FORTRESS FIGHT: GOOG-LC340 @ $320.29

BE SS: $398.00  |  CC-SS: $376.70  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 21:36

GOOG-LC340 @ $320.29   UNDERWATER $77.71 (19.5% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
GOOG reports 2026-07-23 (Thu), TODAY. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-23.

5 contracts (500 sh)  |  BE SS: $398.00  |  CC-SS: $376.70 (banked floor $369.63)  |  IV: MEDIUM  |  Accounts: Neville:0865

LC: $340 exp 2027-06-17 (entry $76.240/sh)
SP: $405 exp 2027-06-17 (entry $67.181/sh)
HP: $360 exp 2027-06-17 (entry $41.954/sh)

Economics

Max Loss$48,000(ND $51.00 + SW $45) x 500
Normal income ref$9,510/mo75% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,199/mo (info only, already in marks)
Unrealized P&L$-21,412fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,755/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$9,510/mo (ATM CC, chain)
IC VELOCITY
2.7 mo to earn back $25,500
ML VELOCITY
5.0 mo to earn back $48,000
Deep drawdown confirmed: a CC at CC-SS $376.70 (probe: $375C 15d) brings only $170/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-07; 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 2026-07-07
$2,989
Hole (after banked)
$18,423
was $21,412 · 14% earned back
Cycles closed
9
Credit in flight
$22,520
CC-SS · banked floor (info)
$376.70 → $369.63
? 2 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
15x $370C 31 Jul 2026U13190865$15.01$22,5202026-07-17
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 32 (live) · RSI 46 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B -10 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $413.03 (+29%) · daily UBB $375.88 · 1-wk expected move ±$16 (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: 5 contracts at $335 / 8d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($4,755/mo); it brings $4,875/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 5 × $325/8d for $10,594/mo, but breach risk rises to 38% (+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 5 × $342.50/8d (90% survival, $2,569/mo).
Downside anchor: the primary mortgages $19,552 (77% of IC) ONLY on a full V-bounce all the way to SS $398, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-21,490 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 5 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 · 31 Jul 2026 (8d) · sell 5 × $335, 81% survival, $4,875/mo (E[net] $1,270/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d5 × $33581%$4,875$1,270

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $1,270/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $335 (primary), 81% survival, breach 19%, $4,875/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $340 rung (33% normal) lifts survival to 88% (breach 19% → 12%) for $1,688/mo less (35% income) buys safety you do not really need here.
GOOG  spot $320.29 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $342.5031 Jul8d6.9%90%20%+12pp$685$2,569-$2,306$16,417
Sell 5 × $342.50 6.9% OTM over spot $320.29 31 Jul 2026 (8d, $1.51 mid)
= $685 credit for the 8d cycle → $2,569/mo projected
Survival (stays ≤ $342.50)
90%
Breach risk
10%
POP (stays ≤ $344.01)
92%
EV / mo
+$1,760
📈 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
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,868/mo
median; plan ~$1,270/mo after 68% keep · $8,566 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.3-4.4], 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)
13%
Flat exit net (mid-life)
-$2,628
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$352 @ 75% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.37/sh now → $6.63 mid-life (likely $6.07–$9.68)≈ $0 at expiry  |  you banked $1.37/sh, so a flat mid-life exit nets -$5.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $342 strike is typically first touched on day 5 of 8, at $346 (overshoots $3.77). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3427 Aug 202611d left+$1.52/sh+$759
cycle +$1,444
[+$348…+$1,260] · 89% credit
67%
surv 51%
-$12,150 NOT
cap gain +$9,262
Max even-money escape in the band~$34714 Aug 202618d left+$1.12/sh+$562
cycle +$1,247
[-$47…+$1,066] · 73% credit
71%
surv 59%
-$10,690 NOT
cap gain +$10,723
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3457 Aug 202611d left+$0.38/sh+$192
cycle +$877
[-$323…+$616] · 56% credit
69%
surv 56%
-$11,940 NOT
cap gain +$9,473
Safety roll (pay small debit, max POP)~$35214 Aug 202618d left-$0.82/sh-$408
cycle +$277
[-$1,162…-$43] · 24% credit
75%
surv 67%
-$9,900 NOT
cap gain +$11,512
budget: banked $685 debit $408 (60% used ≈ 0.7 wk of income) → whole cycle still +$277 cash · rolled 5 ct earn ≈ $4,841/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 -0.4 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$2,569/mo
vs 50% target ($4,755/mo)-46%
vs normal income ($9,510/mo)27% covered
Net income (after hedge)$2,569/mo
Downside budget
⚠ $342.50 is $34 below CC-SS $376.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,417
… as % of IC ($25,500)64.4%
… as % of ML ($48,000)34.2%
Recovery months (at normal income)1.7 mo
Surgical close (5 ct)$-21,482
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.37 collected) or spot ≥ $344.01 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $342)); NOT the premium you collected. Momentum override: two daily closes above $375.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $339.07Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$339-344.01
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
≥ $344.01
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 0.70 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$342.50 (1.3σ)$685$-12,910+$8,503+$680
+2.5%$351.06 (1.8σ)$-3,596$-14,177+$7,236-$3,601
+5%$359.62 (2.3σ)$-7,878$-15,444+$5,968-$7,882
SS (= V-bounce)$398.00 (4.6σ)$-27,065$-21,124+$289-$25,570
V-BOUNCE STRESS (stock → CC-SS $376.70, where you are whole again, by expiry)
Starting unrealized P&L: $-21,412
+ Fortress recovery (un-capped): +$19,858
− CC assignment net of premium (5 × $342.50): -$16,417
Total Position P&L @ SS: $-17,972 (+$3,441 vs today)
Do-nothing baseline at SS: $-1,550 (this trade vs do-nothing: $-16,422, the opportunity cost of earning $2,569/mo FIGHT income now)
33% normal5 × $34031 Jul8d6.2%88%25%+15pp$850$3,188-$1,688$17,502
Sell 5 × $340 6.2% OTM over spot $320.29 31 Jul 2026 (8d, $1.79 mid)
= $850 credit for the 8d cycle → $3,188/mo projected
Survival (stays ≤ $340)
88%
Breach risk
12%
POP (stays ≤ $341.80)
90%
EV / mo
+$2,028
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+15pp
71% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,221/mo
median; plan ~$1,510/mo after 68% keep · $8,776 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.3-4.0], measured ONLY among the 71% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
18%
Flat exit net (mid-life)
-$2,439
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$350 @ 75% POP
67% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.30/sh now → $6.58 mid-life (likely $5.81–$9.58)≈ $0 at expiry  |  you banked $1.70/sh, so a flat mid-life exit nets -$4.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 548 simulated challenges: the $340 strike is typically first touched on day 5 of 8, at $343 (overshoots $3.38). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3407 Aug 202611d left+$1.58/sh+$792
cycle +$1,642
[+$405…+$1,295] · 91% credit
67%
surv 51%
-$12,832 NOT
cap gain +$8,580
Max even-money escape in the band~$34514 Aug 202618d left+$1.20/sh+$599
cycle +$1,449
[+$39…+$1,145] · 77% credit
71%
surv 59%
-$11,367 NOT
cap gain +$10,045
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3427 Aug 202611d left+$0.45/sh+$225
cycle +$1,075
[-$253…+$686] · 58% credit
69%
surv 56%
-$12,622 NOT
cap gain +$8,791
Safety roll (pay small debit, max POP)~$35014 Aug 202618d left-$0.74/sh-$372
cycle +$478
[-$1,102…+$99] · 26% credit
75%
surv 67%
-$10,578 NOT
cap gain +$10,834
budget: banked $850 debit $372 (44% used ≈ 0.5 wk of income) → whole cycle still +$478 cash · rolled 5 ct earn ≈ $4,863/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 -0.4 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$3,188/mo
vs 50% target ($4,755/mo)-33%
vs normal income ($9,510/mo)34% covered
Net income (after hedge)$3,188/mo
Downside budget
⚠ $340 is $37 below CC-SS $376.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,502
… as % of IC ($25,500)68.6%
… as % of ML ($48,000)36.5%
Recovery months (at normal income)1.8 mo
Surgical close (5 ct)$-21,460
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.70 collected) or spot ≥ $341.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $340)); NOT the premium you collected. Momentum override: two daily closes above $375.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $336.60Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$337-341.80
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
≥ $341.80
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 0.70 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$340.00 (1.2σ)$850$-13,625+$7,788+$845
+2.5%$348.50 (1.7σ)$-3,400$-14,883+$6,530-$3,405
+5%$357.00 (2.2σ)$-7,650$-16,141+$5,272-$7,655
SS (= V-bounce)$398.00 (4.6σ)$-28,150$-22,209-$796-$26,655
V-BOUNCE STRESS (stock → CC-SS $376.70, where you are whole again, by expiry)
Starting unrealized P&L: $-21,412
+ Fortress recovery (un-capped): +$19,858
− CC assignment net of premium (5 × $340): -$17,502
Total Position P&L @ SS: $-19,057 (+$2,356 vs today)
Do-nothing baseline at SS: $-1,550 (this trade vs do-nothing: $-17,507, the opportunity cost of earning $3,188/mo FIGHT income now)
🎯 50% normal5 × $33531 Jul8d4.6%81%30%+20pp$1,300$4,875$19,552
Sell 5 × $335 4.6% OTM over spot $320.29 31 Jul 2026 (8d, $2.75 mid)
= $1,300 credit for the 8d cycle → $4,875/mo projected
Survival (stays ≤ $335)
81%
Breach risk
19%
POP (stays ≤ $337.75)
85%
EV / mo
+$2,617
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+20pp
75% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,898/mo
median; plan ~$1,971/mo after 68% keep · $11,543 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.4-4.4], 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)
30%
Flat exit net (mid-life)
-$1,941
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$350 @ 78% POP
73% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $9.17/sh now → $6.48 mid-life (likely $6.53–$10.25)≈ $0 at expiry  |  you banked $2.60/sh, so a flat mid-life exit nets -$3.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 890 simulated challenges: the $335 strike is typically first touched on day 5 of 8, at $339 (overshoots $3.59). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3357 Aug 202611d left+$1.71/sh+$857
cycle +$2,157
[+$306…+$1,083] · 90% credit
67%
surv 51%
-$14,078 NOT
cap gain +$7,335
Max even-money escape in the band~$34014 Aug 202618d left+$1.34/sh+$672
cycle +$1,972
[-$95…+$886] · 70% credit
71%
surv 59%
-$12,604 NOT
cap gain +$8,808
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3377 Aug 202611d left+$0.58/sh+$289
cycle +$1,589
[-$364…+$449] · 50% credit
69%
surv 56%
-$13,868 NOT
cap gain +$7,545
Safety roll (pay small debit, max POP)~$35014 Aug 202618d left-$2.20/sh-$1,101
cycle +$199
[-$2,289…-$1,055] · 5% credit
78%
surv 73%
-$10,858 NOT
cap gain +$10,555
budget: banked $1,300 debit $1,101 (85% used ≈ 1.0 wk of income) → whole cycle still +$199 cash · rolled 5 ct earn ≈ $3,566/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 -0.4 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$4,875/mo
vs 50% target ($4,755/mo)+3%
vs normal income ($9,510/mo)51% covered
Net income (after hedge)$4,875/mo
Downside budget
⚠ $335 is $42 below CC-SS $376.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$19,552
… as % of IC ($25,500)76.7%
… as % of ML ($48,000)40.7%
Recovery months (at normal income)2.1 mo
Surgical close (5 ct)$-21,490
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.65/sh (~25% of the $2.60 collected) or spot ≥ $337.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $335)); NOT the premium you collected. Momentum override: two daily closes above $375.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $331.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$332-337.75
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
≥ $337.75
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 0.70 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$335.00 (≤1σ, normal week)$1,300$-14,935+$6,478+$1,295
+2.5%$343.37 (1.4σ)$-2,887$-16,174+$5,238-$2,892
+5%$351.75 (1.9σ)$-7,075$-17,414+$3,999-$7,080
SS (= V-bounce)$398.00 (4.6σ)$-30,200$-24,259-$2,846-$28,705
V-BOUNCE STRESS (stock → CC-SS $376.70, where you are whole again, by expiry)
Starting unrealized P&L: $-21,412
+ Fortress recovery (un-capped): +$19,858
− CC assignment net of premium (5 × $335): -$19,552
Total Position P&L @ SS: $-21,107 (+$306 vs today)
Do-nothing baseline at SS: $-1,550 (this trade vs do-nothing: $-19,557, the opportunity cost of earning $4,875/mo FIGHT income now)
100% normal5 × $32531 Jul8d1.5%62%78%+30pp$2,825$10,594+$5,719$23,027
Sell 5 × $325 1.5% OTM over spot $320.29 31 Jul 2026 (8d, $5.95 mid)
= $2,825 credit for the 8d cycle → $10,594/mo projected
Survival (stays ≤ $325)
62%
Breach risk
38%
POP (stays ≤ $330.95)
74%
EV / mo
+$3,666
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+30pp
82% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,253/mo
median; plan ~$2,892/mo after 68% keep · $12,890 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.1-3.8], measured ONLY among the 82% 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)
63%
Flat exit net (mid-life)
-$319
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$360 @ 92% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.89/sh now → $6.29 mid-life (likely $8.09–$11.20)≈ $0 at expiry  |  you banked $5.65/sh, so a flat mid-life exit nets -$0.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,882 simulated challenges: the $325 strike is typically first touched on day 3 of 8, at $329 (overshoots $3.51). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3257 Aug 202611d left+$1.96/sh+$979
cycle +$3,804
[+$182…+$669] · 85% credit
67%
surv 51%
-$15,951 NOT
cap gain +$5,462
Max even-money escape in the band~$33014 Aug 202618d left+$1.62/sh+$810
cycle +$3,635
[-$279…+$366] · 56% credit
71%
surv 59%
-$14,462 NOT
cap gain +$6,951
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$3277 Aug 202611d left+$0.82/sh+$411
cycle +$3,236
[-$504…+$43] · 29% credit
69%
surv 56%
-$15,741 NOT
cap gain +$5,672
Safety roll (pay small debit, max POP)~$36014 Aug 202618d left-$5.10/sh-$2,550
cycle +$275
[-$4,611…-$3,314]
92%
surv 91%
-$7,262 NOT
cap gain +$14,150
budget: banked $2,825 debit $2,550 (90% used ≈ 1.0 wk of income) → whole cycle still +$275 cash · rolled 5 ct earn ≈ $989/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 -0.4 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$10,594/mo
vs 50% target ($4,755/mo)+123%
vs normal income ($9,510/mo)111% covered
Net income (after hedge)$10,594/mo
Downside budget
⚠ $325 is $52 below CC-SS $376.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,027
… as % of IC ($25,500)90.3%
… as % of ML ($48,000)48.0%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-21,562
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.41/sh (~25% of the $5.65 collected) or spot ≥ $330.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $325)); NOT the premium you collected. Momentum override: two daily closes above $375.88 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $321.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$322-330.95
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
≥ $330.95
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 0.70 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$325.00 (≤1σ, normal week)$2,825$-16,930+$4,483+$2,820
+2.5%$333.12 (≤1σ, normal week)$-1,237$-18,132+$3,280-$1,242
+5%$341.25 (1.2σ)$-5,300$-19,335+$2,078-$5,305
SS (= V-bounce)$398.00 (4.6σ)$-33,675$-27,734-$6,321-$32,180
V-BOUNCE STRESS (stock → CC-SS $376.70, where you are whole again, by expiry)
Starting unrealized P&L: $-21,412
+ Fortress recovery (un-capped): +$19,858
− CC assignment net of premium (5 × $325): -$23,027
Total Position P&L @ SS: $-24,582 ($-3,169 vs today)
Do-nothing baseline at SS: $-1,550 (this trade vs do-nothing: $-23,032, the opportunity cost of earning $10,594/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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 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: 0.704 (IBKR)  |  Recovery@SS: +$19,858 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,550

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$3358d31 Jul 2026$2.605/5$4,875$4,87581%85%+$2,617-$19,55276.7%$-21,107 (vs do-nothing $-19,557)
$332.508d31 Jul 2026$3.105/5$5,812$5,81277%82%+$2,744-$20,55280.6%$-22,107 (vs do-nothing $-20,557)
$3308d31 Jul 2026$3.904/5$5,850$5,85272%80%+$2,574-$17,12267.1%$-18,675 (vs do-nothing $-17,126)
$332.5015d7 Aug 2026$4.805/5$4,800$4,80071%78%+$1,408-$19,70277.3%$-21,257 (vs do-nothing $-19,707)
$327.508d31 Jul 2026$4.653/5$5,231$5,23567%77%+$2,008-$13,36652.4%$-14,919 (vs do-nothing $-13,369)
$33015d7 Aug 2026$5.555/5$5,550$5,55067%76%+$1,478-$20,57780.7%$-22,132 (vs do-nothing $-20,582)
$33022d14 Aug 2026$7.005/5$4,773$4,77366%75%+$1,259-$19,85277.9%$-21,407 (vs do-nothing $-19,857)
$327.5015d7 Aug 2026$6.504/5$5,200$5,20263%74%+$1,313-$17,08267.0%$-18,635 (vs do-nothing $-17,086)
$3258d31 Jul 2026$5.653/5$6,356$6,36062%74%+$2,199-$13,81654.2%$-15,369 (vs do-nothing $-13,819)
$32515d7 Aug 2026$7.604/5$6,080$6,08259%72%+$1,471-$17,64269.2%$-19,195 (vs do-nothing $-17,646)
$32522d14 Aug 2026$9.004/5$4,909$4,91159%71%+$1,131-$17,08267.0%$-18,635 (vs do-nothing $-17,086)
$322.508d31 Jul 2026$6.652/5$4,988$4,99456%72%+$1,473-$9,51137.3%$-11,063 (vs do-nothing $-9,513)
$322.5015d7 Aug 2026$8.503/5$5,100$5,10455%70%+$1,027-$13,71153.8%$-15,264 (vs do-nothing $-13,714)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$32022d14 Aug 2026$11.354/5$6,191$6,19351%68%+$1,211-$18,14271.1%$-19,695 (vs do-nothing $-18,146)
$32015d7 Aug 2026$9.803/5$5,880$5,88451%68%+$1,114-$14,07155.2%$-15,624 (vs do-nothing $-14,074)
$3208d31 Jul 2026$8.152/5$6,112$6,11850%70%+$1,727-$9,71138.1%$-11,263 (vs do-nothing $-9,713)
$31522d14 Aug 2026$14.203/5$5,809$5,81344%65%+$985-$14,25155.9%$-15,804 (vs do-nothing $-14,254)
$31515d7 Aug 2026$12.502/5$5,000$5,00642%65%+$737-$9,84138.6%$-11,393 (vs do-nothing $-9,843)
$3158d31 Jul 2026$10.902/5$8,175$8,18139%65%+$1,657-$10,16139.8%$-11,713 (vs do-nothing $-10,163)

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 5 contracts at the conservative CC.

fortress_fight.py v6.2  |  2026-07-23 21:36