FORTRESS FIGHT: GOOG-LC300 @ $353.02

BE SS: $373.00  |  CC-SS: $336.72  |  15 contracts (1,500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:25

GOOG-LC300 @ $353.02   UNDERWATER $19.98 (5.4% below BE SS)

15 contracts (1,500 sh)  |  BE SS: $373.00  |  CC-SS: $336.72  |  IV: MEDIUM  |  Accounts: Neville:0865

LC: $300 exp 2028-01-21 (entry $90.498/sh)
SP: $345 exp 2028-01-21 (entry $57.446/sh)
HP: $310 exp 2028-01-21 (entry $39.964/sh)

Economics

Max Loss$162,000(ND $73.00 + SW $35) x 1500
Normal income ref$38,829/mo75% ann ROI on ML
Hedge rolling cost$2,853/mo
Unrealized P&L$21,000fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$19,414/mo
HEDGE COVER
$2,853/mo
NORMAL INCOME
$38,829/mo (ATM CC, chain)
IC VELOCITY
2.8 mo to earn back $109,500
ML VELOCITY
4.2 mo to earn back $162,000
NOT a deep drawdown: a CC at CC-SS $336.72 (probe: $347.5C 14d) still earns $31,436/mo (81% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-07; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-07
$0
Hole (after banked)
$0
Cycles closed
0
Credit in flight
$4,377
CC-SS ratchet
$353.02 → $336.72
Open legAcctCredit/shIn flightOpened
15x $375C 10 Jul 2026U13190865$1.85$2,7792026-07-07
5x $400C 31 Jul 2026U13190865$3.20$1,5982026-07-07
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 58 (live) · RSI 56 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 43 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $413.77 (+17%) · daily UBB $373.65 · 1-wk expected move ±$21 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-23: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 14 contracts at $360 / 7d. This is the safest strike (survival 68%, breach 32%) that still earns 50% of normal income ($19,414/mo); it brings $20,400/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 14 × $352.50/7d for $39,600/mo, but breach risk rises to 51% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 15 × $380/7d (95% survival, $2,957/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $373, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 14 contracts realizes $19,460 and cuts bleed by $2,662/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 15 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (7d) · sell 14 × $360, 68% survival, $20,400/mo (E[net] $6,272/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 7d14 × $36068%$20,400$6,272

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $6,272/mo 🏆 GRAND PICK

🎯 Engine pick: sell 14 × $360 (primary), 68% survival, breach 32%, $20,400/mo.
Stay at the pick. Stepping safer (the $365 rung (33% normal) lifts survival to 79% (breach 32% → 21%) for $7,221/mo less (35% income)) buys little extra safety; the income is doing real work covering the bleed.
GOOG  spot $353.02 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge15 × $38017 Jul7d7.6%95%11%$690$2,957-$17,443$0
Sell 15 × $380 7.6% OTM over spot $353.02 17 Jul 2026 (7d, $0.47 mid)
= $690 credit for the 7d cycle → $2,957/mo projected
Survival (stays ≤ $380)
95%
Breach risk
5%
POP (stays ≤ $380.47)
95%
EV / mo
+$1,808
🛡 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)
5%
Flat exit net (mid-life)
-$6,752
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$402 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.02/sh now → $4.96 mid-life (likely $3.72–$6.58)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$4.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 147 simulated challenges: the $380 strike is typically first touched on day 6 of 7, at $383 (overshoots $3.30). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$38024 Jul 202610d left+$5.81/sh+$8,720
cycle +$9,410
[+$8,342…+$9,751] · 100% credit
67%
surv 51%
+$64,971 SAFE
cap gain +$43,971
Reliable up-and-out (highest cap still free ≥60%)~$39731 Jul 202618d left+$1.49/sh+$2,235
cycle +$2,925
[+$911…+$3,515] · 85% credit
77%
surv 71%
+$80,237 SAFE
cap gain +$59,237
Up-and-out for even (raise the cap, free)~$39424 Jul 202610d left+$0.30/sh+$457
cycle +$1,147
[-$1,170…+$1,076] · 50% credit
78%
surv 72%
+$75,257 SAFE
cap gain +$54,257
Max even-money escape in the band~$40231 Jul 202618d left+$0.12/sh+$187
cycle +$877
[-$1,377…+$1,424] · 48% credit
80%
surv 75%
+$84,595 SAFE
cap gain +$63,595
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$2,957/mo
vs 50% target ($19,414/mo)-85%
vs normal income ($38,829/mo)8% covered
Net income (after hedge)$104/mo
Downside budget
✓ $380 is at/above CC-SS $336.72: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($109,500)0.0%
… as % of ML ($162,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (15 ct)$20,985
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $380.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $380)); NOT the premium you collected. Momentum override: two daily closes above $373.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $376.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$376-380.47
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
≥ $380.47
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$380.00 (1.3σ)$690$56,251+$35,251+$3,915
+2.5%$389.50 (1.8σ)$-13,560$54,171+$33,171+$3,915
+5%$399.00 (2.2σ)$-27,810$52,090+$31,090+$3,915
V-BOUNCE STRESS (stock → CC-SS $336.72, where you are whole again, by expiry)
Starting unrealized P&L: $21,000
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (15 × $380): -$0
Total Position P&L @ SS: $21,000 (+$0 vs today)
Do-nothing baseline at SS: $29,025 (this trade vs do-nothing: $-8,025, the opportunity cost of earning $2,957/mo FIGHT income now)
🛡 safe yield15 × $37517 Jul7d6.2%91%18%$1,065$4,564-$15,836$0
Sell 15 × $375 6.2% OTM over spot $353.02 17 Jul 2026 (7d, $0.75 mid)
= $1,065 credit for the 7d cycle → $4,564/mo projected
Survival (stays ≤ $375)
91%
Breach risk
9%
POP (stays ≤ $375.75)
92%
EV / mo
+$2,349
🛡 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)
11%
Flat exit net (mid-life)
-$6,279
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$397 @ 80% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.92/sh now → $4.90 mid-life (likely $3.95–$7.25)≈ $0 at expiry  |  you banked $0.71/sh, so a flat mid-life exit nets -$4.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 316 simulated challenges: the $375 strike is typically first touched on day 5 of 7, at $378 (overshoots $3.43). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$37524 Jul 202610d left+$5.88/sh+$8,819
cycle +$9,884
[+$8,076…+$9,661] · 100% credit
67%
surv 51%
+$59,040 SAFE
cap gain +$38,040
Reliable up-and-out (highest cap still free ≥60%)~$39231 Jul 202618d left+$1.57/sh+$2,355
cycle +$3,420
[+$394…+$3,280] · 81% credit
77%
surv 71%
+$74,328 SAFE
cap gain +$53,328
Up-and-out for even (raise the cap, free)~$38924 Jul 202610d left+$0.37/sh+$559
cycle +$1,624
[-$1,522…+$1,042] · 52% credit
78%
surv 72%
+$69,329 SAFE
cap gain +$48,329
Max even-money escape in the band~$39731 Jul 202618d left+$0.20/sh+$306
cycle +$1,371
[-$1,952…+$1,200] · 47% credit
80%
surv 75%
+$78,684 SAFE
cap gain +$57,684
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$4,564/mo
vs 50% target ($19,414/mo)-76%
vs normal income ($38,829/mo)12% covered
Net income (after hedge)$1,712/mo
Downside budget
✓ $375 is at/above CC-SS $336.72: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($109,500)0.0%
… as % of ML ($162,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (15 ct)$20,940
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $375.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $375)); NOT the premium you collected. Momentum override: two daily closes above $373.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $371.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$371-375.75
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
≥ $375.75
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 0.85 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$375.00 (1.1σ)$1,065$50,221+$29,221-$3,210
+2.5%$384.37 (1.5σ)$-12,997$48,168+$27,168-$3,210
+5%$393.75 (2.0σ)$-27,060$46,115+$25,115-$3,210
V-BOUNCE STRESS (stock → CC-SS $336.72, where you are whole again, by expiry)
Starting unrealized P&L: $21,000
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (15 × $375): -$0
Total Position P&L @ SS: $21,000 (+$0 vs today)
Do-nothing baseline at SS: $29,025 (this trade vs do-nothing: $-8,025, the opportunity cost of earning $4,564/mo FIGHT income now)
33% normal15 × $36517 Jul7d3.4%79%43%$3,075$13,179-$7,221$0
Sell 15 × $365 3.4% OTM over spot $353.02 17 Jul 2026 (7d, $2.14 mid)
= $3,075 credit for the 7d cycle → $13,179/mo projected
Survival (stays ≤ $365)
79%
Breach risk
21%
POP (stays ≤ $367.14)
82%
EV / mo
+$4,881
🛡 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)
30%
Flat exit net (mid-life)
-$4,073
Free roll-up
+$14/wk
Safest escape (by 31 Jul 2026)
$397 @ 85% POP
83% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 15 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.74/sh now → $4.77 mid-life (likely $4.64–$7.79)≈ $0 at expiry  |  you banked $2.05/sh, so a flat mid-life exit nets -$2.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 908 simulated challenges: the $365 strike is typically first touched on day 4 of 7, at $368 (overshoots $3.29). 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 (15 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$36524 Jul 202610d left+$6.00/sh+$8,999
cycle +$12,074
[+$8,138…+$9,253] · 100% credit
67%
surv 51%
+$48,421 SAFE
cap gain +$27,421
Reliable up-and-out (highest cap still free ≥60%)~$38231 Jul 202618d left+$1.72/sh+$2,577
cycle +$5,652
[+$259…+$2,702] · 78% credit
77%
surv 71%
+$63,750 SAFE
cap gain +$42,750
Up-and-out for even (raise the cap, free)~$37924 Jul 202610d left+$0.50/sh+$750
cycle +$3,825
[-$1,456…+$589] · 44% credit
78%
surv 72%
+$58,720 SAFE
cap gain +$37,720
Max even-money escape in the band~$38731 Jul 202618d left+$0.35/sh+$528
cycle +$3,603
[-$2,142…+$575] · 37% credit
80%
surv 75%
+$68,106 SAFE
cap gain +$47,106
reaches SS ✓
Safety roll (pay small debit, max POP)~$39731 Jul 202618d left-$1.58/sh-$2,363
cycle +$712
[-$5,603…-$2,373] · 2% credit
85%
surv 83%
+$78,025 SAFE
cap gain +$57,025
budget: banked $3,075 debit $2,363 (77% used ≈ 0.8 wk of income) → whole cycle still +$712 cash · rolled 15 ct earn ≈ $7,975/mo while parked; 0 ct free to re-sell · clears SS ✓
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$13,179/mo
vs 50% target ($19,414/mo)-32%
vs normal income ($38,829/mo)34% covered
Net income (after hedge)$10,326/mo
Downside budget
✓ $365 is at/above CC-SS $336.72: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($109,500)0.0%
… as % of ML ($162,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (15 ct)$20,865
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.51/sh (~25% of the $2.05 collected) or spot ≥ $367.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $365)); NOT the premium you collected. Momentum override: two daily closes above $373.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $361.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$361-367.14
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
≥ $367.14
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$365.00 (≤1σ, normal week)$3,075$39,421+$18,421-$4,950
+2.5%$374.12 (1.0σ)$-10,612$37,423+$16,423-$16,200
+5%$383.25 (1.5σ)$-24,300$35,425+$14,425-$16,200
V-BOUNCE STRESS (stock → CC-SS $336.72, where you are whole again, by expiry)
Starting unrealized P&L: $21,000
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (15 × $365): -$0
Total Position P&L @ SS: $21,000 (+$0 vs today)
Do-nothing baseline at SS: $29,025 (this trade vs do-nothing: $-8,025, the opportunity cost of earning $13,179/mo FIGHT income now)
🎯 50% normal14 × $36017 Jul7d2.0%68%50%$4,760$20,400$0
Sell 14 × $360 2.0% OTM over spot $353.02 17 Jul 2026 (7d, $3.50 mid)
= $4,760 credit for the 7d cycle → $20,400/mo projected
Survival (stays ≤ $360)
68%
Breach risk
32%
POP (stays ≤ $363.50)
76%
EV / mo
+$6,070
🛡 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)
50%
Flat exit net (mid-life)
-$1,820
Free roll-up
+$14/wk
Safest escape (by 24 Jul 2026)
$394 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.65/sh now → $4.70 mid-life (likely $5.60–$8.13)≈ $0 at expiry  |  you banked $3.40/sh, so a flat mid-life exit nets -$1.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,503 simulated challenges: the $360 strike is typically first touched on day 3 of 7, at $363 (overshoots $3.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$36024 Jul 202610d left+$6.05/sh+$8,476
cycle +$13,236
[+$7,604…+$8,295] · 100% credit
67%
surv 51%
+$43,712 SAFE
cap gain +$22,712
Reliable up-and-out (highest cap still free ≥60%)~$37731 Jul 202618d left+$1.79/sh+$2,500
cycle +$7,260
[+$133…+$1,888] · 77% credit
77%
surv 71%
+$59,039 SAFE
cap gain +$38,039
Up-and-out for even (raise the cap, free)~$37424 Jul 202610d left+$0.56/sh+$781
cycle +$5,541
[-$1,347…+$249] · 36% credit
78%
surv 72%
+$54,369 SAFE
cap gain +$33,369
Max even-money escape in the band~$38231 Jul 202618d left+$0.42/sh+$588
cycle +$5,348
[-$2,120…-$117] · 23% credit
80%
surv 75%
+$63,033 SAFE
cap gain +$42,033
reaches SS ✓
Safety roll (pay small debit, max POP)~$39424 Jul 202610d left-$3.16/sh-$4,424
cycle +$336
[-$7,971…-$5,391]
91%
surv 90%
+$72,783 SAFE
cap gain +$51,783
budget: banked $4,760 debit $4,424 (93% used ≈ 0.9 wk of income) → whole cycle still +$336 cash · rolled 14 ct earn ≈ $6,469/mo while parked; 1 ct free to re-sell · clears SS ✓
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$20,400/mo
vs 50% target ($19,414/mo)+5%
vs normal income ($38,829/mo)53% covered
Net income (after hedge)$18,694/mo
Downside budget
✓ $360 is at/above CC-SS $336.72: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($109,500)0.0%
… as % of ML ($162,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (14 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 < $0.85/sh (~25% of the $3.40 collected) or spot ≥ $363.50 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $360)); NOT the premium you collected. Momentum override: two daily closes above $373.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $356.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$356-363.50
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
≥ $363.50
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$360.00 (≤1σ, normal week)$4,760$35,236+$14,236-$2,730
+2.5%$369.00 (≤1σ, normal week)$-7,840$34,165+$13,165-$15,330
+5%$378.00 (1.2σ)$-20,440$32,544+$11,544-$20,230
V-BOUNCE STRESS (stock → CC-SS $336.72, where you are whole again, by expiry)
Starting unrealized P&L: $21,000
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (14 × $360): -$0
+ Conservative CC premium (1 × $372.50): +$535
Total Position P&L @ SS: $21,535 (+$535 vs today)
Do-nothing baseline at SS: $29,025 (this trade vs do-nothing: $-7,490, the opportunity cost of earning $20,400/mo FIGHT income now)
100% normal14 × $352.5017 Jul7d-0.1%49%99+%$9,240$39,600+$19,200$0
Sell 14 × $352.50 0.1% ITM over spot $353.02 17 Jul 2026 (7d, $6.70 mid)
= $9,240 credit for the 7d cycle → $39,600/mo projected
Survival (stays ≤ $352.50)
49%
Breach risk
51%
POP (stays ≤ $359.20)
67%
EV / mo
+$7,509
🛡 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)
100%
Flat exit net (mid-life)
+$2,797
Free roll-up
+$15/wk
Safest escape (by 24 Jul 2026)
$388 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 14 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.51/sh now → $4.60 mid-life → ≈ $0 at expiry  |  you banked $6.60/sh, so a flat mid-life exit nets +$2.00/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (14 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$35224 Jul 202610d left+$6.13/sh+$8,580
cycle +$17,820
67%
surv 51%
+$39,355 SAFE
cap gain +$18,355
Up-and-out for even (raise the cap, free)~$36824 Jul 202610d left+$0.49/sh+$690
cycle +$9,930
78%
surv 72%
+$50,014 SAFE
cap gain +$29,014
Max even-money escape in the band~$37531 Jul 202618d left+$0.39/sh+$551
cycle +$9,791
80%
surv 76%
+$59,232 SAFE
cap gain +$38,232
reaches SS ✓
Safety roll (pay small debit, max POP)~$38824 Jul 202610d left-$3.12/sh-$4,371
cycle +$4,869
91%
surv 90%
+$69,073 SAFE
cap gain +$48,073
budget: banked $9,240 debit $4,371 (47% used ≈ 0.5 wk of income) → whole cycle still +$4,869 cash · rolled 14 ct earn ≈ $6,217/mo while parked; 1 ct free to re-sell · clears SS ✓
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 -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). 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$39,600/mo
vs 50% target ($19,414/mo)+104%
vs normal income ($38,829/mo)102% covered
Net income (after hedge)$37,894/mo
Downside budget
✓ $352.50 is at/above CC-SS $336.72: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($109,500)0.0%
… as % of ML ($162,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (14 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 < $1.65/sh (~25% of the $6.60 collected) or spot ≥ $359.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $352)); NOT the premium you collected. Momentum override: two daily closes above $373.65 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $348.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$349-359.20
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
≥ $359.20
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$352.50 (≤1σ, normal week)$9,240$30,775+$9,775+$1,750
+2.5%$361.31 (≤1σ, normal week)$-3,097$29,060+$8,060-$10,587
+5%$370.12 (≤1σ, normal week)$-15,435$28,012+$7,012-$22,925
SS (= V-bounce)$373.00 (≤1σ, normal week)$-19,460$27,619+$6,619-$26,250
V-BOUNCE STRESS (stock → CC-SS $336.72, where you are whole again, by expiry)
Starting unrealized P&L: $21,000
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (14 × $352.50): -$0
+ Conservative CC premium (1 × $372.50): +$535
Total Position P&L @ SS: $21,535 (+$535 vs today)
Do-nothing baseline at SS: $29,025 (this trade vs do-nothing: $-7,490, the opportunity cost of earning $39,600/mo FIGHT income now)
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 GOOG are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 18 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: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $29,025

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$37014d24 Jul 2026$6.1015/15$19,607$16,75472%78%+$5,386-$00.0%$30,150 (vs do-nothing +$1,125)
$367.5014d24 Jul 2026$6.7514/15$20,250$18,54469%76%+$4,975-$00.0%$30,985 (vs do-nothing +$1,960)
$3607d17 Jul 2026$3.4014/15$20,400$18,69468%76%+$6,070-$00.0%$26,295 (vs do-nothing $-2,730)
$36514d24 Jul 2026$7.5513/15$21,032$20,47266%75%+$4,770-$00.0%$31,885 (vs do-nothing +$2,860)
$36521d31 Jul 2026$9.4015/15$20,143$17,29065%74%+$4,445-$00.0%$35,100 (vs do-nothing +$6,075)
$362.5014d24 Jul 2026$8.3011/15$19,564$21,29763%73%+$3,851-$00.0%$32,270 (vs do-nothing +$3,245)
$357.507d17 Jul 2026$4.3011/15$20,271$22,00462%73%+$5,280-$00.0%$27,870 (vs do-nothing $-1,155)
$36021d31 Jul 2026$11.3512/15$19,457$20,04460%71%+$3,753-$00.0%$36,225 (vs do-nothing +$7,200)
$357.5014d24 Jul 2026$10.409/15$20,057$24,08357%70%+$3,493-$00.0%$33,570 (vs do-nothing +$4,545)
$3557d17 Jul 2026$5.259/15$20,250$24,27656%69%+$4,195-$00.0%$28,935 (vs do-nothing $-90)
$35514d24 Jul 2026$11.608/15$19,886$25,05854%69%+$3,277-$00.0%$34,025 (vs do-nothing +$5,000)
$35521d31 Jul 2026$13.7010/15$19,571$22,45154%69%+$3,410-$00.0%$37,375 (vs do-nothing +$8,350)
$352.5014d24 Jul 2026$12.608/15$21,600$26,77251%67%+$2,942-$00.0%$34,825 (vs do-nothing +$5,800)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$352.507d17 Jul 2026$6.607/15$19,800$26,11949%67%+$3,755-$00.0%$29,900 (vs do-nothing +$875)
$35021d31 Jul 2026$16.109/15$20,700$24,72649%66%+$2,967-$00.0%$38,700 (vs do-nothing +$9,675)
$35014d24 Jul 2026$13.907/15$20,850$27,16948%66%+$2,587-$00.0%$35,010 (vs do-nothing +$5,985)
$347.5014d24 Jul 2026$15.306/15$19,671$27,13745%64%+$2,233-$00.0%$34,995 (vs do-nothing +$5,970)
$347.507d17 Jul 2026$9.305/15$19,929$28,54037%61%+$2,069-$00.0%$31,000 (vs do-nothing +$1,975)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 15 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-10 22:25