FORTRESS FIGHT: GLXY @ $24.49

BE SS: $39.71  |  CC-SS: $32.38  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 21:36

GLXYBBC @ $24.49   UNDERWATER $15.22 (38.3% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-08-05 (Wed), in 13 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: $32.38 (banked floor $32.30)  |  IV: HIGH  |  Accounts: Main:1299

LC: $37.50 exp 2028-01-21 (entry $4.148/sh)
SP: $37.50 exp 2028-01-21 (entry $21.813/sh)
HP: $17.50 exp 2028-01-21 (entry $6.960/sh)

Economics

Max Loss$277,625(ND $2.21 + SW $20) x 12500
Normal income ref$40,250/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,593/mo (info only, already in marks)
Unrealized P&L$-83,250fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$20,125/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$40,250/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $27,625
ML VELOCITY
6.9 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $32.38 (probe: $32.5C 15d) brings only $250/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)
$82,371
was $83,250 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$32.38 → $32.30
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 43 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 43 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.81 (+42%) · daily UBB $28.49 · 1-wk expected move ±$3 (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: 112 contracts at $26.50 / 8d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($20,125/mo); it brings $20,160/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 111 × $25/8d for $40,376/mo, but breach risk rises to 42% (+14pp 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 × $30/8d (92% survival, $7,031/mo).
Downside anchor: the primary mortgages $60,534 (219% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.5 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 112 contracts realizes $-77,448 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 112 × $26.50, 73% survival, $20,160/mo (E[net] $-6,219/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 · 8d112 × $26.5073%$20,160$-6,219

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $-6,219/mo 🏆 GRAND PICK

🎯 Engine pick: sell 112 × $26.50 (primary), 73% survival, breach 27%, $20,160/mo.
Stay at the pick. Stepping safer (the $27 rung (33% normal) lifts survival to 77% (breach 27% → 23%) for $6,840/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $24.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $3031 Jul8d22.5%92%16%+3pp$1,875$7,031-$13,129$27,935
Sell 125 × $30 22.5% OTM over spot $24.49 31 Jul 2026 (8d, $0.22 mid)
= $1,875 credit for the 8d cycle → $7,031/mo projected
Survival (stays ≤ $30)
92%
Breach risk
8%
POP (stays ≤ $30.23)
93%
EV / mo
+$3,127
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
66% whole by 9mo vs 63% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,853/mo
median; plan ~$3,300/mo after 68% keep · $15,928 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.7-3.0], 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)
12%
Flat exit net (mid-life)
-$19,366
Free roll-up
none
Safest escape (by 14 Aug 2026)
$32 @ 70% POP
63% 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: $2.40/sh now → $1.70 mid-life (likely $1.33–$2.43)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$1.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 352 simulated challenges: the $30 strike is typically first touched on day 6 of 8, at $31 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$3114 Aug 202618d left+$0.61/sh+$7,627
cycle +$9,502
[+$5,038…+$12,751] · 96% credit
68%
surv 58%
-$10,237 NOT
cap gain +$73,013
Roll out (same strike, buy time)~$307 Aug 202611d left+$0.18/sh+$2,210
cycle +$4,085
[-$386…+$6,617] · 72% credit
66%
surv 54%
-$21,035 NOT
cap gain +$62,215
Max even-money escape in the band~$3214 Aug 202618d left+$0.02/sh+$255
cycle +$2,130
[-$3,552…+$4,793] · 50% credit
70%
surv 63%
-$7,059 NOT
cap gain +$76,191
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$7,031/mo
vs 50% target ($20,125/mo)-65%
vs normal income ($40,250/mo)17% covered
Net income (after hedge)$7,031/mo
Downside budget
⚠ $30 is $2 below CC-SS $32.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$27,935
… as % of IC ($27,625)101.1%
… as % of ML ($277,625)10.1%
Recovery months (at normal income)0.7 mo
Surgical close (125 ct)$-84,188
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 $0.15 collected) or spot ≥ $30.23 (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 $28.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.23
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
≥ $30.23
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (1.5σ)$1,875$-23,244+$60,006+$1,625
+2.5%$30.75 (1.7σ)$-7,500$-24,707+$58,543-$7,750
+5%$31.50 (1.9σ)$-16,875$-26,169+$57,081-$17,125
SS (= V-bounce)$39.71 (4.1σ)$-119,500$-42,179+$41,071-$48,375
V-BOUNCE STRESS (stock → CC-SS $32.38, where you are whole again, by expiry)
Starting unrealized P&L: $-83,250
+ Fortress recovery (un-capped): +$83,291
− CC assignment net of premium (125 × $30): -$27,935
Total Position P&L @ SS: $-27,895 (+$55,355 vs today)
Do-nothing baseline at SS: $291 (this trade vs do-nothing: $-28,185, the opportunity cost of earning $7,031/mo FIGHT income now)
BB-reversion stress (→ $34.81 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$58,250, position total $-32,624 (+$50,626 vs today)
33% normal96 × $2731 Jul8d10.2%77%49%+5pp$3,552$13,320-$6,840$48,142
Sell 96 × $27 10.2% OTM over spot $24.49 31 Jul 2026 (8d, $0.64 mid)
= $3,552 credit for the 8d cycle → $13,320/mo projected
Survival (stays ≤ $27)
77%
Breach risk
23%
POP (stays ≤ $27.64)
81%
EV / mo
$-1,874
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
66% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$6,234/mo
median; plan ~$4,239/mo after 68% keep · $19,214 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.7], measured ONLY among the 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)
38%
Flat exit net (mid-life)
-$10,334
Free roll-up
none
Safest escape (by 14 Aug 2026)
$30 @ 74% POP
69% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.04/sh now → $1.45 mid-life (likely $1.56–$2.40)≈ $0 at expiry  |  you banked $0.37/sh, so a flat mid-life exit nets -$1.08/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,147 simulated challenges: the $27 strike is typically first touched on day 4 of 8, at $28 (overshoots $0.86). 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
Max even-money escape in the band~$2814 Aug 202618d left+$0.50/sh+$4,763
cycle +$8,315
[+$1,102…+$5,051] · 85% credit
68%
surv 58%
-$43,016 NOT
cap gain +$40,234
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$277 Aug 202611d left+$0.15/sh+$1,447
cycle +$4,999
[-$1,985…+$1,588] · 42% credit
66%
surv 54%
-$51,713 NOT
cap gain +$31,537
Safety roll (pay small debit, max POP)~$3014 Aug 202618d left-$0.28/sh-$2,640
cycle +$912
[-$7,748…-$2,932] · 10% credit
74%
surv 69%
-$29,319 NOT
cap gain +$53,931
budget: banked $3,552 debit $2,640 (74% used ≈ 0.9 wk of income) → whole cycle still +$912 cash · rolled 96 ct earn ≈ $18,743/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$13,320/mo
vs 50% target ($20,125/mo)-34%
vs normal income ($40,250/mo)33% covered
Net income (after hedge)$13,436/mo
Downside budget
⚠ $27 is $5 below CC-SS $32.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$48,142
… as % of IC ($27,625)174.3%
… as % of ML ($277,625)17.3%
Recovery months (at normal income)1.2 mo
Surgical close (96 ct)$-66,480
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 ≥ $27.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $27)); NOT the premium you collected. Momentum override: two daily closes above $28.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $27.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.00 (≤1σ, normal week)$3,552$-53,159+$30,091+$3,360
+2.5%$27.67 (≤1σ, normal week)$-2,928$-52,518+$30,732-$3,120
+5%$28.35 (1.0σ)$-9,408$-51,877+$31,373-$9,600
SS (= V-bounce)$39.71 (4.1σ)$-118,464$-57,644+$25,606-$63,840
V-BOUNCE STRESS (stock → CC-SS $32.38, where you are whole again, by expiry)
Starting unrealized P&L: $-83,250
+ Fortress recovery (un-capped): +$83,291
− CC assignment net of premium (96 × $27): -$48,142
+ Conservative CC premium (29 × $34): +$58
Total Position P&L @ SS: $-48,044 (+$35,206 vs today)
Do-nothing baseline at SS: $291 (this trade vs do-nothing: $-48,334, the opportunity cost of earning $13,320/mo FIGHT income now)
BB-reversion stress (→ $34.81 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$71,424, position total $-48,089 (+$35,161 vs today)
🎯 50% normal112 × $26.5031 Jul8d8.2%73%45%+6pp$5,376$20,160$60,534
Sell 112 × $26.50 8.2% OTM over spot $24.49 31 Jul 2026 (8d, $0.73 mid)
= $5,376 credit for the 8d cycle → $20,160/mo projected
Survival (stays ≤ $26.50)
73%
Breach risk
27%
POP (stays ≤ $27.23)
78%
EV / mo
$-2,307
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
70% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~2.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,827/mo
median; plan ~$6,003/mo after 68% keep · $23,506 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.7-2.8], measured ONLY among the 70% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
45%
Flat exit net (mid-life)
-$10,373
Free roll-up
none
Safest escape (by 14 Aug 2026)
$29 @ 74% POP
69% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 112 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.99/sh now → $1.41 mid-life (likely $1.64–$2.38)≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$0.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,340 simulated challenges: the $26 strike is typically first touched on day 4 of 8, at $27 (overshoots $0.82). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (112 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2714 Aug 202618d left+$0.48/sh+$5,352
cycle +$10,728
[+$750…+$4,738] · 82% credit
68%
surv 58%
-$45,910 NOT
cap gain +$37,340
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$267 Aug 202611d left+$0.15/sh+$1,641
cycle +$7,017
[-$2,642…+$961] · 35% credit
66%
surv 54%
-$55,001 NOT
cap gain +$28,249
Safety roll (pay small debit, max POP)~$2914 Aug 202618d left-$0.28/sh-$3,167
cycle +$2,209
[-$9,457…-$4,599] · 6% credit
74%
surv 69%
-$33,329 NOT
cap gain +$49,921
budget: banked $5,376 debit $3,167 (59% used ≈ 0.7 wk of income) → whole cycle still +$2,209 cash · rolled 112 ct earn ≈ $20,970/mo while parked; 13 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$20,160/mo
vs 50% target ($20,125/mo)+0%
vs normal income ($40,250/mo)50% covered
Net income (after hedge)$20,212/mo
Downside budget
⚠ $26.50 is $6 below CC-SS $32.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,534
… as % of IC ($27,625)219.1%
… as % of ML ($277,625)21.8%
Recovery months (at normal income)1.5 mo
Surgical close (112 ct)$-77,448
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 ≥ $27.23 (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 $28.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-27.23
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
≥ $27.23
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (≤1σ, normal week)$5,376$-56,642+$26,608+$5,152
+2.5%$27.16 (≤1σ, normal week)$-2,044$-57,073+$26,177-$2,268
+5%$27.83 (≤1σ, normal week)$-9,464$-57,504+$25,746-$9,688
SS (= V-bounce)$39.71 (4.1σ)$-142,576$-72,652+$10,598-$78,848
V-BOUNCE STRESS (stock → CC-SS $32.38, where you are whole again, by expiry)
Starting unrealized P&L: $-83,250
+ Fortress recovery (un-capped): +$83,291
− CC assignment net of premium (112 × $26.50): -$60,534
+ Conservative CC premium (13 × $34): +$26
Total Position P&L @ SS: $-60,468 (+$22,782 vs today)
Do-nothing baseline at SS: $291 (this trade vs do-nothing: $-60,758, the opportunity cost of earning $20,160/mo FIGHT income now)
BB-reversion stress (→ $34.81 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$87,696, position total $-63,097 (+$20,153 vs today)
100% normal111 × $2531 Jul8d2.1%58%88%+11pp$10,767$40,376+$20,216$71,205
Sell 111 × $25 2.1% OTM over spot $24.49 31 Jul 2026 (8d, $1.24 mid)
= $10,767 credit for the 8d cycle → $40,376/mo projected
Survival (stays ≤ $25)
58%
Breach risk
42%
POP (stays ≤ $26.24)
70%
EV / mo
$-2,245
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
70% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~5.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,100/mo
median; plan ~$9,588/mo after 68% keep · $39,288 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-2.6], measured ONLY among the 70% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
70%
Flat exit net (mid-life)
-$3,531
Free roll-up
none
Safest escape (by 7 Aug 2026)
$29 @ 84% POP
82% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 111 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: $1.82/sh now → $1.29 mid-life (likely $1.76–$2.51)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$0.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,114 simulated challenges: the $25 strike is typically first touched on day 2 of 8, at $26 (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 (111 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2614 Aug 202618d left+$0.42/sh+$4,712
cycle +$15,479
[-$1,053…+$2,020] · 62% credit
68%
surv 58%
-$56,982 NOT
cap gain +$26,268
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$257 Aug 202611d left+$0.13/sh+$1,491
cycle +$12,258
[-$3,861…-$974] · 15% credit
66%
surv 54%
-$65,583 NOT
cap gain +$17,667
Safety roll (pay small debit, max POP)~$297 Aug 202611d left-$0.81/sh-$9,024
cycle +$1,743
[-$17,325…-$12,304]
84%
surv 82%
-$33,793 NOT
cap gain +$49,457
budget: banked $10,767 debit $9,024 (84% used ≈ 1.0 wk of income) → whole cycle still +$1,743 cash · rolled 111 ct earn ≈ $14,386/mo while parked; 14 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$40,376/mo
vs 50% target ($20,125/mo)+101%
vs normal income ($40,250/mo)100% covered
Net income (after hedge)$40,432/mo
Downside budget
⚠ $25 is $7 below CC-SS $32.38: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$71,205
… as % of IC ($27,625)257.8%
… as % of ML ($277,625)25.6%
Recovery months (at normal income)1.8 mo
Surgical close (111 ct)$-76,923
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $26.24 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); NOT the premium you collected. Momentum override: two daily closes above $28.49 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.24
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
≥ $26.24
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$10,767$-67,074+$16,176+$10,545
+2.5%$25.62 (≤1σ, normal week)$3,830$-67,418+$15,832+$3,608
+5%$26.25 (≤1σ, normal week)$-3,108$-67,762+$15,488-$3,330
SS (= V-bounce)$39.71 (4.1σ)$-152,514$-83,159+$91-$89,355
V-BOUNCE STRESS (stock → CC-SS $32.38, where you are whole again, by expiry)
Starting unrealized P&L: $-83,250
+ Fortress recovery (un-capped): +$83,291
− CC assignment net of premium (111 × $25): -$71,205
+ Conservative CC premium (14 × $34): +$28
Total Position P&L @ SS: $-71,136 (+$12,114 vs today)
Do-nothing baseline at SS: $291 (this trade vs do-nothing: $-71,427, the opportunity cost of earning $40,376/mo FIGHT income now)
BB-reversion stress (→ $34.81 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$98,124, position total $-73,604 (+$9,646 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 (12 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 12 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: 0.844 (IBKR)  |  Recovery@SS: +$83,291 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $291

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$27.5015d7 Aug 2026$0.85119/125$20,230$20,25475%81%+$3,764-$48,015173.8%$-47,962 (vs do-nothing $-48,253)
$26.508d31 Jul 2026$0.48112/125$20,160$20,21273%78%$-2,307-$60,534219.1%$-60,468 (vs do-nothing $-60,758)
$2715d7 Aug 2026$0.89114/125$20,292$20,33672%79%+$1,747-$51,241185.5%$-51,179 (vs do-nothing $-51,469)
$26.5015d7 Aug 2026$0.95106/125$20,140$20,21669%76%$-43-$52,309189.4%$-52,231 (vs do-nothing $-52,521)
$268d31 Jul 2026$0.6090/125$20,250$20,39068%75%$-2,401-$52,064188.5%$-51,953 (vs do-nothing $-52,244)
$2622d14 Aug 2026$1.33111/125$20,131$20,18764%74%$-2,988-$56,109203.1%$-56,040 (vs do-nothing $-56,331)
$25.508d31 Jul 2026$0.54100/125$20,250$20,35063%73%$-11,000-$63,448229.7%$-63,358 (vs do-nothing $-63,648)
$25.5015d7 Aug 2026$1.3078/125$20,280$20,46862%73%+$212-$43,562157.7%$-43,427 (vs do-nothing $-43,718)
$258d31 Jul 2026$0.9756/125$20,370$20,64658%70%$-1,133-$35,923130.0%$-35,745 (vs do-nothing $-36,035)
$2522d14 Aug 2026$1.8580/125$20,182$20,36258%71%$-638-$44,279160.3%$-44,148 (vs do-nothing $-44,439)
$2515d7 Aug 2026$1.4172/125$20,304$20,51658%71%$-1,077-$43,019155.7%$-42,872 (vs do-nothing $-43,163)
$24.5015d7 Aug 2026$1.6163/125$20,286$20,53454%69%$-1,203-$39,531143.1%$-39,367 (vs do-nothing $-39,657)

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 21:36