FORTRESS FIGHT: NOW @ $96.74

BE SS: $108.93  |  CC-SS: $114.32  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-24 21:40

NOW @ $96.74   UNDERWATER $12.19 (11.2% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $108.93  |  CC-SS: $114.32 (banked floor $112.79)  |  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$9,429/mo95% ann ROI on ML
Hedge rolling cost$2,643/mo
Unrealized P&L$-15,650fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,714/mo
HEDGE COVER
$2,643/mo
NORMAL INCOME
$9,429/mo (ATM CC, chain)
IC VELOCITY
3.0 mo to earn back $27,850
ML VELOCITY
5.1 mo to earn back $47,850
Deep drawdown confirmed: a CC at CC-SS $114.32 (probe: $114C 14d) brings only $343/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)
$14,147
was $15,650 · 10% earned back
Cycles closed
7
Credit in flight
$0
CC-SS · banked floor (info)
$114.32 → $112.79
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 39 (live) · RSI 42 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 43 · %B 18 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $119.81 (+24%) · daily UBB $113.90 · 1-wk expected move ±$8 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
INTERPRETATION
Primary: 10 contracts at $104 / 7d. This is the safest strike (survival 80%, breach 20%) that still earns 50% of normal income ($4,714/mo); it brings $4,714/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 × $99/7d for $9,759/mo, but breach risk rises to 38% (+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 8 × $106/7d (88% survival, $2,811/mo).
Downside anchor: the primary mortgages $9,216 (33% of IC) ONLY on a full V-bounce all the way to SS $109, recoverable in 1.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 10 contracts realizes $-15,720 and cuts bleed by $2,643/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 (7d) · sell 10 × $104, 80% survival, $4,714/mo (E[net] $1,283/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 · 7d10 × $10480%$4,714$1,283

📅 NEXT FRIDAY · 31 Jul 2026 · 7d · E[net] $1,283/mo 🏆 GRAND PICK

🎯 Engine pick: sell 10 × $104 (primary), 80% survival, breach 20%, $4,714/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $106 rung (33% normal) lifts survival to 88% (breach 20% → 12%) for $1,551/mo less (33% income) buys safety you do not really need here.
NOW  spot $96.74 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge8 × $10631 Jul7d9.6%88%25%+1pp$656$2,811-$1,903$5,997
Sell 8 × $106 9.6% OTM over spot $96.74 31 Jul 2026 (7d, $0.85 mid)
= $656 credit for the 7d cycle → $2,811/mo projected
Survival (stays ≤ $106)
88%
Breach risk
12%
POP (stays ≤ $106.86)
89%
EV / mo
+$1,725
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+1pp
64% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-392/mo
median; plan ~$-267/mo after 68% keep · $-1,291 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.3 mo [0.7-2.6], measured ONLY among the 64% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
20%
Flat exit net (mid-life)
-$1,597
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$118 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 8 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: $3.98/sh now → $2.82 mid-life (likely $2.55–$4.40)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$2.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 603 simulated challenges: the $106 strike is typically first touched on day 5 of 7, at $108 (overshoots $2.02). 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 (8 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$1067 Aug 202610d left+$1.23/sh+$983
cycle +$1,639
[+$763…+$1,333] · 100% credit
67%
surv 52%
-$6,014 NOT
cap gain +$9,636
Reliable up-and-out (highest cap still free ≥60%)~$11321 Aug 202624d left+$0.47/sh+$380
cycle +$1,036
[-$217…+$699] · 63% credit
77%
surv 70%
-$1,363 NOT
cap gain +$14,287
Up-and-out for even (raise the cap, free)~$1087 Aug 202610d left+$0.22/sh+$179
cycle +$835
[-$185…+$459] · 57% credit
72%
surv 61%
-$4,917 NOT
cap gain +$10,733
Max even-money escape in the band~$11421 Aug 202624d left+$0.18/sh+$143
cycle +$799
[-$508…+$457] · 44% credit
78%
surv 73%
-$958 NOT
cap gain +$14,692
reaches SS ✓
Safety roll (pay small debit, max POP)~$11821 Aug 202624d left-$0.67/sh-$535
cycle +$121
[-$1,323…-$279] · 14% credit
83%
surv 80%
+$927 SAFE
cap gain +$16,577
budget: banked $656 debit $535 (82% used ≈ 0.8 wk of income) → whole cycle still +$121 cash · rolled 8 ct earn ≈ $2,148/mo while parked; 2 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$2,811/mo
vs 50% target ($4,714/mo)-40%
vs normal income ($9,429/mo)30% covered
Net income (after hedge)$614/mo
Downside budget
⚠ $106 is $8 below CC-SS $114.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,997
… as % of IC ($27,850)21.5%
… as % of ML ($47,850)12.5%
Recovery months (at normal income)0.6 mo
Surgical close (8 ct)$-12,548
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 $0.82 collected) or spot ≥ $106.86 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $113.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-106.86
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
≥ $106.86
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$106.00 (1.2σ)$656$-6,997+$8,653-$176
+2.5%$108.65 (1.5σ)$-1,464$-6,889+$8,761-$2,296
+5%$111.30 (1.8σ)$-3,584$-7,240+$8,410-$2,576
V-BOUNCE STRESS (stock → CC-SS $114.32, where you are whole again, by expiry)
Starting unrealized P&L: $-15,650
+ Fortress recovery (un-capped): +$14,783
− CC assignment net of premium (8 × $106): -$5,997
− Conservative CC assignment net of premium (2 × $109): -$855
Total Position P&L @ SS: $-7,720 (+$7,930 vs today)
Do-nothing baseline at SS: $-5,144 (this trade vs do-nothing: $-2,576, the opportunity cost of earning $2,811/mo FIGHT income now)
33% normal9 × $10631 Jul7d9.6%88%25%+2pp$738$3,163-$1,551$6,747
Sell 9 × $106 9.6% OTM over spot $96.74 31 Jul 2026 (7d, $0.85 mid)
= $738 credit for the 7d cycle → $3,163/mo projected
Survival (stays ≤ $106)
88%
Breach risk
12%
POP (stays ≤ $106.86)
89%
EV / mo
+$1,940
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
68% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-408/mo
median; plan ~$-277/mo after 68% keep · $-973 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.4 mo [0.6-2.8], measured ONLY among the 68% 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)
19%
Flat exit net (mid-life)
-$1,797
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$118 @ 83% POP
80% 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: $3.98/sh now → $2.82 mid-life (likely $2.72–$4.45)≈ $0 at expiry  |  you banked $0.82/sh, so a flat mid-life exit nets -$2.00/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 584 simulated challenges: the $106 strike is typically first touched on day 4 of 7, at $108 (overshoots $1.97). 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)~$1067 Aug 202610d left+$1.23/sh+$1,106
cycle +$1,844
[+$842…+$1,427] · 100% credit
67%
surv 52%
-$5,913 NOT
cap gain +$9,737
Reliable up-and-out (highest cap still free ≥60%)~$11221 Aug 202624d left+$0.77/sh+$695
cycle +$1,433
[+$23…+$943] · 76% credit
76%
surv 68%
-$1,385 NOT
cap gain +$14,265
Up-and-out for even (raise the cap, free)~$1087 Aug 202610d left+$0.22/sh+$201
cycle +$939
[-$231…+$429] · 55% credit
72%
surv 61%
-$4,916 NOT
cap gain +$10,734
Max even-money escape in the band~$11421 Aug 202624d left+$0.18/sh+$161
cycle +$899
[-$616…+$375] · 41% credit
78%
surv 73%
-$436 NOT
cap gain +$15,214
reaches SS ✓
Safety roll (pay small debit, max POP)~$11821 Aug 202624d left-$0.67/sh-$602
cycle +$136
[-$1,518…-$464] · 12% credit
83%
surv 80%
+$1,764 SAFE
cap gain +$17,414
budget: banked $738 debit $602 (82% used ≈ 0.8 wk of income) → whole cycle still +$136 cash · rolled 9 ct earn ≈ $2,417/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$3,163/mo
vs 50% target ($4,714/mo)-33%
vs normal income ($9,429/mo)34% covered
Net income (after hedge)$743/mo
Downside budget
⚠ $106 is $8 below CC-SS $114.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,747
… as % of IC ($27,850)24.2%
… as % of ML ($47,850)14.1%
Recovery months (at normal income)0.7 mo
Surgical close (9 ct)$-14,117
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 $0.82 collected) or spot ≥ $106.86 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $106)); NOT the premium you collected. Momentum override: two daily closes above $113.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $104.94Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$105-106.86
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
≥ $106.86
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$106.00 (1.2σ)$738$-7,019+$8,631-$198
+2.5%$108.65 (1.5σ)$-1,647$-7,176+$8,474-$2,583
+5%$111.30 (1.8σ)$-4,032$-7,562+$8,088-$2,898
V-BOUNCE STRESS (stock → CC-SS $114.32, where you are whole again, by expiry)
Starting unrealized P&L: $-15,650
+ Fortress recovery (un-capped): +$14,783
− CC assignment net of premium (9 × $106): -$6,747
− Conservative CC assignment net of premium (1 × $109): -$428
Total Position P&L @ SS: $-8,042 (+$7,608 vs today)
Do-nothing baseline at SS: $-5,144 (this trade vs do-nothing: $-2,898, the opportunity cost of earning $3,163/mo FIGHT income now)
🎯 50% normal10 × $10431 Jul7d7.5%80%29%+4pp$1,100$4,714$9,216
Sell 10 × $104 7.5% OTM over spot $96.74 31 Jul 2026 (7d, $1.17 mid)
= $1,100 credit for the 7d cycle → $4,714/mo projected
Survival (stays ≤ $104)
80%
Breach risk
20%
POP (stays ≤ $105.17)
84%
EV / mo
+$1,712
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
70% whole by 9mo vs 66% doing nothing
FIRE DRILLS
~1.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-133/mo
median; plan ~$-90/mo after 68% keep · $-310 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.5], measured ONLY among the 70% 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)
29%
Flat exit net (mid-life)
-$1,664
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$118 @ 86% POP
83% 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: $3.91/sh now → $2.76 mid-life (likely $2.96–$4.66)≈ $0 at expiry  |  you banked $1.10/sh, so a flat mid-life exit nets -$1.66/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 869 simulated challenges: the $104 strike is typically first touched on day 4 of 7, at $106 (overshoots $2.05). 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 202610d left+$1.27/sh+$1,265
cycle +$2,365
[+$912…+$1,452] · 100% credit
68%
surv 52%
-$7,178 NOT
cap gain +$8,472
Reliable up-and-out (highest cap still free ≥60%)~$11021 Aug 202624d left+$0.80/sh+$804
cycle +$1,904
[-$70…+$840] · 72% credit
76%
surv 68%
-$2,374 NOT
cap gain +$13,276
Up-and-out for even (raise the cap, free)~$1067 Aug 202610d left+$0.26/sh+$261
cycle +$1,361
[-$317…+$307] · 48% credit
72%
surv 61%
-$6,281 NOT
cap gain +$9,369
Max even-money escape in the band~$11221 Aug 202624d left+$0.21/sh+$213
cycle +$1,313
[-$795…+$207] · 35% credit
78%
surv 73%
-$1,283 NOT
cap gain +$14,367
reaches SS ✓
Safety roll (pay small debit, max POP)~$11821 Aug 202624d left-$1.01/sh-$1,015
cycle +$85
[-$2,298…-$1,106] · 4% credit
86%
surv 83%
+$2,536 SAFE
cap gain +$18,186
budget: banked $1,100 debit $1,015 (92% used ≈ 0.9 wk of income) → whole cycle still +$85 cash · rolled 10 ct earn ≈ $2,186/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$4,714/mo
vs 50% target ($4,714/mo)+0%
vs normal income ($9,429/mo)50% covered
Net income (after hedge)$2,071/mo
Downside budget
⚠ $104 is $10 below CC-SS $114.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,216
… as % of IC ($27,850)33.1%
… as % of ML ($47,850)19.3%
Recovery months (at normal income)1.0 mo
Surgical close (10 ct)$-15,720
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 $1.10 collected) or spot ≥ $105.17 (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 $113.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $102.96Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$103-105.17
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $105.17
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$104.00 (≤1σ, normal week)$1,100$-8,443+$7,207+$60
+2.5%$106.60 (1.2σ)$-1,500$-8,857+$6,793-$2,540
+5%$109.20 (1.6σ)$-4,100$-9,270+$6,380-$4,940
V-BOUNCE STRESS (stock → CC-SS $114.32, where you are whole again, by expiry)
Starting unrealized P&L: $-15,650
+ Fortress recovery (un-capped): +$14,783
− CC assignment net of premium (10 × $104): -$9,216
Total Position P&L @ SS: $-10,084 (+$5,566 vs today)
Do-nothing baseline at SS: $-5,144 (this trade vs do-nothing: $-4,940, the opportunity cost of earning $4,714/mo FIGHT income now)
100% normal9 × $9931 Jul7d2.3%62%78%+7pp$2,277$9,759+$5,044$11,508
Sell 9 × $99 2.3% OTM over spot $96.74 31 Jul 2026 (7d, $2.60 mid)
= $2,277 credit for the 7d cycle → $9,759/mo projected
Survival (stays ≤ $99)
62%
Breach risk
38%
POP (stays ≤ $101.61)
73%
EV / mo
+$2,402
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
74% whole by 9mo vs 67% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$868/mo
median; plan ~$590/mo after 68% keep · $1,899 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.1 mo [0.5-2.3], measured ONLY among the 74% 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)
64%
Flat exit net (mid-life)
-$91
Free roll-up
+$2/wk
Safest escape (by 21 Aug 2026)
$118 @ 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.72/sh now → $2.63 mid-life (likely $3.45–$4.85)≈ $0 at expiry  |  you banked $2.53/sh, so a flat mid-life exit nets -$0.10/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,914 simulated challenges: the $99 strike is typically first touched on day 3 of 7, at $101 (overshoots $1.97). 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)~$997 Aug 202610d left+$1.34/sh+$1,210
cycle +$3,487
[+$757…+$1,068] · 100% credit
68%
surv 52%
-$10,157 NOT
cap gain +$5,493
Reliable up-and-out (highest cap still free ≥60%)~$10521 Aug 202624d left+$0.87/sh+$782
cycle +$3,059
[-$191…+$418] · 63% credit
76%
surv 69%
-$5,319 NOT
cap gain +$10,331
Up-and-out for even (raise the cap, free)~$1017 Aug 202610d left+$0.34/sh+$309
cycle +$2,586
[-$329…+$61] · 30% credit
72%
surv 61%
-$9,156 NOT
cap gain +$6,494
Max even-money escape in the band~$10821 Aug 202624d left+$0.04/sh+$36
cycle +$2,313
[-$1,098…-$394] · 11% credit
80%
surv 75%
-$3,542 NOT
cap gain +$12,108
SS $109 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$11821 Aug 202624d left-$1.59/sh-$1,435
cycle +$842
[-$2,992…-$2,015]
90%
surv 89%
+$2,470 SAFE
cap gain +$18,120
budget: banked $2,277 debit $1,435 (63% used ≈ 0.6 wk of income) → whole cycle still +$842 cash · rolled 9 ct earn ≈ $1,166/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$9,759/mo
vs 50% target ($4,714/mo)+107%
vs normal income ($9,429/mo)103% covered
Net income (after hedge)$7,339/mo
Downside budget
⚠ $99 is $15 below CC-SS $114.32: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,508
… as % of IC ($27,850)41.3%
… as % of ML ($47,850)24.0%
Recovery months (at normal income)1.2 mo
Surgical close (9 ct)$-14,153
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.63/sh (~25% of the $2.53 collected) or spot ≥ $101.61 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $99)); NOT the premium you collected. Momentum override: two daily closes above $113.90 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $98.01Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$98-101.61
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
≥ $101.61
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 0.84 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$99.00 (≤1σ, normal week)$2,277$-11,367+$4,283+$1,341
+2.5%$101.47 (≤1σ, normal week)$50$-11,513+$4,137-$886
+5%$103.95 (≤1σ, normal week)$-2,178$-11,659+$3,991-$3,114
SS (= V-bounce)$108.93 (1.5σ)$-6,660$-11,953+$3,697-$7,596
V-BOUNCE STRESS (stock → CC-SS $114.32, where you are whole again, by expiry)
Starting unrealized P&L: $-15,650
+ Fortress recovery (un-capped): +$14,783
− CC assignment net of premium (9 × $99): -$11,508
− Conservative CC assignment net of premium (1 × $109): -$428
Total Position P&L @ SS: $-12,803 (+$2,847 vs today)
Do-nothing baseline at SS: $-5,144 (this trade vs do-nothing: $-7,659, the opportunity cost of earning $9,759/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 (33 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 33 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: 0.841 (IBKR)  |  Recovery@SS: +$14,783 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,144

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1047d31 Jul 2026$1.1010/10$4,714$2,07180%84%+$1,712-$9,21633.1%$-10,084 (vs do-nothing $-4,940)
$1037d31 Jul 2026$1.289/10$4,937$2,51777%82%+$1,606-$9,03332.4%$-10,328 (vs do-nothing $-5,184)
$1027d31 Jul 2026$1.558/10$5,314$3,11774%79%+$1,676-$8,61330.9%$-10,336 (vs do-nothing $-5,192)
$10314d7 Aug 2026$2.3110/10$4,950$2,30772%79%+$1,562-$9,00632.3%$-9,874 (vs do-nothing $-4,730)
$1017d31 Jul 2026$1.846/10$4,731$2,98071%79%+$1,815-$6,88624.7%$-9,464 (vs do-nothing $-4,320)
$10214d7 Aug 2026$2.619/10$5,034$2,61470%77%+$1,486-$8,73631.4%$-10,031 (vs do-nothing $-4,887)
$10114d7 Aug 2026$2.908/10$4,971$2,77467%75%+$1,317-$8,33329.9%$-10,056 (vs do-nothing $-4,912)
$1007d31 Jul 2026$2.146/10$5,503$3,75166%75%+$1,444-$7,30626.2%$-9,884 (vs do-nothing $-4,740)
$10121d14 Aug 2026$3.5510/10$5,071$2,42965%74%+$868-$9,76635.1%$-10,634 (vs do-nothing $-5,490)
$10128d21 Aug 2026$4.5010/10$4,821$2,17964%73%+$1,007-$8,81631.7%$-9,684 (vs do-nothing $-4,540)
$10014d7 Aug 2026$3.207/10$4,800$2,82663%73%+$1,108-$7,78127.9%$-9,932 (vs do-nothing $-4,788)
$997d31 Jul 2026$2.535/10$5,421$3,89362%73%+$1,334-$6,39323.0%$-9,399 (vs do-nothing $-4,255)
$10021d14 Aug 2026$4.009/10$5,143$2,72362%72%+$905-$9,28533.3%$-10,580 (vs do-nothing $-5,436)
Show 20 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$10028d21 Aug 2026$5.059/10$4,870$2,45061%72%+$1,088-$8,34029.9%$-9,635 (vs do-nothing $-4,491)
$9914d7 Aug 2026$3.557/10$5,325$3,35160%72%+$1,081-$8,23629.6%$-10,387 (vs do-nothing $-5,243)
$9921d14 Aug 2026$4.508/10$5,143$2,94659%71%+$935-$8,65331.1%$-10,376 (vs do-nothing $-5,232)
$9928d21 Aug 2026$5.309/10$5,111$2,69159%71%+$953-$9,01532.4%$-10,310 (vs do-nothing $-5,166)
$987d31 Jul 2026$2.934/10$5,023$3,71758%70%+$1,100-$5,35519.2%$-8,788 (vs do-nothing $-3,644)
$9814d7 Aug 2026$3.956/10$5,079$3,32757%70%+$915-$7,42026.6%$-9,998 (vs do-nothing $-4,854)
$9821d14 Aug 2026$4.757/10$4,750$2,77656%70%+$649-$8,09629.1%$-10,247 (vs do-nothing $-5,103)
$9828d21 Aug 2026$5.858/10$5,014$2,81756%70%+$958-$8,37330.1%$-10,096 (vs do-nothing $-4,952)
$9728d21 Aug 2026$6.258/10$5,357$3,16054%69%+$915-$8,85331.8%$-10,576 (vs do-nothing $-5,432)
$9721d14 Aug 2026$5.257/10$5,250$3,27654%69%+$702-$8,44630.3%$-10,597 (vs do-nothing $-5,453)
$9714d7 Aug 2026$4.405/10$4,714$3,18653%69%+$761-$6,45823.2%$-9,464 (vs do-nothing $-4,320)
$977d31 Jul 2026$3.254/10$5,571$4,26653%68%+$900-$5,62720.2%$-9,060 (vs do-nothing $-3,916)
$9628d21 Aug 2026$6.707/10$5,025$3,05151%68%+$776-$8,13129.2%$-10,282 (vs do-nothing $-5,138)
$9621d14 Aug 2026$5.656/10$4,843$3,09151%67%+$530-$7,60027.3%$-10,178 (vs do-nothing $-5,034)
$9614d7 Aug 2026$5.005/10$5,357$3,82950%67%+$875-$6,65823.9%$-9,664 (vs do-nothing $-4,520)
$9528d21 Aug 2026$7.257/10$5,438$3,46349%67%+$803-$8,44630.3%$-10,597 (vs do-nothing $-5,453)
$967d31 Jul 2026$3.753/10$4,821$3,73948%66%+$683-$4,37015.7%$-8,231 (vs do-nothing $-3,087)
$9521d14 Aug 2026$6.206/10$5,314$3,56348%66%+$557-$7,87028.3%$-10,448 (vs do-nothing $-5,304)
$9514d7 Aug 2026$5.405/10$5,786$4,25746%66%+$728-$6,95825.0%$-9,964 (vs do-nothing $-4,820)
$957d31 Jul 2026$4.453/10$5,721$4,63943%65%+$873-$4,46016.0%$-8,321 (vs do-nothing $-3,177)

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  |  2026-07-24 21:40