FORTRESS FIGHT: QCOM @ $170.63

BE SS: $224.00  |  CC-SS: $228.88  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 03:39

QCOM @ $170.63   UNDERWATER $53.37 (23.8% 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: $228.88 (banked floor $226.11)  |  IV: HIGH  |  Accounts: RetireInc:7291

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

Economics

Max Loss$77,000(ND $34.00 + SW $120) x 500
Normal income ref$10,789/mo95% ann ROI on ML
Hedge rolling cost$188/mo
Unrealized P&L$-30,222fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,395/mo
HEDGE COVER
$188/mo
NORMAL INCOME
$10,789/mo (ATM CC, chain)
IC VELOCITY
1.6 mo to earn back $17,000
ML VELOCITY
7.1 mo to earn back $77,000
Deep drawdown confirmed: a CC at CC-SS $228.88 (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)
$228.88 → $226.11
? 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 17 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $257.33 (+51%) · daily UBB $218.75 · 1-wk expected move ±$17 (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 74%, breach 26%) that still earns 50% of normal income ($5,395/mo); it brings $6,129/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 $11,464/mo, but breach risk rises to 43% (+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 4 × $220/7d (99% survival, $206/mo).
Downside anchor: the primary mortgages $23,012 (135% 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 $-30,270 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, 74% survival, $6,129/mo (E[net] $1,846/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 × $18074%$6,129$1,846

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,846/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $180 (primary), 74% survival, breach 26%, $6,129/mo.
⚖️ Worth a safer step: the $185 rung (33% normal) lifts survival to 82% (breach 26% → 18%) for $2,293/mo less (37% 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 $170.63 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge4 × $22024 Jul7d28.9%99%1%-2pp$48$206-$5,923$3,505
Sell 4 × $220 28.9% OTM over spot $170.63 24 Jul 2026 (7d, $0.13 mid)
= $48 credit for the 7d cycle → $206/mo projected
Survival (stays ≤ $220)
99%
Breach risk
1%
POP (stays ≤ $220.13)
99%
EV / mo
+$193
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
-2pp
51% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$80/mo
median; plan ~$54/mo after 68% keep · $389 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.1-4.1], measured ONLY among the 51% 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)
-$2,314
Free roll-up
+$9/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 4 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: $8.35/sh now → $5.90 mid-life → ≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$5.78/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (4 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+$4.02/sh+$1,607
cycle +$1,655
68%
surv 52%
-$2,628 NOT
cap gain +$27,595
Up-and-out for even (raise the cap, free)~$22931 Jul 202610d left+$0.30/sh+$119
cycle +$167
75%
surv 67%
+$357 SAFE
cap gain +$30,579
Max even-money escape in the band~$23914 Aug 202624d left+$0.43/sh+$173
cycle +$221
79%
surv 74%
+$4,651 SAFE
cap gain +$34,874
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$206/mo
vs 50% target ($5,395/mo)-96%
vs normal income ($10,789/mo)2% covered
Net income (after hedge)$168/mo
Downside budget
⚠ $220 is $9 below CC-SS $228.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$3,505
… as % of IC ($17,000)20.6%
… as % of ML ($77,000)4.6%
Recovery months (at normal income)0.3 mo
Surgical close (4 ct)$-24,182
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 $0.12 collected) or spot ≥ $220.13 (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 $218.75 (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
$218-220.13
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
≥ $220.13
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 (2.9σ)$48$-4,235+$25,988-$232
+2.5%$225.50 (3.2σ)$-2,152$-3,603+$26,620-$2,232
+5%$231.00 (3.5σ)$-4,352$-3,471+$26,752-$2,232
V-BOUNCE STRESS (stock → CC-SS $228.88, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,525
− CC assignment net of premium (4 × $220): -$3,505
− Conservative CC assignment net of premium (1 × $225): -$318
Total Position P&L @ SS: $-3,521 (+$26,701 vs today)
Do-nothing baseline at SS: $-1,289 (this trade vs do-nothing: $-2,232, the opportunity cost of earning $206/mo FIGHT income now)
🛡 safe yield5 × $192.5024 Jul7d12.8%91%19%+2pp$445$1,907-$4,221$17,747
Sell 5 × $192.50 12.8% OTM over spot $170.63 24 Jul 2026 (7d, $0.99 mid)
= $445 credit for the 7d cycle → $1,907/mo projected
Survival (stays ≤ $192.50)
91%
Breach risk
9%
POP (stays ≤ $193.49)
92%
EV / mo
+$1,005
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+2pp
54% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,079/mo
median; plan ~$734/mo after 68% keep · $6,175 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.1-4.2], measured ONLY among the 54% 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)
11%
Flat exit net (mid-life)
-$2,138
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$217 @ 83% 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 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.31/sh now → $5.17 mid-life (likely $4.33–$7.45)≈ $0 at expiry  |  you banked $0.89/sh, so a flat mid-life exit nets -$4.28/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 344 simulated challenges: the $192 strike is typically first touched on day 5 of 7, at $196 (overshoots $3.65). 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+$4.35/sh+$2,176
cycle +$2,621
[+$2,027…+$2,530] · 100% credit
68%
surv 52%
-$16,141 NOT
cap gain +$14,081
Up-and-out for even (raise the cap, free)~$20231 Jul 202610d left+$0.68/sh+$338
cycle +$783
[-$105…+$564] · 70% credit
75%
surv 67%
-$13,070 NOT
cap gain +$17,153
Max even-money escape in the band~$21214 Aug 202624d left+$0.90/sh+$450
cycle +$895
[-$144…+$812] · 69% credit
80%
surv 75%
-$7,718 NOT
cap gain +$22,505
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21714 Aug 202624d left-$0.24/sh-$120
cycle +$325
[-$802…+$240] · 36% credit
83%
surv 79%
-$5,668 NOT
cap gain +$24,554
budget: banked $445 debit $120 (27% used ≈ 0.3 wk of income) → whole cycle still +$325 cash · rolled 5 ct earn ≈ $3,079/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$1,907/mo
vs 50% target ($5,395/mo)-65%
vs normal income ($10,789/mo)18% covered
Net income (after hedge)$1,719/mo
Downside budget
⚠ $192.50 is $36 below CC-SS $228.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,747
… as % of IC ($17,000)104.4%
… as % of ML ($77,000)23.0%
Recovery months (at normal income)1.6 mo
Surgical close (5 ct)$-30,270
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 $0.89 collected) or spot ≥ $193.49 (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 $218.75 (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
$191-193.49
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
≥ $193.49
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 (1.3σ)$445$-18,318+$11,905+$95
+2.5%$197.31 (1.5σ)$-1,961$-18,202+$12,020-$2,311
+5%$202.12 (1.8σ)$-4,368$-18,087+$12,136-$4,718
SS (= V-bounce)$224.00 (3.1σ)$-15,305$-17,562+$12,661-$15,655
V-BOUNCE STRESS (stock → CC-SS $228.88, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,525
− CC assignment net of premium (5 × $192.50): -$17,747
Total Position P&L @ SS: $-17,444 (+$12,778 vs today)
Do-nothing baseline at SS: $-1,289 (this trade vs do-nothing: $-16,155, the opportunity cost of earning $1,907/mo FIGHT income now)
33% normal ← lean5 × $18524 Jul7d8.4%82%36%+7pp$895$3,836-$2,293$21,047
Sell 5 × $185 8.4% OTM over spot $170.63 24 Jul 2026 (7d, $1.89 mid)
= $895 credit for the 7d cycle → $3,836/mo projected
Survival (stays ≤ $185)
82%
Breach risk
18%
POP (stays ≤ $186.88)
85%
EV / mo
+$1,540
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
56% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~2.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,834/mo
median; plan ~$1,247/mo after 68% keep · $11,810 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.8], measured ONLY among the 56% 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)
25%
Flat exit net (mid-life)
-$1,588
Free roll-up
+$12/wk
Safest escape (by 14 Aug 2026)
$214 @ 85% POP
83% 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: $7.02/sh now → $4.97 mid-life (likely $4.77–$7.92)≈ $0 at expiry  |  you banked $1.79/sh, so a flat mid-life exit nets -$3.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 752 simulated challenges: the $185 strike is typically first touched on day 4 of 7, at $189 (overshoots $3.56). 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+$2,202
cycle +$3,097
[+$1,962…+$2,420] · 100% credit
68%
surv 52%
-$19,596 NOT
cap gain +$10,626
Reliable up-and-out (highest cap still free ≥60%)~$19914 Aug 202624d left+$2.22/sh+$1,109
cycle +$2,004
[+$435…+$1,312] · 89% credit
77%
surv 70%
-$13,159 NOT
cap gain +$17,063
Max even-money escape in the band~$20414 Aug 202624d left+$0.97/sh+$487
cycle +$1,382
[-$279…+$650] · 59% credit
80%
surv 75%
-$11,161 NOT
cap gain +$19,061
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)~$19731 Jul 202610d left+$0.01/sh+$5
cycle +$900
[-$639…+$38] · 27% credit
78%
surv 71%
-$15,573 NOT
cap gain +$14,650
Safety roll (pay small debit, max POP)~$21414 Aug 202624d left-$1.08/sh-$539
cycle +$356
[-$1,513…-$423] · 13% credit
85%
surv 83%
-$6,947 NOT
cap gain +$23,276
budget: banked $895 debit $539 (60% used ≈ 0.6 wk of income) → whole cycle still +$356 cash · rolled 5 ct earn ≈ $2,429/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$3,836/mo
vs 50% target ($5,395/mo)-29%
vs normal income ($10,789/mo)36% covered
Net income (after hedge)$3,648/mo
Downside budget
⚠ $185 is $44 below CC-SS $228.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$21,047
… as % of IC ($17,000)123.8%
… as % of ML ($77,000)27.3%
Recovery months (at normal income)2.0 mo
Surgical close (5 ct)$-30,270
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.45/sh (~25% of the $1.79 collected) or spot ≥ $186.88 (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 $218.75 (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
$183-186.88
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $186.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 1.05 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$185.00 (≤1σ, normal week)$895$-21,798+$8,425+$545
+2.5%$189.62 (1.1σ)$-1,417$-21,687+$8,536-$1,767
+5%$194.25 (1.4σ)$-3,730$-21,576+$8,647-$4,080
SS (= V-bounce)$224.00 (3.1σ)$-18,605$-20,862+$9,361-$18,955
V-BOUNCE STRESS (stock → CC-SS $228.88, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,525
− CC assignment net of premium (5 × $185): -$21,047
Total Position P&L @ SS: $-20,744 (+$9,478 vs today)
Do-nothing baseline at SS: $-1,289 (this trade vs do-nothing: $-19,455, the opportunity cost of earning $3,836/mo FIGHT income now)
🎯 50% normal5 × $18024 Jul7d5.5%74%41%+10pp$1,430$6,129$23,012
Sell 5 × $180 5.5% OTM over spot $170.63 24 Jul 2026 (7d, $2.96 mid)
= $1,430 credit for the 7d cycle → $6,129/mo projected
Survival (stays ≤ $180)
74%
Breach risk
26%
POP (stays ≤ $182.96)
79%
EV / mo
+$1,959
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
64% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~3.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,482/mo
median; plan ~$1,687/mo after 68% keep · $11,848 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.3-4.1], measured ONLY among the 64% 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)
41%
Flat exit net (mid-life)
-$985
Free roll-up
+$12/wk
Safest escape (by 14 Aug 2026)
$219 @ 89% POP
88% 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: $6.83/sh now → $4.83 mid-life (likely $5.28–$8.33)≈ $0 at expiry  |  you banked $2.86/sh, so a flat mid-life exit nets -$1.97/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,241 simulated challenges: the $180 strike is typically first touched on day 4 of 7, at $184 (overshoots $3.58). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (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+$4.43/sh+$2,213
cycle +$3,643
[+$1,911…+$2,264] · 100% credit
68%
surv 53%
-$21,669 NOT
cap gain +$8,553
Reliable up-and-out (highest cap still free ≥60%)~$19414 Aug 202624d left+$2.25/sh+$1,123
cycle +$2,553
[+$297…+$1,098] · 87% credit
77%
surv 70%
-$15,230 NOT
cap gain +$14,993
Max even-money escape in the band~$19914 Aug 202624d left+$1.01/sh+$505
cycle +$1,935
[-$426…+$444] · 49% credit
80%
surv 75%
-$13,228 NOT
cap gain +$16,994
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)~$19231 Jul 202610d left+$0.05/sh+$24
cycle +$1,454
[-$700…-$89] · 20% credit
78%
surv 72%
-$17,639 NOT
cap gain +$12,584
Safety roll (pay small debit, max POP)~$21914 Aug 202624d left-$2.35/sh-$1,173
cycle +$257
[-$2,500…-$1,348] · 0% credit
89%
surv 88%
-$4,426 NOT
cap gain +$25,797
budget: banked $1,430 debit $1,173 (82% used ≈ 0.8 wk of income) → whole cycle still +$257 cash · rolled 5 ct earn ≈ $1,553/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$6,129/mo
vs 50% target ($5,395/mo)+14%
vs normal income ($10,789/mo)57% covered
Net income (after hedge)$5,940/mo
Downside budget
⚠ $180 is $49 below CC-SS $228.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,012
… as % of IC ($17,000)135.4%
… as % of ML ($77,000)29.9%
Recovery months (at normal income)2.1 mo
Surgical close (5 ct)$-30,270
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.71/sh (~25% of the $2.86 collected) or spot ≥ $182.96 (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 $218.75 (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
$178-182.96
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
≥ $182.96
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)$1,430$-23,883+$6,340+$1,080
+2.5%$184.50 (≤1σ, normal week)$-820$-23,775+$6,448-$1,170
+5%$189.00 (1.1σ)$-3,070$-23,667+$6,556-$3,420
SS (= V-bounce)$224.00 (3.1σ)$-20,570$-22,827+$7,396-$20,920
V-BOUNCE STRESS (stock → CC-SS $228.88, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,525
− CC assignment net of premium (5 × $180): -$23,012
Total Position P&L @ SS: $-22,709 (+$7,513 vs today)
Do-nothing baseline at SS: $-1,289 (this trade vs do-nothing: $-21,420, the opportunity cost of earning $6,129/mo FIGHT income now)
100% normal5 × $172.5024 Jul7d1.1%57%90%+14pp$2,675$11,464+$5,336$25,517
Sell 5 × $172.50 1.1% OTM over spot $170.63 24 Jul 2026 (7d, $5.50 mid)
= $2,675 credit for the 7d cycle → $11,464/mo projected
Survival (stays ≤ $172.50)
57%
Breach risk
43%
POP (stays ≤ $178.00)
70%
EV / mo
+$2,110
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
68% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~7.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,280/mo
median; plan ~$2,231/mo after 68% keep · $13,405 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-3.7], measured ONLY among the 68% 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)
70%
Flat exit net (mid-life)
+$360
Free roll-up
+$12/wk
Safest escape (by 14 Aug 2026)
$217 @ 91% POP
91% 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: $6.55/sh now → $4.63 mid-life (likely $6.30–$9.08)≈ $0 at expiry  |  you banked $5.35/sh, so a flat mid-life exit nets +$0.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,095 simulated challenges: the $172 strike is typically first touched on day 2 of 7, at $176 (overshoots $3.94). 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+$4.45/sh+$2,223
cycle +$4,898
[+$1,840…+$2,042] · 100% credit
68%
surv 53%
-$24,344 NOT
cap gain +$5,878
Reliable up-and-out (highest cap still free ≥60%)~$18714 Aug 202624d left+$2.27/sh+$1,134
cycle +$3,809
[+$83…+$683] · 78% credit
77%
surv 71%
-$17,903 NOT
cap gain +$12,319
Max even-money escape in the band~$19214 Aug 202624d left+$1.04/sh+$522
cycle +$3,197
[-$663…+$42] · 30% credit
80%
surv 75%
-$15,896 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)~$18431 Jul 202610d left+$0.09/sh+$46
cycle +$2,721
[-$850…-$253] · 6% credit
78%
surv 72%
-$20,301 NOT
cap gain +$9,921
Safety roll (pay small debit, max POP)~$21714 Aug 202624d left-$2.76/sh-$1,382
cycle +$1,293
[-$3,165…-$2,031]
91%
surv 91%
-$4,700 NOT
cap gain +$25,523
budget: banked $2,675 debit $1,382 (52% used ≈ 0.5 wk of income) → whole cycle still +$1,293 cash · rolled 5 ct earn ≈ $1,166/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$11,464/mo
vs 50% target ($5,395/mo)+113%
vs normal income ($10,789/mo)106% covered
Net income (after hedge)$11,276/mo
Downside budget
⚠ $172.50 is $56 below CC-SS $228.88: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,517
… as % of IC ($17,000)150.1%
… as % of ML ($77,000)33.1%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-30,298
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.34/sh (~25% of the $5.35 collected) or spot ≥ $178.00 (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 $218.75 (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
$171-178.00
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
≥ $178.00
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)$2,675$-26,568+$3,655+$2,325
+2.5%$176.81 (≤1σ, normal week)$519$-26,464+$3,758+$169
+5%$181.12 (≤1σ, normal week)$-1,638$-26,361+$3,862-$1,988
SS (= V-bounce)$224.00 (3.1σ)$-23,075$-25,332+$4,891-$23,425
V-BOUNCE STRESS (stock → CC-SS $228.88, where you are whole again, by expiry)
Starting unrealized P&L: $-30,222
+ Fortress recovery (un-capped): +$30,525
− CC assignment net of premium (5 × $172.50): -$25,517
Total Position P&L @ SS: $-25,214 (+$5,008 vs today)
Do-nothing baseline at SS: $-1,289 (this trade vs do-nothing: $-23,925, the opportunity cost of earning $11,464/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 (21 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 21 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: +$30,525 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,289

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1807d24 Jul 2026$2.865/5$6,129$5,94074%79%+$1,959-$23,012135.4%$-22,709 (vs do-nothing $-21,420)
$18514d31 Jul 2026$5.305/5$5,679$5,49073%79%+$1,636-$19,292113.5%$-18,989 (vs do-nothing $-17,700)
$182.5014d31 Jul 2026$6.005/5$6,429$6,24070%77%+$1,692-$20,192118.8%$-19,889 (vs do-nothing $-18,600)
$177.507d24 Jul 2026$3.604/5$6,171$6,13369%76%+$1,745-$19,113112.4%$-19,129 (vs do-nothing $-17,840)
$18014d31 Jul 2026$6.754/5$5,786$5,74866%75%+$1,362-$16,85399.1%$-16,869 (vs do-nothing $-15,580)
$18021d7 Aug 2026$8.155/5$5,821$5,63365%74%+$1,244-$20,367119.8%$-20,064 (vs do-nothing $-18,775)
$177.5014d31 Jul 2026$7.604/5$6,514$6,47663%73%+$1,372-$17,513103.0%$-17,529 (vs do-nothing $-16,240)
$1757d24 Jul 2026$4.403/5$5,657$5,76963%73%+$1,309-$14,84587.3%$-15,179 (vs do-nothing $-13,890)
$177.5021d7 Aug 2026$9.005/5$6,429$6,24062%73%+$1,228-$21,192124.7%$-20,889 (vs do-nothing $-19,600)
$17514d31 Jul 2026$8.553/5$5,496$5,60860%71%+$1,033-$13,60080.0%$-13,934 (vs do-nothing $-12,645)
$17521d7 Aug 2026$9.954/5$5,686$5,64859%71%+$974-$17,573103.4%$-17,589 (vs do-nothing $-16,300)
$17528d14 Aug 2026$11.205/5$6,000$5,81259%71%+$1,050-$21,342125.5%$-21,039 (vs do-nothing $-19,750)
$172.507d24 Jul 2026$5.353/5$6,879$6,99057%70%+$1,266-$15,31090.1%$-15,644 (vs do-nothing $-14,355)
Show 8 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$11.054/5$6,314$6,27656%70%+$997-$18,133106.7%$-18,149 (vs do-nothing $-16,860)
$172.5014d31 Jul 2026$9.603/5$6,171$6,28356%69%+$1,031-$14,03582.6%$-14,369 (vs do-nothing $-13,080)
$17028d14 Aug 2026$12.854/5$5,507$5,46953%68%+$358-$18,413108.3%$-18,429 (vs do-nothing $-17,140)
$17021d7 Aug 2026$12.154/5$6,943$6,90553%68%+$963-$18,693110.0%$-18,709 (vs do-nothing $-17,420)
$17014d31 Jul 2026$10.703/5$6,879$6,99052%68%+$988-$14,45585.0%$-14,789 (vs do-nothing $-13,500)
$1707d24 Jul 2026$6.552/5$5,614$5,87650%67%+$861-$10,46761.6%$-11,119 (vs do-nothing $-9,830)
$167.5014d31 Jul 2026$11.603/5$7,457$7,56948%66%+$1,109-$14,93587.9%$-15,269 (vs do-nothing $-13,980)
$167.507d24 Jul 2026$7.902/5$6,771$7,03344%64%+$835-$10,69762.9%$-11,349 (vs do-nothing $-10,060)

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 03:39