FORTRESS FIGHT: GLXY @ $23.86

BE SS: $39.71  |  CC-SS: $31.94  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 23:50

GLXYBBC @ $23.86   UNDERWATER $15.85 (39.9% 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: $31.94 (banked floor $31.86)  |  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$51,000/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,593/mo (info only, already in marks)
Unrealized P&L$-84,812fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$25,500/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$51,000/mo (ATM CC, chain)
IC VELOCITY
0.5 mo to earn back $27,625
ML VELOCITY
5.4 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $31.94 (probe: $32C 15d) brings only $6,250/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)
$83,933
was $84,812 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$31.94 → $31.86
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 49 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 34 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.83 (+46%) · daily UBB $28.52 · 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: 124 contracts at $26.50 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($25,500/mo); it brings $25,575/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 122 × $24.50/8d for $51,240/mo, but breach risk rises to 40% (+18pp 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 × $29/8d (91% survival, $7,500/mo).
Downside anchor: the primary mortgages $60,580 (219% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 124 contracts realizes $-84,754 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 124 × $26.50, 78% survival, $25,575/mo (E[net] $4,746/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 · 8d124 × $26.5078%$25,575$4,746

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $4,746/mo 🏆 GRAND PICK

🎯 Engine pick: sell 124 × $26.50 (primary), 78% survival, breach 22%, $25,575/mo.
Stay at the pick. Stepping safer (the $27 rung (33% normal) lifts survival to 81% (breach 22% → 19%) for $8,700/mo less (34% income)) buys little extra safety; the income is doing real work covering the bleed.
GLXY  spot $23.86 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $2931 Jul8d21.5%91%19%+3pp$2,000$7,500-$18,075$34,693
Sell 125 × $29 21.5% OTM over spot $23.86 31 Jul 2026 (8d, $0.45 mid)
= $2,000 credit for the 8d cycle → $7,500/mo projected
Survival (stays ≤ $29)
91%
Breach risk
9%
POP (stays ≤ $29.45)
93%
EV / mo
+$2,657
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
62% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,742/mo
median; plan ~$3,225/mo after 68% keep · $19,244 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-2.9], measured ONLY among the 62% 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)
-$17,027
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 76% POP
70% 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: $2.15/sh now → $1.52 mid-life (likely $1.32–$2.17)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.36/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 388 simulated challenges: the $29 strike is typically first touched on day 6 of 8, at $30 (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 (125 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$297 Aug 202611d left+$0.89/sh+$11,065
cycle +$13,065
[+$10,223…+$14,153] · 100% credit
68%
surv 54%
-$17,777 NOT
cap gain +$67,035
Up-and-out for even (raise the cap, free)~$317 Aug 202611d left+$0.21/sh+$2,604
cycle +$4,604
[+$527…+$4,868] · 82% credit
73%
surv 64%
-$9,018 NOT
cap gain +$75,794
Max even-money escape in the band~$3214 Aug 202618d left+$0.14/sh+$1,758
cycle +$3,758
[-$1,017…+$4,903] · 67% credit
76%
surv 70%
+$5,885 SAFE
cap gain +$90,698
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$7,500/mo
vs 50% target ($25,500/mo)-71%
vs normal income ($51,000/mo)15% covered
Net income (after hedge)$7,500/mo
Downside budget
⚠ $29 is $3 below CC-SS $31.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$34,693
… as % of IC ($27,625)125.6%
… as % of ML ($277,625)12.5%
Recovery months (at normal income)0.7 mo
Surgical close (125 ct)$-88,437
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $29.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $29)); NOT the premium you collected. Momentum override: two daily closes above $28.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.45
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
≥ $29.45
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$29.00 (1.4σ)$2,000$-28,842+$55,970+$750
+2.5%$29.72 (1.6σ)$-7,062$-30,292+$54,520-$8,312
+5%$30.45 (1.8σ)$-16,125$-31,742+$53,070-$17,375
SS (= V-bounce)$39.71 (4.3σ)$-131,875$-50,262+$34,550-$74,250
V-BOUNCE STRESS (stock → CC-SS $31.94, where you are whole again, by expiry)
Starting unrealized P&L: $-84,812
+ Fortress recovery (un-capped): +$84,792
− CC assignment net of premium (125 × $29): -$34,693
Total Position P&L @ SS: $-34,713 (+$50,099 vs today)
Do-nothing baseline at SS: $1,230 (this trade vs do-nothing: $-35,943, the opportunity cost of earning $7,500/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$70,875, position total $-40,502 (+$44,310 vs today)
33% normal100 × $2731 Jul8d13.2%81%39%+7pp$4,500$16,875-$8,700$44,855
Sell 100 × $27 13.2% OTM over spot $23.86 31 Jul 2026 (8d, $0.51 mid)
= $4,500 credit for the 8d cycle → $16,875/mo projected
Survival (stays ≤ $27)
81%
Breach risk
19%
POP (stays ≤ $27.50)
84%
EV / mo
+$5,772
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
69% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$9,173/mo
median; plan ~$6,238/mo after 68% keep · $27,017 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.8], measured ONLY among the 69% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
28%
Flat exit net (mid-life)
-$9,147
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$32 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 100 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 $1.38–$2.15)≈ $0 at expiry  |  you banked $0.45/sh, so a flat mid-life exit nets -$0.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 836 simulated challenges: the $27 strike is typically first touched on day 4 of 8, at $28 (overshoots $0.81). 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 (100 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$277 Aug 202611d left+$0.80/sh+$8,006
cycle +$12,506
[+$6,544…+$9,273] · 100% credit
68%
surv 54%
-$39,087 NOT
cap gain +$45,726
Reliable up-and-out (highest cap still free ≥60%)~$2914 Aug 202618d left+$0.36/sh+$3,645
cycle +$8,145
[+$916…+$4,705] · 85% credit
75%
surv 67%
-$20,977 NOT
cap gain +$63,835
Up-and-out for even (raise the cap, free)~$297 Aug 202611d left+$0.13/sh+$1,325
cycle +$5,825
[-$1,025…+$1,903] · 54% credit
74%
surv 65%
-$28,548 NOT
cap gain +$56,265
Max even-money escape in the band~$3014 Aug 202618d left+$0.04/sh+$377
cycle +$4,877
[-$2,898…+$1,176] · 35% credit
77%
surv 71%
-$13,745 NOT
cap gain +$71,067
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3214 Aug 202618d left-$0.42/sh-$4,240
cycle +$260
[-$8,547…-$3,817] · 6% credit
82%
surv 79%
+$2,637 SAFE
cap gain +$87,450
budget: banked $4,500 debit $4,240 (94% used ≈ 1.1 wk of income) → whole cycle still +$260 cash · rolled 100 ct earn ≈ $15,678/mo while parked; 25 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$16,875/mo
vs 50% target ($25,500/mo)-34%
vs normal income ($51,000/mo)33% covered
Net income (after hedge)$17,375/mo
Downside budget
⚠ $27 is $5 below CC-SS $31.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$44,855
… as % of IC ($27,625)162.4%
… as % of ML ($277,625)16.2%
Recovery months (at normal income)0.9 mo
Surgical close (100 ct)$-68,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $27.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $27)); NOT the premium you collected. Momentum override: two daily closes above $28.52 (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
$27-27.50
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $27.50
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.00 (≤1σ, normal week)$4,500$-47,092+$37,720+$3,500
+2.5%$27.67 (1.0σ)$-2,250$-46,755+$38,058-$3,250
+5%$28.35 (1.2σ)$-9,000$-46,417+$38,395-$10,000
SS (= V-bounce)$39.71 (4.3σ)$-122,600$-52,512+$32,300-$76,500
V-BOUNCE STRESS (stock → CC-SS $31.94, where you are whole again, by expiry)
Starting unrealized P&L: $-84,812
+ Fortress recovery (un-capped): +$84,792
− CC assignment net of premium (100 × $27): -$44,855
+ Conservative CC premium (25 × $35): +$250
Total Position P&L @ SS: $-44,625 (+$40,188 vs today)
Do-nothing baseline at SS: $1,230 (this trade vs do-nothing: $-45,855, the opportunity cost of earning $16,875/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$73,800, position total $-43,177 (+$41,635 vs today)
🎯 50% normal124 × $26.5031 Jul8d11.1%78%34%+10pp$6,820$25,575$60,580
Sell 124 × $26.50 11.1% OTM over spot $23.86 31 Jul 2026 (8d, $0.60 mid)
= $6,820 credit for the 8d cycle → $25,575/mo projected
Survival (stays ≤ $26.50)
78%
Breach risk
22%
POP (stays ≤ $27.10)
82%
EV / mo
+$7,915
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
71% whole by 9mo vs 62% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,840/mo
median; plan ~$8,731/mo after 68% keep · $38,685 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.2], 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)
34%
Flat exit net (mid-life)
-$9,630
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$33 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 124 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: $1.88/sh now → $1.33 mid-life (likely $1.40–$2.18)≈ $0 at expiry  |  you banked $0.55/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,013 simulated challenges: the $26 strike is typically first touched on day 4 of 8, at $27 (overshoots $0.84). 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 (124 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+$0.78/sh+$9,671
cycle +$16,491
[+$7,699…+$10,596] · 100% credit
68%
surv 54%
-$40,591 NOT
cap gain +$44,221
Reliable up-and-out (highest cap still free ≥60%)~$2914 Aug 202618d left+$0.34/sh+$4,160
cycle +$10,980
[+$484…+$4,844] · 80% credit
75%
surv 67%
-$23,633 NOT
cap gain +$61,180
Up-and-out for even (raise the cap, free)~$287 Aug 202611d left+$0.11/sh+$1,417
cycle +$8,237
[-$1,760…+$1,599] · 45% credit
74%
surv 65%
-$31,626 NOT
cap gain +$53,187
Max even-money escape in the band~$3014 Aug 202618d left+$0.01/sh+$167
cycle +$6,987
[-$4,321…+$465] · 28% credit
78%
surv 72%
-$17,125 NOT
cap gain +$67,687
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-$0.52/sh-$6,453
cycle +$367
[-$12,408…-$6,790] · 2% credit
85%
surv 83%
+$7,754 SAFE
cap gain +$92,567
budget: banked $6,820 debit $6,453 (95% used ≈ 1.1 wk of income) → whole cycle still +$367 cash · rolled 124 ct earn ≈ $16,661/mo while parked; 1 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$25,575/mo
vs 50% target ($25,500/mo)+0%
vs normal income ($51,000/mo)50% covered
Net income (after hedge)$25,595/mo
Downside budget
⚠ $26.50 is $5 below CC-SS $31.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$60,580
… as % of IC ($27,625)219.3%
… as % of ML ($277,625)21.8%
Recovery months (at normal income)1.2 mo
Surgical close (124 ct)$-84,754
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.55 collected) or spot ≥ $27.10 (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 $28.52 (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
$26-27.10
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
≥ $27.10
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)$6,820$-50,262+$34,550+$5,580
+2.5%$27.16 (≤1σ, normal week)$-1,395$-51,521+$33,291-$2,635
+5%$27.83 (1.1σ)$-9,610$-52,780+$32,032-$10,850
SS (= V-bounce)$39.71 (4.3σ)$-156,984$-75,832+$8,980-$99,820
V-BOUNCE STRESS (stock → CC-SS $31.94, where you are whole again, by expiry)
Starting unrealized P&L: $-84,812
+ Fortress recovery (un-capped): +$84,792
− CC assignment net of premium (124 × $26.50): -$60,580
+ Conservative CC premium (1 × $35): +$10
Total Position P&L @ SS: $-60,590 (+$24,223 vs today)
Do-nothing baseline at SS: $1,230 (this trade vs do-nothing: $-61,820, the opportunity cost of earning $25,575/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$96,472, position total $-66,089 (+$18,723 vs today)
100% normal122 × $24.5031 Jul8d2.7%60%85%+15pp$13,664$51,240+$25,665$77,049
Sell 122 × $24.50 2.7% OTM over spot $23.86 31 Jul 2026 (8d, $1.29 mid)
= $13,664 credit for the 8d cycle → $51,240/mo projected
Survival (stays ≤ $24.50)
60%
Breach risk
40%
POP (stays ≤ $25.79)
72%
EV / mo
+$7,943
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
74% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~4.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$19,305/mo
median; plan ~$13,127/mo after 68% keep · $44,293 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 74% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
68%
Flat exit net (mid-life)
-$718
Free roll-up
+$2/wk
Safest escape (by 7 Aug 2026)
$31 @ 90% POP
89% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 122 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.67/sh now → $1.18 mid-life (likely $1.57–$2.26)≈ $0 at expiry  |  you banked $1.12/sh, so a flat mid-life exit nets -$0.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,035 simulated challenges: the $24 strike is typically first touched on day 3 of 8, at $25 (overshoots $0.83). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (122 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$247 Aug 202611d left+$0.70/sh+$8,536
cycle +$22,200
[+$6,026…+$7,507] · 100% credit
68%
surv 54%
-$55,863 NOT
cap gain +$28,950
Reliable up-and-out (highest cap still free ≥60%)~$2614 Aug 202618d left+$0.58/sh+$7,080
cycle +$20,744
[+$3,055…+$5,337] · 96% credit
72%
surv 62%
-$45,348 NOT
cap gain +$39,464
Max even-money escape in the band~$2714 Aug 202618d left+$0.22/sh+$2,739
cycle +$16,403
[-$2,243…+$687] · 36% credit
75%
surv 68%
-$39,189 NOT
cap gain +$45,623
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)~$267 Aug 202611d left+$0.04/sh+$546
cycle +$14,210
[-$3,638…-$1,135] · 13% credit
75%
surv 67%
-$46,633 NOT
cap gain +$38,180
Safety roll (pay small debit, max POP)~$317 Aug 202611d left-$0.84/sh-$10,260
cycle +$3,404
[-$18,785…-$13,291]
90%
surv 89%
-$10,189 NOT
cap gain +$74,624
budget: banked $13,664 debit $10,260 (75% used ≈ 0.9 wk of income) → whole cycle still +$3,404 cash · rolled 122 ct earn ≈ $11,242/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$51,240/mo
vs 50% target ($25,500/mo)+101%
vs normal income ($51,000/mo)100% covered
Net income (after hedge)$51,300/mo
Downside budget
⚠ $24.50 is $7 below CC-SS $31.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$77,049
… as % of IC ($27,625)278.9%
… as % of ML ($277,625)27.8%
Recovery months (at normal income)1.5 mo
Surgical close (122 ct)$-84,790
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.12 collected) or spot ≥ $25.79 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $24)); NOT the premium you collected. Momentum override: two daily closes above $28.52 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-25.79
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $25.79
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.50 (≤1σ, normal week)$13,664$-64,398+$20,414+$12,444
+2.5%$25.11 (≤1σ, normal week)$6,192$-65,440+$19,373+$4,972
+5%$25.73 (≤1σ, normal week)$-1,281$-66,481+$18,332-$2,501
SS (= V-bounce)$39.71 (4.3σ)$-171,898$-91,668-$6,856-$115,656
V-BOUNCE STRESS (stock → CC-SS $31.94, where you are whole again, by expiry)
Starting unrealized P&L: $-84,812
+ Fortress recovery (un-capped): +$84,792
− CC assignment net of premium (122 × $24.50): -$77,049
+ Conservative CC premium (3 × $35): +$30
Total Position P&L @ SS: $-77,039 (+$7,774 vs today)
Do-nothing baseline at SS: $1,230 (this trade vs do-nothing: $-78,269, the opportunity cost of earning $51,240/mo FIGHT income now)
BB-reversion stress (→ $34.83 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$112,362, position total $-81,959 (+$2,853 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 (17 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 17 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: 0.840 (IBKR)  |  Recovery@SS: +$84,792 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $1,230

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.508d31 Jul 2026$0.55124/125$25,575$25,59578%82%+$7,915-$60,580219.3%$-60,590 (vs do-nothing $-61,820)
$268d31 Jul 2026$0.67102/125$25,628$26,08874%79%+$7,132-$53,708194.4%$-53,498 (vs do-nothing $-54,728)
$26.5015d7 Aug 2026$1.08119/125$25,704$25,82472%78%+$4,860-$51,830187.6%$-51,790 (vs do-nothing $-53,020)
$25.508d31 Jul 2026$0.8184/125$25,515$26,33570%77%+$6,283-$47,254171.1%$-46,864 (vs do-nothing $-48,094)
$2615d7 Aug 2026$1.25102/125$25,500$25,96069%77%+$4,757-$47,792173.0%$-47,582 (vs do-nothing $-48,812)
$2622d14 Aug 2026$1.54122/125$25,620$25,68068%76%+$4,403-$53,625194.1%$-53,615 (vs do-nothing $-54,845)
$25.5015d7 Aug 2026$1.4588/125$25,520$26,26066%75%+$4,818-$43,872158.8%$-43,522 (vs do-nothing $-44,752)
$258d31 Jul 2026$0.9771/125$25,826$26,90665%74%+$5,488-$42,355153.3%$-41,835 (vs do-nothing $-43,065)
$2515d7 Aug 2026$1.5981/125$25,758$26,63863%73%+$3,802-$43,298156.7%$-42,878 (vs do-nothing $-44,108)
$2522d14 Aug 2026$1.9099/125$25,650$26,17062%73%+$3,903-$49,851180.5%$-49,611 (vs do-nothing $-50,841)
$24.508d31 Jul 2026$1.1261/125$25,620$26,90060%72%+$3,971-$38,524139.5%$-37,904 (vs do-nothing $-39,134)
$24.5015d7 Aug 2026$1.8171/125$25,702$26,78259%71%+$3,623-$39,941144.6%$-39,421 (vs do-nothing $-40,651)
$2422d14 Aug 2026$2.3082/125$25,718$26,57856%70%+$3,126-$46,211167.3%$-45,801 (vs do-nothing $-47,031)
Show 4 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2415d7 Aug 2026$2.0463/125$25,704$26,94456%70%+$3,329-$37,141134.4%$-36,542 (vs do-nothing $-37,771)
$248d31 Jul 2026$1.3750/125$25,688$27,18855%69%+$3,930-$32,827118.8%$-32,097 (vs do-nothing $-33,327)
$23.5015d7 Aug 2026$2.2956/125$25,648$27,02852%68%+$3,040-$34,415124.6%$-33,745 (vs do-nothing $-34,975)
$23.508d31 Jul 2026$1.5943/125$25,639$27,27949%67%+$2,942-$29,436106.6%$-28,636 (vs do-nothing $-29,866)

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 23:50