FORTRESS FIGHT: GLXY @ $26.49

BE SS: $39.71  |  CC-SS: $34.31  |  25 contracts (2,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-09 21:47

GLXYBBC @ $26.49   UNDERWATER $13.22 (33.3% 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: $34.31 (banked floor $32.11)  |  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$6,891/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $676/mo (info only, already in marks)
Unrealized P&L$-16,713fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,445/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$6,891/mo (ATM CC, chain)
IC VELOCITY
0.8 mo to earn back $5,525
ML VELOCITY
8.1 mo to earn back $55,525
Deep drawdown confirmed: a CC at CC-SS $34.31 (probe: $34C 16d) brings only $94/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)
$11,876
was $16,713 · 29% earned back
Cycles closed
9
Credit in flight
$1,258
CC-SS · banked floor (info)
$34.31 → $32.11
Open legAcctCredit/shIn flightOpened
100x $30C 11 Sep 2026U10001299$0.13$1,2582026-09-08
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 52 (live) · RSI 53 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 59 · %B 82 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $34.12 (+29%) · daily UBB $27.87 · 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: 10 contracts at $28 / 2d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($3,445/mo); it brings $3,450/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 × $28/2d for $6,900/mo, but breach risk rises to 21% (+0pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 22 × $29.50/2d (93% survival, $2,310/mo).
Downside anchor: the primary mortgages $6,076 (110% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-6,725 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 (2d) · sell 10 × $28, 79% survival, $3,450/mo (E[net] $1,681/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 · 2d10 × $2879%$3,450$1,681
NEXT FRIDAY18 Sep 2026 · 9d18 × $28.5072%$3,600$-515
E[net] arithmetic on the grand pick: keep $230 with probability 76%; on the 24% touch you roll, paying $807 to close and taking $555 back from the best priced door (net cash $252) 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 · 2d · E[net] $1,681/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $28 (50% normal), 79% survival, breach 21%, $3,450/mo.
⚖️ Worth a safer step: the $29.50 rung (🛡 safe yield) lifts survival to 93% (breach 21% → 7%) for $825/mo less (24% 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 $29.50 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $26.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal22 × $29.5011 Sep2d11.4%93%hist 96%14%hist 13%+5pp$154$2,310-$1,140$10,418
Sell 22 × $29.50 11.4% OTM over spot $26.49 11 Sep 2026 (2d, $0.11 mid)
= $154 credit for the 2d cycle → $2,310/mo projected
Survival (stays ≤ $29.50)
93%
Breach risk
7%
POP (stays ≤ $29.61)
94%
EV / mo
+$1,248
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
76% whole by 9mo vs 71% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,702/mo
median; plan ~$1,157/mo after 68% keep · $2,405 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-1.7], measured ONLY among the 76% 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)
6%
Flat exit net (mid-life)
-$1,772
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$34 @ 80% POP
76% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.24/sh now → $0.88 mid-life (likely $0.89–$1.55)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 174 simulated challenges: the $30 strike is typically first touched on day 2 of 2, at $30 (overshoots $0.68). 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 (22 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+$0.60/sh+$1,327
cycle +$1,481
[+$757…+$1,451] · 89% credit
66%
surv 53%
-$8,793 NOT
cap gain +$7,920
Reliable up-and-out (highest cap still free ≥60%)~$332 Oct 202622d left+$0.36/sh+$798
cycle +$952
[-$44…+$903] · 72% credit
77%
surv 72%
-$1,828 NOT
cap gain +$14,885
Up-and-out for even (raise the cap, free)~$3118 Sep 20268d left+$0.14/sh+$314
cycle +$468
[-$494…+$367] · 52% credit
71%
surv 62%
-$7,649 NOT
cap gain +$9,063
Max even-money escape in the band~$342 Oct 202622d left+$0.15/sh+$333
cycle +$487
[-$593…+$412] · 50% credit
80%
surv 76%
-$159 NOT
cap gain +$16,554
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$2,310/mo
vs 50% target ($3,445/mo)-33%
vs normal income ($6,891/mo)34% covered
Net income (after hedge)$2,332/mo
Downside budget
⚠ $29.50 is $5 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,418
… as % of IC ($5,525)188.6%
… as % of ML ($55,525)18.8%
Recovery months (at normal income)1.5 mo
Surgical close (22 ct)$-14,784
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 $0.07 collected) or spot ≥ $29.61 (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 $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $29.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.61
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
≥ $29.61
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.50 (1.7σ)$154$-10,120+$6,592+$66
+2.5%$30.24 (2.1σ)$-1,468$-10,168+$6,544-$1,556
+5%$30.98 (2.5σ)$-3,091$-10,216+$6,496-$3,179
SS (= V-bounce)$39.71 (7.5σ)$-22,308$-11,897+$4,816-$14,234
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (22 × $29.50): -$10,418
+ Conservative CC premium (3 × $36): +$12
Total Position P&L @ SS: $-10,433 (+$6,280 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-10,506, the opportunity cost of earning $2,310/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,010, position total $-10,420 (+$6,292 vs today)
🛡 safe yield ← lean25 × $29.5011 Sep2d11.4%93%hist 96%14%hist 13%+6pp$175$2,625-$825$11,839
Sell 25 × $29.50 11.4% OTM over spot $26.49 11 Sep 2026 (2d, $0.11 mid)
= $175 credit for the 2d cycle → $2,625/mo projected
Survival (stays ≤ $29.50)
93%
Breach risk
7%
POP (stays ≤ $29.61)
94%
EV / mo
+$1,418
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
75% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,923/mo
median; plan ~$1,307/mo after 68% keep · $3,142 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-2.0], 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)
6%
Flat exit net (mid-life)
-$2,013
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$34 @ 80% POP
76% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.24/sh now → $0.88 mid-life (likely $0.86–$1.61)≈ $0 at expiry  |  you banked $0.07/sh, so a flat mid-life exit nets -$0.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 191 simulated challenges: the $30 strike is typically first touched on day 2 of 2, at $30 (overshoots $0.67). 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+$0.60/sh+$1,508
cycle +$1,683
[+$790…+$1,679] · 91% credit
66%
surv 53%
-$8,603 NOT
cap gain +$8,110
Reliable up-and-out (highest cap still free ≥60%)~$332 Oct 202622d left+$0.36/sh+$907
cycle +$1,082
[-$143…+$1,070] · 70% credit
77%
surv 72%
-$1,710 NOT
cap gain +$15,003
Up-and-out for even (raise the cap, free)~$3118 Sep 20268d left+$0.14/sh+$357
cycle +$532
[-$651…+$457] · 54% credit
71%
surv 62%
-$7,598 NOT
cap gain +$9,115
Max even-money escape in the band~$342 Oct 202622d left+$0.15/sh+$378
cycle +$553
[-$777…+$515] · 53% credit
80%
surv 76%
-$104 NOT
cap gain +$16,608
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$2,625/mo
vs 50% target ($3,445/mo)-24%
vs normal income ($6,891/mo)38% covered
Net income (after hedge)$2,625/mo
Downside budget
⚠ $29.50 is $5 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,839
… as % of IC ($5,525)214.3%
… as % of ML ($55,525)21.3%
Recovery months (at normal income)1.7 mo
Surgical close (25 ct)$-16,800
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 $0.07 collected) or spot ≥ $29.61 (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 $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $29.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$29-29.61
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
≥ $29.61
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$29.50 (1.7σ)$175$-10,111+$6,601+$75
+2.5%$30.24 (2.1σ)$-1,669$-10,380+$6,332-$1,769
+5%$30.98 (2.5σ)$-3,513$-10,650+$6,063-$3,613
SS (= V-bounce)$39.71 (7.5σ)$-25,350$-13,838+$2,875-$16,175
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (25 × $29.50): -$11,839
Total Position P&L @ SS: $-11,865 (+$4,847 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-11,939, the opportunity cost of earning $2,625/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,375, position total $-11,797 (+$4,915 vs today)
🎯 50% normal10 × $2811 Sep2d5.7%79%hist 83%42%hist 39%+5pp$230$3,450$6,076
Sell 10 × $28 5.7% OTM over spot $26.49 11 Sep 2026 (2d, $0.27 mid)
= $230 credit for the 2d cycle → $3,450/mo projected
Survival (stays ≤ $28)
79%
Breach risk
21%
POP (stays ≤ $28.27)
83%
EV / mo
+$1,090
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
75% whole by 9mo vs 70% doing nothing
FIRE DRILLS
~4.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,838/mo
median; plan ~$1,250/mo after 68% keep · $2,998 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-2.2], 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)
24%
Flat exit net (mid-life)
-$577
Free roll-up
+$1/wk
Safest escape (by 25 Sep 2026)
$33 @ 83% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.14/sh now → $0.81 mid-life (likely $0.92–$1.84)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 734 simulated challenges: the $28 strike is typically first touched on day 1 of 2, at $29 (overshoots $0.77). 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 (10 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+$0.55/sh+$555
cycle +$785
[+$107…+$527] · 82% credit
66%
surv 53%
-$12,644 NOT
cap gain +$4,069
Reliable up-and-out (highest cap still free ≥60%)~$312 Oct 202622d left+$0.52/sh+$517
cycle +$747
[-$80…+$475] · 71% credit
75%
surv 69%
-$7,323 NOT
cap gain +$9,390
Up-and-out for even (raise the cap, free)~$2918 Sep 20268d left+$0.11/sh+$106
cycle +$336
[-$479…+$54] · 34% credit
71%
surv 63%
-$10,936 NOT
cap gain +$5,776
Max even-money escape in the band~$332 Oct 202622d left+$0.07/sh+$68
cycle +$298
[-$634…+$7] · 26% credit
81%
surv 78%
-$3,501 NOT
cap gain +$13,211
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3325 Sep 202615d left-$0.22/sh-$221
cycle +$9
[-$980…-$296]
83%
surv 81%
-$3,791 NOT
cap gain +$12,922
budget: banked $230 debit $221 (96% used ≈ 0.3 wk of income) → whole cycle still +$9 cash · rolled 10 ct earn ≈ $1,172/mo while parked; 15 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$3,450/mo
vs 50% target ($3,445/mo)+0%
vs normal income ($6,891/mo)50% covered
Net income (after hedge)$3,562/mo
Downside budget
⚠ $28 is $6 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,076
… as % of IC ($5,525)110.0%
… as % of ML ($55,525)10.9%
Recovery months (at normal income)0.9 mo
Surgical close (10 ct)$-6,725
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 $0.23 collected) or spot ≥ $28.27 (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 $27.87 (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
$28-28.27
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
≥ $28.27
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)$230$-13,199+$3,514+$190
+2.5%$28.70 (1.3σ)$-470$-12,404+$4,308-$510
+5%$29.40 (1.7σ)$-1,170$-11,610+$5,103-$1,210
SS (= V-bounce)$39.71 (7.5σ)$-11,480$-5,473+$11,240-$7,810
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (10 × $28): -$6,076
+ Conservative CC premium (15 × $36): +$60
Total Position P&L @ SS: $-6,042 (+$10,671 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-6,116, the opportunity cost of earning $3,450/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$5,890, position total $-6,252 (+$10,460 vs today)
100% normal20 × $2811 Sep2d5.7%79%hist 83%42%hist 39%+10pp$460$6,900+$3,450$12,151
Sell 20 × $28 5.7% OTM over spot $26.49 11 Sep 2026 (2d, $0.27 mid)
= $460 credit for the 2d cycle → $6,900/mo projected
Survival (stays ≤ $28)
79%
Breach risk
21%
POP (stays ≤ $28.27)
83%
EV / mo
+$2,180
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
81% whole by 9mo vs 71% doing nothing
FIRE DRILLS
~3.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,753/mo
median; plan ~$2,552/mo after 68% keep · $4,547 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.7 mo [0.4-1.8], measured ONLY among the 81% 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)
-$1,154
Free roll-up
+$1/wk
Safest escape (by 25 Sep 2026)
$33 @ 83% POP
81% 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 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.14/sh now → $0.81 mid-life (likely $0.93–$1.72)≈ $0 at expiry  |  you banked $0.23/sh, so a flat mid-life exit nets -$0.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 750 simulated challenges: the $28 strike is typically first touched on day 1 of 2, at $29 (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 (20 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+$0.55/sh+$1,110
cycle +$1,570
[+$329…+$1,051] · 84% credit
66%
surv 53%
-$11,899 NOT
cap gain +$4,814
Reliable up-and-out (highest cap still free ≥60%)~$312 Oct 202622d left+$0.52/sh+$1,034
cycle +$1,494
[-$6…+$936] · 75% credit
75%
surv 69%
-$6,616 NOT
cap gain +$10,097
Up-and-out for even (raise the cap, free)~$2918 Sep 20268d left+$0.11/sh+$212
cycle +$672
[-$828…+$101] · 35% credit
71%
surv 63%
-$10,640 NOT
cap gain +$6,072
Max even-money escape in the band~$332 Oct 202622d left+$0.07/sh+$137
cycle +$597
[-$1,098…+$4] · 26% credit
81%
surv 78%
-$3,243 NOT
cap gain +$13,470
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3325 Sep 202615d left-$0.22/sh-$442
cycle +$18
[-$1,786…-$598]
83%
surv 81%
-$3,821 NOT
cap gain +$12,891
budget: banked $460 debit $442 (96% used ≈ 0.3 wk of income) → whole cycle still +$18 cash · rolled 20 ct earn ≈ $2,344/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$6,900/mo
vs 50% target ($3,445/mo)+100%
vs normal income ($6,891/mo)100% covered
Net income (after hedge)$6,938/mo
Downside budget
⚠ $28 is $6 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,151
… as % of IC ($5,525)219.9%
… as % of ML ($55,525)21.9%
Recovery months (at normal income)1.8 mo
Surgical close (20 ct)$-13,450
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $28.27 (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 $27.87 (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
$28-28.27
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
≥ $28.27
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)$460$-13,009+$3,704+$380
+2.5%$28.70 (1.3σ)$-940$-12,914+$3,798-$1,020
+5%$29.40 (1.7σ)$-2,340$-12,820+$3,893-$2,420
SS (= V-bounce)$39.71 (7.5σ)$-22,960$-13,283+$3,430-$15,620
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (20 × $28): -$12,151
+ Conservative CC premium (5 × $36): +$20
Total Position P&L @ SS: $-12,157 (+$4,555 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-12,231, the opportunity cost of earning $6,900/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,780, position total $-12,182 (+$4,530 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 · 9d · E[net] $-515/mo

🎯 Engine pick: sell 18 × $28.50 (50% normal), 72% survival, breach 28%, $3,600/mo.
⚖️ Worth a safer step: the $30 rung (33% normal) lifts survival to 82% (breach 28% → 18%) for $1,267/mo less (35% 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 $30 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $26.49 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield25 × $3318 Sep9d24.6%93%hist 96%14%hist 13%+0pp$125$417-$3,183$3,139
Sell 25 × $33 24.6% OTM over spot $26.49 18 Sep 2026 (9d, $0.15 mid)
= $125 credit for the 9d cycle → $417/mo projected
Survival (stays ≤ $33)
93%
Breach risk
7%
POP (stays ≤ $33.15)
94%
EV / mo
$-199
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
66% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$275/mo
median; plan ~$187/mo after 68% keep · $699 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-2.0], measured ONLY among the 66% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$4,324
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$35 @ 72% POP
62% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.52/sh now → $1.78 mid-life (likely $1.24–$2.26)≈ $0 at expiry  |  you banked $0.05/sh, so a flat mid-life exit nets -$1.73/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 241 simulated challenges: the $33 strike is typically first touched on day 7 of 9, at $34 (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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3325 Sep 202612d left+$0.36/sh+$908
cycle +$1,033
[+$750…+$2,072] · 95% credit
67%
surv 54%
-$1,780 NOT
cap gain +$14,932
Max even-money escape in the band~$352 Oct 202618d left+$0.29/sh+$734
cycle +$859
[+$463…+$1,990] · 89% credit
72%
surv 62%
+$1,269 SAFE
cap gain +$17,982
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)~$3425 Sep 202612d left+$0.17/sh+$437
cycle +$562
[+$220…+$1,528] · 83% credit
69%
surv 57%
-$1,162 NOT
cap gain +$15,550
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$417/mo
vs 50% target ($3,445/mo)-88%
vs normal income ($6,891/mo)6% covered
Net income (after hedge)$417/mo
Downside budget
⚠ $33 is $1 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,139
… as % of IC ($5,525)56.8%
… as % of ML ($55,525)5.7%
Recovery months (at normal income)0.5 mo
Surgical close (25 ct)$-16,963
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 ≥ $33.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $33)); NOT the premium you collected. Momentum override: two daily closes above $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $32.67Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$33-33.15
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
≥ $33.15
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$33.00 (1.7σ)$125$-2,689+$14,024+$25
+2.5%$33.82 (2.0σ)$-1,937$-2,990+$13,723-$2,037
+5%$34.65 (2.2σ)$-4,000$-3,291+$13,422-$4,100
SS (= V-bounce)$39.71 (3.5σ)$-16,650$-5,138+$11,575-$7,475
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (25 × $33): -$3,139
Total Position P&L @ SS: $-3,165 (+$13,547 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-3,239, the opportunity cost of earning $417/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$2,675, position total $-3,097 (+$13,615 vs today)
33% normal ← lean20 × $3018 Sep9d13.3%82%hist 86%37%hist 31%+5pp$700$2,333-$1,267$7,911
Sell 20 × $30 13.3% OTM over spot $26.49 18 Sep 2026 (9d, $0.49 mid)
= $700 credit for the 9d cycle → $2,333/mo projected
Survival (stays ≤ $30)
82%
Breach risk
18%
POP (stays ≤ $30.49)
85%
EV / mo
+$397
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
74% whole by 9mo vs 69% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,560/mo
median; plan ~$1,061/mo after 68% keep · $2,668 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 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)
26%
Flat exit net (mid-life)
-$2,356
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$33 @ 75% POP
69% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $2.16/sh now → $1.53 mid-life (likely $1.47–$2.26)≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$1.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 775 simulated challenges: the $30 strike is typically first touched on day 5 of 9, at $31 (overshoots $0.77). 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
Roll out (same strike, buy time)~$3025 Sep 202612d left+$0.31/sh+$620
cycle +$1,320
[+$201…+$935] · 89% credit
67%
surv 53%
-$7,879 NOT
cap gain +$8,834
Max even-money escape in the band~$322 Oct 202618d left+$0.18/sh+$352
cycle +$1,052
[-$239…+$682] · 61% credit
72%
surv 63%
-$4,923 NOT
cap gain +$11,790
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)~$3125 Sep 202612d left+$0.12/sh+$238
cycle +$938
[-$225…+$524] · 57% credit
69%
surv 57%
-$7,171 NOT
cap gain +$9,541
Safety roll (pay small debit, max POP)~$332 Oct 202618d left-$0.16/sh-$325
cycle +$375
[-$1,028…-$87] · 23% credit
75%
surv 69%
-$3,465 NOT
cap gain +$13,247
budget: banked $700 debit $325 (46% used ≈ 0.6 wk of income) → whole cycle still +$375 cash · rolled 20 ct earn ≈ $4,551/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$2,333/mo
vs 50% target ($3,445/mo)-32%
vs normal income ($6,891/mo)34% covered
Net income (after hedge)$2,371/mo
Downside budget
⚠ $30 is $4 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,911
… as % of IC ($5,525)143.2%
… as % of ML ($55,525)14.2%
Recovery months (at normal income)1.1 mo
Surgical close (20 ct)$-13,650
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $30.49 (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 $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $29.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$30-30.49
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
≥ $30.49
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 (≤1σ, normal week)$700$-8,499+$8,214+$620
+2.5%$30.75 (1.1σ)$-800$-8,397+$8,315-$880
+5%$31.50 (1.3σ)$-2,300$-8,296+$8,416-$2,380
SS (= V-bounce)$39.71 (3.5σ)$-18,720$-9,043+$7,670-$11,380
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (20 × $30): -$7,911
+ Conservative CC premium (5 × $36): +$20
Total Position P&L @ SS: $-7,917 (+$8,795 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-7,991, the opportunity cost of earning $2,333/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$7,540, position total $-7,942 (+$8,770 vs today)
🎯 50% normal18 × $28.5018 Sep9d7.6%72%hist 83%59%hist 44%+6pp$1,080$3,600$9,370
Sell 18 × $28.50 7.6% OTM over spot $26.49 18 Sep 2026 (9d, $0.79 mid)
= $1,080 credit for the 9d cycle → $3,600/mo projected
Survival (stays ≤ $28.50)
72%
Breach risk
28%
POP (stays ≤ $29.30)
78%
EV / mo
+$226
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
74% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,980/mo
median; plan ~$1,346/mo after 68% keep · $3,612 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.3], 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)
46%
Flat exit net (mid-life)
-$1,456
Free roll-up
+$1/wk
Safest escape (by 2 Oct 2026)
$32 @ 79% POP
75% 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 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.99/sh now → $1.41 mid-life (likely $1.64–$2.41)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$0.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,368 simulated challenges: the $28 strike is typically first touched on day 4 of 9, at $29 (overshoots $0.79). 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
Reliable up-and-out (highest cap still free ≥60%)~$292 Oct 202618d left+$0.50/sh+$908
cycle +$1,988
[+$263…+$858] · 91% credit
69%
surv 57%
-$9,316 NOT
cap gain +$7,396
Roll out (same strike, buy time)~$2825 Sep 202612d left+$0.28/sh+$512
cycle +$1,592
[-$30…+$469] · 72% credit
67%
surv 53%
-$10,801 NOT
cap gain +$5,912
Up-and-out for even (raise the cap, free)~$2925 Sep 202612d left+$0.09/sh+$168
cycle +$1,248
[-$427…+$80] · 30% credit
69%
surv 58%
-$10,057 NOT
cap gain +$6,656
Max even-money escape in the band~$302 Oct 202618d left+$0.12/sh+$219
cycle +$1,299
[-$538…+$103] · 30% credit
73%
surv 64%
-$7,870 NOT
cap gain +$8,842
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 202618d left-$0.45/sh-$802
cycle +$278
[-$1,795…-$1,013] · 4% credit
79%
surv 75%
-$4,621 NOT
cap gain +$12,091
budget: banked $1,080 debit $802 (74% used ≈ 1.0 wk of income) → whole cycle still +$278 cash · rolled 18 ct earn ≈ $2,889/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$3,600/mo
vs 50% target ($3,445/mo)+4%
vs normal income ($6,891/mo)52% covered
Net income (after hedge)$3,652/mo
Downside budget
⚠ $28.50 is $6 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,370
… as % of IC ($5,525)169.6%
… as % of ML ($55,525)16.9%
Recovery months (at normal income)1.4 mo
Surgical close (18 ct)$-12,384
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.60 collected) or spot ≥ $29.30 (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 $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $28.21Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$28-29.30
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
≥ $29.30
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$28.50 (≤1σ, normal week)$1,080$-11,313+$5,399+$1,008
+2.5%$29.21 (≤1σ, normal week)$-202$-11,074+$5,638-$274
+5%$29.93 (≤1σ, normal week)$-1,485$-10,836+$5,877-$1,557
SS (= V-bounce)$39.71 (3.5σ)$-19,098$-10,155+$6,558-$12,492
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (18 × $28.50): -$9,370
+ Conservative CC premium (7 × $36): +$28
Total Position P&L @ SS: $-9,368 (+$7,344 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-9,442, the opportunity cost of earning $3,600/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,036, position total $-9,430 (+$7,282 vs today)
100% normal24 × $27.5018 Sep9d3.8%63%hist 65%78%hist 64%+11pp$2,112$7,040+$3,440$14,222
Sell 24 × $27.50 3.8% OTM over spot $26.49 18 Sep 2026 (9d, $1.10 mid)
= $2,112 credit for the 9d cycle → $7,040/mo projected
Survival (stays ≤ $27.50)
63%
Breach risk
37%
POP (stays ≤ $28.61)
73%
EV / mo
+$222
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
79% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,685/mo
median; plan ~$2,505/mo after 68% keep · $4,285 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.8 mo [0.4-1.7], 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)
62%
Flat exit net (mid-life)
-$1,084
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 24 calls + sell the new ones, one order. Prices assume the central case (day 4 of 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.88/sh now → $1.33 mid-life (likely $1.71–$2.35)≈ $0 at expiry  |  you banked $0.88/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,855 simulated challenges: the $28 strike is typically first touched on day 3 of 9, at $28 (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 (24 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%)~$282 Oct 202618d left+$0.47/sh+$1,117
cycle +$3,229
[+$192…+$760] · 86% credit
69%
surv 58%
-$10,235 NOT
cap gain +$6,478
Roll out (same strike, buy time)~$2825 Sep 202612d left+$0.27/sh+$644
cycle +$2,756
[-$128…+$347] · 60% credit
67%
surv 53%
-$11,796 NOT
cap gain +$4,917
Up-and-out for even (raise the cap, free)~$2825 Sep 202612d left+$0.08/sh+$183
cycle +$2,295
[-$657…-$147] · 18% credit
69%
surv 58%
-$11,168 NOT
cap gain +$5,544
Max even-money escape in the band~$292 Oct 202618d left+$0.09/sh+$208
cycle +$2,320
[-$870…-$216] · 17% credit
73%
surv 64%
-$9,008 NOT
cap gain +$7,705
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 202618d left-$0.65/sh-$1,553
cycle +$559
[-$3,091…-$2,149] · 0% credit
83%
surv 80%
-$4,364 NOT
cap gain +$12,348
budget: banked $2,112 debit $1,553 (74% used ≈ 1.0 wk of income) → whole cycle still +$559 cash · rolled 24 ct earn ≈ $2,739/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,040/mo
vs 50% target ($3,445/mo)+104%
vs normal income ($6,891/mo)102% covered
Net income (after hedge)$7,048/mo
Downside budget
⚠ $27.50 is $7 below CC-SS $34.31: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,222
… as % of IC ($5,525)257.4%
… as % of ML ($55,525)25.6%
Recovery months (at normal income)2.1 mo
Surgical close (24 ct)$-16,584
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 ≥ $28.61 (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 $27.87 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $27.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$27-28.61
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
≥ $28.61
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (≤1σ, normal week)$2,112$-12,440+$4,272+$2,016
+2.5%$28.19 (≤1σ, normal week)$462$-12,622+$4,090+$366
+5%$28.88 (≤1σ, normal week)$-1,188$-12,805+$3,908-$1,284
SS (= V-bounce)$39.71 (3.5σ)$-27,192$-16,047+$666-$18,384
V-BOUNCE STRESS (stock → CC-SS $34.31, where you are whole again, by expiry)
Starting unrealized P&L: $-16,713
+ Fortress recovery (un-capped): +$16,686
− CC assignment net of premium (24 × $27.50): -$14,222
+ Conservative CC premium (1 × $36): +$4
Total Position P&L @ SS: $-14,244 (+$2,469 vs today)
Do-nothing baseline at SS: $74 (this trade vs do-nothing: $-14,318, the opportunity cost of earning $7,040/mo FIGHT income now)
BB-reversion stress (→ $34.12 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,776, position total $-14,194 (+$2,518 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 2-45 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: 0.854 (IBKR)  |  Recovery@SS: +$16,686 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $74

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$282d11 Sep 2026$0.2310/25$3,450$3,56279%83%+$1,090-$6,076110.0%$-6,042 (vs do-nothing $-6,116)
$28.509d18 Sep 2026$0.6018/25$3,600$3,65272%78%+$226-$9,370169.6%$-9,368 (vs do-nothing $-9,442)
$2916d25 Sep 2026$0.9320/25$3,488$3,52572%78%+$544-$8,751158.4%$-8,757 (vs do-nothing $-8,831)
$27.502d11 Sep 2026$0.357/25$3,675$3,81072%79%+$987-$4,51981.8%$-4,473 (vs do-nothing $-4,547)
$2923d2 Oct 2026$1.2023/25$3,600$3,61570%77%+$328-$9,443170.9%$-9,461 (vs do-nothing $-9,535)
$289d18 Sep 2026$0.7115/25$3,550$3,62568%76%+$78-$8,393151.9%$-8,380 (vs do-nothing $-8,453)
$2816d25 Sep 2026$1.2216/25$3,660$3,72865%74%+$470-$8,137147.3%$-8,127 (vs do-nothing $-8,201)
$2823d2 Oct 2026$1.5218/25$3,569$3,62164%74%+$368-$8,614155.9%$-8,612 (vs do-nothing $-8,686)
$27.509d18 Sep 2026$0.8812/25$3,520$3,61863%73%+$111-$7,111128.7%$-7,085 (vs do-nothing $-7,159)
$272d11 Sep 2026$0.456/25$4,050$4,19262%74%+$426-$4,11374.5%$-4,063 (vs do-nothing $-4,137)
$279d18 Sep 2026$1.1010/25$3,667$3,77958%71%+$205-$6,206112.3%$-6,172 (vs do-nothing $-6,246)
$2723d2 Oct 2026$1.9014/25$3,470$3,55258%71%+$281-$7,568137.0%$-7,550 (vs do-nothing $-7,624)
$2716d25 Sep 2026$1.5912/25$3,578$3,67558%71%+$371-$6,859124.1%$-6,833 (vs do-nothing $-6,907)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$26.509d18 Sep 2026$1.328/25$3,520$3,64853%68%+$171-$5,18993.9%$-5,147 (vs do-nothing $-5,221)
$26.502d11 Sep 2026$0.644/25$3,840$3,99852%69%+$188-$2,86651.9%$-2,808 (vs do-nothing $-2,882)
$2623d2 Oct 2026$2.3712/25$3,710$3,80751%68%+$177-$7,123128.9%$-7,097 (vs do-nothing $-7,171)
$2616d25 Sep 2026$1.9610/25$3,675$3,78850%67%+$144-$6,346114.9%$-6,312 (vs do-nothing $-6,386)
$269d18 Sep 2026$1.537/25$3,570$3,70547%66%+$57-$4,74385.8%$-4,697 (vs do-nothing $-4,771)
$262d11 Sep 2026$0.953/25$4,275$4,44040%68%+$314-$2,20739.9%$-2,145 (vs do-nothing $-2,219)

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  |  2026-09-09 21:47