FORTRESS FIGHT: GLXY @ $26.23

BE SS: $39.71  |  CC-SS: $34.54  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-08 21:37

GLXYBBC @ $26.23   UNDERWATER $13.48 (33.9% below BE SS)

PARTIAL: 100 of 125 contracts already capped (100x $30C). FIGHTing the 25 uncapped; all figures (income, hedge, cap give-up) are for that slice.

25 of 125 contracts (2,500 sh uncapped)  |  BE SS: $39.71  |  CC-SS: $34.54 (banked floor $32.35)  |  IV: HIGH  |  Accounts: Main:1299

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

Economics

Max Loss$55,525(ND $2.21 + SW $20) x 2500
Normal income ref$7,412/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $690/mo (info only, already in marks)
Unrealized P&L$-17,775fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,706/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$7,412/mo (ATM CC, chain)
IC VELOCITY
0.7 mo to earn back $5,525
ML VELOCITY
7.5 mo to earn back $55,525
Deep drawdown confirmed: a CC at CC-SS $34.54 (probe: $33C 17d) brings only $485/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
$4,837
Hole (after banked)
$12,938
was $17,775 · 27% earned back
Cycles closed
9
Credit in flight
$1,258
CC-SS · banked floor (info)
$34.54 → $32.35
Open legAcctCredit/shIn flightOpened
100x $30C 11 Sep 2026U10001299$0.13$1,2582026-09-08
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 50 (live) · RSI 52 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 59 · %B 84 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $34.10 (+30%) · daily UBB $27.40 · 1-wk expected move ±$3 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-20: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 14 contracts at $28 / 3d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($3,706/mo); it brings $3,780/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 20 × $27.50/3d for $7,600/mo, but breach risk rises to 27% (+6pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 25 × $30/3d (94% survival, $2,000/mo).
Downside anchor: the primary mortgages $8,779 (159% 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 14 contracts realizes $-10,087 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 25 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: THIS FRIDAY · 11 Sep 2026 (3d) · sell 14 × $28, 79% survival, $3,780/mo (E[net] $761/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆11 Sep 2026 · 3d14 × $2879%$3,780$761
NEXT FRIDAY18 Sep 2026 · 10d25 × $2978%$3,825$-1,186
E[net] arithmetic on the grand pick: keep $378 with probability 76%; on the 24% touch you roll, paying $1,441 to close and taking $566 back from the best priced door (net cash $875) 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.

📅 THIS FRIDAY · 11 Sep 2026 · 3d · E[net] $761/mo 🏆 GRAND PICK

🎯 Engine pick: sell 14 × $28 (50% normal), 79% survival, breach 21%, $3,780/mo.
⚖️ Worth a safer step: the $28.50 rung (33% normal) lifts survival to 84% (breach 21% → 16%) for $1,260/mo less (33% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $28.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $26.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $3011 Sep3d14.4%94%hist 96%12%hist 13%+4pp$200$2,000-$1,780$11,152
Sell 25 × $30 14.4% OTM over spot $26.23 11 Sep 2026 (3d, $0.28 mid)
= $200 credit for the 3d cycle → $2,000/mo projected
Survival (stays ≤ $30)
94%
Breach risk
6%
POP (stays ≤ $30.28)
95%
EV / mo
+$1,244
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
75% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,459/mo
median; plan ~$992/mo after 68% keep · $3,029 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.9], measured ONLY among the 75% 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)
4%
Flat exit net (mid-life)
-$2,674
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$35 @ 81% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.63/sh now → $1.15 mid-life (likely $0.99–$1.92)≈ $0 at expiry  |  you banked $0.08/sh, so a flat mid-life exit nets -$1.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 120 simulated challenges: the $30 strike is typically first touched on day 3 of 3, at $31 (overshoots $0.72). 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3018 Sep 20268d left+$0.35/sh+$866
cycle +$1,066
[+$92…+$1,290] · 77% credit
66%
surv 53%
-$8,678 NOT
cap gain +$9,097
Reliable up-and-out (highest cap still free ≥60%)~$332 Oct 202622d left+$0.41/sh+$1,018
cycle +$1,218
[+$43…+$1,479] · 76% credit
76%
surv 69%
-$2,627 NOT
cap gain +$15,148
Up-and-out for even (raise the cap, free)~$3118 Sep 20268d left+$0.06/sh+$145
cycle +$345
[-$772…+$506] · 47% credit
74%
surv 64%
-$6,695 NOT
cap gain +$11,080
Max even-money escape in the band~$342 Oct 202622d left+$0.05/sh+$116
cycle +$316
[-$1,059…+$532] · 42% credit
78%
surv 73%
-$1,399 NOT
cap gain +$16,376
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$352 Oct 202622d left-$0.06/sh-$153
cycle +$47
[-$1,329…+$259] · 36% credit
81%
surv 78%
+$462 SAFE
cap gain +$18,237
budget: banked $200 debit $153 (77% used ≈ 0.3 wk of income) → whole cycle still +$47 cash · rolled 25 ct earn ≈ $3,710/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$2,000/mo
vs 50% target ($3,706/mo)-46%
vs normal income ($7,412/mo)27% covered
Net income (after hedge)$2,000/mo
Downside budget
⚠ $30 is $5 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,152
… as % of IC ($5,525)201.9%
… as % of ML ($55,525)20.1%
Recovery months (at normal income)1.5 mo
Surgical close (25 ct)$-18,275
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.08 collected) or spot ≥ $30.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $30)); NOT the premium you collected. Momentum override: two daily closes above $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.28
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $30.28
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$30.00 (1.8σ)$200$-9,545+$8,230+$175
+2.5%$30.75 (2.2σ)$-1,675$-9,822+$7,953-$1,700
+5%$31.50 (2.6σ)$-3,550$-10,100+$7,675-$3,575
SS (= V-bounce)$39.71 (6.6σ)$-24,075$-13,138+$4,637-$7,325
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (25 × $30): -$11,152
Total Position P&L @ SS: $-11,225 (+$6,550 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-7,325, the opportunity cost of earning $2,000/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,050, position total $-11,062 (+$6,713 vs today)
33% normal ← lean18 × $28.5011 Sep3d8.7%84%hist 86%33%hist 31%+4pp$252$2,520-$1,260$10,622
Sell 18 × $28.50 8.7% OTM over spot $26.23 11 Sep 2026 (3d, $0.35 mid)
= $252 credit for the 3d cycle → $2,520/mo projected
Survival (stays ≤ $28.50)
84%
Breach risk
16%
POP (stays ≤ $28.85)
87%
EV / mo
+$117
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
74% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,466/mo
median; plan ~$997/mo after 68% keep · $2,603 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.0], 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)
18%
Flat exit net (mid-life)
-$1,653
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$33 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 18 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.50/sh now → $1.06 mid-life (likely $1.09–$1.98)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 539 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $29 (overshoots $0.71). 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 (18 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2818 Sep 20268d left+$0.32/sh+$574
cycle +$826
[-$187…+$684] · 69% credit
66%
surv 53%
-$12,107 NOT
cap gain +$5,668
Max even-money escape in the band~$312 Oct 202622d left+$0.31/sh+$562
cycle +$814
[-$383…+$655] · 64% credit
76%
surv 70%
-$6,219 NOT
cap gain +$11,556
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)~$3018 Sep 20268d left+$0.02/sh+$29
cycle +$281
[-$844…+$95] · 33% credit
74%
surv 65%
-$9,947 NOT
cap gain +$7,828
Safety roll (pay small debit, max POP)~$332 Oct 202622d left-$0.14/sh-$244
cycle +$8
[-$1,375…-$188] · 17% credit
82%
surv 79%
-$2,954 NOT
cap gain +$14,821
budget: banked $252 debit $244 (97% used ≈ 0.4 wk of income) → whole cycle still +$8 cash · rolled 18 ct earn ≈ $2,266/mo while parked; 7 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$2,520/mo
vs 50% target ($3,706/mo)-32%
vs normal income ($7,412/mo)34% covered
Net income (after hedge)$2,541/mo
Downside budget
⚠ $28.50 is $6 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,622
… as % of IC ($5,525)192.2%
… as % of ML ($55,525)19.1%
Recovery months (at normal income)1.4 mo
Surgical close (18 ct)$-13,176
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 $0.14 collected) or spot ≥ $28.85 (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 $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-28.85
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
≥ $28.85
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.50 (1.1σ)$252$-12,681+$5,094+$234
+2.5%$29.21 (1.5σ)$-1,030$-12,446+$5,329-$1,048
+5%$29.93 (1.8σ)$-2,313$-12,211+$5,564-$2,331
SS (= V-bounce)$39.71 (6.6σ)$-19,926$-13,679+$4,096-$7,866
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (18 × $28.50): -$10,622
− Conservative CC assignment net of premium (7 × $33): -$1,072
Total Position P&L @ SS: $-11,766 (+$6,009 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-7,866, the opportunity cost of earning $2,520/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,828, position total $-11,603 (+$6,172 vs today)
🎯 50% normal14 × $2811 Sep3d6.7%79%hist 83%43%hist 39%+7pp$378$3,780$8,779
Sell 14 × $28 6.7% OTM over spot $26.23 11 Sep 2026 (3d, $0.36 mid)
= $378 credit for the 3d cycle → $3,780/mo projected
Survival (stays ≤ $28)
79%
Breach risk
21%
POP (stays ≤ $28.36)
83%
EV / mo
+$940
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
74% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,929/mo
median; plan ~$1,311/mo after 68% keep · $4,277 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.4], 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)
24%
Flat exit net (mid-life)
-$1,063
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$33 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.46/sh now → $1.03 mid-life (likely $1.08–$2.00)≈ $0 at expiry  |  you banked $0.27/sh, so a flat mid-life exit nets -$0.76/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 723 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $29 (overshoots $0.74). 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 (14 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%)~$302 Oct 202622d left+$0.40/sh+$566
cycle +$944
[-$239…+$636] · 66% credit
73%
surv 65%
-$9,280 NOT
cap gain +$8,495
Roll out (same strike, buy time)~$2818 Sep 20268d left+$0.31/sh+$434
cycle +$812
[-$217…+$515] · 65% credit
66%
surv 53%
-$13,182 NOT
cap gain +$4,593
Max even-money escape in the band~$312 Oct 202622d left+$0.28/sh+$395
cycle +$773
[-$414…+$460] · 55% credit
77%
surv 70%
-$7,321 NOT
cap gain +$10,454
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)~$2918 Sep 20268d left+$0.00/sh+$4
cycle +$382
[-$710…+$43] · 28% credit
75%
surv 66%
-$10,907 NOT
cap gain +$6,868
Safety roll (pay small debit, max POP)~$332 Oct 202622d left-$0.16/sh-$222
cycle +$156
[-$1,154…-$202] · 9% credit
83%
surv 79%
-$3,678 NOT
cap gain +$14,097
budget: banked $378 debit $222 (59% used ≈ 0.3 wk of income) → whole cycle still +$156 cash · rolled 14 ct earn ≈ $1,662/mo while parked; 11 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$3,780/mo
vs 50% target ($3,706/mo)+2%
vs normal income ($7,412/mo)51% covered
Net income (after hedge)$3,813/mo
Downside budget
⚠ $28 is $7 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,779
… as % of IC ($5,525)158.9%
… as % of ML ($55,525)15.8%
Recovery months (at normal income)1.2 mo
Surgical close (14 ct)$-10,087
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 ≥ $28.36 (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 $27.40 (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
$28-28.36
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
≥ $28.36
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.00 (≤1σ, normal week)$378$-13,616+$4,159+$364
+2.5%$28.70 (1.2σ)$-602$-13,105+$4,670-$616
+5%$29.40 (1.6σ)$-1,582$-12,594+$5,181-$1,596
SS (= V-bounce)$39.71 (6.6σ)$-16,016$-12,449+$5,326-$6,636
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (14 × $28): -$8,779
− Conservative CC assignment net of premium (11 × $33): -$1,684
Total Position P&L @ SS: $-10,536 (+$7,239 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-6,636, the opportunity cost of earning $3,780/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,162, position total $-10,373 (+$7,402 vs today)
100% normal20 × $27.5011 Sep3d4.8%73%hist 83%56%hist 44%+15pp$760$7,600+$3,820$13,322
Sell 20 × $27.50 4.8% OTM over spot $26.23 11 Sep 2026 (3d, $0.59 mid)
= $760 credit for the 3d cycle → $7,600/mo projected
Survival (stays ≤ $27.50)
73%
Breach risk
27%
POP (stays ≤ $28.09)
80%
EV / mo
+$1,655
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
79% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~4.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,356/mo
median; plan ~$2,282/mo after 68% keep · $6,317 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.6], measured ONLY among the 79% 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)
36%
Flat exit net (mid-life)
-$1,240
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$32 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 20 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.41/sh now → $1.00 mid-life (likely $1.13–$2.02)≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$0.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,084 simulated challenges: the $28 strike is typically first touched on day 2 of 3, at $28 (overshoots $0.70). 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 (20 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%)~$292 Oct 202622d left+$0.38/sh+$757
cycle +$1,517
[-$459…+$755] · 61% credit
73%
surv 65%
-$9,778 NOT
cap gain +$7,997
Roll out (same strike, buy time)~$2818 Sep 20268d left+$0.30/sh+$602
cycle +$1,362
[-$372…+$636] · 60% credit
66%
surv 53%
-$13,703 NOT
cap gain +$4,072
Max even-money escape in the band~$302 Oct 202622d left+$0.25/sh+$505
cycle +$1,265
[-$729…+$494] · 48% credit
77%
surv 71%
-$7,900 NOT
cap gain +$9,875
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)~$2818 Sep 20268d left+$0.10/sh+$202
cycle +$962
[-$846…+$190] · 31% credit
72%
surv 61%
-$12,463 NOT
cap gain +$5,312
Safety roll (pay small debit, max POP)~$322 Oct 202622d left-$0.18/sh-$361
cycle +$399
[-$1,783…-$449] · 7% credit
83%
surv 80%
-$4,506 NOT
cap gain +$13,269
budget: banked $760 debit $361 (47% used ≈ 0.2 wk of income) → whole cycle still +$399 cash · rolled 20 ct earn ≈ $2,235/mo while parked; 5 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$7,600/mo
vs 50% target ($3,706/mo)+105%
vs normal income ($7,412/mo)103% covered
Net income (after hedge)$7,615/mo
Downside budget
⚠ $27.50 is $7 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,322
… as % of IC ($5,525)241.1%
… as % of ML ($55,525)24.0%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-14,640
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.38 collected) or spot ≥ $28.09 (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 $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.09
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
≥ $28.09
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$760$-14,305+$3,470+$740
+2.5%$28.19 (≤1σ, normal week)$-615$-14,216+$3,559-$635
+5%$28.88 (1.3σ)$-1,990$-14,126+$3,649-$2,010
SS (= V-bounce)$39.71 (6.6σ)$-23,660$-16,073+$1,702-$10,260
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (20 × $27.50): -$13,322
− Conservative CC assignment net of premium (5 × $33): -$765
Total Position P&L @ SS: $-14,160 (+$3,615 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-10,260, the opportunity cost of earning $7,600/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,440, position total $-13,997 (+$3,778 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.

📅 NEXT FRIDAY · 18 Sep 2026 · 10d · E[net] $-1,186/mo

🎯 Engine pick: sell 25 × $29 (50% normal), 78% survival, breach 22%, $3,825/mo.
⚖️ Worth a safer step: the $32.50 rung (🛡 safe yield) lifts survival to 93% (breach 22% → 7%) for $3,450/mo less (90% 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 $32.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $26.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield ← lean25 × $32.5018 Sep10d23.9%93%hist 96%14%hist 13%+1pp$125$375-$3,450$4,977
Sell 25 × $32.50 23.9% OTM over spot $26.23 18 Sep 2026 (10d, $0.32 mid)
= $125 credit for the 10d cycle → $375/mo projected
Survival (stays ≤ $32.50)
93%
Breach risk
7%
POP (stays ≤ $32.82)
94%
EV / mo
$-177
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
72% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$294/mo
median; plan ~$200/mo after 68% keep · $610 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.4], measured ONLY among the 72% 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)
9%
Flat exit net (mid-life)
-$4,521
Free roll-up
none
Safest escape (by 2 Oct 2026)
$33 @ 69% POP
59% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.63/sh now → $1.86 mid-life (likely $1.34–$2.48)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 257 simulated challenges: the $32 strike is typically first touched on day 7 of 10, at $33 (overshoots $0.90). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3225 Sep 202612d left+$0.30/sh+$747
cycle +$872
[+$527…+$1,955] · 92% credit
68%
surv 53%
-$3,548 NOT
cap gain +$14,227
Max even-money escape in the band~$332 Oct 202619d left+$0.34/sh+$853
cycle +$978
[+$387…+$2,129] · 86% credit
69%
surv 59%
-$1,802 NOT
cap gain +$15,973
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$375/mo
vs 50% target ($3,706/mo)-90%
vs normal income ($7,412/mo)5% covered
Net income (after hedge)$375/mo
Downside budget
⚠ $32.50 is $2 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,977
… as % of IC ($5,525)90.1%
… as % of ML ($55,525)9.0%
Recovery months (at normal income)0.7 mo
Surgical close (25 ct)$-18,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.05 collected) or spot ≥ $32.82 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $32)); NOT the premium you collected. Momentum override: two daily closes above $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $32.17Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$32-32.82
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
≥ $32.82
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$32.50 (1.7σ)$125$-4,295+$13,480+$100
+2.5%$33.31 (1.9σ)$-1,906$-4,596+$13,179-$1,150
+5%$34.12 (2.1σ)$-3,938$-4,896+$12,879-$1,150
SS (= V-bounce)$39.71 (3.6σ)$-17,900$-6,963+$10,812-$1,150
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (25 × $32.50): -$4,977
Total Position P&L @ SS: $-5,050 (+$12,725 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-1,150, the opportunity cost of earning $375/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,875, position total $-4,887 (+$12,888 vs today)
33% normal16 × $2918 Sep10d10.6%78%hist 83%46%hist 39%+6pp$816$2,448-$1,377$8,050
Sell 16 × $29 10.6% OTM over spot $26.23 18 Sep 2026 (10d, $0.66 mid)
= $816 credit for the 10d cycle → $2,448/mo projected
Survival (stays ≤ $29)
78%
Breach risk
22%
POP (stays ≤ $29.66)
82%
EV / mo
+$562
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
72% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,379/mo
median; plan ~$938/mo after 68% keep · $3,566 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.8], measured ONLY among the 72% 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)
35%
Flat exit net (mid-life)
-$1,655
Free roll-up
none
Safest escape (by 2 Oct 2026)
$32 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 16 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.18/sh now → $1.54 mid-life (likely $1.65–$2.47)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$1.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,054 simulated challenges: the $29 strike is typically first touched on day 5 of 10, at $30 (overshoots $0.78). 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 (16 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2925 Sep 202612d left+$0.24/sh+$387
cycle +$1,203
[-$22…+$518] · 73% credit
68%
surv 53%
-$10,663 NOT
cap gain +$7,112
Max even-money escape in the band~$302 Oct 202619d left+$0.24/sh+$383
cycle +$1,199
[-$225…+$461] · 53% credit
69%
surv 59%
-$9,026 NOT
cap gain +$8,749
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$322 Oct 202619d left-$0.30/sh-$474
cycle +$342
[-$1,188…-$482] · 11% credit
77%
surv 71%
-$5,624 NOT
cap gain +$12,151
budget: banked $816 debit $474 (58% used ≈ 0.8 wk of income) → whole cycle still +$342 cash · rolled 16 ct earn ≈ $3,153/mo while parked; 9 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$2,448/mo
vs 50% target ($3,706/mo)-34%
vs normal income ($7,412/mo)33% covered
Net income (after hedge)$2,475/mo
Downside budget
⚠ $29 is $6 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,050
… as % of IC ($5,525)145.7%
… as % of ML ($55,525)14.5%
Recovery months (at normal income)1.1 mo
Surgical close (16 ct)$-11,616
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $29.66 (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 $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.66
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
≥ $29.66
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.00 (≤1σ, normal week)$816$-11,050+$6,725+$800
+2.5%$29.72 (≤1σ, normal week)$-344$-10,666+$7,109-$360
+5%$30.45 (1.1σ)$-1,504$-10,281+$7,494-$1,520
SS (= V-bounce)$39.71 (3.6σ)$-16,320$-11,413+$6,362-$5,600
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (16 × $29): -$8,050
− Conservative CC assignment net of premium (9 × $33): -$1,378
Total Position P&L @ SS: $-9,500 (+$8,275 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-5,600, the opportunity cost of earning $2,448/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,344, position total $-9,337 (+$8,438 vs today)
🎯 50% normal25 × $2918 Sep10d10.6%78%hist 83%46%hist 39%+11pp$1,275$3,825$12,577
Sell 25 × $29 10.6% OTM over spot $26.23 18 Sep 2026 (10d, $0.66 mid)
= $1,275 credit for the 10d cycle → $3,825/mo projected
Survival (stays ≤ $29)
78%
Breach risk
22%
POP (stays ≤ $29.66)
82%
EV / mo
+$878
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
78% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,391/mo
median; plan ~$1,626/mo after 68% keep · $3,865 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.5-2.3], measured ONLY among the 78% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
37%
Flat exit net (mid-life)
-$2,586
Free roll-up
none
Safest escape (by 2 Oct 2026)
$32 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.18/sh now → $1.54 mid-life (likely $1.60–$2.38)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$1.03/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,106 simulated challenges: the $29 strike is typically first touched on day 5 of 10, at $30 (overshoots $0.75). 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2925 Sep 202612d left+$0.24/sh+$605
cycle +$1,880
[+$11…+$818] · 76% credit
68%
surv 53%
-$9,995 NOT
cap gain +$7,780
Max even-money escape in the band~$302 Oct 202619d left+$0.24/sh+$599
cycle +$1,874
[-$281…+$784] · 59% credit
69%
surv 59%
-$8,361 NOT
cap gain +$9,414
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$322 Oct 202619d left-$0.30/sh-$741
cycle +$534
[-$1,775…-$679] · 12% credit
77%
surv 71%
-$5,441 NOT
cap gain +$12,334
budget: banked $1,275 debit $741 (58% used ≈ 0.8 wk of income) → whole cycle still +$534 cash · rolled 25 ct earn ≈ $4,926/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$3,825/mo
vs 50% target ($3,706/mo)+3%
vs normal income ($7,412/mo)52% covered
Net income (after hedge)$3,825/mo
Downside budget
⚠ $29 is $6 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,577
… as % of IC ($5,525)227.6%
… as % of ML ($55,525)22.7%
Recovery months (at normal income)1.7 mo
Surgical close (25 ct)$-18,150
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $29.66 (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 $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $28.71Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.66
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
≥ $29.66
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.00 (≤1σ, normal week)$1,275$-10,600+$7,175+$1,250
+2.5%$29.72 (≤1σ, normal week)$-537$-10,868+$6,907-$562
+5%$30.45 (1.1σ)$-2,350$-11,136+$6,639-$2,375
SS (= V-bounce)$39.71 (3.6σ)$-25,500$-14,563+$3,212-$8,750
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (25 × $29): -$12,577
Total Position P&L @ SS: $-12,650 (+$5,125 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-8,750, the opportunity cost of earning $3,825/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,475, position total $-12,487 (+$5,288 vs today)
100% normal25 × $27.5018 Sep10d4.8%66%hist 65%72%hist 64%+16pp$2,500$7,500+$3,675$15,102
Sell 25 × $27.50 4.8% OTM over spot $26.23 18 Sep 2026 (10d, $1.22 mid)
= $2,500 credit for the 10d cycle → $7,500/mo projected
Survival (stays ≤ $27.50)
66%
Breach risk
34%
POP (stays ≤ $28.72)
76%
EV / mo
+$1,811
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
84% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,335/mo
median; plan ~$2,948/mo after 68% keep · $5,091 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.1], measured ONLY among the 84% 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)
58%
Flat exit net (mid-life)
-$1,046
Free roll-up
none
Safest escape (by 2 Oct 2026)
$33 @ 85% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.00/sh now → $1.42 mid-life (likely $1.75–$2.46)≈ $0 at expiry  |  you banked $1.00/sh, so a flat mid-life exit nets -$0.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,751 simulated challenges: the $28 strike is typically first touched on day 4 of 10, at $28 (overshoots $0.73). 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2825 Sep 202612d left+$0.22/sh+$548
cycle +$3,048
[-$220…+$332] · 48% credit
68%
surv 53%
-$12,022 NOT
cap gain +$5,753
Max even-money escape in the band~$282 Oct 202619d left+$0.20/sh+$497
cycle +$2,997
[-$645…+$143] · 31% credit
69%
surv 59%
-$10,432 NOT
cap gain +$7,343
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$332 Oct 202619d left-$0.96/sh-$2,394
cycle +$106
[-$4,319…-$3,018]
85%
surv 84%
-$2,674 NOT
cap gain +$15,101
budget: banked $2,500 debit $2,394 (96% used ≈ 1.4 wk of income) → whole cycle still +$106 cash · rolled 25 ct earn ≈ $1,818/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$7,500/mo
vs 50% target ($3,706/mo)+102%
vs normal income ($7,412/mo)101% covered
Net income (after hedge)$7,500/mo
Downside budget
⚠ $27.50 is $7 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,102
… as % of IC ($5,525)273.3%
… as % of ML ($55,525)27.2%
Recovery months (at normal income)2.0 mo
Surgical close (25 ct)$-18,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.00 collected) or spot ≥ $28.72 (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 $27.40 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.72
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
≥ $28.72
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$2,500$-12,570+$5,205+$2,475
+2.5%$28.19 (≤1σ, normal week)$781$-12,824+$4,951+$756
+5%$28.88 (≤1σ, normal week)$-938$-13,079+$4,696-$962
SS (= V-bounce)$39.71 (3.6σ)$-28,025$-17,088+$687-$11,275
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-17,775
+ Fortress recovery (un-capped): +$17,702
− CC assignment net of premium (25 × $27.50): -$15,102
Total Position P&L @ SS: $-15,175 (+$2,600 vs today)
Do-nothing baseline at SS: $-3,900 (this trade vs do-nothing: $-11,275, the opportunity cost of earning $7,500/mo FIGHT income now)
BB-reversion stress (→ $34.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,000, position total $-15,012 (+$2,763 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 3-45 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: 0.852 (IBKR)  |  Recovery@SS: +$17,702 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,900

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$283d11 Sep 2026$0.2714/25$3,780$3,81379%83%+$940-$8,779158.9%$-10,536 (vs do-nothing $-6,636)
$2910d18 Sep 2026$0.5125/25$3,825$3,82578%82%+$878-$12,577227.6%$-12,650 (vs do-nothing $-8,750)
$28.5010d18 Sep 2026$0.6220/25$3,720$3,73574%80%+$764-$10,842196.2%$-11,680 (vs do-nothing $-7,780)
$2917d25 Sep 2026$0.8625/25$3,794$3,79474%80%+$836-$11,702211.8%$-11,775 (vs do-nothing $-7,875)
$27.503d11 Sep 2026$0.3810/25$3,800$3,84573%80%+$827-$6,661120.6%$-9,030 (vs do-nothing $-5,130)
$2810d18 Sep 2026$0.7617/25$3,876$3,90070%77%+$747-$9,828177.9%$-11,125 (vs do-nothing $-7,225)
$2817d25 Sep 2026$1.0021/25$3,706$3,71868%76%+$334-$11,636210.6%$-12,321 (vs do-nothing $-8,421)
$2824d2 Oct 2026$1.3023/25$3,738$3,74466%75%+$98-$12,054218.2%$-12,433 (vs do-nothing $-8,533)
$27.5010d18 Sep 2026$1.0013/25$3,900$3,93666%76%+$942-$7,853142.1%$-9,763 (vs do-nothing $-5,863)
$273d11 Sep 2026$0.626/25$3,720$3,77765%75%+$1,180-$4,15375.2%$-7,134 (vs do-nothing $-3,234)
$2710d18 Sep 2026$1.1112/25$3,996$4,03561%73%+$646-$7,717139.7%$-9,780 (vs do-nothing $-5,880)
$2717d25 Sep 2026$1.4515/25$3,838$3,86860%73%+$576-$9,136165.4%$-10,740 (vs do-nothing $-6,840)
$2724d2 Oct 2026$1.7018/25$3,825$3,84660%71%+$108-$10,514190.3%$-11,658 (vs do-nothing $-7,758)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.503d11 Sep 2026$0.716/25$4,260$4,31757%71%+$721-$4,39979.6%$-7,380 (vs do-nothing $-3,480)
$26.5010d18 Sep 2026$1.2610/25$3,780$3,82556%70%+$384-$6,781122.7%$-9,150 (vs do-nothing $-5,250)
$2624d2 Oct 2026$2.2014/25$3,850$3,88353%69%+$78-$8,877160.7%$-10,634 (vs do-nothing $-6,734)
$2617d25 Sep 2026$1.9111/25$3,708$3,75051%69%+$495-$7,294132.0%$-9,510 (vs do-nothing $-5,610)
$2610d18 Sep 2026$1.3510/25$4,050$4,09550%67%$-47-$7,191130.2%$-9,560 (vs do-nothing $-5,660)
$263d11 Sep 2026$0.915/25$4,550$4,61047%69%+$514-$3,81569.1%$-6,950 (vs do-nothing $-3,050)

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 25 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-08 21:37