FORTRESS FIGHT: QCOM @ $188.90

BE SS: $224.00  |  CC-SS: $225.21  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-11 13:38

QCOM @ $188.90   UNDERWATER $35.10 (15.7% below BE SS)

5 contracts (500 sh)  |  BE SS: $224.00  |  CC-SS: $225.21  |  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$9,923/mo95% ann ROI on ML
Hedge rolling cost$422/mo
Unrealized P&L$-19,480fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,962/mo
HEDGE COVER
$422/mo
NORMAL INCOME
$9,923/mo (ATM CC, chain)
IC VELOCITY
1.7 mo to earn back $17,000
ML VELOCITY
7.8 mo to earn back $77,000
Deep drawdown confirmed: a CC at CC-SS $225.21 (probe: $225C 13d) brings only $1,154/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)
$18,634
was $19,480 · 4% earned back
Cycles closed
1
Credit in flight
$1,525
CC-SS ratchet
$232.19 → $225.21
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 59 (live) · RSI 52 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 45 · %B 35 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $257.27 (+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 ($4,962/mo); it brings $5,650/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 5 × $225/6d (98% survival, $500/mo).
Downside anchor: the primary mortgages $11,473 (67% 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 $-19,540 and cuts bleed by $422/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, $5,650/mo (E[net] $1,625/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%$5,650$1,625

📅 NEXT FRIDAY · 17 Jul 2026 · 6d · E[net] $1,625/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $200 (primary), 78% survival, breach 22%, $5,650/mo.
⚖️ Worth a safer step: the $205 rung (33% normal) lifts survival to 86% (breach 22% → 14%) for $2,175/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 $188.90 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $22517 Jul6d19.1%98%4%$100$500-$5,150$3
Sell 5 × $225 19.1% OTM over spot $188.90 17 Jul 2026 (6d, $0.29 mid)
= $100 credit for the 6d cycle → $500/mo projected
Survival (stays ≤ $225)
98%
Breach risk
2%
POP (stays ≤ $225.29)
98%
EV / mo
+$394
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.2] median  ·  67% of paths whole by 9 mo (vs 70% without)  ·  ~0.5 challenges expected  ·  median CC cash $10
🛡 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)
-$2,742
Free roll-up
+$4/wk
Safest escape (by 31 Jul 2026)
$244 @ 79% POP
74% 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: $8.04/sh now → $5.68 mid-life → ≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$5.48/sh  |  roll rows are incremental, the banked premium stays yours
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)~$22524 Jul 202610d left+$2.67/sh+$1,335
cycle +$1,435
67%
surv 52%
-$1,799 NOT
cap gain +$17,681
Up-and-out for even (raise the cap, free)~$22924 Jul 202610d left+$1.03/sh+$514
cycle +$614
71%
surv 59%
-$1,000 NOT
cap gain +$18,480
Max even-money escape in the band~$24131 Jul 202617d left+$1.14/sh+$572
cycle +$672
77%
surv 71%
+$4,683 SAFE
cap gain +$24,163
Safety roll (pay small debit, max POP)~$24431 Jul 202617d left-$0.04/sh-$18
cycle +$82
79%
surv 74%
+$5,219 SAFE
cap gain +$24,699
budget: banked $100 debit $18 (18% used ≈ 0.2 wk of income) → whole cycle still +$82 cash · rolled 5 ct earn ≈ $4,984/mo while parked; 0 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$500/mo
vs 50% target ($4,962/mo)-90%
vs normal income ($9,923/mo)5% covered
Net income (after hedge)$78/mo
Downside budget
✓ $225 is at/above CC-SS $225.21: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$3
… as % of IC ($17,000)0.0%
… as % of ML ($77,000)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (5 ct)$-19,525
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $225.29 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $225)); 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 $222.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$223-225.29
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
≥ $225.29
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$225.00 (2.4σ)$100$-3,134+$16,346-$400
+2.5%$230.62 (2.8σ)$-2,712$-3,416+$16,064-$400
+5%$236.25 (3.2σ)$-5,525$-3,697+$15,783-$400
V-BOUNCE STRESS (stock → CC-SS $225.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,480
+ Fortress recovery (un-capped): +$16,338
− CC assignment net of premium (5 × $225): -$3
Total Position P&L @ SS: $-3,145 (+$16,335 vs today)
Do-nothing baseline at SS: $-2,745 (this trade vs do-nothing: $-400, the opportunity cost of earning $500/mo FIGHT income now)
🛡 safe yield5 × $21017 Jul6d11.2%91%17%$430$2,150-$3,500$7,173
Sell 5 × $210 11.2% OTM over spot $188.90 17 Jul 2026 (6d, $0.95 mid)
= $430 credit for the 6d cycle → $2,150/mo projected
Survival (stays ≤ $210)
91%
Breach risk
9%
POP (stays ≤ $210.94)
92%
EV / mo
+$1,305
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.5 mo [0.8-3.6] median, 0.1 mo faster than no FIGHT (1.6 mo)  ·  66% of paths whole by 9 mo (vs 63% without)  ·  ~2.7 challenges expected  ·  median CC cash $4,051
🛡 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)
-$2,223
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$231 @ 81% POP
76% 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 → $5.31 mid-life (likely $4.28–$8.08)≈ $0 at expiry  |  you banked $0.86/sh, so a flat mid-life exit nets -$4.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 318 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+$2.95/sh+$1,475
cycle +$1,905
[+$1,284…+$2,057] · 100% credit
68%
surv 52%
-$8,079 NOT
cap gain +$11,401
Reliable up-and-out (highest cap still free ≥60%)~$22631 Jul 202617d left+$1.29/sh+$646
cycle +$1,076
[-$41…+$1,097] · 73% credit
78%
surv 72%
-$1,663 NOT
cap gain +$17,817
Up-and-out for even (raise the cap, free)~$21624 Jul 202610d left+$0.02/sh+$10
cycle +$440
[-$502…+$475] · 47% credit
73%
surv 64%
-$6,798 NOT
cap gain +$12,682
Max even-money escape in the band~$22931 Jul 202617d left+$0.14/sh+$70
cycle +$500
[-$742…+$510] · 46% credit
79%
surv 74%
-$1,113 NOT
cap gain +$18,367
reaches SS ✓
Safety roll (pay small debit, max POP)~$23131 Jul 202617d left-$0.22/sh-$109
cycle +$321
[-$956…+$317] · 38% credit
81%
surv 76%
-$167 NOT
cap gain +$19,313
budget: banked $430 debit $109 (25% used ≈ 0.2 wk of income) → whole cycle still +$321 cash · rolled 5 ct earn ≈ $4,489/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$2,150/mo
vs 50% target ($4,962/mo)-57%
vs normal income ($9,923/mo)22% covered
Net income (after hedge)$1,728/mo
Downside budget
⚠ $210 is $15 below CC-SS $225.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$7,173
… as % of IC ($17,000)42.2%
… as % of ML ($77,000)9.3%
Recovery months (at normal income)0.7 mo
Surgical close (5 ct)$-19,522
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.21/sh (~25% of the $0.86 collected) or spot ≥ $210.94 (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
$208-210.94
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
≥ $210.94
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$210.00 (1.4σ)$430$-9,554+$9,926-$70
+2.5%$215.25 (1.8σ)$-2,195$-9,817+$9,663-$2,695
+5%$220.50 (2.1σ)$-4,820$-10,079+$9,401-$5,320
SS (= V-bounce)$224.00 (2.4σ)$-6,570$-10,254+$9,226-$7,070
V-BOUNCE STRESS (stock → CC-SS $225.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,480
+ Fortress recovery (un-capped): +$16,338
− CC assignment net of premium (5 × $210): -$7,173
Total Position P&L @ SS: $-10,315 (+$9,165 vs today)
Do-nothing baseline at SS: $-2,745 (this trade vs do-nothing: $-7,570, the opportunity cost of earning $2,150/mo FIGHT income now)
33% normal ← lean5 × $20517 Jul6d8.5%86%28%$695$3,475-$2,175$9,408
Sell 5 × $205 8.5% OTM over spot $188.90 17 Jul 2026 (6d, $1.52 mid)
= $695 credit for the 6d cycle → $3,475/mo projected
Survival (stays ≤ $205)
86%
Breach risk
14%
POP (stays ≤ $206.52)
88%
EV / mo
+$1,762
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.4] median  ·  70% of paths whole by 9 mo (vs 65% without)  ·  ~4.4 challenges expected  ·  median CC cash $5,542
🛡 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)
-$1,895
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$231 @ 83% 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: $7.32/sh now → $5.18 mid-life (likely $5.02–$8.49)≈ $0 at expiry  |  you banked $1.39/sh, so a flat mid-life exit nets -$3.79/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 $4.07). 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+$3.03/sh+$1,515
cycle +$2,210
[+$1,192…+$1,771] · 99% credit
68%
surv 52%
-$10,024 NOT
cap gain +$9,456
Reliable up-and-out (highest cap still free ≥60%)~$22131 Jul 202617d left+$1.32/sh+$662
cycle +$1,357
[-$199…+$790] · 64% credit
78%
surv 72%
-$3,631 NOT
cap gain +$15,849
Up-and-out for even (raise the cap, free)~$21124 Jul 202610d left+$0.11/sh+$53
cycle +$748
[-$608…+$204] · 34% credit
73%
surv 64%
-$8,741 NOT
cap gain +$10,739
Max even-money escape in the band~$22431 Jul 202617d left+$0.18/sh+$92
cycle +$787
[-$911…+$189] · 32% credit
79%
surv 74%
-$3,076 NOT
cap gain +$16,404
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$23131 Jul 202617d left-$1.32/sh-$659
cycle +$36
[-$1,833…-$607] · 9% credit
83%
surv 81%
-$453 NOT
cap gain +$19,027
budget: banked $695 debit $659 (95% used ≈ 0.8 wk of income) → whole cycle still +$36 cash · rolled 5 ct earn ≈ $3,407/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$3,475/mo
vs 50% target ($4,962/mo)-30%
vs normal income ($9,923/mo)35% covered
Net income (after hedge)$3,053/mo
Downside budget
⚠ $205 is $20 below CC-SS $225.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$9,408
… as % of IC ($17,000)55.3%
… as % of ML ($77,000)12.2%
Recovery months (at normal income)0.9 mo
Surgical close (5 ct)$-19,545
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.35/sh (~25% of the $1.39 collected) or spot ≥ $206.52 (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
$203-206.52
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
≥ $206.52
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$205.00 (1.1σ)$695$-11,539+$7,941+$195
+2.5%$210.12 (1.4σ)$-1,867$-11,796+$7,684-$2,367
+5%$215.25 (1.8σ)$-4,430$-12,052+$7,428-$4,930
SS (= V-bounce)$224.00 (2.4σ)$-8,805$-12,489+$6,991-$9,305
V-BOUNCE STRESS (stock → CC-SS $225.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,480
+ Fortress recovery (un-capped): +$16,338
− CC assignment net of premium (5 × $205): -$9,408
Total Position P&L @ SS: $-12,550 (+$6,930 vs today)
Do-nothing baseline at SS: $-2,745 (this trade vs do-nothing: $-9,805, the opportunity cost of earning $3,475/mo FIGHT income now)
🎯 50% normal5 × $20017 Jul6d5.9%78%32%$1,130$5,650$11,473
Sell 5 × $200 5.9% OTM over spot $188.90 17 Jul 2026 (6d, $2.38 mid)
= $1,130 credit for the 6d cycle → $5,650/mo projected
Survival (stays ≤ $200)
78%
Breach risk
22%
POP (stays ≤ $202.38)
82%
EV / mo
+$2,268
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.9 mo [0.9-3.7] median, 0.2 mo SLOWER than no FIGHT (1.8 mo): roll costs eat the credits at this rung  ·  71% of paths whole by 9 mo (vs 61% without)  ·  ~7.8 challenges expected  ·  median CC cash $8,615
🛡 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)
-$1,396
Free roll-up
+$6/wk
Safest escape (by 31 Jul 2026)
$231 @ 86% POP
84% 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: $7.14/sh now → $5.05 mid-life (likely $5.32–$8.36)≈ $0 at expiry  |  you banked $2.26/sh, so a flat mid-life exit nets -$2.79/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 956 simulated challenges: the $200 strike is typically first touched on day 3 of 6, at $203 (overshoots $3.46). 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+$3.10/sh+$1,551
cycle +$2,681
[+$1,173…+$1,752] · 99% credit
68%
surv 52%
-$11,803 NOT
cap gain +$7,677
Reliable up-and-out (highest cap still free ≥60%)~$21631 Jul 202617d left+$1.35/sh+$675
cycle +$1,805
[-$193…+$644] · 66% credit
78%
surv 72%
-$5,434 NOT
cap gain +$14,046
Up-and-out for even (raise the cap, free)~$20624 Jul 202610d left+$0.18/sh+$92
cycle +$1,222
[-$580…+$118] · 31% credit
73%
surv 64%
-$10,516 NOT
cap gain +$8,964
Max even-money escape in the band~$21931 Jul 202617d left+$0.22/sh+$111
cycle +$1,241
[-$875…+$58] · 28% credit
79%
surv 74%
-$4,873 NOT
cap gain +$14,607
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$23131 Jul 202617d left-$1.77/sh-$884
cycle +$246
[-$2,090…-$982] · 2% credit
86%
surv 84%
-$242 NOT
cap gain +$19,238
budget: banked $1,130 debit $884 (78% used ≈ 0.7 wk of income) → whole cycle still +$246 cash · rolled 5 ct earn ≈ $2,899/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$5,650/mo
vs 50% target ($4,962/mo)+14%
vs normal income ($9,923/mo)57% covered
Net income (after hedge)$5,228/mo
Downside budget
⚠ $200 is $25 below CC-SS $225.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,473
… as % of IC ($17,000)67.5%
… as % of ML ($77,000)14.9%
Recovery months (at normal income)1.2 mo
Surgical close (5 ct)$-19,540
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.26 collected) or spot ≥ $202.38 (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
$198-202.38
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
≥ $202.38
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$200.00 (≤1σ, normal week)$1,130$-13,354+$6,126+$630
+2.5%$205.00 (1.1σ)$-1,370$-13,604+$5,876-$1,870
+5%$210.00 (1.4σ)$-3,870$-13,854+$5,626-$4,370
SS (= V-bounce)$224.00 (2.4σ)$-10,870$-14,554+$4,926-$11,370
V-BOUNCE STRESS (stock → CC-SS $225.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,480
+ Fortress recovery (un-capped): +$16,338
− CC assignment net of premium (5 × $200): -$11,473
Total Position P&L @ SS: $-14,615 (+$4,865 vs today)
Do-nothing baseline at SS: $-2,745 (this trade vs do-nothing: $-11,870, the opportunity cost of earning $5,650/mo FIGHT income now)
100% normal5 × $192.5017 Jul6d1.9%61%80%$2,225$11,125+$5,475$14,128
Sell 5 × $192.50 1.9% OTM over spot $188.90 17 Jul 2026 (6d, $4.75 mid)
= $2,225 credit for the 6d cycle → $11,125/mo projected
Survival (stays ≤ $192.50)
61%
Breach risk
39%
POP (stays ≤ $197.25)
73%
EV / mo
+$2,643
📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo)   whole in 1.6 mo [0.8-3.6] median  ·  76% of paths whole by 9 mo (vs 62% without)  ·  ~16.3 challenges expected  ·  median CC cash $9,508
🛡 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)
-$207
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: $6.88/sh now → $4.86 mid-life (likely $6.34–$9.19)≈ $0 at expiry  |  you banked $4.45/sh, so a flat mid-life exit nets -$0.41/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,869 simulated challenges: the $192 strike is typically first touched on day 2 of 6, at $196 (overshoots $3.72). 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+$1,598
cycle +$3,823
[+$1,063…+$1,412] · 100% credit
68%
surv 52%
-$14,036 NOT
cap gain +$5,444
Reliable up-and-out (highest cap still free ≥60%)~$20631 Jul 202617d left+$2.10/sh+$1,050
cycle +$3,275
[+$10…+$674] · 75% credit
77%
surv 70%
-$8,463 NOT
cap gain +$11,017
Up-and-out for even (raise the cap, free)~$19924 Jul 202610d left+$0.29/sh+$145
cycle +$2,370
[-$747…-$179] · 16% credit
73%
surv 64%
-$12,744 NOT
cap gain +$6,736
Max even-money escape in the band~$21131 Jul 202617d left+$0.26/sh+$132
cycle +$2,357
[-$1,145…-$302] · 13% credit
79%
surv 75%
-$7,131 NOT
cap gain +$12,349
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$23431 Jul 202617d left-$2.91/sh-$1,453
cycle +$772
[-$3,168…-$2,004]
91%
surv 90%
+$1,408 SAFE
cap gain +$20,888
budget: banked $2,225 debit $1,453 (65% used ≈ 0.6 wk of income) → whole cycle still +$772 cash · rolled 5 ct earn ≈ $1,727/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 ($4,962/mo)+124%
vs normal income ($9,923/mo)112% covered
Net income (after hedge)$10,703/mo
Downside budget
⚠ $192.50 is $33 below CC-SS $225.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,128
… as % of IC ($17,000)83.1%
… as % of ML ($77,000)18.3%
Recovery months (at normal income)1.4 mo
Surgical close (5 ct)$-19,630
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 ≥ $197.25 (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
$191-197.25
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
≥ $197.25
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$192.50 (≤1σ, normal week)$2,225$-15,634+$3,846+$1,725
+2.5%$197.31 (≤1σ, normal week)$-181$-15,875+$3,605-$681
+5%$202.12 (≤1σ, normal week)$-2,588$-16,116+$3,364-$3,088
SS (= V-bounce)$224.00 (2.4σ)$-13,525$-17,209+$2,271-$14,025
V-BOUNCE STRESS (stock → CC-SS $225.21, where you are whole again, by expiry)
Starting unrealized P&L: $-19,480
+ Fortress recovery (un-capped): +$16,338
− CC assignment net of premium (5 × $192.50): -$14,128
Total Position P&L @ SS: $-17,270 (+$2,210 vs today)
Do-nothing baseline at SS: $-2,745 (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: 0.900 (fallback)  |  Recovery@SS: +$16,338 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-2,745

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$2006d17 Jul 2026$2.265/5$5,650$5,22878%82%+$2,268-$11,47367.5%$-14,615 (vs do-nothing $-11,870)
$197.506d17 Jul 2026$3.004/5$6,000$5,80973%79%+$2,265-$9,88258.1%$-12,945 (vs do-nothing $-10,200)
$20520d31 Jul 2026$7.105/5$5,325$4,90371%78%+$1,453-$6,55338.5%$-9,695 (vs do-nothing $-6,950)
$20013d24 Jul 2026$4.755/5$5,481$5,05971%78%+$1,568-$10,22860.2%$-13,370 (vs do-nothing $-10,625)
$202.5020d31 Jul 2026$7.855/5$5,887$5,46669%77%+$1,506-$7,42843.7%$-10,570 (vs do-nothing $-7,825)
$1956d17 Jul 2026$3.553/5$5,325$5,36567%76%+$1,515-$7,99747.0%$-10,980 (vs do-nothing $-8,235)
$197.5013d24 Jul 2026$5.454/5$5,031$4,84067%75%+$1,258-$8,90252.4%$-11,965 (vs do-nothing $-9,220)
$20020d31 Jul 2026$8.804/5$5,280$5,08966%75%+$1,321-$6,56238.6%$-9,625 (vs do-nothing $-6,880)
$197.5020d31 Jul 2026$9.604/5$5,760$5,56964%74%+$1,298-$7,24242.6%$-10,305 (vs do-nothing $-7,560)
$19513d24 Jul 2026$6.154/5$5,677$5,48663%73%+$1,152-$9,62256.6%$-12,685 (vs do-nothing $-9,940)
$192.506d17 Jul 2026$4.453/5$6,675$6,71561%73%+$1,586-$8,47749.9%$-11,460 (vs do-nothing $-8,715)
$19520d31 Jul 2026$9.954/5$5,970$5,77961%72%+$953-$8,10247.7%$-11,165 (vs do-nothing $-8,420)
$192.5013d24 Jul 2026$7.503/5$5,192$5,23259%71%+$1,146-$7,56244.5%$-10,545 (vs do-nothing $-7,800)
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$11.203/5$5,040$5,08058%71%+$821-$6,45238.0%$-9,435 (vs do-nothing $-6,690)
$19020d31 Jul 2026$12.303/5$5,535$5,57555%69%+$817-$6,87240.4%$-9,855 (vs do-nothing $-7,110)
$1906d17 Jul 2026$5.602/5$5,600$5,87155%69%+$1,156-$5,92134.8%$-8,825 (vs do-nothing $-6,080)
$19013d24 Jul 2026$8.603/5$5,954$5,99454%69%+$1,162-$7,98247.0%$-10,965 (vs do-nothing $-8,220)
$187.5020d31 Jul 2026$13.603/5$6,120$6,16052%68%+$862-$7,23242.5%$-10,215 (vs do-nothing $-7,470)
$187.5013d24 Jul 2026$9.803/5$6,785$6,82450%67%+$1,149-$8,37249.2%$-11,355 (vs do-nothing $-8,610)
$187.506d17 Jul 2026$6.752/5$6,750$7,02148%66%+$1,046-$6,19136.4%$-9,095 (vs do-nothing $-6,350)

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 13:38