp$8,296$27,653$58,536
Sell 122 × $28.50 10.9% OTM over spot $25.70 31 Jul 2026 (9d, $0.99 mid)
= $8,296 credit for the 9d cycle → $27,653/mo projected
Survival (stays ≤ $28.50)
75%
Breach risk
25%
POP (stays ≤ $29.48)
80%
EV / mo
+$2,837
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
70% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,503/mo
median; plan ~$9,182/mo after 68% keep · $33,914 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.8], 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)
-$12,960
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$33 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 122 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.46/sh now → $1.74 mid-life (likely $2.00–$2.92)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$1.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,295 simulated challenges: the $28 strike is typically first touched on day 4 of 9, at $30 (overshoots $1.08). 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 (122 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$287 Aug 202612d left+$0.68/sh+$8,281
cycle +$16,577
[+$5,458…+$8,847] · 100% credit
68%
surv 54%
-$41,831 NOT
cap gain +$46,419
Reliable up-and-out (highest cap still free ≥60%)~$297 Aug 202612d left+$0.31/sh+$3,830
cycle +$12,126
[+$432…+$4,110] · 83% credit
70%
surv 59%
-$37,815 NOT
cap gain +$50,435
Up-and-out for even (raise the cap, free)~$307 Aug 202612d left+$0.11/sh+$1,370
cycle +$9,666
[-$2,421…+$1,365] · 36% credit
72%
surv 62%
-$34,950 NOT
cap gain +$53,300
Max even-money escape in the band~$307 Aug 202612d left+$0.11/sh+$1,370
cycle +$9,666
[-$2,421…+$1,365] · 36% credit
72%
surv 62%
-$34,950 NOT
cap gain +$53,300
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3314 Aug 202618d left-$0.61/sh-$7,385
cycle +$911
[-$14,823…-$8,478] · 4% credit
79%
surv 75%
-$11,756 NOT
cap gain +$76,494
budget: banked $8,296 debit $7,385 (89% used ≈ 1.2 wk of income) → whole cycle still +$911 cash · rolled 122 ct earn ≈ $23,118/mo while parked; 3 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$27,653/mo
vs 50% target ($27,598/mo)+0%
vs normal income ($55,195/mo)50% covered
Net income (after hedge)$27,794/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$58,536
… as % of IC ($27,625)211.9%
… as % of ML ($277,625)21.1%
Recovery months (at normal income)1.1 mo
Surgical close (122 ct)$-89,853
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.68 collected) or spot ≥ $29.48 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-29.48
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
≥ $29.48
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$28.50 (≤1σ, normal week)$8,296$-50,112+$38,138+$5,246
+2.5%$29.21 (≤1σ, normal week)$-396$-51,217+$37,033-$3,446
+5%$29.93 (≤1σ, normal week)$-9,089$-52,321+$35,929-$12,139
SS (= V-bounce)$39.71 (2.9σ)$-128,466$-68,601+$19,649-$86,254
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (122 × $28.50): -$58,536
+ Conservative CC premium (3 × $36): +$75
Total Position P&L @ SS: $-58,603 (+$29,647 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-61,586, the opportunity cost of earning $27,653/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$69,174, position total $-59,955 (+$28,295 vs today)
100% normal119 × $2731 Jul9d5.0%64%77%+11pp$16,660$55,533+$27,880$66,378
Sell 119 × $27 5.0% OTM over spot $25.70 31 Jul 2026 (9d, $1.50 mid)
= $16,660 credit for the 9d cycle → $55,533/mo projected
Survival (stays ≤ $27)
64%
Breach risk
36%
POP (stays ≤ $28.50)
74%
EV / mo
+$12,090
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
74% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$24,502/mo
median; plan ~$16,662/mo after 68% keep · $50,282 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.3-2.5], measured ONLY among the 74% 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)
63%
Flat exit net (mid-life)
-$2,543
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$37 @ 92% POP
92% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 119 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.28/sh now → $1.61 mid-life (likely $2.14–$2.99)≈ $0 at expiry  |  you banked $1.40/sh, so a flat mid-life exit nets -$0.21/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,904 simulated challenges: the $27 strike is typically first touched on day 3 of 9, at $28 (overshoots $1.08). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (119 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$277 Aug 202612d left+$0.63/sh+$7,453
cycle +$24,113
[+$4,438…+$6,181] · 100% credit
68%
surv 54%
-$50,195 NOT
cap gain +$38,055
Reliable up-and-out (highest cap still free ≥60%)~$2714 Aug 202618d left+$0.66/sh+$7,836
cycle +$24,496
[+$3,257…+$5,967] · 98% credit
69%
surv 57%
-$46,670 NOT
cap gain +$41,580
Up-and-out for even (raise the cap, free)~$287 Aug 202612d left+$0.07/sh+$794
cycle +$17,454
[-$3,634…-$1,106] · 16% credit
72%
surv 63%
-$43,063 NOT
cap gain +$45,187
Max even-money escape in the band~$287 Aug 202612d left+$0.07/sh+$794
cycle +$17,454
[-$3,634…-$1,106] · 16% credit
72%
surv 63%
-$43,063 NOT
cap gain +$45,187
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3714 Aug 202618d left-$1.33/sh-$15,849
cycle +$811
[-$28,762…-$20,909]
92%
surv 92%
+$35,368 SAFE
cap gain +$123,618
budget: banked $16,660 debit $15,849 (95% used ≈ 1.2 wk of income) → whole cycle still +$811 cash · rolled 119 ct earn ≈ $5,590/mo while parked; 6 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$55,533/mo
vs 50% target ($27,598/mo)+101%
vs normal income ($55,195/mo)101% covered
Net income (after hedge)$55,815/mo
Downside budget
⚠ $27 is $7 below CC-SS $33.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,378
… as % of IC ($27,625)240.3%
… as % of ML ($277,625)23.9%
Recovery months (at normal income)1.2 mo
Surgical close (119 ct)$-85,144
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.40 collected) or spot ≥ $28.50 (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 $29.48 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.50
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
≥ $28.50
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$27.00 (≤1σ, normal week)$16,660$-57,648+$30,602+$13,685
+2.5%$27.67 (≤1σ, normal week)$8,628$-58,492+$29,758+$5,653
+5%$28.35 (≤1σ, normal week)$595$-59,336+$28,914-$2,380
SS (= V-bounce)$39.71 (2.9σ)$-134,589$-75,762+$12,488-$93,415
V-BOUNCE STRESS (stock → CC-SS $33.98, where you are whole again, by expiry)
Starting unrealized P&L: $-88,250
+ Fortress recovery (un-capped): +$88,108
− CC assignment net of premium (119 × $27): -$66,378
+ Conservative CC premium (6 × $36): +$150
Total Position P&L @ SS: $-66,371 (+$21,879 vs today)
Do-nothing baseline at SS: $2,983 (this trade vs do-nothing: $-69,353, the opportunity cost of earning $55,533/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$76,755, position total $-67,461 (+$20,789 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 (22 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 22 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: 0.852 (IBKR)  |  Recovery@SS: +$88,108 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $2,983

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$28.502d24 Jul 2026$0.16115/125$27,600$28,06989%91%+$14,258-$61,157221.4%$-61,050 (vs do-nothing $-64,032)
$282d24 Jul 2026$0.2284/125$27,720$29,64285%87%+$11,844-$48,367175.1%$-47,485 (vs do-nothing $-50,467)
$27.502d24 Jul 2026$0.3849/125$27,930$31,49279%84%+$13,345-$29,880108.2%$-28,123 (vs do-nothing $-31,105)
$28.509d31 Jul 2026$0.68122/125$27,653$27,79475%80%+$2,837-$58,536211.9%$-58,603 (vs do-nothing $-61,586)
$272d24 Jul 2026$0.4046/125$27,600$31,30373%80%+$7,328-$30,259109.5%$-28,426 (vs do-nothing $-31,409)
$289d31 Jul 2026$0.8697/125$27,807$29,11971%78%+$2,835-$49,645179.7%$-49,087 (vs do-nothing $-52,070)
$2816d7 Aug 2026$1.5496/125$27,720$29,07968%76%+$4,411-$42,605154.2%$-42,022 (vs do-nothing $-45,005)
$27.509d31 Jul 2026$1.2268/125$27,653$30,32568%76%+$7,026-$35,754129.4%$-34,472 (vs do-nothing $-37,454)
$27.5016d7 Aug 2026$1.7187/125$27,894$29,67665%74%+$4,161-$41,482150.2%$-40,674 (vs do-nothing $-43,657)
$26.502d24 Jul 2026$0.5534/125$28,050$32,31665%76%+$5,383-$23,55585.3%$-21,423 (vs do-nothing $-24,405)
$279d31 Jul 2026$1.4060/125$28,000$31,04764%74%+$6,096-$33,468121.2%$-31,986 (vs do-nothing $-34,968)
$2716d7 Aug 2026$1.9078/125$27,788$29,99163%73%+$3,939-$39,608143.4%$-38,576 (vs do-nothing $-41,558)
$2723d14 Aug 2026$1.94110/125$27,835$28,53862%73%+$2,386-$55,418200.6%$-55,186 (vs do-nothing $-58,168)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.509d31 Jul 2026$1.6052/125$27,733$31,15560%72%+$5,635-$30,566110.6%$-28,883 (vs do-nothing $-31,866)
$26.5016d7 Aug 2026$2.1071/125$27,956$30,48860%72%+$3,690-$38,184138.2%$-36,976 (vs do-nothing $-39,959)
$2623d14 Aug 2026$2.3690/125$27,704$29,34557%70%+$2,239-$50,562183.0%$-49,830 (vs do-nothing $-52,812)
$262d24 Jul 2026$0.7425/125$27,750$32,43857%72%+$4,040-$18,09565.5%$-15,737 (vs do-nothing $-18,720)
$2616d7 Aug 2026$2.3264/125$27,840$30,69957%70%+$3,453-$36,211131.1%$-34,829 (vs do-nothing $-37,811)
$269d31 Jul 2026$1.8246/125$27,907$31,61056%70%+$4,937-$28,327102.5%$-26,494 (vs do-nothing $-29,477)
$25.5016d7 Aug 2026$2.5658/125$27,840$30,98154%69%+$3,267-$34,324124.3%$-32,792 (vs do-nothing $-35,774)
$25.509d31 Jul 2026$2.0641/125$28,153$32,09152%68%+$3,498-$26,31495.3%$-24,356 (vs do-nothing $-27,339)
$25.502d24 Jul 2026$0.9919/125$28,215$33,18448%69%+$3,414-$14,22751.5%$-11,720 (vs do-nothing $-14,702)

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  |  2026-07-22 03:37