FORTRESS FIGHT: SPCX @ $144.03

BE SS: $186.00  |  CC-SS: $189.70  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-03 21:35

SPCX @ $144.03   UNDERWATER $41.97 (22.6% below BE SS)

5 contracts (500 sh)  |  BE SS: $186.00  |  CC-SS: $189.70 (banked floor $183.44)  |  IV: HIGH  |  Accounts: Neville:0865

LC: $150 exp 2027-03-19 (entry $60.433/sh)
SP: $195 exp 2027-03-19 (entry $54.780/sh)
HP: $135 exp 2027-03-19 (entry $21.391/sh)

Economics

Max Loss$43,500(ND $27.00 + SW $60) x 500
Normal income ref$5,670/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,279/mo (info only, already in marks)
Unrealized P&L$-23,438fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,835/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$5,670/mo (ATM CC, chain)
IC VELOCITY
2.4 mo to earn back $13,500
ML VELOCITY
7.7 mo to earn back $43,500
Deep drawdown confirmed: a CC at CC-SS $189.70 (probe: $190C 15d) brings only $130/mo (<20% of normal), so FIGHT below it is warranted.
🏦 CAMPAIGN LEDGER , realized CC income since 2026-07-02; banked cash shrinks the hole (shown as an info-only banked floor, the recommended CC-SS stays the pure recovery strike; seeded from open positions, reconciled from IBKR executions nightly)
Banked since 2026-07-02
$3,445
Hole (after banked)
$19,992
was $23,438 · 15% earned back
Cycles closed
18
Credit in flight
$0
CC-SS · banked floor (info)
$189.70 → $183.44
⚠ ASSIGNMENT recorded: 5x $131C 20260807 on 2026-08-10. Premium kept, but check the position: assignment below CC-SS locks the cap give-up.
? 6 leg(s) closed as UNKNOWN (vanished with no fill in window): banked $0, conservative. Fix campaign.json by hand if wrong.
INTERPRETATION
Primary: 4 contracts at $150 / 8d. This is the safest strike (survival 73%, breach 27%) that still earns 50% of normal income ($2,835/mo); it brings $2,910/mo. The engine maximizes the odds the pullback never reaches your strike, rather than chasing the fattest near-ATM premium.
More income, less safety: the ladder tops out at 5 × $146/8d for $6,188/mo, but breach risk rises to 41% (+14pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $190/22d (99% survival, $157/mo).
Downside anchor: the primary mortgages $15,102 (112% of IC) ONLY on a full V-bounce all the way to SS $186, recoverable in 2.7 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-18,760 and cuts bleed by $0/mo.

📅 Two weekly tracks, this Friday & next Friday

Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.

🏆 Grand pick: NEXT FRIDAY · 11 Sep 2026 (8d) · sell 4 × $150, 73% survival, $2,910/mo (E[net] $738/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆11 Sep 2026 · 8d4 × $15073%$2,910$738
E[net] arithmetic on the grand pick: keep $776 with probability 58%; on the 42% touch you roll, paying $1,277 to close and taking $684 back from the best priced door (net cash $593) and parking about one cycle of income. Charging the FULL buyback with no door credit (the pre-2026-07-25 model) contradicted the campaign simulation, which prices the same event as a cash-neutral even roll.

📅 NEXT FRIDAY · 11 Sep 2026 · 8d · E[net] $738/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $150 (50% normal), 73% survival, breach 27%, $2,910/mo.
Stay at the pick. Stepping safer (the $152.50 rung (33% normal) lifts survival to 80% (breach 27% → 20%) for $870/mo less (30% income)) buys little extra safety; the income is doing real work covering the bleed.
SPCX  spot $144.03 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $16011 Sep8d11.1%92%hist 96%15%hist 13%+5pp$220$825-$2,085$14,628
Sell 5 × $160 11.1% OTM over spot $144.03 11 Sep 2026 (8d, $0.46 mid)
= $220 credit for the 8d cycle → $825/mo projected
Survival (stays ≤ $160)
92%
Breach risk
8%
POP (stays ≤ $160.46)
93%
EV / mo
+$441
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
52% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~0.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$604/mo
median; plan ~$411/mo after 68% keep · $4,138 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.6-5.4], measured ONLY among the 52% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
9%
Flat exit net (mid-life)
-$1,482
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$168 @ 78% POP
72% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.81/sh now → $3.40 mid-life (likely $2.79–$4.57)≈ $0 at expiry  |  you banked $0.44/sh, so a flat mid-life exit nets -$2.96/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 260 simulated challenges: the $160 strike is typically first touched on day 6 of 8, at $162 (overshoots $2.15). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16018 Sep 202611d left+$1.52/sh+$758
cycle +$978
[+$694…+$1,154] · 100% credit
67%
surv 52%
-$14,986 NOT
cap gain +$8,452
Up-and-out for even (raise the cap, free)~$16218 Sep 202611d left+$0.71/sh+$356
cycle +$576
[+$233…+$676] · 92% credit
70%
surv 58%
-$14,466 NOT
cap gain +$8,972
Max even-money escape in the band~$16625 Sep 202618d left+$0.54/sh+$272
cycle +$492
[+$62…+$614] · 82% credit
75%
surv 66%
-$12,678 NOT
cap gain +$10,760
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$16825 Sep 202618d left-$0.23/sh-$116
cycle +$104
[-$401…+$188] · 40% credit
78%
surv 72%
-$11,896 NOT
cap gain +$11,542
budget: banked $220 debit $116 (53% used ≈ 0.6 wk of income) → whole cycle still +$104 cash · rolled 5 ct earn ≈ $2,644/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$825/mo
vs 50% target ($2,835/mo)-71%
vs normal income ($5,670/mo)15% covered
Net income (after hedge)$825/mo
Downside budget
⚠ $160 is $30 below CC-SS $189.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,628
… as % of IC ($13,500)108.4%
… as % of ML ($43,500)33.6%
Recovery months (at normal income)2.6 mo
Surgical close (5 ct)$-23,448
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.11/sh (~25% of the $0.44 collected) or spot ≥ $160.46 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-160.46
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
≥ $160.46
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 0.94 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (1.5σ)$220$-15,744+$7,694+$135
+2.5%$164.00 (1.9σ)$-1,780$-15,872+$7,566-$1,865
+5%$168.00 (2.3σ)$-3,780$-16,000+$7,438-$3,865
SS (= V-bounce)$186.00 (4.1σ)$-12,780$-16,576+$6,862-$12,365
V-BOUNCE STRESS (stock → CC-SS $189.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,438
+ Fortress recovery (un-capped): +$21,372
− CC assignment net of premium (5 × $160): -$14,628
Total Position P&L @ SS: $-16,694 (+$6,744 vs today)
Do-nothing baseline at SS: $-4,329 (this trade vs do-nothing: $-12,365, the opportunity cost of earning $825/mo FIGHT income now)
33% normal4 × $152.5011 Sep8d5.9%80%hist 84%41%hist 38%+8pp$544$2,040-$870$14,334
Sell 4 × $152.50 5.9% OTM over spot $144.03 11 Sep 2026 (8d, $1.39 mid)
= $544 credit for the 8d cycle → $2,040/mo projected
Survival (stays ≤ $152.50)
80%
Breach risk
20%
POP (stays ≤ $153.88)
83%
EV / mo
+$796
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
54% whole by 9mo vs 46% doing nothing
FIRE DRILLS
~2.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,105/mo
median; plan ~$751/mo after 68% keep · $7,652 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.6-5.3], measured ONLY among the 54% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
31%
Flat exit net (mid-life)
-$754
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$166 @ 84% POP
81% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.59/sh now → $3.25 mid-life (likely $3.36–$5.31)≈ $0 at expiry  |  you banked $1.36/sh, so a flat mid-life exit nets -$1.89/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 924 simulated challenges: the $152 strike is typically first touched on day 5 of 8, at $155 (overshoots $2.23). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$15218 Sep 202611d left+$1.66/sh+$666
cycle +$1,210
[+$497…+$745] · 100% credit
67%
surv 52%
-$18,247 NOT
cap gain +$5,191
Up-and-out for even (raise the cap, free)~$15418 Sep 202611d left+$0.86/sh+$344
cycle +$888
[+$129…+$391] · 90% credit
70%
surv 58%
-$17,646 NOT
cap gain +$5,791
Max even-money escape in the band~$15825 Sep 202618d left+$0.70/sh+$279
cycle +$823
[-$54…+$301] · 69% credit
75%
surv 66%
-$15,840 NOT
cap gain +$7,598
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$16625 Sep 202618d left-$1.23/sh-$493
cycle +$51
[-$1,020…-$522] · 3% credit
84%
surv 81%
-$13,101 NOT
cap gain +$10,336
budget: banked $544 debit $493 (91% used ≈ 1.0 wk of income) → whole cycle still +$51 cash · rolled 4 ct earn ≈ $1,342/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,040/mo
vs 50% target ($2,835/mo)-28%
vs normal income ($5,670/mo)36% covered
Net income (after hedge)$2,074/mo
Downside budget
⚠ $152.50 is $37 below CC-SS $189.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,334
… as % of IC ($13,500)106.2%
… as % of ML ($43,500)33.0%
Recovery months (at normal income)2.5 mo
Surgical close (4 ct)$-18,760
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.34/sh (~25% of the $1.36 collected) or spot ≥ $153.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $152)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $150.97Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$151-153.88
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
≥ $153.88
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.94 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$152.50 (≤1σ, normal week)$544$-18,913+$4,525+$476
+2.5%$156.31 (1.2σ)$-981$-18,653+$4,784-$1,049
+5%$160.12 (1.6σ)$-2,506$-18,394+$5,043-$2,574
SS (= V-bounce)$186.00 (4.1σ)$-12,856$-16,735+$6,703-$12,524
V-BOUNCE STRESS (stock → CC-SS $189.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,438
+ Fortress recovery (un-capped): +$21,372
− CC assignment net of premium (4 × $152.50): -$14,334
− Conservative CC assignment net of premium (1 × $185): -$453
Total Position P&L @ SS: $-16,853 (+$6,585 vs today)
Do-nothing baseline at SS: $-4,329 (this trade vs do-nothing: $-12,524, the opportunity cost of earning $2,040/mo FIGHT income now)
🎯 50% normal4 × $15011 Sep8d4.1%73%hist 84%55%hist 43%+11pp$776$2,910$15,102
Sell 4 × $150 4.1% OTM over spot $144.03 11 Sep 2026 (8d, $1.96 mid)
= $776 credit for the 8d cycle → $2,910/mo projected
Survival (stays ≤ $150)
73%
Breach risk
27%
POP (stays ≤ $151.97)
79%
EV / mo
+$964
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+11pp
59% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~3.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,353/mo
median; plan ~$920/mo after 68% keep · $8,620 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.0 mo [1.8-5.1], measured ONLY among the 59% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
42%
Flat exit net (mid-life)
-$501
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$166 @ 86% POP
84% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 4 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.51/sh now → $3.19 mid-life (likely $3.49–$5.29)≈ $0 at expiry  |  you banked $1.94/sh, so a flat mid-life exit nets -$1.25/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,269 simulated challenges: the $150 strike is typically first touched on day 4 of 8, at $152 (overshoots $2.06). 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 (4 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$15018 Sep 202611d left+$1.71/sh+$684
cycle +$1,460
[+$498…+$728] · 100% credit
67%
surv 52%
-$19,167 NOT
cap gain +$4,271
Up-and-out for even (raise the cap, free)~$15218 Sep 202611d left+$0.91/sh+$362
cycle +$1,138
[+$133…+$361] · 92% credit
70%
surv 58%
-$18,566 NOT
cap gain +$4,871
Max even-money escape in the band~$15625 Sep 202618d left+$0.74/sh+$297
cycle +$1,073
[-$51…+$279] · 68% credit
75%
surv 67%
-$16,760 NOT
cap gain +$6,678
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$16625 Sep 202618d left-$1.61/sh-$643
cycle +$133
[-$1,208…-$727]
86%
surv 84%
-$13,020 NOT
cap gain +$10,418
budget: banked $776 debit $643 (83% used ≈ 1.0 wk of income) → whole cycle still +$133 cash · rolled 4 ct earn ≈ $1,056/mo while parked; 1 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$2,910/mo
vs 50% target ($2,835/mo)+3%
vs normal income ($5,670/mo)51% covered
Net income (after hedge)$2,944/mo
Downside budget
⚠ $150 is $40 below CC-SS $189.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,102
… as % of IC ($13,500)111.9%
… as % of ML ($43,500)34.7%
Recovery months (at normal income)2.7 mo
Surgical close (4 ct)$-18,760
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.48/sh (~25% of the $1.94 collected) or spot ≥ $151.97 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $150)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $148.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$148-151.97
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
≥ $151.97
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.94 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$150.00 (≤1σ, normal week)$776$-19,851+$3,587+$708
+2.5%$153.75 (≤1σ, normal week)$-724$-19,596+$3,842-$792
+5%$157.50 (1.3σ)$-2,224$-19,341+$4,097-$2,292
SS (= V-bounce)$186.00 (4.1σ)$-13,624$-17,503+$5,935-$13,292
V-BOUNCE STRESS (stock → CC-SS $189.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,438
+ Fortress recovery (un-capped): +$21,372
− CC assignment net of premium (4 × $150): -$15,102
− Conservative CC assignment net of premium (1 × $185): -$453
Total Position P&L @ SS: $-17,621 (+$5,817 vs today)
Do-nothing baseline at SS: $-4,329 (this trade vs do-nothing: $-13,292, the opportunity cost of earning $2,910/mo FIGHT income now)
100% normal5 × $14611 Sep8d1.4%59%hist 69%84%hist 79%+18pp$1,650$6,188+$3,278$20,198
Sell 5 × $146 1.4% OTM over spot $144.03 11 Sep 2026 (8d, $3.35 mid)
= $1,650 credit for the 8d cycle → $6,188/mo projected
Survival (stays ≤ $146)
59%
Breach risk
41%
POP (stays ≤ $149.35)
71%
EV / mo
+$1,441
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+18pp
62% whole by 9mo vs 45% doing nothing
FIRE DRILLS
~7.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,053/mo
median; plan ~$1,396/mo after 68% keep · $12,274 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~3.1 mo [1.7-5.5], measured ONLY among the 62% of futures that got whole
🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it)
Challenge odds (touch by expiry)
68%
Flat exit net (mid-life)
+$97
Free roll-up
+$2/wk
Safest escape (by 25 Sep 2026)
$167 @ 91% POP
91% survival
Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.39/sh now → $3.11 mid-life (likely $4.13–$5.78)≈ $0 at expiry  |  you banked $3.30/sh, so a flat mid-life exit nets +$0.19/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,044 simulated challenges: the $146 strike is typically first touched on day 2 of 8, at $148 (overshoots $2.21). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
MoveNew strike ≈New expiryTenorEst netTotal (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$14618 Sep 202611d left+$1.78/sh+$888
cycle +$2,538
[+$593…+$752] · 100% credit
67%
surv 52%
-$19,978 NOT
cap gain +$3,460
Up-and-out for even (raise the cap, free)~$14818 Sep 202611d left+$0.97/sh+$487
cycle +$2,137
[+$124…+$333] · 89% credit
70%
surv 58%
-$19,457 NOT
cap gain +$3,981
Reliable up-and-out (highest cap still free ≥60%)~$15125 Sep 202618d left+$1.15/sh+$576
cycle +$2,226
[+$55…+$355] · 80% credit
74%
surv 64%
-$17,964 NOT
cap gain +$5,474
Max even-money escape in the band~$15425 Sep 202618d left+$0.04/sh+$19
cycle +$1,669
[-$629…-$245] · 9% credit
78%
surv 72%
-$16,883 NOT
cap gain +$6,555
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$16725 Sep 202618d left-$2.15/sh-$1,074
cycle +$576
[-$2,083…-$1,449]
91%
surv 91%
-$12,126 NOT
cap gain +$11,312
budget: banked $1,650 debit $1,074 (65% used ≈ 0.8 wk of income) → whole cycle still +$576 cash · rolled 5 ct earn ≈ $799/mo while parked; 0 ct free to re-sell
If rolled & exited = your total from-entry P&L if you roll to that strike and then close the whole fortress with the stock pinned there (all legs repriced; SAFE = P&L ≥ 0). Cap gain is what that roll earns THIS cycle (premium + appreciation from today to the new strike); the total adds your existing MTM on top. Same from-entry basis as this tool's @cap / total-exit numbers, at the rolled strike.
POP = P(stays ≤ strike + premium collected, the call is profitable); surv = P(stays ≤ strike, the call expires fully worthless). Survival is the stricter bar (no premium cushion), so it sits below POP.
Method: each leg = its live quote (buyback off the ask, sells off the bid) × a Black-Scholes ratio to the challenge, using the leg's own IV shifted -0.4 vol pt per +1% move (equity skew: vol eases as spot rises; buyback shift floored at 0). Estimates, not quotes; the live roll table owns the real decision when a CC is actually threatened.
More detail, income coverage, downside budget, tripwires, held-to-expiry ladder, V-bounce stress
Income coverage
Gross FIGHT income$6,188/mo
vs 50% target ($2,835/mo)+118%
vs normal income ($5,670/mo)109% covered
Net income (after hedge)$6,188/mo
Downside budget
⚠ $146 is $44 below CC-SS $189.70: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$20,198
… as % of IC ($13,500)149.6%
… as % of ML ($43,500)46.4%
Recovery months (at normal income)3.6 mo
Surgical close (5 ct)$-23,462
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.82/sh (~25% of the $3.30 collected) or spot ≥ $149.35 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $146)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $144.54Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$145-149.35
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $149.35
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.94 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$146.00 (≤1σ, normal week)$1,650$-20,866+$2,572+$1,565
+2.5%$149.65 (≤1σ, normal week)$-175$-20,982+$2,455-$260
+5%$153.30 (≤1σ, normal week)$-2,000$-21,099+$2,338-$2,085
SS (= V-bounce)$186.00 (4.1σ)$-18,350$-22,146+$1,292-$17,935
V-BOUNCE STRESS (stock → CC-SS $189.70, where you are whole again, by expiry)
Starting unrealized P&L: $-23,438
+ Fortress recovery (un-capped): +$21,372
− CC assignment net of premium (5 × $146): -$20,198
Total Position P&L @ SS: $-22,264 (+$1,174 vs today)
Do-nothing baseline at SS: $-4,329 (this trade vs do-nothing: $-17,935, the opportunity cost of earning $6,188/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 SPCX are the tiebreakers.
⚔ FIGHT CC options · full candidate scan (24 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 24 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.

Fortress delta: 0.936 (IBKR)  |  Recovery@SS: +$21,372 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-4,329

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1508d11 Sep 2026$1.944/5$2,910$2,94473%79%+$964-$15,102111.9%$-17,621 (vs do-nothing $-13,292)
$1498d11 Sep 2026$2.224/5$3,330$3,36470%77%+$1,015-$15,390114.0%$-17,909 (vs do-nothing $-13,580)
$15015d18 Sep 2026$3.405/5$3,400$3,40068%75%+$876-$18,148134.4%$-20,214 (vs do-nothing $-15,885)
$1488d11 Sep 2026$2.543/5$2,858$2,92666%75%+$800-$11,74787.0%$-14,718 (vs do-nothing $-10,389)
$15022d25 Sep 2026$4.555/5$3,102$3,10266%74%+$772-$17,573130.2%$-19,639 (vs do-nothing $-15,310)
$14922d25 Sep 2026$4.905/5$3,341$3,34163%73%+$780-$17,898132.6%$-19,964 (vs do-nothing $-15,635)
$1478d11 Sep 2026$2.903/5$3,262$3,33063%73%+$835-$11,93988.4%$-14,910 (vs do-nothing $-10,581)
$14822d25 Sep 2026$5.304/5$2,891$2,92561%72%+$643-$14,558107.8%$-17,077 (vs do-nothing $-12,748)
$14722d25 Sep 2026$5.704/5$3,109$3,14359%71%+$647-$14,798109.6%$-17,317 (vs do-nothing $-12,988)
$1468d11 Sep 2026$3.303/5$3,712$3,78059%71%+$864-$12,11989.8%$-15,090 (vs do-nothing $-10,761)
$14615d18 Sep 2026$4.903/5$2,940$3,00857%70%+$570-$11,63986.2%$-14,610 (vs do-nothing $-10,281)
$14622d25 Sep 2026$6.104/5$3,327$3,36157%70%+$637-$15,038111.4%$-17,557 (vs do-nothing $-13,228)
$1458d11 Sep 2026$3.703/5$4,162$4,23055%69%+$839-$12,29991.1%$-15,270 (vs do-nothing $-10,941)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14515d18 Sep 2026$5.303/5$3,180$3,24855%69%+$549-$11,81987.5%$-14,790 (vs do-nothing $-10,461)
$14522d25 Sep 2026$6.454/5$3,518$3,55255%69%+$583-$15,298113.3%$-17,817 (vs do-nothing $-13,488)
$14422d25 Sep 2026$7.003/5$2,864$2,93252%68%+$468-$11,60986.0%$-14,580 (vs do-nothing $-10,251)
$14415d18 Sep 2026$5.703/5$3,420$3,48852%67%+$508-$11,99988.9%$-14,970 (vs do-nothing $-10,641)
$1448d11 Sep 2026$4.102/5$3,075$3,17751%67%+$506-$8,31961.6%$-11,743 (vs do-nothing $-7,414)
$14322d25 Sep 2026$7.353/5$3,007$3,07550%67%+$404-$11,80487.4%$-14,775 (vs do-nothing $-10,446)
$14315d18 Sep 2026$6.203/5$3,720$3,78849%66%+$506-$12,14990.0%$-15,120 (vs do-nothing $-10,791)
$14222d25 Sep 2026$8.003/5$3,273$3,34148%66%+$471-$11,90988.2%$-14,880 (vs do-nothing $-10,551)
$1438d11 Sep 2026$4.552/5$3,412$3,51447%65%+$452-$8,42962.4%$-11,853 (vs do-nothing $-7,524)
$14215d18 Sep 2026$6.753/5$4,050$4,11846%65%+$513-$12,28491.0%$-15,255 (vs do-nothing $-10,926)
$1428d11 Sep 2026$5.102/5$3,825$3,92744%63%+$380-$8,51963.1%$-11,943 (vs do-nothing $-7,614)

Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Survival, POP and touch use vol x 1.00 (raw implied: the VRP haircut is applied to the premium edge but NOT to risk, because understating the edge costs opportunity while understating breach odds costs capital; the risk-side haircut arms only from the graded ledger). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 5 contracts at the conservative CC.

fortress_fight.py v6.3  |  2026-09-03 21:35