FORTRESS FIGHT: NVDA @ $210.13

BE SS: $264.80  |  CC-SS: $228.96  |  10 contracts (1,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-14 21:51

NVDA @ $210.13   UNDERWATER $54.67 (20.6% below BE SS)

10 contracts (1,000 sh)  |  BE SS: $264.80  |  CC-SS: $228.96 (banked floor $228.44)  |  IV: MEDIUM  |  Accounts: Main:1299

LC: $215 exp 2028-06-16 (entry $61.081/sh)
SP: $225 exp 2028-06-16 (entry $38.240/sh)
HP: $200 exp 2028-06-16 (entry $26.887/sh)

Economics

Max Loss$74,800(ND $49.80 + SW $25) x 1000
Normal income ref$12,364/mo75% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,467/mo (info only, already in marks)
Unrealized P&L$-13,825fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$6,182/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$12,364/mo (ATM CC, chain)
IC VELOCITY
4.0 mo to earn back $49,800
ML VELOCITY
6.0 mo to earn back $74,800
Deep drawdown confirmed: a CC at CC-SS $228.96 (probe: $230C 14d) brings only $1,114/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-09-04; 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 2026-09-04
$403
Hole (after banked)
$13,422
was $13,825 · 3% earned back
Cycles closed
2
Credit in flight
$0
CC-SS · banked floor (info)
$228.96 → $228.44
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 46 (live) · RSI 52 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 44 · %B 17 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $231.21 (+10%) · daily UBB $231.22 · 1-wk expected move ±$10 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-17: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 7 contracts at $217.50 / 4d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($6,182/mo); it brings $6,562/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 × $215/4d for $13,230/mo, but breach risk rises to 28% (+9pp 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 × $222.50/4d (92% survival, $3,300/mo).
Downside anchor: the primary mortgages $7,147 (14% of IC) ONLY on a full V-bounce all the way to SS $265, recoverable in 0.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 7 contracts realizes $-9,684 and cuts bleed by $0/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: THIS FRIDAY · 18 Sep 2026 (4d) · sell 7 × $217.50, 81% survival, $6,562/mo (E[net] $4,017/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 4d7 × $217.5081%$6,562$4,017
NEXT FRIDAY25 Sep 2026 · 11d9 × $217.5073%$6,235$-591
E[net] arithmetic on the grand pick: keep $875 with probability 74%; on the 26% touch you roll, paying $2,139 to close and taking $1,722 back from the best priced door (net cash $417) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 THIS FRIDAY · 18 Sep 2026 · 4d · E[net] $4,017/mo 🏆 GRAND PICK

🎯 Engine pick: sell 7 × $217.50 (50% normal), 81% survival, breach 19%, $6,562/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $220 rung (33% normal) lifts survival to 88% (breach 19% → 12%) for $1,942/mo less (30% income) buys safety you do not really need here.
NVDA  spot $210.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $222.5018 Sep4d5.9%92%hist 96%15%hist 14%+8pp$440$3,300-$3,262$6,020
Sell 10 × $222.50 5.9% OTM over spot $210.13 18 Sep 2026 (4d, $0.45 mid)
= $440 credit for the 4d cycle → $3,300/mo projected
Survival (stays ≤ $222.50)
92%
Breach risk
8%
POP (stays ≤ $222.95)
93%
EV / mo
+$2,187
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
83% whole by 9mo vs 74% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,653/mo
median; plan ~$1,804/mo after 68% keep · $3,980 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.4], measured ONLY among the 83% 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)
10%
Flat exit net (mid-life)
-$2,685
Free roll-up
none
Safest escape (by 9 Oct 2026)
$232 @ 78% POP
72% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.42/sh now → $3.13 mid-life (likely $2.90–$5.06)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$2.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 311 simulated challenges: the $222 strike is typically first touched on day 3 of 4, at $225 (overshoots $2.66). 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
Reliable up-and-out (highest cap still free ≥60%)~$2279 Oct 202623d left+$2.34/sh+$2,337
cycle +$2,777
[+$1,677…+$2,891] · 95% credit
73%
surv 62%
+$1,796 SAFE
cap gain +$15,621
Roll out (same strike, buy time)~$22221 Sep 20265d left+$0.62/sh+$616
cycle +$1,056
[+$481…+$1,079] · 93% credit
68%
surv 51%
-$3,554 NOT
cap gain +$10,271
Max even-money escape in the band~$2329 Oct 202623d left+$0.48/sh+$479
cycle +$919
[-$520…+$914] · 57% credit
78%
surv 72%
+$3,663 SAFE
cap gain +$17,488
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
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$3,300/mo
vs 50% target ($6,182/mo)-47%
vs normal income ($12,364/mo)27% covered
Net income (after hedge)$3,300/mo
Downside budget
⚠ $222.50 is $6 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,020
… as % of IC ($49,800)12.1%
… as % of ML ($74,800)8.0%
Recovery months (at normal income)0.5 mo
Surgical close (10 ct)$-13,835
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $222.95 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $222)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $220.28Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$220-222.95
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
≥ $222.95
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$222.50 (1.6σ)$440$-4,169+$9,656+$420
+2.5%$228.06 (2.4σ)$-5,122$-5,588+$8,237-$5,142
+5%$233.62 (3.1σ)$-10,685$-7,006+$6,819-$10,705
SS (= V-bounce)$264.80 (7.3σ)$-41,860$-14,956-$1,131-$41,880
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (10 × $222.50): -$6,020
Total Position P&L @ SS: $-5,817 (+$8,008 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-6,040, the opportunity cost of earning $3,300/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,270, position total $-6,390 (+$7,435 vs today)
33% normal8 × $22018 Sep4d4.7%88%hist 86%25%hist 26%+12pp$616$4,620-$1,942$6,552
Sell 8 × $220 4.7% OTM over spot $210.13 18 Sep 2026 (4d, $0.78 mid)
= $616 credit for the 4d cycle → $4,620/mo projected
Survival (stays ≤ $220)
88%
Breach risk
12%
POP (stays ≤ $220.78)
89%
EV / mo
+$2,756
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
84% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,378/mo
median; plan ~$2,297/mo after 68% keep · $4,930 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.2], measured ONLY among the 84% 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)
-$1,856
Free roll-up
none
Safest escape (by 9 Oct 2026)
$235 @ 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.37/sh now → $3.09 mid-life (likely $3.07–$5.46)≈ $0 at expiry  |  you banked $0.77/sh, so a flat mid-life exit nets -$2.32/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 568 simulated challenges: the $220 strike is typically first touched on day 3 of 4, at $223 (overshoots $2.66). 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
Reliable up-and-out (highest cap still free ≥60%)~$2259 Oct 202623d left+$2.40/sh+$1,920
cycle +$2,536
[+$1,192…+$2,272] · 96% credit
73%
surv 62%
-$304 NOT
cap gain +$13,521
Roll out (same strike, buy time)~$22021 Sep 20265d left+$0.66/sh+$531
cycle +$1,147
[+$292…+$862] · 94% credit
68%
surv 51%
-$5,321 NOT
cap gain +$8,504
Max even-money escape in the band~$2309 Oct 202623d left+$0.54/sh+$431
cycle +$1,047
[-$611…+$658] · 54% credit
78%
surv 72%
+$1,933 SAFE
cap gain +$15,758
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2359 Oct 202623d left-$0.75/sh-$598
cycle +$18
[-$1,890…-$453] · 10% credit
83%
surv 80%
+$4,628 SAFE
cap gain +$18,453
budget: banked $616 debit $598 (97% used ≈ 0.6 wk of income) → whole cycle still +$18 cash · rolled 8 ct earn ≈ $2,444/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$4,620/mo
vs 50% target ($6,182/mo)-25%
vs normal income ($12,364/mo)37% covered
Net income (after hedge)$4,631/mo
Downside budget
⚠ $220 is $9 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,552
… as % of IC ($49,800)13.2%
… as % of ML ($74,800)8.8%
Recovery months (at normal income)0.5 mo
Surgical close (8 ct)$-11,064
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.19/sh (~25% of the $0.77 collected) or spot ≥ $220.78 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $220)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $217.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$218-220.78
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
≥ $220.78
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$220.00 (1.3σ)$616$-5,852+$7,973+$600
+2.5%$225.50 (2.0σ)$-3,784$-6,154+$7,671-$3,800
+5%$231.00 (2.8σ)$-8,184$-6,457+$7,368-$8,200
SS (= V-bounce)$264.80 (7.3σ)$-35,224$-8,316+$5,509-$35,240
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (8 × $220): -$6,552
+ Conservative CC premium (2 × $265): +$4
Total Position P&L @ SS: $-6,345 (+$7,480 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-6,568, the opportunity cost of earning $4,620/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,352, position total $-6,468 (+$7,357 vs today)
🎯 50% normal7 × $217.5018 Sep4d3.5%81%hist 86%39%hist 30%+12pp$875$6,562$7,147
Sell 7 × $217.50 3.5% OTM over spot $210.13 18 Sep 2026 (4d, $1.26 mid)
= $875 credit for the 4d cycle → $6,562/mo projected
Survival (stays ≤ $217.50)
81%
Breach risk
19%
POP (stays ≤ $218.76)
84%
EV / mo
+$3,354
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
87% whole by 9mo vs 75% doing nothing
FIRE DRILLS
~1.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,386/mo
median; plan ~$2,982/mo after 68% keep · $5,235 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.5-1.9], measured ONLY among the 87% 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)
26%
Flat exit net (mid-life)
-$1,264
Free roll-up
none
Safest escape (by 2 Oct 2026)
$230 @ 84% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 7 calls + sell the new ones, one order. Prices assume the central case (day 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.32/sh now → $3.06 mid-life (likely $3.25–$5.38)≈ $0 at expiry  |  you banked $1.25/sh, so a flat mid-life exit nets -$1.81/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 788 simulated challenges: the $218 strike is typically first touched on day 2 of 4, at $220 (overshoots $2.51). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (7 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Reliable up-and-out (highest cap still free ≥60%)~$2229 Oct 202623d left+$2.46/sh+$1,722
cycle +$2,597
[+$1,063…+$1,907] · 95% credit
73%
surv 62%
-$2,104 NOT
cap gain +$11,721
Roll out (same strike, buy time)~$21821 Sep 20265d left+$0.71/sh+$497
cycle +$1,372
[+$228…+$734] · 94% credit
68%
surv 51%
-$6,957 NOT
cap gain +$6,868
Max even-money escape in the band~$2279 Oct 202623d left+$0.60/sh+$418
cycle +$1,293
[-$486…+$462] · 49% credit
78%
surv 72%
+$318 SAFE
cap gain +$14,143
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2302 Oct 202616d left-$1.05/sh-$736
cycle +$139
[-$1,800…-$767] · 2% credit
84%
surv 80%
+$1,027 SAFE
cap gain +$14,852
budget: banked $875 debit $736 (84% used ≈ 0.5 wk of income) → whole cycle still +$139 cash · rolled 7 ct earn ≈ $2,631/mo while parked; 3 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,562/mo
vs 50% target ($6,182/mo)+6%
vs normal income ($12,364/mo)53% covered
Net income (after hedge)$6,579/mo
Downside budget
⚠ $217.50 is $11 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,147
… as % of IC ($49,800)14.4%
… as % of ML ($74,800)9.6%
Recovery months (at normal income)0.6 mo
Surgical close (7 ct)$-9,684
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $218.76 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $218)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $215.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$215-218.76
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
≥ $218.76
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$217.50 (≤1σ, normal week)$875$-7,453+$6,372+$861
+2.5%$222.94 (1.7σ)$-2,931$-7,209+$6,616-$2,945
+5%$228.38 (2.4σ)$-6,738$-6,964+$6,861-$6,752
SS (= V-bounce)$264.80 (7.3σ)$-32,235$-5,325+$8,500-$32,249
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (7 × $217.50): -$7,147
+ Conservative CC premium (3 × $265): +$6
Total Position P&L @ SS: $-6,938 (+$6,887 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-7,161, the opportunity cost of earning $6,562/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,722, position total $-6,836 (+$6,989 vs today)
100% normal9 × $21518 Sep4d2.3%72%hist 84%57%hist 44%+24pp$1,764$13,230+$6,668$10,800
Sell 9 × $215 2.3% OTM over spot $210.13 18 Sep 2026 (4d, $1.96 mid)
= $1,764 credit for the 4d cycle → $13,230/mo projected
Survival (stays ≤ $215)
72%
Breach risk
28%
POP (stays ≤ $216.97)
79%
EV / mo
+$5,637
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+24pp
92% whole by 9mo vs 68% doing nothing
FIRE DRILLS
~2.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$7,433/mo
median; plan ~$5,054/mo after 68% keep · $8,426 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.0 mo [0.4-2.1], measured ONLY among the 92% 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)
39%
Flat exit net (mid-life)
-$954
Free roll-up
none
Safest escape (by 2 Oct 2026)
$232 @ 89% POP
88% 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 2 of 4); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.27/sh now → $3.02 mid-life (likely $3.54–$5.80)≈ $0 at expiry  |  you banked $1.96/sh, so a flat mid-life exit nets -$1.06/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,177 simulated challenges: the $215 strike is typically first touched on day 2 of 4, at $218 (overshoots $2.58). 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
Reliable up-and-out (highest cap still free ≥60%)~$2209 Oct 202623d left+$2.52/sh+$2,265
cycle +$4,029
[+$1,224…+$2,214] · 95% credit
73%
surv 62%
-$2,537 NOT
cap gain +$11,288
Roll out (same strike, buy time)~$21521 Sep 20265d left+$0.75/sh+$679
cycle +$2,443
[+$277…+$777] · 94% credit
68%
surv 51%
-$7,752 NOT
cap gain +$6,073
Max even-money escape in the band~$2259 Oct 202623d left+$0.65/sh+$588
cycle +$2,352
[-$814…+$450] · 44% credit
78%
surv 72%
-$490 NOT
cap gain +$13,335
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2322 Oct 202616d left-$1.87/sh-$1,686
cycle +$78
[-$3,645…-$2,031]
89%
surv 88%
+$2,824 SAFE
cap gain +$16,649
budget: banked $1,764 debit $1,686 (96% used ≈ 0.6 wk of income) → whole cycle still +$78 cash · rolled 9 ct earn ≈ $1,935/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$13,230/mo
vs 50% target ($6,182/mo)+114%
vs normal income ($12,364/mo)107% covered
Net income (after hedge)$13,235/mo
Downside budget
⚠ $215 is $14 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,800
… as % of IC ($49,800)21.7%
… as % of ML ($74,800)14.4%
Recovery months (at normal income)0.9 mo
Surgical close (9 ct)$-12,447
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.49/sh (~25% of the $1.96 collected) or spot ≥ $216.97 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $215)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $212.85Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$213-216.97
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
≥ $216.97
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$215.00 (≤1σ, normal week)$1,764$-8,431+$5,394+$1,746
+2.5%$220.37 (1.4σ)$-3,073$-9,264+$4,561-$3,091
+5%$225.75 (2.1σ)$-7,911$-10,097+$3,728-$7,929
SS (= V-bounce)$264.80 (7.3σ)$-43,056$-16,150-$2,325-$43,074
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (9 × $215): -$10,800
+ Conservative CC premium (1 × $265): +$2
Total Position P&L @ SS: $-10,595 (+$3,230 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-10,818, the opportunity cost of earning $13,230/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,825, position total $-10,943 (+$2,882 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on NVDA are the tiebreakers.

📅 NEXT FRIDAY · 25 Sep 2026 · 11d · E[net] $-591/mo

🎯 Engine pick: sell 9 × $217.50 (50% normal), 73% survival, breach 27%, $6,235/mo.
Stay at the pick. Stepping safer (the $220 rung (33% normal) lifts survival to 79% (breach 27% → 21%) for $1,669/mo less (27% income)) buys little extra safety; the income is doing real work covering the bleed.
NVDA  spot $210.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield10 × $227.5025 Sep11d8.3%91%hist 96%17%hist 14%+7pp$670$1,827-$4,407$790
Sell 10 × $227.50 8.3% OTM over spot $210.13 25 Sep 2026 (11d, $0.68 mid)
= $670 credit for the 11d cycle → $1,827/mo projected
Survival (stays ≤ $227.50)
91%
Breach risk
9%
POP (stays ≤ $228.18)
92%
EV / mo
+$1,096
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
79% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~0.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,521/mo
median; plan ~$1,034/mo after 68% keep · $2,689 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.2 mo [0.5-2.9], measured ONLY among the 79% 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)
14%
Flat exit net (mid-life)
-$3,754
Free roll-up
none
Safest escape (by 9 Oct 2026)
$232 @ 73% POP
63% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.26/sh now → $4.42 mid-life (likely $3.69–$5.92)≈ $0 at expiry  |  you banked $0.67/sh, so a flat mid-life exit nets -$3.75/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 419 simulated challenges: the $228 strike is typically first touched on day 8 of 11, at $230 (overshoots $2.47). 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
Max even-money escape in the band~$2329 Oct 202620d left+$0.39/sh+$386
cycle +$1,056
[-$151…+$1,157] · 68% credit
73%
surv 63%
+$3,799 SAFE
cap gain +$17,624
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$22828 Sep 20268d left+$0.02/sh+$18
cycle +$688
[-$157…+$673] · 62% credit
68%
surv 51%
-$196 NOT
cap gain +$13,629
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$1,827/mo
vs 50% target ($6,182/mo)-70%
vs normal income ($12,364/mo)15% covered
Net income (after hedge)$1,827/mo
Downside budget
⚠ $227.50 is $1 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$790
… as % of IC ($49,800)1.6%
… as % of ML ($74,800)1.1%
Recovery months (at normal income)0.1 mo
Surgical close (10 ct)$-13,835
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.67 collected) or spot ≥ $228.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $228)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $225.22Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$225-228.18
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
≥ $228.18
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$227.50 (1.4σ)$670$-214+$13,611+$650
+2.5%$233.19 (1.8σ)$-5,017$-1,665+$12,160-$5,037
+5%$238.88 (2.3σ)$-10,705$-3,115+$10,710-$10,725
SS (= V-bounce)$264.80 (4.4σ)$-36,630$-9,726+$4,099-$36,650
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (10 × $227.50): -$790
Total Position P&L @ SS: $-587 (+$13,238 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-810, the opportunity cost of earning $1,827/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$3,040, position total $-1,160 (+$12,665 vs today)
33% normal9 × $22025 Sep11d4.7%79%hist 84%42%hist 39%+11pp$1,674$4,565-$1,669$6,390
Sell 9 × $220 4.7% OTM over spot $210.13 25 Sep 2026 (11d, $1.88 mid)
= $1,674 credit for the 11d cycle → $4,565/mo projected
Survival (stays ≤ $220)
79%
Breach risk
21%
POP (stays ≤ $221.88)
83%
EV / mo
+$2,015
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
82% whole by 9mo vs 71% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,354/mo
median; plan ~$2,281/mo after 68% keep · $6,447 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 82% 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)
35%
Flat exit net (mid-life)
-$2,176
Free roll-up
none
Safest escape (by 2 Oct 2026)
$227 @ 79% POP
73% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.05/sh now → $4.28 mid-life (likely $4.28–$6.57)≈ $0 at expiry  |  you banked $1.86/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,052 simulated challenges: the $220 strike is typically first touched on day 6 of 11, at $222 (overshoots $2.32). 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
Max even-money escape in the band~$2259 Oct 202620d left+$0.61/sh+$552
cycle +$2,226
[-$213…+$759] · 60% credit
73%
surv 63%
-$616 NOT
cap gain +$13,209
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$22028 Sep 20268d left+$0.22/sh+$198
cycle +$1,872
[-$144…+$411] · 56% credit
68%
surv 51%
-$4,598 NOT
cap gain +$9,227
Safety roll (pay small debit, max POP)~$2272 Oct 202612d left-$1.60/sh-$1,441
cycle +$233
[-$2,362…-$1,428] · 1% credit
79%
surv 73%
-$746 NOT
cap gain +$13,079
budget: banked $1,674 debit $1,441 (86% used ≈ 1.4 wk of income) → whole cycle still +$233 cash · rolled 9 ct earn ≈ $6,024/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$4,565/mo
vs 50% target ($6,182/mo)-26%
vs normal income ($12,364/mo)37% covered
Net income (after hedge)$4,571/mo
Downside budget
⚠ $220 is $9 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$6,390
… as % of IC ($49,800)12.8%
… as % of ML ($74,800)8.5%
Recovery months (at normal income)0.5 mo
Surgical close (9 ct)$-12,461
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.47/sh (~25% of the $1.86 collected) or spot ≥ $221.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $220)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $217.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$218-221.88
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
≥ $221.88
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$220.00 (≤1σ, normal week)$1,674$-4,796+$9,029+$1,656
+2.5%$225.50 (1.2σ)$-3,276$-5,648+$8,177-$3,294
+5%$231.00 (1.7σ)$-8,226$-6,501+$7,324-$8,244
SS (= V-bounce)$264.80 (4.4σ)$-38,646$-11,740+$2,085-$38,664
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (9 × $220): -$6,390
+ Conservative CC premium (1 × $265): +$2
Total Position P&L @ SS: $-6,185 (+$7,640 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-6,408, the opportunity cost of earning $4,565/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$8,415, position total $-6,533 (+$7,292 vs today)
🎯 50% normal9 × $217.5025 Sep11d3.5%73%hist 84%55%hist 44%+13pp$2,286$6,235$8,028
Sell 9 × $217.50 3.5% OTM over spot $210.13 25 Sep 2026 (11d, $2.56 mid)
= $2,286 credit for the 11d cycle → $6,235/mo projected
Survival (stays ≤ $217.50)
73%
Breach risk
27%
POP (stays ≤ $220.06)
79%
EV / mo
+$2,403
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
86% whole by 9mo vs 72% doing nothing
FIRE DRILLS
~1.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,337/mo
median; plan ~$2,949/mo after 68% keep · $6,502 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~0.9 mo [0.4-2.0], measured ONLY among the 86% 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)
46%
Flat exit net (mid-life)
-$1,520
Free roll-up
none
Safest escape (by 9 Oct 2026)
$232 @ 84% POP
82% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.98/sh now → $4.23 mid-life (likely $4.79–$6.77)≈ $0 at expiry  |  you banked $2.54/sh, so a flat mid-life exit nets -$1.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,371 simulated challenges: the $218 strike is typically first touched on day 5 of 11, at $220 (overshoots $2.33). 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
Max even-money escape in the band~$2229 Oct 202620d left+$0.68/sh+$616
cycle +$2,902
[-$235…+$510] · 56% credit
73%
surv 63%
-$1,802 NOT
cap gain +$12,023
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$21828 Sep 20268d left+$0.28/sh+$256
cycle +$2,542
[-$129…+$284] · 51% credit
68%
surv 51%
-$5,790 NOT
cap gain +$8,035
Safety roll (pay small debit, max POP)~$2329 Oct 202620d left-$2.31/sh-$2,076
cycle +$210
[-$3,572…-$2,410]
84%
surv 82%
+$2,956 SAFE
cap gain +$16,781
budget: banked $2,286 debit $2,076 (91% used ≈ 1.4 wk of income) → whole cycle still +$210 cash · rolled 9 ct earn ≈ $2,596/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$6,235/mo
vs 50% target ($6,182/mo)+1%
vs normal income ($12,364/mo)50% covered
Net income (after hedge)$6,240/mo
Downside budget
⚠ $217.50 is $11 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$8,028
… as % of IC ($49,800)16.1%
… as % of ML ($74,800)10.7%
Recovery months (at normal income)0.6 mo
Surgical close (9 ct)$-12,465
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.64/sh (~25% of the $2.54 collected) or spot ≥ $220.06 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $218)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $215.32Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$215-220.06
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
≥ $220.06
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$217.50 (≤1σ, normal week)$2,286$-6,046+$7,779+$2,268
+2.5%$222.94 (1.0σ)$-2,608$-6,889+$6,936-$2,626
+5%$228.38 (1.5σ)$-7,502$-7,732+$6,093-$7,520
SS (= V-bounce)$264.80 (4.4σ)$-40,284$-13,378+$447-$40,302
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (9 × $217.50): -$8,028
+ Conservative CC premium (1 × $265): +$2
Total Position P&L @ SS: $-7,823 (+$6,002 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-8,046, the opportunity cost of earning $6,235/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$10,053, position total $-8,171 (+$5,654 vs today)
100% normal8 × $21025 Sep11d-0.1%51%hist 70%100%hist 90%·$4,600$12,545+$6,311$10,568
Sell 8 × $210 0.1% ITM over spot $210.13 25 Sep 2026 (11d, $5.80 mid)
= $4,600 credit for the 11d cycle → $12,545/mo projected
Survival (stays ≤ $210)
51%
Breach risk
49%
POP (stays ≤ $215.80)
68%
EV / mo
+$2,914
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
100%
Flat exit net (mid-life)
+$1,333
Free roll-up
none
Safest escape (by 2 Oct 2026)
$228 @ 92% POP
91% 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 5 of 11); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $5.77/sh now → $4.08 mid-life → ≈ $0 at expiry  |  you banked $5.75/sh, so a flat mid-life exit nets +$1.67/sh  |  roll rows are incremental, the banked premium stays yours
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)~$21028 Sep 20268d left+$0.47/sh+$374
cycle +$4,974
68%
surv 51%
-$8,847 NOT
cap gain +$4,978
Max even-money escape in the band~$2159 Oct 202620d left+$0.83/sh+$666
cycle +$5,266
73%
surv 63%
-$4,927 NOT
cap gain +$8,898
SS $265 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2282 Oct 202612d left-$3.34/sh-$2,669
cycle +$1,931
92%
surv 91%
+$1,050 SAFE
cap gain +$14,875
budget: banked $4,600 debit $2,669 (58% used ≈ 0.9 wk of income) → whole cycle still +$1,931 cash · rolled 8 ct earn ≈ $1,494/mo while parked; 2 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 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$12,545/mo
vs 50% target ($6,182/mo)+103%
vs normal income ($12,364/mo)101% covered
Net income (after hedge)$12,556/mo
Downside budget
⚠ $210 is $19 below CC-SS $228.96: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,568
… as % of IC ($49,800)21.2%
… as % of ML ($74,800)14.1%
Recovery months (at normal income)0.9 mo
Surgical close (8 ct)$-11,100
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.44/sh (~25% of the $5.75 collected) or spot ≥ $215.80 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $210)); NOT the premium you collected. Momentum override: two daily closes above $231.22 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 6d left3-5d left≤ 2d (expiry)
Below $207.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$208-215.80
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
≥ $215.80
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 0.74 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$210.00 (≤1σ, normal week)$4,600$-9,221+$4,604+$4,584
+2.5%$215.25 (≤1σ, normal week)$400$-9,607+$4,218+$384
+5%$220.50 (≤1σ, normal week)$-3,800$-9,895+$3,930-$3,816
SS (= V-bounce)$264.80 (4.4σ)$-39,240$-12,332+$1,493-$39,256
V-BOUNCE STRESS (stock → CC-SS $228.96, where you are whole again, by expiry)
Starting unrealized P&L: $-13,825
+ Fortress recovery (un-capped): +$14,028
− CC assignment net of premium (8 × $210): -$10,568
+ Conservative CC premium (2 × $265): +$4
Total Position P&L @ SS: $-10,361 (+$3,464 vs today)
Do-nothing baseline at SS: $223 (this trade vs do-nothing: $-10,584, the opportunity cost of earning $12,545/mo FIGHT income now)
BB-reversion stress (→ $231.21 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,368, position total $-10,484 (+$3,341 vs today)
A nudge, not a rule: the engine maximizes income at acceptable safety; this weighs the income you would give up against the breach risk you would shed. Your hedge bleed and your read on NVDA are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (29 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (7 expiries scanned, 29 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.745 (IBKR)  |  Recovery@SS: +$14,028 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $223

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$217.504d18 Sep 2026$1.257/10$6,562$6,57981%84%+$3,354-$7,14714.4%$-6,938 (vs do-nothing $-7,161)
$217.507d21 Sep 2026$1.5510/10$6,643$6,64378%83%+$2,997-$9,91019.9%$-9,707 (vs do-nothing $-9,930)
$217.509d23 Sep 2026$2.0610/10$6,867$6,86775%80%+$2,769-$9,40018.9%$-9,197 (vs do-nothing $-9,420)
$217.5011d25 Sep 2026$2.549/10$6,235$6,24073%79%+$2,403-$8,02816.1%$-7,823 (vs do-nothing $-8,046)
$2154d18 Sep 2026$1.965/10$7,350$7,37772%79%+$3,132-$6,00012.0%$-5,787 (vs do-nothing $-6,010)
$2157d21 Sep 2026$2.317/10$6,930$6,94670%77%+$2,536-$8,15516.4%$-7,946 (vs do-nothing $-8,169)
$217.5018d2 Oct 2026$3.8010/10$6,333$6,33369%77%+$2,158-$7,66015.4%$-7,457 (vs do-nothing $-7,680)
$2159d23 Sep 2026$2.877/10$6,697$6,71368%76%+$2,284-$7,76315.6%$-7,554 (vs do-nothing $-7,777)
$21511d25 Sep 2026$3.407/10$6,491$6,50766%75%+$2,128-$7,39214.8%$-7,183 (vs do-nothing $-7,406)
$21514d28 Sep 2026$3.609/10$6,943$6,94865%74%+$1,910-$9,32418.7%$-9,119 (vs do-nothing $-9,342)
$21518d2 Oct 2026$4.758/10$6,333$6,34463%74%+$1,917-$7,36814.8%$-7,161 (vs do-nothing $-7,384)
$21525d9 Oct 2026$5.909/10$6,372$6,37762%73%+$1,709-$7,25414.6%$-7,049 (vs do-nothing $-7,272)
$212.504d18 Sep 2026$2.923/10$6,570$6,60861%73%+$2,192-$4,0628.2%$-3,845 (vs do-nothing $-4,068)
Show 16 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$212.507d21 Sep 2026$3.305/10$7,071$7,09960%72%+$2,062-$6,58013.2%$-6,367 (vs do-nothing $-6,590)
$212.509d23 Sep 2026$3.905/10$6,500$6,52759%72%+$1,848-$6,28012.6%$-6,067 (vs do-nothing $-6,290)
$212.5011d25 Sep 2026$4.456/10$7,282$7,30459%71%+$1,989-$7,20614.5%$-6,995 (vs do-nothing $-7,218)
$212.5018d2 Oct 2026$5.907/10$6,883$6,90057%71%+$1,840-$7,39214.8%$-7,183 (vs do-nothing $-7,406)
$21025d9 Oct 2026$8.307/10$6,972$6,98852%68%+$1,552-$7,46215.0%$-7,253 (vs do-nothing $-7,476)
$21018d2 Oct 2026$7.206/10$7,200$7,22251%68%+$1,666-$7,05614.2%$-6,845 (vs do-nothing $-7,068)
$21014d28 Sep 2026$5.905/10$6,321$6,34951%68%+$1,232-$6,53013.1%$-6,317 (vs do-nothing $-6,540)
$21011d25 Sep 2026$5.754/10$6,273$6,30551%68%+$1,457-$5,28410.6%$-5,069 (vs do-nothing $-5,292)
$2109d23 Sep 2026$5.154/10$6,867$6,89951%68%+$1,584-$5,52411.1%$-5,309 (vs do-nothing $-5,532)
$2107d21 Sep 2026$4.554/10$7,800$7,83350%68%+$1,833-$5,76411.6%$-5,549 (vs do-nothing $-5,772)
$2104d18 Sep 2026$4.152/10$6,225$6,26950%68%+$1,626-$2,9625.9%$-2,743 (vs do-nothing $-2,966)
$207.5018d2 Oct 2026$8.605/10$7,167$7,19445%66%+$1,406-$6,43012.9%$-6,217 (vs do-nothing $-6,440)
$207.5011d25 Sep 2026$7.254/10$7,909$7,94243%65%+$1,549-$5,68411.4%$-5,469 (vs do-nothing $-5,692)
$207.509d23 Sep 2026$6.653/10$6,650$6,68842%65%+$1,292-$4,4438.9%$-4,226 (vs do-nothing $-4,449)
$207.507d21 Sep 2026$6.053/10$7,779$7,81741%64%+$1,466-$4,6239.3%$-4,406 (vs do-nothing $-4,629)
$207.504d18 Sep 2026$5.702/10$8,550$8,59439%64%+$1,714-$3,1526.3%$-2,933 (vs do-nothing $-3,156)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 10 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-14 21:51