FORTRESS FIGHT: MU-LC880 @ $1011.62

BE SS: $1028.60  |  CC-SS: $1044.68  |  5 contracts (500 sh)  |  2026-07-09 21:37 |  ⌂ PORTFOLIO

MU-LC880 @ $1011.62   UNDERWATER $16.98 (1.7% below BE SS)

5 contracts (500 sh)  |  BE SS: $1028.60  |  CC-SS: $1044.68  |  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$80,900/mo95% ann ROI on ML
Hedge rolling cost$761/mo
Unrealized P&L$-22,005fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$40,450/mo
HEDGE COVER
$761/mo
NORMAL INCOME
$80,900/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 $1044.68 (probe: $1045C 13d) still earns $67,904/mo (84% 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)
$17,225
was $22,005 · 22% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$1,053.85 → $1,044.68
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYEXTENDED · %B 80 (live) · RSI 70 · MACD bullish, hist falling
DAILYMIXED (provisional) · RSI 51 · %B 36 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $1,226.26 (+21%) · daily UBB $1,218.14 · 1-wk expected move ±$143 (chain IV)
SETUPStretched, momentum unclear: 🎯 / 💎. (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 $1135 / 8d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($40,450/mo); it brings $42,281/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 × $1055/8d for $81,844/mo, but breach risk rises to 37% (+16pp 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 × $1280/8d (94% survival, $2,006/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 $-22,343 and cuts bleed by $761/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 × $1135, 79% survival, $42,281/mo (E[net] $7,319/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 × $113579%$42,281$7,319

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $7,319/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $1135 (primary), 79% survival, breach 21%, $42,281/mo.
⚖️ Worth a safer step: the $1180 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $14,812/mo less (35% 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 $1180 rung, unless you need the income to cover the hedge bleed, or you expect MU to stay flat-to-down near term.
MU  spot $1,011.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge1 × $128017 Jul8d26.5%94%12%$535$2,006-$40,275$0
Sell 1 × $1280 26.5% OTM over spot $1,011.62 17 Jul 2026 (8d, $5.85 mid)
= $535 credit for the 8d cycle → $2,006/mo projected
Survival (stays ≤ $1280)
94%
Breach risk
6%
POP (stays ≤ $1285.85)
94%
EV / mo
+$1,078
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.1-0.4] median  ·  100% of paths whole by 9 mo (vs 100% without)  ·  ~0.1 challenges expected  ·  median CC cash $6,257
🛡 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)
9%
Flat exit net (mid-life)
-$5,450
Free roll-up
none
Safest escape (by 24 Jul 2026)
$1,323 @ 71% POP
61% 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: $84.60/sh now → $59.85 mid-life (likely $47.57–$80.96)≈ $0 at expiry  |  you banked $5.35/sh, so a flat mid-life exit nets -$54.50/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 259 simulated challenges: the $1,280 strike is typically first touched on day 6 of 8, at $1,319 (overshoots $39.27). 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
Roll out (same strike, buy time)~$1,28020 Jul 20267d left+$0.13/sh+$13
cycle +$548
[-$163…+$1,211] · 67% credit
67%
surv 52%
Reliable up-and-out (highest cap still free ≥60%)~$1,31824 Jul 202611d left+$2.55/sh+$255
cycle +$790
[-$249…+$1,411] · 66% credit
71%
surv 60%
Max even-money escape in the band~$1,32324 Jul 202611d left+$0.28/sh+$28
cycle +$563
[-$499…+$1,139] · 56% credit
71%
surv 61%
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$2,006/mo
vs 50% target ($40,450/mo)-95%
vs normal income ($80,900/mo)2% covered
Net income (after hedge)$64,573/mo
Downside budget
✓ $1280 is at/above CC-SS $1044.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-4,451
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.34/sh (~25% of the $5.35 collected) or spot ≥ $1,285.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,280)); NOT the premium you collected. Momentum override: two daily closes above $1,218.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,267.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,267-1,285.85
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
≥ $1,285.85
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$1,280.00 (1.8σ)$535$41,577+$63,582+$19,730
+2.5%$1,312.00 (2.0σ)$-2,665$42,249+$64,254+$19,730
+5%$1,344.00 (2.2σ)$-5,865$42,921+$64,926+$19,730
V-BOUNCE STRESS (stock → CC-SS $1044.68, where you are whole again, by expiry)
Starting unrealized P&L: $-22,005
+ Fortress recovery (un-capped): +$17,225
− CC assignment net of premium (1 × $1280): -$0
+ Conservative CC premium (4 × $1030): +$17,348
Total Position P&L @ SS: $12,568 (+$34,573 vs today)
Do-nothing baseline at SS: $16,905 (this trade vs do-nothing: $-4,337, the opportunity cost of earning $2,006/mo FIGHT income now)
🛡 safe yield5 × $122517 Jul8d21.1%90%20%$4,675$17,531-$24,750$0
Sell 5 × $1225 21.1% OTM over spot $1,011.62 17 Jul 2026 (8d, $10.02 mid)
= $4,675 credit for the 8d cycle → $17,531/mo projected
Survival (stays ≤ $1225)
90%
Breach risk
10%
POP (stays ≤ $1235.03)
91%
EV / mo
+$8,125
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.3] median  ·  91% of paths whole by 9 mo (vs 100% without)  ·  ~0.5 challenges expected  ·  median CC cash $-25
🛡 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)
-$23,966
Free roll-up
none
Safest escape (by 24 Jul 2026)
$1,293 @ 74% POP
66% 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: $80.97/sh now → $57.28 mid-life (likely $52.86–$86.77)≈ $0 at expiry  |  you banked $9.35/sh, so a flat mid-life exit nets -$47.93/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 425 simulated challenges: the $1,225 strike is typically first touched on day 5 of 8, at $1,264 (overshoots $38.81). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,25824 Jul 202611d left+$5.09/sh+$2,545
cycle +$7,220
[-$1,000…+$6,220] · 66% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,22520 Jul 20267d left+$1.54/sh+$769
cycle +$5,444
[-$850…+$4,352] · 65% credit
67%
surv 52%
Max even-money escape in the band~$1,26824 Jul 202611d left+$1.33/sh+$665
cycle +$5,340
[-$3,111…+$4,082] · 50% credit
72%
surv 62%
Safety roll (pay small debit, max POP)~$1,29324 Jul 202611d left-$8.38/sh-$4,191
cycle +$484
[-$9,326…-$1,570] · 19% credit
74%
surv 66%
budget: banked $4,675 debit $4,191 (90% used ≈ 1.0 wk of income) → whole cycle still +$484 cash · rolled 5 ct earn ≈ $66,682/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$17,531/mo
vs 50% target ($40,450/mo)-57%
vs normal income ($80,900/mo)22% covered
Net income (after hedge)$16,771/mo
Downside budget
✓ $1225 is at/above CC-SS $1044.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-22,343
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $2.34/sh (~25% of the $9.35 collected) or spot ≥ $1,235.03 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,225)); NOT the premium you collected. Momentum override: two daily closes above $1,218.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,212.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,213-1,235.03
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
≥ $1,235.03
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$1,225.00 (1.4σ)$4,675$93,842+$115,847+$73,150
+2.5%$1,255.62 (1.6σ)$-10,638$94,485+$116,490+$73,150
+5%$1,286.25 (1.8σ)$-25,950$95,128+$117,133+$73,150
V-BOUNCE STRESS (stock → CC-SS $1044.68, where you are whole again, by expiry)
Starting unrealized P&L: $-22,005
+ Fortress recovery (un-capped): +$17,225
− CC assignment net of premium (5 × $1225): -$0
Total Position P&L @ SS: $-4,780 (+$17,225 vs today)
Do-nothing baseline at SS: $16,905 (this trade vs do-nothing: $-21,685, the opportunity cost of earning $17,531/mo FIGHT income now)
33% normal ← lean5 × $118017 Jul8d16.6%86%30%$7,325$27,469-$14,812$0
Sell 5 × $1180 16.6% OTM over spot $1,011.62 17 Jul 2026 (8d, $15.30 mid)
= $7,325 credit for the 8d cycle → $27,469/mo projected
Survival (stays ≤ $1180)
86%
Breach risk
14%
POP (stays ≤ $1195.30)
87%
EV / mo
+$10,927
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.3] median  ·  94% of paths whole by 9 mo (vs 100% without)  ·  ~0.7 challenges expected  ·  median CC cash $-25
🛡 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)
23%
Flat exit net (mid-life)
-$20,264
Free roll-up
+$8/wk
Safest escape (by 24 Jul 2026)
$1,268 @ 76% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $77.99/sh now → $55.18 mid-life (likely $53.41–$84.72)≈ $0 at expiry  |  you banked $14.65/sh, so a flat mid-life exit nets -$40.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 689 simulated challenges: the $1,180 strike is typically first touched on day 5 of 8, at $1,219 (overshoots $39.12). 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%)~$1,21324 Jul 202611d left+$5.81/sh+$2,907
cycle +$10,232
[-$1,385…+$4,826] · 63% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,18020 Jul 20267d left+$2.59/sh+$1,297
cycle +$8,622
[-$1,073…+$3,877] · 59% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,18320 Jul 20267d left+$0.69/sh+$347
cycle +$7,672
[-$2,214…+$2,717] · 47% credit
67%
surv 53%
Max even-money escape in the band~$1,22324 Jul 202611d left+$2.08/sh+$1,038
cycle +$8,363
[-$3,681…+$2,925] · 44% credit
72%
surv 62%
Safety roll (pay small debit, max POP)~$1,26824 Jul 202611d left-$13.21/sh-$6,605
cycle +$720
[-$13,014…-$5,394] · 8% credit
76%
surv 70%
budget: banked $7,325 debit $6,605 (90% used ≈ 1.0 wk of income) → whole cycle still +$720 cash · rolled 5 ct earn ≈ $57,227/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$27,469/mo
vs 50% target ($40,450/mo)-32%
vs normal income ($80,900/mo)34% covered
Net income (after hedge)$26,708/mo
Downside budget
✓ $1180 is at/above CC-SS $1044.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-22,330
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $3.66/sh (~25% of the $14.65 collected) or spot ≥ $1,195.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,180)); NOT the premium you collected. Momentum override: two daily closes above $1,218.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,168.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,168-1,195.30
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
≥ $1,195.30
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$1,180.00 (1.1σ)$7,325$73,047+$95,052+$53,300
+2.5%$1,209.50 (1.3σ)$-7,425$73,666+$95,671+$53,300
+5%$1,239.00 (1.5σ)$-22,175$74,286+$96,291+$53,300
V-BOUNCE STRESS (stock → CC-SS $1044.68, where you are whole again, by expiry)
Starting unrealized P&L: $-22,005
+ Fortress recovery (un-capped): +$17,225
− CC assignment net of premium (5 × $1180): -$0
Total Position P&L @ SS: $-4,780 (+$17,225 vs today)
Do-nothing baseline at SS: $16,905 (this trade vs do-nothing: $-21,685, the opportunity cost of earning $27,469/mo FIGHT income now)
🎯 50% normal5 × $113517 Jul8d12.2%79%35%$11,275$42,281$0
Sell 5 × $1135 12.2% OTM over spot $1,011.62 17 Jul 2026 (8d, $23.23 mid)
= $11,275 credit for the 8d cycle → $42,281/mo projected
Survival (stays ≤ $1135)
79%
Breach risk
21%
POP (stays ≤ $1158.22)
83%
EV / mo
+$13,862
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.4] median  ·  95% of paths whole by 9 mo (vs 100% without)  ·  ~0.9 challenges expected  ·  median CC cash $-25
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
35%
Flat exit net (mid-life)
-$15,262
Free roll-up
+$8/wk
Safest escape (by 24 Jul 2026)
$1,253 @ 79% POP
75% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $75.02/sh now → $53.07 mid-life (likely $56.09–$87.33)≈ $0 at expiry  |  you banked $22.55/sh, so a flat mid-life exit nets -$30.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,054 simulated challenges: the $1,135 strike is typically first touched on day 4 of 8, at $1,172 (overshoots $36.95). 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%)~$1,16324 Jul 202611d left+$8.71/sh+$4,356
cycle +$15,631
[-$330…+$5,176] · 72% credit
70%
surv 59%
Roll out (same strike, buy time)~$1,13520 Jul 20267d left+$3.56/sh+$1,782
cycle +$13,057
[-$1,246…+$3,047] · 57% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,13820 Jul 20267d left+$1.68/sh+$838
cycle +$12,113
[-$2,414…+$1,993] · 44% credit
67%
surv 54%
Max even-money escape in the band~$1,18324 Jul 202611d left+$0.47/sh+$237
cycle +$11,512
[-$5,316…+$608] · 28% credit
72%
surv 63%
Safety roll (pay small debit, max POP)~$1,25324 Jul 202611d left-$21.40/sh-$10,699
cycle +$576
[-$19,716…-$11,345] · 1% credit
79%
surv 75%
budget: banked $11,275 debit $10,699 (95% used ≈ 1.1 wk of income) → whole cycle still +$576 cash · rolled 5 ct earn ≈ $43,193/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$42,281/mo
vs 50% target ($40,450/mo)+5%
vs normal income ($80,900/mo)52% covered
Net income (after hedge)$41,521/mo
Downside budget
✓ $1135 is at/above CC-SS $1044.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-22,343
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $5.64/sh (~25% of the $22.55 collected) or spot ≥ $1,158.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,135)); NOT the premium you collected. Momentum override: two daily closes above $1,218.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,123.65Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,124-1,158.22
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
≥ $1,158.22
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,135.00 (≤1σ, normal week)$11,275$53,552+$75,557+$34,750
+2.5%$1,163.38 (≤1σ, normal week)$-2,912$54,148+$76,153+$34,750
+5%$1,191.75 (1.2σ)$-17,100$54,744+$76,749+$34,750
V-BOUNCE STRESS (stock → CC-SS $1044.68, where you are whole again, by expiry)
Starting unrealized P&L: $-22,005
+ Fortress recovery (un-capped): +$17,225
− CC assignment net of premium (5 × $1135): -$0
Total Position P&L @ SS: $-4,780 (+$17,225 vs today)
Do-nothing baseline at SS: $16,905 (this trade vs do-nothing: $-21,685, the opportunity cost of earning $42,281/mo FIGHT income now)
100% normal5 × $105517 Jul8d4.3%63%77%$21,825$81,844+$39,562$0
Sell 5 × $1055 4.3% OTM over spot $1,011.62 17 Jul 2026 (8d, $45.83 mid)
= $21,825 credit for the 8d cycle → $81,844/mo projected
Survival (stays ≤ $1055)
63%
Breach risk
37%
POP (stays ≤ $1100.83)
73%
EV / mo
+$13,805
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.3] median  ·  95% of paths whole by 9 mo (vs 100% without)  ·  ~2.6 challenges expected  ·  median CC cash $21,800
🛡 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)
61%
Flat exit net (mid-life)
-$2,841
Free roll-up
+$20/wk
Safest escape (by 24 Jul 2026)
$1,293 @ 90% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $69.73/sh now → $49.33 mid-life (likely $64.71–$90.07)≈ $0 at expiry  |  you banked $43.65/sh, so a flat mid-life exit nets -$5.68/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,824 simulated challenges: the $1,055 strike is typically first touched on day 3 of 8, at $1,091 (overshoots $36.29). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,08324 Jul 202611d left+$9.53/sh+$4,764
cycle +$26,589
[-$1,112…+$2,295] · 62% credit
71%
surv 59%
Roll out (same strike, buy time)~$1,05520 Jul 20267d left+$5.08/sh+$2,540
cycle +$24,365
[-$1,218…+$1,191] · 41% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,06320 Jul 20267d left+$1.04/sh+$519
cycle +$22,344
[-$3,795…-$1,208] · 17% credit
68%
surv 55%
Max even-money escape in the band~$1,10824 Jul 202611d left+$0.11/sh+$55
cycle +$21,880
[-$6,952…-$2,819] · 12% credit
73%
surv 64%
Safety roll (pay small debit, max POP)~$1,29324 Jul 202611d left-$39.11/sh-$19,553
cycle +$2,272
[-$34,876…-$25,351]
90%
surv 90%
budget: banked $21,825 debit $19,553 (90% used ≈ 1.0 wk of income) → whole cycle still +$2,272 cash · rolled 5 ct earn ≈ $13,945/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$81,844/mo
vs 50% target ($40,450/mo)+102%
vs normal income ($80,900/mo)101% covered
Net income (after hedge)$81,083/mo
Downside budget
✓ $1055 is at/above CC-SS $1044.68: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($74,300)0.0%
… as % of ML ($419,300)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-23,093
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $10.91/sh (~25% of the $43.65 collected) or spot ≥ $1,100.83 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $1,055)); NOT the premium you collected. Momentum override: two daily closes above $1,218.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $1,044.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$1,044-1,100.83
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
≥ $1,100.83
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$1,055.00 (≤1σ, normal week)$21,825$22,422+$44,427+$5,300
+2.5%$1,081.38 (≤1σ, normal week)$8,638$22,976+$44,981+$5,300
+5%$1,107.75 (≤1σ, normal week)$-4,550$23,530+$45,535+$5,300
V-BOUNCE STRESS (stock → CC-SS $1044.68, where you are whole again, by expiry)
Starting unrealized P&L: $-22,005
+ Fortress recovery (un-capped): +$17,225
− CC assignment net of premium (5 × $1055): -$0
Total Position P&L @ SS: $-4,780 (+$17,225 vs today)
Do-nothing baseline at SS: $16,905 (this trade vs do-nothing: $-21,685, the opportunity cost of earning $81,844/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 (150 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (6 expiries scanned, 150 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: +$17,225 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $16,905

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11004d13 Jul 2026$11.005/5$41,250$40,48982%85%+$15,378-$00.0%$720 (vs do-nothing $-16,185)
$10954d13 Jul 2026$11.705/5$43,875$43,11481%84%+$15,345-$00.0%$1,070 (vs do-nothing $-15,835)
$10904d13 Jul 2026$12.605/5$47,250$46,48980%83%+$15,807-$00.0%$1,520 (vs do-nothing $-15,385)
$11358d17 Jul 2026$22.555/5$42,281$41,52179%83%+$13,862-$00.0%$6,495 (vs do-nothing $-10,410)
$11308d17 Jul 2026$23.555/5$44,156$43,39678%82%+$14,033-$00.0%$6,995 (vs do-nothing $-9,910)
$10854d13 Jul 2026$13.105/5$49,125$48,36478%82%+$14,498-$00.0%$1,770 (vs do-nothing $-15,135)
$11258d17 Jul 2026$24.805/5$46,500$45,73978%82%+$14,584-$00.0%$7,620 (vs do-nothing $-9,285)
$11056d15 Jul 2026$17.055/5$42,625$41,86477%81%+$7,582-$00.0%$3,745 (vs do-nothing $-13,160)
$10804d13 Jul 2026$14.754/5$44,250$59,32177%81%+$13,767-$00.0%$5,457 (vs do-nothing $-11,448)
$11208d17 Jul 2026$25.855/5$48,469$47,70877%81%+$14,669-$00.0%$8,145 (vs do-nothing $-8,760)
$11158d17 Jul 2026$27.004/5$40,500$55,57176%81%+$14,086-$00.0%$10,357 (vs do-nothing $-6,548)
$11006d15 Jul 2026$19.405/5$48,500$47,73976%81%+$10,891-$00.0%$4,920 (vs do-nothing $-11,985)
$11108d17 Jul 2026$28.354/5$42,525$57,59675%81%+$14,532-$00.0%$10,897 (vs do-nothing $-6,008)
Show 137 more candidates (lower strikes: more income, lower survival)

Showing the 60 next-safest rows of 137.

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10754d13 Jul 2026$15.554/5$46,650$61,72175%80%+$13,137-$00.0%$5,777 (vs do-nothing $-11,128)
$10956d15 Jul 2026$18.905/5$47,250$46,48975%80%+$6,921-$00.0%$4,670 (vs do-nothing $-12,235)
$11058d17 Jul 2026$29.654/5$44,475$59,54675%80%+$14,826-$00.0%$11,417 (vs do-nothing $-5,488)
$10906d15 Jul 2026$19.955/5$49,875$49,11474%79%+$6,666-$00.0%$5,195 (vs do-nothing $-11,710)
$10704d13 Jul 2026$17.004/5$51,000$66,07174%79%+$14,192-$00.0%$6,357 (vs do-nothing $-10,548)
$11008d17 Jul 2026$31.004/5$46,500$61,57174%79%+$15,116-$00.0%$11,957 (vs do-nothing $-4,948)
$111011d20 Jul 2026$30.505/5$41,591$40,83074%79%+$8,359-$00.0%$10,470 (vs do-nothing $-6,435)
$10856d15 Jul 2026$23.254/5$46,500$61,57173%78%+$9,497-$00.0%$8,857 (vs do-nothing $-8,048)
$110511d20 Jul 2026$31.905/5$43,500$42,73973%78%+$8,604-$00.0%$11,170 (vs do-nothing $-5,735)
$10958d17 Jul 2026$32.304/5$48,450$63,52173%79%+$15,249-$00.0%$12,477 (vs do-nothing $-4,428)
$111013d22 Jul 2026$35.705/5$41,192$40,43272%78%+$7,252-$00.0%$13,070 (vs do-nothing $-3,835)
$10654d13 Jul 2026$18.603/5$41,850$72,75372%78%+$11,562-$00.0%$9,474 (vs do-nothing $-7,431)
$110011d20 Jul 2026$33.405/5$45,545$44,78572%78%+$8,917-$00.0%$11,920 (vs do-nothing $-4,985)
$111515d24 Jul 2026$41.805/5$41,800$41,03972%78%+$8,002-$00.0%$16,120 (vs do-nothing $-785)
$10908d17 Jul 2026$33.804/5$50,700$65,77172%78%+$15,598-$00.0%$13,077 (vs do-nothing $-3,828)
$10806d15 Jul 2026$24.254/5$48,500$63,57171%77%+$8,925-$00.0%$9,257 (vs do-nothing $-7,648)
$110513d22 Jul 2026$37.255/5$42,981$42,22071%78%+$7,560-$00.0%$13,845 (vs do-nothing $-3,060)
$111015d24 Jul 2026$43.955/5$43,950$43,18971%78%+$8,807-$00.0%$17,195 (vs do-nothing +$290)
$109511d20 Jul 2026$34.855/5$47,523$46,76271%77%+$9,093-$00.0%$12,645 (vs do-nothing $-4,260)
$110013d22 Jul 2026$39.755/5$45,865$45,10571%77%+$8,910-$00.0%$15,095 (vs do-nothing $-1,810)
$10604d13 Jul 2026$20.353/5$45,788$76,69170%77%+$12,596-$00.0%$9,999 (vs do-nothing $-6,906)
$10756d15 Jul 2026$25.904/5$51,800$66,87170%77%+$9,537-$00.0%$9,917 (vs do-nothing $-6,988)
$110515d24 Jul 2026$45.005/5$45,000$44,23970%77%+$8,467-$00.0%$17,720 (vs do-nothing +$815)
$10858d17 Jul 2026$35.304/5$52,950$68,02170%77%+$13,095-$00.0%$13,677 (vs do-nothing $-3,228)
$109011d20 Jul 2026$35.955/5$49,023$48,26270%77%+$8,719-$00.0%$13,195 (vs do-nothing $-3,710)
$109513d22 Jul 2026$40.805/5$47,077$46,31670%77%+$8,532-$00.0%$15,620 (vs do-nothing $-1,285)
$110015d24 Jul 2026$47.355/5$47,350$46,58969%76%+$9,380-$00.0%$18,895 (vs do-nothing +$1,990)
$10706d15 Jul 2026$28.153/5$42,225$73,12869%76%+$8,402-$00.0%$12,339 (vs do-nothing $-4,566)
$10808d17 Jul 2026$36.853/5$41,456$72,35969%76%+$9,927-$00.0%$14,949 (vs do-nothing $-1,956)
$108511d20 Jul 2026$37.854/5$41,291$56,36269%76%+$7,490-$00.0%$14,697 (vs do-nothing $-2,208)
$109013d22 Jul 2026$42.405/5$48,923$48,16369%76%+$8,731-$00.0%$16,420 (vs do-nothing $-485)
$10554d13 Jul 2026$21.553/5$48,488$79,39169%76%+$12,160-$00.0%$10,359 (vs do-nothing $-6,546)
$109515d24 Jul 2026$48.855/5$48,850$48,08969%76%+$9,397-$00.0%$19,645 (vs do-nothing +$2,740)
$108011d20 Jul 2026$39.054/5$42,600$57,67168%76%+$7,181-$00.0%$15,177 (vs do-nothing $-1,728)
$108513d22 Jul 2026$44.504/5$41,077$56,14868%76%+$7,559-$00.0%$17,357 (vs do-nothing +$452)
$10758d17 Jul 2026$38.453/5$43,256$74,15968%76%+$10,017-$00.0%$15,429 (vs do-nothing $-1,476)
$109015d24 Jul 2026$49.805/5$49,800$49,03968%76%+$8,816-$00.0%$20,120 (vs do-nothing +$3,215)
$10656d15 Jul 2026$29.503/5$44,250$75,15368%75%+$8,167-$00.0%$12,744 (vs do-nothing $-4,161)
$108013d22 Jul 2026$46.254/5$42,692$57,76467%75%+$7,763-$00.0%$18,057 (vs do-nothing +$1,152)
$108515d24 Jul 2026$51.504/5$41,200$56,27167%75%+$7,148-$00.0%$20,157 (vs do-nothing +$3,252)
$107511d20 Jul 2026$40.204/5$43,855$58,92667%75%+$6,757-$00.0%$15,637 (vs do-nothing $-1,268)
$10504d13 Jul 2026$23.303/5$52,425$83,32867%75%+$12,718-$00.0%$10,884 (vs do-nothing $-6,021)
$10708d17 Jul 2026$40.253/5$45,281$76,18467%75%+$10,260-$00.0%$15,969 (vs do-nothing $-936)
$10606d15 Jul 2026$30.953/5$46,425$77,32866%74%+$7,966-$00.0%$13,179 (vs do-nothing $-3,726)
$108015d24 Jul 2026$53.004/5$42,400$57,47166%75%+$7,045-$00.0%$20,757 (vs do-nothing +$3,852)
$107513d22 Jul 2026$47.454/5$43,800$58,87166%75%+$7,410-$00.0%$18,537 (vs do-nothing +$1,632)
$107011d20 Jul 2026$42.854/5$46,745$61,81766%75%+$7,905-$00.0%$16,697 (vs do-nothing $-208)
$10658d17 Jul 2026$41.153/5$46,294$77,19766%75%+$9,415-$00.0%$16,239 (vs do-nothing $-666)
$107515d24 Jul 2026$54.754/5$43,800$58,87165%74%+$7,100-$00.0%$21,457 (vs do-nothing +$4,552)
$107013d22 Jul 2026$48.854/5$45,092$60,16465%74%+$7,192-$00.0%$19,097 (vs do-nothing +$2,192)
$10454d13 Jul 2026$25.003/5$56,250$87,15365%74%+$12,910-$00.0%$11,394 (vs do-nothing $-5,511)
$10556d15 Jul 2026$33.053/5$49,575$80,47865%74%+$8,613-$00.0%$13,809 (vs do-nothing $-3,096)
$106511d20 Jul 2026$43.704/5$47,673$62,74465%74%+$7,026-$00.0%$17,037 (vs do-nothing +$132)
$10608d17 Jul 2026$42.503/5$47,812$78,71665%74%+$9,000-$00.0%$16,644 (vs do-nothing $-261)
$107015d24 Jul 2026$56.654/5$45,320$60,39165%74%+$7,235-$00.0%$22,217 (vs do-nothing +$5,312)
$106513d22 Jul 2026$51.054/5$47,123$62,19464%74%+$7,662-$00.0%$19,977 (vs do-nothing +$3,072)
$106011d20 Jul 2026$45.554/5$49,691$64,76264%73%+$7,173-$00.0%$17,777 (vs do-nothing +$872)
$106515d24 Jul 2026$59.154/5$47,320$62,39164%73%+$7,808-$00.0%$23,217 (vs do-nothing +$6,312)
$10506d15 Jul 2026$35.003/5$52,500$83,40364%73%+$8,914-$00.0%$14,394 (vs do-nothing $-2,511)
$10558d17 Jul 2026$43.653/5$49,106$80,00963%73%+$8,283-$00.0%$16,989 (vs do-nothing +$84)

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 21:37