FORTRESS FIGHT: QCOM @ $166.28

BE SS: $224.00  |  CC-SS: $229.56  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-17 21:37

QCOM @ $166.28   UNDERWATER $57.72 (25.8% 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: $229.56 (banked floor $226.78)  |  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$9,911/mo95% ann ROI on ML
Hedge rolling cost$193/mo
Unrealized P&L$-32,822fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$4,955/mo
HEDGE COVER
$193/mo
NORMAL INCOME
$9,911/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 $229.56 (probe: $230C 14d) brings only $214/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)
$31,376
was $32,822 · 4% earned back
Cycles closed
4
Credit in flight
$0
CC-SS · banked floor (info)
$229.56 → $226.78
? 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 44 (live) · RSI 48 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 11 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $257.34 (+55%) · daily UBB $219.14 · 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 $175 / 7d. This is the safest strike (survival 72%, breach 28%) that still earns 50% of normal income ($4,955/mo); it brings $6,064/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 × $167.50/7d for $10,714/mo, but breach risk rises to 45% (+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 × $202.50/7d (98% survival, $214/mo).
Downside anchor: the primary mortgages $25,864 (152% of IC) ONLY on a full V-bounce all the way to SS $224, recoverable in 2.6 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-32,978 and cuts bleed by $193/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 × $175, 72% survival, $6,064/mo (E[net] $1,473/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 × $17572%$6,064$1,473

📅 NEXT FRIDAY · 24 Jul 2026 · 7d · E[net] $1,473/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $175 (primary), 72% survival, breach 28%, $6,064/mo.
⚖️ Worth a safer step: the $180 rung (33% normal) lifts survival to 81% (breach 28% → 19%) for $2,314/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 $180 rung, unless you need the income to cover the hedge bleed, or you expect QCOM to stay flat-to-down near term.
QCOM  spot $166.28 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge5 × $202.5024 Jul7d21.8%98%5%+0pp$50$214-$5,850$13,479
Sell 5 × $202.50 21.8% OTM over spot $166.28 24 Jul 2026 (7d, $0.45 mid)
= $50 credit for the 7d cycle → $214/mo projected
Survival (stays ≤ $202.50)
98%
Breach risk
2%
POP (stays ≤ $202.94)
98%
EV / mo
+$71
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
50% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.3/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-19/mo
median; plan ~$-13/mo after 68% keep · $-87 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.1-3.9], 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)
2%
Flat exit net (mid-life)
-$2,862
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$216 @ 76% POP
69% 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: $8.24/sh now → $5.82 mid-life (likely $4.50–$8.12)≈ $0 at expiry  |  you banked $0.10/sh, so a flat mid-life exit nets -$5.72/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 57 simulated challenges: the $202 strike is typically first touched on day 6 of 7, at $207 (overshoots $4.34). 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)~$20231 Jul 202610d left+$3.44/sh+$1,719
cycle +$1,769
[+$1,622…+$2,359] · 100% credit
67%
surv 52%
-$12,144 NOT
cap gain +$20,679
Max even-money escape in the band~$21614 Aug 202624d left+$1.12/sh+$562
cycle +$612
[+$118…+$1,312] · 81% credit
76%
surv 69%
-$6,136 NOT
cap gain +$26,686
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)~$21131 Jul 202610d left+$0.17/sh+$85
cycle +$135
[-$350…+$530] · 60% credit
74%
surv 66%
-$9,223 NOT
cap gain +$23,599
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 ($4,955/mo)-96%
vs normal income ($9,911/mo)2% covered
Net income (after hedge)$21/mo
Downside budget
⚠ $202.50 is $27 below CC-SS $229.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,479
… as % of IC ($17,000)79.3%
… as % of ML ($77,000)17.5%
Recovery months (at normal income)1.4 mo
Surgical close (5 ct)$-32,995
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 ≥ $202.94 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $202)); NOT the premium you collected. Momentum override: two daily closes above $219.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-202.94
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
≥ $202.94
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$202.50 (2.1σ)$50$-13,863+$18,959-$170
+2.5%$207.56 (2.4σ)$-2,481$-13,752+$19,071-$2,701
+5%$212.62 (2.7σ)$-5,012$-13,640+$19,182-$5,232
SS (= V-bounce)$224.00 (3.4σ)$-10,700$-13,390+$19,432-$10,920
V-BOUNCE STRESS (stock → CC-SS $229.56, where you are whole again, by expiry)
Starting unrealized P&L: $-32,822
+ Fortress recovery (un-capped): +$33,034
− CC assignment net of premium (5 × $202.50): -$13,479
Total Position P&L @ SS: $-13,268 (+$19,555 vs today)
Do-nothing baseline at SS: $-1,848 (this trade vs do-nothing: $-11,420, the opportunity cost of earning $214/mo FIGHT income now)
🛡 safe yield5 × $187.5024 Jul7d12.8%90%20%+3pp$420$1,800-$4,264$20,609
Sell 5 × $187.50 12.8% OTM over spot $166.28 24 Jul 2026 (7d, $0.93 mid)
= $420 credit for the 7d cycle → $1,800/mo projected
Survival (stays ≤ $187.50)
90%
Breach risk
10%
POP (stays ≤ $188.43)
91%
EV / mo
+$854
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+3pp
51% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$999/mo
median; plan ~$679/mo after 68% keep · $6,086 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.4-4.2], 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)
13%
Flat exit net (mid-life)
-$2,276
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$206 @ 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: $7.63/sh now → $5.39 mid-life (likely $4.58–$8.00)≈ $0 at expiry  |  you banked $0.84/sh, so a flat mid-life exit nets -$4.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 394 simulated challenges: the $188 strike is typically first touched on day 5 of 7, at $191 (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)~$18831 Jul 202610d left+$3.61/sh+$1,806
cycle +$2,226
[+$1,543…+$2,228] · 100% credit
67%
surv 53%
-$19,517 NOT
cap gain +$13,305
Reliable up-and-out (highest cap still free ≥60%)~$20114 Aug 202624d left+$1.36/sh+$681
cycle +$1,101
[+$61…+$1,133] · 78% credit
76%
surv 69%
-$13,477 NOT
cap gain +$19,345
Up-and-out for even (raise the cap, free)~$19631 Jul 202610d left+$0.37/sh+$183
cycle +$603
[-$354…+$440] · 49% credit
74%
surv 66%
-$16,586 NOT
cap gain +$16,237
Max even-money escape in the band~$20614 Aug 202624d left+$0.02/sh+$8
cycle +$428
[-$718…+$426] · 39% credit
79%
surv 74%
-$11,541 NOT
cap gain +$21,282
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,800/mo
vs 50% target ($4,955/mo)-64%
vs normal income ($9,911/mo)18% covered
Net income (after hedge)$1,607/mo
Downside budget
⚠ $187.50 is $42 below CC-SS $229.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,609
… as % of IC ($17,000)121.2%
… as % of ML ($77,000)26.8%
Recovery months (at normal income)2.1 mo
Surgical close (5 ct)$-32,868
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 $0.84 collected) or spot ≥ $188.43 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $188)); NOT the premium you collected. Momentum override: two daily closes above $219.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $185.62Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$186-188.43
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
≥ $188.43
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$187.50 (1.2σ)$420$-21,323+$11,499+$200
+2.5%$192.19 (1.5σ)$-1,924$-21,220+$11,603-$2,144
+5%$196.88 (1.8σ)$-4,268$-21,117+$11,706-$4,488
SS (= V-bounce)$224.00 (3.4σ)$-17,830$-20,520+$12,302-$18,050
V-BOUNCE STRESS (stock → CC-SS $229.56, where you are whole again, by expiry)
Starting unrealized P&L: $-32,822
+ Fortress recovery (un-capped): +$33,034
− CC assignment net of premium (5 × $187.50): -$20,609
Total Position P&L @ SS: $-20,398 (+$12,425 vs today)
Do-nothing baseline at SS: $-1,848 (this trade vs do-nothing: $-18,550, the opportunity cost of earning $1,800/mo FIGHT income now)
33% normal ← lean5 × $18024 Jul7d8.3%81%39%+9pp$875$3,750-$2,314$23,904
Sell 5 × $180 8.3% OTM over spot $166.28 24 Jul 2026 (7d, $1.93 mid)
= $875 credit for the 7d cycle → $3,750/mo projected
Survival (stays ≤ $180)
81%
Breach risk
19%
POP (stays ≤ $181.93)
84%
EV / mo
+$1,210
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
59% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,692/mo
median; plan ~$1,151/mo after 68% keep · $10,062 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.9 mo [1.7-4.5], measured ONLY among the 59% 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)
29%
Flat exit net (mid-life)
-$1,714
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$204 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $7.32/sh now → $5.18 mid-life (likely $5.15–$8.31)≈ $0 at expiry  |  you banked $1.75/sh, so a flat mid-life exit nets -$3.43/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 858 simulated challenges: the $180 strike is typically first touched on day 4 of 7, at $184 (overshoots $3.63). 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+$3.67/sh+$1,836
cycle +$2,711
[+$1,463…+$1,997] · 99% credit
67%
surv 53%
-$22,947 NOT
cap gain +$9,876
Reliable up-and-out (highest cap still free ≥60%)~$19414 Aug 202624d left+$1.45/sh+$723
cycle +$1,598
[-$75…+$842] · 72% credit
76%
surv 70%
-$16,896 NOT
cap gain +$15,927
Up-and-out for even (raise the cap, free)~$18931 Jul 202610d left+$0.44/sh+$220
cycle +$1,095
[-$415…+$248] · 42% credit
75%
surv 67%
-$20,009 NOT
cap gain +$12,814
Max even-money escape in the band~$19914 Aug 202624d left+$0.11/sh+$56
cycle +$931
[-$860…+$140] · 32% credit
79%
surv 75%
-$14,952 NOT
cap gain +$17,870
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20414 Aug 202624d left-$1.47/sh-$734
cycle +$141
[-$1,813…-$678] · 7% credit
82%
surv 79%
-$13,133 NOT
cap gain +$19,690
budget: banked $875 debit $734 (84% used ≈ 0.9 wk of income) → whole cycle still +$141 cash · rolled 5 ct earn ≈ $2,318/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$3,750/mo
vs 50% target ($4,955/mo)-24%
vs normal income ($9,911/mo)38% covered
Net income (after hedge)$3,557/mo
Downside budget
⚠ $180 is $50 below CC-SS $229.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$23,904
… as % of IC ($17,000)140.6%
… as % of ML ($77,000)31.0%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-32,912
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.44/sh (~25% of the $1.75 collected) or spot ≥ $181.93 (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 $219.14 (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
$178-181.93
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
≥ $181.93
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$180.00 (≤1σ, normal week)$875$-24,783+$8,039+$655
+2.5%$184.50 (1.1σ)$-1,375$-24,684+$8,138-$1,595
+5%$189.00 (1.3σ)$-3,625$-24,585+$8,237-$3,845
SS (= V-bounce)$224.00 (3.4σ)$-21,125$-23,815+$9,007-$21,345
V-BOUNCE STRESS (stock → CC-SS $229.56, where you are whole again, by expiry)
Starting unrealized P&L: $-32,822
+ Fortress recovery (un-capped): +$33,034
− CC assignment net of premium (5 × $180): -$23,904
Total Position P&L @ SS: $-23,693 (+$9,130 vs today)
Do-nothing baseline at SS: $-1,848 (this trade vs do-nothing: $-21,845, the opportunity cost of earning $3,750/mo FIGHT income now)
🎯 50% normal5 × $17524 Jul7d5.2%72%43%+10pp$1,415$6,064$25,864
Sell 5 × $175 5.2% OTM over spot $166.28 24 Jul 2026 (7d, $3.14 mid)
= $1,415 credit for the 7d cycle → $6,064/mo projected
Survival (stays ≤ $175)
72%
Breach risk
28%
POP (stays ≤ $178.14)
78%
EV / mo
+$1,413
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
60% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~3.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,292/mo
median; plan ~$1,559/mo after 68% keep · $13,105 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.5], measured ONLY among the 60% 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)
43%
Flat exit net (mid-life)
-$1,102
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$214 @ 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: $7.12/sh now → $5.03 mid-life (likely $5.88–$8.67)≈ $0 at expiry  |  you banked $2.83/sh, so a flat mid-life exit nets -$2.20/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,277 simulated challenges: the $175 strike is typically first touched on day 3 of 7, at $179 (overshoots $3.67). 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)~$17531 Jul 202610d left+$3.70/sh+$1,852
cycle +$3,267
[+$1,412…+$1,813] · 100% credit
67%
surv 53%
-$25,001 NOT
cap gain +$7,821
Reliable up-and-out (highest cap still free ≥60%)~$18914 Aug 202624d left+$1.49/sh+$744
cycle +$2,159
[-$197…+$588] · 64% credit
76%
surv 70%
-$18,944 NOT
cap gain +$13,878
Up-and-out for even (raise the cap, free)~$18431 Jul 202610d left+$0.48/sh+$240
cycle +$1,655
[-$497…+$71] · 31% credit
75%
surv 67%
-$22,059 NOT
cap gain +$10,764
Max even-money escape in the band~$19414 Aug 202624d left+$0.17/sh+$83
cycle +$1,498
[-$987…-$121] · 20% credit
79%
surv 75%
-$16,996 NOT
cap gain +$15,827
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$21414 Aug 202624d left-$2.75/sh-$1,377
cycle +$38
[-$2,772…-$1,701]
90%
surv 89%
-$8,015 NOT
cap gain +$24,807
budget: banked $1,415 debit $1,377 (97% used ≈ 1.0 wk of income) → whole cycle still +$38 cash · rolled 5 ct earn ≈ $1,425/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$6,064/mo
vs 50% target ($4,955/mo)+22%
vs normal income ($9,911/mo)61% covered
Net income (after hedge)$5,871/mo
Downside budget
⚠ $175 is $55 below CC-SS $229.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$25,864
… as % of IC ($17,000)152.1%
… as % of ML ($77,000)33.6%
Recovery months (at normal income)2.6 mo
Surgical close (5 ct)$-32,978
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 $2.83 collected) or spot ≥ $178.14 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $175)); NOT the premium you collected. Momentum override: two daily closes above $219.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-178.14
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
≥ $178.14
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (≤1σ, normal week)$1,415$-26,853+$5,969+$1,195
+2.5%$179.37 (≤1σ, normal week)$-772$-26,757+$6,066-$992
+5%$183.75 (1.0σ)$-2,960$-26,661+$6,162-$3,180
SS (= V-bounce)$224.00 (3.4σ)$-23,085$-25,775+$7,047-$23,305
V-BOUNCE STRESS (stock → CC-SS $229.56, where you are whole again, by expiry)
Starting unrealized P&L: $-32,822
+ Fortress recovery (un-capped): +$33,034
− CC assignment net of premium (5 × $175): -$25,864
Total Position P&L @ SS: $-25,653 (+$7,170 vs today)
Do-nothing baseline at SS: $-1,848 (this trade vs do-nothing: $-23,805, the opportunity cost of earning $6,064/mo FIGHT income now)
100% normal5 × $167.5024 Jul7d0.7%55%93%+13pp$2,500$10,714+$4,650$28,529
Sell 5 × $167.50 0.7% OTM over spot $166.28 24 Jul 2026 (7d, $5.58 mid)
= $2,500 credit for the 7d cycle → $10,714/mo projected
Survival (stays ≤ $167.50)
55%
Breach risk
45%
POP (stays ≤ $173.07)
68%
EV / mo
+$456
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+13pp
64% whole by 9mo vs 51% doing nothing
FIRE DRILLS
~9.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,811/mo
median; plan ~$1,912/mo after 68% keep · $14,400 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.2 mo [1.2-4.1], 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)
74%
Flat exit net (mid-life)
+$91
Free roll-up
+$9/wk
Safest escape (by 14 Aug 2026)
$206 @ 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: $6.81/sh now → $4.82 mid-life (likely $6.63–$9.66)≈ $0 at expiry  |  you banked $5.00/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,221 simulated challenges: the $168 strike is typically first touched on day 2 of 7, at $172 (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)~$16831 Jul 202610d left+$3.74/sh+$1,868
cycle +$4,368
[+$1,278…+$1,602] · 100% credit
67%
surv 53%
-$27,815 NOT
cap gain +$5,008
Reliable up-and-out (highest cap still free ≥60%)~$17614 Aug 202624d left+$3.15/sh+$1,574
cycle +$4,074
[+$488…+$1,094] · 90% credit
73%
surv 65%
-$23,554 NOT
cap gain +$9,268
Up-and-out for even (raise the cap, free)~$17631 Jul 202610d left+$0.53/sh+$263
cycle +$2,763
[-$684…-$80] · 15% credit
75%
surv 67%
-$24,865 NOT
cap gain +$7,957
Max even-money escape in the band~$18614 Aug 202624d left+$0.23/sh+$114
cycle +$2,614
[-$1,306…-$449] · 7% credit
80%
surv 75%
-$19,795 NOT
cap gain +$13,028
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$20614 Aug 202624d left-$2.64/sh-$1,319
cycle +$1,181
[-$3,170…-$2,008]
90%
surv 89%
-$10,788 NOT
cap gain +$22,035
budget: banked $2,500 debit $1,319 (53% used ≈ 0.5 wk of income) → whole cycle still +$1,181 cash · rolled 5 ct earn ≈ $1,362/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$10,714/mo
vs 50% target ($4,955/mo)+116%
vs normal income ($9,911/mo)108% covered
Net income (after hedge)$10,521/mo
Downside budget
⚠ $167.50 is $62 below CC-SS $229.56: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,529
… as % of IC ($17,000)167.8%
… as % of ML ($77,000)37.1%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-33,110
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.25/sh (~25% of the $5.00 collected) or spot ≥ $173.07 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected. Momentum override: two daily closes above $219.14 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-173.07
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
≥ $173.07
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 1.04 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (≤1σ, normal week)$2,500$-29,683+$3,139+$2,280
+2.5%$171.69 (≤1σ, normal week)$406$-29,591+$3,232+$186
+5%$175.88 (≤1σ, normal week)$-1,688$-29,499+$3,324-$1,908
SS (= V-bounce)$224.00 (3.4σ)$-25,750$-28,440+$4,382-$25,970
V-BOUNCE STRESS (stock → CC-SS $229.56, where you are whole again, by expiry)
Starting unrealized P&L: $-32,822
+ Fortress recovery (un-capped): +$33,034
− CC assignment net of premium (5 × $167.50): -$28,529
Total Position P&L @ SS: $-28,318 (+$4,505 vs today)
Do-nothing baseline at SS: $-1,848 (this trade vs do-nothing: $-26,470, the opportunity cost of earning $10,714/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 (18 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 18 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: 1.044 (IBKR)  |  Recovery@SS: +$33,034 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-1,848

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1757d24 Jul 2026$2.835/5$6,064$5,87172%78%+$1,413-$25,864152.1%$-25,653 (vs do-nothing $-23,805)
$18014d31 Jul 2026$4.955/5$5,304$5,11172%78%+$996-$22,304131.2%$-22,093 (vs do-nothing $-20,245)
$177.5014d31 Jul 2026$5.755/5$6,161$5,96869%76%+$1,135-$23,154136.2%$-22,943 (vs do-nothing $-21,095)
$172.507d24 Jul 2026$3.504/5$6,000$5,90167%75%+$1,077-$21,423126.0%$-21,624 (vs do-nothing $-19,776)
$17514d31 Jul 2026$6.604/5$5,657$5,55966%74%+$982-$19,183112.8%$-19,384 (vs do-nothing $-17,536)
$17521d7 Aug 2026$7.605/5$5,429$5,23665%74%+$774-$23,479138.1%$-23,268 (vs do-nothing $-21,420)
$172.5014d31 Jul 2026$7.204/5$6,171$6,07362%73%+$757-$19,943117.3%$-20,144 (vs do-nothing $-18,296)
$172.5021d7 Aug 2026$8.405/5$6,000$5,80762%72%+$709-$24,329143.1%$-24,118 (vs do-nothing $-22,270)
$1707d24 Jul 2026$4.553/5$5,850$5,84661%72%+$1,042-$16,50297.1%$-17,115 (vs do-nothing $-15,267)
$17014d31 Jul 2026$8.503/5$5,464$5,46059%71%+$780-$15,31790.1%$-15,930 (vs do-nothing $-14,082)
$17021d7 Aug 2026$9.604/5$5,486$5,38758%71%+$690-$19,983117.5%$-20,184 (vs do-nothing $-18,336)
$17028d14 Aug 2026$10.855/5$5,812$5,62058%71%+$814-$24,354143.3%$-24,143 (vs do-nothing $-22,295)
$167.5014d31 Jul 2026$9.253/5$5,946$5,94255%69%+$568-$15,84293.2%$-16,455 (vs do-nothing $-14,607)
Show 5 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$167.507d24 Jul 2026$5.003/5$6,429$6,42455%68%+$274-$17,117100.7%$-17,730 (vs do-nothing $-15,882)
$16528d14 Aug 2026$12.954/5$5,550$5,45152%68%+$570-$20,643121.4%$-20,844 (vs do-nothing $-18,996)
$16521d7 Aug 2026$11.753/5$5,036$5,03152%68%+$468-$15,84293.2%$-16,455 (vs do-nothing $-14,607)
$16514d31 Jul 2026$10.453/5$6,718$6,71451%67%+$570-$16,23295.5%$-16,845 (vs do-nothing $-14,997)
$1657d24 Jul 2026$6.202/5$5,314$5,40449%65%+$151-$11,67268.7%$-12,696 (vs do-nothing $-10,848)

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 21:37