FORTRESS FIGHT: GLXY @ $25.38

BE SS: $39.71  |  CC-SS: $33.85  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-22 13:54

GLXYBBC @ $25.38   UNDERWATER $14.33 (36.1% 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: $33.85 (banked floor $33.77)  |  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$56,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,106/mo (info only, already in marks)
Unrealized P&L$-90,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$28,125/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$56,250/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $27,625
ML VELOCITY
4.9 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.85 (probe: $34C 16d) brings only $234/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)
$89,996
was $90,875 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.85 → $33.77
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 47 (live) · RSI 49 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 48 · %B 50 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.83 (+37%) · daily UBB $29.44 · 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: 57 contracts at $27.50 / 2d. This is the safest strike (survival 84%, breach 16%) that still earns 50% of normal income ($28,125/mo); it brings $28,215/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 114 × $27.50/2d for $56,430/mo, but breach risk rises to 16% (+0pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 96 × $28.50/2d (91% survival, $18,720/mo).
Downside anchor: the primary mortgages $34,326 (124% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 0.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 57 contracts realizes $-42,066 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 57 × $27.50, 84% survival, $28,215/mo (E[net] $6,371/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 · 2d57 × $27.5084%$28,215$6,371
NEXT FRIDAY31 Jul 2026 · 9d118 × $27.5070%$28,320$-6,395

📅 THIS FRIDAY · 24 Jul 2026 · 2d · E[net] $6,371/mo 🏆 GRAND PICK

🎯 Engine pick: sell 57 × $27.50 (primary), 84% survival, breach 16%, $28,215/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $28.50 rung (🛡 safe yield) lifts survival to 91% (breach 16% → 9%) for $3,840/mo less (14% income) buys safety you do not really need here.
GLXY  spot $25.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal96 × $28.5024 Jul2d12.3%91%18%+5pp$1,248$18,720-$9,495$50,133
Sell 96 × $28.50 12.3% OTM over spot $25.38 24 Jul 2026 (2d, $0.24 mid)
= $1,248 credit for the 2d cycle → $18,720/mo projected
Survival (stays ≤ $28.50)
91%
Breach risk
9%
POP (stays ≤ $28.74)
93%
EV / mo
+$11,147
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
71% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,914/mo
median; plan ~$9,461/mo after 68% keep · $37,469 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.6-2.9], measured ONLY among the 71% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$12,423
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 96 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: $2.01/sh now → $1.42 mid-life (likely $1.50–$2.90)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$1.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 287 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $29 (overshoots $0.93). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (96 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+$0.77/sh+$7,406
cycle +$8,654
[+$462…+$7,521] · 77% credit
69%
surv 54%
-$48,346 NOT
cap gain +$42,529
Reliable up-and-out (highest cap still free ≥60%)~$317 Aug 202615d left+$0.50/sh+$4,804
cycle +$6,052
[-$3,309…+$4,833] · 62% credit
75%
surv 66%
-$28,423 NOT
cap gain +$62,452
Max even-money escape in the band~$3214 Aug 202622d left+$0.15/sh+$1,420
cycle +$2,668
[-$8,065…+$1,344] · 37% credit
77%
surv 72%
-$15,870 NOT
cap gain +$75,005
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)~$3031 Jul 20268d left+$0.08/sh+$766
cycle +$2,014
[-$7,907…+$500] · 31% credit
75%
surv 65%
-$37,774 NOT
cap gain +$53,101
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$18,720/mo
vs 50% target ($28,125/mo)-33%
vs normal income ($56,250/mo)33% covered
Net income (after hedge)$20,079/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$50,133
… as % of IC ($27,625)181.5%
… as % of ML ($277,625)18.1%
Recovery months (at normal income)0.9 mo
Surgical close (96 ct)$-70,848
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 $0.13 collected) or spot ≥ $28.74 (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 $29.44 (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
$28-28.74
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
≥ $28.74
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 (1.4σ)$1,248$-55,752+$35,123-$1,152
+2.5%$29.21 (1.8σ)$-5,592$-55,022+$35,853-$7,992
+5%$29.93 (2.1σ)$-12,432$-54,291+$36,584-$14,832
SS (= V-bounce)$39.71 (6.7σ)$-106,368$-57,921+$32,954-$63,552
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (96 × $28.50): -$50,133
+ Conservative CC premium (29 × $35): +$725
Total Position P&L @ SS: $-50,266 (+$40,609 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-52,533, the opportunity cost of earning $18,720/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$59,520, position total $-49,264 (+$41,611 vs today)
🛡 safe yield125 × $28.5024 Jul2d12.3%91%18%+7pp$1,625$24,375-$3,840$65,277
Sell 125 × $28.50 12.3% OTM over spot $25.38 24 Jul 2026 (2d, $0.24 mid)
= $1,625 credit for the 2d cycle → $24,375/mo projected
Survival (stays ≤ $28.50)
91%
Breach risk
9%
POP (stays ≤ $28.74)
93%
EV / mo
+$14,514
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
74% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$16,581/mo
median; plan ~$11,275/mo after 68% keep · $38,536 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.7], 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)
-$16,176
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 77% POP
72% 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: $2.01/sh now → $1.42 mid-life (likely $1.47–$2.72)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$1.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 245 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $29 (overshoots $0.85). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2831 Jul 20268d left+$0.77/sh+$9,643
cycle +$11,268
[+$1,869…+$10,260] · 80% credit
69%
surv 54%
-$46,457 NOT
cap gain +$44,418
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202622d left+$0.45/sh+$5,670
cycle +$7,295
[-$4,223…+$6,292] · 64% credit
75%
surv 68%
-$22,593 NOT
cap gain +$68,282
Max even-money escape in the band~$3214 Aug 202622d left+$0.15/sh+$1,849
cycle +$3,474
[-$8,837…+$2,232] · 40% credit
77%
surv 72%
-$15,789 NOT
cap gain +$75,086
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)~$3031 Jul 20268d left+$0.08/sh+$997
cycle +$2,622
[-$8,858…+$944] · 33% credit
75%
surv 65%
-$37,890 NOT
cap gain +$52,985
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$24,375/mo
vs 50% target ($28,125/mo)-13%
vs normal income ($56,250/mo)43% covered
Net income (after hedge)$24,375/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$65,277
… as % of IC ($27,625)236.3%
… as % of ML ($277,625)23.5%
Recovery months (at normal income)1.2 mo
Surgical close (125 ct)$-92,250
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 $0.13 collected) or spot ≥ $28.74 (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 $29.44 (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
$28-28.74
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
≥ $28.74
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 (1.4σ)$1,625$-56,100+$34,775-$1,500
+2.5%$29.21 (1.8σ)$-7,281$-57,436+$33,439-$10,406
+5%$29.93 (2.1σ)$-16,188$-58,772+$32,103-$19,313
SS (= V-bounce)$39.71 (6.7σ)$-138,500$-77,119+$13,756-$82,750
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (125 × $28.50): -$65,277
Total Position P&L @ SS: $-66,135 (+$24,740 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-68,402, the opportunity cost of earning $24,375/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$77,500, position total $-67,969 (+$22,906 vs today)
🎯 50% normal57 × $27.5024 Jul2d8.4%84%19%+12pp$1,881$28,215$34,326
Sell 57 × $27.50 8.4% OTM over spot $25.38 24 Jul 2026 (2d, $0.44 mid)
= $1,881 credit for the 2d cycle → $28,215/mo projected
Survival (stays ≤ $27.50)
84%
Breach risk
16%
POP (stays ≤ $27.94)
88%
EV / mo
+$16,870
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
76% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$19,244/mo
median; plan ~$13,086/mo after 68% keep · $46,820 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.8], 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)
19%
Flat exit net (mid-life)
-$5,824
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 57 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: $1.91/sh now → $1.35 mid-life (likely $1.49–$2.85)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 567 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $28 (overshoots $0.89). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (57 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+$0.73/sh+$4,177
cycle +$6,058
[-$54…+$4,005] · 74% credit
69%
surv 54%
-$60,592 NOT
cap gain +$30,283
Reliable up-and-out (highest cap still free ≥60%)~$2914 Aug 202622d left+$0.73/sh+$4,165
cycle +$6,046
[-$926…+$3,960] · 69% credit
73%
surv 64%
-$43,391 NOT
cap gain +$47,484
Max even-money escape in the band~$3114 Aug 202622d left+$0.09/sh+$517
cycle +$2,398
[-$5,382…+$211] · 28% credit
78%
surv 72%
-$25,790 NOT
cap gain +$65,085
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+$259
cycle +$2,140
[-$4,989…-$128] · 23% credit
75%
surv 66%
-$47,297 NOT
cap gain +$43,578
Safety roll (pay small debit, max POP)~$3314 Aug 202622d left-$0.24/sh-$1,394
cycle +$487
[-$7,699…-$1,796] · 6% credit
83%
surv 79%
-$6,451 NOT
cap gain +$84,424
budget: banked $1,881 debit $1,394 (74% used ≈ 0.2 wk of income) → whole cycle still +$487 cash · rolled 57 ct earn ≈ $8,606/mo while parked; 68 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$28,215/mo
vs 50% target ($28,125/mo)+0%
vs normal income ($56,250/mo)50% covered
Net income (after hedge)$31,402/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,326
… as % of IC ($27,625)124.3%
… as % of ML ($277,625)12.4%
Recovery months (at normal income)0.6 mo
Surgical close (57 ct)$-42,066
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $27.94 (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 $29.44 (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
$27-27.94
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
≥ $27.94
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)$1,881$-64,769+$26,106+$456
+2.5%$28.19 (1.3σ)$-2,038$-61,383+$29,492-$3,463
+5%$28.88 (1.6σ)$-5,956$-57,997+$32,878-$7,382
SS (= V-bounce)$39.71 (6.7σ)$-67,716$-36,663+$54,212-$42,294
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (57 × $27.50): -$34,326
+ Conservative CC premium (68 × $35): +$1,700
Total Position P&L @ SS: $-33,485 (+$57,390 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-35,751, the opportunity cost of earning $28,215/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$39,900, position total $-28,669 (+$62,206 vs today)
100% normal114 × $27.5024 Jul2d8.4%84%34%+15pp$3,762$56,430+$28,215$68,653
Sell 114 × $27.50 8.4% OTM over spot $25.38 24 Jul 2026 (2d, $0.44 mid)
= $3,762 credit for the 2d cycle → $56,430/mo projected
Survival (stays ≤ $27.50)
84%
Breach risk
16%
POP (stays ≤ $27.94)
88%
EV / mo
+$33,739
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
83% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~3.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$32,812/mo
median; plan ~$22,312/mo after 68% keep · $55,604 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.4], measured ONLY among the 83% 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)
20%
Flat exit net (mid-life)
-$11,648
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 114 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: $1.91/sh now → $1.35 mid-life (likely $1.51–$2.87)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$1.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 611 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $28 (overshoots $0.93). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (114 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+$0.73/sh+$8,355
cycle +$12,117
[-$278…+$7,825] · 74% credit
69%
surv 54%
-$55,958 NOT
cap gain +$34,917
Reliable up-and-out (highest cap still free ≥60%)~$2914 Aug 202622d left+$0.73/sh+$8,330
cycle +$12,092
[-$2,033…+$7,670] · 68% credit
73%
surv 64%
-$38,770 NOT
cap gain +$52,105
Max even-money escape in the band~$3114 Aug 202622d left+$0.09/sh+$1,034
cycle +$4,796
[-$10,974…+$66] · 25% credit
78%
surv 72%
-$24,817 NOT
cap gain +$66,058
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+$518
cycle +$4,280
[-$10,272…-$384] · 19% credit
75%
surv 66%
-$46,582 NOT
cap gain +$44,293
Safety roll (pay small debit, max POP)~$3314 Aug 202622d left-$0.24/sh-$2,788
cycle +$974
[-$15,571…-$3,921] · 4% credit
83%
surv 79%
-$7,389 NOT
cap gain +$83,486
budget: banked $3,762 debit $2,788 (74% used ≈ 0.2 wk of income) → whole cycle still +$974 cash · rolled 114 ct earn ≈ $17,212/mo while parked; 11 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$56,430/mo
vs 50% target ($28,125/mo)+101%
vs normal income ($56,250/mo)100% covered
Net income (after hedge)$56,946/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$68,653
… as % of IC ($27,625)248.5%
… as % of ML ($277,625)24.7%
Recovery months (at normal income)1.2 mo
Surgical close (114 ct)$-84,132
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $27.94 (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 $29.44 (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
$27-27.94
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
≥ $27.94
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)$3,762$-64,313+$26,562+$912
+2.5%$28.19 (1.3σ)$-4,075$-64,846+$26,029-$6,925
+5%$28.88 (1.6σ)$-11,913$-65,379+$25,496-$14,763
SS (= V-bounce)$39.71 (6.7σ)$-135,432$-78,957+$11,918-$84,588
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (114 × $27.50): -$68,653
+ Conservative CC premium (11 × $35): +$275
Total Position P&L @ SS: $-69,236 (+$21,639 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-71,503, the opportunity cost of earning $56,430/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$79,800, position total $-69,994 (+$20,881 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] $-6,395/mo

🎯 Engine pick: sell 118 × $27.50 (primary), 70% survival, breach 30%, $28,320/mo.
⚖️ Worth a safer step: the $30 rung (33% normal) lifts survival to 84% (breach 30% → 16%) for $9,700/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 $25.38 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $3431 Jul9d34.0%96%9%-2pp$1,375$4,583-$23,737$0
Sell 125 × $34 34.0% OTM over spot $25.38 31 Jul 2026 (9d, $0.32 mid)
= $1,375 credit for the 9d cycle → $4,583/mo projected
Survival (stays ≤ $34)
96%
Breach risk
4%
POP (stays ≤ $34.32)
96%
EV / mo
+$2,583
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
66% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,438/mo
median; plan ~$2,338/mo after 68% keep · $10,396 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)
7%
Flat exit net (mid-life)
-$27,854
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$37 @ 74% POP
66% 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: $3.30/sh now → $2.34 mid-life (likely $1.82–$3.03)≈ $0 at expiry  |  you banked $0.11/sh, so a flat mid-life exit nets -$2.23/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 206 simulated challenges: the $34 strike is typically first touched on day 7 of 9, at $35 (overshoots $1.23). 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)~$347 Aug 202612d left+$0.86/sh+$10,750
cycle +$12,125
[+$11,056…+$18,637] · 100% credit
69%
surv 55%
+$12,837 SAFE
cap gain +$103,712
Up-and-out for even (raise the cap, free)~$367 Aug 202612d left+$0.16/sh+$2,003
cycle +$3,378
[+$1,027…+$8,280] · 83% credit
73%
surv 62%
+$21,303 SAFE
cap gain +$112,178
Max even-money escape in the band~$3714 Aug 202618d left+$0.07/sh+$882
cycle +$2,257
[-$1,165…+$8,979] · 67% credit
74%
surv 66%
+$30,807 SAFE
cap gain +$121,682
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$4,583/mo
vs 50% target ($28,125/mo)-84%
vs normal income ($56,250/mo)8% covered
Net income (after hedge)$4,583/mo
Downside budget
✓ $34 is at/above CC-SS $33.85: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,625)0.0%
… as % of ML ($277,625)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (125 ct)$-93,500
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 $0.11 collected) or spot ≥ $34.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $34)); NOT the premium you collected. Momentum override: two daily closes above $29.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $33.66Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$34-34.32
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
≥ $34.32
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$34.00 (1.9σ)$1,375$2,088+$92,963-$1,750
+2.5%$34.85 (2.1σ)$-9,250$494+$91,369-$12,375
+5%$35.70 (2.3σ)$-19,875$-1,100+$89,775-$14,250
SS (= V-bounce)$39.71 (3.1σ)$-70,000$-8,619+$82,256-$14,250
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (125 × $34): -$0
Total Position P&L @ SS: $-858 (+$90,017 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-3,125, the opportunity cost of earning $4,583/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,000, position total $531 (+$91,406 vs today)
33% normal ← lean114 × $3031 Jul9d18.2%84%33%+4pp$5,586$18,620-$9,700$38,329
Sell 114 × $30 18.2% OTM over spot $25.38 31 Jul 2026 (9d, $0.59 mid)
= $5,586 credit for the 9d cycle → $18,620/mo projected
Survival (stays ≤ $30)
84%
Breach risk
16%
POP (stays ≤ $30.59)
87%
EV / mo
+$6,631
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
70% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,688/mo
median; plan ~$7,948/mo after 68% keep · $28,081 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.3], 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)
24%
Flat exit net (mid-life)
-$16,551
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 114 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: $2.74/sh now → $1.94 mid-life (likely $1.91–$3.02)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$1.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 725 simulated challenges: the $30 strike is typically first touched on day 5 of 9, at $31 (overshoots $1.10). 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 (114 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+$0.71/sh+$8,054
cycle +$13,640
[+$6,023…+$10,235] · 100% credit
69%
surv 54%
-$27,873 NOT
cap gain +$63,002
Reliable up-and-out (highest cap still free ≥60%)~$3214 Aug 202618d left+$0.26/sh+$2,932
cycle +$8,518
[-$1,433…+$5,340] · 63% credit
73%
surv 63%
-$15,782 NOT
cap gain +$75,093
Up-and-out for even (raise the cap, free)~$327 Aug 202612d left+$0.01/sh+$162
cycle +$5,748
[-$3,048…+$1,803] · 37% credit
74%
surv 64%
-$18,552 NOT
cap gain +$72,323
Max even-money escape in the band~$327 Aug 202612d left+$0.01/sh+$162
cycle +$5,748
[-$3,048…+$1,803] · 37% credit
74%
surv 64%
-$18,552 NOT
cap gain +$72,323
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3414 Aug 202618d left-$0.40/sh-$4,568
cycle +$1,018
[-$10,442…-$2,966] · 14% credit
77%
surv 72%
-$2,032 NOT
cap gain +$88,843
budget: banked $5,586 debit $4,568 (82% used ≈ 1.1 wk of income) → whole cycle still +$1,018 cash · rolled 114 ct earn ≈ $29,281/mo while parked; 11 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$18,620/mo
vs 50% target ($28,125/mo)-34%
vs normal income ($56,250/mo)33% covered
Net income (after hedge)$19,136/mo
Downside budget
⚠ $30 is $4 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$38,329
… as % of IC ($27,625)138.7%
… as % of ML ($277,625)13.8%
Recovery months (at normal income)0.7 mo
Surgical close (114 ct)$-84,075
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 ≥ $30.59 (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 $29.44 (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
$30-30.59
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
≥ $30.59
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 (1.0σ)$5,586$-35,926+$54,949+$2,736
+2.5%$30.75 (1.2σ)$-2,964$-36,508+$54,367-$5,814
+5%$31.50 (1.3σ)$-11,514$-37,089+$53,786-$14,364
SS (= V-bounce)$39.71 (3.1σ)$-105,108$-48,633+$42,242-$54,264
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (114 × $30): -$38,329
+ Conservative CC premium (11 × $35): +$275
Total Position P&L @ SS: $-38,912 (+$51,963 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-41,179, the opportunity cost of earning $18,620/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$49,476, position total $-39,670 (+$51,205 vs today)
🎯 50% normal118 × $27.5031 Jul9d8.4%70%52%+5pp$8,496$28,320$66,459
Sell 118 × $27.50 8.4% OTM over spot $25.38 31 Jul 2026 (9d, $1.38 mid)
= $8,496 credit for the 9d cycle → $28,320/mo projected
Survival (stays ≤ $27.50)
70%
Breach risk
30%
POP (stays ≤ $28.88)
79%
EV / mo
$-3,131
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
70% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,171/mo
median; plan ~$9,636/mo after 68% keep · $27,199 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.5-1.9], 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)
52%
Flat exit net (mid-life)
-$11,687
Free roll-up
+$1/wk
Safest escape (by 14 Aug 2026)
$31 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 118 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.42/sh now → $1.71 mid-life (likely $2.06–$2.94)≈ $0 at expiry  |  you banked $0.72/sh, so a flat mid-life exit nets -$0.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,548 simulated challenges: the $28 strike is typically first touched on day 4 of 9, at $28 (overshoots $1.00). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (118 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$287 Aug 202612d left+$0.62/sh+$7,288
cycle +$15,784
[+$4,297…+$7,387] · 100% credit
69%
surv 54%
-$52,391 NOT
cap gain +$38,484
Reliable up-and-out (highest cap still free ≥60%)~$2814 Aug 202618d left+$0.55/sh+$6,541
cycle +$15,037
[+$1,712…+$5,924] · 90% credit
70%
surv 58%
-$46,551 NOT
cap gain +$44,324
Up-and-out for even (raise the cap, free)~$297 Aug 202612d left+$0.13/sh+$1,563
cycle +$10,059
[-$2,116…+$908] · 35% credit
72%
surv 62%
-$46,216 NOT
cap gain +$44,659
Max even-money escape in the band~$2914 Aug 202618d left+$0.15/sh+$1,769
cycle +$10,265
[-$3,840…+$746] · 31% credit
73%
surv 64%
-$40,697 NOT
cap gain +$50,178
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3114 Aug 202618d left-$0.47/sh-$5,530
cycle +$2,966
[-$12,917…-$7,424] · 6% credit
78%
surv 73%
-$26,746 NOT
cap gain +$64,129
budget: banked $8,496 debit $5,530 (65% used ≈ 0.8 wk of income) → whole cycle still +$2,966 cash · rolled 118 ct earn ≈ $24,422/mo while parked; 7 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$28,320/mo
vs 50% target ($28,125/mo)+1%
vs normal income ($56,250/mo)50% covered
Net income (after hedge)$28,648/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$66,459
… as % of IC ($27,625)240.6%
… as % of ML ($277,625)23.9%
Recovery months (at normal income)1.2 mo
Surgical close (118 ct)$-93,515
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.72 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 $29.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.88
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$27.50 (≤1σ, normal week)$8,496$-59,679+$31,196+$5,546
+2.5%$28.19 (≤1σ, normal week)$384$-60,487+$30,388-$2,566
+5%$28.88 (≤1σ, normal week)$-7,729$-61,295+$29,580-$10,679
SS (= V-bounce)$39.71 (3.1σ)$-135,582$-77,323+$13,552-$82,954
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (118 × $27.50): -$66,459
+ Conservative CC premium (7 × $35): +$175
Total Position P&L @ SS: $-67,143 (+$23,732 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-69,409, the opportunity cost of earning $28,320/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$77,998, position total $-68,292 (+$22,583 vs today)
100% normal116 × $26.5031 Jul9d4.4%63%80%+11pp$16,936$56,453+$28,133$68,349
Sell 116 × $26.50 4.4% OTM over spot $25.38 31 Jul 2026 (9d, $1.77 mid)
= $16,936 credit for the 9d cycle → $56,453/mo projected
Survival (stays ≤ $26.50)
63%
Breach risk
37%
POP (stays ≤ $28.27)
75%
EV / mo
+$13,323
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
80% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$26,297/mo
median; plan ~$17,882/mo after 68% keep · $37,282 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.5-1.9], 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)
64%
Flat exit net (mid-life)
-$1,872
Free roll-up
+$1/wk
Safest escape (by 7 Aug 2026)
$34 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 116 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: $2.29/sh now → $1.62 mid-life (likely $2.17–$3.00)≈ $0 at expiry  |  you banked $1.46/sh, so a flat mid-life exit nets -$0.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,905 simulated challenges: the $26 strike is typically first touched on day 3 of 9, at $28 (overshoots $1.01). 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 (116 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$267 Aug 202612d left+$0.58/sh+$6,769
cycle +$23,705
[+$3,566…+$5,415] · 100% credit
69%
surv 54%
-$55,045 NOT
cap gain +$35,830
Reliable up-and-out (highest cap still free ≥60%)~$2714 Aug 202618d left+$0.51/sh+$5,897
cycle +$22,833
[+$521…+$3,635] · 80% credit
70%
surv 59%
-$49,329 NOT
cap gain +$41,546
Up-and-out for even (raise the cap, free)~$287 Aug 202612d left+$0.10/sh+$1,152
cycle +$18,088
[-$3,004…-$705] · 18% credit
73%
surv 62%
-$48,762 NOT
cap gain +$42,113
Max even-money escape in the band~$2814 Aug 202618d left+$0.11/sh+$1,271
cycle +$18,207
[-$5,095…-$1,556] · 16% credit
73%
surv 64%
-$43,331 NOT
cap gain +$47,544
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$347 Aug 202612d left-$1.33/sh-$15,427
cycle +$1,509
[-$26,923…-$19,966]
91%
surv 91%
+$3,721 SAFE
cap gain +$94,596
budget: banked $16,936 debit $15,427 (91% used ≈ 1.2 wk of income) → whole cycle still +$1,509 cash · rolled 116 ct earn ≈ $8,453/mo while parked; 9 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$56,453/mo
vs 50% target ($28,125/mo)+101%
vs normal income ($56,250/mo)100% covered
Net income (after hedge)$56,875/mo
Downside budget
⚠ $26.50 is $7 below CC-SS $33.85: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$68,349
… as % of IC ($27,625)247.4%
… as % of ML ($277,625)24.6%
Recovery months (at normal income)1.2 mo
Surgical close (116 ct)$-87,986
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.46 collected) or spot ≥ $28.27 (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 $29.44 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-28.27
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $28.27
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (≤1σ, normal week)$16,936$-61,814+$29,061+$14,036
+2.5%$27.16 (≤1σ, normal week)$9,251$-62,460+$28,415+$6,351
+5%$27.83 (≤1σ, normal week)$1,566$-63,106+$27,769-$1,334
SS (= V-bounce)$39.71 (3.1σ)$-136,300$-78,933+$11,942-$84,564
V-BOUNCE STRESS (stock → CC-SS $33.85, where you are whole again, by expiry)
Starting unrealized P&L: $-90,875
+ Fortress recovery (un-capped): +$90,017
− CC assignment net of premium (116 × $26.50): -$68,349
+ Conservative CC premium (9 × $35): +$225
Total Position P&L @ SS: $-68,982 (+$21,893 vs today)
Do-nothing baseline at SS: $2,267 (this trade vs do-nothing: $-71,249, the opportunity cost of earning $56,453/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$79,692, position total $-69,936 (+$20,939 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: 0.850 (IBKR)  |  Recovery@SS: +$90,017 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $2,267

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$27.502d24 Jul 2026$0.3357/125$28,215$31,40284%88%+$16,870-$34,326124.3%$-33,485 (vs do-nothing $-35,751)
$272d24 Jul 2026$0.3554/125$28,350$31,67878%84%+$11,580-$35,112127.1%$-34,195 (vs do-nothing $-36,462)
$26.502d24 Jul 2026$0.4641/125$28,290$32,22871%81%+$8,851-$28,258102.3%$-27,016 (vs do-nothing $-29,283)
$2816d7 Aug 2026$1.23122/125$28,136$28,27771%79%+$4,753-$56,390204.1%$-57,174 (vs do-nothing $-59,440)
$27.509d31 Jul 2026$0.72118/125$28,320$28,64870%79%$-3,131-$66,459240.6%$-67,143 (vs do-nothing $-69,409)
$27.5016d7 Aug 2026$1.5895/125$28,144$29,55068%77%+$7,343-$45,335164.1%$-45,444 (vs do-nothing $-47,710)
$279d31 Jul 2026$1.2966/125$28,380$31,14667%76%+$7,543-$36,710132.9%$-36,094 (vs do-nothing $-38,360)
$2716d7 Aug 2026$1.7686/125$28,380$30,20865%77%+$6,922-$43,793158.5%$-43,676 (vs do-nothing $-45,943)
$2723d14 Aug 2026$1.84118/125$28,320$28,64864%74%+$3,384-$59,143214.1%$-59,827 (vs do-nothing $-62,093)
$262d24 Jul 2026$0.6330/125$28,350$32,80363%77%+$7,234-$21,66678.4%$-20,150 (vs do-nothing $-22,416)
$26.509d31 Jul 2026$1.4658/125$28,227$31,36763%75%+$6,662-$34,174123.7%$-33,358 (vs do-nothing $-35,624)
$26.5016d7 Aug 2026$1.9677/125$28,298$30,54862%73%+$6,467-$41,520150.3%$-41,178 (vs do-nothing $-43,445)
$2623d14 Aug 2026$2.2497/125$28,341$29,65359%72%+$3,102-$54,438197.1%$-54,596 (vs do-nothing $-56,863)
Show 9 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$269d31 Jul 2026$1.6950/125$28,167$31,68259%72%+$6,399-$30,811111.5%$-29,794 (vs do-nothing $-32,061)
$2616d7 Aug 2026$2.1770/125$28,481$31,05959%74%+$6,000-$39,775144.0%$-39,258 (vs do-nothing $-41,525)
$25.5016d7 Aug 2026$2.4063/125$28,350$31,25655%70%+$5,507-$37,499135.7%$-36,807 (vs do-nothing $-39,074)
$25.509d31 Jul 2026$1.9145/125$28,650$32,40055%70%+$5,844-$28,990104.9%$-27,848 (vs do-nothing $-30,115)
$25.502d24 Jul 2026$0.8622/125$28,380$33,20854%74%+$6,128-$16,48359.7%$-14,766 (vs do-nothing $-17,033)
$2523d14 Aug 2026$2.7180/125$28,278$30,38853%69%+$2,810-$49,137177.9%$-48,871 (vs do-nothing $-51,137)
$2516d7 Aug 2026$2.5759/125$28,431$31,52452%71%+$4,364-$37,065134.2%$-36,273 (vs do-nothing $-38,540)
$259d31 Jul 2026$2.1640/125$28,800$32,78450%70%+$5,339-$26,76996.9%$-25,502 (vs do-nothing $-27,769)
$252d24 Jul 2026$1.1317/125$28,815$33,87845%68%+$4,962-$13,12847.5%$-11,286 (vs do-nothing $-13,553)

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 13:54