FORTRESS FIGHT: GLXY @ $23.20

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

GENERATED2026-09-30 21:45

GLXYBBC @ $23.20   UNDERWATER $16.51 (41.6% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
GLXY reports 2026-10-20 (Tue), in 20 days. The recommended CC (2d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-10-20.
PARTIAL: 100 of 125 contracts already capped (100x $26C). 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 $31.78)  |  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$5,766/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $745/mo (info only, already in marks)
Unrealized P&L$-23,962fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,883/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$5,766/mo (ATM CC, chain)
IC VELOCITY
1.0 mo to earn back $5,525
ML VELOCITY
9.6 mo to earn back $55,525
Deep drawdown confirmed: a CC at CC-SS $34.54 (probe: $35C 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
$6,095
Hole (after banked)
$17,867
was $23,962 · 25% earned back
Cycles closed
13
Credit in flight
$2,631
CC-SS · banked floor (info)
$34.54 → $31.78
? 3 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
100x $26C 2 Oct 2026U10001299$0.26$2,6312026-09-29
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 36 (live) · RSI 47 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 48 · %B 29 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $32.85 (+42%) · daily UBB $27.63 · 1-wk expected move ±$3 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-20: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 20 contracts at $25.50 / 2d. This is the safest strike (survival 93%, breach 7%) that still earns 50% of normal income ($2,883/mo); it brings $3,000/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 25 × $24/2d for $6,000/mo, but breach risk rises to 31% (+24pp 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 × $35/16d (98% survival, $94/mo).
Downside anchor: the primary mortgages $17,880 (324% of IC) ONLY on a full V-bounce all the way to SS $40, recoverable in 3.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 20 contracts realizes $-19,460 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 · 2 Oct 2026 (2d) · sell 20 × $25.50, 93% survival, $3,000/mo (E[net] $-396/mo).
⚠ NEGATIVE E[net]: the expected cost of being challenged exceeds this premium, so this is the least-bad track rather than a good write. Consider a safer rung on the ladder below, or sitting the cycle out.
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 🏆2 Oct 2026 · 2d20 × $25.5093%$3,000$-396
NEXT FRIDAY9 Oct 2026 · 9d23 × $2573%$2,913$-4,067
E[net] arithmetic on the grand pick: keep $200 with probability 90%; on the 10% touch you roll, paying $2,466 to close and taking $417 back from the best priced door (net cash $2,049) 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 · 2 Oct 2026 · 2d · E[net] $-396/mo 🏆 GRAND PICK

🎯 Engine pick: sell 20 × $25.50 (50% normal), 93% survival, breach 7%, $3,000/mo.
This is already the safest rung on the ladder, take it.
GLXY  spot $23.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
▸33% normal13 × $25.502 Oct2d9.9%93%hist 96%15%hist 14%+8pp$130$1,950-$1,050$11,622
Sell 13 × $25.50 9.9% OTM over spot $23.20 2 Oct 2026 (2d, $0.24 mid)
= $130 credit for the 2d cycle → $1,950/mo projected
Survival (stays ≤ $25.50)
93%
Breach risk
7%
POP (stays ≤ $25.75)
94%
EV / mo
+$1,409
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
60% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~2.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,384/mo
median; plan ~$941/mo after 68% keep · $6,366 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-3.8], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,473
Free roll-up
none
Safest escape (by 16 Oct 2026)
$26 @ 69% POP
60% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 13 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: $1.74/sh now → $1.23 mid-life (likely $1.29–$2.29) → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 290 simulated challenges: the $26 strike is typically first touched on day 2 of 2, at $26 (overshoots $0.63). 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 (13 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2623 Oct 202622d left+$0.21/sh+$271
cycle +$401
[-$704…+$227] · 43% credit
68%
surv 60%
-$17,143 NOT
cap gain +$6,819
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2616 Oct 202615d left-$0.07/sh-$96
cycle +$34
[-$1,031…-$138] · 18% credit
69%
surv 60%
-$17,511 NOT
cap gain +$6,452
budget: banked $130 debit $96 (74% used ≈ 0.2 wk of income) → whole cycle still +$34 cash · rolled 13 ct earn ≈ $3,014/mo while parked; 12 ct free to re-sell
Roll out (same strike, buy time)~$269 Oct 20268d left-$0.24/sh-$310
cycle -$180
[-$1,265…-$353] · 6% credit
63%
surv 53%
-$19,375 NOT
cap gain +$4,588
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$1,950/mo
vs 50% target ($2,883/mo)-32%
vs normal income ($5,766/mo)34% covered
Net income (after hedge)$1,995/mo
Downside budget
⚠ $25.50 is $9 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,622
… as % of IC ($5,525)210.3%
… as % of ML ($55,525)20.9%
Recovery months (at normal income)2.0 mo
Surgical close (13 ct)$-12,649
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $25.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $25.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (1.5σ)$130$-19,065+$4,898+$104
+2.5%$26.14 (1.9σ)$-699$-18,579+$5,384-$725
+5%$26.78 (2.3σ)$-1,528$-18,093+$5,870-$1,554
SS (= V-bounce)$39.71 (10.6σ)$-18,343$-13,882+$10,081-$12,246
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (13 × $25.50): -$11,622
+ Conservative CC premium (12 × $35): +$24
Total Position P&L @ SS: $-12,172 (+$11,791 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-11,648, the opportunity cost of earning $1,950/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,425, position total $-13,460 (+$10,502 vs today)
▸🎯 50% normal20 × $25.502 Oct2d9.9%93%hist 96%15%hist 14%+15pp$200$3,000—$17,880
Sell 20 × $25.50 9.9% OTM over spot $23.20 2 Oct 2026 (2d, $0.24 mid)
= $200 credit for the 2d cycle → $3,000/mo projected
Survival (stays ≤ $25.50)
93%
Breach risk
7%
POP (stays ≤ $25.75)
94%
EV / mo
+$2,167
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
70% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,218/mo
median; plan ~$1,508/mo after 68% keep · $8,218 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.6], measured ONLY among the 70% 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)
10%
Flat exit net (mid-life)
-$2,266
Free roll-up
none
Safest escape (by 16 Oct 2026)
$26 @ 69% POP
60% 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: $1.74/sh now → $1.23 mid-life (likely $1.28–$2.33) → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 302 simulated challenges: the $26 strike is typically first touched on day 2 of 2, at $26 (overshoots $0.64). 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
Max even-money escape in the band~$2623 Oct 202622d left+$0.21/sh+$417
cycle +$617
[-$1,132…+$397] · 43% credit
68%
surv 60%
-$16,941 NOT
cap gain +$7,021
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2616 Oct 202615d left-$0.07/sh-$147
cycle +$53
[-$1,633…-$167] · 19% credit
69%
surv 60%
-$17,506 NOT
cap gain +$6,456
budget: banked $200 debit $147 (74% used ≈ 0.2 wk of income) → whole cycle still +$53 cash · rolled 20 ct earn ≈ $4,637/mo while parked; 5 ct free to re-sell
Roll out (same strike, buy time)~$269 Oct 20268d left-$0.24/sh-$477
cycle -$277
[-$2,002…-$516] · 5% credit
63%
surv 53%
-$19,485 NOT
cap gain +$4,477
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$3,000/mo
vs 50% target ($2,883/mo)+4%
vs normal income ($5,766/mo)52% covered
Net income (after hedge)$3,019/mo
Downside budget
⚠ $25.50 is $9 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,880
… as % of IC ($5,525)323.6%
… as % of ML ($55,525)32.2%
Recovery months (at normal income)3.1 mo
Surgical close (20 ct)$-19,460
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $25.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $25.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (1.5σ)$200$-19,009+$4,954+$160
+2.5%$26.14 (1.9σ)$-1,075$-18,969+$4,994-$1,115
+5%$26.78 (2.3σ)$-2,350$-18,929+$5,033-$2,390
SS (= V-bounce)$39.71 (10.6σ)$-28,220$-20,476+$3,487-$18,840
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (20 × $25.50): -$17,880
+ Conservative CC premium (5 × $35): +$10
Total Position P&L @ SS: $-18,444 (+$5,519 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-17,920, the opportunity cost of earning $3,000/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,500, position total $-18,549 (+$5,413 vs today)
▸🛡 safe yield25 × $25.502 Oct2d9.9%93%hist 96%15%hist 14%+14pp$250$3,750+$750$22,349
Sell 25 × $25.50 9.9% OTM over spot $23.20 2 Oct 2026 (2d, $0.24 mid)
= $250 credit for the 2d cycle → $3,750/mo projected
Survival (stays ≤ $25.50)
93%
Breach risk
7%
POP (stays ≤ $25.75)
94%
EV / mo
+$2,709
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
70% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,663/mo
median; plan ~$1,811/mo after 68% keep · $9,531 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.8], measured ONLY among the 70% 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)
10%
Flat exit net (mid-life)
-$2,833
Free roll-up
none
Safest escape (by 16 Oct 2026)
$26 @ 69% POP
60% 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: $1.74/sh now → $1.23 mid-life (likely $1.32–$2.61) → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$1.13/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 294 simulated challenges: the $26 strike is typically first touched on day 2 of 2, at $26 (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
Max even-money escape in the band~$2623 Oct 202622d left+$0.21/sh+$522
cycle +$772
[-$2,003…+$445] · 38% credit
68%
surv 60%
-$16,797 NOT
cap gain +$7,165
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2616 Oct 202615d left-$0.07/sh-$184
cycle +$66
[-$2,604…-$252] · 18% credit
69%
surv 60%
-$17,503 NOT
cap gain +$6,459
budget: banked $250 debit $184 (74% used ≈ 0.2 wk of income) → whole cycle still +$66 cash · rolled 25 ct earn ≈ $5,797/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$269 Oct 20268d left-$0.24/sh-$596
cycle -$346
[-$3,040…-$700] · 6% credit
63%
surv 53%
-$19,564 NOT
cap gain +$4,398
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$3,750/mo
vs 50% target ($2,883/mo)+30%
vs normal income ($5,766/mo)65% covered
Net income (after hedge)$3,750/mo
Downside budget
⚠ $25.50 is $9 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,349
… as % of IC ($5,525)404.5%
… as % of ML ($55,525)40.3%
Recovery months (at normal income)3.9 mo
Surgical close (25 ct)$-24,325
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.10 collected) or spot ≥ $25.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.75
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $25.75
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (1.5σ)$250$-18,969+$4,994+$200
+2.5%$26.14 (1.9σ)$-1,344$-19,248+$4,715-$1,394
+5%$26.78 (2.3σ)$-2,938$-19,527+$4,436-$2,988
SS (= V-bounce)$39.71 (10.6σ)$-35,275$-25,186-$1,223-$23,550
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (25 × $25.50): -$22,349
Total Position P&L @ SS: $-22,924 (+$1,039 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-22,399, the opportunity cost of earning $3,750/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,125, position total $-22,184 (+$1,778 vs today)
▸100% normal25 × $242 Oct2d3.4%69%hist 64%64%hist 59%+12pp$400$6,000+$3,000$25,949
Sell 25 × $24 3.4% OTM over spot $23.20 2 Oct 2026 (2d, $0.58 mid)
= $400 credit for the 2d cycle → $6,000/mo projected
Survival (stays ≤ $24)
69%
Breach risk
31%
POP (stays ≤ $24.58)
79%
EV / mo
$-4,325
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
68% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~9.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,215/mo
median; plan ~$1,507/mo after 68% keep · $9,610 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [0.9-4.0], measured ONLY among the 68% 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)
38%
Flat exit net (mid-life)
-$2,410
Free roll-up
none
Safest escape (by 23 Oct 2026)
$26 @ 72% POP
66% 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: $1.59/sh now → $1.12 mid-life (likely $1.34–$2.77) → ≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$0.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,143 simulated challenges: the $24 strike is typically first touched on day 1 of 2, at $25 (overshoots $0.76). 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
Max even-money escape in the band~$2523 Oct 202622d left+$0.17/sh+$425
cycle +$825
[-$2,653…+$64] · 27% credit
68%
surv 60%
-$19,838 NOT
cap gain +$4,125
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2623 Oct 202622d left-$0.14/sh-$361
cycle +$39
[-$3,608…-$752] · 6% credit
72%
surv 66%
-$18,561 NOT
cap gain +$5,402
budget: banked $400 debit $361 (90% used ≈ 0.3 wk of income) → whole cycle still +$39 cash · rolled 25 ct earn ≈ $3,339/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$249 Oct 20268d left-$0.22/sh-$548
cycle -$148
[-$3,522…-$902] · 2% credit
63%
surv 53%
-$22,461 NOT
cap gain +$1,502
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$6,000/mo
vs 50% target ($2,883/mo)+108%
vs normal income ($5,766/mo)104% covered
Net income (after hedge)$6,000/mo
Downside budget
⚠ $24 is $11 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,949
… as % of IC ($5,525)469.7%
… as % of ML ($55,525)46.7%
Recovery months (at normal income)4.5 mo
Surgical close (25 ct)$-25,012
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $24.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $24)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $23.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-24.58
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $24.58
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (≤1σ, normal week)$400$-21,912+$2,050+$350
+2.5%$24.60 (≤1σ, normal week)$-1,100$-22,175+$1,788-$1,150
+5%$25.20 (1.3σ)$-2,600$-22,437+$1,525-$2,650
SS (= V-bounce)$39.71 (10.6σ)$-38,875$-28,786-$4,823-$27,150
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (25 × $24): -$25,949
Total Position P&L @ SS: $-26,524 ($-2,561 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-25,999, the opportunity cost of earning $6,000/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,725, position total $-25,784 ($-1,822 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 · 9 Oct 2026 · 9d · E[net] $-4,067/mo

🎯 Engine pick: sell 23 × $25 (50% normal), 73% survival, breach 27%, $2,913/mo.
⚖️ Worth a safer step: the $26 rung (33% normal) lifts survival to 82% (breach 27% → 18%) for $950/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 $26 rung, unless you need the income to cover the hedge bleed, or you expect GLXY to stay flat-to-down near term.
GLXY  spot $23.20 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
▸🛡 safe yield25 × $27.509 Oct9d18.5%90%hist 96%20%hist 14%+2pp$225$750-$2,163$17,374
Sell 25 × $27.50 18.5% OTM over spot $23.20 9 Oct 2026 (9d, $0.27 mid)
= $225 credit for the 9d cycle → $750/mo projected
Survival (stays ≤ $27.50)
90%
Breach risk
10%
POP (stays ≤ $27.77)
92%
EV / mo
$-46
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
55% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$458/mo
median; plan ~$311/mo after 68% keep · $2,558 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [0.9-3.7], measured ONLY among the 55% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
15%
Flat exit net (mid-life)
-$4,618
Free roll-up
none
Safest escape (by 16 Oct 2026)
$28 @ 65% POP
53% 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: $2.74/sh now → $1.94 mid-life (likely $1.61–$2.78) → ≈ $0 at expiry  |  you banked $0.09/sh, so a flat mid-life exit nets -$1.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 439 simulated challenges: the $28 strike is typically first touched on day 6 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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2816 Oct 202612d left-$0.47/sh-$1,163
cycle -$938
[-$2,192…-$280] · 21% credit
65%
surv 53%
-$16,032 NOT
cap gain +$7,931
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$750/mo
vs 50% target ($2,883/mo)-74%
vs normal income ($5,766/mo)13% covered
Net income (after hedge)$750/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)-$17,374
… as % of IC ($5,525)314.5%
… as % of ML ($55,525)31.3%
Recovery months (at normal income)3.0 mo
Surgical close (25 ct)$-24,400
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.02/sh (~25% of the $0.09 collected) or spot ≥ $27.77 (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 $27.63 (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
$27-27.77
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $27.77
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$27.50 (1.3σ)$225$-14,869+$9,094+$175
+2.5%$28.19 (1.5σ)$-1,494$-15,170+$8,793-$1,544
+5%$28.88 (1.7σ)$-3,212$-15,470+$8,492-$3,262
SS (= V-bounce)$39.71 (5.0σ)$-30,300$-20,211+$3,752-$18,575
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (25 × $27.50): -$17,374
Total Position P&L @ SS: $-17,949 (+$6,014 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-17,424, the opportunity cost of earning $750/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,150, position total $-17,209 (+$6,753 vs today)
▸33% normal ← lean19 × $269 Oct9d12.1%82%hist 86%38%hist 33%+7pp$589$1,963-$950$15,637
Sell 19 × $26 12.1% OTM over spot $23.20 9 Oct 2026 (9d, $0.55 mid)
= $589 credit for the 9d cycle → $1,963/mo projected
Survival (stays ≤ $26)
82%
Breach risk
18%
POP (stays ≤ $26.55)
86%
EV / mo
+$453
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
63% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,058/mo
median; plan ~$719/mo after 68% keep · $5,160 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.9-4.0], measured ONLY among the 63% 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)
29%
Flat exit net (mid-life)
-$2,778
Free roll-up
none
Safest escape (by 16 Oct 2026)
$26 @ 65% POP
53% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 19 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: $2.50/sh now → $1.77 mid-life (likely $1.77–$2.70) → ≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$1.46/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 882 simulated challenges: the $26 strike is typically first touched on day 5 of 9, at $27 (overshoots $0.69). 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 (19 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2616 Oct 202612d left-$0.43/sh-$815
cycle -$226
[-$1,758…-$649] · 9% credit
65%
surv 53%
-$18,401 NOT
cap gain +$5,561
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$1,963/mo
vs 50% target ($2,883/mo)-32%
vs normal income ($5,766/mo)34% covered
Net income (after hedge)$1,986/mo
Downside budget
⚠ $26 is $9 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,637
… as % of IC ($5,525)283.0%
… as % of ML ($55,525)28.2%
Recovery months (at normal income)2.7 mo
Surgical close (19 ct)$-18,667
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.31 collected) or spot ≥ $26.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $26.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.00 (≤1σ, normal week)$589$-17,586+$6,376+$551
+2.5%$26.65 (1.0σ)$-646$-17,481+$6,482-$684
+5%$27.30 (1.2σ)$-1,881$-17,375+$6,587-$1,919
SS (= V-bounce)$39.71 (5.0σ)$-25,460$-18,185+$5,778-$16,549
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (19 × $26): -$15,637
+ Conservative CC premium (6 × $35): +$12
Total Position P&L @ SS: $-16,199 (+$7,764 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-15,675, the opportunity cost of earning $1,963/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,426, position total $-16,473 (+$7,489 vs today)
▸🎯 50% normal23 × $259 Oct9d7.8%73%hist 82%56%hist 46%+8pp$874$2,913—$21,068
Sell 23 × $25 7.8% OTM over spot $23.20 9 Oct 2026 (9d, $0.64 mid)
= $874 credit for the 9d cycle → $2,913/mo projected
Survival (stays ≤ $25)
73%
Breach risk
27%
POP (stays ≤ $25.64)
79%
EV / mo
$-327
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
60% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,255/mo
median; plan ~$853/mo after 68% keep · $6,082 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.6], measured ONLY among the 60% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
44%
Flat exit net (mid-life)
-$2,958
Free roll-up
none
Safest escape (by 16 Oct 2026)
$25 @ 65% POP
53% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 23 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: $2.35/sh now → $1.67 mid-life (likely $1.94–$2.84) → ≈ $0 at expiry  |  you banked $0.38/sh, so a flat mid-life exit nets -$1.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,335 simulated challenges: the $25 strike is typically first touched on day 4 of 9, at $26 (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 (23 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2516 Oct 202612d left-$0.41/sh-$932
cycle -$58
[-$2,359…-$1,215] · 5% credit
65%
surv 53%
-$20,304 NOT
cap gain +$3,658
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$2,913/mo
vs 50% target ($2,883/mo)+1%
vs normal income ($5,766/mo)51% covered
Net income (after hedge)$2,921/mo
Downside budget
⚠ $25 is $10 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,068
… as % of IC ($5,525)381.3%
… as % of ML ($55,525)37.9%
Recovery months (at normal income)3.7 mo
Surgical close (23 ct)$-22,632
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 ≥ $25.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $25.64
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (≤1σ, normal week)$874$-19,372+$4,590+$828
+2.5%$25.62 (≤1σ, normal week)$-563$-19,520+$4,442-$609
+5%$26.25 (≤1σ, normal week)$-2,001$-19,669+$4,294-$2,047
SS (= V-bounce)$39.71 (5.0σ)$-32,959$-23,808+$155-$22,172
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (23 × $25): -$21,068
+ Conservative CC premium (2 × $35): +$4
Total Position P&L @ SS: $-21,638 (+$2,325 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-21,114, the opportunity cost of earning $2,913/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,181, position total $-21,236 (+$2,726 vs today)
▸100% normal25 × $249 Oct9d3.4%63%hist 64%79%hist 68%+13pp$1,750$5,833+$2,920$24,599
Sell 25 × $24 3.4% OTM over spot $23.20 9 Oct 2026 (9d, $0.85 mid)
= $1,750 credit for the 9d cycle → $5,833/mo projected
Survival (stays ≤ $24)
63%
Breach risk
37%
POP (stays ≤ $24.85)
72%
EV / mo
$-141
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
66% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~4.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,033/mo
median; plan ~$1,383/mo after 68% keep · $8,227 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.7 mo [0.8-3.5], 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)
65%
Flat exit net (mid-life)
-$2,157
Free roll-up
none
Safest escape (by 23 Oct 2026)
$26 @ 73% POP
67% 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: $2.21/sh now → $1.56 mid-life (likely $2.08–$2.85) → ≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$0.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,955 simulated challenges: the $24 strike is typically first touched on day 3 of 9, at $25 (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 (25 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Max even-money escape in the band~$2423 Oct 202618d left+$0.00/sh+$6
cycle +$1,756
[-$1,856…-$769] · 11% credit
65%
surv 52%
-$20,969 NOT
cap gain +$2,993
SS $40 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$2416 Oct 202612d left-$0.38/sh-$956
cycle +$794
[-$2,706…-$1,685] · 3% credit
65%
surv 53%
-$21,519 NOT
cap gain +$2,444
Safety roll (pay small debit, max POP)~$2623 Oct 202618d left-$0.70/sh-$1,748
cycle +$2
[-$4,026…-$2,670] · 1% credit
73%
surv 67%
-$18,598 NOT
cap gain +$5,365
budget: banked $1,750 debit $1,748 (100% used ≈ 1.3 wk of income) → whole cycle still +$2 cash · rolled 25 ct earn ≈ $3,598/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$5,833/mo
vs 50% target ($2,883/mo)+102%
vs normal income ($5,766/mo)101% covered
Net income (after hedge)$5,833/mo
Downside budget
⚠ $24 is $11 below CC-SS $34.54: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,599
… as % of IC ($5,525)445.2%
… as % of ML ($55,525)44.3%
Recovery months (at normal income)4.3 mo
Surgical close (25 ct)$-24,337
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $24.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $24)); NOT the premium you collected. Momentum override: two daily closes above $27.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $23.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-24.85
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
≥ $24.85
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 0.82 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (≤1σ, normal week)$1,750$-20,562+$3,400+$1,700
+2.5%$24.60 (≤1σ, normal week)$250$-20,825+$3,138+$200
+5%$25.20 (≤1σ, normal week)$-1,250$-21,087+$2,875-$1,300
SS (= V-bounce)$39.71 (5.0σ)$-37,525$-27,436-$3,473-$25,800
V-BOUNCE STRESS (stock → CC-SS $34.54, where you are whole again, by expiry)
Starting unrealized P&L: $-23,962
+ Fortress recovery (un-capped): +$23,388
− CC assignment net of premium (25 × $24): -$24,599
Total Position P&L @ SS: $-25,174 ($-1,211 vs today)
Do-nothing baseline at SS: $-524 (this trade vs do-nothing: $-24,649, the opportunity cost of earning $5,833/mo FIGHT income now)
BB-reversion stress (→ $32.85 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$20,375, position total $-24,434 ($-472 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: 0.825 (IBKR)  |  Recovery@SS: +$23,388 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-524

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$25.502d2 Oct 2026$0.1020/25$3,000$3,01993%94%+$2,167-$17,880323.6%$-18,444 (vs do-nothing $-17,920)
$252d2 Oct 2026$0.1118/25$2,970$2,99684%87%+$322-$16,974307.2%$-17,534 (vs do-nothing $-17,010)
$25.5016d16 Oct 2026$0.6425/25$3,000$3,00073%80%+$261-$20,999380.1%$-21,574 (vs do-nothing $-21,049)
$259d9 Oct 2026$0.3823/25$2,913$2,92173%79%$-327-$21,068381.3%$-21,638 (vs do-nothing $-21,114)
$2516d16 Oct 2026$0.6524/25$2,925$2,92970%77%$-272-$21,336386.2%$-21,908 (vs do-nothing $-21,384)
$242d2 Oct 2026$0.1613/25$3,120$3,16569%79%$-2,249-$13,494244.2%$-14,044 (vs do-nothing $-13,520)
$24.509d9 Oct 2026$0.5516/25$2,933$2,96768%78%$-20-$15,184274.8%$-15,740 (vs do-nothing $-15,216)
$2523d23 Oct 2026$0.9424/25$2,943$2,94667%75%$-728-$20,640373.6%$-21,212 (vs do-nothing $-20,688)
$24.5016d16 Oct 2026$0.8818/25$2,970$2,99665%75%+$69-$16,488298.4%$-17,048 (vs do-nothing $-16,524)
$249d9 Oct 2026$0.7013/25$3,033$3,07863%72%$-73-$12,792231.5%$-13,342 (vs do-nothing $-12,818)
$2416d16 Oct 2026$1.0016/25$3,000$3,03461%73%$-103-$15,264276.3%$-15,820 (vs do-nothing $-15,296)
$2423d23 Oct 2026$1.2518/25$2,935$2,96160%71%$-691-$16,722302.7%$-17,282 (vs do-nothing $-16,758)
$23.502d2 Oct 2026$0.317/25$3,255$3,32358%75%$-1,357-$7,511135.9%$-8,049 (vs do-nothing $-7,525)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$23.509d9 Oct 2026$0.7911/25$2,897$2,94956%71%$-696-$11,275204.1%$-11,821 (vs do-nothing $-11,297)
$23.5016d16 Oct 2026$1.1514/25$3,019$3,06056%71%$-227-$13,846250.6%$-14,398 (vs do-nothing $-13,874)
$2323d23 Oct 2026$1.6514/25$3,013$3,05453%69%$-414-$13,846250.6%$-14,398 (vs do-nothing $-13,874)
$2316d16 Oct 2026$1.4311/25$2,949$3,00252%67%$-78-$11,121201.3%$-11,667 (vs do-nothing $-11,143)
$239d9 Oct 2026$0.999/25$2,970$3,03050%69%$-673-$9,495171.9%$-10,037 (vs do-nothing $-9,513)
$232d2 Oct 2026$0.524/25$3,120$3,19947%72%$-903-$4,40879.8%$-4,940 (vs do-nothing $-4,416)

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  |  2026-09-30 21:45