FORTRESS FIGHT: RIOT @ $21.57

BE SS: $23.65  |  CC-SS: $21.57  |  50 contracts (5,000 sh)  |  2026-07-10 02:12 |  ⌂ PORTFOLIO

RIOT @ $21.57   UNDERWATER $2.07 (8.8% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $23.65  |  CC-SS: $21.57  |  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$16,661/mo95% ann ROI on ML
Hedge rolling cost$2,421/mo
Unrealized P&L$6,175fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$8,330/mo
HEDGE COVER
$2,421/mo
NORMAL INCOME
$16,661/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 $21.57 (probe: $21.5C 14d) still earns $16,661/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 56 (live) · RSI 54 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 37 · %B 12 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $30.93 (+43%) · daily UBB $31.20 · 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: 50 contracts at $24 / 7d. This is the safest strike (survival 81%, breach 19%) that still earns 50% of normal income ($8,330/mo); it brings $8,357/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 41 × $22/7d for $17,044/mo, but breach risk rises to 42% (+22pp 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 × $26.50/7d (95% survival, $2,451/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 50 contracts realizes $6,050 and cuts bleed by $2,421/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 50 × $24, 81% survival, $8,357/mo (E[net] $1,531/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 · 7d50 × $2481%$8,357$1,531

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,531/mo 🏆 GRAND PICK

🎯 Engine pick: sell 50 × $24 (primary), 81% survival, breach 19%, $8,357/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $24.50 rung (33% normal) lifts survival to 85% (breach 19% → 15%) for $2,777/mo less (33% income) buys safety you do not really need here.
RIOT  spot $21.57 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge44 × $26.5017 Jul7d22.8%95%11%$572$2,451-$5,906$0
Sell 44 × $26.50 22.8% OTM over spot $21.57 17 Jul 2026 (7d, $0.15 mid)
= $572 credit for the 7d cycle → $2,451/mo projected
Survival (stays ≤ $26.50)
95%
Breach risk
5%
POP (stays ≤ $26.65)
95%
EV / mo
+$1,787
🛡 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)
6%
Flat exit net (mid-life)
-$4,870
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$30 @ 80% POP
75% 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: $1.75/sh now → $1.24 mid-life (likely $0.95–$1.74)≈ $0 at expiry  |  you banked $0.13/sh, so a flat mid-life exit nets -$1.11/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 189 simulated challenges: the $26 strike is typically first touched on day 5 of 7, at $27 (overshoots $0.75). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2624 Jul 202610d left+$0.67/sh+$2,963
cycle +$3,535
[+$3,076…+$4,355] · 100% credit
69%
surv 53%
+$39,337 SAFE
cap gain +$33,162
Up-and-out for even (raise the cap, free)~$2824 Jul 202610d left+$0.08/sh+$344
cycle +$916
[-$63…+$1,443] · 73% credit
75%
surv 65%
+$44,805 SAFE
cap gain +$38,630
Max even-money escape in the band~$3031 Jul 202618d left+$0.07/sh+$289
cycle +$861
[-$387…+$1,515] · 65% credit
79%
surv 73%
+$56,099 SAFE
cap gain +$49,924
Safety roll (pay small debit, max POP)~$3031 Jul 202618d left-$0.08/sh-$355
cycle +$217
[-$1,164…+$833] · 45% credit
80%
surv 75%
+$58,293 SAFE
cap gain +$52,118
budget: banked $572 debit $355 (62% used ≈ 0.6 wk of income) → whole cycle still +$217 cash · rolled 44 ct earn ≈ $8,479/mo while parked; 6 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 +0.5 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$2,451/mo
vs 50% target ($8,330/mo)-71%
vs normal income ($16,661/mo)15% covered
Net income (after hedge)$1,149/mo
Downside budget
✓ $26.50 is at/above CC-SS $21.57: 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)$5,346
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.03/sh (~25% of the $0.13 collected) or spot ≥ $26.65 (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 $31.20 (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
$26-26.65
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
≥ $26.65
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 1.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$26.50 (1.7σ)$572$36,373+$30,198+$9,944
+2.5%$27.16 (2.0σ)$-2,343$37,218+$31,043+$9,944
+5%$27.83 (2.2σ)$-5,258$38,063+$31,888+$9,944
V-BOUNCE STRESS (stock → CC-SS $21.57, where you are whole again, by expiry)
Starting unrealized P&L: $6,175
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (44 × $26.50): -$0
+ Conservative CC premium (6 × $23.50): +$522
Total Position P&L @ SS: $6,697 (+$522 vs today)
Do-nothing baseline at SS: $10,525 (this trade vs do-nothing: $-3,828, the opportunity cost of earning $2,451/mo FIGHT income now)
🛡 safe yield50 × $25.5017 Jul7d18.2%91%19%$1,000$4,286-$4,071$0
Sell 50 × $25.50 18.2% OTM over spot $21.57 17 Jul 2026 (7d, $0.23 mid)
= $1,000 credit for the 7d cycle → $4,286/mo projected
Survival (stays ≤ $25.50)
91%
Breach risk
9%
POP (stays ≤ $25.73)
92%
EV / mo
+$2,596
🛡 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)
12%
Flat exit net (mid-life)
-$4,822
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 81% POP
76% 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: $1.65/sh now → $1.16 mid-life (likely $1.04–$1.72)≈ $0 at expiry  |  you banked $0.20/sh, so a flat mid-life exit nets -$0.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 367 simulated challenges: the $26 strike is typically first touched on day 5 of 7, at $26 (overshoots $0.76). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2624 Jul 202610d left+$0.63/sh+$3,163
cycle +$4,163
[+$2,955…+$4,415] · 100% credit
69%
surv 53%
+$34,968 SAFE
cap gain +$28,793
Reliable up-and-out (highest cap still free ≥60%)~$2831 Jul 202618d left+$0.17/sh+$831
cycle +$1,831
[-$153…+$1,694] · 72% credit
76%
surv 69%
+$47,852 SAFE
cap gain +$41,677
Up-and-out for even (raise the cap, free)~$2724 Jul 202610d left+$0.04/sh+$209
cycle +$1,209
[-$520…+$902] · 55% credit
75%
surv 66%
+$40,955 SAFE
cap gain +$34,780
Max even-money escape in the band~$2931 Jul 202618d left+$0.01/sh+$42
cycle +$1,042
[-$1,003…+$873] · 47% credit
79%
surv 74%
+$53,338 SAFE
cap gain +$47,163
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.13/sh-$655
cycle +$345
[-$1,850…+$123] · 27% credit
81%
surv 76%
+$55,778 SAFE
cap gain +$49,603
budget: banked $1,000 debit $655 (66% used ≈ 0.7 wk of income) → whole cycle still +$345 cash · rolled 50 ct earn ≈ $8,611/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 +0.5 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$4,286/mo
vs 50% target ($8,330/mo)-49%
vs normal income ($16,661/mo)26% covered
Net income (after hedge)$1,865/mo
Downside budget
✓ $25.50 is at/above CC-SS $21.57: 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)$6,025
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 ≥ $25.73 (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 $31.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $25.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$25-25.73
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
≥ $25.73
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 1.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$25.50 (1.4σ)$1,000$31,804+$25,629+$6,650
+2.5%$26.14 (1.6σ)$-2,187$32,617+$26,442+$6,650
+5%$26.78 (1.8σ)$-5,375$33,430+$27,255+$6,650
V-BOUNCE STRESS (stock → CC-SS $21.57, where you are whole again, by expiry)
Starting unrealized P&L: $6,175
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $25.50): -$0
Total Position P&L @ SS: $6,175 (+$0 vs today)
Do-nothing baseline at SS: $10,525 (this trade vs do-nothing: $-4,350, the opportunity cost of earning $4,286/mo FIGHT income now)
33% normal42 × $24.5017 Jul7d13.6%85%31%$1,302$5,580-$2,777$0
Sell 42 × $24.50 13.6% OTM over spot $21.57 17 Jul 2026 (7d, $0.33 mid)
= $1,302 credit for the 7d cycle → $5,580/mo projected
Survival (stays ≤ $24.50)
85%
Breach risk
15%
POP (stays ≤ $24.83)
87%
EV / mo
+$2,600
🛡 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)
22%
Flat exit net (mid-life)
-$3,292
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 83% POP
80% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 42 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: $1.55/sh now → $1.09 mid-life (likely $1.05–$1.71)≈ $0 at expiry  |  you banked $0.31/sh, so a flat mid-life exit nets -$0.78/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 670 simulated challenges: the $24 strike is typically first touched on day 4 of 7, at $25 (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 (42 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2424 Jul 202610d left+$0.59/sh+$2,491
cycle +$3,793
[+$2,129…+$3,082] · 100% credit
69%
surv 53%
+$28,218 SAFE
cap gain +$22,043
Reliable up-and-out (highest cap still free ≥60%)~$2631 Jul 202618d left+$0.35/sh+$1,489
cycle +$2,791
[+$630…+$2,013] · 90% credit
75%
surv 67%
+$37,756 SAFE
cap gain +$31,581
Max even-money escape in the band~$2731 Jul 202618d left+$0.04/sh+$151
cycle +$1,453
[-$936…+$591] · 40% credit
78%
surv 73%
+$41,892 SAFE
cap gain +$35,717
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.01/sh+$29
cycle +$1,331
[-$739…+$421] · 40% credit
75%
surv 67%
+$33,558 SAFE
cap gain +$27,383
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.29/sh-$1,213
cycle +$89
[-$2,577…-$890] · 10% credit
83%
surv 80%
+$48,741 SAFE
cap gain +$42,566
budget: banked $1,302 debit $1,213 (93% used ≈ 0.9 wk of income) → whole cycle still +$89 cash · rolled 42 ct earn ≈ $5,635/mo while parked; 8 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 +0.5 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$5,580/mo
vs 50% target ($8,330/mo)-33%
vs normal income ($16,661/mo)33% covered
Net income (after hedge)$4,651/mo
Downside budget
✓ $24.50 is at/above CC-SS $21.57: 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 (42 ct)$5,103
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 $0.31 collected) or spot ≥ $24.83 (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 $31.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $24.25Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$24-24.83
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
≥ $24.83
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 1.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.50 (1.0σ)$1,302$25,727+$19,552+$1,848
+2.5%$25.11 (1.2σ)$-1,270$26,508+$20,333+$1,848
+5%$25.73 (1.5σ)$-3,843$27,289+$21,114+$1,848
V-BOUNCE STRESS (stock → CC-SS $21.57, where you are whole again, by expiry)
Starting unrealized P&L: $6,175
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (42 × $24.50): -$0
+ Conservative CC premium (8 × $23.50): +$696
Total Position P&L @ SS: $6,871 (+$696 vs today)
Do-nothing baseline at SS: $10,525 (this trade vs do-nothing: $-3,654, the opportunity cost of earning $5,580/mo FIGHT income now)
🎯 50% normal50 × $2417 Jul7d11.2%81%30%$1,950$8,357$0
Sell 50 × $24 11.2% OTM over spot $21.57 17 Jul 2026 (7d, $0.42 mid)
= $1,950 credit for the 7d cycle → $8,357/mo projected
Survival (stays ≤ $24)
81%
Breach risk
19%
POP (stays ≤ $24.41)
84%
EV / mo
+$3,347
🛡 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)
30%
Flat exit net (mid-life)
-$3,347
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 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: $1.50/sh now → $1.06 mid-life (likely $1.12–$1.77)≈ $0 at expiry  |  you banked $0.39/sh, so a flat mid-life exit nets -$0.67/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 902 simulated challenges: the $24 strike is typically first touched on day 4 of 7, at $25 (overshoots $0.74). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2424 Jul 202610d left+$0.57/sh+$2,869
cycle +$4,819
[+$2,343…+$3,424] · 100% credit
69%
surv 53%
+$26,210 SAFE
cap gain +$20,035
Reliable up-and-out (highest cap still free ≥60%)~$2631 Jul 202618d left+$0.32/sh+$1,620
cycle +$3,570
[+$462…+$1,846] · 85% credit
75%
surv 67%
+$37,041 SAFE
cap gain +$30,866
Up-and-out for even (raise the cap, free)~$2524 Jul 202610d left+$0.17/sh+$864
cycle +$2,814
[+$32…+$1,062] · 77% credit
73%
surv 62%
+$30,011 SAFE
cap gain +$23,836
Max even-money escape in the band~$2731 Jul 202618d left+$0.01/sh+$53
cycle +$2,003
[-$1,414…+$181] · 30% credit
78%
surv 73%
+$41,749 SAFE
cap gain +$35,574
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.38/sh-$1,912
cycle +$38
[-$3,915…-$1,945] · 3% credit
85%
surv 82%
+$52,334 SAFE
cap gain +$46,159
budget: banked $1,950 debit $1,912 (98% used ≈ 1.0 wk of income) → whole cycle still +$38 cash · rolled 50 ct earn ≈ $5,642/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 +0.5 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$8,357/mo
vs 50% target ($8,330/mo)+0%
vs normal income ($16,661/mo)50% covered
Net income (after hedge)$5,937/mo
Downside budget
✓ $24 is at/above CC-SS $21.57: 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)$6,050
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $24.41 (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 $31.20 (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
$24-24.41
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
≥ $24.41
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 1.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$24.00 (≤1σ, normal week)$1,950$23,342+$17,167+$100
+2.5%$24.60 (1.1σ)$-1,050$24,107+$17,932+$100
+5%$25.20 (1.3σ)$-4,050$24,872+$18,697+$100
V-BOUNCE STRESS (stock → CC-SS $21.57, where you are whole again, by expiry)
Starting unrealized P&L: $6,175
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $24): -$0
Total Position P&L @ SS: $6,175 (+$0 vs today)
Do-nothing baseline at SS: $10,525 (this trade vs do-nothing: $-4,350, the opportunity cost of earning $8,357/mo FIGHT income now)
100% normal41 × $2217 Jul7d2.0%58%87%$3,977$17,044+$8,687$0
Sell 41 × $22 2.0% OTM over spot $21.57 17 Jul 2026 (7d, $1.02 mid)
= $3,977 credit for the 7d cycle → $17,044/mo projected
Survival (stays ≤ $22)
58%
Breach risk
42%
POP (stays ≤ $23.02)
71%
EV / mo
+$3,393
🛡 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)
69%
Flat exit net (mid-life)
+$178
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$26 @ 90% POP
89% 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: $1.31/sh now → $0.93 mid-life (likely $1.25–$1.85)≈ $0 at expiry  |  you banked $0.97/sh, so a flat mid-life exit nets +$0.04/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,065 simulated challenges: the $22 strike is typically first touched on day 2 of 7, at $23 (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 (41 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2224 Jul 202610d left+$0.50/sh+$2,047
cycle +$6,024
[+$1,393…+$1,742] · 100% credit
69%
surv 53%
+$15,649 SAFE
cap gain +$9,474
Reliable up-and-out (highest cap still free ≥60%)~$2331 Jul 202618d left+$0.36/sh+$1,465
cycle +$5,442
[+$144…+$927] · 81% credit
74%
surv 65%
+$24,009 SAFE
cap gain +$17,834
Max even-money escape in the band~$2431 Jul 202618d left+$0.21/sh+$854
cycle +$4,831
[-$592…+$269] · 44% credit
76%
surv 69%
+$26,153 SAFE
cap gain +$19,978
reaches SS ✓
Up-and-out for even (raise the cap, free)~$2324 Jul 202610d left+$0.10/sh+$422
cycle +$4,399
[-$611…-$9] · 24% credit
74%
surv 63%
+$19,829 SAFE
cap gain +$13,654
Safety roll (pay small debit, max POP)~$2624 Jul 202610d left-$0.66/sh-$2,706
cycle +$1,271
[-$5,152…-$3,569]
90%
surv 89%
+$36,030 SAFE
cap gain +$29,855
budget: banked $3,977 debit $2,706 (68% used ≈ 0.7 wk of income) → whole cycle still +$1,271 cash · rolled 41 ct earn ≈ $3,279/mo while parked; 9 ct free to re-sell · clears SS ✓
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted +0.5 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$17,044/mo
vs 50% target ($8,330/mo)+105%
vs normal income ($16,661/mo)102% covered
Net income (after hedge)$16,302/mo
Downside budget
✓ $22 is at/above CC-SS $21.57: 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)$4,879
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.24/sh (~25% of the $0.97 collected) or spot ≥ $23.02 (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 $31.20 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $21.78Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$22-23.02
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
≥ $23.02
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 1.25 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$22.00 (≤1σ, normal week)$3,977$13,602+$7,427+$410
+2.5%$22.55 (≤1σ, normal week)$1,722$14,798+$8,623-$1,845
+5%$23.10 (≤1σ, normal week)$-533$15,994+$9,819-$4,100
SS (= V-bounce)$23.65 (≤1σ, normal week)$-2,788$17,056+$10,881-$5,740
V-BOUNCE STRESS (stock → CC-SS $21.57, where you are whole again, by expiry)
Starting unrealized P&L: $6,175
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (41 × $22): -$0
+ Conservative CC premium (9 × $23.50): +$783
Total Position P&L @ SS: $6,958 (+$783 vs today)
Do-nothing baseline at SS: $10,525 (this trade vs do-nothing: $-3,567, the opportunity cost of earning $17,044/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 (15 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 15 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: 1.255 (IBKR)  |  Recovery@SS: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $10,525

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$247d17 Jul 2026$0.3950/50$8,357$5,93781%84%+$3,347-$00.0%$8,125 (vs do-nothing $-2,400)
$23.507d17 Jul 2026$0.4940/50$8,400$7,84476%81%+$2,839-$00.0%$9,005 (vs do-nothing $-1,520)
$23.5014d24 Jul 2026$0.8745/50$8,389$6,90171%78%+$2,326-$00.0%$10,525 (vs do-nothing +$0)
$237d17 Jul 2026$0.6331/50$8,370$9,49271%78%+$2,496-$00.0%$9,781 (vs do-nothing $-744)
$23.5021d31 Jul 2026$1.2547/50$8,393$6,53268%77%+$1,706-$00.0%$12,311 (vs do-nothing +$1,786)
$2314d24 Jul 2026$1.0239/50$8,524$8,15467%76%+$2,110-$00.0%$11,110 (vs do-nothing +$585)
$2321d31 Jul 2026$1.4042/50$8,400$7,47165%75%+$1,450-$00.0%$12,751 (vs do-nothing +$2,226)
$22.507d17 Jul 2026$0.7726/50$8,580$10,63465%74%+$1,989-$00.0%$10,265 (vs do-nothing $-260)
$22.5014d24 Jul 2026$1.2033/50$8,486$9,23463%73%+$1,896-$00.0%$11,614 (vs do-nothing +$1,089)
$22.5021d31 Jul 2026$1.6137/50$8,510$8,51362%73%+$1,418-$00.0%$13,263 (vs do-nothing +$2,738)
$227d17 Jul 2026$0.9721/50$8,730$11,71658%71%+$1,738-$00.0%$10,735 (vs do-nothing +$210)
$2221d31 Jul 2026$1.8133/50$8,533$9,28258%71%+$1,240-$00.0%$13,627 (vs do-nothing +$3,102)
$2214d24 Jul 2026$1.4128/50$8,460$10,14158%71%+$1,713-$00.0%$12,037 (vs do-nothing +$1,512)
Show 2 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$21.5021d31 Jul 2026$2.0329/50$8,410$9,90454%70%+$1,055-$00.0%$13,672 (vs do-nothing +$3,146)
$21.5014d24 Jul 2026$1.6324/50$8,383$10,80953%69%+$1,452-$00.0%$12,169 (vs do-nothing +$1,644)

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 02:12