FORTRESS FIGHT: INTC @ $109.27

BE SS: $114.00  |  CC-SS: $114.52  |  5 contracts (500 sh)  |  2026-07-08 21:34 |  ⌂ PORTFOLIO

INTC @ $109.27   UNDERWATER $4.73 (4.2% below BE SS)

5 contracts (500 sh)  |  BE SS: $114.00  |  CC-SS: $114.52  |  IV: HIGH  |  Accounts: Neville:0865

LC: $85 exp 2028-01-21 (entry $57.553/sh)
SP: $100 exp 2028-01-21 (entry $28.728/sh)
HP: $35 exp 2026-08-21 (entry $0.185/sh)

Economics

Max Loss$47,000(ND $29.00 + SW $65) x 500
Normal income ref$6,573/mo95% ann ROI on ML
Hedge rolling cost$34/mo
Unrealized P&L$-4,033fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,287/mo
HEDGE COVER
$34/mo
NORMAL INCOME
$6,573/mo (ATM CC, chain)
IC VELOCITY
2.2 mo to earn back $14,500
ML VELOCITY
7.2 mo to earn back $47,000
NOT a deep drawdown: a CC at CC-SS $114.52 (probe: $115C 14d) still earns $4,286/mo (65% 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 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,261
Hole (after banked)
$2,771
was $4,033 · 31% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$116.91 → $114.52
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 66 (live) · RSI 60 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 13 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $155.46 (+42%) · daily UBB $144.21 · 1-wk expected move ±$13 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-24: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $123 / 2d. This is the safest strike (survival 92%, breach 8%) that still earns 50% of normal income ($3,287/mo); it brings $3,675/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 × $119/2d for $7,050/mo, but breach risk rises to 15% (+7pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 2 × $136/2d (99% survival, $60/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $114, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-4,050 and cuts bleed by $34/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 · 10 Jul 2026 (2d) · sell 5 × $123, 92% survival, $3,675/mo (E[net] $1,817/mo).
The two weekly tracks below are ranked by E[net]/mo = income − P(touch) × escape cost. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆10 Jul 2026 · 2d5 × $12392%$3,675$1,817
NEXT FRIDAY17 Jul 2026 · 9d5 × $12381%$3,633$850

📅 THIS FRIDAY · 10 Jul 2026 · 2d · E[net] $1,817/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $123 (primary), 92% survival, breach 8%, $3,675/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $126 rung (33% normal) lifts survival to 95% (breach 8% → 5%) for $1,275/mo less (35% income) buys safety you do not really need here.
INTC  spot $109.27 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $13610 Jul2d24.5%99%3%$4$60-$3,615$0
Sell 2 × $136 24.5% OTM over spot $109.27 10 Jul 2026 (2d, $0.11 mid)
= $4 credit for the 2d cycle → $60/mo projected
Survival (stays ≤ $136)
99%
Breach risk
1%
POP (stays ≤ $136.11)
99%
EV / mo
+$5
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  93% of paths whole by 9 mo (vs 98% without)  ·  ~0.0 challenges expected  ·  median CC cash $609
🛡 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)
0%
Flat exit net (mid-life)
-$711
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$159 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 2 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: $5.05/sh now → $3.57 mid-life → ≈ $0 at expiry  |  you banked $0.02/sh, so a flat mid-life exit nets -$3.55/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$13613 Jul 20264d left+$0.72/sh+$144
cycle +$148
66%
surv 52%
Up-and-out for even (raise the cap, free)~$13713 Jul 20264d left+$0.39/sh+$77
cycle +$81
67%
surv 54%
Max even-money escape in the band~$15924 Jul 202615d left+$0.15/sh+$29
cycle +$33
84%
surv 81%
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$60/mo
vs 50% target ($3,287/mo)-98%
vs normal income ($6,573/mo)1% covered
Net income (after hedge)$2,651/mo
Downside budget
✓ $136 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-1,631
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.01/sh (~25% of the $0.02 collected) or spot ≥ $136.11 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $136)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $134.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$135-136.11
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
≥ $136.11
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$136.00 (3.7σ)$4$4,524+$8,557+$3,704
+2.5%$139.40 (4.2σ)$-676$4,618+$8,650+$3,704
+5%$142.80 (4.7σ)$-1,356$4,711+$8,744+$3,704
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (2 × $136): -$0
+ Conservative CC premium (3 × $114): +$895
Total Position P&L @ SS: $-367 (+$3,666 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-596, the opportunity cost of earning $60/mo FIGHT income now)
33% normal5 × $12610 Jul2d15.3%95%11%$160$2,400-$1,275$0
Sell 5 × $126 15.3% OTM over spot $109.27 10 Jul 2026 (2d, $0.35 mid)
= $160 credit for the 2d cycle → $2,400/mo projected
Survival (stays ≤ $126)
95%
Breach risk
5%
POP (stays ≤ $126.35)
95%
EV / mo
+$1,587
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  89% of paths whole by 9 mo (vs 98% without)  ·  ~0.4 challenges expected  ·  median CC cash $235
🛡 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)
4%
Flat exit net (mid-life)
-$1,495
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$152 @ 86% POP
84% 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: $4.68/sh now → $3.31 mid-life (likely $3.19–$6.15)≈ $0 at expiry  |  you banked $0.32/sh, so a flat mid-life exit nets -$2.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 133 simulated challenges: the $126 strike is typically first touched on day 2 of 2, at $130 (overshoots $3.64). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$13624 Jul 202615d left+$3.25/sh+$1,625
cycle +$1,785
[+$1,031…+$1,769] · 91% credit
75%
surv 68%
Roll out (same strike, buy time)~$12613 Jul 20264d left+$0.85/sh+$425
cycle +$585
[+$171…+$557] · 81% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$12813 Jul 20264d left+$0.02/sh+$9
cycle +$169
[-$408…+$96] · 34% credit
69%
surv 58%
Max even-money escape in the band~$14924 Jul 202615d left+$0.12/sh+$59
cycle +$219
[-$910…+$129] · 32% credit
84%
surv 81%
Safety roll (pay small debit, max POP)~$15224 Jul 202615d left-$0.28/sh-$142
cycle +$18
[-$1,163…-$81] · 17% credit
86%
surv 84%
budget: banked $160 debit $142 (89% used ≈ 0.3 wk of income) → whole cycle still +$18 cash · rolled 5 ct earn ≈ $3,026/mo while parked; 0 ct free to re-sell
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$2,400/mo
vs 50% target ($3,287/mo)-27%
vs normal income ($6,573/mo)37% covered
Net income (after hedge)$2,366/mo
Downside budget
✓ $126 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,048
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.32 collected) or spot ≥ $126.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $126)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $124.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$125-126.35
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
≥ $126.35
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$126.00 (2.3σ)$160$4,955+$8,988+$4,410
+2.5%$129.15 (2.8σ)$-1,415$5,042+$9,074+$4,410
+5%$132.30 (3.2σ)$-2,990$5,128+$9,161+$4,410
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $126): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $2,400/mo FIGHT income now)
🎯 50% normal5 × $12310 Jul2d12.6%92%8%$245$3,675$0
Sell 5 × $123 12.6% OTM over spot $109.27 10 Jul 2026 (2d, $0.53 mid)
= $245 credit for the 2d cycle → $3,675/mo projected
Survival (stays ≤ $123)
92%
Breach risk
8%
POP (stays ≤ $123.53)
93%
EV / mo
+$2,156
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  90% of paths whole by 9 mo (vs 97% without)  ·  ~0.7 challenges expected  ·  median CC cash $448
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
8%
Flat exit net (mid-life)
-$1,371
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$149 @ 86% POP
84% 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: $4.57/sh now → $3.23 mid-life (likely $3.36–$6.51)≈ $0 at expiry  |  you banked $0.49/sh, so a flat mid-life exit nets -$2.74/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 230 simulated challenges: the $123 strike is typically first touched on day 2 of 2, at $127 (overshoots $3.79). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$13324 Jul 202615d left+$3.20/sh+$1,601
cycle +$1,846
[+$888…+$1,649] · 90% credit
76%
surv 68%
Roll out (same strike, buy time)~$12313 Jul 20264d left+$0.88/sh+$442
cycle +$687
[+$145…+$524] · 83% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$12513 Jul 20264d left+$0.05/sh+$27
cycle +$272
[-$458…+$42] · 33% credit
69%
surv 58%
Max even-money escape in the band~$14624 Jul 202615d left+$0.10/sh+$51
cycle +$296
[-$1,049…+$35] · 27% credit
84%
surv 82%
Safety roll (pay small debit, max POP)~$14924 Jul 202615d left-$0.30/sh-$148
cycle +$97
[-$1,304…-$176] · 15% credit
86%
surv 84%
budget: banked $245 debit $148 (60% used ≈ 0.2 wk of income) → whole cycle still +$97 cash · rolled 5 ct earn ≈ $2,936/mo while parked; 0 ct free to re-sell
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$3,675/mo
vs 50% target ($3,287/mo)+12%
vs normal income ($6,573/mo)56% covered
Net income (after hedge)$3,641/mo
Downside budget
✓ $123 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,050
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 $0.49 collected) or spot ≥ $123.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $123)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $121.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$122-123.53
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
≥ $123.53
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$123.00 (1.9σ)$245$3,458+$7,490+$2,995
+2.5%$126.07 (2.3σ)$-1,292$3,542+$7,575+$2,995
+5%$129.15 (2.8σ)$-2,830$3,627+$7,659+$2,995
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $123): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $3,675/mo FIGHT income now)
🛡 safe yield5 × $12210 Jul2d11.7%91%19%$285$4,275+$600$0
Sell 5 × $122 11.7% OTM over spot $109.27 10 Jul 2026 (2d, $0.61 mid)
= $285 credit for the 2d cycle → $4,275/mo projected
Survival (stays ≤ $122)
91%
Breach risk
9%
POP (stays ≤ $122.61)
91%
EV / mo
+$2,384
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  94% of paths whole by 9 mo (vs 98% without)  ·  ~0.8 challenges expected  ·  median CC cash $557
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
10%
Flat exit net (mid-life)
-$1,318
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$149 @ 87% POP
85% 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: $4.53/sh now → $3.21 mid-life (likely $3.30–$6.02)≈ $0 at expiry  |  you banked $0.57/sh, so a flat mid-life exit nets -$2.64/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 295 simulated challenges: the $122 strike is typically first touched on day 2 of 2, at $125 (overshoots $3.37). 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
Reliable up-and-out (highest cap still free ≥60%)~$13224 Jul 202615d left+$3.19/sh+$1,593
cycle +$1,878
[+$993…+$1,635] · 94% credit
76%
surv 68%
Roll out (same strike, buy time)~$12213 Jul 20264d left+$0.89/sh+$447
cycle +$732
[+$188…+$525] · 84% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$12413 Jul 20264d left+$0.07/sh+$33
cycle +$318
[-$392…+$42] · 31% credit
69%
surv 58%
Max even-money escape in the band~$14524 Jul 202615d left+$0.10/sh+$48
cycle +$333
[-$923…+$20] · 26% credit
84%
surv 82%
Safety roll (pay small debit, max POP)~$14924 Jul 202615d left-$0.50/sh-$250
cycle +$35
[-$1,299…-$280] · 8% credit
87%
surv 85%
budget: banked $285 debit $250 (88% used ≈ 0.3 wk of income) → whole cycle still +$35 cash · rolled 5 ct earn ≈ $2,706/mo while parked; 0 ct free to re-sell
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$4,275/mo
vs 50% target ($3,287/mo)+30%
vs normal income ($6,573/mo)65% covered
Net income (after hedge)$4,241/mo
Downside budget
✓ $122 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,053
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $122.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $122)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $120.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$121-122.61
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $122.61
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$122.00 (1.8σ)$285$2,970+$7,003+$2,535
+2.5%$125.05 (2.2σ)$-1,240$3,054+$7,087+$2,535
+5%$128.10 (2.6σ)$-2,765$3,138+$7,170+$2,535
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $122): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $4,275/mo FIGHT income now)
100% normal5 × $11910 Jul2d8.9%85%30%$470$7,050+$3,375$0
Sell 5 × $119 8.9% OTM over spot $109.27 10 Jul 2026 (2d, $0.98 mid)
= $470 credit for the 2d cycle → $7,050/mo projected
Survival (stays ≤ $119)
85%
Breach risk
15%
POP (stays ≤ $119.98)
87%
EV / mo
+$3,404
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.5] median  ·  95% of paths whole by 9 mo (vs 97% without)  ·  ~1.6 challenges expected  ·  median CC cash $814
🛡 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)
19%
Flat exit net (mid-life)
-$1,093
Free roll-up
+$4/wk
Safest escape (by 24 Jul 2026)
$146 @ 87% POP
85% 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: $4.42/sh now → $3.13 mid-life (likely $3.46–$6.33)≈ $0 at expiry  |  you banked $0.94/sh, so a flat mid-life exit nets -$2.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 562 simulated challenges: the $119 strike is typically first touched on day 2 of 2, at $123 (overshoots $3.75). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$12924 Jul 202615d left+$3.13/sh+$1,567
cycle +$2,037
[+$857…+$1,537] · 91% credit
76%
surv 68%
Roll out (same strike, buy time)~$11913 Jul 20264d left+$0.92/sh+$462
cycle +$932
[+$154…+$458] · 82% credit
66%
surv 52%
Up-and-out for even (raise the cap, free)~$12113 Jul 20264d left+$0.10/sh+$49
cycle +$519
[-$440…+$17] · 29% credit
69%
surv 58%
Max even-money escape in the band~$14224 Jul 202615d left+$0.08/sh+$38
cycle +$508
[-$1,054…-$64] · 19% credit
85%
surv 82%
Safety roll (pay small debit, max POP)~$14624 Jul 202615d left-$0.51/sh-$255
cycle +$215
[-$1,432…-$370] · 5% credit
87%
surv 85%
budget: banked $470 debit $255 (54% used ≈ 0.2 wk of income) → whole cycle still +$215 cash · rolled 5 ct earn ≈ $2,617/mo while parked; 0 ct free to re-sell
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$7,050/mo
vs 50% target ($3,287/mo)+115%
vs normal income ($6,573/mo)107% covered
Net income (after hedge)$7,016/mo
Downside budget
✓ $119 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,053
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 $0.94 collected) or spot ≥ $119.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $119)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $117.81Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$118-119.98
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
≥ $119.98
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$119.00 (1.4σ)$470$1,573+$5,605+$1,220
+2.5%$121.97 (1.8σ)$-1,017$1,655+$5,687+$1,220
+5%$124.95 (2.2σ)$-2,505$1,736+$5,769+$1,220
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $119): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $7,050/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 INTC are the tiebreakers.

📅 NEXT FRIDAY · 17 Jul 2026 · 9d · E[net] $850/mo

🎯 Engine pick: sell 5 × $123 (primary), 81% survival, breach 19%, $3,633/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $128 rung (33% normal) lifts survival to 87% (breach 19% → 13%) for $1,317/mo less (36% income) buys safety you do not really need here.
INTC  spot $109.27 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $13617 Jul9d24.5%93%14%$68$227-$3,407$0
Sell 1 × $136 24.5% OTM over spot $109.27 17 Jul 2026 (9d, $0.74 mid)
= $68 credit for the 9d cycle → $227/mo projected
Survival (stays ≤ $136)
93%
Breach risk
7%
POP (stays ≤ $136.74)
94%
EV / mo
+$122
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.4] median  ·  96% of paths whole by 9 mo (vs 98% without)  ·  ~0.1 challenges expected  ·  median CC cash $578
🛡 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)
-$545
Free roll-up
none
Safest escape (by 24 Jul 2026)
$146 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $8.67/sh now → $6.13 mid-life (likely $5.11–$8.18)≈ $0 at expiry  |  you banked $0.68/sh, so a flat mid-life exit nets -$5.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 290 simulated challenges: the $136 strike is typically first touched on day 7 of 9, at $140 (overshoots $3.92). 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 (1 ct)POP / surv
of new CC
Max even-money escape in the band~$14424 Jul 202612d left+$0.27/sh+$27
cycle +$95
[-$43…+$96] · 61% credit
74%
surv 65%
Safety roll (pay small debit, max POP)~$14624 Jul 202612d left-$0.48/sh-$48
cycle +$20
[-$130…+$14] · 29% credit
75%
surv 68%
budget: banked $68 debit $48 (70% used ≈ 0.9 wk of income) → whole cycle still +$20 cash · rolled 1 ct earn ≈ $1,415/mo while parked; 4 ct free to re-sell
Roll out (same strike, buy time)~$13620 Jul 20268d left-$1.03/sh-$103
cycle -$35
[-$145…+$12] · 28% credit
65%
surv 52%
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$227/mo
vs 50% target ($3,287/mo)-93%
vs normal income ($6,573/mo)3% covered
Net income (after hedge)$3,693/mo
Downside budget
✓ $136 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-812
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 $0.68 collected) or spot ≥ $136.74 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $136)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $134.64Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$135-136.74
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
≥ $136.74
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$136.00 (1.8σ)$68$2,738+$6,771+$1,918
+2.5%$139.40 (2.0σ)$-272$2,832+$6,864+$1,918
+5%$142.80 (2.2σ)$-612$2,925+$6,958+$1,918
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (1 × $136): -$0
+ Conservative CC premium (4 × $114): +$1,193
Total Position P&L @ SS: $-69 (+$3,964 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-298, the opportunity cost of earning $227/mo FIGHT income now)
🛡 safe yield5 × $13217 Jul9d20.8%91%19%$485$1,617-$2,017$0
Sell 5 × $132 20.8% OTM over spot $109.27 17 Jul 2026 (9d, $1.04 mid)
= $485 credit for the 9d cycle → $1,617/mo projected
Survival (stays ≤ $132)
91%
Breach risk
9%
POP (stays ≤ $133.04)
91%
EV / mo
+$788
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.7] median  ·  91% of paths whole by 9 mo (vs 98% without)  ·  ~0.5 challenges expected  ·  median CC cash $-1
🛡 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)
14%
Flat exit net (mid-life)
-$2,492
Free roll-up
none
Safest escape (by 24 Jul 2026)
$143 @ 76% POP
70% 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: $8.42/sh now → $5.95 mid-life (likely $5.13–$8.63)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets -$4.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 434 simulated challenges: the $132 strike is typically first touched on day 6 of 9, at $136 (overshoots $3.90). 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
Reliable up-and-out (highest cap still free ≥60%)~$13924 Jul 202612d left+$0.58/sh+$290
cycle +$775
[-$140…+$535] · 65% credit
73%
surv 64%
Max even-money escape in the band~$14024 Jul 202612d left+$0.32/sh+$160
cycle +$645
[-$289…+$389] · 51% credit
74%
surv 66%
Roll out (same strike, buy time)~$13220 Jul 20268d left-$0.91/sh-$453
cycle +$32
[-$741…-$13] · 24% credit
65%
surv 52%
Safety roll (pay small debit, max POP)~$14324 Jul 202612d left-$0.63/sh-$316
cycle +$169
[-$872…-$95] · 21% credit
76%
surv 70%
budget: banked $485 debit $316 (65% used ≈ 0.8 wk of income) → whole cycle still +$169 cash · rolled 5 ct earn ≈ $6,654/mo while parked; 0 ct free to re-sell
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$1,617/mo
vs 50% target ($3,287/mo)-51%
vs normal income ($6,573/mo)25% covered
Net income (after hedge)$1,583/mo
Downside budget
✓ $132 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,068
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $133.04 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $132)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $130.68Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$131-133.04
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
≥ $133.04
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$132.00 (1.5σ)$485$8,445+$12,478+$7,735
+2.5%$135.30 (1.7σ)$-1,165$8,536+$12,568+$7,735
+5%$138.60 (1.9σ)$-2,815$8,627+$12,659+$7,735
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $132): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $1,617/mo FIGHT income now)
33% normal5 × $12817 Jul9d17.1%87%27%$695$2,317-$1,317$0
Sell 5 × $128 17.1% OTM over spot $109.27 17 Jul 2026 (9d, $1.45 mid)
= $695 credit for the 9d cycle → $2,317/mo projected
Survival (stays ≤ $128)
87%
Breach risk
13%
POP (stays ≤ $129.45)
88%
EV / mo
+$998
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.6] median  ·  92% of paths whole by 9 mo (vs 98% without)  ·  ~0.7 challenges expected  ·  median CC cash $-1
🛡 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)
19%
Flat exit net (mid-life)
-$2,192
Free roll-up
none
Safest escape (by 24 Jul 2026)
$141 @ 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.16/sh now → $5.77 mid-life (likely $5.37–$8.49)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets -$4.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 583 simulated challenges: the $128 strike is typically first touched on day 6 of 9, at $132 (overshoots $3.55). 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
Reliable up-and-out (highest cap still free ≥60%)~$13524 Jul 202612d left+$0.62/sh+$310
cycle +$1,005
[-$143…+$472] · 63% credit
73%
surv 64%
Max even-money escape in the band~$13624 Jul 202612d left+$0.36/sh+$180
cycle +$875
[-$294…+$330] · 48% credit
74%
surv 66%
Roll out (same strike, buy time)~$12820 Jul 20268d left-$0.79/sh-$393
cycle +$302
[-$740…-$82] · 22% credit
65%
surv 52%
Safety roll (pay small debit, max POP)~$14124 Jul 202612d left-$1.26/sh-$629
cycle +$66
[-$1,286…-$522] · 9% credit
78%
surv 73%
budget: banked $695 debit $629 (90% used ≈ 1.2 wk of income) → whole cycle still +$66 cash · rolled 5 ct earn ≈ $5,646/mo while parked; 0 ct free to re-sell
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$2,317/mo
vs 50% target ($3,287/mo)-30%
vs normal income ($6,573/mo)35% covered
Net income (after hedge)$2,283/mo
Downside budget
✓ $128 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,063
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.39 collected) or spot ≥ $129.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $128)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $126.72Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$127-129.45
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
≥ $129.45
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$128.00 (1.2σ)$695$6,545+$10,578+$5,945
+2.5%$131.20 (1.4σ)$-905$6,633+$10,666+$5,945
+5%$134.40 (1.7σ)$-2,505$6,721+$10,754+$5,945
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $128): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $2,317/mo FIGHT income now)
🎯 50% normal5 × $12317 Jul9d12.6%81%30%$1,090$3,633$0
Sell 5 × $123 12.6% OTM over spot $109.27 17 Jul 2026 (9d, $2.27 mid)
= $1,090 credit for the 9d cycle → $3,633/mo projected
Survival (stays ≤ $123)
81%
Breach risk
19%
POP (stays ≤ $125.27)
84%
EV / mo
+$1,301
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  90% of paths whole by 9 mo (vs 96% without)  ·  ~1.1 challenges expected  ·  median CC cash $-1
🛡 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)
-$1,684
Free roll-up
none
Safest escape (by 24 Jul 2026)
$140 @ 81% POP
78% 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: $7.84/sh now → $5.55 mid-life (likely $5.99–$8.83)≈ $0 at expiry  |  you banked $2.18/sh, so a flat mid-life exit nets -$3.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 903 simulated challenges: the $123 strike is typically first touched on day 5 of 9, at $127 (overshoots $3.58). 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
Reliable up-and-out (highest cap still free ≥60%)~$12924 Jul 202612d left+$1.10/sh+$548
cycle +$1,638
[+$65…+$536] · 80% credit
73%
surv 63%
Max even-money escape in the band~$13124 Jul 202612d left+$0.40/sh+$200
cycle +$1,290
[-$362…+$158] · 38% credit
74%
surv 66%
Roll out (same strike, buy time)~$12320 Jul 20268d left-$0.64/sh-$322
cycle +$768
[-$777…-$252] · 16% credit
65%
surv 52%
Safety roll (pay small debit, max POP)~$14024 Jul 202612d left-$2.15/sh-$1,073
cycle +$17
[-$1,990…-$1,221] · 0% credit
81%
surv 78%
budget: banked $1,090 debit $1,073 (98% used ≈ 1.3 wk of income) → whole cycle still +$17 cash · rolled 5 ct earn ≈ $4,253/mo while parked; 0 ct free to re-sell
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$3,633/mo
vs 50% target ($3,287/mo)+11%
vs normal income ($6,573/mo)55% covered
Net income (after hedge)$3,599/mo
Downside budget
✓ $123 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,078
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.55/sh (~25% of the $2.18 collected) or spot ≥ $125.27 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $123)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $121.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$122-125.27
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $125.27
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$123.00 (≤1σ, normal week)$1,090$4,303+$8,335+$3,840
+2.5%$126.07 (1.1σ)$-447$4,387+$8,420+$3,840
+5%$129.15 (1.3σ)$-1,985$4,472+$8,504+$3,840
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $123): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $3,633/mo FIGHT income now)
100% normal5 × $11517 Jul9d5.2%66%71%$2,150$7,167+$3,533$0
Sell 5 × $115 5.2% OTM over spot $109.27 17 Jul 2026 (9d, $4.40 mid)
= $2,150 credit for the 9d cycle → $7,167/mo projected
Survival (stays ≤ $115)
66%
Breach risk
34%
POP (stays ≤ $119.40)
75%
EV / mo
+$1,714
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  94% of paths whole by 9 mo (vs 97% without)  ·  ~2.9 challenges expected  ·  median CC cash $2,148
🛡 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)
57%
Flat exit net (mid-life)
-$444
Free roll-up
none
Safest escape (by 24 Jul 2026)
$142 @ 89% POP
88% 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: $7.33/sh now → $5.19 mid-life (likely $6.63–$9.12)≈ $0 at expiry  |  you banked $4.30/sh, so a flat mid-life exit nets -$0.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,706 simulated challenges: the $115 strike is typically first touched on day 3 of 9, at $119 (overshoots $3.54). 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
Reliable up-and-out (highest cap still free ≥60%)~$12124 Jul 202612d left+$1.12/sh+$562
cycle +$2,712
[+$7…+$352] · 76% credit
73%
surv 64%
Max even-money escape in the band~$12424 Jul 202612d left+$0.02/sh+$9
cycle +$2,159
[-$688…-$252] · 11% credit
75%
surv 68%
Roll out (same strike, buy time)~$11520 Jul 20268d left-$0.43/sh-$217
cycle +$1,933
[-$770…-$410] · 8% credit
65%
surv 52%
Safety roll (pay small debit, max POP)~$14224 Jul 202612d left-$3.50/sh-$1,750
cycle +$400
[-$3,065…-$2,220]
89%
surv 88%
budget: banked $2,150 debit $1,750 (81% used ≈ 1.1 wk of income) → whole cycle still +$400 cash · rolled 5 ct earn ≈ $2,109/mo while parked; 0 ct free to re-sell
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$7,167/mo
vs 50% target ($3,287/mo)+118%
vs normal income ($6,573/mo)109% covered
Net income (after hedge)$7,133/mo
Downside budget
✓ $115 is at/above CC-SS $114.52: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,083
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.07/sh (~25% of the $4.30 collected) or spot ≥ $119.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $115)); NOT the premium you collected. Momentum override: two daily closes above $144.21 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $113.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$114-119.40
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
≥ $119.40
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$115.00 (≤1σ, normal week)$2,150$1,143+$5,175+$900
+2.5%$117.87 (≤1σ, normal week)$713$1,222+$5,254+$900
+5%$120.75 (≤1σ, normal week)$-725$1,301+$5,333+$900
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,033
+ Fortress recovery (un-capped): +$2,771
− CC assignment net of premium (5 × $115): -$0
Total Position P&L @ SS: $-1,261 (+$2,771 vs today)
Do-nothing baseline at SS: $229 (this trade vs do-nothing: $-1,491, the opportunity cost of earning $7,167/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 INTC are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (94 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (7 expiries scanned, 94 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: 1.055 (IBKR)  |  Recovery@SS: +$2,771 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $229

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1232d10 Jul 2026$0.495/5$3,675$3,64192%93%+$2,156-$00.0%$-1,016 (vs do-nothing $-1,246)
$1222d10 Jul 2026$0.574/5$3,420$4,26191%91%+$1,907-$00.0%$-735 (vs do-nothing $-965)
$1212d10 Jul 2026$0.674/5$4,020$4,86189%90%+$2,136-$00.0%$-695 (vs do-nothing $-925)
$1202d10 Jul 2026$0.793/5$3,555$5,27187%89%+$1,796-$00.0%$-428 (vs do-nothing $-658)
$1192d10 Jul 2026$0.943/5$4,230$5,94685%87%+$2,043-$00.0%$-383 (vs do-nothing $-613)
$1182d10 Jul 2026$1.102/5$3,300$5,89183%86%+$1,491-$00.0%$-147 (vs do-nothing $-376)
$1205d13 Jul 2026$1.165/5$3,480$3,44683%85%+$1,159-$00.0%$-681 (vs do-nothing $-911)
$13016d24 Jul 2026$3.555/5$3,328$3,29481%84%+$1,095-$00.0%$514 (vs do-nothing +$284)
$1239d17 Jul 2026$2.185/5$3,633$3,59981%84%+$1,301-$00.0%$-171 (vs do-nothing $-401)
$1172d10 Jul 2026$1.302/5$3,900$6,49180%84%+$1,664-$00.0%$-107 (vs do-nothing $-336)
$12916d24 Jul 2026$3.605/5$3,375$3,34180%83%+$992-$00.0%$539 (vs do-nothing +$309)
$1229d17 Jul 2026$2.395/5$3,983$3,94979%83%+$1,376-$00.0%$-66 (vs do-nothing $-296)
$12816d24 Jul 2026$3.805/5$3,562$3,52879%83%+$1,021-$00.0%$639 (vs do-nothing +$409)
Show 81 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 81.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1185d13 Jul 2026$1.554/5$3,720$4,56179%82%+$1,149-$00.0%$-343 (vs do-nothing $-573)
$12716d24 Jul 2026$4.005/5$3,750$3,71678%82%+$1,039-$00.0%$739 (vs do-nothing +$509)
$1219d17 Jul 2026$2.604/5$3,467$4,30878%82%+$1,138-$00.0%$77 (vs do-nothing $-153)
$1162d10 Jul 2026$1.522/5$4,560$7,15177%82%+$1,806-$00.0%$-63 (vs do-nothing $-292)
$12616d24 Jul 2026$4.205/5$3,938$3,90377%81%+$1,047-$00.0%$839 (vs do-nothing +$609)
$1175d13 Jul 2026$1.794/5$4,296$5,13776%81%+$1,278-$00.0%$-247 (vs do-nothing $-477)
$12516d24 Jul 2026$4.604/5$3,450$4,29176%81%+$986-$00.0%$877 (vs do-nothing +$647)
$1209d17 Jul 2026$2.844/5$3,787$4,62876%81%+$1,191-$00.0%$173 (vs do-nothing $-57)
$12416d24 Jul 2026$4.704/5$3,525$4,36675%80%+$899-$00.0%$917 (vs do-nothing +$687)
$1152d10 Jul 2026$1.722/5$5,160$7,75174%80%+$1,787-$00.0%$-23 (vs do-nothing $-252)
$1199d17 Jul 2026$3.004/5$4,000$4,84174%79%+$1,110-$00.0%$237 (vs do-nothing +$7)
$12316d24 Jul 2026$4.954/5$3,712$4,55374%79%+$916-$00.0%$1,017 (vs do-nothing +$787)
$12014d22 Jul 2026$3.355/5$3,589$3,55574%80%+$749-$00.0%$414 (vs do-nothing +$184)
$1165d13 Jul 2026$2.073/5$3,726$5,44274%79%+$1,076-$00.0%$-44 (vs do-nothing $-274)
$12216d24 Jul 2026$5.204/5$3,900$4,74172%79%+$923-$00.0%$1,117 (vs do-nothing +$887)
$1189d17 Jul 2026$3.254/5$4,333$5,17472%78%+$1,122-$00.0%$337 (vs do-nothing +$107)
$12116d24 Jul 2026$5.504/5$4,125$4,96671%78%+$956-$00.0%$1,237 (vs do-nothing +$1,007)
$1155d13 Jul 2026$2.383/5$4,284$6,00071%77%+$1,190-$00.0%$49 (vs do-nothing $-181)
$1142d10 Jul 2026$2.012/5$6,030$8,62171%77%+$1,921-$00.0%$-69 (vs do-nothing $-298)
$1179d17 Jul 2026$3.453/5$3,450$5,16670%77%+$778-$00.0%$370 (vs do-nothing +$140)
$12016d24 Jul 2026$5.903/5$3,319$5,03570%77%+$791-$00.0%$1,105 (vs do-nothing +$875)
$11712d20 Jul 2026$2.905/5$3,625$3,59170%78%+$106-$00.0%$189 (vs do-nothing $-41)
$11916d24 Jul 2026$6.103/5$3,431$5,14769%76%+$744-$00.0%$1,165 (vs do-nothing +$935)
$1169d17 Jul 2026$3.803/5$3,800$5,51668%76%+$840-$00.0%$475 (vs do-nothing +$245)
$11612d20 Jul 2026$3.055/5$3,812$3,77868%77%$-66-$00.0%$264 (vs do-nothing +$34)
$1145d13 Jul 2026$2.603/5$4,680$6,39668%77%+$1,080-$00.0%$-41 (vs do-nothing $-270)
$11816d24 Jul 2026$6.403/5$3,600$5,31667%76%+$744-$00.0%$1,255 (vs do-nothing +$1,025)
$1132d10 Jul 2026$2.321/5$3,480$6,94667%75%+$994-$00.0%$11 (vs do-nothing $-218)
$11614d22 Jul 2026$3.455/5$3,696$3,66267%76%$-275-$00.0%$464 (vs do-nothing +$234)
$1159d17 Jul 2026$4.303/5$4,300$6,01666%75%+$1,028-$00.0%$625 (vs do-nothing +$395)
$11716d24 Jul 2026$6.853/5$3,853$5,56966%75%+$819-$00.0%$1,390 (vs do-nothing +$1,160)
$1147d15 Jul 2026$1.565/5$3,343$3,30966%74%$-2,191-$00.0%$-741 (vs do-nothing $-970)
$11512d20 Jul 2026$3.454/5$3,450$4,29166%75%+$35-$00.0%$417 (vs do-nothing +$187)
$11514d22 Jul 2026$4.004/5$3,429$4,26965%75%$-18-$00.0%$637 (vs do-nothing +$407)
$11616d24 Jul 2026$7.103/5$3,994$5,71065%74%+$773-$00.0%$1,465 (vs do-nothing +$1,235)
$1135d13 Jul 2026$2.992/5$3,588$6,17965%74%+$807-$00.0%$-73 (vs do-nothing $-302)
$1149d17 Jul 2026$4.453/5$4,450$6,16664%73%+$840-$00.0%$514 (vs do-nothing +$285)
$11412d20 Jul 2026$3.504/5$3,500$4,34164%74%$-254-$00.0%$229 (vs do-nothing +$0)
$1137d15 Jul 2026$1.944/5$3,326$4,16763%73%$-1,679-$00.0%$-795 (vs do-nothing $-1,024)
$11516d24 Jul 2026$7.553/5$4,247$5,96363%73%+$830-$00.0%$1,600 (vs do-nothing +$1,370)
$1122d10 Jul 2026$2.651/5$3,975$7,44163%73%+$988-$00.0%$-56 (vs do-nothing $-285)
$11414d22 Jul 2026$4.054/5$3,471$4,31263%74%$-269-$00.0%$449 (vs do-nothing +$220)
$11416d24 Jul 2026$7.753/5$4,359$6,07562%73%+$736-$00.0%$1,504 (vs do-nothing +$1,275)
$1139d17 Jul 2026$4.803/5$4,800$6,51662%72%+$825-$00.0%$319 (vs do-nothing +$90)
$11312d20 Jul 2026$4.204/5$4,200$5,04162%73%+$80-$00.0%$109 (vs do-nothing $-120)
$1125d13 Jul 2026$3.252/5$3,900$6,49161%72%+$690-$00.0%$-221 (vs do-nothing $-450)
$11314d22 Jul 2026$4.554/5$3,900$4,74161%73%$-155-$00.0%$249 (vs do-nothing +$20)
$1127d15 Jul 2026$2.334/5$3,994$4,83560%72%$-1,646-$750.5%$-1,039 (vs do-nothing $-1,268)
$11316d24 Jul 2026$8.253/5$4,641$6,35760%72%+$801-$00.0%$1,354 (vs do-nothing +$1,125)
$1129d17 Jul 2026$5.252/5$3,500$6,09159%71%+$589-$00.0%$179 (vs do-nothing $-50)
$11212d20 Jul 2026$5.003/5$3,750$5,46659%72%+$365-$00.0%$79 (vs do-nothing $-150)
$11214d22 Jul 2026$4.954/5$4,243$5,08459%71%$-146-$00.0%$9 (vs do-nothing $-220)
$1112d10 Jul 2026$3.001/5$4,500$7,96659%71%+$938-$520.4%$-121 (vs do-nothing $-350)
$11216d24 Jul 2026$8.753/5$4,922$6,63859%71%+$855-$00.0%$1,204 (vs do-nothing +$975)
$1115d13 Jul 2026$3.502/5$4,200$6,79158%70%+$513-$40.0%$-371 (vs do-nothing $-600)
$1117d15 Jul 2026$2.783/5$3,574$5,29058%70%$-1,179-$2211.5%$-887 (vs do-nothing $-1,116)
$11116d24 Jul 2026$9.152/5$3,431$6,02257%71%+$562-$00.0%$759 (vs do-nothing +$530)
$1119d17 Jul 2026$5.652/5$3,767$6,35857%70%+$575-$00.0%$59 (vs do-nothing $-170)
$11112d20 Jul 2026$4.853/5$3,638$5,35357%71%$-65-$00.0%$-266 (vs do-nothing $-495)
$11114d22 Jul 2026$5.403/5$3,471$5,18757%71%$-87-$00.0%$-101 (vs do-nothing $-330)

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 v6.0  |  2026-07-08 21:34