FORTRESS FIGHT: RIOT @ $20.87

BE SS: $23.65  |  CC-SS: $20.45  |  50 contracts (5,000 sh) |  ⌂ PORTFOLIO

GENERATED2026-07-10 22:35

RIOT @ $20.87   UNDERWATER $2.78 (11.8% below BE SS)

50 contracts (5,000 sh)  |  BE SS: $23.65  |  CC-SS: $20.45  |  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$14,357/mo95% ann ROI on ML
Hedge rolling cost$2,540/mo
Unrealized P&L$2,625fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$7,179/mo
HEDGE COVER
$2,540/mo
NORMAL INCOME
$14,357/mo (ATM CC, chain)
IC VELOCITY
0.0 mo to earn back $0
ML VELOCITY
2.1 mo to earn back $30,601
NOT a deep drawdown: a CC at CC-SS $20.45 (probe: $20.5C 14d) still earns $13,071/mo (91% 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
CC-SS ratchet
$20.87 → $20.45
TECHNICALS (cc_timing weekly gate + daily trigger)
WEEKLYNEUTRAL · %B 53 (live) · RSI 51 · MACD bullish, hist falling
DAILYFALLING (provisional) · RSI 33 · %B 13 · hist rising (nightly)
LEVELSUpper BB (CC ceiling) $30.83 (+48%) · daily UBB $31.43 · 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: 40 contracts at $22.50 / 7d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($7,179/mo); it brings $7,200/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 × $21/7d for $14,400/mo, but breach risk rises to 46% (+21pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 50 × $25/7d (92% survival, $2,571/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 40 contracts realizes $1,980 and cuts bleed by $2,032/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 40 × $22.50, 75% survival, $7,200/mo (E[net] $1,425/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 · 7d40 × $22.5075%$7,200$1,425

📅 NEXT FRIDAY · 17 Jul 2026 · 7d · E[net] $1,425/mo 🏆 GRAND PICK

🎯 Engine pick: sell 40 × $22.50 (primary), 75% survival, breach 25%, $7,200/mo.
⚖️ Worth a safer step: the $23.50 rung (33% normal) lifts survival to 85% (breach 25% → 15%) for $2,379/mo less (33% 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 $23.50 rung, unless you need the income to cover the hedge bleed, or you expect RIOT to stay flat-to-down near term.
RIOT  spot $20.87 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsPer cycleIncome/moΔ vs pickCap give-up
cover hedge50 × $2517 Jul7d19.8%92%16%$600$2,571-$4,629$0
Sell 50 × $25 19.8% OTM over spot $20.87 17 Jul 2026 (7d, $0.13 mid)
= $600 credit for the 7d cycle → $2,571/mo projected
Survival (stays ≤ $25)
92%
Breach risk
8%
POP (stays ≤ $25.13)
93%
EV / mo
+$1,337
🛡 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)
-$4,579
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$29 @ 81% POP
77% 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: $1.46/sh now → $1.04 mid-life (likely $0.78–$1.38)≈ $0 at expiry  |  you banked $0.12/sh, so a flat mid-life exit nets -$0.92/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 225 simulated challenges: the $25 strike is typically first touched on day 5 of 7, at $26 (overshoots $0.61). 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)~$2524 Jul 202610d left+$0.59/sh+$2,937
cycle +$3,537
[+$2,941…+$4,257] · 100% credit
68%
surv 53%
+$31,954 SAFE
cap gain +$29,329
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.11/sh+$553
cycle +$1,153
[+$172…+$1,646] · 82% credit
73%
surv 64%
+$36,627 SAFE
cap gain +$34,002
Max even-money escape in the band~$2831 Jul 202618d left+$0.05/sh+$233
cycle +$833
[-$421…+$1,467] · 63% credit
79%
surv 73%
+$48,797 SAFE
cap gain +$46,172
Safety roll (pay small debit, max POP)~$2931 Jul 202618d left-$0.02/sh-$102
cycle +$498
[-$665…+$1,122] · 49% credit
81%
surv 77%
+$51,585 SAFE
cap gain +$48,960
budget: banked $600 debit $102 (17% used ≈ 0.2 wk of income) → whole cycle still +$498 cash · rolled 50 ct earn ≈ $8,462/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$2,571/mo
vs 50% target ($7,179/mo)-64%
vs normal income ($14,357/mo)18% covered
Net income (after hedge)$32/mo
Downside budget
✓ $25 is at/above CC-SS $20.45: 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)$2,575
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 $0.12 collected) or spot ≥ $25.13 (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 $31.43 (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
$25-25.13
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
≥ $25.13
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$25.00 (1.6σ)$600$29,017+$26,392+$5,350
+2.5%$25.62 (1.9σ)$-2,525$29,795+$27,170+$5,350
+5%$26.25 (2.1σ)$-5,650$30,573+$27,948+$5,350
V-BOUNCE STRESS (stock → CC-SS $20.45, where you are whole again, by expiry)
Starting unrealized P&L: $2,625
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $25): -$0
Total Position P&L @ SS: $2,625 (+$0 vs today)
Do-nothing baseline at SS: $5,375 (this trade vs do-nothing: $-2,750, the opportunity cost of earning $2,571/mo FIGHT income now)
🛡 safe yield50 × $24.5017 Jul7d17.4%90%20%$750$3,214-$3,986$0
Sell 50 × $24.50 17.4% OTM over spot $20.87 17 Jul 2026 (7d, $0.17 mid)
= $750 credit for the 7d cycle → $3,214/mo projected
Survival (stays ≤ $24.50)
90%
Breach risk
10%
POP (stays ≤ $24.67)
91%
EV / mo
+$1,519
🛡 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)
-$4,262
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$28 @ 82% POP
77% 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: $1.42/sh now → $1.00 mid-life (likely $0.82–$1.50)≈ $0 at expiry  |  you banked $0.15/sh, so a flat mid-life exit nets -$0.85/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 356 simulated challenges: the $24 strike is typically first touched on day 5 of 7, at $25 (overshoots $0.64). 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+$2,844
cycle +$3,594
[+$2,646…+$3,862] · 100% credit
68%
surv 53%
+$28,888 SAFE
cap gain +$26,263
Reliable up-and-out (highest cap still free ≥60%)~$2731 Jul 202618d left+$0.15/sh+$772
cycle +$1,522
[-$83…+$1,553] · 73% credit
77%
surv 71%
+$43,241 SAFE
cap gain +$40,616
Up-and-out for even (raise the cap, free)~$2624 Jul 202610d left+$0.09/sh+$469
cycle +$1,219
[-$99…+$1,116] · 71% credit
74%
surv 64%
+$33,571 SAFE
cap gain +$30,946
Max even-money escape in the band~$2831 Jul 202618d left+$0.02/sh+$105
cycle +$855
[-$893…+$886] · 52% credit
79%
surv 74%
+$45,696 SAFE
cap gain +$43,071
Safety roll (pay small debit, max POP)~$2831 Jul 202618d left-$0.05/sh-$253
cycle +$497
[-$1,165…+$509] · 40% credit
82%
surv 77%
+$48,461 SAFE
cap gain +$45,836
budget: banked $750 debit $253 (34% used ≈ 0.3 wk of income) → whole cycle still +$497 cash · rolled 50 ct earn ≈ $7,932/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$3,214/mo
vs 50% target ($7,179/mo)-55%
vs normal income ($14,357/mo)22% covered
Net income (after hedge)$675/mo
Downside budget
✓ $24.50 is at/above CC-SS $20.45: 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)$2,525
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 $0.15 collected) or spot ≥ $24.67 (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 $31.43 (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
$24-24.67
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
≥ $24.67
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 (1.4σ)$750$26,044+$23,419+$3,000
+2.5%$25.11 (1.7σ)$-2,312$26,807+$24,182+$3,000
+5%$25.73 (1.9σ)$-5,375$27,569+$24,944+$3,000
V-BOUNCE STRESS (stock → CC-SS $20.45, where you are whole again, by expiry)
Starting unrealized P&L: $2,625
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (50 × $24.50): -$0
Total Position P&L @ SS: $2,625 (+$0 vs today)
Do-nothing baseline at SS: $5,375 (this trade vs do-nothing: $-2,750, the opportunity cost of earning $3,214/mo FIGHT income now)
33% normal ← lean45 × $23.5017 Jul7d12.6%85%32%$1,125$4,821-$2,379$0
Sell 45 × $23.50 12.6% OTM over spot $20.87 17 Jul 2026 (7d, $0.27 mid)
= $1,125 credit for the 7d cycle → $4,821/mo projected
Survival (stays ≤ $23.50)
85%
Breach risk
15%
POP (stays ≤ $23.77)
87%
EV / mo
+$1,860
🛡 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)
-$3,093
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$27 @ 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: $1.33/sh now → $0.94 mid-life (likely $0.91–$1.44)≈ $0 at expiry  |  you banked $0.25/sh, so a flat mid-life exit nets -$0.69/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 664 simulated challenges: the $24 strike is typically first touched on day 4 of 7, at $24 (overshoots $0.60). 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
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2424 Jul 202610d left+$0.53/sh+$2,395
cycle +$3,520
[+$2,055…+$2,925] · 100% credit
68%
surv 53%
+$22,844 SAFE
cap gain +$20,219
Reliable up-and-out (highest cap still free ≥60%)~$2631 Jul 202618d left+$0.23/sh+$1,016
cycle +$2,141
[+$172…+$1,443] · 79% credit
76%
surv 69%
+$33,702 SAFE
cap gain +$31,077
Max even-money escape in the band~$2631 Jul 202618d left+$0.10/sh+$453
cycle +$1,578
[-$479…+$823] · 57% credit
78%
surv 72%
+$36,012 SAFE
cap gain +$33,387
reaches SS ✓
Up-and-out for even (raise the cap, free)~$2524 Jul 202610d left+$0.06/sh+$277
cycle +$1,402
[-$385…+$631] · 56% credit
74%
surv 65%
+$27,218 SAFE
cap gain +$24,593
Safety roll (pay small debit, max POP)~$2731 Jul 202618d left-$0.11/sh-$482
cycle +$643
[-$1,461…-$143] · 21% credit
83%
surv 79%
+$40,822 SAFE
cap gain +$38,197
budget: banked $1,125 debit $482 (43% used ≈ 0.4 wk of income) → whole cycle still +$643 cash · rolled 45 ct earn ≈ $6,227/mo while parked; 5 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$4,821/mo
vs 50% target ($7,179/mo)-33%
vs normal income ($14,357/mo)34% covered
Net income (after hedge)$2,871/mo
Downside budget
✓ $23.50 is at/above CC-SS $20.45: 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)$2,272
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $23.77 (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 $31.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $23.27Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$23-23.77
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
≥ $23.77
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$23.50 (1.0σ)$1,125$20,449+$17,824-$1,350
+2.5%$24.09 (1.3σ)$-1,519$21,181+$18,556-$1,350
+5%$24.68 (1.5σ)$-4,163$21,912+$19,287-$1,350
V-BOUNCE STRESS (stock → CC-SS $20.45, where you are whole again, by expiry)
Starting unrealized P&L: $2,625
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (45 × $23.50): -$0
+ Conservative CC premium (5 × $23.50): +$275
Total Position P&L @ SS: $2,900 (+$275 vs today)
Do-nothing baseline at SS: $5,375 (this trade vs do-nothing: $-2,475, the opportunity cost of earning $4,821/mo FIGHT income now)
🎯 50% normal40 × $22.5017 Jul7d7.8%75%39%$1,680$7,200$0
Sell 40 × $22.50 7.8% OTM over spot $20.87 17 Jul 2026 (7d, $0.45 mid)
= $1,680 credit for the 7d cycle → $7,200/mo projected
Survival (stays ≤ $22.50)
75%
Breach risk
25%
POP (stays ≤ $22.95)
80%
EV / mo
+$2,009
🛡 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)
39%
Flat exit net (mid-life)
-$1,817
Free roll-up
+$1/wk
Safest escape (by 31 Jul 2026)
$27 @ 87% POP
85% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 40 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: $1.24/sh now → $0.87 mid-life (likely $0.97–$1.50)≈ $0 at expiry  |  you banked $0.42/sh, so a flat mid-life exit nets -$0.45/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,156 simulated challenges: the $22 strike is typically first touched on day 4 of 7, at $23 (overshoots $0.60). 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 (40 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+$1,987
cycle +$3,667
[+$1,518…+$2,111] · 100% credit
68%
surv 53%
+$17,021 SAFE
cap gain +$14,396
Reliable up-and-out (highest cap still free ≥60%)~$2431 Jul 202618d left+$0.24/sh+$967
cycle +$2,647
[-$23…+$960] · 74% credit
74%
surv 67%
+$25,551 SAFE
cap gain +$22,926
Max even-money escape in the band~$2531 Jul 202618d left+$0.05/sh+$200
cycle +$1,880
[-$880…+$147] · 30% credit
78%
surv 73%
+$30,029 SAFE
cap gain +$27,404
reaches SS ✓
Up-and-out for even (raise the cap, free)~$2424 Jul 202610d left+$0.03/sh+$122
cycle +$1,802
[-$660…+$111] · 29% credit
74%
surv 66%
+$22,083 SAFE
cap gain +$19,458
Safety roll (pay small debit, max POP)~$2731 Jul 202618d left-$0.37/sh-$1,462
cycle +$218
[-$2,895…-$1,652] · 1% credit
87%
surv 85%
+$38,857 SAFE
cap gain +$36,232
budget: banked $1,680 debit $1,462 (87% used ≈ 0.9 wk of income) → whole cycle still +$218 cash · rolled 40 ct earn ≈ $3,391/mo while parked; 10 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$7,200/mo
vs 50% target ($7,179/mo)+0%
vs normal income ($14,357/mo)50% covered
Net income (after hedge)$5,839/mo
Downside budget
✓ $22.50 is at/above CC-SS $20.45: 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 (40 ct)$1,980
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 $0.42 collected) or spot ≥ $22.95 (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 $31.43 (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
$22-22.95
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
≥ $22.95
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$22.50 (≤1σ, normal week)$1,680$15,034+$12,409-$520
+2.5%$23.06 (≤1σ, normal week)$-570$16,297+$13,672-$2,770
+5%$23.62 (1.1σ)$-2,820$17,435+$14,810-$4,520
SS (= V-bounce)$23.65 (1.1σ)$-2,920$17,466+$14,841-$4,520
V-BOUNCE STRESS (stock → CC-SS $20.45, where you are whole again, by expiry)
Starting unrealized P&L: $2,625
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (40 × $22.50): -$0
+ Conservative CC premium (10 × $23.50): +$550
Total Position P&L @ SS: $3,175 (+$550 vs today)
Do-nothing baseline at SS: $5,375 (this trade vs do-nothing: $-2,200, the opportunity cost of earning $7,200/mo FIGHT income now)
100% normal35 × $2117 Jul7d0.6%54%96%$3,360$14,400+$7,200$0
Sell 35 × $21 0.6% OTM over spot $20.87 17 Jul 2026 (7d, $0.99 mid)
= $3,360 credit for the 7d cycle → $14,400/mo projected
Survival (stays ≤ $21)
54%
Breach risk
46%
POP (stays ≤ $22.00)
69%
EV / mo
+$2,629
🛡 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)
75%
Flat exit net (mid-life)
+$618
Free roll-up
+$1/wk
Safest escape (by 24 Jul 2026)
$25 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $1.11/sh now → $0.78 mid-life (likely $1.11–$1.65)≈ $0 at expiry  |  you banked $0.96/sh, so a flat mid-life exit nets +$0.18/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,238 simulated challenges: the $21 strike is typically first touched on day 2 of 7, at $22 (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 (35 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$2124 Jul 202610d left+$0.45/sh+$1,560
cycle +$4,920
[+$994…+$1,265] · 100% credit
68%
surv 53%
+$9,182 SAFE
cap gain +$6,557
Reliable up-and-out (highest cap still free ≥60%)~$2231 Jul 202618d left+$0.44/sh+$1,557
cycle +$4,917
[+$595…+$1,095] · 94% credit
73%
surv 64%
+$16,236 SAFE
cap gain +$13,611
Up-and-out for even (raise the cap, free)~$2224 Jul 202610d left+$0.16/sh+$572
cycle +$3,932
[-$249…+$181] · 52% credit
72%
surv 61%
+$12,128 SAFE
cap gain +$9,503
Max even-money escape in the band~$2331 Jul 202618d left+$0.10/sh+$339
cycle +$3,699
[-$960…-$207] · 13% credit
77%
surv 71%
+$21,262 SAFE
cap gain +$18,637
SS $24 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$2524 Jul 202610d left-$0.57/sh-$1,991
cycle +$1,369
[-$3,972…-$2,736]
91%
surv 90%
+$28,978 SAFE
cap gain +$26,353
budget: banked $3,360 debit $1,991 (59% used ≈ 0.6 wk of income) → whole cycle still +$1,369 cash · rolled 35 ct earn ≈ $2,253/mo while parked; 15 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$14,400/mo
vs 50% target ($7,179/mo)+101%
vs normal income ($14,357/mo)100% covered
Net income (after hedge)$13,628/mo
Downside budget
✓ $21 is at/above CC-SS $20.45: 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)$1,715
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 $0.96 collected) or spot ≥ $22.00 (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 $31.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $20.79Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$21-22.00
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
≥ $22.00
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$21.00 (≤1σ, normal week)$3,360$7,622+$4,997+$1,435
+2.5%$21.52 (≤1σ, normal week)$1,523$9,063+$6,438-$402
+5%$22.05 (≤1σ, normal week)$-315$10,504+$7,879-$2,240
SS (= V-bounce)$23.65 (1.1σ)$-5,915$14,671+$12,046-$7,315
V-BOUNCE STRESS (stock → CC-SS $20.45, where you are whole again, by expiry)
Starting unrealized P&L: $2,625
+ Fortress recovery (un-capped): +$0
− CC assignment net of premium (35 × $21): -$0
+ Conservative CC premium (15 × $23.50): +$825
Total Position P&L @ SS: $3,450 (+$825 vs today)
Do-nothing baseline at SS: $5,375 (this trade vs do-nothing: $-1,925, the opportunity cost of earning $14,400/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 (14 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 14 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: 1.249 (IBKR)  |  Recovery@SS: +$0 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $5,375

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$22.507d17 Jul 2026$0.4240/50$7,200$5,83975%80%+$2,009-$00.0%$4,855 (vs do-nothing $-520)
$2321d31 Jul 2026$1.0150/50$7,214$4,67571%77%+$1,337-$00.0%$7,675 (vs do-nothing +$2,300)
$22.5014d24 Jul 2026$0.7843/50$7,187$5,47270%77%+$1,662-$00.0%$6,364 (vs do-nothing +$989)
$227d17 Jul 2026$0.5929/50$7,333$7,26869%77%+$2,086-$00.0%$5,491 (vs do-nothing +$116)
$22.5021d31 Jul 2026$1.0847/50$7,251$5,06567%77%+$730-$00.0%$7,866 (vs do-nothing +$2,491)
$2214d24 Jul 2026$0.9436/50$7,251$6,36265%74%+$1,461-$00.0%$6,779 (vs do-nothing +$1,404)
$2221d31 Jul 2026$1.3737/50$7,241$6,23464%73%+$1,207-$00.0%$8,409 (vs do-nothing +$3,034)
$21.5014d24 Jul 2026$1.1230/50$7,200$7,01760%72%+$1,209-$00.0%$7,085 (vs do-nothing +$1,710)
$21.5021d31 Jul 2026$1.4635/50$7,300$6,52860%74%+$623-$00.0%$8,560 (vs do-nothing +$3,185)
$2121d31 Jul 2026$1.7130/50$7,329$7,14656%72%+$669-$00.0%$8,855 (vs do-nothing +$3,480)
$2114d24 Jul 2026$1.3425/50$7,179$7,58555%69%+$1,036-$00.0%$7,350 (vs do-nothing +$1,975)
$217d17 Jul 2026$0.9618/50$7,406$8,63754%69%+$1,352-$00.0%$6,113 (vs do-nothing +$738)
$20.5021d31 Jul 2026$1.9227/50$7,406$7,57751%71%+$471-$00.0%$9,074 (vs do-nothing +$3,699)
Show 1 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$20.5014d24 Jul 2026$1.5922/50$7,496$8,25649%67%+$913-$00.0%$7,663 (vs do-nothing +$2,288)

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 v6.1  |  2026-07-10 22:35