FORTRESS FIGHT: NOW @ $107.62

BE SS: $108.93  |  CC-SS: $111.63  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

NOW @ $107.62   UNDERWATER $1.31 (1.2% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $108.93  |  CC-SS: $111.63  |  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$15,577/mo95% ann ROI on ML
Hedge rolling cost$1,778/mo
Unrealized P&L$-4,075fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,788/mo
HEDGE COVER
$1,778/mo
NORMAL INCOME
$15,577/mo (ATM CC, chain)
IC VELOCITY
1.8 mo to earn back $27,850
ML VELOCITY
3.1 mo to earn back $47,850
NOT a deep drawdown: a CC at CC-SS $111.63 (probe: $112C 13d) still earns $11,769/mo (76% 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)
$3,302
was $4,075 · 19% earned back
Cycles closed
1
Credit in flight
$0
CC-SS ratchet
$112.05 → $111.63
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 61 (live) · RSI 48 · MACD bullish, hist rising
DAILYRISING (provisional) · RSI 58 · %B 74 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $124.11 (+15%) · daily UBB $113.94 · 1-wk expected move ±$11 (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 $112 / 6d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($7,788/mo); it brings $8,400/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 10 × $108/6d for $15,750/mo, but breach risk rises to 47% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 9 × $120/6d (92% survival, $1,890/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 $-4,110 and cuts bleed by $1,778/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 (6d) · sell 10 × $112, 72% survival, $8,400/mo (E[net] $3,182/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 · 6d10 × $11272%$8,400$3,182

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $3,182/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $112 (primary), 72% survival, breach 28%, $8,400/mo.
Stay at the pick. Stepping safer (the $114 rung (33% normal) lifts survival to 79% (breach 28% → 21%) for $3,000/mo less (36% income)) buys little extra safety; the income is doing real work covering the bleed.
NOW  spot $107.62 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge9 × $12017 Jul6d11.5%92%15%$378$1,890-$6,510$0
Sell 9 × $120 11.5% OTM over spot $107.62 17 Jul 2026 (6d, $0.43 mid)
= $378 credit for the 6d cycle → $1,890/mo projected
Survival (stays ≤ $120)
92%
Breach risk
8%
POP (stays ≤ $120.44)
93%
EV / mo
+$1,171
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median  ·  91% of paths whole by 9 mo (vs 100% without)  ·  ~0.6 challenges expected  ·  median CC cash $270
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$2,071
Free roll-up
+$10/wk
Safest escape (by 24 Jul 2026)
$132 @ 83% POP
79% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.85/sh now → $2.72 mid-life (likely $2.23–$4.05)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$2.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 275 simulated challenges: the $120 strike is typically first touched on day 5 of 6, at $122 (overshoots $1.99). 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 (9 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+$3.67/sh+$3,306
cycle +$3,684
[+$3,130…+$3,620] · 100% credit
68%
surv 53%
+$10,529 SAFE
cap gain +$14,604
Max even-money escape in the band~$13231 Jul 202617d left+$0.51/sh+$458
cycle +$836
[-$246…+$760] · 68% credit
81%
surv 76%
+$17,832 SAFE
cap gain +$21,907
Up-and-out for even (raise the cap, free)~$13024 Jul 202610d left+$0.03/sh+$30
cycle +$408
[-$716…+$143] · 36% credit
80%
surv 76%
+$15,765 SAFE
cap gain +$19,840
Safety roll (pay small debit, max POP)~$13224 Jul 202610d left-$0.38/sh-$341
cycle +$37
[-$1,162…-$227] · 15% credit
83%
surv 79%
+$17,033 SAFE
cap gain +$21,108
budget: banked $378 debit $341 (90% used ≈ 0.8 wk of income) → whole cycle still +$37 cash · rolled 9 ct earn ≈ $6,324/mo while parked; 1 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$1,890/mo
vs 50% target ($7,788/mo)-76%
vs normal income ($15,577/mo)12% covered
Net income (after hedge)$1,565/mo
Downside budget
✓ $120 is at/above CC-SS $111.63: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$-3,681
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.42 collected) or spot ≥ $120.44 (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 $113.94 (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
$119-120.44
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
≥ $120.44
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$120.00 (1.2σ)$378$7,223+$11,298+$4,608
+2.5%$123.00 (1.5σ)$-2,322$6,983+$11,058+$4,608
+5%$126.00 (1.7σ)$-5,022$6,743+$10,818+$4,608
V-BOUNCE STRESS (stock → CC-SS $111.63, where you are whole again, by expiry)
Starting unrealized P&L: $-4,075
+ Fortress recovery (un-capped): +$3,685
− CC assignment net of premium (9 × $120): -$0
+ Conservative CC premium (1 × $109): +$367
Total Position P&L @ SS: $-23 (+$4,052 vs today)
Do-nothing baseline at SS: $3,285 (this trade vs do-nothing: $-3,307, the opportunity cost of earning $1,890/mo FIGHT income now)
33% normal9 × $11417 Jul6d5.9%79%42%$1,080$5,400-$3,000$0
Sell 9 × $114 5.9% OTM over spot $107.62 17 Jul 2026 (6d, $1.25 mid)
= $1,080 credit for the 6d cycle → $5,400/mo projected
Survival (stays ≤ $114)
79%
Breach risk
21%
POP (stays ≤ $115.25)
83%
EV / mo
+$2,333
📈 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)  ·  ~1.5 challenges expected  ·  median CC cash $1,026
🛡 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)
28%
Flat exit net (mid-life)
-$1,246
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$136 @ 90% POP
89% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.65/sh now → $2.58 mid-life (likely $2.69–$4.38)≈ $0 at expiry  |  you banked $1.20/sh, so a flat mid-life exit nets -$1.38/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 847 simulated challenges: the $114 strike is typically first touched on day 4 of 6, at $116 (overshoots $1.95). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (9 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11424 Jul 202610d left+$3.66/sh+$3,296
cycle +$4,376
[+$3,011…+$3,351] · 100% credit
68%
surv 53%
+$6,301 SAFE
cap gain +$10,376
Reliable up-and-out (highest cap still free ≥60%)~$12331 Jul 202617d left+$0.95/sh+$854
cycle +$1,934
[-$23…+$826] · 74% credit
77%
surv 72%
+$11,550 SAFE
cap gain +$15,625
Max even-money escape in the band~$12631 Jul 202617d left+$0.53/sh+$473
cycle +$1,553
[-$451…+$436] · 53% credit
81%
surv 77%
+$13,630 SAFE
cap gain +$17,705
Up-and-out for even (raise the cap, free)~$12424 Jul 202610d left+$0.05/sh+$46
cycle +$1,126
[-$878…-$58] · 21% credit
81%
surv 76%
+$11,562 SAFE
cap gain +$15,637
Safety roll (pay small debit, max POP)~$13631 Jul 202617d left-$1.10/sh-$993
cycle +$87
[-$2,223…-$1,081] · 0% credit
90%
surv 89%
+$20,363 SAFE
cap gain +$24,438
budget: banked $1,080 debit $993 (92% used ≈ 0.8 wk of income) → whole cycle still +$87 cash · rolled 9 ct earn ≈ $2,353/mo while parked; 1 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$5,400/mo
vs 50% target ($7,788/mo)-31%
vs normal income ($15,577/mo)35% covered
Net income (after hedge)$5,075/mo
Downside budget
✓ $114 is at/above CC-SS $111.63: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (9 ct)$-3,713
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.30/sh (~25% of the $1.20 collected) or spot ≥ $115.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $114)); NOT the premium you collected. Momentum override: two daily closes above $113.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $112.86Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$113-115.25
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
≥ $115.25
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$114.00 (≤1σ, normal week)$1,080$3,005+$7,080-$90
+2.5%$116.85 (≤1σ, normal week)$-1,485$2,777+$6,852-$90
+5%$119.70 (1.1σ)$-4,050$2,549+$6,624-$90
V-BOUNCE STRESS (stock → CC-SS $111.63, where you are whole again, by expiry)
Starting unrealized P&L: $-4,075
+ Fortress recovery (un-capped): +$3,685
− CC assignment net of premium (9 × $114): -$0
+ Conservative CC premium (1 × $109): +$367
Total Position P&L @ SS: $-23 (+$4,052 vs today)
Do-nothing baseline at SS: $3,285 (this trade vs do-nothing: $-3,307, the opportunity cost of earning $5,400/mo FIGHT income now)
🎯 50% normal10 × $11217 Jul6d4.1%72%41%$1,680$8,400$0
Sell 10 × $112 4.1% OTM over spot $107.62 17 Jul 2026 (6d, $1.71 mid)
= $1,680 credit for the 6d cycle → $8,400/mo projected
Survival (stays ≤ $112)
72%
Breach risk
28%
POP (stays ≤ $113.72)
78%
EV / mo
+$3,003
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.2 mo [0.1-0.5] median, 0.1 mo SLOWER than no FIGHT (0.1 mo): roll costs eat the credits at this rung  ·  96% of paths whole by 9 mo (vs 100% without)  ·  ~2.3 challenges expected  ·  median CC cash $1,621
🛡 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)
41%
Flat exit net (mid-life)
-$859
Free roll-up
+$10/wk
Safest escape (by 24 Jul 2026)
$133 @ 91% POP
91% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.59/sh now → $2.54 mid-life (likely $2.88–$4.55)≈ $0 at expiry  |  you banked $1.68/sh, so a flat mid-life exit nets -$0.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,233 simulated challenges: the $112 strike is typically first touched on day 3 of 6, at $114 (overshoots $1.93). 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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$11224 Jul 202610d left+$3.66/sh+$3,655
cycle +$5,335
[+$3,310…+$3,643] · 100% credit
68%
surv 53%
+$5,290 SAFE
cap gain +$9,365
Reliable up-and-out (highest cap still free ≥60%)~$12131 Jul 202617d left+$0.95/sh+$949
cycle +$2,629
[-$118…+$793] · 71% credit
77%
surv 72%
+$11,214 SAFE
cap gain +$15,289
Max even-money escape in the band~$12431 Jul 202617d left+$0.53/sh+$528
cycle +$2,208
[-$589…+$340] · 49% credit
81%
surv 77%
+$13,552 SAFE
cap gain +$17,627
Up-and-out for even (raise the cap, free)~$12224 Jul 202610d left+$0.05/sh+$53
cycle +$1,733
[-$1,000…-$140] · 17% credit
81%
surv 76%
+$11,238 SAFE
cap gain +$15,313
Safety roll (pay small debit, max POP)~$13324 Jul 202610d left-$1.60/sh-$1,601
cycle +$79
[-$3,149…-$1,897]
91%
surv 91%
+$19,703 SAFE
cap gain +$23,778
budget: banked $1,680 debit $1,601 (95% used ≈ 0.8 wk of income) → whole cycle still +$79 cash · rolled 10 ct earn ≈ $2,815/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$8,400/mo
vs 50% target ($7,788/mo)+8%
vs normal income ($15,577/mo)54% covered
Net income (after hedge)$6,622/mo
Downside budget
✓ $112 is at/above CC-SS $111.63: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($27,850)0.0%
… as % of ML ($47,850)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$-4,110
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.42/sh (~25% of the $1.68 collected) or spot ≥ $113.72 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $112)); NOT the premium you collected. Momentum override: two daily closes above $113.94 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $110.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$111-113.72
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
≥ $113.72
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$112.00 (≤1σ, normal week)$1,680$1,635+$5,710-$1,620
+2.5%$114.80 (≤1σ, normal week)$-1,120$1,411+$5,486-$1,620
+5%$117.60 (≤1σ, normal week)$-3,920$1,187+$5,262-$1,620
V-BOUNCE STRESS (stock → CC-SS $111.63, where you are whole again, by expiry)
Starting unrealized P&L: $-4,075
+ Fortress recovery (un-capped): +$3,685
− CC assignment net of premium (10 × $112): -$0
Total Position P&L @ SS: $-390 (+$3,685 vs today)
Do-nothing baseline at SS: $3,285 (this trade vs do-nothing: $-3,675, the opportunity cost of earning $8,400/mo FIGHT income now)
100% normal10 × $10817 Jul6d0.4%53%96%$3,150$15,750+$7,350$475
Sell 10 × $108 0.4% OTM over spot $107.62 17 Jul 2026 (6d, $3.20 mid)
= $3,150 credit for the 6d cycle → $15,750/mo projected
Survival (stays ≤ $108)
53%
Breach risk
47%
POP (stays ≤ $111.20)
69%
EV / mo
+$3,415
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 0.1 mo [0.0-0.2] median, 0.1 mo faster than no FIGHT (0.1 mo)  ·  97% of paths whole by 9 mo (vs 100% without)  ·  ~3.5 challenges expected  ·  median CC cash $3,031
🛡 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)
75%
Flat exit net (mid-life)
+$701
Free roll-up
+$10/wk
Safest escape (by 31 Jul 2026)
$130 @ 90% POP
89% 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 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.46/sh now → $2.45 mid-life (likely $3.41–$5.18)≈ $0 at expiry  |  you banked $3.15/sh, so a flat mid-life exit nets +$0.70/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,239 simulated challenges: the $108 strike is typically first touched on day 2 of 6, at $110 (overshoots $2.31). 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)~$10824 Jul 202610d left+$3.63/sh+$3,634
cycle +$6,784
[+$3,155…+$3,480] · 100% credit
68%
surv 53%
+$3,059 SAFE
cap gain +$7,134
Reliable up-and-out (highest cap still free ≥60%)~$11631 Jul 202617d left+$1.36/sh+$1,364
cycle +$4,514
[+$32…+$910] · 76% credit
77%
surv 70%
+$8,499 SAFE
cap gain +$12,574
Max even-money escape in the band~$12031 Jul 202617d left+$0.52/sh+$525
cycle +$3,675
[-$967…+$33] · 28% credit
81%
surv 77%
+$11,339 SAFE
cap gain +$15,414
reaches SS ✓
Up-and-out for even (raise the cap, free)~$11824 Jul 202610d left+$0.05/sh+$54
cycle +$3,204
[-$1,276…-$321] · 6% credit
81%
surv 77%
+$9,028 SAFE
cap gain +$13,103
Safety roll (pay small debit, max POP)~$13031 Jul 202617d left-$1.06/sh-$1,060
cycle +$2,090
[-$3,039…-$1,709]
90%
surv 89%
+$18,954 SAFE
cap gain +$23,029
budget: banked $3,150 debit $1,060 (34% used ≈ 0.3 wk of income) → whole cycle still +$2,090 cash · rolled 10 ct earn ≈ $2,451/mo while parked; 0 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$15,750/mo
vs 50% target ($7,788/mo)+102%
vs normal income ($15,577/mo)101% covered
Net income (after hedge)$13,972/mo
Downside budget
⚠ $108 is $4 below CC-SS $111.63: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$475
… as % of IC ($27,850)1.7%
… as % of ML ($47,850)1.0%
Recovery months (at normal income)0.0 mo
Surgical close (10 ct)$-4,125
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 ≥ $111.20 (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 $113.94 (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
$107-111.20
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
≥ $111.20
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 0.92 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$108.00 (≤1σ, normal week)$3,150$-575+$3,500-$3,150
+2.5%$110.70 (≤1σ, normal week)$450$-791+$3,284-$4,150
+5%$113.40 (≤1σ, normal week)$-2,250$-1,007+$3,068-$4,150
V-BOUNCE STRESS (stock → CC-SS $111.63, where you are whole again, by expiry)
Starting unrealized P&L: $-4,075
+ Fortress recovery (un-capped): +$3,685
− CC assignment net of premium (10 × $108): -$475
Total Position P&L @ SS: $-865 (+$3,210 vs today)
Do-nothing baseline at SS: $3,285 (this trade vs do-nothing: $-4,150, the opportunity cost of earning $15,750/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 (27 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 27 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: 0.920 (IBKR)  |  Recovery@SS: +$3,685 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $3,285

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11713d24 Jul 2026$3.5010/10$8,077$6,29973%79%+$2,442-$00.0%$3,110 (vs do-nothing $-175)
$1126d17 Jul 2026$1.6810/10$8,400$6,62272%78%+$3,003-$00.0%$1,290 (vs do-nothing $-1,995)
$11613d24 Jul 2026$3.759/10$7,788$7,46471%78%+$2,207-$00.0%$3,352 (vs do-nothing +$68)
$11513d24 Jul 2026$4.159/10$8,619$8,29569%77%+$2,483-$00.0%$3,712 (vs do-nothing +$428)
$1116d17 Jul 2026$2.008/10$8,000$9,12968%76%+$2,622-$00.0%$1,445 (vs do-nothing $-1,840)
$11413d24 Jul 2026$4.408/10$8,123$9,25267%76%+$2,134-$00.0%$3,865 (vs do-nothing +$580)
$11420d31 Jul 2026$5.2010/10$7,800$6,02266%75%+$1,756-$00.0%$4,810 (vs do-nothing +$1,525)
$11313d24 Jul 2026$4.758/10$8,769$9,89965%74%+$2,201-$00.0%$4,145 (vs do-nothing +$860)
$1106d17 Jul 2026$2.327/10$8,120$10,70363%74%+$2,306-$00.0%$1,199 (vs do-nothing $-2,086)
$11213d24 Jul 2026$5.107/10$8,238$10,82263%73%+$1,946-$00.0%$4,282 (vs do-nothing +$998)
$11220d31 Jul 2026$5.859/10$7,897$7,57362%73%+$1,550-$00.0%$5,242 (vs do-nothing +$1,958)
$11113d24 Jul 2026$5.457/10$8,804$11,38761%72%+$1,923-$00.0%$4,090 (vs do-nothing +$805)
$11120d31 Jul 2026$5.7510/10$8,625$6,84760%72%+$1,020-$00.0%$4,735 (vs do-nothing +$1,450)
Show 14 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$11013d24 Jul 2026$5.906/10$8,169$12,20659%71%+$1,730-$00.0%$3,645 (vs do-nothing +$360)
$11020d31 Jul 2026$6.708/10$8,040$9,16958%71%+$1,487-$00.0%$4,405 (vs do-nothing +$1,120)
$1096d17 Jul 2026$2.716/10$8,130$12,16758%71%+$2,028-$00.0%$1,131 (vs do-nothing $-2,154)
$10920d31 Jul 2026$7.058/10$8,460$9,58956%70%+$1,410-$00.0%$3,885 (vs do-nothing +$600)
$10913d24 Jul 2026$6.306/10$8,723$12,76056%70%+$1,705-$00.0%$3,285 (vs do-nothing +$0)
$10820d31 Jul 2026$7.507/10$7,875$10,45854%69%+$1,246-$00.0%$3,425 (vs do-nothing +$140)
$10813d24 Jul 2026$6.755/10$7,788$13,27954%69%+$1,425-$00.0%$3,010 (vs do-nothing $-275)
$1086d17 Jul 2026$3.155/10$7,875$13,36653%69%+$1,708-$2380.9%$1,210 (vs do-nothing $-2,075)
$10720d31 Jul 2026$8.057/10$8,452$11,03652%68%+$1,338-$00.0%$3,110 (vs do-nothing $-175)
$10713d24 Jul 2026$7.205/10$8,308$13,79952%68%+$1,395-$00.0%$2,735 (vs do-nothing $-550)
$10620d31 Jul 2026$8.257/10$8,662$11,24650%67%+$1,037-$00.0%$2,550 (vs do-nothing $-735)
$10613d24 Jul 2026$7.755/10$8,942$14,43349%67%+$1,447-$00.0%$2,510 (vs do-nothing $-775)
$1076d17 Jul 2026$3.605/10$9,000$14,49148%67%+$1,595-$5131.8%$935 (vs do-nothing $-2,350)
$1066d17 Jul 2026$4.154/10$8,300$15,24543%64%+$1,260-$5902.1%$1,225 (vs do-nothing $-2,060)

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  |  2026-07-11 00:20