FORTRESS FIGHT: QCOM @ $188.56

BE SS: $224.00  |  CC-SS: $226.57  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 00:20

QCOM @ $188.56   UNDERWATER $35.44 (15.8% below BE SS)

5 contracts (500 sh)  |  BE SS: $224.00  |  CC-SS: $226.57  |  IV: HIGH  |  Accounts: RetireInc:7291

LC: $190 exp 2028-01-21 (entry $88.967/sh)
SP: $210 exp 2028-01-21 (entry $55.902/sh)
HP: $90 exp 2026-09-18 (entry $0.897/sh)

Economics

Max Loss$77,000(ND $34.00 + SW $120) x 500
Normal income ref$10,310/mo95% ann ROI on ML
Hedge rolling cost$163/mo
Unrealized P&L$-20,498fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,155/mo
HEDGE COVER
$163/mo
NORMAL INCOME
$10,310/mo (ATM CC, chain)
IC VELOCITY
1.6 mo to earn back $17,000
ML VELOCITY
7.5 mo to earn back $77,000
Deep drawdown confirmed: a CC at CC-SS $226.57 (probe: $227.5C 13d) brings only $1,085/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$846
Hole (after banked)
$19,651
was $20,498 · 4% earned back
Cycles closed
1
Credit in flight
$1,525
CC-SS ratchet
$227.65 → $226.57
Open legAcctCredit/shIn flightOpened
5x $207.5C 17 Jul 2026U18827291$3.05$1,5252026-07-06
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 58 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 34 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $257.65 (+37%) · daily UBB $227.70 · 1-wk expected move ±$16 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-30: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $200 / 6d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($5,155/mo); it brings $6,250/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 5 × $192.50/6d for $12,000/mo, but breach risk rises to 38% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 2 × $230/6d (99% survival, $170/mo).
Downside anchor: the primary mortgages $12,035 (71% of IC) ONLY on a full V-bounce all the way to SS $224, recoverable in 1.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-20,535 and cuts bleed by $163/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 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (6d) · sell 5 × $200, 79% survival, $6,250/mo (E[net] $2,052/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 6d5 × $20079%$6,250$2,052

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $2,052/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $200 (primary), 79% survival, breach 21%, $6,250/mo.
⚖️ Worth a safer step: the $205 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $2,425/mo less (39% 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 $205 rung, unless you need the income to cover the hedge bleed, or you expect QCOM to stay flat-to-down near term.
QCOM  spot $188.56 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge2 × $23017 Jul6d22.0%99%3%$34$170-$6,080$0
Sell 2 × $230 22.0% OTM over spot $188.56 17 Jul 2026 (6d, $0.21 mid)
= $34 credit for the 6d cycle → $170/mo projected
Survival (stays ≤ $230)
99%
Breach risk
1%
POP (stays ≤ $230.21)
99%
EV / mo
+$145
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.1 mo [0.5-2.4] median  ·  67% of paths whole by 9 mo (vs 69% without)  ·  ~0.3 challenges expected  ·  median CC cash $1,800
🛡 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)
1%
Flat exit net (mid-life)
-$1,186
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$249 @ 79% POP
74% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 2 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.62/sh now → $6.10 mid-life → ≈ $0 at expiry  |  you banked $0.17/sh, so a flat mid-life exit nets -$5.93/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (2 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$23024 Jul 202610d left+$2.62/sh+$523
cycle +$557
68%
surv 52%
+$616 SAFE
cap gain +$21,114
Up-and-out for even (raise the cap, free)~$23424 Jul 202610d left+$0.60/sh+$120
cycle +$154
71%
surv 59%
+$1,096 SAFE
cap gain +$21,594
Max even-money escape in the band~$24931 Jul 202617d left+$0.21/sh+$41
cycle +$75
79%
surv 74%
+$4,385 SAFE
cap gain +$24,883
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$170/mo
vs 50% target ($5,155/mo)-97%
vs normal income ($10,310/mo)2% covered
Net income (after hedge)$755/mo
Downside budget
✓ $230 is at/above CC-SS $226.57: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($17,000)0.0%
… as % of ML ($77,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (2 ct)$-8,206
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.17 collected) or spot ≥ $230.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $230)); NOT the premium you collected. Momentum override: two daily closes above $227.70 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $227.70Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$228-230.21
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
≥ $230.21
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$230.00 (2.7σ)$34$93+$20,591+$818
+2.5%$235.75 (3.1σ)$-1,116$234+$20,732+$818
+5%$241.50 (3.5σ)$-2,266$375+$20,872+$818
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,498
+ Fortress recovery (un-capped): +$19,934
− CC assignment net of premium (2 × $230): -$0
− Conservative CC assignment net of premium (3 × $225): -$147
Total Position P&L @ SS: $-711 (+$19,787 vs today)
Do-nothing baseline at SS: $-809 (this trade vs do-nothing: +$98, the opportunity cost of earning $170/mo FIGHT income now)
🛡 safe yield5 × $21017 Jul6d11.4%92%17%$480$2,400-$3,850$7,805
Sell 5 × $210 11.4% OTM over spot $188.56 17 Jul 2026 (6d, $1.01 mid)
= $480 credit for the 6d cycle → $2,400/mo projected
Survival (stays ≤ $210)
92%
Breach risk
8%
POP (stays ≤ $211.01)
92%
EV / mo
+$1,549
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-3.1] median  ·  70% of paths whole by 9 mo (vs 68% without)  ·  ~2.4 challenges expected  ·  median CC cash $4,289
🛡 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)
11%
Flat exit net (mid-life)
-$2,304
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$234 @ 82% POP
78% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.87/sh now → $5.57 mid-life (likely $4.56–$8.40)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets -$4.61/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 324 simulated challenges: the $210 strike is typically first touched on day 5 of 6, at $214 (overshoots $3.75). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$21024 Jul 202610d left+$3.01/sh+$1,506
cycle +$1,986
[+$1,309…+$2,109] · 100% credit
68%
surv 52%
-$7,269 NOT
cap gain +$13,229
Reliable up-and-out (highest cap still free ≥60%)~$22631 Jul 202617d left+$1.09/sh+$544
cycle +$1,024
[-$181…+$1,000] · 67% credit
78%
surv 72%
+$390 SAFE
cap gain +$20,887
Max even-money escape in the band~$22931 Jul 202617d left+$0.44/sh+$222
cycle +$702
[-$563…+$662] · 54% credit
79%
surv 74%
+$1,379 SAFE
cap gain +$21,876
reaches SS ✓
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.11/sh+$53
cycle +$533
[-$456…+$521] · 52% credit
74%
surv 64%
-$5,346 NOT
cap gain +$15,151
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$0.69/sh-$343
cycle +$137
[-$1,245…+$68] · 27% credit
82%
surv 78%
+$3,436 SAFE
cap gain +$23,933
budget: banked $480 debit $343 (71% used ≈ 0.6 wk of income) → whole cycle still +$137 cash · rolled 5 ct earn ≈ $4,308/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$2,400/mo
vs 50% target ($5,155/mo)-53%
vs normal income ($10,310/mo)23% covered
Net income (after hedge)$2,237/mo
Downside budget
⚠ $210 is $17 below CC-SS $226.57: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,805
… as % of IC ($17,000)45.9%
… as % of ML ($77,000)10.1%
Recovery months (at normal income)0.8 mo
Surgical close (5 ct)$-20,522
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.96 collected) or spot ≥ $211.01 (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 $227.70 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $207.90Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$208-211.01
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
≥ $211.01
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$210.00 (1.4σ)$480$-8,775+$11,723-$60
+2.5%$215.25 (1.8σ)$-2,145$-8,646+$11,851-$2,685
+5%$220.50 (2.1σ)$-4,770$-8,518+$11,980-$5,310
SS (= V-bounce)$224.00 (2.3σ)$-6,520$-8,432+$12,066-$7,060
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,498
+ Fortress recovery (un-capped): +$19,934
− CC assignment net of premium (5 × $210): -$7,805
Total Position P&L @ SS: $-8,369 (+$12,129 vs today)
Do-nothing baseline at SS: $-809 (this trade vs do-nothing: $-7,560, the opportunity cost of earning $2,400/mo FIGHT income now)
33% normal ← lean5 × $20517 Jul6d8.7%86%28%$765$3,825-$2,425$10,020
Sell 5 × $205 8.7% OTM over spot $188.56 17 Jul 2026 (6d, $1.60 mid)
= $765 credit for the 6d cycle → $3,825/mo projected
Survival (stays ≤ $205)
86%
Breach risk
14%
POP (stays ≤ $206.60)
88%
EV / mo
+$2,118
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.2] median  ·  75% of paths whole by 9 mo (vs 71% without)  ·  ~4.0 challenges expected  ·  median CC cash $6,004
🛡 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)
-$1,953
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$231 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.69/sh now → $5.44 mid-life (likely $5.26–$8.91)≈ $0 at expiry  |  you banked $1.53/sh, so a flat mid-life exit nets -$3.91/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 568 simulated challenges: the $205 strike is typically first touched on day 4 of 6, at $209 (overshoots $4.16). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20524 Jul 202610d left+$3.09/sh+$1,546
cycle +$2,311
[+$1,194…+$1,817] · 99% credit
68%
surv 52%
-$9,566 NOT
cap gain +$10,931
Reliable up-and-out (highest cap still free ≥60%)~$21931 Jul 202617d left+$1.91/sh+$956
cycle +$1,721
[+$100…+$1,110] · 77% credit
77%
surv 69%
-$2,848 NOT
cap gain +$17,650
Max even-money escape in the band~$22431 Jul 202617d left+$0.48/sh+$242
cycle +$1,007
[-$765…+$353] · 39% credit
80%
surv 74%
-$939 NOT
cap gain +$19,559
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$21124 Jul 202610d left+$0.19/sh+$96
cycle +$861
[-$571…+$259] · 38% credit
74%
surv 64%
-$7,641 NOT
cap gain +$12,857
Safety roll (pay small debit, max POP)~$23131 Jul 202617d left-$1.17/sh-$583
cycle +$182
[-$1,777…-$526] · 12% credit
84%
surv 81%
+$2,170 SAFE
cap gain +$22,667
budget: banked $765 debit $583 (76% used ≈ 0.7 wk of income) → whole cycle still +$182 cash · rolled 5 ct earn ≈ $3,767/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$3,825/mo
vs 50% target ($5,155/mo)-26%
vs normal income ($10,310/mo)37% covered
Net income (after hedge)$3,662/mo
Downside budget
⚠ $205 is $22 below CC-SS $226.57: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,020
… as % of IC ($17,000)58.9%
… as % of ML ($77,000)13.0%
Recovery months (at normal income)1.0 mo
Surgical close (5 ct)$-20,535
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.38/sh (~25% of the $1.53 collected) or spot ≥ $206.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $205)); NOT the premium you collected. Momentum override: two daily closes above $227.70 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $202.95Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$203-206.60
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
≥ $206.60
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (1.1σ)$765$-11,112+$9,385+$225
+2.5%$210.12 (1.4σ)$-1,797$-10,987+$9,511-$2,337
+5%$215.25 (1.8σ)$-4,360$-10,861+$9,636-$4,900
SS (= V-bounce)$224.00 (2.3σ)$-8,735$-10,647+$9,851-$9,275
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,498
+ Fortress recovery (un-capped): +$19,934
− CC assignment net of premium (5 × $205): -$10,020
Total Position P&L @ SS: $-10,584 (+$9,914 vs today)
Do-nothing baseline at SS: $-809 (this trade vs do-nothing: $-9,775, the opportunity cost of earning $3,825/mo FIGHT income now)
🎯 50% normal5 × $20017 Jul6d6.1%79%32%$1,250$6,250$12,035
Sell 5 × $200 6.1% OTM over spot $188.56 17 Jul 2026 (6d, $2.58 mid)
= $1,250 credit for the 6d cycle → $6,250/mo projected
Survival (stays ≤ $200)
79%
Breach risk
21%
POP (stays ≤ $202.57)
83%
EV / mo
+$2,902
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.1] median, 0.2 mo faster than no FIGHT (1.7 mo)  ·  74% of paths whole by 9 mo (vs 67% without)  ·  ~6.8 challenges expected  ·  median CC cash $8,406
🛡 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)
32%
Flat exit net (mid-life)
-$1,401
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$234 @ 88% POP
86% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.50/sh now → $5.30 mid-life (likely $5.54–$8.78)≈ $0 at expiry  |  you banked $2.50/sh, so a flat mid-life exit nets -$2.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 950 simulated challenges: the $200 strike is typically first touched on day 3 of 6, at $203 (overshoots $3.48). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20024 Jul 202610d left+$3.17/sh+$1,583
cycle +$2,833
[+$1,179…+$1,790] · 99% credit
68%
surv 52%
-$11,667 NOT
cap gain +$8,831
Reliable up-and-out (highest cap still free ≥60%)~$21431 Jul 202617d left+$1.93/sh+$967
cycle +$2,217
[+$116…+$960] · 78% credit
77%
surv 70%
-$4,974 NOT
cap gain +$15,524
Max even-money escape in the band~$21931 Jul 202617d left+$0.52/sh+$259
cycle +$1,509
[-$714…+$223] · 35% credit
80%
surv 75%
-$3,060 NOT
cap gain +$17,438
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$20624 Jul 202610d left+$0.27/sh+$136
cycle +$1,386
[-$534…+$169] · 34% credit
74%
surv 64%
-$9,739 NOT
cap gain +$10,759
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$2.30/sh-$1,148
cycle +$102
[-$2,436…-$1,242] · 1% credit
88%
surv 86%
+$3,401 SAFE
cap gain +$23,898
budget: banked $1,250 debit $1,148 (92% used ≈ 0.8 wk of income) → whole cycle still +$102 cash · rolled 5 ct earn ≈ $2,652/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$6,250/mo
vs 50% target ($5,155/mo)+21%
vs normal income ($10,310/mo)61% covered
Net income (after hedge)$6,087/mo
Downside budget
⚠ $200 is $27 below CC-SS $226.57: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,035
… as % of IC ($17,000)70.8%
… as % of ML ($77,000)15.6%
Recovery months (at normal income)1.2 mo
Surgical close (5 ct)$-20,535
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.62/sh (~25% of the $2.50 collected) or spot ≥ $202.57 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $200)); NOT the premium you collected. Momentum override: two daily closes above $227.70 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $198.00Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$198-202.57
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
≥ $202.57
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$200.00 (≤1σ, normal week)$1,250$-13,250+$7,248+$710
+2.5%$205.00 (1.1σ)$-1,250$-13,127+$7,370-$1,790
+5%$210.00 (1.4σ)$-3,750$-13,005+$7,493-$4,290
SS (= V-bounce)$224.00 (2.3σ)$-10,750$-12,662+$7,836-$11,290
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,498
+ Fortress recovery (un-capped): +$19,934
− CC assignment net of premium (5 × $200): -$12,035
Total Position P&L @ SS: $-12,599 (+$7,899 vs today)
Do-nothing baseline at SS: $-809 (this trade vs do-nothing: $-11,790, the opportunity cost of earning $6,250/mo FIGHT income now)
100% normal5 × $192.5017 Jul6d2.1%62%78%$2,400$12,000+$5,750$14,635
Sell 5 × $192.50 2.1% OTM over spot $188.56 17 Jul 2026 (6d, $4.97 mid)
= $2,400 credit for the 6d cycle → $12,000/mo projected
Survival (stays ≤ $192.50)
62%
Breach risk
38%
POP (stays ≤ $197.47)
74%
EV / mo
+$3,659
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.6-3.0] median, 0.2 mo faster than no FIGHT (1.4 mo)  ·  80% of paths whole by 9 mo (vs 67% without)  ·  ~13.7 challenges expected  ·  median CC cash $9,543
🛡 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)
61%
Flat exit net (mid-life)
-$152
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$234 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.22/sh now → $5.10 mid-life (likely $6.64–$9.58)≈ $0 at expiry  |  you banked $4.80/sh, so a flat mid-life exit nets -$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,831 simulated challenges: the $192 strike is typically first touched on day 2 of 6, at $196 (overshoots $3.82). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$19224 Jul 202610d left+$3.26/sh+$1,631
cycle +$4,031
[+$1,062…+$1,450] · 99% credit
68%
surv 52%
-$14,403 NOT
cap gain +$6,095
Reliable up-and-out (highest cap still free ≥60%)~$20631 Jul 202617d left+$1.95/sh+$977
cycle +$3,377
[-$125…+$594] · 69% credit
77%
surv 70%
-$7,748 NOT
cap gain +$12,750
Max even-money escape in the band~$21131 Jul 202617d left+$0.55/sh+$276
cycle +$2,676
[-$982…-$156] · 19% credit
80%
surv 75%
-$5,826 NOT
cap gain +$14,671
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$19924 Jul 202610d left+$0.38/sh+$189
cycle +$2,589
[-$699…-$123] · 19% credit
74%
surv 65%
-$12,470 NOT
cap gain +$8,028
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$3.14/sh-$1,571
cycle +$829
[-$3,362…-$2,151]
91%
surv 90%
+$4,128 SAFE
cap gain +$24,625
budget: banked $2,400 debit $1,571 (65% used ≈ 0.6 wk of income) → whole cycle still +$829 cash · rolled 5 ct earn ≈ $1,731/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$12,000/mo
vs 50% target ($5,155/mo)+133%
vs normal income ($10,310/mo)116% covered
Net income (after hedge)$11,837/mo
Downside budget
⚠ $192.50 is $34 below CC-SS $226.57: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,635
… as % of IC ($17,000)86.1%
… as % of ML ($77,000)19.0%
Recovery months (at normal income)1.4 mo
Surgical close (5 ct)$-20,585
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.20/sh (~25% of the $4.80 collected) or spot ≥ $197.47 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $192)); NOT the premium you collected. Momentum override: two daily closes above $227.70 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $190.57Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$191-197.47
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
≥ $197.47
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$192.50 (≤1σ, normal week)$2,400$-16,034+$4,464+$1,860
+2.5%$197.31 (≤1σ, normal week)$-6$-15,916+$4,582-$546
+5%$202.12 (≤1σ, normal week)$-2,412$-15,798+$4,700-$2,952
SS (= V-bounce)$224.00 (2.3σ)$-13,350$-15,262+$5,236-$13,890
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,498
+ Fortress recovery (un-capped): +$19,934
− CC assignment net of premium (5 × $192.50): -$14,635
Total Position P&L @ SS: $-15,199 (+$5,299 vs today)
Do-nothing baseline at SS: $-809 (this trade vs do-nothing: $-14,390, the opportunity cost of earning $12,000/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 QCOM are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (23 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 23 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: 1.049 (IBKR)  |  Recovery@SS: +$19,934 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-809

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2006d17 Jul 2026$2.505/5$6,250$6,08779%83%+$2,902-$12,03570.8%$-12,599 (vs do-nothing $-11,790)
$197.506d17 Jul 2026$3.054/5$6,100$6,18674%80%+$2,412-$10,40861.2%$-11,021 (vs do-nothing $-10,212)
$20520d31 Jul 2026$7.155/5$5,363$5,19971%78%+$1,476-$7,21042.4%$-7,774 (vs do-nothing $-6,965)
$20013d24 Jul 2026$5.155/5$5,942$5,77971%78%+$2,046-$10,71063.0%$-11,274 (vs do-nothing $-10,465)
$202.5020d31 Jul 2026$7.955/5$5,962$5,79969%77%+$1,566-$8,06047.4%$-8,624 (vs do-nothing $-7,815)
$1956d17 Jul 2026$3.903/5$5,850$6,18568%77%+$2,097-$8,30148.8%$-8,963 (vs do-nothing $-8,154)
$197.5013d24 Jul 2026$5.654/5$5,215$5,30267%76%+$1,455-$9,36855.1%$-9,981 (vs do-nothing $-9,172)
$20020d31 Jul 2026$8.954/5$5,370$5,45666%75%+$1,399-$7,04841.5%$-7,661 (vs do-nothing $-6,852)
$197.5020d31 Jul 2026$9.454/5$5,670$5,75665%77%+$2,222-$7,84846.2%$-8,461 (vs do-nothing $-7,652)
$19513d24 Jul 2026$6.554/5$6,046$6,13263%74%+$1,536-$10,00858.9%$-10,621 (vs do-nothing $-9,812)
$19520d31 Jul 2026$10.554/5$6,330$6,41662%75%+$2,356-$8,40849.5%$-9,021 (vs do-nothing $-8,212)
$192.506d17 Jul 2026$4.803/5$7,200$7,53562%74%+$2,195-$8,78151.7%$-9,443 (vs do-nothing $-8,634)
$192.5013d24 Jul 2026$7.453/5$5,158$5,49359%72%+$1,125-$7,98647.0%$-8,648 (vs do-nothing $-7,839)
Show 10 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$192.5020d31 Jul 2026$11.553/5$5,198$5,53358%73%+$1,779-$6,75639.7%$-7,418 (vs do-nothing $-6,609)
$1906d17 Jul 2026$6.102/5$6,100$6,68555%71%+$1,735-$6,09435.8%$-6,805 (vs do-nothing $-5,996)
$19020d31 Jul 2026$13.003/5$5,850$6,18555%72%+$1,948-$7,07141.6%$-7,733 (vs do-nothing $-6,924)
$19013d24 Jul 2026$8.753/5$6,058$6,39355%70%+$1,284-$8,34649.1%$-9,008 (vs do-nothing $-8,199)
$187.5020d31 Jul 2026$14.003/5$6,300$6,63551%71%+$1,866-$7,52144.2%$-8,183 (vs do-nothing $-7,374)
$187.5013d24 Jul 2026$10.003/5$6,923$7,25850%68%+$1,312-$8,72151.3%$-9,383 (vs do-nothing $-8,574)
$187.506d17 Jul 2026$7.202/5$7,200$7,78549%68%+$1,602-$6,37437.5%$-7,085 (vs do-nothing $-6,276)
$18520d31 Jul 2026$14.903/5$6,705$7,04048%69%+$1,692-$8,00147.1%$-8,663 (vs do-nothing $-7,854)
$18513d24 Jul 2026$11.352/5$5,238$5,82346%66%+$875-$6,04435.6%$-6,755 (vs do-nothing $-5,946)
$1856d17 Jul 2026$8.652/5$8,650$9,23542%65%+$1,615-$6,58438.7%$-7,295 (vs do-nothing $-6,486)

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 5 contracts at the conservative CC.

fortress_fight.py v6.1  |  2026-07-11 00:20