FORTRESS FIGHT: GLXY @ $25.11

BE SS: $39.71  |  CC-SS: $33.33  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-22 23:04

GLXYBBC @ $25.11   UNDERWATER $14.60 (36.8% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-08-05 (Wed), in 14 days. The recommended CC (9d) 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 2026-08-05.

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.33 (banked floor $33.25)  |  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$52,969/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,140/mo (info only, already in marks)
Unrealized P&L$-87,312fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$26,484/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$52,969/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $27,625
ML VELOCITY
5.2 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.33 (probe: $33.5C 16d) brings only $4,453/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)
$86,434
was $87,312 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.33 → $33.25
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 46 (live) · RSI 49 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 46 · %B 48 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.85 (+39%) · daily UBB $29.02 · 1-wk expected move ±$4 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-08-05: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 123 contracts at $28 / 9d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($26,484/mo); it brings $26,650/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 115 × $25.50/9d for $53,283/mo, but breach risk rises to 43% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 125 × $31/9d (90% survival, $7,917/mo).
Downside anchor: the primary mortgages $57,617 (209% 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 123 contracts realizes $-86,900 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 125 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 31 Jul 2026 (9d) · sell 123 × $28, 76% survival, $26,650/mo (E[net] $4,789/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 FRIDAY24 Jul 2026 · 2d104 × $27.5085%$26,520$3,097
NEXT FRIDAY 🏆31 Jul 2026 · 9d123 × $2876%$26,650$4,789

📅 THIS FRIDAY · 24 Jul 2026 · 2d · E[net] $3,097/mo

🎯 Engine pick: sell 104 × $27.50 (primary), 85% survival, breach 15%, $26,520/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 92% (breach 15% → 8%) for $7,770/mo less (29% income) buys safety you do not really need here.
GLXY  spot $25.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal117 × $28.5024 Jul2d13.5%92%17%+5pp$1,170$17,550-$8,970$55,392
Sell 117 × $28.50 13.5% OTM over spot $25.11 24 Jul 2026 (2d, $0.12 mid)
= $1,170 credit for the 2d cycle → $17,550/mo projected
Survival (stays ≤ $28.50)
92%
Breach risk
8%
POP (stays ≤ $28.62)
92%
EV / mo
+$8,394
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
72% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$11,564/mo
median; plan ~$7,863/mo after 68% keep · $26,845 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.5], 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)
8%
Flat exit net (mid-life)
-$8,649
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$36 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 117 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: $1.19/sh now → $0.84 mid-life (likely $0.87–$1.62)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 234 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $29 (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 (117 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+$0.94/sh+$11,006
cycle +$12,176
[+$9,821…+$12,030] · 98% credit
67%
surv 53%
-$39,157 NOT
cap gain +$48,155
Reliable up-and-out (highest cap still free ≥60%)~$3414 Aug 202622d left+$0.34/sh+$4,025
cycle +$5,195
[-$488…+$4,299] · 72% credit
82%
surv 79%
+$16,223 SAFE
cap gain +$103,535
Up-and-out for even (raise the cap, free)~$3131 Jul 20268d left+$0.07/sh+$873
cycle +$2,043
[-$3,454…+$832] · 43% credit
77%
surv 71%
-$23,985 NOT
cap gain +$63,327
Max even-money escape in the band~$3614 Aug 202622d left+$0.00/sh+$53
cycle +$1,223
[-$5,514…+$35] · 26% credit
86%
surv 84%
+$33,425 SAFE
cap gain +$120,738
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$17,550/mo
vs 50% target ($26,484/mo)-34%
vs normal income ($52,969/mo)33% covered
Net income (after hedge)$17,715/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$55,392
… as % of IC ($27,625)200.5%
… as % of ML ($277,625)20.0%
Recovery months (at normal income)1.0 mo
Surgical close (117 ct)$-81,958
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 $0.10 collected) or spot ≥ $28.62 (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 $29.02 (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
$28-28.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $28.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.50 (1.7σ)$1,170$-50,163+$37,150-$117
+2.5%$29.21 (2.1σ)$-7,166$-50,956+$36,357-$8,453
+5%$29.93 (2.4σ)$-15,503$-51,748+$35,564-$16,790
SS (= V-bounce)$39.71 (7.4σ)$-129,987$-64,802+$22,510-$99,567
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (117 × $28.50): -$55,392
+ Conservative CC premium (8 × $37): +$88
Total Position P&L @ SS: $-55,541 (+$31,771 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-56,679, the opportunity cost of earning $17,550/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$73,125, position total $-57,227 (+$30,085 vs today)
🛡 safe yield125 × $28.5024 Jul2d13.5%92%17%+6pp$1,250$18,750-$7,770$59,179
Sell 125 × $28.50 13.5% OTM over spot $25.11 24 Jul 2026 (2d, $0.12 mid)
= $1,250 credit for the 2d cycle → $18,750/mo projected
Survival (stays ≤ $28.50)
92%
Breach risk
8%
POP (stays ≤ $28.62)
92%
EV / mo
+$8,968
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
73% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,111/mo
median; plan ~$8,915/mo after 68% keep · $25,715 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.3], measured ONLY among the 73% 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)
-$9,241
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$36 @ 86% POP
84% 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: $1.19/sh now → $0.84 mid-life (likely $0.86–$1.56)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$0.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 218 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $29 (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)~$2831 Jul 20268d left+$0.94/sh+$11,758
cycle +$13,008
[+$10,702…+$12,918] · 99% credit
67%
surv 53%
-$38,412 NOT
cap gain +$48,900
Reliable up-and-out (highest cap still free ≥60%)~$3414 Aug 202622d left+$0.34/sh+$4,301
cycle +$5,551
[-$170…+$4,780] · 75% credit
82%
surv 79%
+$16,490 SAFE
cap gain +$103,803
Up-and-out for even (raise the cap, free)~$3131 Jul 20268d left+$0.07/sh+$933
cycle +$2,183
[-$3,217…+$1,025] · 45% credit
77%
surv 71%
-$23,934 NOT
cap gain +$63,379
Max even-money escape in the band~$3614 Aug 202622d left+$0.00/sh+$57
cycle +$1,307
[-$5,492…+$227] · 28% credit
86%
surv 84%
+$33,421 SAFE
cap gain +$120,734
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$18,750/mo
vs 50% target ($26,484/mo)-29%
vs normal income ($52,969/mo)35% covered
Net income (after hedge)$18,750/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$59,179
… as % of IC ($27,625)214.2%
… as % of ML ($277,625)21.3%
Recovery months (at normal income)1.1 mo
Surgical close (125 ct)$-87,562
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 $0.10 collected) or spot ≥ $28.62 (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 $29.02 (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
$28-28.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $28.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.50 (1.7σ)$1,250$-50,171+$37,142-$125
+2.5%$29.21 (2.1σ)$-7,656$-51,534+$35,779-$9,031
+5%$29.93 (2.4σ)$-16,563$-52,896+$34,416-$17,938
SS (= V-bounce)$39.71 (7.4σ)$-138,875$-71,610+$15,702-$106,375
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (125 × $28.50): -$59,179
Total Position P&L @ SS: $-59,417 (+$27,896 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-60,554, the opportunity cost of earning $18,750/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$78,125, position total $-62,315 (+$24,997 vs today)
🎯 50% normal104 × $27.5024 Jul2d9.5%85%19%+7pp$1,768$26,520$58,909
Sell 104 × $27.50 9.5% OTM over spot $25.11 24 Jul 2026 (2d, $0.22 mid)
= $1,768 credit for the 2d cycle → $26,520/mo projected
Survival (stays ≤ $27.50)
85%
Breach risk
15%
POP (stays ≤ $27.72)
87%
EV / mo
+$7,435
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
70% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,948/mo
median; plan ~$10,165/mo after 68% keep · $31,300 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.0], 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)
19%
Flat exit net (mid-life)
-$6,523
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$34 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 104 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.13/sh now → $0.80 mid-life (likely $0.85–$1.64)≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$0.63/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 565 simulated challenges: the $28 strike is typically first touched on day 2 of 2, at $28 (overshoots $0.91). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (104 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2831 Jul 20268d left+$0.89/sh+$9,249
cycle +$11,017
[+$7,881…+$9,999] · 99% credit
67%
surv 53%
-$50,761 NOT
cap gain +$36,552
Max even-money escape in the band~$3314 Aug 202622d left+$0.27/sh+$2,758
cycle +$4,526
[-$1,909…+$2,718] · 61% credit
83%
surv 80%
+$5,109 SAFE
cap gain +$92,422
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+$0.04/sh+$375
cycle +$2,143
[-$3,812…+$245] · 30% credit
78%
surv 72%
-$34,330 NOT
cap gain +$52,982
Safety roll (pay small debit, max POP)~$347 Aug 202615d left-$0.16/sh-$1,705
cycle +$63
[-$7,505…-$1,957] · 1% credit
87%
surv 85%
+$11,233 SAFE
cap gain +$98,546
budget: banked $1,768 debit $1,705 (96% used ≈ 0.3 wk of income) → whole cycle still +$63 cash · rolled 104 ct earn ≈ $13,172/mo while parked; 21 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$26,520/mo
vs 50% target ($26,484/mo)+0%
vs normal income ($52,969/mo)50% covered
Net income (after hedge)$26,953/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$58,909
… as % of IC ($27,625)213.2%
… as % of ML ($277,625)21.2%
Recovery months (at normal income)1.1 mo
Surgical close (104 ct)$-73,164
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 $0.17 collected) or spot ≥ $27.72 (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 $29.02 (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
$27-27.72
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
≥ $27.72
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 (1.2σ)$1,768$-60,009+$27,303+$624
+2.5%$28.19 (1.6σ)$-5,382$-59,880+$27,432-$6,526
+5%$28.88 (1.9σ)$-12,532$-59,752+$27,561-$13,676
SS (= V-bounce)$39.71 (7.4σ)$-125,216$-63,411+$23,902-$98,176
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (104 × $27.50): -$58,909
+ Conservative CC premium (21 × $37): +$231
Total Position P&L @ SS: $-58,915 (+$28,397 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-60,053, the opportunity cost of earning $26,520/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$74,672, position total $-58,631 (+$28,681 vs today)
100% normal96 × $26.5024 Jul2d5.5%74%53%+14pp$3,552$53,280+$26,760$62,058
Sell 96 × $26.50 5.5% OTM over spot $25.11 24 Jul 2026 (2d, $0.42 mid)
= $3,552 credit for the 2d cycle → $53,280/mo projected
Survival (stays ≤ $26.50)
74%
Breach risk
26%
POP (stays ≤ $26.93)
79%
EV / mo
+$12,986
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
75% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~6.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$23,740/mo
median; plan ~$16,143/mo after 68% keep · $48,099 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.3], measured ONLY among the 75% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
32%
Flat exit net (mid-life)
-$3,707
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$34 @ 91% POP
90% 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: $1.07/sh now → $0.76 mid-life (likely $0.89–$1.79)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$0.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 956 simulated challenges: the $26 strike is typically first touched on day 1 of 2, at $28 (overshoots $1.03). 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)~$2631 Jul 20268d left+$0.84/sh+$8,057
cycle +$11,609
[+$6,201…+$8,052] · 98% credit
67%
surv 53%
-$60,668 NOT
cap gain +$26,645
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202622d left+$0.43/sh+$4,086
cycle +$7,638
[-$812…+$3,670] · 70% credit
82%
surv 78%
-$12,866 NOT
cap gain +$74,446
Up-and-out for even (raise the cap, free)~$2831 Jul 20268d left+$0.16/sh+$1,561
cycle +$5,113
[-$2,632…+$1,163] · 50% credit
76%
surv 70%
-$47,153 NOT
cap gain +$40,159
Max even-money escape in the band~$3214 Aug 202622d left+$0.19/sh+$1,835
cycle +$5,387
[-$3,818…+$1,297] · 46% credit
84%
surv 81%
-$4,530 NOT
cap gain +$82,783
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 202615d left-$0.27/sh-$2,612
cycle +$940
[-$9,239…-$3,412]
91%
surv 90%
+$12,198 SAFE
cap gain +$99,511
budget: banked $3,552 debit $2,612 (74% used ≈ 0.2 wk of income) → whole cycle still +$940 cash · rolled 96 ct earn ≈ $9,293/mo while parked; 29 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$53,280/mo
vs 50% target ($26,484/mo)+101%
vs normal income ($52,969/mo)101% covered
Net income (after hedge)$53,878/mo
Downside budget
⚠ $26.50 is $7 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$62,058
… as % of IC ($27,625)224.6%
… as % of ML ($277,625)22.4%
Recovery months (at normal income)1.2 mo
Surgical close (96 ct)$-67,584
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.37 collected) or spot ≥ $26.93 (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 $29.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.93
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $26.93
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (≤1σ, normal week)$3,552$-68,725+$18,588+$2,496
+2.5%$27.16 (1.0σ)$-2,808$-68,071+$19,242-$3,864
+5%$27.83 (1.4σ)$-9,168$-67,416+$19,896-$10,224
SS (= V-bounce)$39.71 (7.4σ)$-123,264$-63,539+$23,774-$98,304
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (96 × $26.50): -$62,058
+ Conservative CC premium (29 × $37): +$319
Total Position P&L @ SS: $-61,976 (+$25,337 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-63,114, the opportunity cost of earning $53,280/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$76,608, position total $-60,479 (+$26,833 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] $4,789/mo 🏆 GRAND PICK

🎯 Engine pick: sell 123 × $28 (primary), 76% survival, breach 24%, $26,650/mo.
Stay at the pick. Stepping safer (the $28.50 rung (33% normal) lifts survival to 80% (breach 24% → 20%) for $9,143/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $25.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $3131 Jul9d23.5%90%20%+2pp$2,375$7,917-$18,733$26,804
Sell 125 × $31 23.5% OTM over spot $25.11 31 Jul 2026 (9d, $0.34 mid)
= $2,375 credit for the 9d cycle → $7,917/mo projected
Survival (stays ≤ $31)
90%
Breach risk
10%
POP (stays ≤ $31.34)
91%
EV / mo
+$1,969
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
66% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,089/mo
median; plan ~$3,461/mo after 68% keep · $15,774 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.7], 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)
13%
Flat exit net (mid-life)
-$18,469
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$36 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.36/sh now → $1.67 mid-life (likely $1.40–$2.42)≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$1.48/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 391 simulated challenges: the $31 strike is typically first touched on day 6 of 9, at $32 (overshoots $0.98). 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)~$317 Aug 202612d left+$1.03/sh+$12,891
cycle +$15,266
[+$12,941…+$16,053] · 100% credit
69%
surv 54%
-$9,686 NOT
cap gain +$77,627
Reliable up-and-out (highest cap still free ≥60%)~$3414 Aug 202618d left+$0.24/sh+$3,044
cycle +$5,419
[+$407…+$6,653] · 79% credit
75%
surv 68%
+$11,065 SAFE
cap gain +$98,377
Max even-money escape in the band~$3514 Aug 202618d left+$0.06/sh+$725
cycle +$3,100
[-$2,249…+$4,140] · 55% credit
78%
surv 72%
+$19,333 SAFE
cap gain +$106,646
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)~$337 Aug 202612d left+$0.04/sh+$444
cycle +$2,819
[-$1,868…+$2,882] · 52% credit
75%
surv 67%
+$3,171 SAFE
cap gain +$90,483
Safety roll (pay small debit, max POP)~$3614 Aug 202618d left-$0.13/sh-$1,567
cycle +$808
[-$4,827…+$1,725] · 36% credit
80%
surv 75%
+$27,628 SAFE
cap gain +$114,941
budget: banked $2,375 debit $1,567 (66% used ≈ 0.9 wk of income) → whole cycle still +$808 cash · rolled 125 ct earn ≈ $32,128/mo while parked; 0 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$7,917/mo
vs 50% target ($26,484/mo)-70%
vs normal income ($52,969/mo)15% covered
Net income (after hedge)$7,917/mo
Downside budget
⚠ $31 is $2 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$26,804
… as % of IC ($27,625)97.0%
… as % of ML ($277,625)9.7%
Recovery months (at normal income)0.5 mo
Surgical close (125 ct)$-89,250
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $31.34 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $31)); NOT the premium you collected. Momentum override: two daily closes above $29.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $30.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$31-31.34
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
≥ $31.34
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$31.00 (1.4σ)$2,375$-22,577+$64,735+$1,000
+2.5%$31.77 (1.6σ)$-7,312$-24,059+$63,253-$8,687
+5%$32.55 (1.8σ)$-17,000$-25,542+$61,771-$18,375
SS (= V-bounce)$39.71 (3.5σ)$-106,500$-39,235+$48,077-$74,000
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (125 × $31): -$26,804
Total Position P&L @ SS: $-27,042 (+$60,271 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-28,179, the opportunity cost of earning $7,917/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$45,750, position total $-29,940 (+$57,372 vs today)
33% normal101 × $28.5031 Jul9d13.5%80%42%+5pp$5,252$17,507-$9,143$43,575
Sell 101 × $28.50 13.5% OTM over spot $25.11 31 Jul 2026 (9d, $0.57 mid)
= $5,252 credit for the 9d cycle → $17,507/mo projected
Survival (stays ≤ $28.50)
80%
Breach risk
20%
POP (stays ≤ $29.07)
83%
EV / mo
+$4,222
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
70% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,342/mo
median; plan ~$7,033/mo after 68% keep · $31,389 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-3.0], measured ONLY among the 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)
32%
Flat exit net (mid-life)
-$9,564
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 101 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.07/sh now → $1.47 mid-life (likely $1.46–$2.30)≈ $0 at expiry  |  you banked $0.52/sh, so a flat mid-life exit nets -$0.95/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 973 simulated challenges: the $28 strike is typically first touched on day 5 of 9, at $29 (overshoots $0.91). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (101 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$287 Aug 202612d left+$0.91/sh+$9,190
cycle +$14,442
[+$8,448…+$10,678] · 100% credit
69%
surv 54%
-$36,715 NOT
cap gain +$50,597
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202618d left+$0.58/sh+$5,897
cycle +$11,149
[+$3,557…+$7,215] · 97% credit
74%
surv 65%
-$19,998 NOT
cap gain +$67,315
Up-and-out for even (raise the cap, free)~$307 Aug 202612d left+$0.12/sh+$1,208
cycle +$6,460
[-$1,048…+$1,705] · 52% credit
74%
surv 66%
-$24,686 NOT
cap gain +$62,626
Max even-money escape in the band~$3114 Aug 202618d left+$0.12/sh+$1,182
cycle +$6,434
[-$2,075…+$2,046] · 45% credit
76%
surv 69%
-$14,125 NOT
cap gain +$73,187
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3414 Aug 202618d left-$0.49/sh-$4,915
cycle +$337
[-$9,345…-$4,560] · 5% credit
84%
surv 81%
+$11,541 SAFE
cap gain +$98,853
budget: banked $5,252 debit $4,915 (94% used ≈ 1.2 wk of income) → whole cycle still +$337 cash · rolled 101 ct earn ≈ $16,503/mo while parked; 24 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$17,507/mo
vs 50% target ($26,484/mo)-34%
vs normal income ($52,969/mo)33% covered
Net income (after hedge)$18,002/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$43,575
… as % of IC ($27,625)157.7%
… as % of ML ($277,625)15.7%
Recovery months (at normal income)0.8 mo
Surgical close (101 ct)$-71,104
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.52 collected) or spot ≥ $29.07 (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 $29.02 (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
$28-29.07
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
≥ $29.07
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)$5,252$-45,905+$41,408+$4,141
+2.5%$29.21 (≤1σ, normal week)$-1,944$-45,558+$41,755-$3,055
+5%$29.93 (1.1σ)$-9,141$-45,210+$42,102-$10,252
SS (= V-bounce)$39.71 (3.5σ)$-107,969$-46,944+$40,368-$81,709
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (101 × $28.50): -$43,575
+ Conservative CC premium (24 × $37): +$264
Total Position P&L @ SS: $-43,548 (+$43,764 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-44,686, the opportunity cost of earning $17,507/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$58,883, position total $-42,809 (+$44,503 vs today)
🎯 50% normal123 × $2831 Jul9d11.5%76%37%+9pp$7,995$26,650$57,617
Sell 123 × $28 11.5% OTM over spot $25.11 31 Jul 2026 (9d, $0.73 mid)
= $7,995 credit for the 9d cycle → $26,650/mo projected
Survival (stays ≤ $28)
76%
Breach risk
24%
POP (stays ≤ $28.73)
81%
EV / mo
+$5,843
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
71% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$13,681/mo
median; plan ~$9,303/mo after 68% keep · $37,208 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.7], 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)
37%
Flat exit net (mid-life)
-$9,572
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 123 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: $2.02/sh now → $1.43 mid-life (likely $1.54–$2.32)≈ $0 at expiry  |  you banked $0.65/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,120 simulated challenges: the $28 strike is typically first touched on day 5 of 9, at $29 (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 (123 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+$0.89/sh+$10,902
cycle +$18,897
[+$9,956…+$12,281] · 100% credit
69%
surv 54%
-$37,795 NOT
cap gain +$49,517
Reliable up-and-out (highest cap still free ≥60%)~$3014 Aug 202618d left+$0.55/sh+$6,784
cycle +$14,779
[+$3,766…+$7,788] · 98% credit
74%
surv 65%
-$21,903 NOT
cap gain +$65,410
Up-and-out for even (raise the cap, free)~$307 Aug 202612d left+$0.10/sh+$1,242
cycle +$9,237
[-$1,691…+$1,334] · 41% credit
74%
surv 66%
-$27,445 NOT
cap gain +$59,867
Max even-money escape in the band~$3114 Aug 202618d left+$0.09/sh+$1,145
cycle +$9,140
[-$3,023…+$1,523] · 35% credit
76%
surv 70%
-$16,954 NOT
cap gain +$70,358
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-$0.50/sh-$6,170
cycle +$1,825
[-$11,991…-$6,541] · 4% credit
84%
surv 81%
+$7,493 SAFE
cap gain +$94,806
budget: banked $7,995 debit $6,170 (77% used ≈ 1.0 wk of income) → whole cycle still +$1,825 cash · rolled 123 ct earn ≈ $18,996/mo while parked; 2 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$26,650/mo
vs 50% target ($26,484/mo)+1%
vs normal income ($52,969/mo)50% covered
Net income (after hedge)$26,691/mo
Downside budget
⚠ $28 is $5 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$57,617
… as % of IC ($27,625)208.6%
… as % of ML ($277,625)20.8%
Recovery months (at normal income)1.1 mo
Surgical close (123 ct)$-86,900
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $28.73 (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 $29.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $27.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.73
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
≥ $28.73
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.00 (≤1σ, normal week)$7,995$-48,698+$38,615+$6,642
+2.5%$28.70 (≤1σ, normal week)$-615$-49,896+$37,416-$1,968
+5%$29.40 (1.0σ)$-9,225$-51,095+$36,217-$10,578
SS (= V-bounce)$39.71 (3.5σ)$-136,038$-69,293+$18,020-$104,058
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (123 × $28): -$57,617
+ Conservative CC premium (2 × $37): +$22
Total Position P&L @ SS: $-57,833 (+$29,480 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-58,970, the opportunity cost of earning $26,650/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$76,260, position total $-60,428 (+$26,884 vs today)
100% normal115 × $25.5031 Jul9d1.6%57%92%+9pp$15,985$53,283+$26,633$74,110
Sell 115 × $25.50 1.6% OTM over spot $25.11 31 Jul 2026 (9d, $1.46 mid)
= $15,985 credit for the 9d cycle → $53,283/mo projected
Survival (stays ≤ $25.50)
57%
Breach risk
43%
POP (stays ≤ $26.96)
70%
EV / mo
+$6,804
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
73% whole by 9mo vs 65% doing nothing
FIRE DRILLS
~5.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$21,019/mo
median; plan ~$14,293/mo after 68% keep · $43,888 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.3], measured ONLY among the 73% 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)
73%
Flat exit net (mid-life)
+$1,707
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 90% POP
89% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.75/sh now → $1.24 mid-life (likely $1.72–$2.42)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets +$0.15/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,198 simulated challenges: the $26 strike is typically first touched on day 2 of 9, at $26 (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)~$267 Aug 202612d left+$0.77/sh+$8,889
cycle +$24,874
[+$7,446…+$8,140] · 100% credit
69%
surv 54%
-$58,199 NOT
cap gain +$29,113
Reliable up-and-out (highest cap still free ≥60%)~$2714 Aug 202618d left+$0.40/sh+$4,572
cycle +$20,557
[+$437…+$2,393] · 81% credit
75%
surv 66%
-$42,506 NOT
cap gain +$44,806
Up-and-out for even (raise the cap, free)~$277 Aug 202612d left+$0.01/sh+$145
cycle +$16,130
[-$3,716…-$1,622] · 7% credit
75%
surv 67%
-$46,933 NOT
cap gain +$40,379
Max even-money escape in the band~$277 Aug 202612d left+$0.01/sh+$145
cycle +$16,130
[-$3,716…-$1,622] · 7% credit
75%
surv 67%
-$46,933 NOT
cap gain +$40,379
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-$0.81/sh-$9,348
cycle +$6,637
[-$18,449…-$13,122]
90%
surv 89%
+$7,099 SAFE
cap gain +$94,412
budget: banked $15,985 debit $9,348 (58% used ≈ 0.8 wk of income) → whole cycle still +$6,637 cash · rolled 115 ct earn ≈ $8,217/mo while parked; 10 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$53,283/mo
vs 50% target ($26,484/mo)+101%
vs normal income ($52,969/mo)101% covered
Net income (after hedge)$53,490/mo
Downside budget
⚠ $25.50 is $8 below CC-SS $33.33: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$74,110
… as % of IC ($27,625)268.3%
… as % of ML ($277,625)26.7%
Recovery months (at normal income)1.4 mo
Surgical close (115 ct)$-81,190
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 $1.39 collected) or spot ≥ $26.96 (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 $29.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.96
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
≥ $26.96
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$25.50 (≤1σ, normal week)$15,985$-67,088+$20,224+$14,720
+2.5%$26.14 (≤1σ, normal week)$8,654$-67,670+$19,642+$7,389
+5%$26.78 (≤1σ, normal week)$1,322$-68,252+$19,061+$57
SS (= V-bounce)$39.71 (3.5σ)$-147,430$-82,765+$4,548-$117,530
V-BOUNCE STRESS (stock → CC-SS $33.33, where you are whole again, by expiry)
Starting unrealized P&L: $-87,312
+ Fortress recovery (un-capped): +$87,075
− CC assignment net of premium (115 × $25.50): -$74,110
+ Conservative CC premium (10 × $37): +$110
Total Position P&L @ SS: $-74,237 (+$13,075 vs today)
Do-nothing baseline at SS: $1,138 (this trade vs do-nothing: $-75,375, the opportunity cost of earning $53,283/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$91,540, position total $-75,620 (+$11,692 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on GLXY are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (23 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 23 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.847 (IBKR)  |  Recovery@SS: +$87,075 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $1,138

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$27.502d24 Jul 2026$0.17104/125$26,520$26,95385%87%+$7,435-$58,909213.2%$-58,915 (vs do-nothing $-60,053)
$272d24 Jul 2026$0.2474/125$26,640$27,69280%83%+$5,960-$45,098163.3%$-44,774 (vs do-nothing $-45,912)
$289d31 Jul 2026$0.65123/125$26,650$26,69176%81%+$5,843-$57,617208.6%$-57,833 (vs do-nothing $-58,970)
$26.502d24 Jul 2026$0.3748/125$26,640$28,22874%79%+$6,493-$31,029112.3%$-30,419 (vs do-nothing $-31,557)
$27.509d31 Jul 2026$0.73109/125$26,523$26,85374%79%+$5,345-$55,637201.4%$-55,699 (vs do-nothing $-56,836)
$2816d7 Aug 2026$1.29110/125$26,606$26,91673%79%+$8,523-$44,488161.0%$-44,560 (vs do-nothing $-45,698)
$279d31 Jul 2026$0.8990/125$26,700$27,42270%77%+$5,556-$48,999177.4%$-48,851 (vs do-nothing $-49,989)
$27.5016d7 Aug 2026$1.38103/125$26,651$27,10569%77%+$5,296-$45,880166.1%$-45,875 (vs do-nothing $-47,013)
$262d24 Jul 2026$0.5036/125$27,000$28,83667%75%+$4,769-$24,60489.1%$-23,862 (vs do-nothing $-25,000)
$2716d7 Aug 2026$1.5592/125$26,738$27,41867%75%+$4,986-$44,016159.3%$-43,890 (vs do-nothing $-45,028)
$26.509d31 Jul 2026$1.0278/125$26,520$27,48966%74%+$4,455-$45,352164.2%$-45,072 (vs do-nothing $-46,210)
$2723d14 Aug 2026$1.85110/125$26,543$26,85366%75%+$4,569-$49,328178.6%$-49,400 (vs do-nothing $-50,538)
$26.5016d7 Aug 2026$1.7581/125$26,578$27,48664%78%+$6,430-$41,183149.1%$-40,936 (vs do-nothing $-42,074)
Show 10 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$1.1570/125$26,833$27,96862%73%+$3,101-$43,290156.7%$-42,923 (vs do-nothing $-44,060)
$2616d7 Aug 2026$1.9075/125$26,719$27,75061%73%+$5,454-$40,758147.5%$-40,445 (vs do-nothing $-41,583)
$2623d14 Aug 2026$2.2392/125$26,760$27,44160%72%+$4,087-$46,960170.0%$-46,834 (vs do-nothing $-47,972)
$25.502d24 Jul 2026$0.6826/125$26,520$28,56259%71%+$3,510-$18,60167.3%$-17,750 (vs do-nothing $-18,887)
$25.5016d7 Aug 2026$2.1566/125$26,606$27,82357%72%+$5,356-$37,517135.8%$-37,105 (vs do-nothing $-38,243)
$25.509d31 Jul 2026$1.3958/125$26,873$28,25557%70%+$3,432-$37,377135.3%$-36,877 (vs do-nothing $-38,015)
$2523d14 Aug 2026$2.5181/125$26,519$27,42655%69%+$2,058-$47,177170.8%$-46,930 (vs do-nothing $-48,068)
$2516d7 Aug 2026$2.3760/125$26,663$28,00354%70%+$4,809-$35,786129.5%$-35,308 (vs do-nothing $-36,446)
$259d31 Jul 2026$1.6150/125$26,833$28,38052%68%+$2,886-$33,622121.7%$-33,034 (vs do-nothing $-34,172)
$252d24 Jul 2026$0.8721/125$27,405$29,55050%66%+$1,558-$15,67556.7%$-14,768 (vs do-nothing $-15,906)

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 23:04