FORTRESS FIGHT: GLXY @ $25.00

BE SS: $39.71  |  CC-SS: $33.43  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 01:53

GLXYBBC @ $25.00   UNDERWATER $14.71 (37.0% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-08-05 (Wed), in 14 days. The recommended CC (8d) 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: $33.43 (banked floor $33.35)  |  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$56,750/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $3,908/mo (info only, already in marks)
Unrealized P&L$-89,500fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$28,375/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$56,750/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 $33.43 (probe: $33.5C 15d) brings only $7,500/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)
$88,621
was $89,500 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.43 → $33.35
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 45 (live) · RSI 49 · MACD bearish, hist falling
DAILYMIXED (provisional) · RSI 46 · %B 47 · 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: 110 contracts at $27.50 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($28,375/mo); it brings $28,462/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 × $25.50/8d for $56,925/mo, but breach risk rises to 42% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 125 × $30.50/8d (91% survival, $9,375/mo).
Downside anchor: the primary mortgages $57,644 (209% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 110 contracts realizes $-79,310 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 (8d) · sell 110 × $27.50, 76% survival, $28,462/mo (E[net] $7,005/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d110 × $27.5076%$28,462$7,005

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $7,005/mo 🏆 GRAND PICK

🎯 Engine pick: sell 110 × $27.50 (primary), 76% survival, breach 24%, $28,462/mo.
⚖️ Worth a safer step: the $28.50 rung (33% normal) lifts survival to 82% (breach 24% → 18%) for $9,563/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 $28.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $25.00 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $30.5031 Jul8d22.0%91%19%+4pp$2,500$9,375-$19,088$34,129
Sell 125 × $30.50 22.0% OTM over spot $25.00 31 Jul 2026 (8d, $0.28 mid)
= $2,500 credit for the 8d cycle → $9,375/mo projected
Survival (stays ≤ $30.50)
91%
Breach risk
9%
POP (stays ≤ $30.77)
92%
EV / mo
+$3,854
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
64% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,122/mo
median; plan ~$4,163/mo after 68% keep · $23,351 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.6], measured ONLY among the 64% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
13%
Flat exit net (mid-life)
-$17,448
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$36 @ 82% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.26/sh now → $1.60 mid-life (likely $1.38–$2.15)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.40/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 378 simulated challenges: the $30 strike is typically first touched on day 6 of 8, at $31 (overshoots $0.87). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$307 Aug 202611d left+$1.03/sh+$12,882
cycle +$15,382
[+$12,948…+$17,080] · 100% credit
70%
surv 54%
-$15,887 NOT
cap gain +$73,613
Max even-money escape in the band~$3414 Aug 202618d left+$0.16/sh+$1,999
cycle +$4,499
[-$71…+$5,222] · 74% credit
79%
surv 73%
+$15,580 SAFE
cap gain +$105,080
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$347 Aug 202611d left+$0.01/sh+$167
cycle +$2,667
[-$1,262…+$2,212] · 52% credit
79%
surv 72%
+$3,161 SAFE
cap gain +$92,661
Safety roll (pay small debit, max POP)~$3614 Aug 202618d left-$0.05/sh-$580
cycle +$1,920
[-$2,850…+$2,401] · 46% credit
82%
surv 77%
+$23,588 SAFE
cap gain +$113,088
budget: banked $2,500 debit $580 (23% used ≈ 0.3 wk of income) → whole cycle still +$1,920 cash · rolled 125 ct earn ≈ $32,280/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$9,375/mo
vs 50% target ($28,375/mo)-67%
vs normal income ($56,750/mo)17% covered
Net income (after hedge)$9,375/mo
Downside budget
⚠ $30.50 is $3 below CC-SS $33.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,129
… as % of IC ($27,625)123.5%
… as % of ML ($277,625)12.3%
Recovery months (at normal income)0.6 mo
Surgical close (125 ct)$-90,438
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $30.77 (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 $29.02 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $30.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.77
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
≥ $30.77
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$30.50 (1.4σ)$2,500$-28,769+$60,731+$1,125
+2.5%$31.26 (1.6σ)$-7,031$-30,227+$59,273-$8,406
+5%$32.02 (1.9σ)$-16,562$-31,685+$57,815-$17,937
SS (= V-bounce)$39.71 (3.9σ)$-112,625$-46,383+$43,117-$80,125
V-BOUNCE STRESS (stock → CC-SS $33.43, where you are whole again, by expiry)
Starting unrealized P&L: $-89,500
+ Fortress recovery (un-capped): +$89,256
− CC assignment net of premium (125 × $30.50): -$34,129
Total Position P&L @ SS: $-34,373 (+$55,127 vs today)
Do-nothing baseline at SS: $1,131 (this trade vs do-nothing: $-35,504, the opportunity cost of earning $9,375/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$51,875, position total $-37,088 (+$52,412 vs today)
33% normal ← lean105 × $28.5031 Jul8d14.0%82%37%+8pp$5,040$18,900-$9,563$46,728
Sell 105 × $28.50 14.0% OTM over spot $25.00 31 Jul 2026 (8d, $0.53 mid)
= $5,040 credit for the 8d cycle → $18,900/mo projected
Survival (stays ≤ $28.50)
82%
Breach risk
18%
POP (stays ≤ $29.03)
85%
EV / mo
+$7,125
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
67% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$10,771/mo
median; plan ~$7,324/mo after 68% keep · $32,900 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.6], measured ONLY among the 67% 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)
27%
Flat exit net (mid-life)
-$10,067
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$34 @ 85% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 105 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.03/sh now → $1.44 mid-life (likely $1.41–$2.27)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$0.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 817 simulated challenges: the $28 strike is typically first touched on day 5 of 8, at $29 (overshoots $0.92). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (105 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$287 Aug 202611d left+$0.93/sh+$9,757
cycle +$14,797
[+$9,114…+$11,853] · 100% credit
70%
surv 54%
-$37,426 NOT
cap gain +$52,074
Reliable up-and-out (highest cap still free ≥60%)~$3214 Aug 202618d left+$0.31/sh+$3,298
cycle +$8,338
[+$631…+$4,746] · 81% credit
78%
surv 70%
-$12,124 NOT
cap gain +$77,376
Max even-money escape in the band~$3214 Aug 202618d left+$0.03/sh+$297
cycle +$5,337
[-$2,973…+$1,391] · 37% credit
80%
surv 75%
-$4,537 NOT
cap gain +$84,963
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)~$307 Aug 202611d left+$0.00/sh+$23
cycle +$5,063
[-$2,429…+$856] · 34% credit
76%
surv 67%
-$25,986 NOT
cap gain +$63,514
Safety roll (pay small debit, max POP)~$3414 Aug 202618d left-$0.40/sh-$4,250
cycle +$790
[-$8,404…-$3,395] · 9% credit
85%
surv 82%
+$12,091 SAFE
cap gain +$101,591
budget: banked $5,040 debit $4,250 (84% used ≈ 1.0 wk of income) → whole cycle still +$790 cash · rolled 105 ct earn ≈ $18,094/mo while parked; 20 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$18,900/mo
vs 50% target ($28,375/mo)-33%
vs normal income ($56,750/mo)33% covered
Net income (after hedge)$19,340/mo
Downside budget
⚠ $28.50 is $5 below CC-SS $33.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$46,728
… as % of IC ($27,625)169.2%
… as % of ML ($277,625)16.8%
Recovery months (at normal income)0.8 mo
Surgical close (105 ct)$-75,705
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 $0.48 collected) or spot ≥ $29.03 (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
$28-29.03
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
≥ $29.03
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)$5,040$-47,184+$42,316+$3,885
+2.5%$29.21 (1.1σ)$-2,441$-47,121+$42,379-$3,596
+5%$29.93 (1.3σ)$-9,923$-47,059+$42,441-$11,078
SS (= V-bounce)$39.71 (3.9σ)$-112,665$-51,623+$37,877-$85,365
V-BOUNCE STRESS (stock → CC-SS $33.43, where you are whole again, by expiry)
Starting unrealized P&L: $-89,500
+ Fortress recovery (un-capped): +$89,256
− CC assignment net of premium (105 × $28.50): -$46,728
+ Conservative CC premium (20 × $37): +$220
Total Position P&L @ SS: $-46,752 (+$42,748 vs today)
Do-nothing baseline at SS: $1,131 (this trade vs do-nothing: $-47,883, the opportunity cost of earning $18,900/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$61,635, position total $-46,628 (+$42,872 vs today)
🎯 50% normal110 × $27.5031 Jul8d10.0%76%38%+7pp$7,590$28,462$57,644
Sell 110 × $27.50 10.0% OTM over spot $25.00 31 Jul 2026 (8d, $0.74 mid)
= $7,590 credit for the 8d cycle → $28,462/mo projected
Survival (stays ≤ $27.50)
76%
Breach risk
24%
POP (stays ≤ $28.24)
81%
EV / mo
+$9,193
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
71% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,154/mo
median; plan ~$9,624/mo after 68% keep · $34,864 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.5], 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)
38%
Flat exit net (mid-life)
-$7,402
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$33 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 110 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.93/sh now → $1.36 mid-life (likely $1.53–$2.23)≈ $0 at expiry  |  you banked $0.69/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,145 simulated challenges: the $28 strike is typically first touched on day 4 of 8, at $28 (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 (110 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$287 Aug 202611d left+$0.88/sh+$9,685
cycle +$17,275
[+$8,530…+$10,738] · 100% credit
70%
surv 54%
-$45,592 NOT
cap gain +$43,908
Max even-money escape in the band~$3014 Aug 202618d left+$0.25/sh+$2,705
cycle +$10,295
[-$477…+$2,887] · 66% credit
78%
surv 71%
-$20,809 NOT
cap gain +$68,691
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)~$297 Aug 202611d left+$0.16/sh+$1,717
cycle +$9,307
[-$665…+$1,867] · 59% credit
74%
surv 65%
-$37,678 NOT
cap gain +$51,822
Safety roll (pay small debit, max POP)~$337 Aug 202611d left-$0.68/sh-$7,514
cycle +$76
[-$11,954…-$8,444]
88%
surv 86%
-$4,559 NOT
cap gain +$84,941
budget: banked $7,590 debit $7,514 (99% used ≈ 1.1 wk of income) → whole cycle still +$76 cash · rolled 110 ct earn ≈ $20,395/mo while parked; 15 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$28,462/mo
vs 50% target ($28,375/mo)+0%
vs normal income ($56,750/mo)50% covered
Net income (after hedge)$28,792/mo
Downside budget
⚠ $27.50 is $6 below CC-SS $33.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$57,644
… as % of IC ($27,625)208.7%
… as % of ML ($277,625)20.8%
Recovery months (at normal income)1.0 mo
Surgical close (110 ct)$-79,310
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.69 collected) or spot ≥ $28.24 (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 $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.24
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
≥ $28.24
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)$7,590$-55,276+$34,224+$6,380
+2.5%$28.19 (≤1σ, normal week)$28$-55,560+$33,940-$1,182
+5%$28.88 (1.0σ)$-7,535$-55,843+$33,657-$8,745
SS (= V-bounce)$39.71 (3.9σ)$-126,720$-64,378+$25,122-$98,120
V-BOUNCE STRESS (stock → CC-SS $33.43, where you are whole again, by expiry)
Starting unrealized P&L: $-89,500
+ Fortress recovery (un-capped): +$89,256
− CC assignment net of premium (110 × $27.50): -$57,644
+ Conservative CC premium (15 × $37): +$165
Total Position P&L @ SS: $-57,723 (+$31,777 vs today)
Do-nothing baseline at SS: $1,131 (this trade vs do-nothing: $-58,854, the opportunity cost of earning $28,462/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$73,260, position total $-58,308 (+$31,192 vs today)
100% normal115 × $25.5031 Jul8d2.0%58%89%+11pp$15,180$56,925+$28,462$76,019
Sell 115 × $25.50 2.0% OTM over spot $25.00 31 Jul 2026 (8d, $1.39 mid)
= $15,180 credit for the 8d cycle → $56,925/mo projected
Survival (stays ≤ $25.50)
58%
Breach risk
42%
POP (stays ≤ $26.89)
71%
EV / mo
+$10,977
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
78% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~4.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$23,023/mo
median; plan ~$15,656/mo after 68% keep · $45,417 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.4], measured ONLY among the 78% 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)
69%
Flat exit net (mid-life)
+$1,187
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$32 @ 91% POP
90% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.72/sh now → $1.22 mid-life (likely $1.67–$2.42)≈ $0 at expiry  |  you banked $1.32/sh, so a flat mid-life exit nets +$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,073 simulated challenges: the $26 strike is typically first touched on day 2 of 8, at $26 (overshoots $0.93). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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 202611d left+$0.79/sh+$9,042
cycle +$24,222
[+$7,503…+$8,427] · 100% credit
70%
surv 54%
-$59,875 NOT
cap gain +$29,625
Reliable up-and-out (highest cap still free ≥60%)~$2814 Aug 202618d left+$0.38/sh+$4,356
cycle +$19,536
[+$55…+$2,328] · 76% credit
75%
surv 67%
-$43,385 NOT
cap gain +$46,115
Max even-money escape in the band~$2814 Aug 202618d left+$0.12/sh+$1,363
cycle +$16,543
[-$3,544…-$937] · 15% credit
79%
surv 73%
-$35,790 NOT
cap gain +$53,710
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)~$277 Aug 202611d left+$0.08/sh+$903
cycle +$16,083
[-$2,661…-$795] · 14% credit
75%
surv 66%
-$52,132 NOT
cap gain +$37,368
Safety roll (pay small debit, max POP)~$327 Aug 202611d left-$0.76/sh-$8,780
cycle +$6,400
[-$15,589…-$11,348]
91%
surv 90%
-$14,171 NOT
cap gain +$75,329
budget: banked $15,180 debit $8,780 (58% used ≈ 0.7 wk of income) → whole cycle still +$6,400 cash · rolled 115 ct earn ≈ $14,218/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$56,925/mo
vs 50% target ($28,375/mo)+101%
vs normal income ($56,750/mo)100% covered
Net income (after hedge)$57,145/mo
Downside budget
⚠ $25.50 is $8 below CC-SS $33.43: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$76,019
… as % of IC ($27,625)275.2%
… as % of ML ($277,625)27.4%
Recovery months (at normal income)1.3 mo
Surgical close (115 ct)$-83,088
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.33/sh (~25% of the $1.32 collected) or spot ≥ $26.89 (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
$25-26.89
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
≥ $26.89
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)$15,180$-68,916+$20,584+$13,915
+2.5%$26.14 (≤1σ, normal week)$7,849$-69,498+$20,002+$6,584
+5%$26.78 (≤1σ, normal week)$517$-70,080+$19,420-$748
SS (= V-bounce)$39.71 (3.9σ)$-148,235$-84,593+$4,907-$118,335
V-BOUNCE STRESS (stock → CC-SS $33.43, where you are whole again, by expiry)
Starting unrealized P&L: $-89,500
+ Fortress recovery (un-capped): +$89,256
− CC assignment net of premium (115 × $25.50): -$76,019
+ Conservative CC premium (10 × $37): +$110
Total Position P&L @ SS: $-76,153 (+$13,347 vs today)
Do-nothing baseline at SS: $1,131 (this trade vs do-nothing: $-77,284, the opportunity cost of earning $56,925/mo FIGHT income now)
BB-reversion stress (→ $34.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$92,345, position total $-77,448 (+$12,052 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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: +$89,256 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $1,131

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$27.508d31 Jul 2026$0.69110/125$28,462$28,79276%81%+$9,193-$57,644208.7%$-57,723 (vs do-nothing $-58,854)
$2815d7 Aug 2026$1.26113/125$28,476$28,74074%81%+$11,850-$47,125170.6%$-47,237 (vs do-nothing $-48,368)
$278d31 Jul 2026$0.8392/125$28,635$29,36172%78%+$8,639-$51,523186.5%$-51,404 (vs do-nothing $-52,535)
$27.5015d7 Aug 2026$1.32108/125$28,512$28,88671%79%+$9,936-$49,791180.2%$-49,848 (vs do-nothing $-50,979)
$2715d7 Aug 2026$1.36105/125$28,560$29,00068%77%+$7,534-$53,238192.7%$-53,262 (vs do-nothing $-54,393)
$26.508d31 Jul 2026$0.9779/125$28,736$29,74868%76%+$7,557-$47,087170.4%$-46,825 (vs do-nothing $-47,956)
$2722d14 Aug 2026$1.77118/125$28,481$28,63567%76%+$6,644-$54,992199.1%$-55,159 (vs do-nothing $-56,290)
$26.5015d7 Aug 2026$1.5592/125$28,520$29,24665%76%+$7,164-$49,499179.2%$-49,380 (vs do-nothing $-50,511)
$268d31 Jul 2026$1.1169/125$28,721$29,95363%73%+$6,055-$43,610157.9%$-43,238 (vs do-nothing $-44,369)
$2615d7 Aug 2026$1.7283/125$28,552$29,47662%74%+$6,315-$47,396171.6%$-47,178 (vs do-nothing $-48,309)
$2622d14 Aug 2026$2.1597/125$28,439$29,05561%73%+$5,825-$51,219185.4%$-51,155 (vs do-nothing $-52,286)
$25.508d31 Jul 2026$1.3258/125$28,710$30,18458%71%+$5,536-$38,340138.8%$-37,847 (vs do-nothing $-38,978)
$25.5015d7 Aug 2026$2.0370/125$28,420$29,63058%73%+$6,871-$41,302149.5%$-40,941 (vs do-nothing $-42,072)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2522d14 Aug 2026$2.4884/125$28,407$29,30955%70%+$4,000-$49,983180.9%$-49,776 (vs do-nothing $-50,907)
$2515d7 Aug 2026$2.2763/125$28,602$29,96654%71%+$6,420-$38,810140.5%$-38,372 (vs do-nothing $-39,503)
$258d31 Jul 2026$1.5549/125$28,481$30,15353%69%+$4,859-$33,714122.0%$-33,122 (vs do-nothing $-34,253)
$24.5015d7 Aug 2026$2.5157/125$28,614$30,11050%69%+$5,766-$36,596132.5%$-36,092 (vs do-nothing $-37,223)
$24.508d31 Jul 2026$1.7943/125$28,864$30,66848%66%+$4,067-$30,703111.1%$-30,045 (vs do-nothing $-31,176)

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  |  2026-07-23 01:53