FORTRESS FIGHT: GLXY @ $23.88

BE SS: $39.71  |  CC-SS: $33.72  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-24 21:40

GLXYBBC @ $23.88   UNDERWATER $15.83 (39.9% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-08-05 (Wed), in 12 days. The recommended CC (7d) 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: $33.72 (banked floor $33.64)  |  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$45,268/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $3,949/mo (info only, already in marks)
Unrealized P&L$-104,188fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$22,634/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$45,268/mo (ATM CC, chain)
IC VELOCITY
0.6 mo to earn back $27,625
ML VELOCITY
6.1 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.72 (probe: $33.5C 14d) brings only $268/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)
$103,309
was $104,188 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.72 → $33.64
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 40 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 37 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.80 (+46%) · daily UBB $27.63 · 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: 123 contracts at $25.50 / 7d. This is the safest strike (survival 70%, breach 30%) that still earns 50% of normal income ($22,634/mo); it brings $22,667/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 121 × $24.50/7d for $45,634/mo, but breach risk rises to 40% (+10pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 125 × $31/14d (90% survival, $6,429/mo).
Downside anchor: the primary mortgages $95,814 (347% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 123 contracts realizes $-107,133 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 (7d) · sell 123 × $25.50, 70% survival, $22,667/mo (E[net] $-14,982/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 · 7d123 × $25.5070%$22,667$-14,982

📅 NEXT FRIDAY · 31 Jul 2026 · 7d · E[net] $-14,982/mo 🏆 GRAND PICK

🎯 Engine pick: sell 123 × $25.50 (primary), 70% survival, breach 30%, $22,667/mo.
⚖️ Worth a safer step: the $27 rung (33% normal) lifts survival to 83% (breach 30% → 17%) for $7,667/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 $27 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $23.88 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $317 Aug14d29.8%90%20%+2pp$3,000$6,429-$16,239$30,997
Sell 125 × $31 29.8% OTM over spot $23.88 7 Aug 2026 (14d, $0.62 mid)
= $3,000 credit for the 14d cycle → $6,429/mo projected
Survival (stays ≤ $31)
90%
Breach risk
10%
POP (stays ≤ $31.62)
92%
EV / mo
+$1,569
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
62% whole by 9mo vs 61% doing nothing
FIRE DRILLS
~0.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,258/mo
median; plan ~$2,895/mo after 68% keep · $16,933 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.5], 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)
16%
Flat exit net (mid-life)
-$31,738
Free roll-up
none
Safest escape (by 21 Aug 2026)
$32 @ 71% POP
61% 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 7 of 14); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.93/sh now → $2.78 mid-life (likely $2.25–$3.72)≈ $0 at expiry  |  you banked $0.24/sh, so a flat mid-life exit nets -$2.54/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 469 simulated challenges: the $31 strike is typically first touched on day 9 of 14, at $32 (overshoots $1.02). 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
Max even-money escape in the band~$3121 Aug 202621d left+$0.19/sh+$2,397
cycle +$5,397
[-$1,457…+$9,666] · 65% credit
68%
surv 56%
-$22,840 NOT
cap gain +$81,347
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3221 Aug 202621d left-$0.16/sh-$2,006
cycle +$994
[-$6,283…+$4,843] · 41% credit
71%
surv 61%
-$16,756 NOT
cap gain +$87,432
budget: banked $3,000 debit $2,006 (67% used ≈ 1.4 wk of income) → whole cycle still +$994 cash · rolled 125 ct earn ≈ $46,760/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$3114 Aug 202614d left-$0.18/sh-$2,200
cycle +$800
[-$5,749…+$3,809] · 40% credit
68%
surv 55%
-$28,706 NOT
cap gain +$75,481
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$6,429/mo
vs 50% target ($22,634/mo)-72%
vs normal income ($45,268/mo)14% covered
Net income (after hedge)$6,429/mo
Downside budget
⚠ $31 is $3 below CC-SS $33.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$30,997
… as % of IC ($27,625)112.2%
… as % of ML ($277,625)11.2%
Recovery months (at normal income)0.7 mo
Surgical close (125 ct)$-108,938
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.24 collected) or spot ≥ $31.62 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $31)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 8d left3-7d left≤ 2d (expiry)
Below $30.69Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$31-31.62
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $31.62
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$31.00 (1.5σ)$3,000$-26,506+$77,681+$2,250
+2.5%$31.77 (1.6σ)$-6,687$-28,066+$76,122-$7,437
+5%$32.55 (1.8σ)$-16,375$-29,625+$74,562-$17,125
SS (= V-bounce)$39.71 (3.3σ)$-105,875$-44,035+$60,153-$47,750
V-BOUNCE STRESS (stock → CC-SS $33.72, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$103,205
− CC assignment net of premium (125 × $31): -$30,997
Total Position P&L @ SS: $-31,980 (+$72,208 vs today)
Do-nothing baseline at SS: $-232 (this trade vs do-nothing: $-31,747, the opportunity cost of earning $6,429/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$44,500, position total $-34,154 (+$70,034 vs today)
33% normal ← lean125 × $2731 Jul7d13.1%83%36%+6pp$3,500$15,000-$7,667$80,497
Sell 125 × $27 13.1% OTM over spot $23.88 31 Jul 2026 (7d, $0.47 mid)
= $3,500 credit for the 7d cycle → $15,000/mo projected
Survival (stays ≤ $27)
83%
Breach risk
17%
POP (stays ≤ $27.46)
85%
EV / mo
+$1,774
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
59% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,366/mo
median; plan ~$5,009/mo after 68% keep · $35,215 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-3.2], measured ONLY among the 59% 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)
-$16,471
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$31 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 125 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.26/sh now → $1.60 mid-life (likely $1.57–$2.51)≈ $0 at expiry  |  you banked $0.28/sh, so a flat mid-life exit nets -$1.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 837 simulated challenges: the $27 strike is typically first touched on day 4 of 7, at $28 (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 (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%)~$2921 Aug 202624d left+$0.53/sh+$6,575
cycle +$10,075
[+$1,515…+$8,777] · 82% credit
73%
surv 64%
-$44,381 NOT
cap gain +$59,807
Roll out (same strike, buy time)~$277 Aug 202610d left+$0.22/sh+$2,743
cycle +$6,243
[-$1,892…+$4,173] · 59% credit
67%
surv 54%
-$65,213 NOT
cap gain +$38,975
Up-and-out for even (raise the cap, free)~$287 Aug 202610d left+$0.13/sh+$1,610
cycle +$5,110
[-$2,477…+$3,159] · 51% credit
71%
surv 59%
-$59,834 NOT
cap gain +$44,354
Max even-money escape in the band~$3021 Aug 202624d left+$0.17/sh+$2,103
cycle +$5,603
[-$3,567…+$3,863] · 50% credit
75%
surv 68%
-$38,365 NOT
cap gain +$65,822
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3121 Aug 202624d left-$0.08/sh-$1,042
cycle +$2,458
[-$7,125…+$447] · 27% credit
78%
surv 72%
-$31,022 NOT
cap gain +$73,165
budget: banked $3,500 debit $1,042 (30% used ≈ 0.3 wk of income) → whole cycle still +$2,458 cash · rolled 125 ct earn ≈ $23,662/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$15,000/mo
vs 50% target ($22,634/mo)-34%
vs normal income ($45,268/mo)33% covered
Net income (after hedge)$15,000/mo
Downside budget
⚠ $27 is $7 below CC-SS $33.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$80,497
… as % of IC ($27,625)291.4%
… as % of ML ($277,625)29.0%
Recovery months (at normal income)1.8 mo
Surgical close (125 ct)$-106,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $27.46 (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 $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $26.73Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-27.46
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
≥ $27.46
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)$3,500$-67,956+$36,231+$2,750
+2.5%$27.67 (1.1σ)$-4,937$-69,314+$34,873-$5,687
+5%$28.35 (1.3σ)$-13,375$-70,673+$33,515-$14,125
SS (= V-bounce)$39.71 (4.6σ)$-155,375$-93,535+$10,653-$97,250
V-BOUNCE STRESS (stock → CC-SS $33.72, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$103,205
− CC assignment net of premium (125 × $27): -$80,497
Total Position P&L @ SS: $-81,480 (+$22,708 vs today)
Do-nothing baseline at SS: $-232 (this trade vs do-nothing: $-81,247, the opportunity cost of earning $15,000/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$94,000, position total $-83,654 (+$20,534 vs today)
🎯 50% normal123 × $25.5031 Jul7d6.8%70%49%+6pp$5,289$22,667$95,814
Sell 123 × $25.50 6.8% OTM over spot $23.88 31 Jul 2026 (7d, $0.80 mid)
= $5,289 credit for the 7d cycle → $22,667/mo projected
Survival (stays ≤ $25.50)
70%
Breach risk
30%
POP (stays ≤ $26.30)
77%
EV / mo
$-6,130
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
62% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~3.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$8,734/mo
median; plan ~$5,939/mo after 68% keep · $37,973 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.6 mo [0.9-3.4], 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)
49%
Flat exit net (mid-life)
-$12,737
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$30 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 123 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.07/sh now → $1.47 mid-life (likely $1.75–$2.62)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$1.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,462 simulated challenges: the $26 strike is typically first touched on day 3 of 7, at $26 (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 (123 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%)~$2721 Aug 202624d left+$0.44/sh+$5,380
cycle +$10,669
[-$1,482…+$4,293] · 62% credit
73%
surv 64%
-$59,506 NOT
cap gain +$44,681
Roll out (same strike, buy time)~$267 Aug 202610d left+$0.21/sh+$2,526
cycle +$7,815
[-$3,660…+$1,444] · 36% credit
67%
surv 54%
-$79,361 NOT
cap gain +$24,827
Up-and-out for even (raise the cap, free)~$267 Aug 202610d left+$0.10/sh+$1,194
cycle +$6,483
[-$4,250…+$277] · 27% credit
71%
surv 59%
-$74,180 NOT
cap gain +$30,008
Max even-money escape in the band~$2821 Aug 202624d left+$0.09/sh+$1,126
cycle +$6,415
[-$6,550…-$225] · 24% credit
76%
surv 69%
-$53,273 NOT
cap gain +$50,915
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3021 Aug 202624d left-$0.35/sh-$4,299
cycle +$990
[-$13,167…-$6,079] · 7% credit
80%
surv 76%
-$42,967 NOT
cap gain +$61,221
budget: banked $5,289 debit $4,299 (81% used ≈ 0.8 wk of income) → whole cycle still +$990 cash · rolled 123 ct earn ≈ $17,159/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$22,667/mo
vs 50% target ($22,634/mo)+0%
vs normal income ($45,268/mo)50% covered
Net income (after hedge)$22,684/mo
Downside budget
⚠ $25.50 is $8 below CC-SS $33.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$95,814
… as % of IC ($27,625)346.8%
… as % of ML ($277,625)34.5%
Recovery months (at normal income)2.1 mo
Surgical close (123 ct)$-107,133
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 $0.43 collected) or spot ≥ $26.30 (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 $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-26.30
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
≥ $26.30
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$25.50 (≤1σ, normal week)$5,289$-81,886+$22,301+$4,551
+2.5%$26.14 (≤1σ, normal week)$-2,552$-83,042+$21,146-$3,290
+5%$26.78 (≤1σ, normal week)$-10,394$-84,197+$19,990-$11,132
SS (= V-bounce)$39.71 (4.6σ)$-169,494$-108,584-$4,396-$112,299
V-BOUNCE STRESS (stock → CC-SS $33.72, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$103,205
− CC assignment net of premium (123 × $25.50): -$95,814
+ Conservative CC premium (2 × $35): +$12
Total Position P&L @ SS: $-96,785 (+$7,403 vs today)
Do-nothing baseline at SS: $-232 (this trade vs do-nothing: $-96,552, the opportunity cost of earning $22,667/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$109,101, position total $-98,743 (+$5,445 vs today)
100% normal121 × $24.5031 Jul7d2.6%60%85%+14pp$10,648$45,634+$22,967$100,912
Sell 121 × $24.50 2.6% OTM over spot $23.88 31 Jul 2026 (7d, $1.15 mid)
= $10,648 credit for the 7d cycle → $45,634/mo projected
Survival (stays ≤ $24.50)
60%
Breach risk
40%
POP (stays ≤ $25.65)
72%
EV / mo
+$69
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
64% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~6.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$14,168/mo
median; plan ~$9,634/mo after 68% keep · $53,999 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.7-3.0], 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)
67%
Flat exit net (mid-life)
-$6,054
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$32 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 121 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.95/sh now → $1.38 mid-life (likely $1.84–$2.65)≈ $0 at expiry  |  you banked $0.88/sh, so a flat mid-life exit nets -$0.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,012 simulated challenges: the $24 strike is typically first touched on day 2 of 7, at $25 (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 (121 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%)~$2621 Aug 202624d left+$0.50/sh+$6,079
cycle +$16,727
[-$1,536…+$3,068] · 61% credit
71%
surv 62%
-$69,167 NOT
cap gain +$35,020
Roll out (same strike, buy time)~$247 Aug 202610d left+$0.20/sh+$2,372
cycle +$13,020
[-$4,432…-$301] · 23% credit
66%
surv 54%
-$84,631 NOT
cap gain +$19,557
Up-and-out for even (raise the cap, free)~$257 Aug 202610d left+$0.08/sh+$928
cycle +$11,576
[-$5,120…-$1,471] · 14% credit
71%
surv 59%
-$79,562 NOT
cap gain +$24,625
Max even-money escape in the band~$2721 Aug 202624d left+$0.04/sh+$522
cycle +$11,170
[-$8,036…-$2,867] · 12% credit
76%
surv 70%
-$58,993 NOT
cap gain +$45,195
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3221 Aug 202624d left-$0.80/sh-$9,706
cycle +$942
[-$21,061…-$14,047]
88%
surv 86%
-$22,028 NOT
cap gain +$82,160
budget: banked $10,648 debit $9,706 (91% used ≈ 0.9 wk of income) → whole cycle still +$942 cash · rolled 121 ct earn ≈ $8,744/mo while parked; 4 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$45,634/mo
vs 50% target ($22,634/mo)+102%
vs normal income ($45,268/mo)101% covered
Net income (after hedge)$45,669/mo
Downside budget
⚠ $24.50 is $9 below CC-SS $33.72: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$100,912
… as % of IC ($27,625)365.3%
… as % of ML ($277,625)36.3%
Recovery months (at normal income)2.2 mo
Surgical close (121 ct)$-104,121
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.88 collected) or spot ≥ $25.65 (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 $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $24.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-25.65
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
≥ $25.65
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)$10,648$-87,003+$17,185+$9,922
+2.5%$25.11 (≤1σ, normal week)$3,237$-87,990+$16,197+$2,511
+5%$25.73 (≤1σ, normal week)$-4,175$-88,978+$15,209-$4,901
SS (= V-bounce)$39.71 (4.6σ)$-173,393$-113,413-$9,225-$117,128
V-BOUNCE STRESS (stock → CC-SS $33.72, where you are whole again, by expiry)
Starting unrealized P&L: $-104,188
+ Fortress recovery (un-capped): +$103,205
− CC assignment net of premium (121 × $24.50): -$100,912
+ Conservative CC premium (4 × $35): +$24
Total Position P&L @ SS: $-101,870 (+$2,318 vs today)
Do-nothing baseline at SS: $-232 (this trade vs do-nothing: $-101,638, the opportunity cost of earning $45,634/mo FIGHT income now)
BB-reversion stress (→ $34.80 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$113,982, position total $-103,612 (+$576 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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 19 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: 0.839 (IBKR)  |  Recovery@SS: +$103,205 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-232

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.5014d7 Aug 2026$0.94113/125$22,761$22,86472%79%+$2,741-$70,962256.9%$-71,872 (vs do-nothing $-71,640)
$25.507d31 Jul 2026$0.43123/125$22,667$22,68470%77%$-6,130-$95,814346.8%$-96,785 (vs do-nothing $-96,552)
$2614d7 Aug 2026$1.0898/125$22,680$22,91169%77%+$2,405-$65,070235.5%$-65,890 (vs do-nothing $-65,658)
$25.5014d7 Aug 2026$1.2386/125$22,667$23,00166%75%+$1,975-$60,112217.6%$-60,860 (vs do-nothing $-60,628)
$257d31 Jul 2026$0.46115/125$22,671$22,75765%74%$-11,679-$94,988343.8%$-95,910 (vs do-nothing $-95,678)
$25.5028d21 Aug 2026$1.83116/125$22,744$22,82165%75%+$2,274-$74,122268.3%$-75,050 (vs do-nothing $-74,818)
$2514d7 Aug 2026$1.4076/125$22,800$23,22063%74%+$1,626-$55,630201.4%$-56,319 (vs do-nothing $-56,086)
$2521d14 Aug 2026$1.55103/125$22,807$22,99662%73%$-254-$73,849267.3%$-74,699 (vs do-nothing $-74,467)
$2528d21 Aug 2026$1.95109/125$22,773$22,91062%73%+$1,334-$73,791267.1%$-74,677 (vs do-nothing $-74,445)
$24.507d31 Jul 2026$0.8861/125$23,006$23,55460%72%+$35-$50,873184.2%$-51,471 (vs do-nothing $-51,239)
$24.5028d21 Aug 2026$2.09102/125$22,841$23,03859%72%+$526-$72,724263.3%$-73,568 (vs do-nothing $-73,336)
$24.5014d7 Aug 2026$1.6565/125$22,982$23,49659%73%+$3,875-$49,204178.1%$-49,826 (vs do-nothing $-49,594)
$2428d21 Aug 2026$2.3092/125$22,671$22,95456%71%+$335-$68,262247.1%$-69,046 (vs do-nothing $-68,814)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2421d14 Aug 2026$2.1574/125$22,729$23,16656%70%+$1,757-$56,016202.8%$-56,693 (vs do-nothing $-56,460)
$2414d7 Aug 2026$1.6963/125$22,815$23,34655%70%$-395-$50,588183.1%$-51,198 (vs do-nothing $-50,966)
$247d31 Jul 2026$1.0551/125$22,950$23,58454%70%$-960-$44,216160.1%$-44,754 (vs do-nothing $-44,522)
$23.5028d21 Aug 2026$2.5783/125$22,855$23,21554%70%+$545-$63,493229.8%$-64,223 (vs do-nothing $-63,991)
$23.5014d7 Aug 2026$1.9555/125$22,982$23,58251%69%$-148-$45,484164.6%$-46,046 (vs do-nothing $-45,814)
$23.507d31 Jul 2026$1.1447/125$22,963$23,63148%66%$-4,117-$42,675154.5%$-43,189 (vs do-nothing $-42,957)

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  |  2026-07-24 21:40