FORTRESS FIGHT: QCOM @ $188.82

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

GENERATED2026-07-11 03:39

QCOM @ $188.82   UNDERWATER $35.18 (15.7% 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$9,750/mo95% ann ROI on ML
Hedge rolling cost$143/mo
Unrealized P&L$-20,360fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,875/mo
HEDGE COVER
$143/mo
NORMAL INCOME
$9,750/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $17,000
ML VELOCITY
7.9 mo to earn back $77,000
Deep drawdown confirmed: a CC at CC-SS $226.57 (probe: $227.5C 13d) brings only $958/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)
$19,514
was $20,360 · 4% earned back
Cycles closed
1
Credit in flight
$1,525
CC-SS ratchet
$227.68 → $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 35 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $257.64 (+36%) · daily UBB $227.69 · 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 78%, breach 22%) that still earns 50% of normal income ($4,875/mo); it brings $5,825/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 $11,125/mo, but breach risk rises to 39% (+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 3 × $230/6d (99% survival, $195/mo).
Downside anchor: the primary mortgages $12,119 (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 $-20,392 and cuts bleed by $143/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, 78% survival, $5,825/mo (E[net] $1,926/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 × $20078%$5,825$1,926

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,926/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $200 (primary), 78% survival, breach 22%, $5,825/mo.
⚖️ Worth a safer step: the $205 rung (33% normal) lifts survival to 86% (breach 22% → 14%) for $2,225/mo less (38% 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 $188.82 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $23017 Jul6d21.8%99%2%$39$195-$5,630$0
Sell 3 × $230 21.8% OTM over spot $188.82 17 Jul 2026 (6d, $0.17 mid)
= $39 credit for the 6d cycle → $195/mo projected
Survival (stays ≤ $230)
99%
Breach risk
1%
POP (stays ≤ $230.16)
99%
EV / mo
+$159
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.2 mo [0.5-2.6] median  ·  69% of paths whole by 9 mo (vs 70% without)  ·  ~0.3 challenges expected  ·  median CC cash $1,140
🛡 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)
-$1,658
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 3 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: $8.00/sh now → $5.66 mid-life → ≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$5.53/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (3 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+$2.58/sh+$775
cycle +$814
67%
surv 52%
+$1,230 SAFE
cap gain +$21,590
Up-and-out for even (raise the cap, free)~$23424 Jul 202610d left+$0.88/sh+$265
cycle +$304
71%
surv 59%
+$1,910 SAFE
cap gain +$22,270
Max even-money escape in the band~$24931 Jul 202617d left+$0.47/sh+$142
cycle +$181
79%
surv 74%
+$6,648 SAFE
cap gain +$27,008
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$195/mo
vs 50% target ($4,875/mo)-96%
vs normal income ($9,750/mo)2% covered
Net income (after hedge)$513/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 ($77,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (3 ct)$-12,226
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $230.16 (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 $227.69 (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
$228-230.16
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
≥ $230.16
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 (2.8σ)$39$455+$20,815+$1,239
+2.5%$235.75 (3.2σ)$-1,686$593+$20,953+$1,239
+5%$241.50 (3.5σ)$-3,411$731+$21,091+$1,239
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,360
+ Fortress recovery (un-capped): +$19,777
− CC assignment net of premium (3 × $230): -$0
− Conservative CC assignment net of premium (2 × $225): -$114
Total Position P&L @ SS: $-696 (+$19,664 vs today)
Do-nothing baseline at SS: $-867 (this trade vs do-nothing: +$170, the opportunity cost of earning $195/mo FIGHT income now)
🛡 safe yield5 × $21017 Jul6d11.2%92%17%$440$2,200-$3,625$7,844
Sell 5 × $210 11.2% OTM over spot $188.82 17 Jul 2026 (6d, $0.92 mid)
= $440 credit for the 6d cycle → $2,200/mo projected
Survival (stays ≤ $210)
92%
Breach risk
8%
POP (stays ≤ $210.91)
92%
EV / mo
+$1,357
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.7-3.1] median  ·  69% of paths whole by 9 mo (vs 68% without)  ·  ~2.4 challenges expected  ·  median CC cash $4,139
🛡 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)
-$2,143
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$234 @ 82% POP
79% 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: $7.30/sh now → $5.17 mid-life (likely $4.14–$7.84)≈ $0 at expiry  |  you banked $0.88/sh, so a flat mid-life exit nets -$4.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 317 simulated challenges: the $210 strike is typically first touched on day 5 of 6, at $214 (overshoots $3.73). 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+$2.96/sh+$1,482
cycle +$1,922
[+$1,327…+$2,060] · 100% credit
67%
surv 52%
-$7,342 NOT
cap gain +$13,018
Max even-money escape in the band~$22931 Jul 202617d left+$0.69/sh+$346
cycle +$786
[-$372…+$773] · 61% credit
79%
surv 74%
+$1,307 SAFE
cap gain +$21,667
reaches SS ✓
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.28/sh+$142
cycle +$582
[-$295…+$597] · 58% credit
73%
surv 64%
-$5,447 NOT
cap gain +$14,913
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$0.66/sh-$331
cycle +$109
[-$1,190…+$80] · 26% credit
82%
surv 79%
+$3,250 SAFE
cap gain +$23,610
budget: banked $440 debit $331 (75% used ≈ 0.7 wk of income) → whole cycle still +$109 cash · rolled 5 ct earn ≈ $3,973/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$2,200/mo
vs 50% target ($4,875/mo)-55%
vs normal income ($9,750/mo)23% covered
Net income (after hedge)$2,057/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)-$7,844
… as % of IC ($17,000)46.1%
… as % of ML ($77,000)10.2%
Recovery months (at normal income)0.8 mo
Surgical close (5 ct)$-20,378
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.22/sh (~25% of the $0.88 collected) or spot ≥ $210.91 (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 $227.69 (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
$208-210.91
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
≥ $210.91
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)$440$-8,824+$11,536-$60
+2.5%$215.25 (1.8σ)$-2,185$-8,698+$11,662-$2,685
+5%$220.50 (2.1σ)$-4,810$-8,572+$11,788-$5,310
SS (= V-bounce)$224.00 (2.4σ)$-6,560$-8,488+$11,872-$7,060
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,360
+ Fortress recovery (un-capped): +$19,777
− CC assignment net of premium (5 × $210): -$7,844
Total Position P&L @ SS: $-8,427 (+$11,933 vs today)
Do-nothing baseline at SS: $-867 (this trade vs do-nothing: $-7,560, the opportunity cost of earning $2,200/mo FIGHT income now)
33% normal ← lean5 × $20517 Jul6d8.6%86%28%$720$3,600-$2,225$10,064
Sell 5 × $205 8.6% OTM over spot $188.82 17 Jul 2026 (6d, $1.48 mid)
= $720 credit for the 6d cycle → $3,600/mo projected
Survival (stays ≤ $205)
86%
Breach risk
14%
POP (stays ≤ $206.48)
88%
EV / mo
+$1,889
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.3] median  ·  74% of paths whole by 9 mo (vs 70% without)  ·  ~4.1 challenges expected  ·  median CC cash $5,745
🛡 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)
-$1,802
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: $7.13/sh now → $5.04 mid-life (likely $4.84–$8.23)≈ $0 at expiry  |  you banked $1.44/sh, so a flat mid-life exit nets -$3.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 567 simulated challenges: the $205 strike is typically first touched on day 4 of 6, at $209 (overshoots $4.03). 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+$3.04/sh+$1,521
cycle +$2,241
[+$1,233…+$1,776] · 99% credit
67%
surv 52%
-$9,644 NOT
cap gain +$10,716
Reliable up-and-out (highest cap still free ≥60%)~$22131 Jul 202617d left+$1.32/sh+$660
cycle +$1,380
[-$162…+$798] · 66% credit
78%
surv 72%
-$2,028 NOT
cap gain +$18,332
Max even-money escape in the band~$22431 Jul 202617d left+$0.73/sh+$364
cycle +$1,084
[-$529…+$485] · 50% credit
79%
surv 74%
-$1,015 NOT
cap gain +$19,345
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+$0.37/sh+$183
cycle +$903
[-$401…+$346] · 45% credit
73%
surv 64%
-$7,746 NOT
cap gain +$12,614
Safety roll (pay small debit, max POP)~$23131 Jul 202617d left-$1.10/sh-$548
cycle +$172
[-$1,649…-$485] · 12% credit
84%
surv 81%
+$2,003 SAFE
cap gain +$22,363
budget: banked $720 debit $548 (76% used ≈ 0.7 wk of income) → whole cycle still +$172 cash · rolled 5 ct earn ≈ $3,483/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$3,600/mo
vs 50% target ($4,875/mo)-26%
vs normal income ($9,750/mo)37% covered
Net income (after hedge)$3,457/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)-$10,064
… as % of IC ($17,000)59.2%
… as % of ML ($77,000)13.1%
Recovery months (at normal income)1.0 mo
Surgical close (5 ct)$-20,380
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.44 collected) or spot ≥ $206.48 (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 $227.69 (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
$203-206.48
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
≥ $206.48
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)$720$-11,164+$9,196+$220
+2.5%$210.12 (1.4σ)$-1,842$-11,041+$9,319-$2,342
+5%$215.25 (1.8σ)$-4,405$-10,918+$9,442-$4,905
SS (= V-bounce)$224.00 (2.4σ)$-8,780$-10,708+$9,652-$9,280
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,360
+ Fortress recovery (un-capped): +$19,777
− CC assignment net of premium (5 × $205): -$10,064
Total Position P&L @ SS: $-10,647 (+$9,713 vs today)
Do-nothing baseline at SS: $-867 (this trade vs do-nothing: $-9,780, the opportunity cost of earning $3,600/mo FIGHT income now)
🎯 50% normal5 × $20017 Jul6d5.9%78%32%$1,165$5,825$12,119
Sell 5 × $200 5.9% OTM over spot $188.82 17 Jul 2026 (6d, $2.40 mid)
= $1,165 credit for the 6d cycle → $5,825/mo projected
Survival (stays ≤ $200)
78%
Breach risk
22%
POP (stays ≤ $202.40)
82%
EV / mo
+$2,418
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-2.7] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  73% of paths whole by 9 mo (vs 67% without)  ·  ~7.0 challenges expected  ·  median CC cash $7,606
🛡 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)
-$1,295
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: $6.96/sh now → $4.92 mid-life (likely $5.17–$8.17)≈ $0 at expiry  |  you banked $2.33/sh, so a flat mid-life exit nets -$2.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 951 simulated challenges: the $200 strike is typically first touched on day 3 of 6, at $203 (overshoots $3.45). 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+$3.11/sh+$1,556
cycle +$2,721
[+$1,202…+$1,754] · 100% credit
67%
surv 52%
-$11,784 NOT
cap gain +$8,576
Reliable up-and-out (highest cap still free ≥60%)~$21631 Jul 202617d left+$1.34/sh+$672
cycle +$1,837
[-$154…+$650] · 68% credit
78%
surv 72%
-$4,191 NOT
cap gain +$16,169
Max even-money escape in the band~$21931 Jul 202617d left+$0.75/sh+$377
cycle +$1,542
[-$496…+$338] · 46% credit
80%
surv 75%
-$3,176 NOT
cap gain +$17,184
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+$0.44/sh+$220
cycle +$1,385
[-$373…+$261] · 42% credit
73%
surv 64%
-$9,884 NOT
cap gain +$10,476
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$2.05/sh-$1,025
cycle +$140
[-$2,222…-$1,116] · 1% credit
88%
surv 86%
+$3,282 SAFE
cap gain +$23,642
budget: banked $1,165 debit $1,025 (88% used ≈ 0.8 wk of income) → whole cycle still +$140 cash · rolled 5 ct earn ≈ $2,533/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$5,825/mo
vs 50% target ($4,875/mo)+19%
vs normal income ($9,750/mo)60% covered
Net income (after hedge)$5,682/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)-$12,119
… as % of IC ($17,000)71.3%
… as % of ML ($77,000)15.7%
Recovery months (at normal income)1.2 mo
Surgical close (5 ct)$-20,392
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.58/sh (~25% of the $2.33 collected) or spot ≥ $202.40 (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 $227.69 (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
$198-202.40
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
≥ $202.40
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)$1,165$-13,339+$7,021+$665
+2.5%$205.00 (1.1σ)$-1,335$-13,219+$7,141-$1,835
+5%$210.00 (1.4σ)$-3,835$-13,099+$7,261-$4,335
SS (= V-bounce)$224.00 (2.4σ)$-10,835$-12,763+$7,597-$11,335
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,360
+ Fortress recovery (un-capped): +$19,777
− CC assignment net of premium (5 × $200): -$12,119
Total Position P&L @ SS: $-12,702 (+$7,658 vs today)
Do-nothing baseline at SS: $-867 (this trade vs do-nothing: $-11,835, the opportunity cost of earning $5,825/mo FIGHT income now)
100% normal5 × $192.5017 Jul6d1.9%61%80%$2,225$11,125+$5,300$14,809
Sell 5 × $192.50 1.9% OTM over spot $188.82 17 Jul 2026 (6d, $4.68 mid)
= $2,225 credit for the 6d cycle → $11,125/mo projected
Survival (stays ≤ $192.50)
61%
Breach risk
39%
POP (stays ≤ $197.18)
72%
EV / mo
+$2,667
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.3 mo [0.6-3.1] median, 0.3 mo faster than no FIGHT (1.5 mo)  ·  78% of paths whole by 9 mo (vs 67% without)  ·  ~14.7 challenges expected  ·  median CC cash $9,250
🛡 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)
62%
Flat exit net (mid-life)
-$143
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: $6.70/sh now → $4.74 mid-life (likely $6.16–$8.94)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,862 simulated challenges: the $192 strike is typically first touched on day 2 of 6, at $196 (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)~$19224 Jul 202610d left+$3.20/sh+$1,601
cycle +$3,826
[+$1,108…+$1,428] · 100% credit
67%
surv 52%
-$14,608 NOT
cap gain +$5,752
Reliable up-and-out (highest cap still free ≥60%)~$20631 Jul 202617d left+$1.96/sh+$980
cycle +$3,205
[-$40…+$618] · 73% credit
77%
surv 70%
-$8,064 NOT
cap gain +$12,296
Max even-money escape in the band~$21131 Jul 202617d left+$0.78/sh+$391
cycle +$2,616
[-$758…+$3] · 25% credit
80%
surv 75%
-$6,033 NOT
cap gain +$14,327
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+$0.54/sh+$269
cycle +$2,494
[-$519…-$10] · 24% credit
73%
surv 64%
-$12,704 NOT
cap gain +$7,656
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$2.78/sh-$1,390
cycle +$835
[-$3,051…-$1,921]
91%
surv 90%
+$3,976 SAFE
cap gain +$24,336
budget: banked $2,225 debit $1,390 (62% used ≈ 0.5 wk of income) → whole cycle still +$835 cash · rolled 5 ct earn ≈ $1,726/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$11,125/mo
vs 50% target ($4,875/mo)+128%
vs normal income ($9,750/mo)114% covered
Net income (after hedge)$10,982/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)-$14,809
… as % of IC ($17,000)87.1%
… as % of ML ($77,000)19.2%
Recovery months (at normal income)1.5 mo
Surgical close (5 ct)$-20,472
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.11/sh (~25% of the $4.45 collected) or spot ≥ $197.18 (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 $227.69 (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
$191-197.18
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
≥ $197.18
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 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$192.50 (≤1σ, normal week)$2,225$-16,209+$4,151+$1,725
+2.5%$197.31 (≤1σ, normal week)$-181$-16,094+$4,266-$681
+5%$202.12 (≤1σ, normal week)$-2,588$-15,978+$4,382-$3,088
SS (= V-bounce)$224.00 (2.4σ)$-13,525$-15,453+$4,907-$14,025
V-BOUNCE STRESS (stock → CC-SS $226.57, where you are whole again, by expiry)
Starting unrealized P&L: $-20,360
+ Fortress recovery (un-capped): +$19,777
− CC assignment net of premium (5 × $192.50): -$14,809
Total Position P&L @ SS: $-15,392 (+$4,968 vs today)
Do-nothing baseline at SS: $-867 (this trade vs do-nothing: $-14,525, the opportunity cost of earning $11,125/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 (20 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 20 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: 1.048 (IBKR)  |  Recovery@SS: +$19,777 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-867

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2006d17 Jul 2026$2.335/5$5,825$5,68278%82%+$2,418-$12,11971.3%$-12,702 (vs do-nothing $-11,835)
$197.506d17 Jul 2026$2.944/5$5,880$5,96773%79%+$2,130-$10,45161.5%$-11,091 (vs do-nothing $-10,224)
$20520d31 Jul 2026$6.955/5$5,212$5,06971%78%+$1,382-$7,30943.0%$-7,892 (vs do-nothing $-7,025)
$20013d24 Jul 2026$4.855/5$5,596$5,45371%78%+$1,752-$10,85963.9%$-11,442 (vs do-nothing $-10,575)
$202.5020d31 Jul 2026$7.555/5$5,662$5,51969%76%+$1,324-$8,25948.6%$-8,842 (vs do-nothing $-7,975)
$1956d17 Jul 2026$3.703/5$5,550$5,86868%76%+$1,739-$8,36049.2%$-9,057 (vs do-nothing $-8,190)
$197.5013d24 Jul 2026$5.454/5$5,031$5,11867%76%+$1,312-$9,44755.6%$-10,087 (vs do-nothing $-9,220)
$20020d31 Jul 2026$8.604/5$5,160$5,24766%75%+$1,237-$7,18742.3%$-7,827 (vs do-nothing $-6,960)
$197.5020d31 Jul 2026$9.254/5$5,550$5,63764%73%+$1,126-$7,92746.6%$-8,567 (vs do-nothing $-7,700)
$19513d24 Jul 2026$6.304/5$5,815$5,90363%73%+$1,344-$10,10759.5%$-10,747 (vs do-nothing $-9,880)
$192.506d17 Jul 2026$4.453/5$6,675$6,99361%72%+$1,600-$8,88552.3%$-9,582 (vs do-nothing $-8,715)
$19520d31 Jul 2026$10.354/5$6,210$6,29761%72%+$1,233-$8,48749.9%$-9,127 (vs do-nothing $-8,260)
$192.5013d24 Jul 2026$7.303/5$5,054$5,37259%71%+$1,047-$8,03047.2%$-8,727 (vs do-nothing $-7,860)
Show 7 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$11.403/5$5,130$5,44858%71%+$942-$6,80040.0%$-7,497 (vs do-nothing $-6,630)
$19020d31 Jul 2026$12.503/5$5,625$5,94355%69%+$940-$7,22042.5%$-7,917 (vs do-nothing $-7,050)
$1906d17 Jul 2026$5.702/5$5,700$6,24955%69%+$1,279-$6,17436.3%$-6,927 (vs do-nothing $-6,060)
$19013d24 Jul 2026$8.453/5$5,850$6,16854%69%+$1,095-$8,43549.6%$-9,132 (vs do-nothing $-8,265)
$187.5020d31 Jul 2026$13.653/5$6,143$6,46152%68%+$917-$7,62544.9%$-8,322 (vs do-nothing $-7,455)
$187.5013d24 Jul 2026$9.603/5$6,646$6,96450%67%+$1,046-$8,84052.0%$-9,537 (vs do-nothing $-8,670)
$187.506d17 Jul 2026$6.902/5$6,900$7,44948%66%+$1,235-$6,43437.8%$-7,187 (vs do-nothing $-6,320)

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 03:39