FORTRESS FIGHT: QCOM @ $149.13

BE SS: $224.00  |  CC-SS: $221.94  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-30 19:14

QCOM @ $149.13   UNDERWATER $74.87 (33.4% below BE SS)

5 contracts (500 sh)  |  BE SS: $224.00  |  CC-SS: $221.94 (banked floor $220.71)  |  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$11,200/mo95% ann ROI on ML
Hedge rolling cost$378/mo
Unrealized P&L$-38,110fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$5,600/mo
HEDGE COVER
$378/mo
NORMAL INCOME
$11,200/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 $221.94 (probe: $220C 15d) brings only $100/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
$644
Hole (after banked)
$37,466
was $38,110 · 2% earned back
Cycles closed
9
Credit in flight
$1,535
CC-SS · banked floor (info)
$221.94 → $220.71
? 1 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
Open legAcctCredit/shIn flightOpened
5x $207.5C 7 Aug 2026U18827291$3.07$1,5352026-07-22
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 31 (live) · RSI 44 · MACD bearish, hist falling
DAILYFALLING (provisional) · RSI 27 · %B -10 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $255.83 (+72%) · daily UBB $195.64 · 1-wk expected move ±$15 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-11-04: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 5 contracts at $170 / 8d. This is the safest strike (survival 90%, breach 10%) that still earns 50% of normal income ($5,600/mo); it brings $5,812/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 × $157.50/8d for $13,500/mo, but breach risk rises to 28% (+19pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 3 × $202.50/8d (99+% survival, $394/mo).
Downside anchor: the primary mortgages $24,420 (144% of IC) ONLY on a full V-bounce all the way to SS $224, recoverable in 2.2 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-38,360 and cuts bleed by $378/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 · 7 Aug 2026 (8d) · sell 5 × $170, 90% survival, $5,812/mo (E[net] $2,830/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆7 Aug 2026 · 8d5 × $17090%$5,812$2,830
E[net] arithmetic on the grand pick: keep $1,550 with probability 87%; on the 13% touch you roll, paying $5,260 to close and taking $905 back from the best priced door (net cash $4,355) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 7 Aug 2026 · 8d · E[net] $2,830/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $170 (50% normal), 90% survival, breach 10%, $5,812/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $175 rung (33% normal) lifts survival to 94% (breach 10% → 6%) for $1,631/mo less (28% income) buys safety you do not really need here.
QCOM  spot $149.13 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
cover hedge3 × $202.507 Aug8d35.8%99+%hist 100%0%hist 1%+0pp$105$394-$5,419$5,727
Sell 3 × $202.50 35.8% OTM over spot $149.13 7 Aug 2026 (8d, $1.24 mid)
= $105 credit for the 8d cycle → $394/mo projected
Survival (stays ≤ $202.50)
99+%
Breach risk
0%
POP (stays ≤ $203.74)
99+%
EV / mo
+$392
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+0pp
31% whole by 9mo vs 31% doing nothing
FIRE DRILLS
~0.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$-303/mo
median; plan ~$-206/mo after 68% keep · $-2,728 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.6 mo [2.2-6.0], measured ONLY among the 31% 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)
-$3,655
Free roll-up
none
Safest escape (by 21 Aug 2026)
$203 @ 72% POP
54% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $17.72/sh now → $12.53 mid-life → ≈ $0 at expiry  |  you banked $0.35/sh, so a flat mid-life exit nets -$12.18/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (3 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$20214 Aug 202611d left-$2.04/sh-$612
cycle -$507
71%
surv 52%
-$14,578 NOT
cap gain +$23,532
Max even-money escape in the band~$20321 Aug 202618d left+$0.14/sh+$43
cycle +$148
72%
surv 54%
-$13,532 NOT
cap gain +$24,578
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$394/mo
vs 50% target ($5,600/mo)-93%
vs normal income ($11,200/mo)4% covered
Net income (after hedge)$60/mo
Downside budget
⚠ $202.50 is $19 below CC-SS $221.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$5,727
… as % of IC ($17,000)33.7%
… as % of ML ($77,000)7.4%
Recovery months (at normal income)0.5 mo
Surgical close (3 ct)$-23,133
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.09/sh (~25% of the $0.35 collected) or spot ≥ $203.74 (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 $195.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $200.47Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$200-203.74
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
≥ $203.74
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$202.50 (3.4σ)$105$-13,966+$24,144+$72
+2.5%$207.56 (3.7σ)$-1,414$-13,207+$24,903-$1,447
+5%$212.62 (4.0σ)$-2,932$-12,448+$25,662-$2,966
SS (= V-bounce)$224.00 (4.8σ)$-6,345$-10,741+$27,369-$6,378
V-BOUNCE STRESS (stock → CC-SS $221.94, where you are whole again, by expiry)
Starting unrealized P&L: $-38,110
+ Fortress recovery (un-capped): +$32,764
− CC assignment net of premium (3 × $202.50): -$5,727
+ Conservative CC premium (2 × $225): +$22
Total Position P&L @ SS: $-11,051 (+$27,059 vs today)
Do-nothing baseline at SS: $-5,291 (this trade vs do-nothing: $-5,760, the opportunity cost of earning $394/mo FIGHT income now)
33% normal5 × $1757 Aug8d17.3%94%hist 100%12%hist 5%+6pp$1,115$4,181-$1,631$22,355
Sell 5 × $175 17.3% OTM over spot $149.13 7 Aug 2026 (8d, $2.49 mid)
= $1,115 credit for the 8d cycle → $4,181/mo projected
Survival (stays ≤ $175)
94%
Breach risk
6%
POP (stays ≤ $177.49)
96%
EV / mo
+$3,782
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
42% whole by 9mo vs 36% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,008/mo
median; plan ~$685/mo after 68% keep · $6,719 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.3-5.5], measured ONLY among the 42% 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)
8%
Flat exit net (mid-life)
-$4,300
Free roll-up
none
Safest escape (by 21 Aug 2026)
$181 @ 76% POP
62% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $15.31/sh now → $10.83 mid-life (likely $8.42–$15.16)≈ $0 at expiry  |  you banked $2.23/sh, so a flat mid-life exit nets -$8.60/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 254 simulated challenges: the $175 strike is typically first touched on day 6 of 8, at $179 (overshoots $3.77). 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
Reliable up-and-out (highest cap still free ≥60%)~$17621 Aug 202618d left+$1.60/sh+$799
cycle +$1,914
[-$27…+$2,070] · 75% credit
73%
surv 54%
-$24,163 NOT
cap gain +$13,947
Max even-money escape in the band~$17821 Aug 202618d left+$0.13/sh+$64
cycle +$1,179
[-$926…+$1,245] · 56% credit
74%
surv 58%
-$23,773 NOT
cap gain +$14,337
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$18121 Aug 202618d left-$0.63/sh-$313
cycle +$802
[-$1,338…+$810] · 42% credit
76%
surv 62%
-$23,025 NOT
cap gain +$15,085
budget: banked $1,115 debit $313 (28% used ≈ 0.3 wk of income) → whole cycle still +$802 cash · rolled 5 ct earn ≈ $8,504/mo while parked; 0 ct free to re-sell
Roll out (same strike, buy time)~$17514 Aug 202611d left-$0.63/sh-$317
cycle +$798
[-$1,239…+$752] · 42% credit
71%
surv 52%
-$25,670 NOT
cap gain +$12,440
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$4,181/mo
vs 50% target ($5,600/mo)-25%
vs normal income ($11,200/mo)37% covered
Net income (after hedge)$3,803/mo
Downside budget
⚠ $175 is $47 below CC-SS $221.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$22,355
… as % of IC ($17,000)131.5%
… as % of ML ($77,000)29.0%
Recovery months (at normal income)2.0 mo
Surgical close (5 ct)$-38,240
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.23 collected) or spot ≥ $177.49 (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 $195.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $173.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$173-177.49
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
≥ $177.49
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 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$175.00 (1.6σ)$1,115$-25,354+$12,756+$1,060
+2.5%$179.37 (1.9σ)$-1,072$-25,572+$12,538-$1,127
+5%$183.75 (2.2σ)$-3,260$-25,791+$12,319-$3,315
SS (= V-bounce)$224.00 (4.8σ)$-23,385$-27,803+$10,307-$23,440
V-BOUNCE STRESS (stock → CC-SS $221.94, where you are whole again, by expiry)
Starting unrealized P&L: $-38,110
+ Fortress recovery (un-capped): +$32,764
− CC assignment net of premium (5 × $175): -$22,355
Total Position P&L @ SS: $-27,700 (+$10,410 vs today)
Do-nothing baseline at SS: $-5,291 (this trade vs do-nothing: $-22,410, the opportunity cost of earning $4,181/mo FIGHT income now)
🎯 50% normal5 × $1707 Aug8d14.0%90%hist 100%20%hist 5%+9pp$1,550$5,812$24,420
Sell 5 × $170 14.0% OTM over spot $149.13 7 Aug 2026 (8d, $3.60 mid)
= $1,550 credit for the 8d cycle → $5,812/mo projected
Survival (stays ≤ $170)
90%
Breach risk
10%
POP (stays ≤ $173.60)
93%
EV / mo
+$4,963
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
46% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,805/mo
median; plan ~$1,228/mo after 68% keep · $12,163 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.5], measured ONLY among the 46% 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)
-$3,710
Free roll-up
none
Safest escape (by 21 Aug 2026)
$178 @ 77% POP
66% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.87/sh now → $10.52 mid-life (likely $9.32–$15.01)≈ $0 at expiry  |  you banked $3.10/sh, so a flat mid-life exit nets -$7.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $170 strike is typically first touched on day 5 of 8, at $173 (overshoots $3.33). 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
Reliable up-and-out (highest cap still free ≥60%)~$17121 Aug 202618d left+$1.81/sh+$905
cycle +$2,455
[-$78…+$1,855] · 73% credit
73%
surv 54%
-$25,872 NOT
cap gain +$12,238
Max even-money escape in the band~$17321 Aug 202618d left+$0.34/sh+$172
cycle +$1,722
[-$905…+$1,045] · 50% credit
74%
surv 58%
-$25,480 NOT
cap gain +$12,630
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$17014 Aug 202611d left-$0.42/sh-$208
cycle +$1,342
[-$1,199…+$576] · 39% credit
71%
surv 52%
-$27,377 NOT
cap gain +$10,733
Safety roll (pay small debit, max POP)~$17821 Aug 202618d left-$2.44/sh-$1,222
cycle +$328
[-$2,455…-$482] · 17% credit
77%
surv 66%
-$24,624 NOT
cap gain +$13,486
budget: banked $1,550 debit $1,222 (79% used ≈ 0.9 wk of income) → whole cycle still +$328 cash · rolled 5 ct earn ≈ $6,730/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$5,812/mo
vs 50% target ($5,600/mo)+4%
vs normal income ($11,200/mo)52% covered
Net income (after hedge)$5,434/mo
Downside budget
⚠ $170 is $52 below CC-SS $221.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,420
… as % of IC ($17,000)143.6%
… as % of ML ($77,000)31.7%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-38,360
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.78/sh (~25% of the $3.10 collected) or spot ≥ $173.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $195.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-173.60
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
≥ $173.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (1.3σ)$1,550$-27,168+$10,942+$1,495
+2.5%$174.25 (1.6σ)$-575$-27,381+$10,729-$630
+5%$178.50 (1.9σ)$-2,700$-27,594+$10,516-$2,755
SS (= V-bounce)$224.00 (4.8σ)$-25,450$-29,868+$8,242-$25,505
V-BOUNCE STRESS (stock → CC-SS $221.94, where you are whole again, by expiry)
Starting unrealized P&L: $-38,110
+ Fortress recovery (un-capped): +$32,764
− CC assignment net of premium (5 × $170): -$24,420
Total Position P&L @ SS: $-29,765 (+$8,345 vs today)
Do-nothing baseline at SS: $-5,291 (this trade vs do-nothing: $-24,475, the opportunity cost of earning $5,812/mo FIGHT income now)
🛡 safe yield5 × $1707 Aug8d14.0%90%hist 100%20%hist 5%+9pp$1,550$5,812+$0$24,420
Sell 5 × $170 14.0% OTM over spot $149.13 7 Aug 2026 (8d, $3.60 mid)
= $1,550 credit for the 8d cycle → $5,812/mo projected
Survival (stays ≤ $170)
90%
Breach risk
10%
POP (stays ≤ $173.60)
93%
EV / mo
+$4,963
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
46% whole by 9mo vs 37% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,805/mo
median; plan ~$1,228/mo after 68% keep · $12,163 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.5 mo [2.1-5.5], measured ONLY among the 46% 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)
-$3,710
Free roll-up
none
Safest escape (by 21 Aug 2026)
$178 @ 77% POP
66% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $14.87/sh now → $10.52 mid-life (likely $9.32–$15.01)≈ $0 at expiry  |  you banked $3.10/sh, so a flat mid-life exit nets -$7.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 404 simulated challenges: the $170 strike is typically first touched on day 5 of 8, at $173 (overshoots $3.33). 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
Reliable up-and-out (highest cap still free ≥60%)~$17121 Aug 202618d left+$1.81/sh+$905
cycle +$2,455
[-$78…+$1,855] · 73% credit
73%
surv 54%
-$25,872 NOT
cap gain +$12,238
Max even-money escape in the band~$17321 Aug 202618d left+$0.34/sh+$172
cycle +$1,722
[-$905…+$1,045] · 50% credit
74%
surv 58%
-$25,480 NOT
cap gain +$12,630
SS $224 not reachable for even money within 45d; this is the ceiling of the free ladder
Roll out (same strike, buy time)~$17014 Aug 202611d left-$0.42/sh-$208
cycle +$1,342
[-$1,199…+$576] · 39% credit
71%
surv 52%
-$27,377 NOT
cap gain +$10,733
Safety roll (pay small debit, max POP)~$17821 Aug 202618d left-$2.44/sh-$1,222
cycle +$328
[-$2,455…-$482] · 17% credit
77%
surv 66%
-$24,624 NOT
cap gain +$13,486
budget: banked $1,550 debit $1,222 (79% used ≈ 0.9 wk of income) → whole cycle still +$328 cash · rolled 5 ct earn ≈ $6,730/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$5,812/mo
vs 50% target ($5,600/mo)+4%
vs normal income ($11,200/mo)52% covered
Net income (after hedge)$5,434/mo
Downside budget
⚠ $170 is $52 below CC-SS $221.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$24,420
… as % of IC ($17,000)143.6%
… as % of ML ($77,000)31.7%
Recovery months (at normal income)2.2 mo
Surgical close (5 ct)$-38,360
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.78/sh (~25% of the $3.10 collected) or spot ≥ $173.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $170)); NOT the premium you collected. Momentum override: two daily closes above $195.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $168.30Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$168-173.60
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
≥ $173.60
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$170.00 (1.3σ)$1,550$-27,168+$10,942+$1,495
+2.5%$174.25 (1.6σ)$-575$-27,381+$10,729-$630
+5%$178.50 (1.9σ)$-2,700$-27,594+$10,516-$2,755
SS (= V-bounce)$224.00 (4.8σ)$-25,450$-29,868+$8,242-$25,505
V-BOUNCE STRESS (stock → CC-SS $221.94, where you are whole again, by expiry)
Starting unrealized P&L: $-38,110
+ Fortress recovery (un-capped): +$32,764
− CC assignment net of premium (5 × $170): -$24,420
Total Position P&L @ SS: $-29,765 (+$8,345 vs today)
Do-nothing baseline at SS: $-5,291 (this trade vs do-nothing: $-24,475, the opportunity cost of earning $5,812/mo FIGHT income now)
100% normal5 × $157.507 Aug8d5.6%72%hist 96%59%hist 43%+34pp$3,600$13,500+$7,688$28,620
Sell 5 × $157.50 5.6% OTM over spot $149.13 7 Aug 2026 (8d, $7.70 mid)
= $3,600 credit for the 8d cycle → $13,500/mo projected
Survival (stays ≤ $157.50)
72%
Breach risk
28%
POP (stays ≤ $165.20)
85%
EV / mo
+$9,237
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+34pp
65% whole by 9mo vs 32% doing nothing
FIRE DRILLS
~3.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$4,424/mo
median; plan ~$3,008/mo after 68% keep · $26,271 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.7 mo [2.1-5.3], 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)
46%
Flat exit net (mid-life)
-$1,273
Free roll-up
+$1/wk
Safest escape (by 21 Aug 2026)
$186 @ 90% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $13.78/sh now → $9.75 mid-life (likely $11.29–$16.38)≈ $0 at expiry  |  you banked $7.20/sh, so a flat mid-life exit nets -$2.55/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,377 simulated challenges: the $158 strike is typically first touched on day 4 of 8, at $161 (overshoots $3.33). 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)~$15814 Aug 202611d left+$0.08/sh+$38
cycle +$3,638
[-$1,561…-$215] · 21% credit
71%
surv 52%
-$30,705 NOT
cap gain +$7,405
Max even-money escape in the band~$16321 Aug 202618d left+$0.05/sh+$26
cycle +$3,626
[-$1,740…-$267] · 20% credit
76%
surv 63%
-$28,076 NOT
cap gain +$10,034
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)~$15814 Aug 202611d left+$0.01/sh+$3
cycle +$3,603
[-$1,562…-$253] · 19% credit
72%
surv 54%
-$30,349 NOT
cap gain +$7,761
Safety roll (pay small debit, max POP)~$18621 Aug 202618d left-$7.12/sh-$3,561
cycle +$39
[-$6,207…-$4,187]
90%
surv 88%
-$21,538 NOT
cap gain +$16,572
budget: banked $3,600 debit $3,561 (99% used ≈ 1.1 wk of income) → whole cycle still +$39 cash · rolled 5 ct earn ≈ $2,187/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$13,500/mo
vs 50% target ($5,600/mo)+141%
vs normal income ($11,200/mo)121% covered
Net income (after hedge)$13,122/mo
Downside budget
⚠ $157.50 is $64 below CC-SS $221.94: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$28,620
… as % of IC ($17,000)168.4%
… as % of ML ($77,000)37.2%
Recovery months (at normal income)2.6 mo
Surgical close (5 ct)$-38,360
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $1.80/sh (~25% of the $7.20 collected) or spot ≥ $165.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $158)); NOT the premium you collected. Momentum override: two daily closes above $195.64 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $155.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$156-165.20
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
≥ $165.20
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.90 (fallback)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$3,600$-30,744+$7,366+$3,545
+2.5%$161.44 (≤1σ, normal week)$1,631$-30,940+$7,170+$1,576
+5%$165.38 (1.0σ)$-338$-31,137+$6,973-$392
SS (= V-bounce)$224.00 (4.8σ)$-29,650$-34,068+$4,042-$29,705
V-BOUNCE STRESS (stock → CC-SS $221.94, where you are whole again, by expiry)
Starting unrealized P&L: $-38,110
+ Fortress recovery (un-capped): +$32,764
− CC assignment net of premium (5 × $157.50): -$28,620
Total Position P&L @ SS: $-33,965 (+$4,145 vs today)
Do-nothing baseline at SS: $-5,291 (this trade vs do-nothing: $-28,675, the opportunity cost of earning $13,500/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 (3 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: 0.900 (fallback)  |  Recovery@SS: +$32,764 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-5,291

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1708d7 Aug 2026$3.105/5$5,812$5,43490%93%+$4,963-$24,420143.6%$-29,765 (vs do-nothing $-24,475)
$167.508d7 Aug 2026$3.555/5$6,656$6,27888%92%+$5,445-$25,445149.7%$-30,790 (vs do-nothing $-25,500)
$1658d7 Aug 2026$4.404/5$6,600$6,24484%90%+$5,240-$21,016123.6%$-26,351 (vs do-nothing $-21,060)
$162.508d7 Aug 2026$4.954/5$7,425$7,06981%88%+$5,547-$21,796128.2%$-27,131 (vs do-nothing $-21,840)
$1608d7 Aug 2026$5.853/5$6,581$6,24776%86%+$4,667-$16,82799.0%$-22,151 (vs do-nothing $-16,860)
$162.5015d14 Aug 2026$6.105/5$6,100$5,72274%82%+$3,172-$26,670156.9%$-32,015 (vs do-nothing $-26,725)
$157.508d7 Aug 2026$7.203/5$8,100$7,76672%85%+$5,542-$17,172101.0%$-22,496 (vs do-nothing $-17,205)
$16015d14 Aug 2026$7.154/5$5,720$5,36471%81%+$2,887-$21,916128.9%$-27,251 (vs do-nothing $-21,960)
$157.5015d14 Aug 2026$7.954/5$6,360$6,00467%79%+$2,952-$22,596132.9%$-27,931 (vs do-nothing $-22,640)
$1558d7 Aug 2026$7.952/5$5,962$5,65066%82%+$3,721-$11,79869.4%$-17,111 (vs do-nothing $-11,820)
$157.5022d21 Aug 2026$8.805/5$6,000$5,62266%78%+$2,480-$27,820163.6%$-33,165 (vs do-nothing $-27,875)
$15515d14 Aug 2026$9.054/5$7,240$6,88463%78%+$3,167-$23,156136.2%$-28,491 (vs do-nothing $-23,200)
$15522d21 Aug 2026$10.904/5$5,945$5,58962%77%+$2,652-$22,416131.9%$-27,751 (vs do-nothing $-22,460)
Show 6 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$152.508d7 Aug 2026$9.052/5$6,788$6,47660%80%+$3,890-$12,07871.0%$-17,391 (vs do-nothing $-12,100)
$152.5015d14 Aug 2026$9.903/5$5,940$5,60659%76%+$2,313-$17,862105.1%$-23,186 (vs do-nothing $-17,895)
$152.5022d21 Aug 2026$11.604/5$6,327$5,97159%75%+$2,495-$23,136136.1%$-28,471 (vs do-nothing $-23,180)
$15022d21 Aug 2026$13.054/5$7,118$6,76255%74%+$2,685-$23,556138.6%$-28,891 (vs do-nothing $-23,600)
$15015d14 Aug 2026$11.203/5$6,720$6,38655%74%+$2,444-$18,222107.2%$-23,546 (vs do-nothing $-18,255)
$1508d7 Aug 2026$10.152/5$7,612$7,30054%79%+$3,927-$12,35872.7%$-17,671 (vs do-nothing $-12,380)

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%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). 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 v6.3  |  2026-07-30 19:14