FORTRESS FIGHT: RIOT @ $21.84

BE SS: $23.65  |  CC-SS: $21.84  |  50 contracts (5,000 sh)  |  2026-07-10 01:46 |  ⌂ PORTFOLIO

RIOT @ $21.84   UNDERWATER $1.80 (7.6% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $23.65  |  CC-SS: $21.84  |  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$16,821/mo95% ann ROI on ML
Hedge rolling cost$2,421/mo
Unrealized P&L$6,200fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,411/mo
HEDGE COVER
$2,421/mo
NORMAL INCOME
$16,821/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
1.8 mo to earn back $30,601
NOT a deep drawdown: a CC at CC-SS $21.84 (probe: $22C 14d) still earns $16,821/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 57 (live) · RSI 54 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 14 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $30.93 (+42%) · 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: 43 contracts at $24 / 7d. This is the safest strike (survival 79%, breach 21%) that still earns 50% of normal income ($8,411/mo); it brings $8,477/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 44 × $22.50/7d for $17,160/mo, but breach risk rises to 38% (+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 41 × $26.50/7d (93% survival, $2,460/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 43 contracts realizes $5,225 and cuts bleed by $2,082/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 (7d) · sell 43 × $24, 79% survival, $8,477/mo (E[net] $2,298/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 · 7d43 × $2479%$8,477$2,298

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $2,298/mo 🏆 GRAND PICK

🎯 Engine pick: sell 43 × $24 (primary), 79% survival, breach 21%, $8,477/mo.
⚖️ Worth a safer step: the $25 rung (33% normal) lifts survival to 86% (breach 21% → 14%) for $2,884/mo less (34% income), and it still covers your hedge. The pick sits below the ~80% (≈1σ) comfort line; on a drawdown you are nursing back, dodging the frequent breach usually beats the extra premium. Lean: the safer $25 rung, unless you need the income to cover the hedge bleed, or you expect RIOT to stay flat-to-down near term.
RIOT  spot $21.84 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge41 × $26.5017 Jul7d21.3%93%14%$574$2,460-$6,017$0
Sell 41 × $26.50 21.3% OTM over spot $21.84 17 Jul 2026 (7d, $0.16 mid)
= $574 credit for the 7d cycle → $2,460/mo projected
Survival (stays ≤ $26.50)
93%
Breach risk
7%
POP (stays ≤ $26.66)
94%
EV / mo
+$1,479
🛡 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)
-$4,459
Free roll-up
+$2/wk
Safest escape (by 31 Jul 2026)
$31 @ 82% POP
77% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.74/sh now → $1.23 mid-life (likely $1.00–$1.62)≈ $0 at expiry  |  you banked $0.14/sh, so a flat mid-life exit nets -$1.09/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 236 simulated challenges: the $26 strike is typically first touched on day 5 of 7, at $27 (overshoots $0.65). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (41 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2624 Jul 202610d left+$0.70/sh+$2,869
cycle +$3,443
[+$2,889…+$3,957] · 100% credit
69%
surv 53%
Max even-money escape in the band~$3031 Jul 202618d left+$0.15/sh+$601
cycle +$1,175
[+$84…+$1,377] · 78% credit
78%
surv 72%
Up-and-out for even (raise the cap, free)~$2824 Jul 202610d left+$0.01/sh+$59
cycle +$633
[-$362…+$691] · 55% credit
76%
surv 67%
Safety roll (pay small debit, max POP)~$3131 Jul 202618d left-$0.10/sh-$404
cycle +$170
[-$986…+$367] · 36% credit
82%
surv 77%
budget: banked $574 debit $404 (70% used ≈ 0.7 wk of income) → whole cycle still +$170 cash · rolled 41 ct earn ≈ $7,714/mo while parked; 9 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$2,460/mo
vs 50% target ($8,411/mo)-71%
vs normal income ($16,821/mo)15% covered
Net income (after hedge)$1,929/mo
Downside budget
✓ $26.50 is at/above CC-SS $21.84: 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)$5,023
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 $0.14 collected) or spot ≥ $26.66 (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≥ 4d left3d left≤ 2d (expiry)
Below $26.23Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.66
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
≥ $26.66
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 1.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (1.7σ)$574$34,422+$28,222+$8,856
+2.5%$27.16 (1.9σ)$-2,142$35,303+$29,103+$8,856
+5%$27.83 (2.1σ)$-4,859$36,184+$29,984+$8,856
V-BOUNCE STRESS (stock → CC-SS $21.84, where you are whole again, by expiry)
Starting unrealized P&L: $6,200
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (41 × $26.50): -$0
+ Conservative CC premium (9 × $23.50): +$882
Total Position P&L @ SS: $7,082 (+$882 vs today)
Do-nothing baseline at SS: $11,100 (this trade vs do-nothing: $-4,018, the opportunity cost of earning $2,460/mo FIGHT income now)
🛡 safe yield50 × $2617 Jul7d19.0%91%18%$900$3,857-$4,620$0
Sell 50 × $26 19.0% OTM over spot $21.84 17 Jul 2026 (7d, $0.20 mid)
= $900 credit for the 7d cycle → $3,857/mo projected
Survival (stays ≤ $26)
91%
Breach risk
9%
POP (stays ≤ $26.20)
92%
EV / mo
+$2,244
🛡 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)
-$5,055
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$30 @ 82% POP
78% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.68/sh now → $1.19 mid-life (likely $1.04–$1.71)≈ $0 at expiry  |  you banked $0.18/sh, so a flat mid-life exit nets -$1.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 342 simulated challenges: the $26 strike is typically first touched on day 5 of 7, at $27 (overshoots $0.73). 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)~$2624 Jul 202610d left+$0.68/sh+$3,395
cycle +$4,295
[+$3,298…+$4,687] · 100% credit
69%
surv 53%
Up-and-out for even (raise the cap, free)~$2724 Jul 202610d left+$0.16/sh+$811
cycle +$1,711
[+$214…+$1,630] · 82% credit
74%
surv 63%
Max even-money escape in the band~$2931 Jul 202618d left+$0.12/sh+$579
cycle +$1,479
[-$339…+$1,474] · 70% credit
79%
surv 73%
Safety roll (pay small debit, max POP)~$3031 Jul 202618d left-$0.13/sh-$641
cycle +$259
[-$1,700…+$244] · 32% credit
82%
surv 78%
budget: banked $900 debit $641 (71% used ≈ 0.7 wk of income) → whole cycle still +$259 cash · rolled 50 ct earn ≈ $8,857/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$3,857/mo
vs 50% target ($8,411/mo)-54%
vs normal income ($16,821/mo)23% covered
Net income (after hedge)$1,437/mo
Downside budget
✓ $26 is at/above CC-SS $21.84: 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)$6,100
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 $0.18 collected) or spot ≥ $26.20 (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≥ 4d left3d left≤ 2d (expiry)
Below $25.74Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$26-26.20
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
≥ $26.20
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 1.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.00 (1.5σ)$900$33,401+$27,201+$8,500
+2.5%$26.65 (1.7σ)$-2,350$34,266+$28,066+$8,500
+5%$27.30 (2.0σ)$-5,600$35,130+$28,930+$8,500
V-BOUNCE STRESS (stock → CC-SS $21.84, where you are whole again, by expiry)
Starting unrealized P&L: $6,200
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $26): -$0
Total Position P&L @ SS: $6,200 (+$0 vs today)
Do-nothing baseline at SS: $11,100 (this trade vs do-nothing: $-4,900, the opportunity cost of earning $3,857/mo FIGHT income now)
33% normal ← lean45 × $2517 Jul7d14.4%86%28%$1,305$5,593-$2,884$0
Sell 45 × $25 14.4% OTM over spot $21.84 17 Jul 2026 (7d, $0.30 mid)
= $1,305 credit for the 7d cycle → $5,593/mo projected
Survival (stays ≤ $25)
86%
Breach risk
14%
POP (stays ≤ $25.30)
88%
EV / mo
+$2,873
🛡 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)
20%
Flat exit net (mid-life)
-$3,733
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 83% POP
79% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 45 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: $1.58/sh now → $1.12 mid-life (likely $1.06–$1.69)≈ $0 at expiry  |  you banked $0.29/sh, so a flat mid-life exit nets -$0.83/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 608 simulated challenges: the $25 strike is typically first touched on day 4 of 7, at $26 (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 (45 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2524 Jul 202610d left+$0.64/sh+$2,872
cycle +$4,177
[+$2,533…+$3,510] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202618d left+$0.20/sh+$878
cycle +$2,183
[-$32…+$1,473] · 74% credit
77%
surv 71%
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.13/sh+$565
cycle +$1,870
[-$124…+$1,090] · 69% credit
74%
surv 64%
Max even-money escape in the band~$2831 Jul 202618d left+$0.06/sh+$254
cycle +$1,559
[-$749…+$802] · 45% credit
79%
surv 74%
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.18/sh-$826
cycle +$479
[-$1,968…-$335] · 16% credit
83%
surv 79%
budget: banked $1,305 debit $826 (63% used ≈ 0.6 wk of income) → whole cycle still +$479 cash · rolled 45 ct earn ≈ $7,019/mo while parked; 5 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$5,593/mo
vs 50% target ($8,411/mo)-34%
vs normal income ($16,821/mo)33% covered
Net income (after hedge)$4,222/mo
Downside budget
✓ $25 is at/above CC-SS $21.84: 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 (45 ct)$5,513
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.07/sh (~25% of the $0.29 collected) or spot ≥ $25.30 (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≥ 4d left3d left≤ 2d (expiry)
Below $24.75Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.30
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
≥ $25.30
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 1.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.00 (1.1σ)$1,305$27,216+$21,016+$3,645
+2.5%$25.62 (1.4σ)$-1,507$28,047+$21,847+$3,645
+5%$26.25 (1.6σ)$-4,320$28,879+$22,679+$3,645
V-BOUNCE STRESS (stock → CC-SS $21.84, where you are whole again, by expiry)
Starting unrealized P&L: $6,200
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (45 × $25): -$0
+ Conservative CC premium (5 × $23.50): +$490
Total Position P&L @ SS: $6,690 (+$490 vs today)
Do-nothing baseline at SS: $11,100 (this trade vs do-nothing: $-4,410, the opportunity cost of earning $5,593/mo FIGHT income now)
🎯 50% normal43 × $2417 Jul7d9.9%79%32%$1,978$8,477$0
Sell 43 × $24 9.9% OTM over spot $21.84 17 Jul 2026 (7d, $0.48 mid)
= $1,978 credit for the 7d cycle → $8,477/mo projected
Survival (stays ≤ $24)
79%
Breach risk
21%
POP (stays ≤ $24.48)
83%
EV / mo
+$3,549
🛡 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)
32%
Flat exit net (mid-life)
-$2,537
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 85% POP
82% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.48/sh now → $1.05 mid-life (likely $1.11–$1.68)≈ $0 at expiry  |  you banked $0.46/sh, so a flat mid-life exit nets -$0.59/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 958 simulated challenges: the $24 strike is typically first touched on day 4 of 7, at $25 (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 (43 ct)POP / surv
of new CC
Roll out (same strike, buy time)~$2424 Jul 202610d left+$0.60/sh+$2,574
cycle +$4,552
[+$2,107…+$3,051] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2631 Jul 202618d left+$0.46/sh+$1,994
cycle +$3,972
[+$1,148…+$2,236] · 95% credit
75%
surv 66%
Up-and-out for even (raise the cap, free)~$2524 Jul 202610d left+$0.09/sh+$388
cycle +$2,366
[-$407…+$544] · 51% credit
74%
surv 65%
Max even-money escape in the band~$2731 Jul 202618d left+$0.00/sh+$3
cycle +$1,981
[-$1,176…+$112] · 29% credit
80%
surv 75%
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.39/sh-$1,658
cycle +$320
[-$3,151…-$1,671] · 3% credit
85%
surv 82%
budget: banked $1,978 debit $1,658 (84% used ≈ 0.8 wk of income) → whole cycle still +$320 cash · rolled 43 ct earn ≈ $4,762/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$8,477/mo
vs 50% target ($8,411/mo)+1%
vs normal income ($16,821/mo)50% covered
Net income (after hedge)$7,527/mo
Downside budget
✓ $24 is at/above CC-SS $21.84: 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)$5,225
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.46 collected) or spot ≥ $24.48 (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≥ 4d left3d left≤ 2d (expiry)
Below $23.76Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-24.48
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
≥ $24.48
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 1.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (≤1σ, normal week)$1,978$22,155+$15,955-$86
+2.5%$24.60 (≤1σ, normal week)$-602$22,953+$16,753-$86
+5%$25.20 (1.2σ)$-3,182$23,751+$17,551-$86
V-BOUNCE STRESS (stock → CC-SS $21.84, where you are whole again, by expiry)
Starting unrealized P&L: $6,200
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (43 × $24): -$0
+ Conservative CC premium (7 × $23.50): +$686
Total Position P&L @ SS: $6,886 (+$686 vs today)
Do-nothing baseline at SS: $11,100 (this trade vs do-nothing: $-4,214, the opportunity cost of earning $8,477/mo FIGHT income now)
100% normal44 × $22.5017 Jul7d3.0%62%80%$4,004$17,160+$8,683$0
Sell 44 × $22.50 3.0% OTM over spot $21.84 17 Jul 2026 (7d, $0.97 mid)
= $4,004 credit for the 7d cycle → $17,160/mo projected
Survival (stays ≤ $22.50)
62%
Breach risk
38%
POP (stays ≤ $23.46)
74%
EV / mo
+$4,726
🛡 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)
63%
Flat exit net (mid-life)
-$175
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$27 @ 91% POP
90% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.34/sh now → $0.95 mid-life (likely $1.25–$1.82)≈ $0 at expiry  |  you banked $0.91/sh, so a flat mid-life exit nets -$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,894 simulated challenges: the $22 strike is typically first touched on day 2 of 7, at $23 (overshoots $0.68). 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)~$2224 Jul 202610d left+$0.54/sh+$2,382
cycle +$6,386
[+$1,668…+$2,164] · 100% credit
69%
surv 53%
Reliable up-and-out (highest cap still free ≥60%)~$2431 Jul 202618d left+$0.37/sh+$1,612
cycle +$5,616
[+$293…+$1,107] · 85% credit
75%
surv 67%
Up-and-out for even (raise the cap, free)~$2424 Jul 202610d left+$0.04/sh+$178
cycle +$4,182
[-$1,021…-$278] · 15% credit
75%
surv 66%
Max even-money escape in the band~$2531 Jul 202618d left+$0.05/sh+$225
cycle +$4,229
[-$1,410…-$389] · 15% credit
79%
surv 73%
reaches SS ✓
Safety roll (pay small debit, max POP)~$2724 Jul 202610d left-$0.69/sh-$3,030
cycle +$974
[-$5,586…-$3,929]
91%
surv 90%
budget: banked $4,004 debit $3,030 (76% used ≈ 0.8 wk of income) → whole cycle still +$974 cash · rolled 44 ct earn ≈ $3,446/mo while parked; 6 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$17,160/mo
vs 50% target ($8,411/mo)+104%
vs normal income ($16,821/mo)102% covered
Net income (after hedge)$15,999/mo
Downside budget
✓ $22.50 is at/above CC-SS $21.84: 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)$5,214
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.23/sh (~25% of the $0.91 collected) or spot ≥ $23.46 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $22)); 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≥ 4d left3d left≤ 2d (expiry)
Below $22.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$22-23.46
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
≥ $23.46
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 1.27 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$22.50 (≤1σ, normal week)$4,004$14,938+$8,738-$308
+2.5%$23.06 (≤1σ, normal week)$1,529$16,024+$9,824-$2,783
+5%$23.62 (≤1σ, normal week)$-946$17,034+$10,834-$4,708
SS (= V-bounce)$23.65 (≤1σ, normal week)$-1,056$17,068+$10,868-$4,708
V-BOUNCE STRESS (stock → CC-SS $21.84, where you are whole again, by expiry)
Starting unrealized P&L: $6,200
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (44 × $22.50): -$0
+ Conservative CC premium (6 × $23.50): +$588
Total Position P&L @ SS: $6,788 (+$588 vs today)
Do-nothing baseline at SS: $11,100 (this trade vs do-nothing: $-4,312, the opportunity cost of earning $17,160/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 (16 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 16 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: 1.266 (IBKR)  |  Recovery@SS: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $11,100

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$247d17 Jul 2026$0.4643/50$8,477$7,52779%83%+$3,549-$00.0%$8,864 (vs do-nothing $-2,236)
$23.507d17 Jul 2026$0.5834/50$8,451$9,39174%80%+$3,125-$00.0%$9,740 (vs do-nothing $-1,360)
$2414d24 Jul 2026$0.8348/50$8,537$6,53773%79%+$2,553-$00.0%$10,380 (vs do-nothing $-720)
$23.5014d24 Jul 2026$0.9841/50$8,610$8,07969%77%+$2,323-$00.0%$11,100 (vs do-nothing +$0)
$237d17 Jul 2026$0.7327/50$8,447$10,85768%76%+$2,640-$00.0%$10,425 (vs do-nothing $-675)
$23.5021d31 Jul 2026$1.4142/50$8,460$7,71967%76%+$1,950-$00.0%$12,906 (vs do-nothing +$1,806)
$2314d24 Jul 2026$1.1435/50$8,550$9,27965%75%+$2,001-$00.0%$11,660 (vs do-nothing +$560)
$2321d31 Jul 2026$1.5938/50$8,631$8,73163%74%+$1,783-$00.0%$13,418 (vs do-nothing +$2,318)
$22.507d17 Jul 2026$0.9122/50$8,580$12,03962%74%+$2,363-$00.0%$10,946 (vs do-nothing $-154)
$22.5014d24 Jul 2026$1.3530/50$8,679$10,45860%72%+$1,902-$00.0%$12,210 (vs do-nothing +$1,110)
$22.5021d31 Jul 2026$1.8033/50$8,486$9,63560%72%+$1,605-$00.0%$13,806 (vs do-nothing +$2,706)
$2221d31 Jul 2026$2.0130/50$8,614$10,39456%71%+$1,414-$00.0%$14,190 (vs do-nothing +$3,090)
$2214d24 Jul 2026$1.5725/50$8,411$11,24055%70%+$1,630-$00.0%$12,575 (vs do-nothing +$1,475)
Show 3 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$227d17 Jul 2026$1.1218/50$8,640$12,93955%70%+$1,889-$00.0%$11,352 (vs do-nothing +$252)
$21.5021d31 Jul 2026$2.2527/50$8,679$11,08852%69%+$1,259-$00.0%$13,598 (vs do-nothing +$2,498)
$21.5014d24 Jul 2026$1.8122/50$8,533$11,99250%68%+$1,424-$00.0%$12,167 (vs do-nothing +$1,067)

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  |  2026-07-10 01:46