FORTRESS FIGHT: NOW @ $94.05

BE SS: $108.93  |  CC-SS: $113.99  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-23 23:50

NOW @ $94.05   UNDERWATER $14.88 (13.7% below BE SS)

⚠ EARNINGS · DO NOT SELL INCOME INTO IT
NOW reports 2026-07-23 (Thu), TODAY. The recommended CC (8d) expires on/after it, so selling now holds a short call through the earnings gap, a report can blow past your strike overnight and cap you at a loss. Wait for the print, or sell only an expiry that closes BEFORE 2026-07-23.

10 contracts (1,000 sh)  |  BE SS: $108.93  |  CC-SS: $113.99 (banked floor $112.46)  |  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$9,100/mo95% ann ROI on ML
Hedge rolling cost$2,912/mo
Unrealized P&L$-17,425fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,550/mo
HEDGE COVER
$2,912/mo
NORMAL INCOME
$9,100/mo (ATM CC, chain)
IC VELOCITY
3.1 mo to earn back $27,850
ML VELOCITY
5.3 mo to earn back $47,850
Deep drawdown confirmed: a CC at CC-SS $113.99 (probe: $114C 15d) brings only $900/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
$1,504
Hole (after banked)
$15,922
was $17,425 · 9% earned back
Cycles closed
7
Credit in flight
$0
CC-SS · banked floor (info)
$113.99 → $112.46
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 42 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 40 · %B -0 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $119.81 (+27%) · daily UBB $113.35 · 1-wk expected move ±$8 (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 $101 / 8d. This is the safest strike (survival 78%, breach 22%) that still earns 50% of normal income ($4,550/mo); it brings $4,762/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 × $96/8d for $9,862/mo, but breach risk rises to 40% (+18pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 10 × $104/8d (85% survival, $3,000/mo).
Downside anchor: the primary mortgages $11,724 (42% of IC) ONLY on a full V-bounce all the way to SS $109, recoverable in 1.3 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-17,480 and cuts bleed by $2,912/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 · 31 Jul 2026 (8d) · sell 10 × $101, 78% survival, $4,762/mo (E[net] $1,263/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆31 Jul 2026 · 8d10 × $10178%$4,762$1,263

📅 NEXT FRIDAY · 31 Jul 2026 · 8d · E[net] $1,263/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $101 (primary), 78% survival, breach 22%, $4,762/mo.
⚖️ Worth a safer step: the $103 rung (33% normal) lifts survival to 83% (breach 22% → 17%) for $1,624/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $103 rung, unless you need the income to cover the hedge bleed, or you expect NOW to stay flat-to-down near term.
NOW  spot $94.05 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge10 × $10431 Jul8d10.6%85%30%+2pp$800$3,000-$1,762$9,194
Sell 10 × $104 10.6% OTM over spot $94.05 31 Jul 2026 (8d, $0.85 mid)
= $800 credit for the 8d cycle → $3,000/mo projected
Survival (stays ≤ $104)
85%
Breach risk
15%
POP (stays ≤ $104.86)
87%
EV / mo
+$1,140
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
58% whole by 9mo vs 57% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1,178/mo
median; plan ~$-801/mo after 68% keep · $-6,108 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.6-3.2], measured ONLY among the 58% 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)
22%
Flat exit net (mid-life)
-$2,074
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$113 @ 81% POP
76% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.06/sh now → $2.87 mid-life (likely $2.67–$4.30)≈ $0 at expiry  |  you banked $0.80/sh, so a flat mid-life exit nets -$2.07/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 646 simulated challenges: the $104 strike is typically first touched on day 5 of 8, at $106 (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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1047 Aug 202611d left+$1.16/sh+$1,161
cycle +$1,961
[+$972…+$1,580] · 100% credit
67%
surv 52%
-$7,405 NOT
cap gain +$10,020
Reliable up-and-out (highest cap still free ≥60%)~$10814 Aug 202618d left+$0.59/sh+$591
cycle +$1,391
[+$110…+$919] · 81% credit
73%
surv 64%
-$4,775 NOT
cap gain +$12,650
Up-and-out for even (raise the cap, free)~$1067 Aug 202611d left+$0.29/sh+$288
cycle +$1,088
[-$76…+$574] · 68% credit
70%
surv 59%
-$6,698 NOT
cap gain +$10,727
Max even-money escape in the band~$10914 Aug 202618d left+$0.25/sh+$247
cycle +$1,047
[-$289…+$534] · 54% credit
75%
surv 67%
-$4,309 NOT
cap gain +$13,116
reaches SS ✓
Safety roll (pay small debit, max POP)~$11314 Aug 202618d left-$0.79/sh-$793
cycle +$7
[-$1,558…-$576] · 10% credit
81%
surv 76%
-$2,109 NOT
cap gain +$15,316
budget: banked $800 debit $793 (99% used ≈ 1.1 wk of income) → whole cycle still +$7 cash · rolled 10 ct earn ≈ $3,468/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$3,000/mo
vs 50% target ($4,550/mo)-34%
vs normal income ($9,100/mo)33% covered
Net income (after hedge)$88/mo
Downside budget
⚠ $104 is $10 below CC-SS $113.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,194
… as % of IC ($27,850)33.0%
… as % of ML ($47,850)19.2%
Recovery months (at normal income)1.0 mo
Surgical close (10 ct)$-17,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $104.86 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $104)); NOT the premium you collected. Momentum override: two daily closes above $113.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-104.86
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
≥ $104.86
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 0.81 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (1.2σ)$800$-8,565+$8,860-$30
+2.5%$106.60 (1.5σ)$-1,800$-9,059+$8,366-$2,630
+5%$109.20 (1.8σ)$-4,400$-9,553+$7,872-$5,030
V-BOUNCE STRESS (stock → CC-SS $113.99, where you are whole again, by expiry)
Starting unrealized P&L: $-17,425
+ Fortress recovery (un-capped): +$16,155
− CC assignment net of premium (10 × $104): -$9,194
Total Position P&L @ SS: $-10,464 (+$6,961 vs today)
Do-nothing baseline at SS: $-5,434 (this trade vs do-nothing: $-5,030, the opportunity cost of earning $3,000/mo FIGHT income now)
33% normal ← lean9 × $10331 Jul8d9.5%83%35%+2pp$837$3,139-$1,624$9,058
Sell 9 × $103 9.5% OTM over spot $94.05 31 Jul 2026 (8d, $0.99 mid)
= $837 credit for the 8d cycle → $3,139/mo projected
Survival (stays ≤ $103)
83%
Breach risk
17%
POP (stays ≤ $103.98)
85%
EV / mo
+$1,101
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
60% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~1.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-1,035/mo
median; plan ~$-704/mo after 68% keep · $-4,434 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.6-2.8], measured ONLY among the 60% 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)
24%
Flat exit net (mid-life)
-$1,725
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$112 @ 81% POP
76% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.02/sh now → $2.85 mid-life (likely $2.73–$4.36)≈ $0 at expiry  |  you banked $0.93/sh, so a flat mid-life exit nets -$1.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 714 simulated challenges: the $103 strike is typically first touched on day 5 of 8, at $105 (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)~$1037 Aug 202611d left+$1.18/sh+$1,062
cycle +$1,899
[+$830…+$1,425] · 100% credit
67%
surv 52%
-$8,194 NOT
cap gain +$9,231
Reliable up-and-out (highest cap still free ≥60%)~$10714 Aug 202618d left+$0.61/sh+$549
cycle +$1,386
[+$36…+$834] · 77% credit
73%
surv 64%
-$5,507 NOT
cap gain +$11,918
Up-and-out for even (raise the cap, free)~$1057 Aug 202611d left+$0.31/sh+$276
cycle +$1,113
[-$116…+$530] · 66% credit
70%
surv 59%
-$7,400 NOT
cap gain +$10,025
Max even-money escape in the band~$10814 Aug 202618d left+$0.27/sh+$239
cycle +$1,076
[-$326…+$477] · 55% credit
75%
surv 67%
-$5,007 NOT
cap gain +$12,418
SS $109 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11214 Aug 202618d left-$0.77/sh-$696
cycle +$141
[-$1,451…-$534] · 9% credit
81%
surv 76%
-$2,997 NOT
cap gain +$14,428
budget: banked $837 debit $696 (83% used ≈ 1.0 wk of income) → whole cycle still +$141 cash · rolled 9 ct earn ≈ $3,110/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$3,139/mo
vs 50% target ($4,550/mo)-31%
vs normal income ($9,100/mo)34% covered
Net income (after hedge)$393/mo
Downside budget
⚠ $103 is $11 below CC-SS $113.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,058
… as % of IC ($27,850)32.5%
… as % of ML ($47,850)18.9%
Recovery months (at normal income)1.0 mo
Surgical close (9 ct)$-15,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.93 collected) or spot ≥ $103.98 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $113.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $101.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$102-103.98
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
≥ $103.98
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 0.81 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$103.00 (1.1σ)$837$-9,255+$8,170+$90
+2.5%$105.57 (1.4σ)$-1,480$-9,487+$7,938-$2,227
+5%$108.15 (1.7σ)$-3,798$-9,719+$7,706-$4,545
SS (= V-bounce)$108.93 (1.7σ)$-4,500$-9,789+$7,636-$5,247
V-BOUNCE STRESS (stock → CC-SS $113.99, where you are whole again, by expiry)
Starting unrealized P&L: $-17,425
+ Fortress recovery (un-capped): +$16,155
− CC assignment net of premium (9 × $103): -$9,058
− Conservative CC assignment net of premium (1 × $109): -$416
Total Position P&L @ SS: $-10,744 (+$6,681 vs today)
Do-nothing baseline at SS: $-5,434 (this trade vs do-nothing: $-5,310, the opportunity cost of earning $3,139/mo FIGHT income now)
🎯 50% normal10 × $10131 Jul8d7.4%78%33%+3pp$1,270$4,762$11,724
Sell 10 × $101 7.4% OTM over spot $94.05 31 Jul 2026 (8d, $1.32 mid)
= $1,270 credit for the 8d cycle → $4,762/mo projected
Survival (stays ≤ $101)
78%
Breach risk
22%
POP (stays ≤ $102.33)
82%
EV / mo
+$1,422
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
59% whole by 9mo vs 56% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-624/mo
median; plan ~$-424/mo after 68% keep · $-3,037 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.6-3.2], measured ONLY among the 59% 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)
33%
Flat exit net (mid-life)
-$1,521
Free roll-up
+$2/wk
Safest escape (by 14 Aug 2026)
$112 @ 83% POP
81% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.95/sh now → $2.79 mid-life (likely $2.93–$4.50)≈ $0 at expiry  |  you banked $1.27/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,003 simulated challenges: the $101 strike is typically first touched on day 4 of 8, at $103 (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 (10 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1017 Aug 202611d left+$1.22/sh+$1,215
cycle +$2,485
[+$892…+$1,406] · 100% credit
67%
surv 52%
-$9,310 NOT
cap gain +$8,115
Reliable up-and-out (highest cap still free ≥60%)~$10514 Aug 202618d left+$0.64/sh+$644
cycle +$1,914
[+$0…+$736] · 75% credit
73%
surv 64%
-$6,682 NOT
cap gain +$10,743
Up-and-out for even (raise the cap, free)~$1037 Aug 202611d left+$0.34/sh+$343
cycle +$1,613
[-$147…+$430] · 60% credit
70%
surv 59%
-$8,603 NOT
cap gain +$8,822
Max even-money escape in the band~$10714 Aug 202618d left+$0.01/sh+$7
cycle +$1,277
[-$757…+$0] · 25% credit
76%
surv 70%
-$5,699 NOT
cap gain +$11,726
SS $109 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11214 Aug 202618d left-$1.21/sh-$1,205
cycle +$65
[-$2,292…-$1,270] · 1% credit
83%
surv 81%
-$2,861 NOT
cap gain +$14,564
budget: banked $1,270 debit $1,205 (95% used ≈ 1.1 wk of income) → whole cycle still +$65 cash · rolled 10 ct earn ≈ $2,644/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$4,762/mo
vs 50% target ($4,550/mo)+5%
vs normal income ($9,100/mo)52% covered
Net income (after hedge)$1,851/mo
Downside budget
⚠ $101 is $13 below CC-SS $113.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,724
… as % of IC ($27,850)42.1%
… as % of ML ($47,850)24.5%
Recovery months (at normal income)1.3 mo
Surgical close (10 ct)$-17,480
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.27 collected) or spot ≥ $102.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $101)); NOT the premium you collected. Momentum override: two daily closes above $113.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $99.99Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$100-102.33
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
≥ $102.33
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 0.81 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$101.00 (≤1σ, normal week)$1,270$-10,525+$6,900+$440
+2.5%$103.52 (1.1σ)$-1,255$-11,005+$6,420-$2,085
+5%$106.05 (1.4σ)$-3,780$-11,485+$5,940-$4,610
SS (= V-bounce)$108.93 (1.7σ)$-6,660$-12,032+$5,393-$7,490
V-BOUNCE STRESS (stock → CC-SS $113.99, where you are whole again, by expiry)
Starting unrealized P&L: $-17,425
+ Fortress recovery (un-capped): +$16,155
− CC assignment net of premium (10 × $101): -$11,724
Total Position P&L @ SS: $-12,994 (+$4,431 vs today)
Do-nothing baseline at SS: $-5,434 (this trade vs do-nothing: $-7,560, the opportunity cost of earning $4,762/mo FIGHT income now)
100% normal10 × $9631 Jul8d2.1%60%82%+7pp$2,630$9,862+$5,100$15,364
Sell 10 × $96 2.1% OTM over spot $94.05 31 Jul 2026 (8d, $2.71 mid)
= $2,630 credit for the 8d cycle → $9,862/mo projected
Survival (stays ≤ $96)
60%
Breach risk
40%
POP (stays ≤ $98.70)
71%
EV / mo
+$1,580
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
66% whole by 9mo vs 59% doing nothing
FIRE DRILLS
~5.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$192/mo
median; plan ~$131/mo after 68% keep · $592 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.3], measured ONLY among the 66% 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)
67%
Flat exit net (mid-life)
-$23
Free roll-up
+$3/wk
Safest escape (by 14 Aug 2026)
$113 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.75/sh now → $2.65 mid-life (likely $3.54–$4.97)≈ $0 at expiry  |  you banked $2.63/sh, so a flat mid-life exit nets -$0.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,996 simulated challenges: the $96 strike is typically first touched on day 3 of 8, at $98 (overshoots $2.01). 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)~$967 Aug 202611d left+$1.29/sh+$1,294
cycle +$3,924
[+$821…+$1,100] · 100% credit
67%
surv 52%
-$11,921 NOT
cap gain +$5,504
Reliable up-and-out (highest cap still free ≥60%)~$10014 Aug 202618d left+$0.72/sh+$717
cycle +$3,347
[-$184…+$347] · 62% credit
73%
surv 65%
-$9,299 NOT
cap gain +$8,126
Up-and-out for even (raise the cap, free)~$997 Aug 202611d left+$0.08/sh+$78
cycle +$2,708
[-$689…-$235] · 12% credit
73%
surv 63%
-$10,748 NOT
cap gain +$6,677
Max even-money escape in the band~$10214 Aug 202618d left+$0.08/sh+$84
cycle +$2,714
[-$977…-$341] · 12% credit
76%
surv 70%
-$8,312 NOT
cap gain +$9,113
SS $109 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11314 Aug 202618d left-$1.86/sh-$1,859
cycle +$771
[-$3,612…-$2,511]
91%
surv 90%
-$1,345 NOT
cap gain +$16,080
budget: banked $2,630 debit $1,859 (71% used ≈ 0.8 wk of income) → whole cycle still +$771 cash · rolled 10 ct earn ≈ $1,323/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$9,862/mo
vs 50% target ($4,550/mo)+117%
vs normal income ($9,100/mo)108% covered
Net income (after hedge)$6,951/mo
Downside budget
⚠ $96 is $18 below CC-SS $113.99: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,364
… as % of IC ($27,850)55.2%
… as % of ML ($47,850)32.1%
Recovery months (at normal income)1.7 mo
Surgical close (10 ct)$-17,500
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.66/sh (~25% of the $2.63 collected) or spot ≥ $98.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $113.35 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $95.04Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$95-98.70
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 0.81 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$96.00 (≤1σ, normal week)$2,630$-13,215+$4,210+$1,800
+2.5%$98.40 (≤1σ, normal week)$230$-13,671+$3,754-$600
+5%$100.80 (≤1σ, normal week)$-2,170$-14,128+$3,298-$3,000
SS (= V-bounce)$108.93 (1.7σ)$-10,300$-15,672+$1,753-$11,130
V-BOUNCE STRESS (stock → CC-SS $113.99, where you are whole again, by expiry)
Starting unrealized P&L: $-17,425
+ Fortress recovery (un-capped): +$16,155
− CC assignment net of premium (10 × $96): -$15,364
Total Position P&L @ SS: $-16,634 (+$791 vs today)
Do-nothing baseline at SS: $-5,434 (this trade vs do-nothing: $-11,200, the opportunity cost of earning $9,862/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 (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 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: 0.810 (IBKR)  |  Recovery@SS: +$16,155 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,434

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1018d31 Jul 2026$1.2710/10$4,762$1,85178%82%+$1,422-$11,72442.1%$-12,994 (vs do-nothing $-7,560)
$1008d31 Jul 2026$1.509/10$5,062$2,31775%80%+$1,425-$11,24540.4%$-12,931 (vs do-nothing $-7,497)
$998d31 Jul 2026$1.728/10$5,160$2,58072%78%+$1,262-$10,61938.1%$-12,722 (vs do-nothing $-7,288)
$10015d7 Aug 2026$2.4110/10$4,820$1,90871%77%+$1,184-$11,58441.6%$-12,854 (vs do-nothing $-7,420)
$988d31 Jul 2026$1.997/10$5,224$2,81068%75%+$1,131-$9,80335.2%$-12,322 (vs do-nothing $-6,888)
$9915d7 Aug 2026$2.709/10$4,860$2,11468%76%+$1,104-$11,06539.7%$-12,751 (vs do-nothing $-7,317)
$9922d14 Aug 2026$3.5010/10$4,773$1,86166%75%+$1,011-$11,49441.3%$-12,764 (vs do-nothing $-7,330)
$9815d7 Aug 2026$3.008/10$4,800$2,22065%74%+$979-$10,39537.3%$-12,498 (vs do-nothing $-7,064)
$978d31 Jul 2026$2.316/10$5,198$2,95064%73%+$1,010-$8,81031.6%$-11,746 (vs do-nothing $-6,312)
$9822d14 Aug 2026$3.859/10$4,725$1,97964%73%+$941-$10,93039.2%$-12,616 (vs do-nothing $-7,182)
$9715d7 Aug 2026$3.357/10$4,690$2,27662%72%+$875-$9,55134.3%$-12,070 (vs do-nothing $-6,636)
$9722d14 Aug 2026$4.208/10$4,582$2,00261%72%+$831-$10,23536.8%$-12,338 (vs do-nothing $-6,904)
$968d31 Jul 2026$2.635/10$4,931$2,84960%71%+$790-$7,68227.6%$-11,034 (vs do-nothing $-5,600)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$9615d7 Aug 2026$3.707/10$5,180$2,76659%71%+$841-$10,00635.9%$-12,525 (vs do-nothing $-7,091)
$9622d14 Aug 2026$4.608/10$5,018$2,43858%71%+$845-$10,71538.5%$-12,818 (vs do-nothing $-7,384)
$958d31 Jul 2026$3.104/10$4,650$2,73456%69%+$742-$6,35822.8%$-10,126 (vs do-nothing $-4,692)
$9515d7 Aug 2026$4.156/10$4,980$2,73256%69%+$765-$8,90632.0%$-11,842 (vs do-nothing $-6,408)
$9522d14 Aug 2026$5.007/10$4,773$2,35956%69%+$719-$9,79635.2%$-12,315 (vs do-nothing $-6,881)
$9422d14 Aug 2026$5.407/10$5,155$2,74153%68%+$666-$10,21636.7%$-12,735 (vs do-nothing $-7,301)
$9415d7 Aug 2026$4.605/10$4,600$2,51852%68%+$633-$7,69727.6%$-11,049 (vs do-nothing $-5,615)
$948d31 Jul 2026$3.504/10$5,250$3,33452%67%+$669-$6,59823.7%$-10,366 (vs do-nothing $-4,932)
$9322d14 Aug 2026$5.906/10$4,827$2,58050%67%+$578-$9,05632.5%$-11,992 (vs do-nothing $-6,558)
$9315d7 Aug 2026$5.055/10$5,050$2,96849%66%+$587-$7,97228.6%$-11,324 (vs do-nothing $-5,890)
$938d31 Jul 2026$3.954/10$5,925$4,00947%65%+$591-$6,81824.5%$-10,586 (vs do-nothing $-5,152)

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 v6.2  |  2026-07-23 23:50