FORTRESS FIGHT: SPCX @ $148.22

BE SS: $186.00  |  CC-SS: $189.05  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-11 22:01

SPCX @ $148.22   UNDERWATER $37.78 (20.3% below BE SS)

5 contracts (500 sh)  |  BE SS: $186.00  |  CC-SS: $189.05 (banked floor $182.77)  |  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$6,193/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,230/mo (info only, already in marks)
Unrealized P&L$-21,062fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,096/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$6,193/mo (ATM CC, chain)
IC VELOCITY
2.2 mo to earn back $13,500
ML VELOCITY
7.0 mo to earn back $43,500
Deep drawdown confirmed: a CC at CC-SS $189.05 (probe: $190C 14d) brings only $139/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)
$17,617
was $21,062 · 16% earned back
Cycles closed
18
Credit in flight
$502
CC-SS · banked floor (info)
$189.05 → $182.77
⚠ 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.
Open legAcctCredit/shIn flightOpened
5x $160C 11 Sep 2026U13190865$1.00$5022026-09-08
INTERPRETATION
Primary: 4 contracts at $155 / 7d. This is the safest strike (survival 75%, breach 25%) that still earns 50% of normal income ($3,096/mo); it brings $3,291/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 × $150/7d for $7,500/mo, but breach risk rises to 42% (+17pp vs the primary). The lower strike is hit by a smaller bounce.
More safety, less income: for just the hedge you can sit at 5 × $190/28d (96% survival, $300/mo).
Downside anchor: the primary mortgages $12,853 (95% of IC) ONLY on a full V-bounce all the way to SS $186, recoverable in 2.1 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-16,854 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 · 18 Sep 2026 (7d) · sell 4 × $155, 75% survival, $3,291/mo (E[net] $1,028/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆18 Sep 2026 · 7d4 × $15575%$3,291$1,028
E[net] arithmetic on the grand pick: keep $768 with probability 61%; on the 39% touch you roll, paying $1,322 to close and taking $743 back from the best priced door (net cash $579) 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 · 18 Sep 2026 · 7d · E[net] $1,028/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $155 (50% normal), 75% survival, breach 25%, $3,291/mo.
⚖️ Worth a safer step: the $160 rung (33% normal) lifts survival to 87% (breach 25% → 13%) for $1,170/mo less (36% 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 $160 rung, unless you need the income to cover the hedge bleed, or you expect SPCX to stay flat-to-down near term.
SPCX  spot $148.22 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $16518 Sep7d11.3%94%hist 96%12%hist 13%+4pp$255$1,093-$2,199$11,771
Sell 5 × $165 11.3% OTM over spot $148.22 18 Sep 2026 (7d, $0.52 mid)
= $255 credit for the 7d cycle → $1,093/mo projected
Survival (stays ≤ $165)
94%
Breach risk
6%
POP (stays ≤ $165.52)
95%
EV / mo
+$811
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
54% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~0.6/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$831/mo
median; plan ~$565/mo after 68% keep · $5,457 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.2-4.4], 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)
8%
Flat exit net (mid-life)
-$1,504
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$177 @ 79% POP
74% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.98/sh now → $3.52 mid-life (likely $2.89–$5.38)≈ $0 at expiry  |  you banked $0.51/sh, so a flat mid-life exit nets -$3.01/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 254 simulated challenges: the $165 strike is typically first touched on day 5 of 7, at $168 (overshoots $2.60). 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 (5 ct)POP / surv
of new CC
If rolled & exited
total P&L · cap gain @ new strike
Roll out (same strike, buy time)~$16525 Sep 202610d left+$1.68/sh+$838
cycle +$1,093
[+$743…+$1,159] · 99% credit
67%
surv 52%
-$11,881 NOT
cap gain +$9,181
Up-and-out for even (raise the cap, free)~$16725 Sep 202610d left+$0.86/sh+$431
cycle +$686
[+$246…+$666] · 94% credit
70%
surv 57%
-$11,431 NOT
cap gain +$9,632
Reliable up-and-out (highest cap still free ≥60%)~$1749 Oct 202624d left+$0.79/sh+$397
cycle +$652
[+$13…+$701] · 76% credit
77%
surv 70%
-$7,849 NOT
cap gain +$13,213
Max even-money escape in the band~$1779 Oct 202624d left+$0.06/sh+$32
cycle +$287
[-$437…+$327] · 44% credit
79%
surv 74%
-$7,010 NOT
cap gain +$14,052
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
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$1,093/mo
vs 50% target ($3,096/mo)-65%
vs normal income ($6,193/mo)18% covered
Net income (after hedge)$1,093/mo
Downside budget
⚠ $165 is $24 below CC-SS $189.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,771
… as % of IC ($13,500)87.2%
… as % of ML ($43,500)27.1%
Recovery months (at normal income)1.9 mo
Surgical close (5 ct)$-21,068
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.13/sh (~25% of the $0.51 collected) or spot ≥ $165.52 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $165)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $163.35Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$163-165.52
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
≥ $165.52
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 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$165.00 (1.6σ)$255$-12,720+$8,343+$160
+2.5%$169.12 (2.0σ)$-1,807$-12,794+$8,269-$1,902
+5%$173.25 (2.4σ)$-3,870$-12,868+$8,194-$3,965
SS (= V-bounce)$186.00 (3.6σ)$-10,245$-13,098+$7,965-$9,840
V-BOUNCE STRESS (stock → CC-SS $189.05, where you are whole again, by expiry)
Starting unrealized P&L: $-21,062
+ Fortress recovery (un-capped): +$19,681
− CC assignment net of premium (5 × $165): -$11,771
Total Position P&L @ SS: $-13,152 (+$7,910 vs today)
Do-nothing baseline at SS: $-3,312 (this trade vs do-nothing: $-9,840, the opportunity cost of earning $1,093/mo FIGHT income now)
33% normal ← lean5 × $16018 Sep7d7.9%87%hist 86%26%hist 26%+8pp$495$2,121-$1,170$14,031
Sell 5 × $160 7.9% OTM over spot $148.22 18 Sep 2026 (7d, $1.00 mid)
= $495 credit for the 7d cycle → $2,121/mo projected
Survival (stays ≤ $160)
87%
Breach risk
13%
POP (stays ≤ $161.00)
89%
EV / mo
+$1,202
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
60% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~1.5/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,344/mo
median; plan ~$914/mo after 68% keep · $8,294 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.6 mo [1.3-4.8], measured ONLY among the 60% 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)
17%
Flat exit net (mid-life)
-$1,211
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$177 @ 84% POP
81% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.83/sh now → $3.41 mid-life (likely $3.19–$5.15)≈ $0 at expiry  |  you banked $0.99/sh, so a flat mid-life exit nets -$2.42/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 508 simulated challenges: the $160 strike is typically first touched on day 5 of 7, at $163 (overshoots $2.53). 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)~$16025 Sep 202610d left+$1.77/sh+$886
cycle +$1,381
[+$744…+$1,099] · 100% credit
67%
surv 52%
-$14,004 NOT
cap gain +$7,059
Up-and-out for even (raise the cap, free)~$16225 Sep 202610d left+$0.96/sh+$479
cycle +$974
[+$255…+$662] · 90% credit
70%
surv 57%
-$13,553 NOT
cap gain +$7,510
Reliable up-and-out (highest cap still free ≥60%)~$1699 Oct 202624d left+$0.90/sh+$448
cycle +$943
[+$33…+$653] · 77% credit
77%
surv 70%
-$9,969 NOT
cap gain +$11,093
Max even-money escape in the band~$1729 Oct 202624d left+$0.17/sh+$83
cycle +$578
[-$388…+$253] · 41% credit
79%
surv 74%
-$9,129 NOT
cap gain +$11,934
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1779 Oct 202624d left-$0.90/sh-$451
cycle +$44
[-$1,013…-$319] · 11% credit
84%
surv 81%
-$7,253 NOT
cap gain +$13,810
budget: banked $495 debit $451 (91% used ≈ 0.9 wk of income) → whole cycle still +$44 cash · rolled 5 ct earn ≈ $1,569/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$2,121/mo
vs 50% target ($3,096/mo)-31%
vs normal income ($6,193/mo)34% covered
Net income (after hedge)$2,121/mo
Downside budget
⚠ $160 is $29 below CC-SS $189.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,031
… as % of IC ($13,500)103.9%
… as % of ML ($43,500)32.3%
Recovery months (at normal income)2.3 mo
Surgical close (5 ct)$-21,070
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.25/sh (~25% of the $0.99 collected) or spot ≥ $161.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $160)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $158.40Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$158-161.00
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
≥ $161.00
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 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (1.1σ)$495$-14,890+$6,173+$400
+2.5%$164.00 (1.5σ)$-1,505$-14,962+$6,101-$1,600
+5%$168.00 (1.9σ)$-3,505$-15,034+$6,029-$3,600
SS (= V-bounce)$186.00 (3.6σ)$-12,505$-15,358+$5,705-$12,100
V-BOUNCE STRESS (stock → CC-SS $189.05, where you are whole again, by expiry)
Starting unrealized P&L: $-21,062
+ Fortress recovery (un-capped): +$19,681
− CC assignment net of premium (5 × $160): -$14,031
Total Position P&L @ SS: $-15,412 (+$5,650 vs today)
Do-nothing baseline at SS: $-3,312 (this trade vs do-nothing: $-12,100, the opportunity cost of earning $2,121/mo FIGHT income now)
🎯 50% normal4 × $15518 Sep7d4.6%75%hist 83%51%hist 44%+10pp$768$3,291$12,853
Sell 4 × $155 4.6% OTM over spot $148.22 18 Sep 2026 (7d, $1.93 mid)
= $768 credit for the 7d cycle → $3,291/mo projected
Survival (stays ≤ $155)
75%
Breach risk
25%
POP (stays ≤ $156.93)
80%
EV / mo
+$1,274
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+10pp
62% whole by 9mo vs 52% doing nothing
FIRE DRILLS
~3.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,580/mo
median; plan ~$1,074/mo after 68% keep · $8,808 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.5 mo [1.2-4.6], 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)
39%
Flat exit net (mid-life)
-$554
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$179 @ 90% POP
89% 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.67/sh now → $3.31 mid-life (likely $3.66–$5.59)≈ $0 at expiry  |  you banked $1.92/sh, so a flat mid-life exit nets -$1.39/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,176 simulated challenges: the $155 strike is typically first touched on day 4 of 7, at $157 (overshoots $2.32). 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)~$15525 Sep 202610d left+$1.86/sh+$743
cycle +$1,511
[+$550…+$779] · 100% credit
67%
surv 52%
-$16,265 NOT
cap gain +$4,798
Reliable up-and-out (highest cap still free ≥60%)~$1649 Oct 202624d left+$0.98/sh+$393
cycle +$1,161
[-$51…+$365] · 70% credit
77%
surv 70%
-$12,141 NOT
cap gain +$8,921
Max even-money escape in the band~$1679 Oct 202624d left+$0.26/sh+$102
cycle +$870
[-$398…+$47] · 31% credit
79%
surv 74%
-$11,227 NOT
cap gain +$9,835
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$15925 Sep 202610d left+$0.06/sh+$24
cycle +$792
[-$308…-$9] · 24% credit
74%
surv 65%
-$14,920 NOT
cap gain +$6,142
Safety roll (pay small debit, max POP)~$1799 Oct 202624d left-$1.86/sh-$743
cycle +$25
[-$1,453…-$852]
90%
surv 89%
-$6,048 NOT
cap gain +$15,015
budget: banked $768 debit $743 (97% used ≈ 1.0 wk of income) → whole cycle still +$25 cash · rolled 4 ct earn ≈ $724/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$3,291/mo
vs 50% target ($3,096/mo)+6%
vs normal income ($6,193/mo)53% covered
Net income (after hedge)$3,332/mo
Downside budget
⚠ $155 is $34 below CC-SS $189.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,853
… as % of IC ($13,500)95.2%
… as % of ML ($43,500)29.5%
Recovery months (at normal income)2.1 mo
Surgical close (4 ct)$-16,854
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 $1.92 collected) or spot ≥ $156.93 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $155)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $153.45Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$153-156.93
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
≥ $156.93
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 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$155.00 (≤1σ, normal week)$768$-17,008+$4,055+$692
+2.5%$158.88 (1.0σ)$-782$-16,690+$4,373-$858
+5%$162.75 (1.4σ)$-2,332$-16,372+$4,690-$2,408
SS (= V-bounce)$186.00 (3.6σ)$-11,632$-14,566+$6,497-$11,308
V-BOUNCE STRESS (stock → CC-SS $189.05, where you are whole again, by expiry)
Starting unrealized P&L: $-21,062
+ Fortress recovery (un-capped): +$19,681
− CC assignment net of premium (4 × $155): -$12,853
− Conservative CC assignment net of premium (1 × $185): -$386
Total Position P&L @ SS: $-14,620 (+$6,442 vs today)
Do-nothing baseline at SS: $-3,312 (this trade vs do-nothing: $-11,308, the opportunity cost of earning $3,291/mo FIGHT income now)
100% normal5 × $15018 Sep7d1.2%58%hist 70%86%hist 79%+16pp$1,750$7,500+$4,209$17,776
Sell 5 × $150 1.2% OTM over spot $148.22 18 Sep 2026 (7d, $3.55 mid)
= $1,750 credit for the 7d cycle → $7,500/mo projected
Survival (stays ≤ $150)
58%
Breach risk
42%
POP (stays ≤ $153.55)
71%
EV / mo
+$1,678
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+16pp
70% whole by 9mo vs 54% doing nothing
FIRE DRILLS
~6.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,423/mo
median; plan ~$1,648/mo after 68% keep · $10,170 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.3], measured ONLY among the 70% 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)
+$150
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$177 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.52/sh now → $3.20 mid-life (likely $4.28–$6.18)≈ $0 at expiry  |  you banked $3.50/sh, so a flat mid-life exit nets +$0.30/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 2,054 simulated challenges: the $150 strike is typically first touched on day 2 of 7, at $153 (overshoots $2.56). 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)~$15025 Sep 202610d left+$1.93/sh+$967
cycle +$2,717
[+$633…+$824] · 100% credit
67%
surv 52%
-$17,487 NOT
cap gain +$3,575
Reliable up-and-out (highest cap still free ≥60%)~$1579 Oct 202624d left+$1.84/sh+$922
cycle +$2,672
[+$256…+$654] · 90% credit
75%
surv 66%
-$14,265 NOT
cap gain +$6,798
Max even-money escape in the band~$1629 Oct 202624d left+$0.33/sh+$167
cycle +$1,917
[-$661…-$161] · 15% credit
80%
surv 74%
-$12,609 NOT
cap gain +$8,453
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Up-and-out for even (raise the cap, free)~$15425 Sep 202610d left+$0.14/sh+$71
cycle +$1,821
[-$467…-$148] · 12% credit
74%
surv 65%
-$16,320 NOT
cap gain +$4,742
Safety roll (pay small debit, max POP)~$1779 Oct 202624d left-$2.01/sh-$1,004
cycle +$746
[-$2,183…-$1,431]
91%
surv 91%
-$6,551 NOT
cap gain +$14,512
budget: banked $1,750 debit $1,004 (57% used ≈ 0.6 wk of income) → whole cycle still +$746 cash · rolled 5 ct earn ≈ $744/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$7,500/mo
vs 50% target ($3,096/mo)+142%
vs normal income ($6,193/mo)121% covered
Net income (after hedge)$7,500/mo
Downside budget
⚠ $150 is $39 below CC-SS $189.05: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$17,776
… as % of IC ($13,500)131.7%
… as % of ML ($43,500)40.9%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-21,088
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.88/sh (~25% of the $3.50 collected) or spot ≥ $153.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $150)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $148.50Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$148-153.55
Hold, alert at breakeven. Rolling into a spike pays top dollar; let theta bleed the buyback first.★ Roll on strength NOW: cheap buyback, fat credits.Close or roll same day; pin risk at the strike.
Through breakeven
≥ $153.55
Act now: intrinsic compounds daily. Up-and-out or safety roll.Roll or close immediately; time value is gone.Close today, or be assigned.
If held to expiryexact, settlement = intrinsic  ·  fortress delta 0.96 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$150.00 (≤1σ, normal week)$1,750$-18,455+$2,608+$1,655
+2.5%$153.75 (≤1σ, normal week)$-125$-18,522+$2,540-$220
+5%$157.50 (≤1σ, normal week)$-2,000$-18,590+$2,473-$2,095
SS (= V-bounce)$186.00 (3.6σ)$-16,250$-19,103+$1,960-$15,845
V-BOUNCE STRESS (stock → CC-SS $189.05, where you are whole again, by expiry)
Starting unrealized P&L: $-21,062
+ Fortress recovery (un-capped): +$19,681
− CC assignment net of premium (5 × $150): -$17,776
Total Position P&L @ SS: $-19,157 (+$1,905 vs today)
Do-nothing baseline at SS: $-3,312 (this trade vs do-nothing: $-15,845, the opportunity cost of earning $7,500/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 (4 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: 0.964 (IBKR)  |  Recovery@SS: +$19,681 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,312

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1557d18 Sep 2026$1.924/5$3,291$3,33275%80%+$1,274-$12,85395.2%$-14,620 (vs do-nothing $-11,308)
$15514d25 Sep 2026$3.305/5$3,536$3,53669%76%+$915-$15,376113.9%$-16,757 (vs do-nothing $-13,445)
$152.507d18 Sep 2026$2.623/5$3,369$3,45067%75%+$1,020-$10,17975.4%$-12,333 (vs do-nothing $-9,021)
$15521d2 Oct 2026$4.505/5$3,214$3,21467%75%+$795-$14,776109.4%$-16,157 (vs do-nothing $-12,845)
$152.5014d25 Sep 2026$4.104/5$3,514$3,55563%73%+$782-$12,98196.2%$-14,748 (vs do-nothing $-11,436)
$152.5021d2 Oct 2026$5.405/5$3,857$3,85762%72%+$828-$15,576115.4%$-16,957 (vs do-nothing $-13,645)
$152.5028d9 Oct 2026$6.505/5$3,482$3,48261%72%+$727-$15,026111.3%$-16,407 (vs do-nothing $-13,095)
$1507d18 Sep 2026$3.503/5$4,500$4,58158%71%+$1,007-$10,66579.0%$-12,819 (vs do-nothing $-9,507)
$15014d25 Sep 2026$5.103/5$3,279$3,36057%69%+$573-$10,18575.4%$-12,339 (vs do-nothing $-9,027)
$15021d2 Oct 2026$6.454/5$3,686$3,72656%70%+$682-$13,04196.6%$-14,808 (vs do-nothing $-11,496)
$15028d9 Oct 2026$7.554/5$3,236$3,27656%70%+$586-$12,60193.3%$-14,368 (vs do-nothing $-11,056)
$14928d9 Oct 2026$7.904/5$3,386$3,42654%69%+$540-$12,86195.3%$-14,628 (vs do-nothing $-11,316)
$14921d2 Oct 2026$6.854/5$3,914$3,95554%68%+$651-$13,28198.4%$-15,048 (vs do-nothing $-11,736)
Show 11 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14914d25 Sep 2026$5.603/5$3,600$3,68154%68%+$608-$10,33576.6%$-12,489 (vs do-nothing $-9,177)
$14828d9 Oct 2026$8.454/5$3,621$3,66252%68%+$570-$13,04196.6%$-14,808 (vs do-nothing $-11,496)
$14821d2 Oct 2026$7.303/5$3,129$3,21052%67%+$475-$10,12575.0%$-12,279 (vs do-nothing $-8,967)
$14814d25 Sep 2026$6.003/5$3,857$3,93951%67%+$556-$10,51577.9%$-12,669 (vs do-nothing $-9,357)
$14728d9 Oct 2026$8.904/5$3,814$3,85550%67%+$547-$13,26198.2%$-15,028 (vs do-nothing $-11,716)
$14721d2 Oct 2026$7.803/5$3,343$3,42450%66%+$470-$10,27576.1%$-12,429 (vs do-nothing $-9,117)
$14714d25 Sep 2026$6.503/5$4,179$4,26049%66%+$548-$10,66579.0%$-12,819 (vs do-nothing $-9,507)
$14628d9 Oct 2026$9.404/5$4,029$4,06948%66%+$535-$13,46199.7%$-15,228 (vs do-nothing $-11,916)
$14621d2 Oct 2026$8.303/5$3,557$3,63947%65%+$454-$10,42577.2%$-12,579 (vs do-nothing $-9,267)
$14614d25 Sep 2026$7.003/5$4,500$4,58146%65%+$518-$10,81580.1%$-12,969 (vs do-nothing $-9,657)
$1467d18 Sep 2026$5.452/5$4,671$4,79443%64%+$634-$7,52055.7%$-10,060 (vs do-nothing $-6,748)

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  |  2026-09-11 22:01