FORTRESS FIGHT: QCOM @ $170.97

BE SS: $224.00  |  CC-SS: $229.21  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 01:47

QCOM @ $170.97   UNDERWATER $53.03 (23.7% below BE SS)

⚠ EARNINGS · SHORT EXPIRY ONLY
QCOM reports 2026-07-30 (Thu), in 13 days. The recommended CC (7d) closes BEFORE earnings , that one is safe , but the richer/longer options below expire after it and would sell through the gap. Keep the tenor inside 2026-07-30.

5 contracts (500 sh)  |  BE SS: $224.00  |  CC-SS: $229.21 (banked floor $226.44)  |  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$11,121/mo95% ann ROI on ML
Hedge rolling cost$188/mo
Unrealized P&L$-30,222fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,561/mo
HEDGE COVER
$188/mo
NORMAL INCOME
$11,121/mo (ATM CC, chain)
IC VELOCITY
1.5 mo to earn back $17,000
ML VELOCITY
6.9 mo to earn back $77,000
Deep drawdown confirmed: a CC at CC-SS $229.21 (probe: $230C 14d) brings only $546/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$1,446
Hole (after banked)
$28,776
was $30,222 · 5% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$229.21 → $226.44
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 47 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 39 · %B 18 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $257.37 (+51%) · daily UBB $218.64 · 1-wk expected move ±$15 (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 $180 / 7d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($5,561/mo); it brings $6,429/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 × $172.50/7d for $12,321/mo, but breach risk rises to 44% (+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 × $220/7d (99% survival, $214/mo).
Downside anchor: the primary mortgages $23,107 (136% of IC) ONLY on a full V-bounce all the way to SS $224, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-30,310 and cuts bleed by $188/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 · 24 Jul 2026 (7d) · sell 5 × $180, 73% survival, $6,429/mo (E[net] $1,802/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆24 Jul 2026 · 7d5 × $18073%$6,429$1,802

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,802/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $180 (primary), 73% survival, breach 27%, $6,429/mo.
⚖️ Worth a safer step: the $185 rung (33% normal) lifts survival to 82% (breach 27% → 18%) for $2,164/mo less (34% 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 $185 rung, unless you need the income to cover the hedge bleed, or you expect QCOM to stay flat-to-down near term.
QCOM  spot $170.97 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $22024 Jul7d28.7%99%2%-2pp$50$214-$6,214$4,557
Sell 5 × $220 28.7% OTM over spot $170.97 24 Jul 2026 (7d, $0.18 mid)
= $50 credit for the 7d cycle → $214/mo projected
Survival (stays ≤ $220)
99%
Breach risk
1%
POP (stays ≤ $220.18)
99%
EV / mo
+$180
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
50% whole by 9mo vs 52% doing nothing · roll costs eat the credits at this rung
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-10/mo
median; plan ~$-6/mo after 68% keep · $-25 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.9 mo [1.0-3.9], measured ONLY among the 50% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
0%
Flat exit net (mid-life)
-$3,071
Free roll-up
+$7/wk
Safest escape (by 14 Aug 2026)
$239 @ 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $8.83/sh now → $6.24 mid-life → ≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$6.14/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)~$22031 Jul 202610d left+$3.69/sh+$1,847
cycle +$1,897
71%
surv 52%
-$2,609 NOT
cap gain +$27,613
Up-and-out for even (raise the cap, free)~$22731 Jul 202610d left+$0.76/sh+$382
cycle +$432
77%
surv 65%
-$650 NOT
cap gain +$29,573
Max even-money escape in the band~$23914 Aug 202624d left+$0.32/sh+$162
cycle +$212
79%
surv 74%
+$5,687 SAFE
cap gain +$35,910
reaches 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$214/mo
vs 50% target ($5,561/mo)-96%
vs normal income ($11,121/mo)2% covered
Net income (after hedge)$26/mo
Downside budget
⚠ $220 is $9 below CC-SS $229.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$4,557
… as % of IC ($17,000)26.8%
… as % of ML ($77,000)5.9%
Recovery months (at normal income)0.4 mo
Surgical close (5 ct)$-30,262
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 $0.10 collected) or spot ≥ $220.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $220)); NOT the premium you collected. Momentum override: two daily closes above $218.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $217.80Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$218-220.18
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
≥ $220.18
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$220.00 (3.2σ)$50$-4,456+$25,766-$300
+2.5%$225.50 (3.6σ)$-2,700$-4,322+$25,901-$2,800
+5%$231.00 (3.9σ)$-5,450$-4,187+$26,036-$2,800
V-BOUNCE STRESS (stock → CC-SS $229.21, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,549
− CC assignment net of premium (5 × $220): -$4,557
Total Position P&L @ SS: $-4,231 (+$25,992 vs today)
Do-nothing baseline at SS: $-1,431 (this trade vs do-nothing: $-2,800, the opportunity cost of earning $214/mo FIGHT income now)
🛡 safe yield5 × $192.5024 Jul7d12.6%91%19%+4pp$505$2,164-$4,264$17,852
Sell 5 × $192.50 12.6% OTM over spot $170.97 24 Jul 2026 (7d, $1.07 mid)
= $505 credit for the 7d cycle → $2,164/mo projected
Survival (stays ≤ $192.50)
91%
Breach risk
9%
POP (stays ≤ $193.57)
92%
EV / mo
+$1,269
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
55% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,255/mo
median; plan ~$853/mo after 68% keep · $7,286 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.2-4.3], measured ONLY among the 55% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
12%
Flat exit net (mid-life)
-$2,226
Free roll-up
+$9/wk
Safest escape (by 7 Aug 2026)
$212 @ 83% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.72/sh now → $5.46 mid-life (likely $4.53–$7.92)≈ $0 at expiry  |  you banked $1.01/sh, so a flat mid-life exit nets -$4.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 362 simulated challenges: the $192 strike is typically first touched on day 5 of 7, at $196 (overshoots $3.57). 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)~$19231 Jul 202610d left+$4.29/sh+$2,144
cycle +$2,649
[+$2,243…+$2,776] · 100% credit
71%
surv 52%
-$16,281 NOT
cap gain +$13,942
Up-and-out for even (raise the cap, free)~$20231 Jul 202610d left+$0.42/sh+$211
cycle +$716
[-$101…+$497] · 67% credit
79%
surv 70%
-$13,478 NOT
cap gain +$16,745
Max even-money escape in the band~$21214 Aug 202624d left+$0.83/sh+$416
cycle +$921
[-$221…+$867] · 65% credit
80%
surv 74%
-$8,028 NOT
cap gain +$22,195
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2127 Aug 202618d left-$0.68/sh-$339
cycle +$166
[-$956…+$48] · 26% credit
83%
surv 78%
-$8,783 NOT
cap gain +$21,439
budget: banked $505 debit $339 (67% used ≈ 0.7 wk of income) → whole cycle still +$166 cash · rolled 5 ct earn ≈ $3,986/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$2,164/mo
vs 50% target ($5,561/mo)-61%
vs normal income ($11,121/mo)19% covered
Net income (after hedge)$1,976/mo
Downside budget
⚠ $192.50 is $37 below CC-SS $229.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,852
… as % of IC ($17,000)105.0%
… as % of ML ($77,000)23.2%
Recovery months (at normal income)1.6 mo
Surgical close (5 ct)$-30,252
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $1.01 collected) or spot ≥ $193.57 (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 $218.64 (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
$191-193.57
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
≥ $193.57
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$192.50 (1.4σ)$505$-18,425+$11,797+$155
+2.5%$197.31 (1.7σ)$-1,901$-18,307+$11,915-$2,251
+5%$202.12 (2.0σ)$-4,308$-18,189+$12,033-$4,658
SS (= V-bounce)$224.00 (3.5σ)$-15,245$-17,653+$12,569-$15,595
V-BOUNCE STRESS (stock → CC-SS $229.21, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,549
− CC assignment net of premium (5 × $192.50): -$17,852
Total Position P&L @ SS: $-17,526 (+$12,697 vs today)
Do-nothing baseline at SS: $-1,431 (this trade vs do-nothing: $-16,095, the opportunity cost of earning $2,164/mo FIGHT income now)
33% normal ← lean5 × $18524 Jul7d8.2%82%37%+8pp$995$4,264-$2,164$21,112
Sell 5 × $185 8.2% OTM over spot $170.97 24 Jul 2026 (7d, $2.07 mid)
= $995 credit for the 7d cycle → $4,264/mo projected
Survival (stays ≤ $185)
82%
Breach risk
18%
POP (stays ≤ $187.07)
85%
EV / mo
+$1,945
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
57% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,026/mo
median; plan ~$1,377/mo after 68% keep · $12,487 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-4.8], measured ONLY among the 57% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
26%
Flat exit net (mid-life)
-$1,630
Free roll-up
+$9/wk
Safest escape (by 31 Jul 2026)
$202 @ 86% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.42/sh now → $5.25 mid-life (likely $5.00–$8.32)≈ $0 at expiry  |  you banked $1.99/sh, so a flat mid-life exit nets -$3.26/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 766 simulated challenges: the $185 strike is typically first touched on day 4 of 7, at $189 (overshoots $3.55). 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)~$18531 Jul 202610d left+$4.40/sh+$2,199
cycle +$3,194
[+$2,151…+$2,619] · 100% credit
71%
surv 52%
-$19,670 NOT
cap gain +$10,553
Reliable up-and-out (highest cap still free ≥60%)~$19914 Aug 202624d left+$2.30/sh+$1,151
cycle +$2,146
[+$428…+$1,376] · 89% credit
77%
surv 70%
-$13,359 NOT
cap gain +$16,863
Up-and-out for even (raise the cap, free)~$19431 Jul 202610d left+$0.54/sh+$269
cycle +$1,264
[-$118…+$400] · 61% credit
79%
surv 70%
-$16,863 NOT
cap gain +$13,359
Max even-money escape in the band~$20414 Aug 202624d left+$0.91/sh+$457
cycle +$1,452
[-$372…+$632] · 56% credit
80%
surv 75%
-$11,431 NOT
cap gain +$18,792
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20231 Jul 202610d left-$1.64/sh-$819
cycle +$176
[-$1,517…-$781] · 1% credit
86%
surv 81%
-$14,017 NOT
cap gain +$16,205
budget: banked $995 debit $819 (82% used ≈ 0.8 wk of income) → whole cycle still +$176 cash · rolled 5 ct earn ≈ $5,418/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$4,264/mo
vs 50% target ($5,561/mo)-23%
vs normal income ($11,121/mo)38% covered
Net income (after hedge)$4,076/mo
Downside budget
⚠ $185 is $44 below CC-SS $229.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,112
… as % of IC ($17,000)124.2%
… as % of ML ($77,000)27.4%
Recovery months (at normal income)1.9 mo
Surgical close (5 ct)$-30,262
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.50/sh (~25% of the $1.99 collected) or spot ≥ $187.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $185)); NOT the premium you collected. Momentum override: two daily closes above $218.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $183.15Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$183-187.07
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
≥ $187.07
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$185.00 (≤1σ, normal week)$995$-21,869+$8,354+$645
+2.5%$189.62 (1.2σ)$-1,317$-21,755+$8,467-$1,667
+5%$194.25 (1.5σ)$-3,630$-21,642+$8,580-$3,980
SS (= V-bounce)$224.00 (3.5σ)$-18,505$-20,913+$9,309-$18,855
V-BOUNCE STRESS (stock → CC-SS $229.21, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,549
− CC assignment net of premium (5 × $185): -$21,112
Total Position P&L @ SS: $-20,786 (+$9,437 vs today)
Do-nothing baseline at SS: $-1,431 (this trade vs do-nothing: $-19,355, the opportunity cost of earning $4,264/mo FIGHT income now)
🎯 50% normal5 × $18024 Jul7d5.3%73%42%+11pp$1,500$6,429$23,107
Sell 5 × $180 5.3% OTM over spot $170.97 24 Jul 2026 (7d, $3.17 mid)
= $1,500 credit for the 7d cycle → $6,429/mo projected
Survival (stays ≤ $180)
73%
Breach risk
27%
POP (stays ≤ $183.18)
79%
EV / mo
+$2,184
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
65% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,533/mo
median; plan ~$1,723/mo after 68% keep · $12,618 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.2], measured ONLY among the 65% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
42%
Flat exit net (mid-life)
-$1,054
Free roll-up
+$9/wk
Safest escape (by 7 Aug 2026)
$212 @ 91% POP
89% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.22/sh now → $5.11 mid-life (likely $5.63–$8.79)≈ $0 at expiry  |  you banked $3.00/sh, so a flat mid-life exit nets -$2.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,268 simulated challenges: the $180 strike is typically first touched on day 4 of 7, at $184 (overshoots $3.54). 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)~$18031 Jul 202610d left+$4.46/sh+$2,229
cycle +$3,729
[+$2,097…+$2,481] · 100% credit
71%
surv 52%
-$21,757 NOT
cap gain +$8,466
Reliable up-and-out (highest cap still free ≥60%)~$19414 Aug 202624d left+$2.33/sh+$1,167
cycle +$2,667
[+$281…+$1,120] · 85% credit
77%
surv 70%
-$15,461 NOT
cap gain +$14,762
Up-and-out for even (raise the cap, free)~$18931 Jul 202610d left+$0.60/sh+$302
cycle +$1,802
[-$155…+$263] · 56% credit
79%
surv 70%
-$18,948 NOT
cap gain +$11,274
Max even-money escape in the band~$19914 Aug 202624d left+$0.95/sh+$477
cycle +$1,977
[-$535…+$373] · 44% credit
80%
surv 75%
-$13,528 NOT
cap gain +$16,695
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2127 Aug 202618d left-$2.74/sh-$1,369
cycle +$131
[-$2,605…-$1,565]
91%
surv 89%
-$8,818 NOT
cap gain +$21,404
budget: banked $1,500 debit $1,369 (91% used ≈ 0.9 wk of income) → whole cycle still +$131 cash · rolled 5 ct earn ≈ $1,974/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$6,429/mo
vs 50% target ($5,561/mo)+16%
vs normal income ($11,121/mo)58% covered
Net income (after hedge)$6,240/mo
Downside budget
⚠ $180 is $49 below CC-SS $229.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,107
… as % of IC ($17,000)135.9%
… as % of ML ($77,000)30.0%
Recovery months (at normal income)2.1 mo
Surgical close (5 ct)$-30,310
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.75/sh (~25% of the $3.00 collected) or spot ≥ $183.18 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $180)); NOT the premium you collected. Momentum override: two daily closes above $218.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $178.20Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$178-183.18
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
≥ $183.18
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$180.00 (≤1σ, normal week)$1,500$-23,986+$6,236+$1,150
+2.5%$184.50 (≤1σ, normal week)$-750$-23,876+$6,346-$1,100
+5%$189.00 (1.2σ)$-3,000$-23,766+$6,457-$3,350
SS (= V-bounce)$224.00 (3.5σ)$-20,500$-22,908+$7,314-$20,850
V-BOUNCE STRESS (stock → CC-SS $229.21, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,549
− CC assignment net of premium (5 × $180): -$23,107
Total Position P&L @ SS: $-22,781 (+$7,442 vs today)
Do-nothing baseline at SS: $-1,431 (this trade vs do-nothing: $-21,350, the opportunity cost of earning $6,429/mo FIGHT income now)
100% normal5 × $172.5024 Jul7d0.9%56%92%+16pp$2,875$12,321+$5,893$25,482
Sell 5 × $172.50 0.9% OTM over spot $170.97 24 Jul 2026 (7d, $5.95 mid)
= $2,875 credit for the 7d cycle → $12,321/mo projected
Survival (stays ≤ $172.50)
56%
Breach risk
44%
POP (stays ≤ $178.45)
70%
EV / mo
+$2,761
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
69% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~7.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,522/mo
median; plan ~$2,395/mo after 68% keep · $13,635 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.1-3.5], measured ONLY among the 69% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
71%
Flat exit net (mid-life)
+$428
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$212 @ 90% POP
89% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.92/sh now → $4.89 mid-life (likely $6.71–$9.74)≈ $0 at expiry  |  you banked $5.75/sh, so a flat mid-life exit nets +$0.86/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,137 simulated challenges: the $172 strike is typically first touched on day 2 of 7, at $176 (overshoots $3.95). 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)~$17231 Jul 202610d left+$4.53/sh+$2,265
cycle +$5,140
[+$2,085…+$2,217] · 100% credit
71%
surv 52%
-$24,280 NOT
cap gain +$5,943
Reliable up-and-out (highest cap still free ≥60%)~$18714 Aug 202624d left+$2.36/sh+$1,181
cycle +$4,056
[+$17…+$691] · 76% credit
77%
surv 70%
-$18,006 NOT
cap gain +$12,217
Up-and-out for even (raise the cap, free)~$18231 Jul 202610d left+$0.68/sh+$341
cycle +$3,216
[-$231…+$104] · 46% credit
79%
surv 70%
-$21,467 NOT
cap gain +$8,755
Max even-money escape in the band~$19214 Aug 202624d left+$1.00/sh+$498
cycle +$3,373
[-$821…-$24] · 22% credit
80%
surv 75%
-$16,065 NOT
cap gain +$14,157
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21214 Aug 202624d left-$2.51/sh-$1,255
cycle +$1,620
[-$3,107…-$1,934]
90%
surv 89%
-$7,329 NOT
cap gain +$22,893
budget: banked $2,875 debit $1,255 (44% used ≈ 0.4 wk of income) → whole cycle still +$1,620 cash · rolled 5 ct earn ≈ $1,490/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$12,321/mo
vs 50% target ($5,561/mo)+122%
vs normal income ($11,121/mo)111% covered
Net income (after hedge)$12,133/mo
Downside budget
⚠ $172.50 is $57 below CC-SS $229.21: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,482
… as % of IC ($17,000)149.9%
… as % of ML ($77,000)33.1%
Recovery months (at normal income)2.3 mo
Surgical close (5 ct)$-30,322
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.44/sh (~25% of the $5.75 collected) or spot ≥ $178.45 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $172)); NOT the premium you collected. Momentum override: two daily closes above $218.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $170.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$171-178.45
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
≥ $178.45
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$172.50 (≤1σ, normal week)$2,875$-26,545+$3,677+$2,525
+2.5%$176.81 (≤1σ, normal week)$719$-26,439+$3,783+$369
+5%$181.12 (≤1σ, normal week)$-1,438$-26,334+$3,889-$1,788
SS (= V-bounce)$224.00 (3.5σ)$-22,875$-25,283+$4,939-$23,225
V-BOUNCE STRESS (stock → CC-SS $229.21, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,549
− CC assignment net of premium (5 × $172.50): -$25,482
Total Position P&L @ SS: $-25,156 (+$5,067 vs today)
Do-nothing baseline at SS: $-1,431 (this trade vs do-nothing: $-23,725, the opportunity cost of earning $12,321/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 (19 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 19 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: +$30,549 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,431

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$18514d31 Jul 2026$5.455/5$5,839$5,65175%82%+$3,094-$19,382114.0%$-19,056 (vs do-nothing $-17,625)
$1807d24 Jul 2026$3.005/5$6,429$6,24073%79%+$2,184-$23,107135.9%$-22,781 (vs do-nothing $-21,350)
$182.5014d31 Jul 2026$6.255/5$6,696$6,50872%80%+$3,324-$20,232119.0%$-19,906 (vs do-nothing $-18,475)
$18014d31 Jul 2026$7.054/5$6,043$6,00568%78%+$2,756-$16,86599.2%$-16,891 (vs do-nothing $-15,460)
$177.507d24 Jul 2026$3.804/5$6,514$6,47668%76%+$1,998-$19,165112.7%$-19,191 (vs do-nothing $-17,760)
$18021d7 Aug 2026$8.455/5$6,036$5,84866%76%+$2,202-$20,382119.9%$-20,056 (vs do-nothing $-18,625)
$177.5014d31 Jul 2026$8.004/5$6,857$6,81964%76%+$2,885-$17,485102.9%$-17,511 (vs do-nothing $-16,080)
$177.5021d7 Aug 2026$9.205/5$6,571$6,38363%75%+$2,125-$21,257125.0%$-20,931 (vs do-nothing $-19,500)
$1757d24 Jul 2026$4.653/5$5,979$6,09062%73%+$1,536-$14,86987.5%$-15,246 (vs do-nothing $-13,815)
$17514d31 Jul 2026$8.953/5$5,754$5,86560%74%+$2,183-$13,57979.9%$-13,956 (vs do-nothing $-12,525)
$17521d7 Aug 2026$10.404/5$5,943$5,90559%73%+$1,838-$17,525103.1%$-17,551 (vs do-nothing $-16,120)
$17528d14 Aug 2026$11.705/5$6,268$6,08059%72%+$1,681-$21,257125.0%$-20,931 (vs do-nothing $-19,500)
$172.507d24 Jul 2026$5.753/5$7,393$7,50556%70%+$1,656-$15,28989.9%$-15,666 (vs do-nothing $-14,235)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$172.5021d7 Aug 2026$11.354/5$6,486$6,44855%71%+$1,773-$18,145106.7%$-18,171 (vs do-nothing $-16,740)
$172.5014d31 Jul 2026$10.053/5$6,461$6,57355%72%+$2,216-$13,99982.3%$-14,376 (vs do-nothing $-12,945)
$17028d14 Aug 2026$13.954/5$5,979$5,94052%69%+$1,352-$18,105106.5%$-18,131 (vs do-nothing $-16,700)
$17021d7 Aug 2026$12.604/5$7,200$7,16252%68%+$1,171-$18,645109.7%$-18,671 (vs do-nothing $-17,240)
$17014d31 Jul 2026$11.353/5$7,296$7,40851%71%+$2,292-$14,35984.5%$-14,736 (vs do-nothing $-13,305)
$1707d24 Jul 2026$7.002/5$6,000$6,26249%67%+$1,143-$10,44361.4%$-11,171 (vs do-nothing $-9,740)

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  |  2026-07-17 01:47