FORTRESS FIGHT: MU-LC970 @ $947.23

BE SS: $1220.00  |  CC-SS: $1230.27  |  2 contracts (200 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

MU-LC970 @ $947.23   UNDERWATER $272.77 (22.4% below BE SS)

2 contracts (200 sh)  |  BE SS: $1220.00  |  CC-SS: $1230.27  |  IV: HIGH  |  Accounts: Neville:0865

LC: $970 exp 2028-01-21 (entry $645.074/sh)
SP: $1110 exp 2028-01-21 (entry $400.223/sh)
HP: $370 exp 2026-10-16 (entry $5.169/sh)

Economics

Max Loss$198,000(ND $250.00 + SW $740) x 200
Normal income ref$32,548/mo95% ann ROI on ML
Hedge rolling cost$461/mo
Unrealized P&L$-60,925fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$16,274/mo
HEDGE COVER
$461/mo
NORMAL INCOME
$32,548/mo (ATM CC, chain)
IC VELOCITY
1.5 mo to earn back $50,000
ML VELOCITY
6.1 mo to earn back $198,000
Deep drawdown confirmed: a CC at CC-SS $1230.27 (probe: $1230C 13d) brings only $3,669/mo (<20% of normal), so FIGHT below it is warranted.
🏦 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
$2,449
Hole (after banked)
$58,476
was $60,925 · 4% earned back
Cycles closed
1
Credit in flight
$4,604
CC-SS ratchet
$1,242.12 → $1,230.27
Open legAcctCredit/shIn flightOpened
2x $1180C 17 Jul 2026U13190865$23.02$4,6042026-07-06
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: 2 contracts at $1065 / 8d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($16,274/mo); it brings $16,838/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 2 × $985/8d for $33,262/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 $28,564 (57% of IC) ONLY on a full V-bounce all the way to SS $1220, recoverable in 0.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 2 contracts realizes $-61,040 and cuts bleed by $461/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 2 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 2 × $1065, 81% survival, $16,838/mo (E[net] $3,993/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 · 8d2 × $106581%$16,838$3,993

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $3,993/mo 🏆 GRAND PICK

🎯 Engine pick: sell 2 × $1065 (primary), 81% survival, breach 19%, $16,838/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 $5,775/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-$15,656$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 1.2 mo [0.6-2.7] median  ·  62% of paths whole by 9 mo (vs 62% without)  ·  ~0.4 challenges expected  ·  median CC cash $7,092
🛡 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; 1 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 ($16,274/mo)-93%
vs normal income ($32,548/mo)4% covered
Net income (after hedge)$2,384/mo
Downside budget
✓ $1270 is at/above CC-SS $1230.27: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($50,000)0.0%
… as % of ML ($198,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (1 ct)$-30,492
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,270.00 (2.3σ)$315$1,684+$62,609+$4,705
+2.5%$1,301.75 (2.5σ)$-2,860$1,894+$62,819+$4,705
+5%$1,333.50 (2.7σ)$-6,035$2,103+$63,028+$4,705
V-BOUNCE STRESS (stock → CC-SS $1230.27, where you are whole again, by expiry)
Starting unrealized P&L: $-60,925
+ Fortress recovery (un-capped): +$58,476
− CC assignment net of premium (1 × $1270): -$0
− Conservative CC assignment net of premium (1 × $1220): -$417
Total Position P&L @ SS: $-2,866 (+$58,059 vs today)
Do-nothing baseline at SS: $-3,283 (this trade vs do-nothing: +$417, the opportunity cost of earning $1,181/mo FIGHT income now)
BB-reversion stress (→ $1,215.66 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$0, position total $-4,857 (+$56,068 vs today)
🛡 safe yield2 × $115017 Jul8d21.4%90%20%$2,010$7,538-$9,300$14,044
Sell 2 × $1150 21.4% OTM over spot $947.23 17 Jul 2026 (8d, $10.48 mid)
= $2,010 credit for the 8d cycle → $7,538/mo projected
Survival (stays ≤ $1150)
90%
Breach risk
10%
POP (stays ≤ $1160.47)
91%
EV / mo
+$4,061
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.6] median  ·  69% of paths whole by 9 mo (vs 68% without)  ·  ~1.9 challenges expected  ·  median CC cash $13,733
🛡 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)
-$8,954
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 2 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 $49.14–$82.63)≈ $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 408 simulated challenges: the $1,150 strike is typically first touched on day 5 of 8, at $1,188 (overshoots $37.71). 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 (2 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,18324 Jul 202611d left+$5.80/sh+$1,159
cycle +$3,169
[-$172…+$2,587] · 72% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,15020 Jul 20267d left+$1.18/sh+$236
cycle +$2,246
[-$510…+$1,629] · 61% credit
67%
surv 53%
Max even-money escape in the band~$1,19324 Jul 202611d left+$1.47/sh+$294
cycle +$2,304
[-$1,264…+$1,586] · 52% credit
72%
surv 62%
SS $1,220 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1,22324 Jul 202611d left-$8.79/sh-$1,759
cycle +$251
[-$3,720…-$750] · 17% credit
75%
surv 68%
budget: banked $2,010 debit $1,759 (88% used ≈ 1.0 wk of income) → whole cycle still +$251 cash · rolled 2 ct earn ≈ $25,105/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$7,538/mo
vs 50% target ($16,274/mo)-54%
vs normal income ($32,548/mo)23% covered
Net income (after hedge)$7,077/mo
Downside budget
⚠ $1150 is $80 below CC-SS $1230.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,044
… as % of IC ($50,000)28.1%
… as % of ML ($198,000)7.1%
Recovery months (at normal income)0.4 mo
Surgical close (2 ct)$-61,010
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,150.00 (1.4σ)$2,010$-17,023+$43,902+$790
+2.5%$1,178.75 (1.6σ)$-3,740$-16,833+$44,092-$4,960
+5%$1,207.50 (1.8σ)$-9,490$-16,643+$44,282-$10,710
SS (= V-bounce)$1,220.00 (1.9σ)$-11,990$-16,561+$44,364-$13,210
V-BOUNCE STRESS (stock → CC-SS $1230.27, where you are whole again, by expiry)
Starting unrealized P&L: $-60,925
+ Fortress recovery (un-capped): +$58,476
− CC assignment net of premium (2 × $1150): -$14,044
Total Position P&L @ SS: $-16,493 (+$44,432 vs today)
Do-nothing baseline at SS: $-3,283 (this trade vs do-nothing: $-13,210, the opportunity cost of earning $7,538/mo FIGHT income now)
BB-reversion stress (→ $1,215.66 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$11,122, position total $-16,589 (+$44,336 vs today)
33% normal2 × $111017 Jul8d17.2%86%29%$2,950$11,062-$5,775$21,104
Sell 2 × $1110 17.2% OTM over spot $947.23 17 Jul 2026 (8d, $15.18 mid)
= $2,950 credit for the 8d cycle → $11,062/mo projected
Survival (stays ≤ $1110)
86%
Breach risk
14%
POP (stays ≤ $1125.17)
88%
EV / mo
+$5,186
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.4 mo [0.6-2.7] median  ·  70% of paths whole by 9 mo (vs 66% without)  ·  ~3.1 challenges expected  ·  median CC cash $18,548
🛡 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)
21%
Flat exit net (mid-life)
-$7,633
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 2 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 $49.95–$86.06)≈ $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 631 simulated challenges: the $1,110 strike is typically first touched on day 5 of 8, at $1,149 (overshoots $38.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,14324 Jul 202611d left+$6.43/sh+$1,285
cycle +$4,235
[-$477…+$2,401] · 67% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,11020 Jul 20267d left+$2.14/sh+$428
cycle +$3,378
[-$625…+$1,537] · 57% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,11320 Jul 20267d left+$0.80/sh+$159
cycle +$3,109
[-$950…+$1,226] · 48% credit
67%
surv 53%
Max even-money escape in the band~$1,15824 Jul 202611d left+$0.36/sh+$72
cycle +$3,022
[-$2,049…+$987] · 37% credit
73%
surv 63%
SS $1,220 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1,20324 Jul 202611d left-$14.51/sh-$2,901
cycle +$49
[-$5,880…-$2,346] · 5% credit
77%
surv 71%
budget: banked $2,950 debit $2,901 (98% used ≈ 1.1 wk of income) → whole cycle still +$49 cash · rolled 2 ct earn ≈ $20,949/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$11,062/mo
vs 50% target ($16,274/mo)-32%
vs normal income ($32,548/mo)34% covered
Net income (after hedge)$10,602/mo
Downside budget
⚠ $1110 is $120 below CC-SS $1230.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,104
… as % of IC ($50,000)42.2%
… as % of ML ($198,000)10.7%
Recovery months (at normal income)0.6 mo
Surgical close (2 ct)$-61,010
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,110.00 (1.2σ)$2,950$-24,347+$36,578+$1,730
+2.5%$1,137.75 (1.3σ)$-2,600$-24,164+$36,761-$3,820
+5%$1,165.50 (1.5σ)$-8,150$-23,981+$36,944-$9,370
SS (= V-bounce)$1,220.00 (1.9σ)$-19,050$-23,621+$37,304-$20,270
V-BOUNCE STRESS (stock → CC-SS $1230.27, where you are whole again, by expiry)
Starting unrealized P&L: $-60,925
+ Fortress recovery (un-capped): +$58,476
− CC assignment net of premium (2 × $1110): -$21,104
Total Position P&L @ SS: $-23,553 (+$37,372 vs today)
Do-nothing baseline at SS: $-3,283 (this trade vs do-nothing: $-20,270, the opportunity cost of earning $11,062/mo FIGHT income now)
BB-reversion stress (→ $1,215.66 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,182, position total $-23,649 (+$37,276 vs today)
🎯 50% normal2 × $106517 Jul8d12.4%81%34%$4,490$16,838$28,564
Sell 2 × $1065 12.4% OTM over spot $947.23 17 Jul 2026 (8d, $23.02 mid)
= $4,490 credit for the 8d cycle → $16,838/mo projected
Survival (stays ≤ $1065)
81%
Breach risk
19%
POP (stays ≤ $1088.03)
84%
EV / mo
+$7,679
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-3.0] median, 0.1 mo faster than no FIGHT (1.4 mo)  ·  78% of paths whole by 9 mo (vs 70% without)  ·  ~4.5 challenges expected  ·  median CC cash $20,397
🛡 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)
34%
Flat exit net (mid-life)
-$5,664
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 2 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 $54.59–$81.91)≈ $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 1,012 simulated challenges: the $1,065 strike is typically first touched on day 4 of 8, at $1,100 (overshoots $34.93). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,09824 Jul 202611d left+$7.03/sh+$1,406
cycle +$5,896
[-$389…+$1,502] · 64% credit
71%
surv 60%
Roll out (same strike, buy time)~$1,06520 Jul 20267d left+$3.14/sh+$627
cycle +$5,117
[-$555…+$974] · 52% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$1,06820 Jul 20267d left+$1.80/sh+$359
cycle +$4,849
[-$882…+$657] · 41% credit
67%
surv 53%
Max even-money escape in the band~$1,11324 Jul 202611d left+$1.01/sh+$202
cycle +$4,692
[-$1,884…+$164] · 29% credit
73%
surv 63%
SS $1,220 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1,18824 Jul 202611d left-$21.34/sh-$4,269
cycle +$221
[-$7,619…-$4,678]
81%
surv 77%
budget: banked $4,490 debit $4,269 (95% used ≈ 1.1 wk of income) → whole cycle still +$221 cash · rolled 2 ct earn ≈ $16,050/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$16,838/mo
vs 50% target ($16,274/mo)+3%
vs normal income ($32,548/mo)52% covered
Net income (after hedge)$16,377/mo
Downside budget
⚠ $1065 is $165 below CC-SS $1230.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,564
… as % of IC ($50,000)57.1%
… as % of ML ($198,000)14.4%
Recovery months (at normal income)0.9 mo
Surgical close (2 ct)$-61,040
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$1,065.00 (≤1σ, normal week)$4,490$-32,104+$28,821+$3,270
+2.5%$1,091.62 (1.0σ)$-835$-31,928+$28,997-$2,055
+5%$1,118.25 (1.2σ)$-6,160$-31,752+$29,173-$7,380
SS (= V-bounce)$1,220.00 (1.9σ)$-26,510$-31,081+$29,844-$27,730
V-BOUNCE STRESS (stock → CC-SS $1230.27, where you are whole again, by expiry)
Starting unrealized P&L: $-60,925
+ Fortress recovery (un-capped): +$58,476
− CC assignment net of premium (2 × $1065): -$28,564
Total Position P&L @ SS: $-31,013 (+$29,912 vs today)
Do-nothing baseline at SS: $-3,283 (this trade vs do-nothing: $-27,730, the opportunity cost of earning $16,838/mo FIGHT income now)
BB-reversion stress (→ $1,215.66 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$25,642, position total $-31,109 (+$29,816 vs today)
100% normal2 × $98517 Jul8d4.0%63%79%$8,870$33,262+$16,425$40,184
Sell 2 × $985 4.0% OTM over spot $947.23 17 Jul 2026 (8d, $46.53 mid)
= $8,870 credit for the 8d cycle → $33,262/mo projected
Survival (stays ≤ $985)
63%
Breach risk
37%
POP (stays ≤ $1031.53)
73%
EV / mo
+$7,300
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.3] median, 0.1 mo faster than no FIGHT (1.2 mo)  ·  76% of paths whole by 9 mo (vs 64% without)  ·  ~11.3 challenges expected  ·  median CC cash $25,049
🛡 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)
63%
Flat exit net (mid-life)
-$521
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 2 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 $61.91–$87.60)≈ $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 1,888 simulated challenges: the $985 strike is typically first touched on day 3 of 8, at $1,019 (overshoots $34.39). 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 (2 ct)POP / surv
of new CC
Reliable up-and-out (highest cap still free ≥60%)~$1,01324 Jul 202611d left+$10.79/sh+$2,157
cycle +$11,027
[-$23…+$1,284] · 75% credit
71%
surv 60%
Roll out (same strike, buy time)~$98520 Jul 20267d left+$4.68/sh+$936
cycle +$9,806
[-$657…+$372] · 38% credit
67%
surv 53%
Up-and-out for even (raise the cap, free)~$99320 Jul 20267d left+$1.09/sh+$217
cycle +$9,087
[-$1,553…-$463] · 16% credit
68%
surv 55%
Max even-money escape in the band~$1,03824 Jul 202611d left+$0.33/sh+$66
cycle +$8,936
[-$2,683…-$1,004] · 12% credit
74%
surv 65%
SS $1,220 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1,20824 Jul 202611d left-$35.06/sh-$7,011
cycle +$1,859
[-$12,716…-$9,022]
90%
surv 89%
budget: banked $8,870 debit $7,011 (79% used ≈ 0.9 wk of income) → whole cycle still +$1,859 cash · rolled 2 ct earn ≈ $6,490/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$33,262/mo
vs 50% target ($16,274/mo)+104%
vs normal income ($32,548/mo)102% covered
Net income (after hedge)$32,802/mo
Downside budget
⚠ $985 is $245 below CC-SS $1230.27: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$40,184
… as % of IC ($50,000)80.4%
… as % of ML ($198,000)20.3%
Recovery months (at normal income)1.2 mo
Surgical close (2 ct)$-61,360
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 1.03 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$985.00 (≤1σ, normal week)$8,870$-44,252+$16,673+$7,650
+2.5%$1,009.62 (≤1σ, normal week)$3,945$-44,089+$16,836+$2,725
+5%$1,034.25 (≤1σ, normal week)$-980$-43,927+$16,998-$2,200
SS (= V-bounce)$1,220.00 (1.9σ)$-38,130$-42,701+$18,224-$39,350
V-BOUNCE STRESS (stock → CC-SS $1230.27, where you are whole again, by expiry)
Starting unrealized P&L: $-60,925
+ Fortress recovery (un-capped): +$58,476
− CC assignment net of premium (2 × $985): -$40,184
Total Position P&L @ SS: $-42,633 (+$18,292 vs today)
Do-nothing baseline at SS: $-3,283 (this trade vs do-nothing: $-39,350, the opportunity cost of earning $33,262/mo FIGHT income now)
BB-reversion stress (→ $1,215.66 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$37,262, position total $-42,729 (+$18,196 vs today)
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: 1.033 (IBKR)  |  Recovery@SS: +$58,476 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,283

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10354d13 Jul 2026$11.402/2$17,100$16,63983%86%+$8,272-$36,77473.5%$-39,223 (vs do-nothing $-35,940)
$10304d13 Jul 2026$12.452/2$18,675$18,21482%85%+$8,856-$37,56475.1%$-40,013 (vs do-nothing $-36,730)
$10254d13 Jul 2026$13.652/2$20,475$20,01481%84%+$9,566-$38,32476.6%$-40,773 (vs do-nothing $-37,490)
$10506d15 Jul 2026$17.252/2$17,250$16,78981%84%+$6,969-$32,60465.2%$-35,053 (vs do-nothing $-31,770)
$10658d17 Jul 2026$22.452/2$16,838$16,37781%84%+$7,679-$28,56457.1%$-31,013 (vs do-nothing $-27,730)
$10608d17 Jul 2026$23.602/2$17,700$17,23980%84%+$7,918-$29,33458.7%$-31,783 (vs do-nothing $-28,500)
$10456d15 Jul 2026$18.152/2$18,150$17,68979%83%+$7,009-$33,42466.8%$-35,873 (vs do-nothing $-32,590)
$10204d13 Jul 2026$14.252/2$21,375$20,91479%83%+$9,268-$39,20478.4%$-41,653 (vs do-nothing $-38,370)
$10558d17 Jul 2026$24.752/2$18,562$18,10279%83%+$8,122-$30,10460.2%$-32,553 (vs do-nothing $-29,270)
$10406d15 Jul 2026$19.352/2$19,350$18,88978%83%+$7,293-$34,18468.4%$-36,633 (vs do-nothing $-33,350)
$10508d17 Jul 2026$25.952/2$19,462$19,00278%82%+$8,326-$30,86461.7%$-33,313 (vs do-nothing $-30,030)
$10154d13 Jul 2026$15.452/2$23,175$22,71478%82%+$9,754-$39,96479.9%$-42,413 (vs do-nothing $-39,130)
$10458d17 Jul 2026$27.152/2$20,362$19,90277%82%+$8,492-$31,62463.2%$-34,073 (vs do-nothing $-30,790)
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$16.952/2$25,425$24,96476%81%+$10,567-$40,66481.3%$-43,113 (vs do-nothing $-39,830)
$10306d15 Jul 2026$21.902/2$21,900$21,43976%81%+$7,842-$35,67471.3%$-38,123 (vs do-nothing $-34,840)
$10408d17 Jul 2026$28.402/2$21,300$20,83976%81%+$8,656-$32,37464.7%$-34,823 (vs do-nothing $-31,540)
$10358d17 Jul 2026$29.752/2$22,312$21,85275%81%+$8,854-$33,10466.2%$-35,553 (vs do-nothing $-32,270)
$10054d13 Jul 2026$18.402/2$27,600$27,13975%80%+$11,172-$41,37482.7%$-43,823 (vs do-nothing $-40,540)
$10206d15 Jul 2026$24.552/2$24,550$24,08974%80%+$8,261-$37,14474.3%$-39,593 (vs do-nothing $-36,310)
$104011d20 Jul 2026$30.052/2$16,391$15,93074%79%+$4,042-$32,04464.1%$-34,493 (vs do-nothing $-31,210)
$10308d17 Jul 2026$31.102/2$23,325$22,86473%79%+$7,573-$33,83467.7%$-36,283 (vs do-nothing $-33,000)
$10004d13 Jul 2026$19.802/2$29,700$29,23973%79%+$11,563-$42,09484.2%$-44,543 (vs do-nothing $-41,260)
$103511d20 Jul 2026$31.452/2$17,155$16,69473%79%+$4,141-$32,76465.5%$-35,213 (vs do-nothing $-31,930)
$105015d24 Jul 2026$41.002/2$16,400$15,93973%79%+$4,190-$27,85455.7%$-30,303 (vs do-nothing $-27,020)
$104013d22 Jul 2026$36.452/2$16,823$16,36272%79%+$4,074-$30,76461.5%$-33,213 (vs do-nothing $-29,930)
$10258d17 Jul 2026$32.502/2$24,375$23,91472%78%+$7,686-$34,55469.1%$-37,003 (vs do-nothing $-33,720)
$104515d24 Jul 2026$41.952/2$16,780$16,31972%78%+$4,056-$28,66457.3%$-31,113 (vs do-nothing $-27,830)
$103011d20 Jul 2026$33.302/2$18,164$17,70372%78%+$4,455-$33,39466.8%$-35,843 (vs do-nothing $-32,560)
$103513d22 Jul 2026$37.902/2$17,492$17,03271%78%+$4,143-$31,47462.9%$-33,923 (vs do-nothing $-30,640)
$9954d13 Jul 2026$20.902/2$31,350$30,88971%78%+$11,355-$42,87485.7%$-45,323 (vs do-nothing $-42,040)
$10106d15 Jul 2026$27.452/2$27,450$26,98971%78%+$8,690-$38,56477.1%$-41,013 (vs do-nothing $-37,730)
$104015d24 Jul 2026$43.452/2$17,380$16,91971%78%+$4,123-$29,36458.7%$-31,813 (vs do-nothing $-28,530)
$102511d20 Jul 2026$34.452/2$18,791$18,33071%78%+$4,357-$34,16468.3%$-36,613 (vs do-nothing $-33,330)
$103013d22 Jul 2026$39.452/2$18,208$17,74770%77%+$4,234-$32,16464.3%$-34,613 (vs do-nothing $-31,330)
$103515d24 Jul 2026$45.152/2$18,060$17,59970%77%+$4,251-$30,02460.0%$-32,473 (vs do-nothing $-29,190)
$10158d17 Jul 2026$35.502/2$26,625$26,16470%77%+$7,923-$35,95471.9%$-38,403 (vs do-nothing $-35,120)
$102011d20 Jul 2026$36.102/2$19,691$19,23070%77%+$4,500-$34,83469.7%$-37,283 (vs do-nothing $-34,000)
$102513d22 Jul 2026$40.902/2$18,877$18,41670%77%+$4,254-$32,87465.7%$-35,323 (vs do-nothing $-32,040)
$9904d13 Jul 2026$22.451/2$16,838$18,04169%77%+$5,833-$21,78243.6%$-24,648 (vs do-nothing $-21,365)
$103015d24 Jul 2026$46.652/2$18,660$18,19969%77%+$4,280-$30,72461.4%$-33,173 (vs do-nothing $-29,890)
$101511d20 Jul 2026$36.852/2$20,100$19,63969%76%+$4,121-$35,68471.4%$-38,133 (vs do-nothing $-34,850)
$10108d17 Jul 2026$37.052/2$27,788$27,32769%77%+$8,006-$36,64473.3%$-39,093 (vs do-nothing $-35,810)
$102013d22 Jul 2026$42.652/2$19,685$19,22469%76%+$4,387-$33,52467.0%$-35,973 (vs do-nothing $-32,690)
$102515d24 Jul 2026$47.752/2$19,100$18,63969%76%+$4,129-$31,50463.0%$-33,953 (vs do-nothing $-30,670)
$10006d15 Jul 2026$30.552/2$30,550$30,08969%77%+$9,061-$39,94479.9%$-42,393 (vs do-nothing $-39,110)
$1022.5015d24 Jul 2026$48.702/2$19,480$19,01968%76%+$4,206-$31,81463.6%$-34,263 (vs do-nothing $-30,980)
$101011d20 Jul 2026$37.952/2$20,700$20,23968%76%+$3,899-$36,46472.9%$-38,913 (vs do-nothing $-35,630)
$101513d22 Jul 2026$44.302/2$20,446$19,98668%76%+$4,448-$34,19468.4%$-36,643 (vs do-nothing $-33,360)
$102015d24 Jul 2026$50.002/2$20,000$19,53968%76%+$4,418-$32,05464.1%$-34,503 (vs do-nothing $-31,220)
$10058d17 Jul 2026$38.702/2$29,025$28,56468%76%+$8,113-$37,31474.6%$-39,763 (vs do-nothing $-36,480)
$9854d13 Jul 2026$24.051/2$18,038$19,24168%76%+$5,943-$22,12244.2%$-24,988 (vs do-nothing $-21,705)
$1017.5015d24 Jul 2026$50.002/2$20,000$19,53967%76%+$4,104-$32,55465.1%$-35,003 (vs do-nothing $-31,720)
$9956d15 Jul 2026$32.352/2$32,350$31,88967%76%+$9,392-$40,58481.2%$-43,033 (vs do-nothing $-39,750)
$101515d24 Jul 2026$50.702/2$20,280$19,81967%75%+$4,066-$32,91465.8%$-35,363 (vs do-nothing $-32,080)
$101013d22 Jul 2026$46.002/2$21,231$20,77067%75%+$4,506-$34,85469.7%$-37,303 (vs do-nothing $-34,020)
$100511d20 Jul 2026$40.352/2$22,009$21,54867%75%+$4,352-$36,98474.0%$-39,433 (vs do-nothing $-36,150)
$1012.5015d24 Jul 2026$51.702/2$20,680$20,21966%75%+$4,142-$33,21466.4%$-35,663 (vs do-nothing $-32,380)
$101015d24 Jul 2026$53.052/2$21,220$20,75966%75%+$4,353-$33,44466.9%$-35,893 (vs do-nothing $-32,610)
$100513d22 Jul 2026$46.702/2$21,554$21,09366%75%+$4,076-$35,71471.4%$-38,163 (vs do-nothing $-34,880)
$9906d15 Jul 2026$33.901/2$16,950$18,15366%75%+$4,699-$20,63741.3%$-23,503 (vs do-nothing $-20,220)
$100011d20 Jul 2026$41.952/2$22,882$22,42166%75%+$4,334-$37,66475.3%$-40,113 (vs do-nothing $-36,830)
$9804d13 Jul 2026$25.751/2$19,312$20,51666%75%+$6,043-$22,45244.9%$-25,318 (vs do-nothing $-22,035)
$1007.5015d24 Jul 2026$53.202/2$21,280$20,81966%75%+$4,079-$33,91467.8%$-36,363 (vs do-nothing $-33,080)
$9958d17 Jul 2026$41.652/2$31,238$30,77765%75%+$7,909-$38,72477.4%$-41,173 (vs do-nothing $-37,890)
$100515d24 Jul 2026$55.602/2$22,240$21,77965%74%+$4,700-$33,93467.9%$-36,383 (vs do-nothing $-33,100)
$100013d22 Jul 2026$49.202/2$22,708$22,24765%74%+$4,449-$36,21472.4%$-38,663 (vs do-nothing $-35,380)
$1002.5015d24 Jul 2026$54.902/2$21,960$21,49965%74%+$4,075-$34,57469.1%$-37,023 (vs do-nothing $-33,740)
$99511d20 Jul 2026$43.402/2$23,673$23,21265%74%+$4,199-$38,37476.7%$-40,823 (vs do-nothing $-37,540)
$9856d15 Jul 2026$34.151/2$17,075$18,27864%74%+$4,013-$21,11242.2%$-23,978 (vs do-nothing $-20,695)
$100015d24 Jul 2026$56.852/2$22,740$22,27964%74%+$4,504-$34,68469.4%$-37,133 (vs do-nothing $-33,850)
$9908d17 Jul 2026$43.052/2$32,288$31,82764%74%+$7,670-$39,44478.9%$-41,893 (vs do-nothing $-38,610)
$99513d22 Jul 2026$50.852/2$23,469$23,00964%74%+$4,401-$36,88473.8%$-39,333 (vs do-nothing $-36,050)
$9754d13 Jul 2026$27.451/2$20,588$21,79164%74%+$6,054-$22,78245.6%$-25,648 (vs do-nothing $-22,365)

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 2 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37