FORTRESS FIGHT: NOW @ $109.11

BE SS: $108.93  |  CC-SS: $112.96  |  10 contracts (1,000 sh)  |  2026-07-10 22:04 |  ⌂ PORTFOLIO

NOW @ $109.11   $0.17 above BE SS (0.2%)

10 contracts (1,000 sh)  |  BE SS: $108.93  |  CC-SS: $112.96  |  IV: HIGH  |  Accounts: Main:1299

LC: $80 exp 2028-01-21 (entry $47.067/sh)
SP: $110 exp 2028-01-21 (entry $26.798/sh)
HP: $90 exp 2026-10-16 (entry $7.507/sh)

Economics

Max Loss$47,850(ND $27.85 + SW $20) x 1000
Normal income ref$14,346/mo95% ann ROI on ML
Hedge rolling cost$1,745/mo
Unrealized P&L$-3,975fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,173/mo
HEDGE COVER
$1,745/mo
NORMAL INCOME
$14,346/mo (ATM CC, chain)
IC VELOCITY
1.9 mo to earn back $27,850
ML VELOCITY
3.3 mo to earn back $47,850
NOT a deep drawdown: a CC at CC-SS $112.96 (probe: $113C 14d) still earns $11,036/mo (77% 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
$774
Hole (after banked)
$3,202
was $3,975 · 19% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$113.39 → $112.96
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 65 (live) · RSI 48 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 60 · %B 80 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $124.11 (+14%) · daily UBB $114.17 · 1-wk expected move ±$12 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-23: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 10 contracts at $113 / 7d. This is the safest strike (survival 68%, breach 32%) that still earns 50% of normal income ($7,173/mo); it brings $7,929/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 9 × $108/7d for $14,657/mo, but breach risk rises to 53% (+22pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 7 × $120/7d (88% survival, $1,800/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $109, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-4,055 and cuts bleed by $1,745/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 10 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 (7d) · sell 10 × $113, 68% survival, $7,929/mo (E[net] $2,462/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 · 7d10 × $11368%$7,929$2,462

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $2,462/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $113 (primary), 68% survival, breach 32%, $7,929/mo.
Stay at the pick. Stepping safer (the $116 rung (33% normal) lifts survival to 78% (breach 32% → 22%) for $3,043/mo less (38% income)) buys little extra safety; the income is doing real work covering the bleed.
NOW  spot $109.11 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge7 × $12017 Jul7d10.0%88%25%$420$1,800-$6,129$0
Sell 7 × $120 10.0% OTM over spot $109.11 17 Jul 2026 (7d, $0.65 mid)
= $420 credit for the 7d cycle → $1,800/mo projected
Survival (stays ≤ $120)
88%
Breach risk
12%
POP (stays ≤ $120.64)
89%
EV / mo
+$732
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  95% of paths whole by 9 mo (vs 100% without)  ·  ~0.7 challenges expected  ·  median CC cash $525
🛡 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)
15%
Flat exit net (mid-life)
-$1,485
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$136 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.85/sh now → $2.72 mid-life (likely $2.55–$4.21)≈ $0 at expiry  |  you banked $0.60/sh, so a flat mid-life exit nets -$2.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 456 simulated challenges: the $120 strike is typically first touched on day 5 of 7, at $122 (overshoots $2.21). 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 (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$12024 Jul 202610d left+$3.40/sh+$2,381
cycle +$2,801
[+$2,240…+$2,510] · 100% credit
67%
surv 53%
+$7,676 SAFE
cap gain +$11,651
Max even-money escape in the band~$13231 Jul 202618d left+$0.52/sh+$364
cycle +$784
[-$216…+$486] · 63% credit
79%
surv 75%
+$13,129 SAFE
cap gain +$17,104
Up-and-out for even (raise the cap, free)~$13024 Jul 202610d left+$0.04/sh+$30
cycle +$450
[-$543…+$32] · 27% credit
80%
surv 75%
+$11,539 SAFE
cap gain +$15,514
Safety roll (pay small debit, max POP)~$13631 Jul 202618d left-$0.17/sh-$122
cycle +$298
[-$792…-$36] · 23% credit
83%
surv 80%
+$15,156 SAFE
cap gain +$19,131
budget: banked $420 debit $122 (29% used ≈ 0.3 wk of income) → whole cycle still +$298 cash · rolled 7 ct earn ≈ $2,973/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$1,800/mo
vs 50% target ($7,173/mo)-75%
vs normal income ($14,346/mo)13% covered
Net income (after hedge)$4,427/mo
Downside budget
✓ $120 is at/above CC-SS $112.96: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (7 ct)$-2,814
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 $0.60 collected) or spot ≥ $120.64 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $120)); NOT the premium you collected. Momentum override: two daily closes above $114.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $118.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$119-120.64
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $120.64
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (≤1σ, normal week)$420$5,296+$9,271+$3,360
+2.5%$123.00 (1.2σ)$-1,680$5,080+$9,055+$3,360
+5%$126.00 (1.5σ)$-3,780$4,864+$8,839+$3,360
V-BOUNCE STRESS (stock → CC-SS $112.96, where you are whole again, by expiry)
Starting unrealized P&L: $-3,975
+ Fortress recovery (un-capped): +$3,580
− CC assignment net of premium (7 × $120): -$0
+ Conservative CC premium (3 × $109): +$851
Total Position P&L @ SS: $456 (+$4,431 vs today)
Do-nothing baseline at SS: $2,442 (this trade vs do-nothing: $-1,986, the opportunity cost of earning $1,800/mo FIGHT income now)
33% normal10 × $11617 Jul7d6.3%78%44%$1,140$4,886-$3,043$0
Sell 10 × $116 6.3% OTM over spot $109.11 17 Jul 2026 (7d, $1.21 mid)
= $1,140 credit for the 7d cycle → $4,886/mo projected
Survival (stays ≤ $116)
78%
Breach risk
22%
POP (stays ≤ $117.22)
82%
EV / mo
+$1,345
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.6] median, 0.1 mo SLOWER than no FIGHT (0.1 mo): roll costs eat the credits at this rung  ·  92% of paths whole by 9 mo (vs 100% without)  ·  ~1.9 challenges expected  ·  median CC cash $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)
31%
Flat exit net (mid-life)
-$1,491
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$137 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.72/sh now → $2.63 mid-life (likely $2.84–$4.30)≈ $0 at expiry  |  you banked $1.14/sh, so a flat mid-life exit nets -$1.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 937 simulated challenges: the $116 strike is typically first touched on day 4 of 7, at $118 (overshoots $2.06). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11624 Jul 202610d left+$3.40/sh+$3,398
cycle +$4,538
[+$3,170…+$3,432] · 100% credit
67%
surv 53%
+$6,961 SAFE
cap gain +$10,936
Reliable up-and-out (highest cap still free ≥60%)~$12731 Jul 202618d left+$0.73/sh+$734
cycle +$1,874
[-$118…+$645] · 70% credit
78%
surv 73%
+$14,408 SAFE
cap gain +$18,383
Max even-money escape in the band~$12831 Jul 202618d left+$0.53/sh+$532
cycle +$1,672
[-$346…+$433] · 55% credit
80%
surv 75%
+$15,135 SAFE
cap gain +$19,110
Up-and-out for even (raise the cap, free)~$12624 Jul 202610d left+$0.06/sh+$57
cycle +$1,197
[-$809…-$82] · 19% credit
80%
surv 75%
+$12,803 SAFE
cap gain +$16,778
Safety roll (pay small debit, max POP)~$13731 Jul 202618d left-$0.95/sh-$948
cycle +$192
[-$2,125…-$1,111] · 2% credit
88%
surv 86%
+$22,006 SAFE
cap gain +$25,981
budget: banked $1,140 debit $948 (83% used ≈ 0.8 wk of income) → whole cycle still +$192 cash · rolled 10 ct earn ≈ $2,805/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$4,886/mo
vs 50% target ($7,173/mo)-32%
vs normal income ($14,346/mo)34% covered
Net income (after hedge)$3,141/mo
Downside budget
✓ $116 is at/above CC-SS $112.96: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$-4,050
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.14 collected) or spot ≥ $117.22 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $116)); NOT the premium you collected. Momentum override: two daily closes above $114.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $114.84Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$115-117.22
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
≥ $117.22
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$116.00 (≤1σ, normal week)$1,140$3,564+$7,539+$1,340
+2.5%$118.90 (≤1σ, normal week)$-1,760$3,355+$7,330+$1,340
+5%$121.80 (1.1σ)$-4,660$3,146+$7,121+$1,340
V-BOUNCE STRESS (stock → CC-SS $112.96, where you are whole again, by expiry)
Starting unrealized P&L: $-3,975
+ Fortress recovery (un-capped): +$3,580
− CC assignment net of premium (10 × $116): -$0
Total Position P&L @ SS: $-395 (+$3,580 vs today)
Do-nothing baseline at SS: $2,442 (this trade vs do-nothing: $-2,837, the opportunity cost of earning $4,886/mo FIGHT income now)
🎯 50% normal10 × $11317 Jul7d3.6%68%50%$1,850$7,929$0
Sell 10 × $113 3.6% OTM over spot $109.11 17 Jul 2026 (7d, $1.93 mid)
= $1,850 credit for the 7d cycle → $7,929/mo projected
Survival (stays ≤ $113)
68%
Breach risk
32%
POP (stays ≤ $114.93)
75%
EV / mo
+$1,502
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  95% of paths whole by 9 mo (vs 100% without)  ·  ~2.8 challenges expected  ·  median CC cash $1,792
🛡 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)
50%
Flat exit net (mid-life)
-$713
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$139 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 10 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.62/sh now → $2.56 mid-life (likely $3.14–$4.62)≈ $0 at expiry  |  you banked $1.85/sh, so a flat mid-life exit nets -$0.71/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,493 simulated challenges: the $113 strike is typically first touched on day 3 of 7, at $115 (overshoots $2.07). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11324 Jul 202610d left+$3.39/sh+$3,391
cycle +$5,241
[+$3,115…+$3,330] · 100% credit
67%
surv 53%
+$4,880 SAFE
cap gain +$8,855
Reliable up-and-out (highest cap still free ≥60%)~$12431 Jul 202618d left+$0.74/sh+$737
cycle +$2,587
[-$279…+$456] · 61% credit
79%
surv 74%
+$12,337 SAFE
cap gain +$16,312
Max even-money escape in the band~$12531 Jul 202618d left+$0.54/sh+$537
cycle +$2,387
[-$508…+$250] · 46% credit
80%
surv 75%
+$13,065 SAFE
cap gain +$17,040
Up-and-out for even (raise the cap, free)~$12324 Jul 202610d left+$0.06/sh+$64
cycle +$1,914
[-$885…-$165] · 12% credit
80%
surv 75%
+$10,736 SAFE
cap gain +$14,711
Safety roll (pay small debit, max POP)~$13931 Jul 202618d left-$1.46/sh-$1,459
cycle +$391
[-$3,033…-$1,900]
91%
surv 90%
+$24,061 SAFE
cap gain +$28,036
budget: banked $1,850 debit $1,459 (79% used ≈ 0.8 wk of income) → whole cycle still +$391 cash · rolled 10 ct earn ≈ $1,841/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$7,929/mo
vs 50% target ($7,173/mo)+11%
vs normal income ($14,346/mo)55% covered
Net income (after hedge)$6,184/mo
Downside budget
✓ $113 is at/above CC-SS $112.96: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$-4,055
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.46/sh (~25% of the $1.85 collected) or spot ≥ $114.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $113)); NOT the premium you collected. Momentum override: two daily closes above $114.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $111.87Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$112-114.93
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
≥ $114.93
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$113.00 (≤1σ, normal week)$1,850$1,490+$5,465-$950
+2.5%$115.82 (≤1σ, normal week)$-975$1,286+$5,261-$950
+5%$118.65 (≤1σ, normal week)$-3,800$1,083+$5,058-$950
V-BOUNCE STRESS (stock → CC-SS $112.96, where you are whole again, by expiry)
Starting unrealized P&L: $-3,975
+ Fortress recovery (un-capped): +$3,580
− CC assignment net of premium (10 × $113): -$0
Total Position P&L @ SS: $-395 (+$3,580 vs today)
Do-nothing baseline at SS: $2,442 (this trade vs do-nothing: $-2,837, the opportunity cost of earning $7,929/mo FIGHT income now)
100% normal9 × $10817 Jul7d-1.0%47%99+%$3,420$14,657+$6,729$1,047
Sell 9 × $108 1.0% ITM over spot $109.11 17 Jul 2026 (7d, $3.92 mid)
= $3,420 credit for the 7d cycle → $14,657/mo projected
Survival (stays ≤ $108)
47%
Breach risk
53%
POP (stays ≤ $111.92)
64%
EV / mo
+$911
🛡 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)
100%
Flat exit net (mid-life)
+$1,215
Free roll-up
+$10/wk
Safest escape (by 24 Jul 2026)
$128 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 9 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.46/sh now → $2.45 mid-life → ≈ $0 at expiry  |  you banked $3.80/sh, so a flat mid-life exit nets +$1.35/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$10824 Jul 202610d left+$3.37/sh+$3,032
cycle +$6,452
67%
surv 53%
+$3,157 SAFE
cap gain +$7,132
Up-and-out for even (raise the cap, free)~$11824 Jul 202610d left+$0.03/sh+$27
cycle +$3,447
81%
surv 76%
+$7,506 SAFE
cap gain +$11,481
Max even-money escape in the band~$12131 Jul 202618d left+$0.29/sh+$259
cycle +$3,679
81%
surv 77%
+$10,223 SAFE
cap gain +$14,198
reaches SS ✓
Safety roll (pay small debit, max POP)~$12824 Jul 202610d left-$1.47/sh-$1,323
cycle +$2,097
91%
surv 90%
+$14,437 SAFE
cap gain +$18,412
budget: banked $3,420 debit $1,323 (39% used ≈ 0.4 wk of income) → whole cycle still +$2,097 cash · rolled 9 ct earn ≈ $2,646/mo while parked; 1 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$14,657/mo
vs 50% target ($7,173/mo)+104%
vs normal income ($14,346/mo)102% covered
Net income (after hedge)$14,369/mo
Downside budget
⚠ $108 is $5 below CC-SS $112.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$1,047
… as % of IC ($27,850)3.8%
… as % of ML ($47,850)2.2%
Recovery months (at normal income)0.1 mo
Surgical close (9 ct)$-3,690
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.95/sh (~25% of the $3.80 collected) or spot ≥ $111.92 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $108)); NOT the premium you collected. Momentum override: two daily closes above $114.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $106.92Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$107-111.92
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
≥ $111.92
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 0.93 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (≤1σ, normal week)$3,420$125+$4,100-$2,700
+2.5%$110.70 (≤1σ, normal week)$990$-995+$2,980-$3,600
+5%$113.40 (≤1σ, normal week)$-1,440$-1,189+$2,786-$3,600
V-BOUNCE STRESS (stock → CC-SS $112.96, where you are whole again, by expiry)
Starting unrealized P&L: $-3,975
+ Fortress recovery (un-capped): +$3,580
− CC assignment net of premium (9 × $108): -$1,047
+ Conservative CC premium (1 × $109): +$284
Total Position P&L @ SS: $-1,158 (+$2,817 vs today)
Do-nothing baseline at SS: $2,442 (this trade vs do-nothing: $-3,600, the opportunity cost of earning $14,657/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 NOW are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 29 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: 0.928 (IBKR)  |  Recovery@SS: +$3,580 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $2,442

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11914d24 Jul 2026$3.3510/10$7,179$5,43473%79%+$1,716-$00.0%$2,955 (vs do-nothing +$513)
$11814d24 Jul 2026$3.6010/10$7,714$5,96971%78%+$1,733-$00.0%$3,205 (vs do-nothing +$763)
$11714d24 Jul 2026$3.909/10$7,521$7,23470%76%+$1,631-$00.0%$3,399 (vs do-nothing +$957)
$1137d17 Jul 2026$1.8510/10$7,929$6,18468%75%+$1,502-$00.0%$1,455 (vs do-nothing $-987)
$11614d24 Jul 2026$4.159/10$8,004$7,71668%75%+$1,565-$00.0%$3,624 (vs do-nothing +$1,182)
$11514d24 Jul 2026$4.508/10$7,714$8,88466%74%+$1,464-$00.0%$3,773 (vs do-nothing +$1,330)
$11521d31 Jul 2026$5.3010/10$7,571$5,82765%74%+$1,281-$00.0%$4,905 (vs do-nothing +$2,463)
$1127d17 Jul 2026$2.168/10$7,406$8,57564%73%+$1,205-$00.0%$1,130 (vs do-nothing $-1,312)
$11414d24 Jul 2026$4.807/10$7,200$9,82764%73%+$1,235-$00.0%$3,816 (vs do-nothing +$1,374)
$11421d31 Jul 2026$5.5510/10$7,929$6,18463%73%+$1,177-$00.0%$5,155 (vs do-nothing +$2,713)
$11314d24 Jul 2026$5.157/10$7,725$10,35262%72%+$1,226-$00.0%$4,061 (vs do-nothing +$1,619)
$11321d31 Jul 2026$5.909/10$7,586$7,29861%72%+$1,013-$00.0%$5,199 (vs do-nothing +$2,757)
$1117d17 Jul 2026$2.507/10$7,500$10,12760%70%+$999-$00.0%$832 (vs do-nothing $-1,610)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11214d24 Jul 2026$5.457/10$8,175$10,80260%71%+$1,104-$00.0%$3,597 (vs do-nothing +$1,155)
$11221d31 Jul 2026$6.308/10$7,200$8,36959%71%+$916-$00.0%$4,442 (vs do-nothing +$2,000)
$11114d24 Jul 2026$5.806/10$7,457$11,54157%70%+$872-$00.0%$3,042 (vs do-nothing +$600)
$11121d31 Jul 2026$6.708/10$7,657$8,82757%70%+$906-$00.0%$3,962 (vs do-nothing +$1,520)
$1107d17 Jul 2026$2.906/10$7,457$11,54156%68%+$829-$380.1%$702 (vs do-nothing $-1,740)
$11021d31 Jul 2026$6.908/10$7,886$9,05555%69%+$642-$00.0%$3,322 (vs do-nothing +$880)
$11014d24 Jul 2026$6.356/10$8,164$12,24855%69%+$1,019-$00.0%$2,772 (vs do-nothing +$330)
$10921d31 Jul 2026$7.607/10$7,600$10,22753%68%+$807-$00.0%$3,002 (vs do-nothing +$560)
$10914d24 Jul 2026$6.805/10$7,286$12,82753%68%+$836-$00.0%$2,442 (vs do-nothing +$0)
$10821d31 Jul 2026$8.057/10$8,050$10,67751%67%+$779-$00.0%$2,617 (vs do-nothing +$175)
$1097d17 Jul 2026$3.306/10$8,486$12,56951%66%+$661-$3981.4%$342 (vs do-nothing $-2,100)
$10814d24 Jul 2026$7.255/10$7,768$13,30951%67%+$792-$00.0%$2,167 (vs do-nothing $-275)
$10721d31 Jul 2026$8.506/10$7,286$11,36949%67%+$623-$00.0%$2,262 (vs do-nothing $-180)
$10714d24 Jul 2026$7.705/10$8,250$13,79148%66%+$718-$00.0%$1,892 (vs do-nothing $-550)
$1087d17 Jul 2026$3.805/10$8,143$13,68447%64%+$506-$5822.1%$442 (vs do-nothing $-2,000)
$1077d17 Jul 2026$4.304/10$7,371$14,36942%62%+$273-$6652.4%$642 (vs do-nothing $-1,800)

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 10 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-10 22:04