FORTRESS FIGHT: INTC @ $110.24

BE SS: $114.00  |  CC-SS: $114.70  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 03:39

INTC @ $110.24   UNDERWATER $3.76 (3.3% below BE SS)

5 contracts (500 sh)  |  BE SS: $114.00  |  CC-SS: $114.70  |  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$9,819/mo95% ann ROI on ML
Hedge rolling cost$22/mo
Unrealized P&L$-3,565fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,910/mo
HEDGE COVER
$22/mo
NORMAL INCOME
$9,819/mo (ATM CC, chain)
IC VELOCITY
1.5 mo to earn back $14,500
ML VELOCITY
4.8 mo to earn back $47,000
NOT a deep drawdown: a CC at CC-SS $114.70 (probe: $115C 13d) still earns $7,615/mo (78% 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)
$2,304
was $3,565 · 35% earned back
Cycles closed
1
Credit in flight
$496
CC-SS ratchet
$116.99 → $114.70
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 42 · %B 14 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $155.43 (+41%) · daily UBB $143.74 · 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 $118 / 6d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($4,910/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 × $111/6d 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 × $137/6d (99% survival, $100/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 $-3,585 and cuts bleed by $22/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 × $118, 76% survival, $5,075/mo (E[net] $1,586/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 × $11876%$5,075$1,586

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,586/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $118 (primary), 76% survival, breach 24%, $5,075/mo.
⚖️ Worth a safer step: the $121 rung (33% normal) lifts survival to 83% (breach 24% → 17%) 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 $121 rung, unless you need the income to cover the hedge bleed, or you expect INTC to stay flat-to-down near term.
INTC  spot $110.24 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $13717 Jul6d24.3%99%3%$20$100-$4,975$0
Sell 1 × $137 24.3% OTM over spot $110.24 17 Jul 2026 (6d, $0.22 mid)
= $20 credit for the 6d cycle → $100/mo projected
Survival (stays ≤ $137)
99%
Breach risk
1%
POP (stays ≤ $137.22)
99%
EV / mo
+$91
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.4] median  ·  99% of paths whole by 9 mo (vs 100% without)  ·  ~0.0 challenges expected  ·  median CC cash $630
🛡 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)
-$408
Free roll-up
none
Safest escape (by 31 Jul 2026)
$157 @ 83% POP
79% 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: $6.06/sh now → $4.28 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$4.08/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)~$13720 Jul 20266d left+$0.15/sh+$15
cycle +$35
67%
surv 52%
+$3,153 SAFE
cap gain +$6,718
Max even-money escape in the band~$15531 Jul 202617d left+$0.13/sh+$13
cycle +$33
81%
surv 77%
+$5,433 SAFE
cap gain +$8,998
Safety roll (pay small debit, max POP)~$15731 Jul 202617d left-$0.13/sh-$13
cycle +$7
83%
surv 79%
+$5,664 SAFE
cap gain +$9,229
budget: banked $20 debit $13 (65% used ≈ 0.6 wk of income) → whole cycle still +$7 cash · rolled 1 ct earn ≈ $733/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$100/mo
vs 50% target ($4,910/mo)-98%
vs normal income ($9,819/mo)1% covered
Net income (after hedge)$4,824/mo
Downside budget
✓ $137 is at/above CC-SS $114.70: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-715
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 $0.20 collected) or spot ≥ $137.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $137)); NOT the premium you collected. Momentum override: two daily closes above $143.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $135.63Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$136-137.22
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
≥ $137.22
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$137.00 (2.4σ)$20$3,138+$6,703+$1,885
+2.5%$140.42 (2.7σ)$-322$3,235+$6,800+$1,885
+5%$143.85 (3.0σ)$-665$3,333+$6,898+$1,885
V-BOUNCE STRESS (stock → CC-SS $114.70, where you are whole again, by expiry)
Starting unrealized P&L: $-3,565
+ Fortress recovery (un-capped): +$2,360
− CC assignment net of premium (1 × $137): -$0
+ Conservative CC premium (4 × $114): +$1,458
Total Position P&L @ SS: $253 (+$3,818 vs today)
Do-nothing baseline at SS: $617 (this trade vs do-nothing: $-365, the opportunity cost of earning $100/mo FIGHT income now)
🛡 safe yield5 × $12617 Jul6d14.3%91%19%$380$1,900-$3,175$0
Sell 5 × $126 14.3% OTM over spot $110.24 17 Jul 2026 (6d, $0.78 mid)
= $380 credit for the 6d cycle → $1,900/mo projected
Survival (stays ≤ $126)
91%
Breach risk
9%
POP (stays ≤ $126.78)
92%
EV / mo
+$1,140
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.4] median  ·  92% of paths whole by 9 mo (vs 100% 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)
12%
Flat exit net (mid-life)
-$1,589
Free roll-up
none
Safest escape (by 31 Jul 2026)
$148 @ 84% POP
82% 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: $5.57/sh now → $3.94 mid-life (likely $3.49–$6.50)≈ $0 at expiry  |  you banked $0.76/sh, so a flat mid-life exit nets -$3.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 366 simulated challenges: the $126 strike is typically first touched on day 4 of 6, at $129 (overshoots $3.03). 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)~$12620 Jul 20266d left+$0.40/sh+$199
cycle +$579
[+$63…+$537] · 84% credit
67%
surv 52%
+$5,343 SAFE
cap gain +$8,908
Reliable up-and-out (highest cap still free ≥60%)~$14131 Jul 202617d left+$0.92/sh+$460
cycle +$840
[-$195…+$660] · 65% credit
80%
surv 75%
+$13,405 SAFE
cap gain +$16,970
Max even-money escape in the band~$14531 Jul 202617d left+$0.02/sh+$8
cycle +$388
[-$741…+$191] · 35% credit
82%
surv 79%
+$15,066 SAFE
cap gain +$18,631
Safety roll (pay small debit, max POP)~$14831 Jul 202617d left-$0.58/sh-$292
cycle +$88
[-$1,118…-$124] · 21% credit
84%
surv 82%
+$16,352 SAFE
cap gain +$19,917
budget: banked $380 debit $292 (77% used ≈ 0.7 wk of income) → whole cycle still +$88 cash · rolled 5 ct earn ≈ $2,960/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,900/mo
vs 50% target ($4,910/mo)-61%
vs normal income ($9,819/mo)19% covered
Net income (after hedge)$1,878/mo
Downside budget
✓ $126 is at/above CC-SS $114.70: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-3,575
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.76 collected) or spot ≥ $126.78 (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 $143.74 (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
$125-126.78
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
≥ $126.78
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$126.00 (1.4σ)$380$5,144+$8,709+$4,205
+2.5%$129.15 (1.7σ)$-1,195$5,234+$8,799+$4,205
+5%$132.30 (2.0σ)$-2,770$5,324+$8,889+$4,205
V-BOUNCE STRESS (stock → CC-SS $114.70, where you are whole again, by expiry)
Starting unrealized P&L: $-3,565
+ Fortress recovery (un-capped): +$2,360
− CC assignment net of premium (5 × $126): -$0
Total Position P&L @ SS: $-1,205 (+$2,360 vs today)
Do-nothing baseline at SS: $617 (this trade vs do-nothing: $-1,823, the opportunity cost of earning $1,900/mo FIGHT income now)
33% normal ← lean5 × $12117 Jul6d9.8%83%35%$705$3,525-$1,550$0
Sell 5 × $121 9.8% OTM over spot $110.24 17 Jul 2026 (6d, $1.44 mid)
= $705 credit for the 6d cycle → $3,525/mo projected
Survival (stays ≤ $121)
83%
Breach risk
17%
POP (stays ≤ $122.44)
86%
EV / mo
+$1,708
📈 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 100% without)  ·  ~1.1 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)
-$1,186
Free roll-up
none
Safest escape (by 31 Jul 2026)
$148 @ 88% POP
86% 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: $5.35/sh now → $3.78 mid-life (likely $3.70–$6.33)≈ $0 at expiry  |  you banked $1.41/sh, so a flat mid-life exit nets -$2.37/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 706 simulated challenges: the $121 strike is typically first touched on day 4 of 6, at $124 (overshoots $2.94). 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)~$12120 Jul 20266d left+$0.50/sh+$248
cycle +$953
[+$68…+$424] · 83% credit
67%
surv 52%
+$3,074 SAFE
cap gain +$6,639
Reliable up-and-out (highest cap still free ≥60%)~$13631 Jul 202617d left+$0.91/sh+$453
cycle +$1,158
[-$213…+$522] · 65% credit
80%
surv 75%
+$11,080 SAFE
cap gain +$14,645
Max even-money escape in the band~$14031 Jul 202617d left+$0.02/sh+$8
cycle +$713
[-$757…+$54] · 27% credit
83%
surv 79%
+$12,749 SAFE
cap gain +$16,314
Safety roll (pay small debit, max POP)~$14831 Jul 202617d left-$1.30/sh-$651
cycle +$54
[-$1,573…-$628] · 3% credit
88%
surv 86%
+$16,318 SAFE
cap gain +$19,883
budget: banked $705 debit $651 (92% used ≈ 0.8 wk of income) → whole cycle still +$54 cash · rolled 5 ct earn ≈ $2,188/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 ($4,910/mo)-28%
vs normal income ($9,819/mo)36% covered
Net income (after hedge)$3,503/mo
Downside budget
✓ $121 is at/above CC-SS $114.70: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-3,577
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 ≥ $122.44 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $121)); NOT the premium you collected. Momentum override: two daily closes above $143.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $119.79Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$120-122.44
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
≥ $122.44
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$121.00 (≤1σ, normal week)$705$2,827+$6,392+$2,030
+2.5%$124.02 (1.2σ)$-807$2,913+$6,478+$2,030
+5%$127.05 (1.5σ)$-2,320$2,999+$6,564+$2,030
V-BOUNCE STRESS (stock → CC-SS $114.70, where you are whole again, by expiry)
Starting unrealized P&L: $-3,565
+ Fortress recovery (un-capped): +$2,360
− CC assignment net of premium (5 × $121): -$0
Total Position P&L @ SS: $-1,205 (+$2,360 vs today)
Do-nothing baseline at SS: $617 (this trade vs do-nothing: $-1,823, the opportunity cost of earning $3,525/mo FIGHT income now)
🎯 50% normal5 × $11817 Jul6d7.0%76%38%$1,015$5,075$0
Sell 5 × $118 7.0% OTM over spot $110.24 17 Jul 2026 (6d, $2.07 mid)
= $1,015 credit for the 6d cycle → $5,075/mo projected
Survival (stays ≤ $118)
76%
Breach risk
24%
POP (stays ≤ $120.07)
81%
EV / mo
+$2,076
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.4] median  ·  96% of paths whole by 9 mo (vs 100% without)  ·  ~1.7 challenges expected  ·  median CC cash $1,011
🛡 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)
38%
Flat exit net (mid-life)
-$829
Free roll-up
none
Safest escape (by 24 Jul 2026)
$141 @ 89% 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: $5.22/sh now → $3.69 mid-life (likely $4.04–$6.31)≈ $0 at expiry  |  you banked $2.03/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,135 simulated challenges: the $118 strike is typically first touched on day 3 of 6, at $121 (overshoots $2.71). 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)~$11820 Jul 20266d left+$0.55/sh+$275
cycle +$1,290
[+$38…+$365] · 82% credit
67%
surv 52%
+$1,826 SAFE
cap gain +$5,391
Reliable up-and-out (highest cap still free ≥60%)~$13231 Jul 202617d left+$1.00/sh+$499
cycle +$1,514
[-$174…+$433] · 63% credit
79%
surv 74%
+$9,323 SAFE
cap gain +$12,888
Max even-money escape in the band~$13731 Jul 202617d left+$0.01/sh+$5
cycle +$1,020
[-$758…-$88] · 19% credit
83%
surv 79%
+$11,471 SAFE
cap gain +$15,036
Safety roll (pay small debit, max POP)~$14124 Jul 202610d left-$1.96/sh-$979
cycle +$36
[-$1,898…-$1,148]
89%
surv 87%
+$12,601 SAFE
cap gain +$16,166
budget: banked $1,015 debit $979 (96% used ≈ 0.8 wk of income) → whole cycle still +$36 cash · rolled 5 ct earn ≈ $2,596/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 ($4,910/mo)+3%
vs normal income ($9,819/mo)52% covered
Net income (after hedge)$5,053/mo
Downside budget
✓ $118 is at/above CC-SS $114.70: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-3,585
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 ≥ $120.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $118)); NOT the premium you collected. Momentum override: two daily closes above $143.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $116.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$117-120.07
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
≥ $120.07
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$118.00 (≤1σ, normal week)$1,015$1,551+$5,116+$840
+2.5%$120.95 (≤1σ, normal week)$-460$1,635+$5,200+$840
+5%$123.90 (1.2σ)$-1,935$1,719+$5,284+$840
V-BOUNCE STRESS (stock → CC-SS $114.70, where you are whole again, by expiry)
Starting unrealized P&L: $-3,565
+ Fortress recovery (un-capped): +$2,360
− CC assignment net of premium (5 × $118): -$0
Total Position P&L @ SS: $-1,205 (+$2,360 vs today)
Do-nothing baseline at SS: $617 (this trade vs do-nothing: $-1,823, the opportunity cost of earning $5,075/mo FIGHT income now)
100% normal5 × $11117 Jul6d0.7%55%94%$2,225$11,125+$6,050$0
Sell 5 × $111 0.7% OTM over spot $110.24 17 Jul 2026 (6d, $4.53 mid)
= $2,225 credit for the 6d cycle → $11,125/mo projected
Survival (stays ≤ $111)
55%
Breach risk
45%
POP (stays ≤ $115.53)
70%
EV / mo
+$2,589
📈 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 100% without)  ·  ~2.9 challenges expected  ·  median CC cash $2,224
🛡 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)
+$490
Free roll-up
+$2/wk
Safest escape (by 24 Jul 2026)
$136 @ 91% 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: $4.91/sh now → $3.47 mid-life (likely $4.81–$7.31)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets +$0.98/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,169 simulated challenges: the $111 strike is typically first touched on day 2 of 6, at $114 (overshoots $3.26). 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)~$11120 Jul 20266d left+$0.66/sh+$332
cycle +$2,557
[-$10…+$175] · 73% credit
67%
surv 52%
-$607 NOT
cap gain +$2,958
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202617d left+$1.52/sh+$762
cycle +$2,987
[-$138…+$444] · 67% credit
78%
surv 72%
+$6,038 SAFE
cap gain +$9,603
Up-and-out for even (raise the cap, free)~$11220 Jul 20266d left+$0.07/sh+$36
cycle +$2,261
[-$454…-$180] · 9% credit
68%
surv 55%
-$501 NOT
cap gain +$3,064
Max even-money escape in the band~$12931 Jul 202617d left+$0.13/sh+$65
cycle +$2,290
[-$1,027…-$309] · 7% credit
83%
surv 79%
+$8,513 SAFE
cap gain +$12,078
reaches SS ✓
Safety roll (pay small debit, max POP)~$13624 Jul 202610d left-$2.11/sh-$1,053
cycle +$1,172
[-$2,398…-$1,488]
91%
surv 89%
+$11,094 SAFE
cap gain +$14,659
budget: banked $2,225 debit $1,053 (47% used ≈ 0.4 wk of income) → whole cycle still +$1,172 cash · rolled 5 ct earn ≈ $2,045/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 ($4,910/mo)+127%
vs normal income ($9,819/mo)113% covered
Net income (after hedge)$11,103/mo
Downside budget
✓ $111 is at/above CC-SS $114.70: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($14,500)0.0%
… as % of ML ($47,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-3,602
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 ≥ $115.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $111)); NOT the premium you collected. Momentum override: two daily closes above $143.74 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $109.89Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$110-115.53
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
≥ $115.53
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 1.06 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$111.00 (≤1σ, normal week)$2,225$-938+$2,627+$50
+2.5%$113.77 (≤1σ, normal week)$838$-859+$2,706-$1,337
+5%$116.55 (≤1σ, normal week)$-550$-780+$2,785-$1,450
V-BOUNCE STRESS (stock → CC-SS $114.70, where you are whole again, by expiry)
Starting unrealized P&L: $-3,565
+ Fortress recovery (un-capped): +$2,360
− CC assignment net of premium (5 × $111): -$0
Total Position P&L @ SS: $-1,205 (+$2,360 vs today)
Do-nothing baseline at SS: $617 (this trade vs do-nothing: $-1,823, 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 (57 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 57 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: 1.057 (IBKR)  |  Recovery@SS: +$2,360 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $617

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1186d17 Jul 2026$2.035/5$5,075$5,05376%81%+$2,076-$00.0%$-190 (vs do-nothing $-808)
$1164d15 Jul 2026$1.485/5$5,550$5,52876%82%+$2,337-$00.0%$-465 (vs do-nothing $-1,083)
$1176d17 Jul 2026$2.265/5$5,650$5,62874%80%+$2,126-$00.0%$-75 (vs do-nothing $-693)
$12213d24 Jul 2026$4.405/5$5,077$5,05573%79%+$1,485-$00.0%$995 (vs do-nothing +$377)
$1154d15 Jul 2026$1.734/5$5,190$6,35473%79%+$2,008-$00.0%$-149 (vs do-nothing $-766)
$12113d24 Jul 2026$4.755/5$5,481$5,45972%78%+$1,608-$00.0%$1,170 (vs do-nothing +$552)
$1166d17 Jul 2026$2.524/5$5,040$6,20471%78%+$1,739-$00.0%$167 (vs do-nothing $-450)
$12013d24 Jul 2026$5.055/5$5,827$5,80570%77%+$1,654-$00.0%$1,320 (vs do-nothing +$702)
$11913d24 Jul 2026$5.255/5$6,058$6,03669%77%+$1,564-$00.0%$1,420 (vs do-nothing +$802)
$1144d15 Jul 2026$2.064/5$6,180$7,34469%77%+$2,263-$00.0%$-299 (vs do-nothing $-916)
$1156d17 Jul 2026$2.824/5$5,640$6,80468%76%+$1,789-$00.0%$287 (vs do-nothing $-330)
$11920d31 Jul 2026$6.605/5$4,950$4,92867%76%+$1,129-$00.0%$2,095 (vs do-nothing +$1,477)
$11813d24 Jul 2026$5.554/5$5,123$6,28767%76%+$1,255-$00.0%$1,379 (vs do-nothing +$762)
Show 44 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1159d20 Jul 2026$3.205/5$5,333$5,31167%75%+$1,353-$00.0%$395 (vs do-nothing $-223)
$11820d31 Jul 2026$6.855/5$5,137$5,11666%75%+$1,083-$00.0%$2,220 (vs do-nothing +$1,602)
$11713d24 Jul 2026$5.854/5$5,400$6,56466%75%+$1,242-$00.0%$1,499 (vs do-nothing +$882)
$1146d17 Jul 2026$3.154/5$6,300$7,46465%75%+$1,826-$00.0%$137 (vs do-nothing $-480)
$11511d22 Jul 2026$4.005/5$5,455$5,43365%74%+$1,130-$00.0%$795 (vs do-nothing +$177)
$11720d31 Jul 2026$7.255/5$5,438$5,41665%74%+$1,137-$00.0%$2,420 (vs do-nothing +$1,802)
$1134d15 Jul 2026$2.403/5$5,400$7,75165%75%+$1,801-$00.0%$-268 (vs do-nothing $-885)
$11613d24 Jul 2026$6.204/5$5,723$6,88764%74%+$1,256-$00.0%$1,639 (vs do-nothing +$1,022)
$1149d20 Jul 2026$3.305/5$5,500$5,47864%73%+$990-$00.0%$92 (vs do-nothing $-525)
$11620d31 Jul 2026$7.605/5$5,700$5,67863%73%+$1,140-$00.0%$2,595 (vs do-nothing +$1,977)
$11513d24 Jul 2026$6.604/5$6,092$7,25762%73%+$1,298-$00.0%$1,799 (vs do-nothing +$1,182)
$11411d22 Jul 2026$4.355/5$5,932$5,91062%73%+$1,130-$00.0%$617 (vs do-nothing $-0)
$11520d31 Jul 2026$8.055/5$6,038$6,01662%73%+$1,206-$00.0%$2,820 (vs do-nothing +$2,202)
$1136d17 Jul 2026$3.553/5$5,325$7,67662%73%+$1,443-$00.0%$77 (vs do-nothing $-540)
$1139d20 Jul 2026$3.754/5$5,000$6,16461%72%+$921-$00.0%$-23 (vs do-nothing $-640)
$11413d24 Jul 2026$6.954/5$6,415$7,58061%72%+$1,274-$00.0%$1,657 (vs do-nothing +$1,040)
$11420d31 Jul 2026$8.354/5$5,010$6,17460%72%+$917-$00.0%$2,217 (vs do-nothing +$1,600)
$1124d15 Jul 2026$2.783/5$6,255$8,60660%73%+$1,870-$00.0%$-454 (vs do-nothing $-1,071)
$11311d22 Jul 2026$4.455/5$6,068$6,04660%71%+$750-$00.0%$167 (vs do-nothing $-450)
$11313d24 Jul 2026$7.353/5$5,088$7,43959%71%+$957-$00.0%$1,217 (vs do-nothing +$600)
$11320d31 Jul 2026$8.854/5$5,310$6,47459%71%+$978-$00.0%$2,017 (vs do-nothing +$1,400)
$1126d17 Jul 2026$3.903/5$5,850$8,20158%71%+$1,380-$00.0%$-118 (vs do-nothing $-735)
$1129d20 Jul 2026$4.154/5$5,533$6,69858%71%+$934-$00.0%$-263 (vs do-nothing $-880)
$11211d22 Jul 2026$4.854/5$5,291$6,45557%70%+$591-$00.0%$17 (vs do-nothing $-600)
$11220d31 Jul 2026$9.204/5$5,520$6,68457%71%+$937-$00.0%$1,757 (vs do-nothing +$1,140)
$11213d24 Jul 2026$7.753/5$5,365$7,71657%70%+$944-$00.0%$1,037 (vs do-nothing +$420)
$11120d31 Jul 2026$9.554/5$5,730$6,89456%70%+$886-$00.0%$1,497 (vs do-nothing +$880)
$11113d24 Jul 2026$8.253/5$5,712$8,06255%70%+$984-$00.0%$887 (vs do-nothing +$270)
$1114d15 Jul 2026$3.103/5$6,975$9,32655%70%+$1,668-$1811.3%$-658 (vs do-nothing $-1,275)
$11111d22 Jul 2026$5.604/5$6,109$7,27455%69%+$931-$00.0%$-83 (vs do-nothing $-700)
$1116d17 Jul 2026$4.453/5$6,675$9,02655%70%+$1,553-$00.0%$-253 (vs do-nothing $-870)
$1119d20 Jul 2026$4.404/5$5,867$7,03155%69%+$696-$00.0%$-563 (vs do-nothing $-1,180)
$11020d31 Jul 2026$10.104/5$6,060$7,22454%69%+$942-$00.0%$1,317 (vs do-nothing +$700)
$11013d24 Jul 2026$8.753/5$6,058$8,40853%69%+$1,009-$00.0%$737 (vs do-nothing +$120)
$10920d31 Jul 2026$10.554/5$6,330$7,49452%69%+$927-$00.0%$1,097 (vs do-nothing +$480)
$11011d22 Jul 2026$5.754/5$6,273$7,43752%68%+$797-$00.0%$-423 (vs do-nothing $-1,040)
$10913d24 Jul 2026$9.153/5$6,335$8,68551%68%+$948-$00.0%$557 (vs do-nothing $-60)
$1109d20 Jul 2026$5.253/5$5,250$7,60151%68%+$904-$00.0%$-313 (vs do-nothing $-930)
$1106d17 Jul 2026$4.903/5$7,350$9,70151%68%+$1,510-$00.0%$-418 (vs do-nothing $-1,035)
$1104d15 Jul 2026$3.602/5$5,400$8,93751%66%+$608-$2211.5%$-333 (vs do-nothing $-950)
$10911d22 Jul 2026$6.253/5$5,114$7,46449%66%+$438-$00.0%$-313 (vs do-nothing $-930)
$1099d20 Jul 2026$5.503/5$5,500$7,85148%66%+$645-$610.4%$-538 (vs do-nothing $-1,155)
$1096d17 Jul 2026$5.402/5$5,400$8,93748%66%+$983-$610.4%$-173 (vs do-nothing $-790)
$1094d15 Jul 2026$4.102/5$6,150$9,68746%65%+$572-$3212.2%$-433 (vs do-nothing $-1,050)

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 03:39