FORTRESS FIGHT: INTC @ $109.17

BE SS: $114.00  |  CC-SS: $114.52  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

INTC @ $109.17   UNDERWATER $4.83 (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$10,010/mo95% ann ROI on ML
Hedge rolling cost$29/mo
Unrealized P&L$-4,025fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,005/mo
HEDGE COVER
$29/mo
NORMAL INCOME
$10,010/mo (ATM CC, chain)
IC VELOCITY
1.4 mo to earn back $14,500
ML VELOCITY
4.7 mo to earn back $47,000
NOT a deep drawdown: a CC at CC-SS $114.52 (probe: $115C 13d) still earns $7,385/mo (74% 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)
$2,764
was $4,025 · 31% earned back
Cycles closed
1
Credit in flight
$496
CC-SS ratchet
$116.78 → $114.52
Open legAcctCredit/shIn flightOpened
5x $130C 15 Jul 2026U13190865$0.99$4962026-07-10
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 66 (live) · RSI 60 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 41 · %B 12 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $155.30 (+42%) · daily UBB $143.96 · 1-wk expected move ±$12 (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 $117 / 6d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($5,005/mo); it brings $5,075/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 × $110/6d for $11,125/mo, but breach risk rises to 45% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 1 × $136/6d (98% survival, $95/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 $-4,048 and cuts bleed by $29/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (6d) · sell 5 × $117, 77% survival, $5,075/mo (E[net] $1,676/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 6d5 × $11777%$5,075$1,676

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,676/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $117 (primary), 77% survival, breach 23%, $5,075/mo.
⚖️ Worth a safer step: the $120 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $1,550/mo less (31% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $120 rung, unless you need the income to cover the hedge bleed, or you expect INTC to stay flat-to-down near term.
INTC  spot $109.17 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $13617 Jul6d24.6%98%4%$19$95-$4,980$0
Sell 1 × $136 24.6% OTM over spot $109.17 17 Jul 2026 (6d, $0.20 mid)
= $19 credit for the 6d cycle → $95/mo projected
Survival (stays ≤ $136)
98%
Breach risk
2%
POP (stays ≤ $136.20)
98%
EV / mo
+$77
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  96% of paths whole by 9 mo (vs 98% without)  ·  ~0.1 challenges expected  ·  median CC cash $679
🛡 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)
2%
Flat exit net (mid-life)
-$426
Free roll-up
none
Safest escape (by 31 Jul 2026)
$155 @ 82% POP
78% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.29/sh now → $4.45 mid-life → ≈ $0 at expiry  |  you banked $0.19/sh, so a flat mid-life exit nets -$4.26/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (1 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$13620 Jul 20266d left-$0.01/sh-$1
cycle +$18
67%
surv 52%
+$2,603 SAFE
cap gain +$6,628
Max even-money escape in the band~$15331 Jul 202617d left+$0.13/sh+$13
cycle +$32
81%
surv 76%
+$4,788 SAFE
cap gain +$8,813
Safety roll (pay small debit, max POP)~$15531 Jul 202617d left-$0.18/sh-$18
cycle +$1
82%
surv 78%
+$5,015 SAFE
cap gain +$9,040
budget: banked $19 debit $18 (96% used ≈ 0.8 wk of income) → whole cycle still +$1 cash · rolled 1 ct earn ≈ $753/mo while parked; 4 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$95/mo
vs 50% target ($5,005/mo)-98%
vs normal income ($10,010/mo)1% covered
Net income (after hedge)$3,393/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 ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-806
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.19 collected) or spot ≥ $136.20 (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 $143.96 (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
$135-136.20
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $136.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$136.00 (2.5σ)$19$2,604+$6,629+$1,914
+2.5%$139.40 (2.8σ)$-321$2,703+$6,728+$1,914
+5%$142.80 (3.1σ)$-661$2,802+$6,827+$1,914
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,025
+ Fortress recovery (un-capped): +$2,825
− CC assignment net of premium (1 × $136): -$0
+ Conservative CC premium (4 × $114): +$1,014
Total Position P&L @ SS: $-186 (+$3,839 vs today)
Do-nothing baseline at SS: $67 (this trade vs do-nothing: $-253, the opportunity cost of earning $95/mo FIGHT income now)
🛡 safe yield5 × $12417 Jul6d13.6%90%20%$405$2,025-$3,050$0
Sell 5 × $124 13.6% OTM over spot $109.17 17 Jul 2026 (6d, $0.84 mid)
= $405 credit for the 6d cycle → $2,025/mo projected
Survival (stays ≤ $124)
90%
Breach risk
10%
POP (stays ≤ $124.84)
91%
EV / mo
+$1,225
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median  ·  91% of paths whole by 9 mo (vs 97% without)  ·  ~0.8 challenges expected  ·  median CC cash $399
🛡 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)
-$1,624
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$145 @ 84% POP
81% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.74/sh now → $4.06 mid-life (likely $3.55–$6.21)≈ $0 at expiry  |  you banked $0.81/sh, so a flat mid-life exit nets -$3.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 417 simulated challenges: the $124 strike is typically first touched on day 4 of 6, at $127 (overshoots $2.93). 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)~$12420 Jul 20266d left+$0.28/sh+$138
cycle +$543
[-$43…+$445] · 70% credit
67%
surv 52%
+$4,361 SAFE
cap gain +$8,386
Reliable up-and-out (highest cap still free ≥60%)~$13831 Jul 202617d left+$0.93/sh+$465
cycle +$870
[-$129…+$672] · 68% credit
79%
surv 74%
+$12,000 SAFE
cap gain +$16,025
Up-and-out for even (raise the cap, free)~$12520 Jul 20266d left+$0.04/sh+$19
cycle +$424
[-$176…+$288] · 52% credit
69%
surv 55%
+$4,678 SAFE
cap gain +$8,703
Max even-money escape in the band~$14131 Jul 202617d left+$0.18/sh+$89
cycle +$494
[-$585…+$286] · 39% credit
81%
surv 77%
+$13,211 SAFE
cap gain +$17,236
Safety roll (pay small debit, max POP)~$14531 Jul 202617d left-$0.53/sh-$264
cycle +$141
[-$1,002…-$86] · 18% credit
84%
surv 81%
+$14,975 SAFE
cap gain +$19,000
budget: banked $405 debit $264 (65% used ≈ 0.6 wk of income) → whole cycle still +$141 cash · rolled 5 ct earn ≈ $3,116/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,025/mo
vs 50% target ($5,005/mo)-60%
vs normal income ($10,010/mo)20% covered
Net income (after hedge)$1,996/mo
Downside budget
✓ $124 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 ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,043
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.81 collected) or spot ≥ $124.84 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $124)); NOT the premium you collected. Momentum override: two daily closes above $143.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $122.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$123-124.84
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
≥ $124.84
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$124.00 (1.4σ)$405$4,222+$8,247+$3,880
+2.5%$127.10 (1.6σ)$-1,145$4,312+$8,337+$3,880
+5%$130.20 (1.9σ)$-2,695$4,402+$8,427+$3,880
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,025
+ Fortress recovery (un-capped): +$2,825
− CC assignment net of premium (5 × $124): -$0
Total Position P&L @ SS: $-1,200 (+$2,825 vs today)
Do-nothing baseline at SS: $67 (this trade vs do-nothing: $-1,267, the opportunity cost of earning $2,025/mo FIGHT income now)
33% normal ← lean5 × $12017 Jul6d9.9%84%33%$705$3,525-$1,550$0
Sell 5 × $120 9.9% OTM over spot $109.17 17 Jul 2026 (6d, $1.44 mid)
= $705 credit for the 6d cycle → $3,525/mo projected
Survival (stays ≤ $120)
84%
Breach risk
16%
POP (stays ≤ $121.44)
87%
EV / mo
+$1,862
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  93% of paths whole by 9 mo (vs 98% without)  ·  ~1.4 challenges expected  ·  median CC cash $699
🛡 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)
24%
Flat exit net (mid-life)
-$1,259
Free roll-up
+$2/wk
Safest escape (by 31 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.55/sh now → $3.93 mid-life (likely $3.74–$6.51)≈ $0 at expiry  |  you banked $1.41/sh, so a flat mid-life exit nets -$2.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 730 simulated challenges: the $120 strike is typically first touched on day 4 of 6, at $123 (overshoots $2.88). 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)~$12020 Jul 20266d left+$0.36/sh+$180
cycle +$885
[-$40…+$354] · 70% credit
67%
surv 52%
+$2,587 SAFE
cap gain +$6,612
Reliable up-and-out (highest cap still free ≥60%)~$13431 Jul 202617d left+$0.92/sh+$460
cycle +$1,165
[-$230…+$564] · 65% credit
79%
surv 74%
+$10,180 SAFE
cap gain +$14,205
Up-and-out for even (raise the cap, free)~$12120 Jul 20266d left+$0.12/sh+$60
cycle +$765
[-$169…+$216] · 48% credit
69%
surv 55%
+$2,903 SAFE
cap gain +$6,928
Max even-money escape in the band~$13731 Jul 202617d left+$0.18/sh+$89
cycle +$794
[-$688…+$170] · 34% credit
81%
surv 77%
+$11,396 SAFE
cap gain +$15,421
Safety roll (pay small debit, max POP)~$14631 Jul 202617d left-$1.31/sh-$654
cycle +$51
[-$1,596…-$607] · 3% credit
87%
surv 85%
+$15,413 SAFE
cap gain +$19,438
budget: banked $705 debit $654 (93% used ≈ 0.8 wk of income) → whole cycle still +$51 cash · rolled 5 ct earn ≈ $2,311/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$3,525/mo
vs 50% target ($5,005/mo)-30%
vs normal income ($10,010/mo)35% covered
Net income (after hedge)$3,496/mo
Downside budget
✓ $120 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 ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,040
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 $1.41 collected) or spot ≥ $121.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $143.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-121.44
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
≥ $121.44
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (≤1σ, normal week)$705$2,406+$6,431+$2,180
+2.5%$123.00 (1.3σ)$-795$2,493+$6,518+$2,180
+5%$126.00 (1.5σ)$-2,295$2,580+$6,605+$2,180
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,025
+ Fortress recovery (un-capped): +$2,825
− CC assignment net of premium (5 × $120): -$0
Total Position P&L @ SS: $-1,200 (+$2,825 vs today)
Do-nothing baseline at SS: $67 (this trade vs do-nothing: $-1,267, the opportunity cost of earning $3,525/mo FIGHT income now)
🎯 50% normal5 × $11717 Jul6d7.2%77%36%$1,015$5,075$0
Sell 5 × $117 7.2% OTM over spot $109.17 17 Jul 2026 (6d, $2.08 mid)
= $1,015 credit for the 6d cycle → $5,075/mo projected
Survival (stays ≤ $117)
77%
Breach risk
23%
POP (stays ≤ $119.08)
82%
EV / mo
+$2,263
📈 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)  ·  ~2.2 challenges expected  ·  median CC cash $1,013
🛡 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)
36%
Flat exit net (mid-life)
-$900
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$139 @ 88% POP
87% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.41/sh now → $3.83 mid-life (likely $4.16–$6.72)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$1.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,065 simulated challenges: the $117 strike is typically first touched on day 3 of 6, at $120 (overshoots $2.78). 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
Reliable up-and-out (highest cap still free ≥60%)~$13031 Jul 202617d left+$1.06/sh+$532
cycle +$1,547
[-$217…+$472] · 62% credit
79%
surv 73%
+$8,446 SAFE
cap gain +$12,471
Roll out (same strike, buy time)~$11720 Jul 20266d left+$0.42/sh+$209
cycle +$1,224
[-$76…+$295] · 61% credit
67%
surv 52%
+$1,339 SAFE
cap gain +$5,364
Up-and-out for even (raise the cap, free)~$11820 Jul 20266d left+$0.18/sh+$89
cycle +$1,104
[-$198…+$151] · 40% credit
69%
surv 55%
+$1,655 SAFE
cap gain +$5,680
Max even-money escape in the band~$13431 Jul 202617d left+$0.17/sh+$87
cycle +$1,102
[-$745…+$3] · 25% credit
82%
surv 78%
+$10,117 SAFE
cap gain +$14,142
Safety roll (pay small debit, max POP)~$13924 Jul 202610d left-$1.97/sh-$984
cycle +$31
[-$1,982…-$1,146]
88%
surv 87%
+$11,691 SAFE
cap gain +$15,716
budget: banked $1,015 debit $984 (97% used ≈ 0.8 wk of income) → whole cycle still +$31 cash · rolled 5 ct earn ≈ $2,793/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$5,075/mo
vs 50% target ($5,005/mo)+1%
vs normal income ($10,010/mo)51% covered
Net income (after hedge)$5,046/mo
Downside budget
✓ $117 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 < $0.51/sh (~25% of the $2.03 collected) or spot ≥ $119.08 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $117)); NOT the premium you collected. Momentum override: two daily closes above $143.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $115.83Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$116-119.08
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
≥ $119.08
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$117.00 (≤1σ, normal week)$1,015$1,129+$5,154+$990
+2.5%$119.92 (≤1σ, normal week)$-447$1,214+$5,239+$990
+5%$122.85 (1.3σ)$-1,910$1,299+$5,324+$990
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,025
+ Fortress recovery (un-capped): +$2,825
− CC assignment net of premium (5 × $117): -$0
Total Position P&L @ SS: $-1,200 (+$2,825 vs today)
Do-nothing baseline at SS: $67 (this trade vs do-nothing: $-1,267, the opportunity cost of earning $5,075/mo FIGHT income now)
100% normal5 × $11017 Jul6d0.8%55%94%$2,225$11,125+$6,050$33
Sell 5 × $110 0.8% OTM over spot $109.17 17 Jul 2026 (6d, $4.55 mid)
= $2,225 credit for the 6d cycle → $11,125/mo projected
Survival (stays ≤ $110)
55%
Breach risk
45%
POP (stays ≤ $114.55)
70%
EV / mo
+$2,791
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.2] median, 0.1 mo faster than no FIGHT (0.2 mo)  ·  98% of paths whole by 9 mo (vs 98% without)  ·  ~3.4 challenges expected  ·  median CC cash $2,223
🛡 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)
72%
Flat exit net (mid-life)
+$425
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$134 @ 90% POP
89% 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 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.09/sh now → $3.60 mid-life (likely $4.95–$7.59)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets +$0.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,153 simulated challenges: the $110 strike is typically first touched on day 2 of 6, at $113 (overshoots $3.20). 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
Reliable up-and-out (highest cap still free ≥60%)~$12131 Jul 202617d left+$1.77/sh+$886
cycle +$3,111
[-$31…+$564] · 74% credit
78%
surv 71%
+$5,249 SAFE
cap gain +$9,274
Roll out (same strike, buy time)~$11020 Jul 20266d left+$0.54/sh+$271
cycle +$2,496
[-$135…+$79] · 47% credit
67%
surv 52%
-$1,092 NOT
cap gain +$2,933
Up-and-out for even (raise the cap, free)~$11120 Jul 20266d left+$0.30/sh+$149
cycle +$2,374
[-$259…-$43] · 20% credit
69%
surv 55%
-$778 NOT
cap gain +$3,247
Max even-money escape in the band~$12731 Jul 202617d left+$0.15/sh+$74
cycle +$2,299
[-$1,068…-$310] · 8% credit
82%
surv 78%
+$7,611 SAFE
cap gain +$11,636
reaches SS ✓
Safety roll (pay small debit, max POP)~$13424 Jul 202610d left-$2.16/sh-$1,081
cycle +$1,144
[-$2,467…-$1,517]
90%
surv 89%
+$10,159 SAFE
cap gain +$14,184
budget: banked $2,225 debit $1,081 (49% used ≈ 0.4 wk of income) → whole cycle still +$1,144 cash · rolled 5 ct earn ≈ $2,159/mo while parked; 0 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$11,125/mo
vs 50% target ($5,005/mo)+122%
vs normal income ($10,010/mo)111% covered
Net income (after hedge)$11,096/mo
Downside budget
⚠ $110 is $5 below CC-SS $114.52: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$33
… as % of IC ($14,500)0.2%
… as % of ML ($47,000)0.1%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-4,075
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.11/sh (~25% of the $4.45 collected) or spot ≥ $114.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $143.96 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $108.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$109-114.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $114.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$110.00 (≤1σ, normal week)$2,225$-1,364+$2,661+$700
+2.5%$112.75 (≤1σ, normal week)$850$-1,284+$2,741-$675
+5%$115.50 (≤1σ, normal week)$-525$-1,204+$2,821-$1,300
V-BOUNCE STRESS (stock → CC-SS $114.52, where you are whole again, by expiry)
Starting unrealized P&L: $-4,025
+ Fortress recovery (un-capped): +$2,825
− CC assignment net of premium (5 × $110): -$33
Total Position P&L @ SS: $-1,233 (+$2,792 vs today)
Do-nothing baseline at SS: $67 (this trade vs do-nothing: $-1,300, the opportunity cost of earning $11,125/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 (60 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 60 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: 1.058 (IBKR)  |  Recovery@SS: +$2,825 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $67

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1154d15 Jul 2026$1.565/5$5,850$5,82177%83%+$2,958-$00.0%$-420 (vs do-nothing $-487)
$1176d17 Jul 2026$2.035/5$5,075$5,04677%82%+$2,263-$00.0%$-185 (vs do-nothing $-252)
$1166d17 Jul 2026$2.305/5$5,750$5,72174%80%+$2,422-$00.0%$-50 (vs do-nothing $-117)
$1144d15 Jul 2026$1.814/5$5,430$6,23374%80%+$2,487-$00.0%$-429 (vs do-nothing $-496)
$12013d24 Jul 2026$4.805/5$5,538$5,50972%79%+$1,732-$00.0%$1,200 (vs do-nothing +$1,133)
$1156d17 Jul 2026$2.604/5$5,200$6,00372%79%+$2,061-$00.0%$94 (vs do-nothing +$26)
$11913d24 Jul 2026$5.005/5$5,769$5,74071%78%+$1,665-$00.0%$1,300 (vs do-nothing +$1,233)
$1159d20 Jul 2026$3.105/5$5,167$5,13770%78%+$1,826-$00.0%$350 (vs do-nothing +$283)
$1134d15 Jul 2026$2.124/5$6,360$7,16370%78%+$2,659-$00.0%$-705 (vs do-nothing $-772)
$11813d24 Jul 2026$5.305/5$6,115$6,08669%77%+$1,693-$00.0%$1,450 (vs do-nothing +$1,383)
$1146d17 Jul 2026$2.894/5$5,780$6,58369%77%+$2,095-$00.0%$3 (vs do-nothing $-64)
$11713d24 Jul 2026$5.654/5$5,215$6,01868%76%+$1,406-$00.0%$1,314 (vs do-nothing +$1,246)
$11720d31 Jul 2026$6.955/5$5,212$5,18366%75%+$1,193-$00.0%$2,275 (vs do-nothing +$2,208)
Show 47 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11613d24 Jul 2026$6.004/5$5,538$6,34166%75%+$1,441-$00.0%$1,454 (vs do-nothing +$1,386)
$1136d17 Jul 2026$3.154/5$6,300$7,10365%75%+$1,993-$00.0%$-293 (vs do-nothing $-360)
$1124d15 Jul 2026$2.473/5$5,558$7,19265%76%+$2,105-$140.1%$-707 (vs do-nothing $-774)
$11620d31 Jul 2026$7.305/5$5,475$5,44665%74%+$1,209-$00.0%$2,450 (vs do-nothing +$2,383)
$11513d24 Jul 2026$6.404/5$5,908$6,71064%74%+$1,503-$00.0%$1,614 (vs do-nothing +$1,546)
$1139d20 Jul 2026$3.255/5$5,417$5,38764%74%+$1,077-$00.0%$-333 (vs do-nothing $-400)
$11520d31 Jul 2026$8.005/5$6,000$5,97163%74%+$1,475-$00.0%$2,800 (vs do-nothing +$2,733)
$11311d22 Jul 2026$4.105/5$5,591$5,56263%73%+$927-$00.0%$92 (vs do-nothing +$25)
$11413d24 Jul 2026$6.704/5$6,185$6,98763%73%+$1,454-$00.0%$1,527 (vs do-nothing +$1,460)
$1126d17 Jul 2026$3.603/5$5,400$7,03462%74%+$1,644-$00.0%$-368 (vs do-nothing $-435)
$11420d31 Jul 2026$8.055/5$6,038$6,00862%73%+$1,240-$00.0%$2,567 (vs do-nothing +$2,500)
$1129d20 Jul 2026$3.904/5$5,200$6,00361%73%+$1,257-$00.0%$-393 (vs do-nothing $-460)
$11313d24 Jul 2026$7.054/5$6,508$7,31061%72%+$1,432-$00.0%$1,267 (vs do-nothing +$1,200)
$11320d31 Jul 2026$8.504/5$5,100$5,90360%72%+$1,034-$00.0%$1,847 (vs do-nothing +$1,780)
$1114d15 Jul 2026$2.883/5$6,480$8,11460%74%+$2,229-$1911.3%$-884 (vs do-nothing $-951)
$11211d22 Jul 2026$4.355/5$5,932$5,90360%72%+$762-$00.0%$-283 (vs do-nothing $-350)
$11213d24 Jul 2026$7.453/5$5,158$6,79260%76%+$2,234-$00.0%$787 (vs do-nothing +$720)
$11220d31 Jul 2026$8.904/5$5,340$6,14359%72%+$1,034-$00.0%$1,607 (vs do-nothing +$1,540)
$1116d17 Jul 2026$3.903/5$5,850$7,48459%72%+$1,504-$00.0%$-578 (vs do-nothing $-645)
$1119d20 Jul 2026$3.954/5$5,267$6,06958%71%+$800-$00.0%$-773 (vs do-nothing $-840)
$11111d22 Jul 2026$4.904/5$5,345$6,14858%71%+$770-$00.0%$-393 (vs do-nothing $-460)
$11120d31 Jul 2026$9.204/5$5,520$6,32357%71%+$964-$00.0%$1,327 (vs do-nothing +$1,260)
$11113d24 Jul 2026$7.903/5$5,469$7,10457%75%+$2,263-$00.0%$622 (vs do-nothing +$555)
$11020d31 Jul 2026$9.954/5$5,970$6,77356%70%+$1,152-$00.0%$1,227 (vs do-nothing +$1,160)
$1104d15 Jul 2026$3.203/5$7,200$8,83456%71%+$2,018-$3952.7%$-1,088 (vs do-nothing $-1,155)
$1106d17 Jul 2026$4.453/5$6,675$8,30955%70%+$1,674-$200.1%$-713 (vs do-nothing $-780)
$11013d24 Jul 2026$8.353/5$5,781$7,41555%74%+$2,272-$00.0%$457 (vs do-nothing +$390)
$11011d22 Jul 2026$5.354/5$5,836$6,63955%69%+$785-$00.0%$-613 (vs do-nothing $-680)
$1109d20 Jul 2026$4.854/5$6,467$7,26955%70%+$1,423-$00.0%$-813 (vs do-nothing $-880)
$10920d31 Jul 2026$10.204/5$6,120$6,92354%69%+$1,028-$00.0%$927 (vs do-nothing +$860)
$10820d31 Jul 2026$10.554/5$6,330$7,13353%69%+$952-$00.0%$667 (vs do-nothing +$600)
$10913d24 Jul 2026$8.853/5$6,127$7,76153%73%+$2,296-$00.0%$307 (vs do-nothing +$240)
$10911d22 Jul 2026$5.554/5$6,055$6,85752%68%+$490-$00.0%$-933 (vs do-nothing $-1,000)
$1099d20 Jul 2026$5.103/5$5,100$6,73452%68%+$843-$1250.9%$-818 (vs do-nothing $-885)
$1096d17 Jul 2026$4.853/5$7,275$8,90951%68%+$1,552-$2001.4%$-893 (vs do-nothing $-960)
$10720d31 Jul 2026$10.954/5$6,570$7,37351%68%+$895-$00.0%$427 (vs do-nothing +$360)
$1094d15 Jul 2026$3.702/5$5,550$8,01651%69%+$1,380-$3632.5%$-803 (vs do-nothing $-870)
$10813d24 Jul 2026$9.303/5$6,438$8,07350%72%+$2,265-$00.0%$142 (vs do-nothing +$75)
$10811d22 Jul 2026$6.403/5$5,236$6,87150%67%+$650-$350.2%$-728 (vs do-nothing $-795)
$1089d20 Jul 2026$5.603/5$5,600$7,23448%67%+$826-$2751.9%$-968 (vs do-nothing $-1,035)
$1086d17 Jul 2026$5.402/5$5,400$7,86648%67%+$1,058-$2231.5%$-663 (vs do-nothing $-730)
$10713d24 Jul 2026$9.803/5$6,785$8,41947%71%+$2,248-$00.0%$-8 (vs do-nothing $-75)
$10711d22 Jul 2026$6.503/5$5,318$6,95347%66%+$291-$3052.1%$-998 (vs do-nothing $-1,065)
$1084d15 Jul 2026$4.202/5$6,300$8,76646%67%+$1,318-$4633.2%$-903 (vs do-nothing $-970)
$1079d20 Jul 2026$6.203/5$6,200$7,83445%66%+$867-$3952.7%$-1,088 (vs do-nothing $-1,155)
$1076d17 Jul 2026$5.952/5$5,950$8,41644%66%+$1,037-$3132.2%$-753 (vs do-nothing $-820)
$1074d15 Jul 2026$4.852/5$7,275$9,74141%65%+$1,384-$5333.7%$-973 (vs do-nothing $-1,040)

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 v6.1  |  2026-07-11 00:20