FORTRESS FIGHT: NEM @ $92.45

BE SS: $114.54  |  CC-SS: $117.98  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 21:39

NEM @ $92.45   UNDERWATER $22.09 (19.3% below BE SS)

5 contracts (500 sh)  |  BE SS: $114.54  |  CC-SS: $117.98 (banked floor $117.18)  |  IV: MEDIUM  |  Accounts: Main:1299

LC: $87.50 exp 2028-01-21 (entry $45.141/sh)
SP: $105 exp 2028-01-21 (entry $18.953/sh)
HP: $75 exp 2026-09-18 (entry $1.477/sh)

Economics

Max Loss$28,520(ND $27.04 + SW $30) x 500
Normal income ref$1,950/mo75% ann ROI on ML
Hedge rolling cost$231/mo
Unrealized P&L$-13,875fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$975/mo
HEDGE COVER
$231/mo
NORMAL INCOME
$1,950/mo (ATM CC, chain)
IC VELOCITY
6.9 mo to earn back $13,520
ML VELOCITY
14.6 mo to earn back $28,520
Deep drawdown confirmed: a CC at CC-SS $117.98 (probe: $110C 15d) brings only $10/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$442
Hole (after banked)
$13,433
was $13,875 · 3% earned back
Cycles closed
8
Credit in flight
$0
CC-SS · banked floor (info)
$117.98 → $117.18
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYPULLBACK · %B 19 (live) · RSI 43 · MACD bearish, hist rising
DAILYFALLING (provisional) · RSI 44 · %B 40 · hist falling (nightly)
LEVELS20W MA (bounce target) $104.32 (+13%) · daily UBB $97.63 · 1-wk expected move ±$6 (chain IV)
SETUPSpring loaded, not ignited: 🎯 or 💎 at short DTE, normal tripwires. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-10-22: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $98 / 8d. This is the safest strike (survival 82%, breach 18%) that still earns 50% of normal income ($975/mo); it brings $1,144/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 × $95/8d for $2,194/mo, but breach risk rises to 33% (+15pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 4 × $99/8d (86% survival, $300/mo).
Downside anchor: the primary mortgages $9,687 (72% of IC) ONLY on a full V-bounce all the way to SS $115, recoverable in 5.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-13,920 and cuts bleed by $231/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 · 7 Aug 2026 (8d) · sell 5 × $98, 82% survival, $1,144/mo (E[net] $58/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d5 × $9882%$1,144$58
E[net] arithmetic on the grand pick: keep $305 with probability 75%; on the 25% touch you roll, paying $1,098 to close and taking $265 back from the best priced door (net cash $832) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $58/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $98 (50% normal), 82% survival, breach 18%, $1,144/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $99 rung (cover hedge) lifts survival to 86% (breach 18% → 14%) for $844/mo less (74% income) buys safety you do not really need here.
NEM  spot $92.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $997 Aug8d7.1%86%hist 99%28%hist 13%+2pp$80$300-$844$7,514
Sell 4 × $99 7.1% OTM over spot $92.45 7 Aug 2026 (8d, $0.57 mid)
= $80 credit for the 8d cycle → $300/mo projected
Survival (stays ≤ $99)
86%
Breach risk
14%
POP (stays ≤ $99.58)
88%
EV / mo
$-103
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
44% whole by 9mo vs 42% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-42/mo
median; plan ~$-29/mo after 68% keep · $-238 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-5.5], measured ONLY among the 44% of futures that got whole
🛡 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)
20%
Flat exit net (mid-life)
-$817
Free roll-up
none
Safest escape (by 21 Aug 2026)
$103 @ 73% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 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: $3.17/sh now → $2.24 mid-life (likely $2.04–$3.35)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$2.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 597 simulated challenges: the $99 strike is typically first touched on day 5 of 8, at $100 (overshoots $1.35). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$10221 Aug 202618d left+$0.56/sh+$225
cycle +$305
[+$73…+$360] · 85% credit
71%
surv 62%
-$8,714 NOT
cap gain +$5,161
Max even-money escape in the band~$10321 Aug 202618d left+$0.21/sh+$83
cycle +$163
[-$93…+$203] · 56% credit
73%
surv 65%
-$8,323 NOT
cap gain +$5,552
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$9914 Aug 202611d left-$0.13/sh-$53
cycle +$27
[-$255…+$62] · 32% credit
62%
surv 52%
-$10,352 NOT
cap gain +$3,523
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$300/mo
vs 50% target ($975/mo)-69%
vs normal income ($1,950/mo)15% covered
Net income (after hedge)$71/mo
Downside budget
⚠ $99 is $19 below CC-SS $117.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,514
… as % of IC ($13,520)55.6%
… as % of ML ($28,520)26.3%
Recovery months (at normal income)3.9 mo
Surgical close (4 ct)$-11,250
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $99.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $97.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-99.58
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
≥ $99.58
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (1.1σ)$80$-10,300+$3,575+$76
+2.5%$101.47 (1.5σ)$-910$-9,969+$3,906-$914
+5%$103.95 (1.9σ)$-1,900$-9,639+$4,236-$1,904
SS (= V-bounce)$114.54 (3.7σ)$-6,136$-8,679+$5,196-$4,324
V-BOUNCE STRESS (stock → CC-SS $117.98, where you are whole again, by expiry)
Starting unrealized P&L: $-13,875
+ Fortress recovery (un-capped): +$13,623
− CC assignment net of premium (4 × $99): -$7,514
− Conservative CC assignment net of premium (1 × $110): -$797
Total Position P&L @ SS: $-8,564 (+$5,311 vs today)
Do-nothing baseline at SS: $-4,240 (this trade vs do-nothing: $-4,324, the opportunity cost of earning $300/mo FIGHT income now)
BB-reversion stress (→ $104.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,048, position total $-9,589 (+$4,286 vs today)
33% normal3 × $987 Aug8d6.0%82%hist 99%36%hist 18%+3pp$183$686-$458$5,812
Sell 3 × $98 6.0% OTM over spot $92.45 7 Aug 2026 (8d, $0.70 mid)
= $183 credit for the 8d cycle → $686/mo projected
Survival (stays ≤ $98)
82%
Breach risk
18%
POP (stays ≤ $98.70)
85%
EV / mo
+$250
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
48% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$156/mo
median; plan ~$106/mo after 68% keep · $1,067 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.5-5.3], measured ONLY among the 48% of futures that got whole
🛡 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)
27%
Flat exit net (mid-life)
-$476
Free roll-up
none
Safest escape (by 21 Aug 2026)
$104 @ 77% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 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: $3.10/sh now → $2.20 mid-life (likely $2.16–$3.37)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$1.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 810 simulated challenges: the $98 strike is typically first touched on day 5 of 8, at $99 (overshoots $1.28). 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 (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$10121 Aug 202618d left+$0.53/sh+$159
cycle +$342
[+$32…+$223] · 83% credit
71%
surv 62%
-$9,209 NOT
cap gain +$4,666
Max even-money escape in the band~$10221 Aug 202618d left+$0.18/sh+$53
cycle +$236
[-$91…+$105] · 48% credit
73%
surv 65%
-$8,782 NOT
cap gain +$5,093
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$9814 Aug 202611d left-$0.13/sh-$39
cycle +$144
[-$201…+$7] · 26% credit
62%
surv 52%
-$10,768 NOT
cap gain +$3,107
Safety roll (pay small debit, max POP)~$10421 Aug 202618d left-$0.59/sh-$177
cycle +$6
[-$371…-$141] · 11% credit
77%
surv 72%
-$7,945 NOT
cap gain +$5,930
budget: banked $183 debit $177 (97% used ≈ 1.1 wk of income) → whole cycle still +$6 cash · rolled 3 ct earn ≈ $803/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$686/mo
vs 50% target ($975/mo)-30%
vs normal income ($1,950/mo)35% covered
Net income (after hedge)$459/mo
Downside budget
⚠ $98 is $20 below CC-SS $117.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,812
… as % of IC ($13,520)43.0%
… as % of ML ($28,520)20.4%
Recovery months (at normal income)3.0 mo
Surgical close (3 ct)$-8,352
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.61 collected) or spot ≥ $98.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $97.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-98.70
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
≥ $98.70
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$98.00 (≤1σ, normal week)$183$-10,729+$3,146+$180
+2.5%$100.45 (1.3σ)$-552$-10,157+$3,718-$555
+5%$102.90 (1.7σ)$-1,287$-9,585+$4,290-$1,290
SS (= V-bounce)$114.54 (3.7σ)$-4,779$-7,775+$6,100-$3,420
V-BOUNCE STRESS (stock → CC-SS $117.98, where you are whole again, by expiry)
Starting unrealized P&L: $-13,875
+ Fortress recovery (un-capped): +$13,623
− CC assignment net of premium (3 × $98): -$5,812
− Conservative CC assignment net of premium (2 × $110): -$1,595
Total Position P&L @ SS: $-7,660 (+$6,215 vs today)
Do-nothing baseline at SS: $-4,240 (this trade vs do-nothing: $-3,420, the opportunity cost of earning $686/mo FIGHT income now)
BB-reversion stress (→ $104.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$1,713, position total $-9,253 (+$4,622 vs today)
🎯 50% normal5 × $987 Aug8d6.0%82%hist 99%36%hist 18%+8pp$305$1,144$9,687
Sell 5 × $98 6.0% OTM over spot $92.45 7 Aug 2026 (8d, $0.70 mid)
= $305 credit for the 8d cycle → $1,144/mo projected
Survival (stays ≤ $98)
82%
Breach risk
18%
POP (stays ≤ $98.70)
85%
EV / mo
+$416
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
46% whole by 9mo vs 38% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$395/mo
median; plan ~$269/mo after 68% keep · $2,974 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.7-5.3], measured ONLY among the 46% of futures that got whole
🛡 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)
25%
Flat exit net (mid-life)
-$793
Free roll-up
none
Safest escape (by 21 Aug 2026)
$104 @ 77% POP
72% 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: $3.10/sh now → $2.20 mid-life (likely $2.13–$3.43)≈ $0 at expiry  |  you banked $0.61/sh, so a flat mid-life exit nets -$1.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 764 simulated challenges: the $98 strike is typically first touched on day 5 of 8, at $99 (overshoots $1.28). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$10121 Aug 202618d left+$0.53/sh+$265
cycle +$570
[+$49…+$356] · 82% credit
71%
surv 62%
-$8,983 NOT
cap gain +$4,892
Max even-money escape in the band~$10221 Aug 202618d left+$0.18/sh+$89
cycle +$394
[-$151…+$169] · 49% credit
73%
surv 65%
-$8,627 NOT
cap gain +$5,248
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$9814 Aug 202611d left-$0.13/sh-$64
cycle +$241
[-$333…+$11] · 26% credit
62%
surv 52%
-$10,674 NOT
cap gain +$3,201
Safety roll (pay small debit, max POP)~$10421 Aug 202618d left-$0.59/sh-$295
cycle +$10
[-$628…-$232] · 10% credit
77%
surv 72%
-$7,943 NOT
cap gain +$5,932
budget: banked $305 debit $295 (97% used ≈ 1.1 wk of income) → whole cycle still +$10 cash · rolled 5 ct earn ≈ $1,339/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$1,144/mo
vs 50% target ($975/mo)+17%
vs normal income ($1,950/mo)59% covered
Net income (after hedge)$913/mo
Downside budget
⚠ $98 is $20 below CC-SS $117.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,687
… as % of IC ($13,520)71.7%
… as % of ML ($28,520)34.0%
Recovery months (at normal income)5.0 mo
Surgical close (5 ct)$-13,920
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.15/sh (~25% of the $0.61 collected) or spot ≥ $98.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $97.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $97.02Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$97-98.70
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
≥ $98.70
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 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$98.00 (≤1σ, normal week)$305$-10,609+$3,266+$300
+2.5%$100.45 (1.3σ)$-920$-10,527+$3,348-$925
+5%$102.90 (1.7σ)$-2,145$-10,445+$3,430-$2,150
SS (= V-bounce)$114.54 (3.7σ)$-7,965$-10,055+$3,820-$5,700
V-BOUNCE STRESS (stock → CC-SS $117.98, where you are whole again, by expiry)
Starting unrealized P&L: $-13,875
+ Fortress recovery (un-capped): +$13,623
− CC assignment net of premium (5 × $98): -$9,687
Total Position P&L @ SS: $-9,940 (+$3,935 vs today)
Do-nothing baseline at SS: $-4,240 (this trade vs do-nothing: $-5,700, the opportunity cost of earning $1,144/mo FIGHT income now)
BB-reversion stress (→ $104.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,855, position total $-10,397 (+$3,478 vs today)
100% normal5 × $957 Aug8d2.8%67%hist 80%66%hist 51%+13pp$585$2,194+$1,050$10,907
Sell 5 × $95 2.8% OTM over spot $92.45 7 Aug 2026 (8d, $1.54 mid)
= $585 credit for the 8d cycle → $2,194/mo projected
Survival (stays ≤ $95)
67%
Breach risk
33%
POP (stays ≤ $96.55)
76%
EV / mo
+$268
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
54% whole by 9mo vs 40% doing nothing
FIRE DRILLS
~5.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$617/mo
median; plan ~$419/mo after 68% keep · $4,314 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.2 mo [1.9-5.3], measured ONLY among the 54% of futures that got whole
🛡 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)
51%
Flat exit net (mid-life)
-$442
Free roll-up
none
Safest escape (by 21 Aug 2026)
$103 @ 82% POP
79% 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: $2.90/sh now → $2.05 mid-life (likely $2.50–$3.59)≈ $0 at expiry  |  you banked $1.17/sh, so a flat mid-life exit nets -$0.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,525 simulated challenges: the $95 strike is typically first touched on day 3 of 8, at $96 (overshoots $1.30). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$9721 Aug 202618d left+$0.56/sh+$279
cycle +$864
[-$43…+$199] · 67% credit
68%
surv 58%
-$10,823 NOT
cap gain +$3,052
Max even-money escape in the band~$9921 Aug 202618d left+$0.09/sh+$46
cycle +$631
[-$296…-$42] · 21% credit
74%
surv 66%
-$9,990 NOT
cap gain +$3,885
SS $115 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$9514 Aug 202611d left-$0.12/sh-$60
cycle +$525
[-$436…-$155] · 12% credit
62%
surv 52%
-$11,990 NOT
cap gain +$1,885
Safety roll (pay small debit, max POP)~$10321 Aug 202618d left-$0.93/sh-$465
cycle +$120
[-$941…-$598] · 1% credit
82%
surv 79%
-$8,367 NOT
cap gain +$5,508
budget: banked $585 debit $465 (80% used ≈ 0.9 wk of income) → whole cycle still +$120 cash · rolled 5 ct earn ≈ $936/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$2,194/mo
vs 50% target ($975/mo)+125%
vs normal income ($1,950/mo)113% covered
Net income (after hedge)$1,963/mo
Downside budget
⚠ $95 is $23 below CC-SS $117.98: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,907
… as % of IC ($13,520)80.7%
… as % of ML ($28,520)38.2%
Recovery months (at normal income)5.6 mo
Surgical close (5 ct)$-14,062
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.17 collected) or spot ≥ $96.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $97.63 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $94.05Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$94-96.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $96.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.07 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$95.00 (≤1σ, normal week)$585$-11,930+$1,945+$580
+2.5%$97.37 (≤1σ, normal week)$-602$-11,850+$2,025-$607
+5%$99.75 (1.2σ)$-1,790$-11,770+$2,105-$1,795
SS (= V-bounce)$114.54 (3.7σ)$-9,185$-11,275+$2,600-$6,920
V-BOUNCE STRESS (stock → CC-SS $117.98, where you are whole again, by expiry)
Starting unrealized P&L: $-13,875
+ Fortress recovery (un-capped): +$13,623
− CC assignment net of premium (5 × $95): -$10,907
Total Position P&L @ SS: $-11,160 (+$2,715 vs today)
Do-nothing baseline at SS: $-4,240 (this trade vs do-nothing: $-6,920, the opportunity cost of earning $2,194/mo FIGHT income now)
BB-reversion stress (→ $104.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$4,075, position total $-11,617 (+$2,258 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 NEM are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (25 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 25 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: 1.067 (IBKR)  |  Recovery@SS: +$13,623 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,240

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$988d7 Aug 2026$0.615/5$1,144$91382%85%+$416-$9,68771.7%$-9,940 (vs do-nothing $-5,700)
$978d7 Aug 2026$0.595/5$1,106$87578%82%+$78-$10,19775.4%$-10,450 (vs do-nothing $-6,210)
$9922d21 Aug 2026$1.515/5$1,030$79975%80%+$246-$8,73764.6%$-8,990 (vs do-nothing $-4,750)
$968d7 Aug 2026$0.854/5$1,275$1,04673%79%+$137-$8,45462.5%$-9,504 (vs do-nothing $-5,264)
$9822d21 Aug 2026$1.545/5$1,050$81972%78%+$113-$9,22268.2%$-9,475 (vs do-nothing $-5,235)
$97.5022d21 Aug 2026$1.765/5$1,200$96971%77%+$177-$9,36269.2%$-9,615 (vs do-nothing $-5,375)
$9722d21 Aug 2026$1.864/5$1,015$78669%76%+$123-$7,65056.6%$-8,700 (vs do-nothing $-4,460)
$9615d14 Aug 2026$1.604/5$1,280$1,05168%76%+$159-$8,15460.3%$-9,204 (vs do-nothing $-4,964)
$958d7 Aug 2026$1.173/5$1,316$1,08967%76%+$161-$6,54448.4%$-8,392 (vs do-nothing $-4,152)
$9622d21 Aug 2026$2.294/5$1,249$1,02066%74%+$193-$7,87858.3%$-8,928 (vs do-nothing $-4,688)
$9515d14 Aug 2026$1.085/5$1,080$84964%72%$-641-$10,95281.0%$-11,205 (vs do-nothing $-6,965)
$9522d21 Aug 2026$2.643/5$1,080$85362%72%+$148-$6,10345.1%$-7,951 (vs do-nothing $-3,711)
$948d7 Aug 2026$1.552/5$1,162$93861%73%+$141-$4,48733.2%$-7,132 (vs do-nothing $-2,892)
Show 12 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9415d14 Aug 2026$1.324/5$1,056$82759%69%$-618-$9,06667.1%$-10,116 (vs do-nothing $-5,876)
$9422d21 Aug 2026$2.753/5$1,125$89858%70%+$33-$6,37047.1%$-8,218 (vs do-nothing $-3,978)
$938d7 Aug 2026$1.992/5$1,492$1,26855%70%+$165-$4,59934.0%$-7,244 (vs do-nothing $-3,004)
$9315d14 Aug 2026$1.803/5$1,080$85354%69%$-431-$6,95551.4%$-8,803 (vs do-nothing $-4,563)
$9322d21 Aug 2026$3.203/5$1,309$1,08254%69%+$39-$6,53548.3%$-8,383 (vs do-nothing $-4,143)
$92.5022d21 Aug 2026$3.602/5$982$75752%68%+$70-$4,37732.4%$-7,022 (vs do-nothing $-2,782)
$9222d21 Aug 2026$3.852/5$1,050$82550%68%+$71-$4,42732.7%$-7,072 (vs do-nothing $-2,832)
$9215d14 Aug 2026$2.403/5$1,440$1,21350%66%$-360-$7,07552.3%$-8,923 (vs do-nothing $-4,683)
$928d7 Aug 2026$2.252/5$1,688$1,46248%65%$-4-$4,74735.1%$-7,392 (vs do-nothing $-3,152)
$9122d21 Aug 2026$4.302/5$1,173$94846%65%+$48-$4,53733.6%$-7,182 (vs do-nothing $-2,942)
$9115d14 Aug 2026$2.632/5$1,052$82745%64%$-364-$4,87136.0%$-7,516 (vs do-nothing $-3,276)
$918d7 Aug 2026$2.851/5$1,069$84642%64%+$12-$2,41317.9%$-5,856 (vs do-nothing $-1,616)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-30 21:39