FORTRESS FIGHT: GLXY @ $22.09

BE SS: $39.71  |  CC-SS: $33.73  |  125 contracts (12,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-31 21:46

GLXYBBC @ $22.09   UNDERWATER $17.62 (44.4% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
GLXY reports 2026-08-05 (Wed), in 5 days. The recommended CC (7d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. No priced expiry closes before the print, so waiting for it is the only clean option.

125 contracts (12,500 sh)  |  BE SS: $39.71  |  CC-SS: $33.73 (banked floor $33.65)  |  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$38,571/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $4,348/mo (info only, already in marks)
Unrealized P&L$-122,312fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$19,286/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$38,571/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $27,625
ML VELOCITY
7.2 mo to earn back $277,625
Deep drawdown confirmed: a CC at CC-SS $33.73 (probe: $34C 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)
$121,433
was $122,312 · 1% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$33.73 → $33.65
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 30 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 34 · hist rising (nightly)
LEVELS20W MA (bounce target) $25.69 (+16%) · daily UBB $26.73 · 1-wk expected move ±$3 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (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: 90 contracts at $24.50 / 7d. This is the safest strike (survival 74%, breach 26%) that still earns 50% of normal income ($19,286/mo); it brings $19,286/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 × $23.50/7d for $38,691/mo, but breach risk rises to 33% (+8pp 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 × $28/7d (90% survival, $6,429/mo).
Downside anchor: the primary mortgages $78,570 (284% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 2.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 90 contracts realizes $-90,810 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 · 7 Aug 2026 (7d) · sell 90 × $24.50, 74% survival, $19,286/mo (E[net] $-12,605/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 7d90 × $24.5074%$19,286$-12,605
E[net] arithmetic on the grand pick: keep $4,500 with probability 59%; on the 41% touch you roll, paying $14,336 to close and taking $478 back from the best priced door (net cash $13,858) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 7d · E[net] $-12,605/mo 🏆 GRAND PICK

🎯 Engine pick: sell 90 × $24.50 (50% normal), 74% survival, breach 26%, $19,286/mo.
⚖️ Worth a safer step: the $26 rung (33% normal) lifts survival to 83% (breach 26% → 17%) for $6,557/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 $26 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $22.09 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield125 × $287 Aug7d26.8%90%hist 100%20%hist 5%+3pp$1,500$6,429-$12,857$70,125
Sell 125 × $28 26.8% OTM over spot $22.09 7 Aug 2026 (7d, $0.42 mid)
= $1,500 credit for the 7d cycle → $6,429/mo projected
Survival (stays ≤ $28)
90%
Breach risk
10%
POP (stays ≤ $28.43)
92%
EV / mo
$-1,206
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
55% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,683/mo
median; plan ~$2,505/mo after 68% keep · $16,584 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-2.9], measured ONLY among the 55% 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)
-$22,585
Free roll-up
none
Safest escape (by 28 Aug 2026)
$30 @ 72% POP
64% 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: $2.72/sh now → $1.93 mid-life (likely $1.66–$2.91)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 366 simulated challenges: the $28 strike is typically first touched on day 5 of 7, at $29 (overshoots $1.13). 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%)~$2928 Aug 202624d left+$0.54/sh+$6,748
cycle +$8,248
[+$3,299…+$11,522] · 92% credit
70%
surv 60%
-$44,075 NOT
cap gain +$78,238
Max even-money escape in the band~$3028 Aug 202624d left+$0.12/sh+$1,531
cycle +$3,031
[-$2,782…+$6,176] · 59% credit
72%
surv 64%
-$39,029 NOT
cap gain +$83,283
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2814 Aug 202610d left-$0.09/sh-$1,118
cycle +$382
[-$5,191…+$2,837] · 42% credit
66%
surv 54%
-$61,280 NOT
cap gain +$61,033
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 ($19,286/mo)-67%
vs normal income ($38,571/mo)17% covered
Net income (after hedge)$6,429/mo
Downside budget
⚠ $28 is $6 below CC-SS $33.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$70,125
… as % of IC ($27,625)253.8%
… as % of ML ($277,625)25.3%
Recovery months (at normal income)1.8 mo
Surgical close (125 ct)$-126,125
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.12 collected) or spot ≥ $28.43 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $28)); NOT the premium you collected. Momentum override: two daily closes above $26.73 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $27.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.43
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $28.43
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 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.00 (1.7σ)$1,500$-60,161+$62,151+$1,375
+2.5%$28.70 (1.9σ)$-7,250$-61,727+$60,585-$7,375
+5%$29.40 (2.1σ)$-16,000$-63,294+$59,019-$16,125
SS (= V-bounce)$39.71 (5.0σ)$-144,875$-86,362+$35,950-$73,625
V-BOUNCE STRESS (stock → CC-SS $33.73, where you are whole again, by expiry)
Starting unrealized P&L: $-122,312
+ Fortress recovery (un-capped): +$119,455
− CC assignment net of premium (125 × $28): -$70,125
Total Position P&L @ SS: $-72,982 (+$49,331 vs today)
Do-nothing baseline at SS: $-2,732 (this trade vs do-nothing: $-70,250, the opportunity cost of earning $6,429/mo FIGHT income now)
BB-reversion stress (→ $25.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-85,367 (+$36,945 vs today)
33% normal ← lean110 × $267 Aug7d17.7%83%hist 99%36%hist 18%+5pp$2,970$12,729-$6,557$82,060
Sell 110 × $26 17.7% OTM over spot $22.09 7 Aug 2026 (7d, $0.61 mid)
= $2,970 credit for the 7d cycle → $12,729/mo projected
Survival (stays ≤ $26)
83%
Breach risk
17%
POP (stays ≤ $26.61)
86%
EV / mo
$-2,307
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
52% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$5,601/mo
median; plan ~$3,809/mo after 68% keep · $27,513 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 52% 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)
25%
Flat exit net (mid-life)
-$16,090
Free roll-up
none
Safest escape (by 28 Aug 2026)
$28 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 110 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.45/sh now → $1.73 mid-life (likely $1.68–$2.78)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 747 simulated challenges: the $26 strike is typically first touched on day 4 of 7, at $27 (overshoots $1.09). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (110 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2728 Aug 202624d left+$0.43/sh+$4,769
cycle +$7,739
[+$438…+$7,712] · 79% credit
70%
surv 60%
-$65,093 NOT
cap gain +$57,220
Max even-money escape in the band~$2828 Aug 202624d left+$0.03/sh+$380
cycle +$3,350
[-$4,677…+$2,980] · 41% credit
73%
surv 65%
-$59,220 NOT
cap gain +$63,093
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2614 Aug 202610d left-$0.09/sh-$959
cycle +$2,011
[-$5,416…+$1,251] · 31% credit
66%
surv 54%
-$80,160 NOT
cap gain +$42,153
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$12,729/mo
vs 50% target ($19,286/mo)-34%
vs normal income ($38,571/mo)33% covered
Net income (after hedge)$12,761/mo
Downside budget
⚠ $26 is $8 below CC-SS $33.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$82,060
… as % of IC ($27,625)297.0%
… as % of ML ($277,625)29.6%
Recovery months (at normal income)2.1 mo
Surgical close (110 ct)$-111,430
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 $0.27 collected) or spot ≥ $26.61 (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 $26.73 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.61
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
≥ $26.61
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 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.00 (1.1σ)$2,970$-79,201+$43,111+$2,860
+2.5%$26.65 (1.3σ)$-4,180$-79,680+$42,632-$4,290
+5%$27.30 (1.5σ)$-11,330$-80,160+$42,153-$11,440
SS (= V-bounce)$39.71 (5.0σ)$-147,840$-97,877+$24,435-$85,140
V-BOUNCE STRESS (stock → CC-SS $33.73, where you are whole again, by expiry)
Starting unrealized P&L: $-122,312
+ Fortress recovery (un-capped): +$119,455
− CC assignment net of premium (110 × $26): -$82,060
+ Conservative CC premium (15 × $34): +$15
Total Position P&L @ SS: $-84,902 (+$37,411 vs today)
Do-nothing baseline at SS: $-2,732 (this trade vs do-nothing: $-82,170, the opportunity cost of earning $12,729/mo FIGHT income now)
BB-reversion stress (→ $25.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-85,352 (+$36,960 vs today)
🎯 50% normal90 × $24.507 Aug7d10.9%74%hist 96%55%hist 43%+6pp$4,500$19,286$78,570
Sell 90 × $24.50 10.9% OTM over spot $22.09 7 Aug 2026 (7d, $0.81 mid)
= $4,500 credit for the 7d cycle → $19,286/mo projected
Survival (stays ≤ $24.50)
74%
Breach risk
26%
POP (stays ≤ $25.30)
79%
EV / mo
$-2,644
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
60% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~3.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,437/mo
median; plan ~$5,057/mo after 68% keep · $30,484 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.0], measured ONLY among the 60% 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)
41%
Flat exit net (mid-life)
-$9,836
Free roll-up
none
Safest escape (by 28 Aug 2026)
$27 @ 76% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 90 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: $2.25/sh now → $1.59 mid-life (likely $1.78–$2.79)≈ $0 at expiry  |  you banked $0.50/sh, so a flat mid-life exit nets -$1.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,216 simulated challenges: the $24 strike is typically first touched on day 3 of 7, at $26 (overshoots $1.01). 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 (90 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2521 Aug 202618d left+$0.05/sh+$478
cycle +$4,978
[-$4,262…+$484] · 28% credit
70%
surv 61%
-$83,228 NOT
cap gain +$39,085
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2414 Aug 202610d left-$0.09/sh-$765
cycle +$3,735
[-$5,357…-$878] · 19% credit
66%
surv 54%
-$93,810 NOT
cap gain +$28,503
Safety roll (pay small debit, max POP)~$2728 Aug 202624d left-$0.38/sh-$3,406
cycle +$1,094
[-$9,602…-$3,953] · 9% credit
76%
surv 71%
-$66,587 NOT
cap gain +$55,725
budget: banked $4,500 debit $3,406 (76% used ≈ 0.8 wk of income) → whole cycle still +$1,094 cash · rolled 90 ct earn ≈ $13,663/mo while parked; 35 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$19,286/mo
vs 50% target ($19,286/mo)+0%
vs normal income ($38,571/mo)50% covered
Net income (after hedge)$19,361/mo
Downside budget
⚠ $24.50 is $9 below CC-SS $33.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$78,570
… as % of IC ($27,625)284.4%
… as % of ML ($277,625)28.3%
Recovery months (at normal income)2.0 mo
Surgical close (90 ct)$-90,810
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 $0.50 collected) or spot ≥ $25.30 (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 $26.73 (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
$24-25.30
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
≥ $25.30
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 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.50 (≤1σ, normal week)$4,500$-93,045+$29,268+$4,410
+2.5%$25.11 (≤1σ, normal week)$-1,012$-92,272+$30,041-$1,102
+5%$25.73 (1.0σ)$-6,525$-91,498+$30,814-$6,615
SS (= V-bounce)$39.71 (5.0σ)$-132,390$-93,827+$28,485-$81,090
V-BOUNCE STRESS (stock → CC-SS $33.73, where you are whole again, by expiry)
Starting unrealized P&L: $-122,312
+ Fortress recovery (un-capped): +$119,455
− CC assignment net of premium (90 × $24.50): -$78,570
+ Conservative CC premium (35 × $34): +$35
Total Position P&L @ SS: $-81,392 (+$40,920 vs today)
Do-nothing baseline at SS: $-2,732 (this trade vs do-nothing: $-78,660, the opportunity cost of earning $19,286/mo FIGHT income now)
BB-reversion stress (→ $25.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$6,210, position total $-91,542 (+$30,770 vs today)
100% normal122 × $23.507 Aug7d6.4%67%hist 80%71%hist 59%+10pp$9,028$38,691+$19,406$115,778
Sell 122 × $23.50 6.4% OTM over spot $22.09 7 Aug 2026 (7d, $1.15 mid)
= $9,028 credit for the 7d cycle → $38,691/mo projected
Survival (stays ≤ $23.50)
67%
Breach risk
33%
POP (stays ≤ $24.64)
75%
EV / mo
$-4,353
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
61% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~4.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$12,386/mo
median; plan ~$8,423/mo after 68% keep · $55,804 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.7-3.9], measured ONLY among the 61% 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)
55%
Flat exit net (mid-life)
-$9,301
Free roll-up
none
Safest escape (by 28 Aug 2026)
$28 @ 82% POP
80% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.12/sh now → $1.50 mid-life (likely $1.91–$2.79)≈ $0 at expiry  |  you banked $0.74/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,659 simulated challenges: the $24 strike is typically first touched on day 3 of 7, at $24 (overshoots $0.98). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (122 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2421 Aug 202618d left+$0.03/sh+$322
cycle +$9,350
[-$7,049…-$1,943] · 16% credit
70%
surv 61%
-$89,150 NOT
cap gain +$33,162
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2414 Aug 202610d left-$0.08/sh-$1,017
cycle +$8,011
[-$8,066…-$3,220] · 12% credit
66%
surv 54%
-$99,829 NOT
cap gain +$22,484
Safety roll (pay small debit, max POP)~$2828 Aug 202624d left-$0.72/sh-$8,769
cycle +$259
[-$19,322…-$12,224] · 1% credit
82%
surv 80%
-$57,192 NOT
cap gain +$65,121
budget: banked $9,028 debit $8,769 (97% used ≈ 1.0 wk of income) → whole cycle still +$259 cash · rolled 122 ct earn ≈ $11,950/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$38,691/mo
vs 50% target ($19,286/mo)+101%
vs normal income ($38,571/mo)100% covered
Net income (after hedge)$38,698/mo
Downside budget
⚠ $23.50 is $10 below CC-SS $33.73: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$115,778
… as % of IC ($27,625)419.1%
… as % of ML ($277,625)41.7%
Recovery months (at normal income)3.0 mo
Surgical close (122 ct)$-124,318
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.74 collected) or spot ≥ $24.64 (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 $26.73 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $23.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$23-24.64
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
≥ $24.64
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 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$23.50 (≤1σ, normal week)$9,028$-98,811+$23,501+$8,906
+2.5%$24.09 (≤1σ, normal week)$1,861$-99,950+$22,363+$1,739
+5%$24.68 (≤1σ, normal week)$-5,307$-101,088+$21,225-$5,429
SS (= V-bounce)$39.71 (5.0σ)$-188,734$-131,931-$9,619-$119,194
V-BOUNCE STRESS (stock → CC-SS $33.73, where you are whole again, by expiry)
Starting unrealized P&L: $-122,312
+ Fortress recovery (un-capped): +$119,455
− CC assignment net of premium (122 × $23.50): -$115,778
+ Conservative CC premium (3 × $34): +$3
Total Position P&L @ SS: $-118,632 (+$3,681 vs today)
Do-nothing baseline at SS: $-2,732 (this trade vs do-nothing: $-115,900, the opportunity cost of earning $38,691/mo FIGHT income now)
BB-reversion stress (→ $25.69 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$17,690, position total $-103,054 (+$19,258 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: 0.821 (IBKR)  |  Recovery@SS: +$119,455 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,732

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$24.507d7 Aug 2026$0.5090/125$19,286$19,36174%79%$-2,644-$78,570284.4%$-81,392 (vs do-nothing $-78,660)
$24.5014d14 Aug 2026$0.85106/125$19,307$19,34872%78%+$310-$88,828321.5%$-91,666 (vs do-nothing $-88,934)
$247d7 Aug 2026$0.6174/125$19,346$19,45571%76%$-2,390-$67,488244.3%$-70,294 (vs do-nothing $-67,562)
$2414d14 Aug 2026$0.9397/125$19,331$19,39168%75%$-835-$85,360309.0%$-88,189 (vs do-nothing $-85,457)
$2421d21 Aug 2026$1.19114/125$19,380$19,40467%76%+$200-$97,356352.4%$-100,202 (vs do-nothing $-97,470)
$23.507d7 Aug 2026$0.7461/125$19,346$19,48367%75%$-2,177-$57,889209.6%$-60,682 (vs do-nothing $-57,950)
$23.5014d14 Aug 2026$1.0190/125$19,479$19,55465%75%$-2,173-$82,980300.4%$-85,802 (vs do-nothing $-83,070)
$23.5021d21 Aug 2026$1.26108/125$19,440$19,47664%74%$-1,278-$96,876350.7%$-99,716 (vs do-nothing $-96,984)
$237d7 Aug 2026$0.9150/125$19,500$19,66162%72%$-1,606-$49,100177.7%$-51,882 (vs do-nothing $-49,150)
$2314d14 Aug 2026$1.3070/125$19,500$19,61861%73%+$66-$66,010239.0%$-68,812 (vs do-nothing $-66,080)
$2321d21 Aug 2026$1.5389/125$19,453$19,53061%73%+$36-$81,880296.4%$-84,701 (vs do-nothing $-81,969)
$2328d28 Aug 2026$1.76103/125$19,423$19,47061%73%+$444-$92,391334.4%$-95,226 (vs do-nothing $-92,494)
$22.5021d21 Aug 2026$1.7279/125$19,411$19,51058%70%$-1,662-$75,129272.0%$-77,940 (vs do-nothing $-75,208)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$22.5014d14 Aug 2026$1.3567/125$19,382$19,50658%71%$-2,023-$66,196239.6%$-68,995 (vs do-nothing $-66,263)
$22.507d7 Aug 2026$1.1041/125$19,329$19,50958%72%$-1,285-$41,533150.3%$-44,306 (vs do-nothing $-41,574)
$2228d28 Aug 2026$2.1285/125$19,307$19,39355%70%$-250-$81,685295.7%$-84,502 (vs do-nothing $-81,770)
$2221d21 Aug 2026$1.9669/125$19,320$19,44055%68%$-1,262-$67,413244.0%$-70,214 (vs do-nothing $-67,482)
$2214d14 Aug 2026$1.5359/125$19,344$19,48554%69%$-2,279-$60,180217.8%$-62,971 (vs do-nothing $-60,239)
$227d7 Aug 2026$1.2237/125$19,346$19,53453%68%$-2,698-$38,887140.8%$-41,656 (vs do-nothing $-38,924)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-31 21:46