FORTRESS FIGHT: MU-LC880 @ $947.23

BE SS: $1028.60  |  CC-SS: $1044.94  |  5 contracts (500 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

MU-LC880 @ $947.23   UNDERWATER $81.37 (7.9% below BE SS)

5 contracts (500 sh)  |  BE SS: $1028.60  |  CC-SS: $1044.94  |  IV: HIGH  |  Accounts: Main:1299

LC: $880 exp 2028-01-21 (entry $530.281/sh)
SP: $1010 exp 2028-01-21 (entry $385.075/sh)
HP: $320 exp 2026-09-18 (entry $3.425/sh)

Economics

Max Loss$419,300(ND $148.60 + SW $690) x 500
Normal income ref$81,369/mo95% ann ROI on ML
Hedge rolling cost$634/mo
Unrealized P&L$-55,685fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$40,684/mo
HEDGE COVER
$634/mo
NORMAL INCOME
$81,369/mo (ATM CC, chain)
IC VELOCITY
0.9 mo to earn back $74,300
ML VELOCITY
5.2 mo to earn back $419,300
NOT a deep drawdown: a CC at CC-SS $1044.94 (probe: $1045C 13d) still earns $40,385/mo (50% 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
$4,780
Hole (after banked)
$50,905
was $55,685 · 9% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$1,054.11 → $1,044.94
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYEXTENDED · %B 75 (live) · RSI 67 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 46 · %B 22 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $1,215.66 (+28%) · daily UBB $1,228.24 · 1-wk expected move ±$132 (chain IV)
SETUPStretched and stalling: the week POP upgrades (💎 / 🏰) are cheapest in practice. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-09-24: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $1065 / 8d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($40,684/mo); it brings $42,094/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 × $985/8d for $83,156/mo, but breach risk rises to 37% (+18pp 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 × $1270/8d (97% survival, $1,181/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $1029, 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 $-55,973 and cuts bleed by $634/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 (8d) · sell 5 × $1065, 81% survival, $42,094/mo (E[net] $11,792/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 · 8d5 × $106581%$42,094$11,792

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $11,792/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $1065 (primary), 81% survival, breach 19%, $42,094/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $1110 rung (33% normal) lifts survival to 86% (breach 19% → 14%) for $14,438/mo less (34% income) buys safety you do not really need here.
MU  spot $947.23 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $127017 Jul8d34.1%97%6%$315$1,181-$40,912$0
Sell 1 × $1270 34.1% OTM over spot $947.23 17 Jul 2026 (8d, $3.45 mid)
= $315 credit for the 8d cycle → $1,181/mo projected
Survival (stays ≤ $1270)
97%
Breach risk
3%
POP (stays ≤ $1273.45)
97%
EV / mo
+$833
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.3 mo [0.1-0.9] median  ·  92% of paths whole by 9 mo (vs 96% without)  ·  ~0.1 challenges expected  ·  median CC cash $12,213
🛡 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)
-$5,739
Free roll-up
none
Safest escape (by 24 Jul 2026)
$1,318 @ 72% POP
62% 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 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $85.57/sh now → $60.54 mid-life (likely $45.39–$73.84)≈ $0 at expiry  |  you banked $3.15/sh, so a flat mid-life exit nets -$57.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 121 simulated challenges: the $1,270 strike is typically first touched on day 6 of 8, at $1,307 (overshoots $37.30). 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~$1,30824 Jul 202611d left+$0.26/sh+$26
cycle +$341
[-$30…+$1,300] · 73% credit
71%
surv 61%
Roll out (same strike, buy time)~$1,27020 Jul 20267d left-$2.14/sh-$214
cycle +$101
[-$67…+$1,066] · 71% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1,31324 Jul 202611d left-$1.05/sh-$105
cycle +$210
[-$192…+$1,141] · 67% credit
72%
surv 61%
Safety roll (pay small debit, max POP)~$1,31824 Jul 202611d left-$2.85/sh-$285
cycle +$30
[-$422…+$933] · 59% credit
72%
surv 62%
budget: banked $315 debit $285 (90% used ≈ 1.0 wk of income) → whole cycle still +$30 cash · rolled 1 ct earn ≈ $15,734/mo while parked; 4 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$1,181/mo
vs 50% target ($40,684/mo)-97%
vs normal income ($81,369/mo)1% covered
Net income (after hedge)$36,875/mo
Downside budget
✓ $1270 is at/above CC-SS $1044.94: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-11,167
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.79/sh (~25% of the $3.15 collected) or spot ≥ $1,273.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,270)); NOT the premium you collected. Momentum override: two daily closes above $1,228.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,257.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,257-1,273.45
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
≥ $1,273.45
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,270.00 (2.3σ)$315$30,113+$85,798+$20,985
+2.5%$1,301.75 (2.5σ)$-2,860$30,780+$86,465+$20,985
+5%$1,333.50 (2.7σ)$-6,035$31,446+$87,131+$20,985
V-BOUNCE STRESS (stock → CC-SS $1044.94, where you are whole again, by expiry)
Starting unrealized P&L: $-55,685
+ Fortress recovery (un-capped): +$50,905
− CC assignment net of premium (1 × $1270): -$0
+ Conservative CC premium (4 × $1030): +$7,345
Total Position P&L @ SS: $2,565 (+$58,250 vs today)
Do-nothing baseline at SS: $4,402 (this trade vs do-nothing: $-1,836, the opportunity cost of earning $1,181/mo FIGHT income now)
🛡 safe yield5 × $115017 Jul8d21.4%90%20%$5,025$18,844-$23,250$0
Sell 5 × $1150 21.4% OTM over spot $947.23 17 Jul 2026 (8d, $10.48 mid)
= $5,025 credit for the 8d cycle → $18,844/mo projected
Survival (stays ≤ $1150)
90%
Breach risk
10%
POP (stays ≤ $1160.47)
91%
EV / mo
+$10,151
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.3 mo [0.1-0.8] median  ·  86% of paths whole by 9 mo (vs 96% without)  ·  ~0.7 challenges expected  ·  median CC cash $4,856
🛡 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)
-$22,385
Free roll-up
none
Safest escape (by 24 Jul 2026)
$1,223 @ 75% POP
68% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $77.49/sh now → $54.82 mid-life (likely $45.50–$84.43)≈ $0 at expiry  |  you banked $10.05/sh, so a flat mid-life exit nets -$44.77/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 410 simulated challenges: the $1,150 strike is typically first touched on day 5 of 8, at $1,187 (overshoots $37.23). 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%)~$1,18324 Jul 202611d left+$5.80/sh+$2,898
cycle +$7,923
[-$802…+$7,202] · 68% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,15020 Jul 20267d left+$1.18/sh+$590
cycle +$5,615
[-$1,555…+$4,888] · 58% credit
67%
surv 53%
Max even-money escape in the band~$1,19324 Jul 202611d left+$1.47/sh+$735
cycle +$5,760
[-$3,500…+$4,978] · 48% credit
72%
surv 62%
Safety roll (pay small debit, max POP)~$1,22324 Jul 202611d left-$8.79/sh-$4,397
cycle +$628
[-$10,058…-$512] · 21% credit
75%
surv 68%
budget: banked $5,025 debit $4,397 (88% used ≈ 1.0 wk of income) → whole cycle still +$628 cash · rolled 5 ct earn ≈ $62,761/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$18,844/mo
vs 50% target ($40,684/mo)-54%
vs normal income ($81,369/mo)23% covered
Net income (after hedge)$18,210/mo
Downside budget
✓ $1150 is at/above CC-SS $1044.94: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-55,898
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.51/sh (~25% of the $10.05 collected) or spot ≥ $1,160.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,150)); NOT the premium you collected. Momentum override: two daily closes above $1,228.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,138.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,138-1,160.47
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
≥ $1,160.47
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,150.00 (1.4σ)$5,025$54,983+$110,668+$48,375
+2.5%$1,178.75 (1.6σ)$-9,350$55,587+$111,272+$48,375
+5%$1,207.50 (1.8σ)$-23,725$56,190+$111,875+$48,375
V-BOUNCE STRESS (stock → CC-SS $1044.94, where you are whole again, by expiry)
Starting unrealized P&L: $-55,685
+ Fortress recovery (un-capped): +$50,905
− CC assignment net of premium (5 × $1150): -$0
Total Position P&L @ SS: $-4,780 (+$50,905 vs today)
Do-nothing baseline at SS: $4,402 (this trade vs do-nothing: $-9,182, the opportunity cost of earning $18,844/mo FIGHT income now)
33% normal5 × $111017 Jul8d17.2%86%29%$7,375$27,656-$14,438$0
Sell 5 × $1110 17.2% OTM over spot $947.23 17 Jul 2026 (8d, $15.18 mid)
= $7,375 credit for the 8d cycle → $27,656/mo projected
Survival (stays ≤ $1110)
86%
Breach risk
14%
POP (stays ≤ $1125.17)
88%
EV / mo
+$12,966
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.0] median  ·  88% of paths whole by 9 mo (vs 98% without)  ·  ~1.3 challenges expected  ·  median CC cash $13,606
🛡 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)
22%
Flat exit net (mid-life)
-$19,082
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$1,203 @ 77% POP
71% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $74.79/sh now → $52.91 mid-life (likely $49.66–$82.31)≈ $0 at expiry  |  you banked $14.75/sh, so a flat mid-life exit nets -$38.16/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $1,110 strike is typically first touched on day 5 of 8, at $1,147 (overshoots $37.16). 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%)~$1,14324 Jul 202611d left+$6.43/sh+$3,214
cycle +$10,589
[-$789…+$6,089] · 67% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,11020 Jul 20267d left+$2.14/sh+$1,071
cycle +$8,446
[-$1,459…+$4,194] · 55% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,11320 Jul 20267d left+$0.80/sh+$399
cycle +$7,774
[-$2,244…+$3,333] · 49% credit
67%
surv 53%
Max even-money escape in the band~$1,15824 Jul 202611d left+$0.36/sh+$180
cycle +$7,555
[-$4,522…+$2,586] · 38% credit
73%
surv 63%
Safety roll (pay small debit, max POP)~$1,20324 Jul 202611d left-$14.51/sh-$7,254
cycle +$121
[-$13,792…-$5,677] · 8% credit
77%
surv 71%
budget: banked $7,375 debit $7,254 (98% used ≈ 1.1 wk of income) → whole cycle still +$121 cash · rolled 5 ct earn ≈ $52,372/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$27,656/mo
vs 50% target ($40,684/mo)-32%
vs normal income ($81,369/mo)34% covered
Net income (after hedge)$27,022/mo
Downside budget
✓ $1110 is at/above CC-SS $1044.94: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-55,898
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $3.69/sh (~25% of the $14.75 collected) or spot ≥ $1,125.17 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,110)); NOT the premium you collected. Momentum override: two daily closes above $1,228.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,098.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,099-1,125.17
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
≥ $1,125.17
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,110.00 (1.2σ)$7,375$36,493+$92,178+$30,725
+2.5%$1,137.75 (1.3σ)$-6,500$37,076+$92,761+$30,725
+5%$1,165.50 (1.5σ)$-20,375$37,658+$93,343+$30,725
V-BOUNCE STRESS (stock → CC-SS $1044.94, where you are whole again, by expiry)
Starting unrealized P&L: $-55,685
+ Fortress recovery (un-capped): +$50,905
− CC assignment net of premium (5 × $1110): -$0
Total Position P&L @ SS: $-4,780 (+$50,905 vs today)
Do-nothing baseline at SS: $4,402 (this trade vs do-nothing: $-9,182, the opportunity cost of earning $27,656/mo FIGHT income now)
🎯 50% normal5 × $106517 Jul8d12.4%81%32%$11,225$42,094$0
Sell 5 × $1065 12.4% OTM over spot $947.23 17 Jul 2026 (8d, $23.02 mid)
= $11,225 credit for the 8d cycle → $42,094/mo projected
Survival (stays ≤ $1065)
81%
Breach risk
19%
POP (stays ≤ $1088.03)
84%
EV / mo
+$19,197
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.4 mo [0.2-1.2] median  ·  90% of paths whole by 9 mo (vs 98% without)  ·  ~2.3 challenges expected  ·  median CC cash $21,370
🛡 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)
32%
Flat exit net (mid-life)
-$14,159
Free roll-up
+$6/wk
Safest escape (by 24 Jul 2026)
$1,188 @ 81% POP
77% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $71.76/sh now → $50.77 mid-life (likely $51.81–$81.15)≈ $0 at expiry  |  you banked $22.45/sh, so a flat mid-life exit nets -$28.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 955 simulated challenges: the $1,065 strike is typically first touched on day 4 of 8, at $1,098 (overshoots $32.85). 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%)~$1,09824 Jul 202611d left+$7.03/sh+$3,514
cycle +$14,739
[-$845…+$4,708] · 64% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,06520 Jul 20267d left+$3.14/sh+$1,568
cycle +$12,793
[-$1,395…+$2,825] · 53% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,06820 Jul 20267d left+$1.80/sh+$898
cycle +$12,123
[-$2,162…+$2,117] · 43% credit
67%
surv 53%
Max even-money escape in the band~$1,11324 Jul 202611d left+$1.01/sh+$504
cycle +$11,729
[-$4,492…+$1,358] · 33% credit
73%
surv 63%
Safety roll (pay small debit, max POP)~$1,18824 Jul 202611d left-$21.34/sh-$10,671
cycle +$554
[-$18,793…-$10,849]
81%
surv 77%
budget: banked $11,225 debit $10,671 (95% used ≈ 1.1 wk of income) → whole cycle still +$554 cash · rolled 5 ct earn ≈ $40,126/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$42,094/mo
vs 50% target ($40,684/mo)+3%
vs normal income ($81,369/mo)52% covered
Net income (after hedge)$41,460/mo
Downside budget
✓ $1065 is at/above CC-SS $1044.94: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-55,973
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $5.61/sh (~25% of the $22.45 collected) or spot ≥ $1,088.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,065)); NOT the premium you collected. Momentum override: two daily closes above $1,228.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,054.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,054-1,088.03
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
≥ $1,088.03
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,065.00 (≤1σ, normal week)$11,225$16,898+$72,583+$12,075
+2.5%$1,091.62 (1.0σ)$-2,088$17,457+$73,142+$12,075
+5%$1,118.25 (1.2σ)$-15,400$18,016+$73,701+$12,075
V-BOUNCE STRESS (stock → CC-SS $1044.94, where you are whole again, by expiry)
Starting unrealized P&L: $-55,685
+ Fortress recovery (un-capped): +$50,905
− CC assignment net of premium (5 × $1065): -$0
Total Position P&L @ SS: $-4,780 (+$50,905 vs today)
Do-nothing baseline at SS: $4,402 (this trade vs do-nothing: $-9,182, the opportunity cost of earning $42,094/mo FIGHT income now)
100% normal5 × $98517 Jul8d4.0%63%79%$22,175$83,156+$41,062$7,793
Sell 5 × $985 4.0% OTM over spot $947.23 17 Jul 2026 (8d, $46.53 mid)
= $22,175 credit for the 8d cycle → $83,156/mo projected
Survival (stays ≤ $985)
63%
Breach risk
37%
POP (stays ≤ $1031.53)
73%
EV / mo
+$18,251
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.8] median, 0.2 mo faster than no FIGHT (0.4 mo)  ·  90% of paths whole by 9 mo (vs 94% without)  ·  ~5.0 challenges expected  ·  median CC cash $22,133
🛡 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)
62%
Flat exit net (mid-life)
-$1,302
Free roll-up
+$18/wk
Safest escape (by 24 Jul 2026)
$1,208 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $66.37/sh now → $46.95 mid-life (likely $61.56–$86.69)≈ $0 at expiry  |  you banked $44.35/sh, so a flat mid-life exit nets -$2.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,847 simulated challenges: the $985 strike is typically first touched on day 3 of 8, at $1,019 (overshoots $33.51). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,01324 Jul 202611d left+$10.79/sh+$5,394
cycle +$27,569
[+$47…+$3,301] · 75% credit
71%
surv 60%
Roll out (same strike, buy time)~$98520 Jul 20267d left+$4.68/sh+$2,340
cycle +$24,515
[-$1,602…+$934] · 38% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$99320 Jul 20267d left+$1.09/sh+$543
cycle +$22,718
[-$3,796…-$1,116] · 16% credit
68%
surv 55%
Max even-money escape in the band~$1,03824 Jul 202611d left+$0.33/sh+$164
cycle +$22,339
[-$6,587…-$2,419] · 12% credit
74%
surv 65%
reaches SS ✓
Safety roll (pay small debit, max POP)~$1,20824 Jul 202611d left-$35.06/sh-$17,528
cycle +$4,647
[-$31,339…-$22,588]
90%
surv 89%
budget: banked $22,175 debit $17,528 (79% used ≈ 0.9 wk of income) → whole cycle still +$4,647 cash · rolled 5 ct earn ≈ $16,225/mo while parked; 0 ct free to re-sell · clears SS ✓
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$83,156/mo
vs 50% target ($40,684/mo)+104%
vs normal income ($81,369/mo)102% covered
Net income (after hedge)$82,522/mo
Downside budget
⚠ $985 is $60 below CC-SS $1044.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,793
… as % of IC ($74,300)10.5%
… as % of ML ($419,300)1.9%
Recovery months (at normal income)0.1 mo
Surgical close (5 ct)$-56,773
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $11.09/sh (~25% of the $44.35 collected) or spot ≥ $1,031.53 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $985)); NOT the premium you collected. Momentum override: two daily closes above $1,228.24 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $975.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$975-1,031.53
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
≥ $1,031.53
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$985.00 (≤1σ, normal week)$22,175$-13,832+$41,853+$5,525
+2.5%$1,009.62 (≤1σ, normal week)$9,863$-13,315+$42,370-$6,787
+5%$1,034.25 (≤1σ, normal week)$-2,450$-12,798+$42,887-$16,975
V-BOUNCE STRESS (stock → CC-SS $1044.94, where you are whole again, by expiry)
Starting unrealized P&L: $-55,685
+ Fortress recovery (un-capped): +$50,905
− CC assignment net of premium (5 × $985): -$7,793
Total Position P&L @ SS: $-12,573 (+$43,112 vs today)
Do-nothing baseline at SS: $4,402 (this trade vs do-nothing: $-16,975, the opportunity cost of earning $83,156/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 MU are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (145 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 145 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: 1.042 (IBKR)  |  Recovery@SS: +$50,905 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $4,402

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10354d13 Jul 2026$11.405/5$42,750$42,11683%86%+$20,679-$00.0%$-4,048 (vs do-nothing $-8,450)
$10304d13 Jul 2026$12.455/5$46,688$46,05482%85%+$22,140-$1,2431.7%$-6,023 (vs do-nothing $-10,425)
$10254d13 Jul 2026$13.654/5$40,950$49,39881%84%+$19,131-$2,5153.4%$-5,458 (vs do-nothing $-9,860)
$10506d15 Jul 2026$17.255/5$43,125$42,49181%84%+$17,422-$00.0%$3,845 (vs do-nothing $-557)
$10658d17 Jul 2026$22.455/5$42,094$41,46081%84%+$19,197-$00.0%$6,445 (vs do-nothing +$2,043)
$10608d17 Jul 2026$23.605/5$44,250$43,61680%84%+$19,795-$00.0%$7,020 (vs do-nothing +$2,618)
$10456d15 Jul 2026$18.155/5$45,375$44,74179%83%+$17,523-$00.0%$4,295 (vs do-nothing $-107)
$10204d13 Jul 2026$14.254/5$42,750$51,19879%83%+$18,535-$4,2755.8%$-7,218 (vs do-nothing $-11,620)
$10558d17 Jul 2026$24.755/5$46,406$45,77279%83%+$20,304-$00.0%$7,595 (vs do-nothing +$3,193)
$10406d15 Jul 2026$19.355/5$48,375$47,74178%83%+$18,233-$00.0%$2,427 (vs do-nothing $-1,975)
$10508d17 Jul 2026$25.955/5$48,656$48,02278%82%+$20,815-$00.0%$8,195 (vs do-nothing +$3,793)
$10154d13 Jul 2026$15.454/5$46,350$54,79878%82%+$19,508-$5,7957.8%$-8,738 (vs do-nothing $-13,140)
$10458d17 Jul 2026$27.154/5$40,725$49,17377%82%+$16,984-$00.0%$7,916 (vs do-nothing +$3,515)
Show 132 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 132.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10104d13 Jul 2026$16.954/5$50,850$59,29876%81%+$21,133-$7,1959.7%$-10,138 (vs do-nothing $-14,540)
$10306d15 Jul 2026$21.904/5$43,800$52,24876%81%+$15,684-$00.0%$-158 (vs do-nothing $-4,560)
$10408d17 Jul 2026$28.404/5$42,600$51,04876%81%+$17,312-$00.0%$6,442 (vs do-nothing +$2,040)
$10358d17 Jul 2026$29.754/5$44,625$53,07375%81%+$17,707-$00.0%$4,982 (vs do-nothing +$580)
$10054d13 Jul 2026$18.403/5$41,400$58,93075%80%+$16,758-$6,4618.7%$-7,568 (vs do-nothing $-11,970)
$10206d15 Jul 2026$24.554/5$49,100$57,54874%80%+$16,522-$1550.2%$-3,098 (vs do-nothing $-7,500)
$104011d20 Jul 2026$30.055/5$40,977$40,34374%79%+$10,105-$00.0%$7,777 (vs do-nothing +$3,375)
$10308d17 Jul 2026$31.104/5$46,650$55,09873%79%+$15,146-$00.0%$3,522 (vs do-nothing $-880)
$10004d13 Jul 2026$19.803/5$44,550$62,08073%79%+$17,344-$7,54110.1%$-8,648 (vs do-nothing $-13,050)
$103511d20 Jul 2026$31.455/5$42,886$42,25373%79%+$10,352-$00.0%$5,977 (vs do-nothing +$1,575)
$105015d24 Jul 2026$41.005/5$41,000$40,36673%79%+$10,475-$00.0%$15,720 (vs do-nothing +$11,318)
$104013d22 Jul 2026$36.455/5$42,058$41,42472%79%+$10,186-$00.0%$10,977 (vs do-nothing +$6,575)
$10258d17 Jul 2026$32.504/5$48,750$57,19872%78%+$15,373-$00.0%$2,082 (vs do-nothing $-2,320)
$104515d24 Jul 2026$41.955/5$41,950$41,31672%78%+$10,139-$00.0%$16,195 (vs do-nothing +$11,793)
$103011d20 Jul 2026$33.305/5$45,409$44,77572%78%+$11,137-$00.0%$4,402 (vs do-nothing $-0)
$103513d22 Jul 2026$37.905/5$43,731$43,09771%78%+$10,357-$00.0%$9,202 (vs do-nothing +$4,800)
$9954d13 Jul 2026$20.903/5$47,025$64,55571%78%+$17,032-$8,71111.7%$-9,818 (vs do-nothing $-14,220)
$10106d15 Jul 2026$27.453/5$41,175$58,70571%78%+$13,035-$2,2463.0%$-3,353 (vs do-nothing $-7,755)
$104015d24 Jul 2026$43.455/5$43,450$42,81671%78%+$10,306-$00.0%$14,477 (vs do-nothing +$10,075)
$102511d20 Jul 2026$34.455/5$46,977$46,34371%78%+$10,892-$00.0%$2,477 (vs do-nothing $-1,925)
$103013d22 Jul 2026$39.455/5$45,519$44,88570%77%+$10,584-$00.0%$7,477 (vs do-nothing +$3,075)
$103515d24 Jul 2026$45.155/5$45,150$44,51670%77%+$10,627-$00.0%$12,827 (vs do-nothing +$8,425)
$10158d17 Jul 2026$35.504/5$53,250$61,69870%77%+$15,846-$00.0%$-718 (vs do-nothing $-5,120)
$102011d20 Jul 2026$36.105/5$49,227$48,59370%77%+$11,251-$00.0%$802 (vs do-nothing $-3,600)
$102513d22 Jul 2026$40.905/5$47,192$46,55970%77%+$10,635-$00.0%$5,702 (vs do-nothing +$1,300)
$9904d13 Jul 2026$22.453/5$50,512$68,04269%77%+$17,498-$9,74613.1%$-10,853 (vs do-nothing $-15,255)
$103015d24 Jul 2026$46.655/5$46,650$46,01669%77%+$10,699-$00.0%$11,077 (vs do-nothing +$6,675)
$101511d20 Jul 2026$36.855/5$50,250$49,61669%76%+$10,301-$00.0%$-1,323 (vs do-nothing $-5,725)
$10108d17 Jul 2026$37.053/5$41,681$59,21169%77%+$12,008-$00.0%$-473 (vs do-nothing $-4,875)
$102013d22 Jul 2026$42.655/5$49,212$48,57869%76%+$10,968-$00.0%$4,077 (vs do-nothing $-325)
$102515d24 Jul 2026$47.755/5$47,750$47,11669%76%+$10,322-$00.0%$9,127 (vs do-nothing +$4,725)
$10006d15 Jul 2026$30.553/5$45,825$63,35569%77%+$13,591-$4,3165.8%$-5,423 (vs do-nothing $-9,825)
$1022.5015d24 Jul 2026$48.705/5$48,700$48,06668%76%+$10,514-$00.0%$8,352 (vs do-nothing +$3,950)
$101011d20 Jul 2026$37.954/5$41,400$49,84868%76%+$7,797-$00.0%$-1,738 (vs do-nothing $-6,140)
$101513d22 Jul 2026$44.304/5$40,892$49,34068%76%+$8,897-$00.0%$2,802 (vs do-nothing $-1,600)
$102015d24 Jul 2026$50.005/5$50,000$49,36668%76%+$11,044-$00.0%$7,752 (vs do-nothing +$3,350)
$10058d17 Jul 2026$38.703/5$43,538$61,06768%76%+$12,169-$3710.5%$-1,478 (vs do-nothing $-5,880)
$9854d13 Jul 2026$24.053/5$54,112$71,64268%76%+$17,830-$10,76614.5%$-11,873 (vs do-nothing $-16,275)
$1017.5015d24 Jul 2026$50.005/5$50,000$49,36667%76%+$10,261-$00.0%$6,502 (vs do-nothing +$2,100)
$9956d15 Jul 2026$32.353/5$48,525$66,05567%76%+$14,087-$5,2767.1%$-6,383 (vs do-nothing $-10,785)
$101515d24 Jul 2026$50.705/5$50,700$50,06667%75%+$10,165-$00.0%$5,602 (vs do-nothing +$1,200)
$101013d22 Jul 2026$46.004/5$42,462$50,91067%75%+$9,013-$00.0%$1,482 (vs do-nothing $-2,920)
$100511d20 Jul 2026$40.354/5$44,018$52,46667%75%+$8,704-$00.0%$-2,778 (vs do-nothing $-7,180)
$1012.5015d24 Jul 2026$51.704/5$41,360$49,80866%75%+$8,285-$00.0%$4,762 (vs do-nothing +$360)
$101015d24 Jul 2026$53.054/5$42,440$50,88866%75%+$8,707-$00.0%$4,302 (vs do-nothing $-100)
$100513d22 Jul 2026$46.704/5$43,108$51,55666%75%+$8,152-$00.0%$-238 (vs do-nothing $-4,640)
$9906d15 Jul 2026$33.903/5$50,850$68,38066%75%+$14,097-$6,3118.5%$-7,418 (vs do-nothing $-11,820)
$100011d20 Jul 2026$41.954/5$45,764$54,21266%75%+$8,668-$1,1951.6%$-4,138 (vs do-nothing $-8,540)
$9804d13 Jul 2026$25.753/5$57,938$75,46766%75%+$18,130-$11,75615.8%$-12,863 (vs do-nothing $-17,265)
$1007.5015d24 Jul 2026$53.204/5$42,560$51,00866%75%+$8,158-$00.0%$3,362 (vs do-nothing $-1,040)
$9958d17 Jul 2026$41.653/5$46,856$64,38665%75%+$11,863-$2,4863.3%$-3,593 (vs do-nothing $-7,995)
$100515d24 Jul 2026$55.604/5$44,480$52,92865%74%+$9,399-$00.0%$3,322 (vs do-nothing $-1,080)
$100013d22 Jul 2026$49.204/5$45,415$53,86365%74%+$8,898-$00.0%$-1,238 (vs do-nothing $-5,640)
$1002.5015d24 Jul 2026$54.904/5$43,920$52,36865%74%+$8,149-$00.0%$2,042 (vs do-nothing $-2,360)
$99511d20 Jul 2026$43.404/5$47,345$55,79365%74%+$8,399-$2,6153.5%$-5,558 (vs do-nothing $-9,960)
$9856d15 Jul 2026$34.153/5$51,225$68,75564%74%+$12,038-$7,73610.4%$-8,843 (vs do-nothing $-13,245)
$100015d24 Jul 2026$56.854/5$45,480$53,92864%74%+$9,008-$00.0%$1,822 (vs do-nothing $-2,580)
$9908d17 Jul 2026$43.053/5$48,431$65,96164%74%+$11,505-$3,5664.8%$-4,673 (vs do-nothing $-9,075)
$99513d22 Jul 2026$50.854/5$46,938$55,38664%74%+$8,802-$00.0%$-2,578 (vs do-nothing $-6,980)
$9754d13 Jul 2026$27.452/5$41,175$67,78764%74%+$12,108-$8,49711.4%$-7,768 (vs do-nothing $-12,170)

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  |  2026-07-09 03:37