FORTRESS FIGHT: GOOG-LC340 @ $340.99

BE SS: $398.00  |  CC-SS: $383.80  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

GOOG-LC340 @ $340.99   UNDERWATER $57.01 (14.3% below BE SS)

5 contracts (500 sh)  |  BE SS: $398.00  |  CC-SS: $383.80 (banked floor $322.77)  |  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$7,837/mo75% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $2,485/mo (info only, already in marks)
Unrealized P&L$-17,562fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,919/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$7,837/mo (ATM CC, chain)
IC VELOCITY
3.3 mo to earn back $25,500
ML VELOCITY
6.1 mo to earn back $48,000
Deep drawdown confirmed: a CC at CC-SS $383.80 (probe: $385C 16d) brings only $356/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
$24,503
Hole (after banked)
$0
was $17,562 · 140% earned back
Cycles closed
29
Credit in flight
$0
CC-SS · banked floor (info)
$383.80 → $322.77
? 4 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 33 (live) · RSI 51 · MACD bearish, hist rising
DAILYRISING (provisional) · RSI 52 · %B 66 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $393.87 (+16%) · daily UBB $347.26 · 1-wk expected move ±$14 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-28: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 4 contracts at $352.50 / 2d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($3,919/mo); it brings $3,960/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 4 × $347.50/2d for $8,940/mo, but breach risk rises to 23% (+13pp 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 × $385/23d (94% survival, $496/mo).
Downside anchor: the primary mortgages $12,256 (48% of IC) ONLY on a full V-bounce all the way to SS $398, recoverable in 1.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-14,056 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: THIS FRIDAY · 18 Sep 2026 (2d) · sell 4 × $352.50, 90% survival, $3,960/mo (E[net] $3,544/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 2d4 × $352.5090%$3,960$3,544
NEXT FRIDAY25 Sep 2026 · 9d5 × $352.5077%$4,133$814
E[net] arithmetic on the grand pick: keep $264 with probability 90%; on the 10% touch you roll, paying $1,246 to close and taking $1,255 back from the best priced door (net cash $0) 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 · 18 Sep 2026 · 2d · E[net] $3,544/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $352.50 (50% normal), 90% survival, breach 10%, $3,960/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $355 rung (33% normal) lifts survival to 93% (breach 10% → 7%) for $735/mo less (19% income) buys safety you do not really need here.
GOOG  spot $340.99 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $362.5025 Sep9d6.3%90%hist 96%20%hist 26%·$450$1,500-$2,460$10,200
Sell 5 × $362.50 6.3% OTM over spot $340.99 25 Sep 2026 (9d, $0.98 mid)
= $450 credit for the 9d cycle → $1,500/mo projected
Survival (stays ≤ $362.50)
90%
Breach risk
10%
POP (stays ≤ $363.48)
91%
EV / mo
+$765
🛡 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)
12%
Flat exit net (mid-life)
-$2,248
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$372 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.63/sh now → $5.40 mid-life (likely $4.57–$7.78)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$4.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $362 strike is typically first touched on day 6 of 9, at $366 (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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3622 Oct 202612d left+$1.75/sh+$876
cycle +$1,326
[+$675…+$1,353] · 99% credit
66%
surv 51%
-$7,750 NOT
cap gain +$9,812
Max even-money escape in the band~$3679 Oct 202618d left+$1.68/sh+$840
cycle +$1,290
[+$476…+$1,346] · 92% credit
71%
surv 59%
-$6,205 NOT
cap gain +$11,358
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)~$3642 Oct 202612d left+$0.78/sh+$391
cycle +$841
[+$95…+$839] · 82% credit
68%
surv 54%
-$7,640 NOT
cap gain +$9,922
Safety roll (pay small debit, max POP)~$3729 Oct 202618d left-$0.13/sh-$66
cycle +$384
[-$568…+$346] · 40% credit
75%
surv 67%
-$5,139 NOT
cap gain +$12,424
budget: banked $450 debit $66 (15% used ≈ 0.2 wk of income) → whole cycle still +$384 cash · rolled 5 ct earn ≈ $4,386/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$1,500/mo
vs 50% target ($3,919/mo)-62%
vs normal income ($7,837/mo)19% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $362.50 is $21 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,200
… as % of IC ($25,500)40.0%
… as % of ML ($48,000)21.2%
Recovery months (at normal income)1.3 mo
Surgical close (5 ct)$-17,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $363.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $362)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $358.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$359-363.48
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
≥ $363.48
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$362.50 (1.4σ)$450$-8,627+$8,936+$350
+2.5%$371.56 (1.9σ)$-4,081$-9,583+$7,980-$4,181
+5%$380.62 (2.5σ)$-8,612$-10,539+$7,024-$8,712
SS (= V-bounce)$398.00 (3.6σ)$-17,300$-12,372+$5,190-$17,400
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $362.50): -$10,200
Total Position P&L @ SS: $-10,874 (+$6,689 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-10,300, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,235, position total $-11,936 (+$5,626 vs today)
33% normal5 × $35518 Sep2d4.1%93%hist 96%13%hist 14%·$215$3,225-$735$14,185
Sell 5 × $355 4.1% OTM over spot $340.99 18 Sep 2026 (2d, $0.45 mid)
= $215 credit for the 2d cycle → $3,225/mo projected
Survival (stays ≤ $355)
93%
Breach risk
7%
POP (stays ≤ $355.45)
94%
EV / mo
+$2,264
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
6%
Flat exit net (mid-life)
-$1,353
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$374 @ 82% POP
79% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.43/sh now → $3.14 mid-life (likely $3.03–$5.57)≈ $0 at expiry  |  you banked $0.43/sh, so a flat mid-life exit nets -$2.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 182 simulated challenges: the $355 strike is typically first touched on day 2 of 2, at $358 (overshoots $2.81). 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)~$35525 Sep 20268d left+$3.09/sh+$1,547
cycle +$1,762
[+$1,295…+$1,716] · 98% credit
67%
surv 51%
-$10,274 NOT
cap gain +$7,289
Reliable up-and-out (highest cap still free ≥60%)~$3699 Oct 202622d left+$1.21/sh+$607
cycle +$822
[-$134…+$720] · 71% credit
78%
surv 73%
-$5,687 NOT
cap gain +$11,876
Up-and-out for even (raise the cap, free)~$36225 Sep 20268d left+$0.17/sh+$84
cycle +$299
[-$561…+$154] · 37% credit
75%
surv 68%
-$9,169 NOT
cap gain +$8,394
Max even-money escape in the band~$3749 Oct 202622d left+$0.05/sh+$26
cycle +$241
[-$832…+$113] · 32% credit
82%
surv 79%
-$4,295 NOT
cap gain +$13,267
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$3,225/mo
vs 50% target ($3,919/mo)-18%
vs normal income ($7,837/mo)41% covered
Net income (after hedge)$3,225/mo
Downside budget
⚠ $355 is $29 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,185
… as % of IC ($25,500)55.6%
… as % of ML ($48,000)29.6%
Recovery months (at normal income)1.8 mo
Surgical close (5 ct)$-17,575
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.43 collected) or spot ≥ $355.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $355)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $351.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$351-355.45
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
≥ $355.45
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$355.00 (1.9σ)$215$-11,821+$5,742+$115
+2.5%$363.87 (3.1σ)$-4,222$-12,757+$4,806-$4,322
+5%$372.75 (4.3σ)$-8,660$-13,693+$3,869-$8,760
SS (= V-bounce)$398.00 (7.7σ)$-21,285$-16,357+$1,205-$21,385
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $355): -$14,185
Total Position P&L @ SS: $-14,859 (+$2,704 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-14,285, the opportunity cost of earning $3,225/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,220, position total $-15,921 (+$1,641 vs today)
🎯 50% normal4 × $352.5018 Sep2d3.4%90%hist 86%20%hist 26%·$264$3,960$12,256
Sell 4 × $352.50 3.4% OTM over spot $340.99 18 Sep 2026 (2d, $0.68 mid)
= $264 credit for the 2d cycle → $3,960/mo projected
Survival (stays ≤ $352.50)
90%
Breach risk
10%
POP (stays ≤ $353.18)
91%
EV / mo
+$2,579
🛡 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)
-$982
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$377 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $4.40/sh now → $3.11 mid-life (likely $3.43–$6.59)≈ $0 at expiry  |  you banked $0.66/sh, so a flat mid-life exit nets -$2.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 315 simulated challenges: the $352 strike is typically first touched on day 2 of 2, at $356 (overshoots $3.40). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$35225 Sep 20268d left+$3.14/sh+$1,255
cycle +$1,519
[+$898…+$1,297] · 97% credit
67%
surv 51%
-$11,483 NOT
cap gain +$6,080
Reliable up-and-out (highest cap still free ≥60%)~$3679 Oct 202622d left+$1.27/sh+$507
cycle +$771
[-$373…+$462] · 60% credit
78%
surv 73%
-$6,704 NOT
cap gain +$10,858
Up-and-out for even (raise the cap, free)~$35925 Sep 20268d left+$0.21/sh+$84
cycle +$348
[-$639…+$39] · 31% credit
75%
surv 68%
-$10,086 NOT
cap gain +$7,477
Max even-money escape in the band~$3729 Oct 202622d left+$0.10/sh+$40
cycle +$304
[-$951…-$23] · 21% credit
82%
surv 79%
-$5,198 NOT
cap gain +$12,364
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3779 Oct 202622d left-$0.60/sh-$240
cycle +$24
[-$1,301…-$323] · 3% credit
86%
surv 84%
-$3,506 NOT
cap gain +$14,057
budget: banked $264 debit $240 (91% used ≈ 0.3 wk of income) → whole cycle still +$24 cash · rolled 4 ct earn ≈ $1,371/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$3,960/mo
vs 50% target ($3,919/mo)+1%
vs normal income ($7,837/mo)51% covered
Net income (after hedge)$3,998/mo
Downside budget
⚠ $352.50 is $31 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,256
… as % of IC ($25,500)48.1%
… as % of ML ($48,000)25.5%
Recovery months (at normal income)1.6 mo
Surgical close (4 ct)$-14,056
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 $0.66 collected) or spot ≥ $353.18 (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 $347.26 (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
$349-353.18
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
≥ $353.18
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$352.50 (1.6σ)$264$-12,738+$4,825+$184
+2.5%$361.31 (2.7σ)$-3,261$-12,786+$4,776-$3,341
+5%$370.12 (3.9σ)$-6,786$-12,835+$4,728-$6,866
SS (= V-bounce)$398.00 (7.7σ)$-17,936$-12,988+$4,574-$18,016
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (4 × $352.50): -$12,256
+ Conservative CC premium (1 × $400): +$20
Total Position P&L @ SS: $-12,910 (+$4,653 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-12,336, the opportunity cost of earning $3,960/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$16,284, position total $-12,965 (+$4,597 vs today)
100% normal4 × $347.5018 Sep2d1.9%77%hist 84%46%hist 39%·$596$8,940+$4,980$13,924
Sell 4 × $347.50 1.9% OTM over spot $340.99 18 Sep 2026 (2d, $1.54 mid)
= $596 credit for the 2d cycle → $8,940/mo projected
Survival (stays ≤ $347.50)
77%
Breach risk
23%
POP (stays ≤ $349.05)
82%
EV / mo
+$4,113
🛡 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)
27%
Flat exit net (mid-life)
-$632
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$377 @ 89% POP
88% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $4.34/sh now → $3.07 mid-life (likely $3.56–$6.78)≈ $0 at expiry  |  you banked $1.49/sh, so a flat mid-life exit nets -$1.58/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 820 simulated challenges: the $348 strike is typically first touched on day 1 of 2, at $351 (overshoots $3.40). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$34825 Sep 20268d left+$3.22/sh+$1,289
cycle +$1,885
[+$892…+$1,279] · 97% credit
67%
surv 51%
-$13,089 NOT
cap gain +$4,473
Reliable up-and-out (highest cap still free ≥60%)~$3579 Oct 202622d left+$3.18/sh+$1,273
cycle +$1,869
[+$507…+$1,215] · 87% credit
74%
surv 66%
-$9,550 NOT
cap gain +$8,012
Up-and-out for even (raise the cap, free)~$35425 Sep 20268d left+$0.29/sh+$116
cycle +$712
[-$670…+$30] · 29% credit
75%
surv 68%
-$11,694 NOT
cap gain +$5,869
Max even-money escape in the band~$3679 Oct 202622d left+$0.20/sh+$79
cycle +$675
[-$981…-$38] · 21% credit
82%
surv 79%
-$6,800 NOT
cap gain +$10,762
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3779 Oct 202622d left-$1.28/sh-$512
cycle +$84
[-$1,740…-$666]
89%
surv 88%
-$3,446 NOT
cap gain +$14,117
budget: banked $596 debit $512 (86% used ≈ 0.2 wk of income) → whole cycle still +$84 cash · rolled 4 ct earn ≈ $977/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$8,940/mo
vs 50% target ($3,919/mo)+128%
vs normal income ($7,837/mo)114% covered
Net income (after hedge)$8,978/mo
Downside budget
⚠ $347.50 is $36 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,924
… as % of IC ($25,500)54.6%
… as % of ML ($48,000)29.0%
Recovery months (at normal income)1.8 mo
Surgical close (4 ct)$-14,072
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.37/sh (~25% of the $1.49 collected) or spot ≥ $349.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $348)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $344.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$344-349.05
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
≥ $349.05
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$347.50 (≤1σ, normal week)$596$-14,378+$3,184+$516
+2.5%$356.19 (2.1σ)$-2,879$-14,426+$3,136-$2,959
+5%$364.88 (3.2σ)$-6,354$-14,474+$3,089-$6,434
SS (= V-bounce)$398.00 (7.7σ)$-19,604$-14,656+$2,906-$19,684
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (4 × $347.50): -$13,924
+ Conservative CC premium (1 × $400): +$20
Total Position P&L @ SS: $-14,578 (+$2,985 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-14,004, the opportunity cost of earning $8,940/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,952, position total $-14,633 (+$2,929 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 GOOG are the tiebreakers.

📅 NEXT FRIDAY · 25 Sep 2026 · 9d · E[net] $814/mo

🎯 Engine pick: sell 5 × $352.50 (50% normal), 77% survival, breach 23%, $4,133/mo.
Stay at the pick. Stepping safer (the $355 rung (33% normal) lifts survival to 81% (breach 23% → 19%) for $917/mo less (22% income)) buys little extra safety; the income is doing real work covering the bleed.
GOOG  spot $340.99 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $362.5025 Sep9d6.3%90%hist 96%20%hist 26%·$450$1,500-$2,633$10,200
Sell 5 × $362.50 6.3% OTM over spot $340.99 25 Sep 2026 (9d, $0.98 mid)
= $450 credit for the 9d cycle → $1,500/mo projected
Survival (stays ≤ $362.50)
90%
Breach risk
10%
POP (stays ≤ $363.48)
91%
EV / mo
+$765
🛡 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)
12%
Flat exit net (mid-life)
-$2,248
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$372 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.63/sh now → $5.40 mid-life (likely $4.57–$7.78)≈ $0 at expiry  |  you banked $0.90/sh, so a flat mid-life exit nets -$4.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 363 simulated challenges: the $362 strike is typically first touched on day 6 of 9, at $366 (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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$3622 Oct 202612d left+$1.75/sh+$876
cycle +$1,326
[+$675…+$1,353] · 99% credit
66%
surv 51%
-$7,750 NOT
cap gain +$9,812
Max even-money escape in the band~$3679 Oct 202618d left+$1.68/sh+$840
cycle +$1,290
[+$476…+$1,346] · 92% credit
71%
surv 59%
-$6,205 NOT
cap gain +$11,358
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)~$3642 Oct 202612d left+$0.78/sh+$391
cycle +$841
[+$95…+$839] · 82% credit
68%
surv 54%
-$7,640 NOT
cap gain +$9,922
Safety roll (pay small debit, max POP)~$3729 Oct 202618d left-$0.13/sh-$66
cycle +$384
[-$568…+$346] · 40% credit
75%
surv 67%
-$5,139 NOT
cap gain +$12,424
budget: banked $450 debit $66 (15% used ≈ 0.2 wk of income) → whole cycle still +$384 cash · rolled 5 ct earn ≈ $4,386/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$1,500/mo
vs 50% target ($3,919/mo)-62%
vs normal income ($7,837/mo)19% covered
Net income (after hedge)$1,500/mo
Downside budget
⚠ $362.50 is $21 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,200
… as % of IC ($25,500)40.0%
… as % of ML ($48,000)21.2%
Recovery months (at normal income)1.3 mo
Surgical close (5 ct)$-17,600
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.90 collected) or spot ≥ $363.48 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $362)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $358.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$359-363.48
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
≥ $363.48
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$362.50 (1.4σ)$450$-8,627+$8,936+$350
+2.5%$371.56 (1.9σ)$-4,081$-9,583+$7,980-$4,181
+5%$380.62 (2.5σ)$-8,612$-10,539+$7,024-$8,712
SS (= V-bounce)$398.00 (3.6σ)$-17,300$-12,372+$5,190-$17,400
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $362.50): -$10,200
Total Position P&L @ SS: $-10,874 (+$6,689 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-10,300, the opportunity cost of earning $1,500/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,235, position total $-11,936 (+$5,626 vs today)
33% normal5 × $35525 Sep9d4.1%81%hist 86%38%hist 30%·$965$3,217-$917$13,435
Sell 5 × $355 4.1% OTM over spot $340.99 25 Sep 2026 (9d, $2.04 mid)
= $965 credit for the 9d cycle → $3,217/mo projected
Survival (stays ≤ $355)
81%
Breach risk
19%
POP (stays ≤ $357.04)
84%
EV / mo
+$1,347
🛡 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)
27%
Flat exit net (mid-life)
-$1,677
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$369 @ 80% POP
75% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.47/sh now → $5.28 mid-life (likely $5.11–$8.30)≈ $0 at expiry  |  you banked $1.93/sh, so a flat mid-life exit nets -$3.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 810 simulated challenges: the $355 strike is typically first touched on day 5 of 9, at $358 (overshoots $3.22). 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)~$3552 Oct 202612d left+$1.95/sh+$973
cycle +$1,938
[+$655…+$1,257] · 99% credit
67%
surv 51%
-$10,097 NOT
cap gain +$7,465
Reliable up-and-out (highest cap still free ≥60%)~$3599 Oct 202618d left+$1.90/sh+$949
cycle +$1,914
[+$439…+$1,205] · 93% credit
71%
surv 59%
-$8,539 NOT
cap gain +$9,023
Up-and-out for even (raise the cap, free)~$3572 Oct 202612d left+$0.97/sh+$486
cycle +$1,451
[+$67…+$702] · 80% credit
68%
surv 54%
-$9,989 NOT
cap gain +$7,574
Max even-money escape in the band~$3649 Oct 202618d left+$0.08/sh+$41
cycle +$1,006
[-$632…+$219] · 35% credit
75%
surv 67%
-$7,475 NOT
cap gain +$10,087
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3699 Oct 202618d left-$1.62/sh-$808
cycle +$157
[-$1,689…-$689] · 8% credit
80%
surv 75%
-$6,352 NOT
cap gain +$11,210
budget: banked $965 debit $808 (84% used ≈ 1.1 wk of income) → whole cycle still +$157 cash · rolled 5 ct earn ≈ $3,055/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$3,217/mo
vs 50% target ($3,919/mo)-18%
vs normal income ($7,837/mo)41% covered
Net income (after hedge)$3,217/mo
Downside budget
⚠ $355 is $29 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,435
… as % of IC ($25,500)52.7%
… as % of ML ($48,000)28.0%
Recovery months (at normal income)1.7 mo
Surgical close (5 ct)$-17,618
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.93 collected) or spot ≥ $357.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $355)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $351.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$351-357.04
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
≥ $357.04
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$355.00 (≤1σ, normal week)$965$-11,071+$6,492+$865
+2.5%$363.87 (1.5σ)$-3,472$-12,007+$5,556-$3,572
+5%$372.75 (2.0σ)$-7,910$-12,943+$4,619-$8,010
SS (= V-bounce)$398.00 (3.6σ)$-20,535$-15,607+$1,955-$20,635
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $355): -$13,435
Total Position P&L @ SS: $-14,109 (+$3,454 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-13,535, the opportunity cost of earning $3,217/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,470, position total $-15,171 (+$2,391 vs today)
🎯 50% normal5 × $352.5025 Sep9d3.4%77%hist 84%47%hist 39%·$1,240$4,133$14,410
Sell 5 × $352.50 3.4% OTM over spot $340.99 25 Sep 2026 (9d, $2.58 mid)
= $1,240 credit for the 9d cycle → $4,133/mo projected
Survival (stays ≤ $352.50)
77%
Breach risk
23%
POP (stays ≤ $355.08)
82%
EV / mo
+$1,598
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
35%
Flat exit net (mid-life)
-$1,383
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$367 @ 80% POP
75% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.42/sh now → $5.25 mid-life (likely $5.34–$8.46)≈ $0 at expiry  |  you banked $2.48/sh, so a flat mid-life exit nets -$2.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,045 simulated challenges: the $352 strike is typically first touched on day 5 of 9, at $356 (overshoots $3.19). 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)~$3522 Oct 202612d left+$2.01/sh+$1,004
cycle +$2,244
[+$629…+$1,163] · 99% credit
67%
surv 51%
-$10,778 NOT
cap gain +$6,785
Reliable up-and-out (highest cap still free ≥60%)~$3579 Oct 202618d left+$1.97/sh+$984
cycle +$2,224
[+$411…+$1,099] · 92% credit
71%
surv 59%
-$9,216 NOT
cap gain +$8,347
Up-and-out for even (raise the cap, free)~$3542 Oct 202612d left+$1.03/sh+$517
cycle +$1,757
[+$46…+$618] · 79% credit
68%
surv 54%
-$10,669 NOT
cap gain +$6,893
Max even-money escape in the band~$3629 Oct 202618d left+$0.15/sh+$75
cycle +$1,315
[-$647…+$131] · 30% credit
75%
surv 67%
-$8,152 NOT
cap gain +$9,411
SS $398 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$3679 Oct 202618d left-$1.55/sh-$776
cycle +$464
[-$1,711…-$768] · 7% credit
80%
surv 75%
-$7,031 NOT
cap gain +$10,531
budget: banked $1,240 debit $776 (63% used ≈ 0.8 wk of income) → whole cycle still +$464 cash · rolled 5 ct earn ≈ $3,078/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$4,133/mo
vs 50% target ($3,919/mo)+5%
vs normal income ($7,837/mo)53% covered
Net income (after hedge)$4,133/mo
Downside budget
⚠ $352.50 is $31 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,410
… as % of IC ($25,500)56.5%
… as % of ML ($48,000)30.0%
Recovery months (at normal income)1.8 mo
Surgical close (5 ct)$-17,615
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.48 collected) or spot ≥ $355.08 (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 $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $348.98Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$349-355.08
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
≥ $355.08
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$352.50 (≤1σ, normal week)$1,240$-11,782+$5,781+$1,140
+2.5%$361.31 (1.3σ)$-3,166$-12,712+$4,851-$3,266
+5%$370.12 (1.9σ)$-7,572$-13,641+$3,921-$7,672
SS (= V-bounce)$398.00 (3.6σ)$-21,510$-16,582+$980-$21,610
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $352.50): -$14,410
Total Position P&L @ SS: $-15,084 (+$2,479 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-14,510, the opportunity cost of earning $4,133/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$19,445, position total $-16,146 (+$1,416 vs today)
100% normal5 × $34525 Sep9d1.2%61%hist 65%79%hist 67%·$2,475$8,250+$4,117$16,925
Sell 5 × $345 1.2% OTM over spot $340.99 25 Sep 2026 (9d, $5.18 mid)
= $2,475 credit for the 9d cycle → $8,250/mo projected
Survival (stays ≤ $345)
61%
Breach risk
39%
POP (stays ≤ $350.18)
73%
EV / mo
+$2,322
🛡 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)
-$92
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$374 @ 91% POP
90% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.26/sh now → $5.13 mid-life (likely $6.75–$9.33)≈ $0 at expiry  |  you banked $4.95/sh, so a flat mid-life exit nets -$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,955 simulated challenges: the $345 strike is typically first touched on day 3 of 9, at $348 (overshoots $3.33). 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)~$3452 Oct 202612d left+$2.19/sh+$1,094
cycle +$3,569
[+$582…+$897] · 99% credit
67%
surv 51%
-$12,411 NOT
cap gain +$5,151
Reliable up-and-out (highest cap still free ≥60%)~$3499 Oct 202618d left+$2.17/sh+$1,085
cycle +$3,560
[+$318…+$773] · 91% credit
71%
surv 58%
-$10,839 NOT
cap gain +$6,724
Max even-money escape in the band~$3549 Oct 202618d left+$0.35/sh+$175
cycle +$2,650
[-$778…-$206] · 14% credit
75%
surv 67%
-$9,776 NOT
cap gain +$7,787
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)~$3492 Oct 202612d left+$0.09/sh+$46
cycle +$2,521
[-$717…-$263] · 11% credit
70%
surv 60%
-$11,878 NOT
cap gain +$5,685
Safety roll (pay small debit, max POP)~$3749 Oct 202618d left-$3.78/sh-$1,892
cycle +$583
[-$3,528…-$2,524]
91%
surv 90%
-$3,953 NOT
cap gain +$13,609
budget: banked $2,475 debit $1,892 (76% used ≈ 1.0 wk of income) → whole cycle still +$583 cash · rolled 5 ct earn ≈ $1,125/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$8,250/mo
vs 50% target ($3,919/mo)+111%
vs normal income ($7,837/mo)105% covered
Net income (after hedge)$8,250/mo
Downside budget
⚠ $345 is $39 below CC-SS $383.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,925
… as % of IC ($25,500)66.4%
… as % of ML ($48,000)35.3%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-17,675
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.24/sh (~25% of the $4.95 collected) or spot ≥ $350.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $345)); NOT the premium you collected. Momentum override: two daily closes above $347.26 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $341.55Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$342-350.18
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
≥ $350.18
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 0.79 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$345.00 (≤1σ, normal week)$2,475$-13,506+$4,057+$2,375
+2.5%$353.62 (≤1σ, normal week)$-1,837$-14,415+$3,147-$1,937
+5%$362.25 (1.4σ)$-6,150$-15,325+$2,237-$6,250
SS (= V-bounce)$398.00 (3.6σ)$-24,025$-19,097-$1,535-$24,125
V-BOUNCE STRESS (stock → CC-SS $383.80, where you are whole again, by expiry)
Starting unrealized P&L: $-17,562
+ Fortress recovery (un-capped): +$16,888
− CC assignment net of premium (5 × $345): -$16,925
Total Position P&L @ SS: $-17,599 ($-36 vs today)
Do-nothing baseline at SS: $-574 (this trade vs do-nothing: $-17,025, the opportunity cost of earning $8,250/mo FIGHT income now)
BB-reversion stress (→ $393.87 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$21,960, position total $-18,661 ($-1,099 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 GOOG are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (27 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 27 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: 0.789 (IBKR)  |  Recovery@SS: +$16,888 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-574

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$352.502d18 Sep 2026$0.664/5$3,960$3,99890%91%+$2,579-$12,25648.1%$-12,910 (vs do-nothing $-12,336)
$3502d18 Sep 2026$0.983/5$4,410$4,48585%87%+$2,455-$9,84638.6%$-10,480 (vs do-nothing $-9,906)
$347.502d18 Sep 2026$1.492/5$4,470$4,58277%82%+$2,056-$6,96227.3%$-7,576 (vs do-nothing $-7,002)
$352.509d25 Sep 2026$2.485/5$4,133$4,13377%82%+$1,598-$14,41056.5%$-15,084 (vs do-nothing $-14,510)
$3509d25 Sep 2026$3.004/5$4,000$4,03872%78%+$1,273-$12,32048.3%$-12,974 (vs do-nothing $-12,400)
$3452d18 Sep 2026$2.282/5$6,840$6,95271%80%+$3,806-$7,30428.6%$-7,918 (vs do-nothing $-7,344)
$35016d2 Oct 2026$4.655/5$4,359$4,35968%76%+$1,171-$14,57557.2%$-15,249 (vs do-nothing $-14,675)
$347.509d25 Sep 2026$3.754/5$5,000$5,03867%75%+$1,379-$13,02051.1%$-13,674 (vs do-nothing $-13,100)
$35023d9 Oct 2026$6.555/5$4,272$4,27265%74%+$1,157-$13,62553.4%$-14,299 (vs do-nothing $-13,725)
$347.5016d2 Oct 2026$5.554/5$4,162$4,20064%74%+$1,034-$12,30048.2%$-12,954 (vs do-nothing $-12,380)
$3459d25 Sep 2026$4.953/5$4,950$5,02561%73%+$1,393-$10,15539.8%$-10,789 (vs do-nothing $-10,215)
$34516d2 Oct 2026$6.504/5$4,875$4,91259%71%+$887-$12,92050.7%$-13,574 (vs do-nothing $-13,000)
$34523d9 Oct 2026$8.404/5$4,383$4,42058%71%+$937-$12,16047.7%$-12,814 (vs do-nothing $-12,240)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$342.502d18 Sep 2026$3.301/5$4,950$5,10058%72%+$1,667-$3,80014.9%$-4,394 (vs do-nothing $-3,820)
$342.509d25 Sep 2026$6.002/5$4,000$4,11255%69%+$944-$7,06027.7%$-7,674 (vs do-nothing $-7,100)
$342.5016d2 Oct 2026$7.653/5$4,303$4,37854%69%+$710-$10,09539.6%$-10,729 (vs do-nothing $-10,155)
$34023d9 Oct 2026$10.953/5$4,285$4,36050%67%+$799-$9,85538.6%$-10,489 (vs do-nothing $-9,915)
$34016d2 Oct 2026$9.353/5$5,259$5,33449%67%+$986-$10,33540.5%$-10,969 (vs do-nothing $-10,395)
$3409d25 Sep 2026$7.202/5$4,800$4,91248%67%+$929-$7,32028.7%$-7,934 (vs do-nothing $-7,360)
$3402d18 Sep 2026$4.501/5$6,750$6,90046%67%+$1,622-$3,93015.4%$-4,524 (vs do-nothing $-3,950)
$337.5016d2 Oct 2026$10.403/5$5,850$5,92545%65%+$817-$10,77042.2%$-11,404 (vs do-nothing $-10,830)
$337.509d25 Sep 2026$8.552/5$5,700$5,81342%64%+$881-$7,55029.6%$-8,164 (vs do-nothing $-7,590)
$33523d9 Oct 2026$13.753/5$5,380$5,45542%64%+$801-$10,51541.2%$-11,149 (vs do-nothing $-10,575)
$33516d2 Oct 2026$11.902/5$4,462$4,57540%63%+$547-$7,38028.9%$-7,994 (vs do-nothing $-7,420)
$3359d25 Sep 2026$10.152/5$6,767$6,87936%62%+$873-$7,73030.3%$-8,344 (vs do-nothing $-7,770)
$337.502d18 Sep 2026$6.201/5$9,300$9,45035%63%+$1,787-$4,01015.7%$-4,604 (vs do-nothing $-4,030)
$3352d18 Sep 2026$7.851/5$11,775$11,92525%60%+$1,477-$4,09516.1%$-4,689 (vs do-nothing $-4,115)

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 5 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-16 21:50