FORTRESS FIGHT: RIOT @ $21.04

BE SS: $23.65  |  CC-SS: $21.04  |  50 contracts (5,000 sh)  |  2026-07-09 03:37 |  ⌂ PORTFOLIO

RIOT @ $21.04   UNDERWATER $2.61 (11.0% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $23.65  |  CC-SS: $21.04  |  IV: HIGH  |  Accounts: Joint:1782

LC: $17 exp 2027-01-15 (entry $3.213/sh)
SP: $40 exp 2027-01-15 (entry $25.962/sh)
HP: $17 exp 2027-01-15 (entry $5.869/sh)

Economics

Max Loss$30,601(ND $-16.88 + SW $23) x 5000
Normal income ref$16,100/mo95% ann ROI on ML
Hedge rolling cost$2,605/mo
Unrealized P&L$350fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,050/mo
HEDGE COVER
$2,605/mo
NORMAL INCOME
$16,100/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
1.9 mo to earn back $30,601
NOT a deep drawdown: a CC at CC-SS $21.04 (probe: $21C 15d) still earns $16,100/mo (100% of normal). Sell the normal CC at/above CC-SS; a FIGHT CC below it is not needed here.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole, so CC-SS ratchets down (seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$500
Hole (after banked)
$0
Cycles closed
1
Credit in flight
$0
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 54 (live) · RSI 51 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 32 · %B 6 · hist falling (nightly)
LEVELSUpper BB (CC ceiling) $30.84 (+47%) · daily UBB $31.17 · 1-wk expected move ±$3 (chain IV)
SETUPNo tilt: engine default. (advisory; floors and picks are chain-only)
⚠ Next earnings 2026-07-31: candidates whose expiry crosses it are flagged in the spectrum; EV is unreliable across earnings.
INTERPRETATION
Primary: 41 contracts at $23 / 8d. This is the safest strike (survival 76%, breach 24%) that still earns 50% of normal income ($8,050/mo); it brings $8,149/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 35 × $21/8d for $16,537/mo, but breach risk rises to 48% (+24pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 44 × $25.50/8d (92% survival, $2,640/mo).
Downside anchor: the primary mortgages $0 (0% of IC) ONLY on a full V-bounce all the way to SS $24, recoverable in 0.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 41 contracts realizes $226 and cuts bleed by $2,136/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 50 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 17 Jul 2026 (8d) · sell 41 × $23, 76% survival, $8,149/mo (E[net] $2,064/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆17 Jul 2026 · 8d41 × $2376%$8,149$2,064

📅 NEXT FRIDAY · 17 Jul 2026 · 8d · E[net] $2,064/mo 🏆 GRAND PICK

🎯 Engine pick: sell 41 × $23 (primary), 76% survival, breach 24%, $8,149/mo.
⚖️ Worth a safer step: the $24 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $2,828/mo less (35% 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 $24 rung, unless you need the income to cover the hedge bleed, or you expect RIOT to stay flat-to-down near term.
RIOT  spot $21.04 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge44 × $25.5017 Jul8d21.2%92%16%$704$2,640-$5,509$0
Sell 44 × $25.50 21.2% OTM over spot $21.04 17 Jul 2026 (8d, $0.18 mid)
= $704 credit for the 8d cycle → $2,640/mo projected
Survival (stays ≤ $25.50)
92%
Breach risk
8%
POP (stays ≤ $25.68)
93%
EV / mo
+$1,555
🛡 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)
-$4,788
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$27 @ 74% POP
65% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 44 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: $1.76/sh now → $1.25 mid-life (likely $1.05–$1.79)≈ $0 at expiry  |  you banked $0.16/sh, so a flat mid-life exit nets -$1.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 322 simulated challenges: the $26 strike is typically first touched on day 6 of 8, at $26 (overshoots $0.72). 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 (44 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2624 Jul 202611d left+$0.63/sh+$2,792
cycle +$3,496
[+$2,657…+$3,958] · 100% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$2624 Jul 202611d left+$0.20/sh+$901
cycle +$1,605
[+$467…+$1,728] · 92% credit
72%
surv 62%
Max even-money escape in the band~$2624 Jul 202611d left+$0.20/sh+$901
cycle +$1,605
[+$467…+$1,728] · 92% credit
72%
surv 62%
Safety roll (pay small debit, max POP)~$2724 Jul 202611d left-$0.01/sh-$32
cycle +$672
[-$675…+$703] · 51% credit
74%
surv 65%
budget: banked $704 debit $32 (5% used ≈ 0.1 wk of income) → whole cycle still +$672 cash · rolled 44 ct earn ≈ $14,889/mo while parked; 6 ct free to re-sell
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,640/mo
vs 50% target ($8,050/mo)-67%
vs normal income ($16,100/mo)16% covered
Net income (after hedge)$911/mo
Downside budget
✓ $25.50 is at/above CC-SS $21.04: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($0)0.0%
… as % of ML ($30,601)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (44 ct)$220
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.04/sh (~25% of the $0.16 collected) or spot ≥ $25.68 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $31.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.68
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
≥ $25.68
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 1.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (1.5σ)$704$28,301+$27,951+$6,292
+2.5%$26.14 (1.7σ)$-2,101$29,117+$28,767+$6,292
+5%$26.78 (2.0σ)$-4,906$29,933+$29,583+$6,292
V-BOUNCE STRESS (stock → CC-SS $21.04, where you are whole again, by expiry)
Starting unrealized P&L: $350
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (44 × $25.50): -$0
+ Conservative CC premium (6 × $23.50): +$438
Total Position P&L @ SS: $788 (+$438 vs today)
Do-nothing baseline at SS: $4,000 (this trade vs do-nothing: $-3,212, the opportunity cost of earning $2,640/mo FIGHT income now)
🛡 safe yield50 × $2517 Jul8d18.8%90%20%$1,000$3,750-$4,399$0
Sell 50 × $25 18.8% OTM over spot $21.04 17 Jul 2026 (8d, $0.23 mid)
= $1,000 credit for the 8d cycle → $3,750/mo projected
Survival (stays ≤ $25)
90%
Breach risk
10%
POP (stays ≤ $25.23)
91%
EV / mo
+$2,065
🛡 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)
14%
Flat exit net (mid-life)
-$5,049
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$27 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 50 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: $1.71/sh now → $1.21 mid-life (likely $1.07–$1.78)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 416 simulated challenges: the $25 strike is typically first touched on day 5 of 8, at $26 (overshoots $0.71). 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 (50 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2524 Jul 202611d left+$0.62/sh+$3,076
cycle +$4,076
[+$2,773…+$3,970] · 100% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$2624 Jul 202611d left+$0.19/sh+$933
cycle +$1,933
[+$330…+$1,712] · 88% credit
72%
surv 62%
Max even-money escape in the band~$2624 Jul 202611d left+$0.19/sh+$933
cycle +$1,933
[+$330…+$1,712] · 88% credit
72%
surv 62%
Safety roll (pay small debit, max POP)~$2724 Jul 202611d left-$0.18/sh-$900
cycle +$100
[-$1,875…-$293] · 18% credit
77%
surv 70%
budget: banked $1,000 debit $900 (90% used ≈ 1.0 wk of income) → whole cycle still +$100 cash · rolled 50 ct earn ≈ $14,042/mo while parked; 0 ct free to re-sell
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ($8,050/mo)-53%
vs normal income ($16,100/mo)23% covered
Net income (after hedge)$1,145/mo
Downside budget
✓ $25 is at/above CC-SS $21.04: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($0)0.0%
… as % of ML ($30,601)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (50 ct)$225
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.05/sh (~25% of the $0.20 collected) or spot ≥ $25.23 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); NOT the premium you collected. Momentum override: two daily closes above $31.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.23
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
≥ $25.23
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 1.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (1.3σ)$1,000$26,219+$25,869+$4,850
+2.5%$25.62 (1.6σ)$-2,125$27,019+$26,669+$4,850
+5%$26.25 (1.8σ)$-5,250$27,819+$27,469+$4,850
V-BOUNCE STRESS (stock → CC-SS $21.04, where you are whole again, by expiry)
Starting unrealized P&L: $350
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $25): -$0
Total Position P&L @ SS: $350 (+$0 vs today)
Do-nothing baseline at SS: $4,000 (this trade vs do-nothing: $-3,650, the opportunity cost of earning $3,750/mo FIGHT income now)
33% normal ← lean43 × $2417 Jul8d14.1%85%32%$1,419$5,321-$2,828$0
Sell 43 × $24 14.1% OTM over spot $21.04 17 Jul 2026 (8d, $0.35 mid)
= $1,419 credit for the 8d cycle → $5,321/mo projected
Survival (stays ≤ $24)
85%
Breach risk
15%
POP (stays ≤ $24.35)
87%
EV / mo
+$2,558
🛡 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)
24%
Flat exit net (mid-life)
-$3,461
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$26 @ 77% POP
70% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 43 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: $1.60/sh now → $1.13 mid-life (likely $1.12–$1.77)≈ $0 at expiry  |  you banked $0.33/sh, so a flat mid-life exit nets -$0.80/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 710 simulated challenges: the $24 strike is typically first touched on day 5 of 8, at $25 (overshoots $0.69). 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 (43 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2424 Jul 202611d left+$0.58/sh+$2,483
cycle +$3,902
[+$2,082…+$3,098] · 100% credit
68%
surv 54%
Up-and-out for even (raise the cap, free)~$2524 Jul 202611d left+$0.15/sh+$651
cycle +$2,070
[+$4…+$990] · 75% credit
73%
surv 62%
Max even-money escape in the band~$2524 Jul 202611d left+$0.15/sh+$651
cycle +$2,070
[+$4…+$990] · 75% credit
73%
surv 62%
Safety roll (pay small debit, max POP)~$2624 Jul 202611d left-$0.21/sh-$891
cycle +$528
[-$1,868…-$684] · 10% credit
77%
surv 70%
budget: banked $1,419 debit $891 (63% used ≈ 0.7 wk of income) → whole cycle still +$528 cash · rolled 43 ct earn ≈ $10,878/mo while parked; 7 ct free to re-sell
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$5,321/mo
vs 50% target ($8,050/mo)-34%
vs normal income ($16,100/mo)33% covered
Net income (after hedge)$3,738/mo
Downside budget
✓ $24 is at/above CC-SS $21.04: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($0)0.0%
… as % of ML ($30,601)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (43 ct)$215
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.08/sh (~25% of the $0.33 collected) or spot ≥ $24.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $24)); NOT the premium you collected. Momentum override: two daily closes above $31.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $23.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-24.35
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
≥ $24.35
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 1.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (1.0σ)$1,419$20,519+$20,169+$430
+2.5%$24.60 (1.2σ)$-1,161$21,287+$20,937+$430
+5%$25.20 (1.4σ)$-3,741$22,055+$21,705+$430
V-BOUNCE STRESS (stock → CC-SS $21.04, where you are whole again, by expiry)
Starting unrealized P&L: $350
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (43 × $24): -$0
+ Conservative CC premium (7 × $23.50): +$511
Total Position P&L @ SS: $861 (+$511 vs today)
Do-nothing baseline at SS: $4,000 (this trade vs do-nothing: $-3,139, the opportunity cost of earning $5,321/mo FIGHT income now)
🎯 50% normal41 × $2317 Jul8d9.3%76%37%$2,173$8,149$0
Sell 41 × $23 9.3% OTM over spot $21.04 17 Jul 2026 (8d, $0.55 mid)
= $2,173 credit for the 8d cycle → $8,149/mo projected
Survival (stays ≤ $23)
76%
Breach risk
24%
POP (stays ≤ $23.55)
81%
EV / mo
+$3,146
🛡 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)
37%
Flat exit net (mid-life)
-$2,181
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$26 @ 82% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 41 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: $1.50/sh now → $1.06 mid-life (likely $1.15–$1.76)≈ $0 at expiry  |  you banked $0.53/sh, so a flat mid-life exit nets -$0.53/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,118 simulated challenges: the $23 strike is typically first touched on day 4 of 8, at $24 (overshoots $0.66). 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 (41 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2324 Jul 202611d left+$0.54/sh+$2,217
cycle +$4,390
[+$1,686…+$2,481] · 100% credit
68%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2324 Jul 202611d left+$0.33/sh+$1,345
cycle +$3,518
[+$715…+$1,543] · 97% credit
70%
surv 58%
Up-and-out for even (raise the cap, free)~$2424 Jul 202611d left+$0.12/sh+$482
cycle +$2,655
[-$286…+$576] · 53% credit
73%
surv 63%
Max even-money escape in the band~$2424 Jul 202611d left+$0.12/sh+$482
cycle +$2,655
[-$286…+$576] · 53% credit
73%
surv 63%
reaches SS ✓
Safety roll (pay small debit, max POP)~$2624 Jul 202611d left-$0.48/sh-$1,972
cycle +$201
[-$3,374…-$2,145]
82%
surv 79%
budget: banked $2,173 debit $1,972 (91% used ≈ 1.1 wk of income) → whole cycle still +$201 cash · rolled 41 ct earn ≈ $6,497/mo while parked; 9 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$8,149/mo
vs 50% target ($8,050/mo)+1%
vs normal income ($16,100/mo)51% covered
Net income (after hedge)$6,857/mo
Downside budget
✓ $23 is at/above CC-SS $21.04: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($0)0.0%
… as % of ML ($30,601)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (41 ct)$226
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.53 collected) or spot ≥ $23.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $23)); NOT the premium you collected. Momentum override: two daily closes above $31.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $22.77Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$23-23.55
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
≥ $23.55
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 1.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$23.00 (≤1σ, normal week)$2,173$15,489+$15,139-$820
+2.5%$23.57 (≤1σ, normal week)$-184$16,675+$16,325-$2,870
+5%$24.15 (1.1σ)$-2,542$17,411+$17,061-$2,870
V-BOUNCE STRESS (stock → CC-SS $21.04, where you are whole again, by expiry)
Starting unrealized P&L: $350
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (41 × $23): -$0
+ Conservative CC premium (9 × $23.50): +$657
Total Position P&L @ SS: $1,007 (+$657 vs today)
Do-nothing baseline at SS: $4,000 (this trade vs do-nothing: $-2,993, the opportunity cost of earning $8,149/mo FIGHT income now)
100% normal35 × $2117 Jul8d-0.2%52%99+%$4,410$16,537+$8,389$0
Sell 35 × $21 0.2% ITM over spot $21.04 17 Jul 2026 (8d, $1.29 mid)
= $4,410 credit for the 8d cycle → $16,537/mo projected
Survival (stays ≤ $21)
52%
Breach risk
48%
POP (stays ≤ $22.30)
69%
EV / mo
+$3,227
🛡 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)
100%
Flat exit net (mid-life)
+$1,179
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$26 @ 91% POP
90% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 35 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: $1.30/sh now → $0.92 mid-life → ≈ $0 at expiry  |  you banked $1.26/sh, so a flat mid-life exit nets +$0.34/sh  |  roll rows are incremental, the banked premium stays yours
MoveNew strike ≈New expiryTenorEst netTotal (35 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2124 Jul 202611d left+$0.47/sh+$1,647
cycle +$6,057
68%
surv 53%
Up-and-out for even (raise the cap, free)~$2224 Jul 202611d left+$0.04/sh+$138
cycle +$4,548
74%
surv 64%
Max even-money escape in the band~$2224 Jul 202611d left+$0.04/sh+$138
cycle +$4,548
74%
surv 64%
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2624 Jul 202611d left-$0.71/sh-$2,484
cycle +$1,926
91%
surv 90%
budget: banked $4,410 debit $2,484 (56% used ≈ 0.7 wk of income) → whole cycle still +$1,926 cash · rolled 35 ct earn ≈ $2,036/mo while parked; 15 ct free to re-sell · clears SS ✓
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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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$16,537/mo
vs 50% target ($8,050/mo)+105%
vs normal income ($16,100/mo)103% covered
Net income (after hedge)$16,122/mo
Downside budget
✓ $21 is at/above CC-SS $21.04: assignment is break-even or better.
Cap give-up @ CC-SS (V-bounce)-$0
… as % of IC ($0)0.0%
… as % of ML ($30,601)0.0%
Recovery months (at normal income)0.0 mo
Surgical close (35 ct)$123
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.32/sh (~25% of the $1.26 collected) or spot ≥ $22.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $21)); NOT the premium you collected. Momentum override: two daily closes above $31.17 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $20.79Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$21-22.30
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
≥ $22.30
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 1.26 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$21.00 (≤1σ, normal week)$4,410$5,855+$5,505+$1,855
+2.5%$21.52 (≤1σ, normal week)$2,573$7,063+$6,713+$18
+5%$22.05 (≤1σ, normal week)$735$8,523+$8,173-$1,820
SS (= V-bounce)$23.65 (≤1σ, normal week)$-4,865$12,746+$12,396-$6,895
V-BOUNCE STRESS (stock → CC-SS $21.04, where you are whole again, by expiry)
Starting unrealized P&L: $350
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (35 × $21): -$0
+ Conservative CC premium (15 × $23.50): +$1,095
Total Position P&L @ SS: $1,445 (+$1,095 vs today)
Do-nothing baseline at SS: $4,000 (this trade vs do-nothing: $-2,555, the opportunity cost of earning $16,537/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 RIOT are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (9 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 9 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: 1.256 (IBKR)  |  Recovery@SS: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $4,000

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$238d17 Jul 2026$0.5341/50$8,149$6,85776%81%+$3,146-$00.0%$3,180 (vs do-nothing $-820)
$2315d24 Jul 2026$0.8647/50$8,084$5,91771%78%+$2,080-$00.0%$4,611 (vs do-nothing +$611)
$22.508d17 Jul 2026$0.6733/50$8,291$8,16871%78%+$2,814-$00.0%$3,802 (vs do-nothing $-198)
$22.5015d24 Jul 2026$1.0140/50$8,080$6,93567%76%+$1,789-$00.0%$5,120 (vs do-nothing +$1,120)
$228d17 Jul 2026$0.8326/50$8,092$8,99165%75%+$2,303-$00.0%$4,260 (vs do-nothing +$260)
$2215d24 Jul 2026$1.2134/50$8,228$7,95963%73%+$1,700-$00.0%$5,632 (vs do-nothing +$1,632)
$21.5015d24 Jul 2026$1.4229/50$8,236$8,69758%71%+$1,501-$00.0%$6,001 (vs do-nothing +$2,001)
$2115d24 Jul 2026$1.6525/50$8,250$9,29553%69%+$1,295-$00.0%$6,200 (vs do-nothing +$2,200)
$218d17 Jul 2026$1.2618/50$8,505$10,57252%69%+$1,660-$00.0%$4,882 (vs do-nothing +$882)

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 50 contracts at the conservative CC.

fortress_fight.py v6.0  |  2026-07-09 03:37