FORTRESS FIGHT: SPCX @ $148.45

BE SS: $186.00  |  CC-SS: $190.06  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-16 21:50

SPCX @ $148.45   UNDERWATER $37.55 (20.2% below BE SS)

5 contracts (500 sh)  |  BE SS: $186.00  |  CC-SS: $190.06 (banked floor $182.94)  |  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$6,516/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,182/mo (info only, already in marks)
Unrealized P&L$-21,725fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$3,258/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$6,516/mo (ATM CC, chain)
IC VELOCITY
2.1 mo to earn back $13,500
ML VELOCITY
6.7 mo to earn back $43,500
Deep drawdown confirmed: a CC at CC-SS $190.06 (probe: $190C 16d) brings only $216/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
$3,947
Hole (after banked)
$17,778
was $21,725 · 18% earned back
Cycles closed
19
Credit in flight
$0
CC-SS · banked floor (info)
$190.06 → $182.94
⚠ 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 $157.50 / 2d. This is the safest strike (survival 88%, breach 12%) that still earns 50% of normal income ($3,258/mo); it brings $4,200/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 4 × $155/2d for $6,900/mo, but breach risk rises to 19% (+7pp 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 × $195/23d (98% survival, $209/mo).
Downside anchor: the primary mortgages $12,743 (94% of IC) ONLY on a full V-bounce all the way to SS $186, recoverable in 2.0 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 4 contracts realizes $-17,384 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: THIS FRIDAY · 18 Sep 2026 (2d) · sell 4 × $157.50, 88% survival, $4,200/mo (E[net] $3,685/mo).
The two weekly tracks below are ranked by E[net]/mo = income kept when unchallenged − the net cash cost and forgone cycle when it is. Each has its own full ladder.
TrackExpirySellSurvivalIncome/moE[net]/mo
THIS FRIDAY 🏆18 Sep 2026 · 2d4 × $157.5088%$4,200$3,685
NEXT FRIDAY25 Sep 2026 · 9d5 × $157.5076%$3,983$1,162
E[net] arithmetic on the grand pick: keep $280 with probability 88%; on the 12% touch you roll, paying $1,087 to close and taking $1,107 back from the best priced door (net cash $0) 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.

📅 THIS FRIDAY · 18 Sep 2026 · 2d · E[net] $3,685/mo 🏆 GRAND PICK

🎯 Engine pick: sell 4 × $157.50 (50% normal), 88% survival, breach 12%, $4,200/mo.
The pick is already past the ~80% (≈1σ) comfort line, so take the income. Stepping out to the $160 rung (🛡 safe yield) lifts survival to 97% (breach 12% → 3%) for $1,125/mo less (27% income) buys safety you do not really need here.
SPCX  spot $148.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
33% normal4 × $16018 Sep2d7.8%97%hist 96%5%hist 3%+4pp$164$2,460-$1,740$11,859
Sell 4 × $160 7.8% OTM over spot $148.45 18 Sep 2026 (2d, $0.42 mid)
= $164 credit for the 2d cycle → $2,460/mo projected
Survival (stays ≤ $160)
97%
Breach risk
3%
POP (stays ≤ $160.42)
98%
EV / mo
+$2,332
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+4pp
57% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$763/mo
median; plan ~$519/mo after 68% keep · $4,373 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.1-4.4], measured ONLY among the 57% 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)
7%
Flat exit net (mid-life)
-$940
Free roll-up
+$7/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 4 calls + sell the new ones, one order. Prices assume the central case (day 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.90/sh now → $2.76 mid-life (likely $2.84–$5.57)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$2.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 206 simulated challenges: the $160 strike is typically first touched on day 2 of 2, at $163 (overshoots $2.88). 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)~$16025 Sep 20268d left+$2.74/sh+$1,095
cycle +$1,259
[+$936…+$1,217] · 100% credit
69%
surv 51%
-$14,773 NOT
cap gain +$6,952
Reliable up-and-out (highest cap still free ≥60%)~$1729 Oct 202622d left+$1.05/sh+$421
cycle +$585
[-$221…+$448] · 67% credit
80%
surv 74%
-$9,787 NOT
cap gain +$11,938
Max even-money escape in the band~$1749 Oct 202622d left+$0.45/sh+$182
cycle +$346
[-$526…+$191] · 46% credit
82%
surv 78%
-$8,801 NOT
cap gain +$12,924
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)~$16725 Sep 20268d left+$0.11/sh+$45
cycle +$209
[-$535…+$41] · 34% credit
78%
surv 71%
-$12,613 NOT
cap gain +$9,112
Safety roll (pay small debit, max POP)~$1779 Oct 202622d left-$0.08/sh-$33
cycle +$131
[-$804…-$34] · 21% credit
84%
surv 81%
-$7,791 NOT
cap gain +$13,934
budget: banked $164 debit $33 (20% used ≈ 0.1 wk of income) → whole cycle still +$131 cash · rolled 4 ct earn ≈ $1,461/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$2,460/mo
vs 50% target ($3,258/mo)-24%
vs normal income ($6,516/mo)38% covered
Net income (after hedge)$2,524/mo
Downside budget
⚠ $160 is $30 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$11,859
… as % of IC ($13,500)87.8%
… as % of ML ($43,500)27.3%
Recovery months (at normal income)1.8 mo
Surgical close (4 ct)$-17,384
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 $0.41 collected) or spot ≥ $160.42 (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
$158-160.42
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
≥ $160.42
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (2.0σ)$164$-15,867+$5,858+$28
+2.5%$164.00 (2.7σ)$-1,436$-15,507+$6,218-$1,572
+5%$168.00 (3.4σ)$-3,036$-15,147+$6,578-$3,172
SS (= V-bounce)$186.00 (6.5σ)$-10,236$-13,627+$8,098-$9,972
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (4 × $160): -$11,859
− Conservative CC assignment net of premium (1 × $185): -$472
Total Position P&L @ SS: $-13,668 (+$8,057 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-9,972, the opportunity cost of earning $2,460/mo FIGHT income now)
🛡 safe yield5 × $16018 Sep2d7.8%97%hist 96%5%hist 3%+5pp$205$3,075-$1,125$14,824
Sell 5 × $160 7.8% OTM over spot $148.45 18 Sep 2026 (2d, $0.42 mid)
= $205 credit for the 2d cycle → $3,075/mo projected
Survival (stays ≤ $160)
97%
Breach risk
3%
POP (stays ≤ $160.42)
98%
EV / mo
+$2,915
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+5pp
57% whole by 9mo vs 53% doing nothing
FIRE DRILLS
~0.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$859/mo
median; plan ~$584/mo after 68% keep · $4,939 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.3 mo [1.2-4.8], measured ONLY among the 57% 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)
7%
Flat exit net (mid-life)
-$1,175
Free roll-up
+$7/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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.90/sh now → $2.76 mid-life (likely $2.75–$5.15)≈ $0 at expiry  |  you banked $0.41/sh, so a flat mid-life exit nets -$2.35/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 196 simulated challenges: the $160 strike is typically first touched on day 2 of 2, at $163 (overshoots $2.70). 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 20268d left+$2.74/sh+$1,368
cycle +$1,573
[+$1,212…+$1,540] · 99% credit
69%
surv 51%
-$14,492 NOT
cap gain +$7,233
Reliable up-and-out (highest cap still free ≥60%)~$1729 Oct 202622d left+$1.05/sh+$526
cycle +$731
[-$140…+$618] · 69% credit
80%
surv 74%
-$9,675 NOT
cap gain +$12,050
Max even-money escape in the band~$1749 Oct 202622d left+$0.45/sh+$227
cycle +$432
[-$513…+$301] · 48% credit
82%
surv 78%
-$8,749 NOT
cap gain +$12,976
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)~$16725 Sep 20268d left+$0.11/sh+$56
cycle +$261
[-$538…+$96] · 38% credit
78%
surv 71%
-$12,595 NOT
cap gain +$9,130
Safety roll (pay small debit, max POP)~$1779 Oct 202622d left-$0.08/sh-$41
cycle +$164
[-$851…+$17] · 27% credit
84%
surv 81%
-$7,792 NOT
cap gain +$13,933
budget: banked $205 debit $41 (20% used ≈ 0.1 wk of income) → whole cycle still +$164 cash · rolled 5 ct earn ≈ $1,826/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$3,075/mo
vs 50% target ($3,258/mo)-6%
vs normal income ($6,516/mo)47% covered
Net income (after hedge)$3,075/mo
Downside budget
⚠ $160 is $30 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$14,824
… as % of IC ($13,500)109.8%
… as % of ML ($43,500)34.1%
Recovery months (at normal income)2.3 mo
Surgical close (5 ct)$-21,730
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 $0.41 collected) or spot ≥ $160.42 (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
$158-160.42
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
≥ $160.42
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$160.00 (2.0σ)$205$-15,860+$5,865+$35
+2.5%$164.00 (2.7σ)$-1,795$-15,900+$5,825-$1,965
+5%$168.00 (3.4σ)$-3,795$-15,940+$5,785-$3,965
SS (= V-bounce)$186.00 (6.5σ)$-12,795$-16,120+$5,605-$12,465
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (5 × $160): -$14,824
Total Position P&L @ SS: $-16,161 (+$5,564 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-12,465, the opportunity cost of earning $3,075/mo FIGHT income now)
🎯 50% normal4 × $157.5018 Sep2d6.1%88%hist 86%23%hist 26%+14pp$280$4,200$12,743
Sell 4 × $157.50 6.1% OTM over spot $148.45 18 Sep 2026 (2d, $0.71 mid)
= $280 credit for the 2d cycle → $4,200/mo projected
Survival (stays ≤ $157.50)
88%
Breach risk
12%
POP (stays ≤ $158.21)
90%
EV / mo
+$2,680
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+14pp
77% whole by 9mo vs 64% doing nothing
FIRE DRILLS
~2.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,891/mo
median; plan ~$1,966/mo after 68% keep · $8,531 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.6], measured ONLY among the 77% 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)
12%
Flat exit net (mid-life)
-$807
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$177 @ 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.84/sh now → $2.72 mid-life (likely $2.90–$5.45)≈ $0 at expiry  |  you banked $0.70/sh, so a flat mid-life exit nets -$2.02/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 368 simulated challenges: the $158 strike is typically first touched on day 2 of 2, at $160 (overshoots $2.87). 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)~$15825 Sep 20268d left+$2.77/sh+$1,107
cycle +$1,387
[+$938…+$1,194] · 99% credit
69%
surv 51%
-$15,870 NOT
cap gain +$5,855
Reliable up-and-out (highest cap still free ≥60%)~$1699 Oct 202622d left+$1.08/sh+$434
cycle +$714
[-$190…+$424] · 65% credit
80%
surv 74%
-$10,883 NOT
cap gain +$10,842
Max even-money escape in the band~$1729 Oct 202622d left+$0.49/sh+$195
cycle +$475
[-$493…+$172] · 46% credit
82%
surv 78%
-$9,897 NOT
cap gain +$11,828
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)~$16425 Sep 20268d left+$0.14/sh+$56
cycle +$336
[-$505…+$33] · 29% credit
78%
surv 71%
-$13,711 NOT
cap gain +$8,014
Safety roll (pay small debit, max POP)~$1779 Oct 202622d left-$0.50/sh-$200
cycle +$80
[-$1,000…-$237] · 3% credit
86%
surv 84%
-$7,842 NOT
cap gain +$13,883
budget: banked $280 debit $200 (72% used ≈ 0.2 wk of income) → whole cycle still +$80 cash · rolled 4 ct earn ≈ $1,208/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$4,200/mo
vs 50% target ($3,258/mo)+29%
vs normal income ($6,516/mo)64% covered
Net income (after hedge)$4,264/mo
Downside budget
⚠ $157.50 is $33 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$12,743
… as % of IC ($13,500)94.4%
… as % of ML ($43,500)29.3%
Recovery months (at normal income)2.0 mo
Surgical close (4 ct)$-17,384
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.17/sh (~25% of the $0.70 collected) or spot ≥ $158.21 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $158)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $155.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$156-158.21
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
≥ $158.21
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (1.6σ)$280$-16,976+$4,749+$144
+2.5%$161.44 (2.2σ)$-1,295$-16,622+$5,103-$1,431
+5%$165.38 (2.9σ)$-2,870$-16,268+$5,457-$3,006
SS (= V-bounce)$186.00 (6.5σ)$-11,120$-14,511+$7,214-$10,856
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (4 × $157.50): -$12,743
− Conservative CC assignment net of premium (1 × $185): -$472
Total Position P&L @ SS: $-14,552 (+$7,173 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-10,856, the opportunity cost of earning $4,200/mo FIGHT income now)
100% normal4 × $15518 Sep2d4.4%81%hist 86%38%hist 30%+19pp$460$6,900+$2,700$13,563
Sell 4 × $155 4.4% OTM over spot $148.45 18 Sep 2026 (2d, $1.17 mid)
= $460 credit for the 2d cycle → $6,900/mo projected
Survival (stays ≤ $155)
81%
Breach risk
19%
POP (stays ≤ $156.16)
85%
EV / mo
+$3,777
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
78% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~4.4/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$3,890/mo
median; plan ~$2,645/mo after 68% keep · $10,553 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.5 mo [0.7-3.5], measured ONLY among the 78% 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)
22%
Flat exit net (mid-life)
-$609
Free roll-up
+$7/wk
Safest escape (by 9 Oct 2026)
$177 @ 88% POP
86% 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 1 of 2); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $3.78/sh now → $2.67 mid-life (likely $3.13–$5.88)≈ $0 at expiry  |  you banked $1.15/sh, so a flat mid-life exit nets -$1.52/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 660 simulated challenges: the $155 strike is typically first touched on day 2 of 2, at $158 (overshoots $3.00). 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 20268d left+$2.80/sh+$1,118
cycle +$1,578
[+$899…+$1,144] · 99% credit
69%
surv 52%
-$16,903 NOT
cap gain +$4,822
Reliable up-and-out (highest cap still free ≥60%)~$1679 Oct 202622d left+$1.11/sh+$445
cycle +$905
[-$307…+$364] · 62% credit
80%
surv 74%
-$11,917 NOT
cap gain +$9,808
Max even-money escape in the band~$1699 Oct 202622d left+$0.52/sh+$207
cycle +$667
[-$611…+$107] · 38% credit
82%
surv 78%
-$10,930 NOT
cap gain +$10,795
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)~$16225 Sep 20268d left+$0.17/sh+$67
cycle +$527
[-$577…-$15] · 23% credit
78%
surv 71%
-$14,745 NOT
cap gain +$6,980
Safety roll (pay small debit, max POP)~$1779 Oct 202622d left-$0.84/sh-$336
cycle +$124
[-$1,326…-$472]
88%
surv 86%
-$7,798 NOT
cap gain +$13,927
budget: banked $460 debit $336 (73% used ≈ 0.2 wk of income) → whole cycle still +$124 cash · rolled 4 ct earn ≈ $999/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$6,900/mo
vs 50% target ($3,258/mo)+112%
vs normal income ($6,516/mo)106% covered
Net income (after hedge)$6,964/mo
Downside budget
⚠ $155 is $35 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,563
… as % of IC ($13,500)100.5%
… as % of ML ($43,500)31.2%
Recovery months (at normal income)2.1 mo
Surgical close (4 ct)$-17,386
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.29/sh (~25% of the $1.15 collected) or spot ≥ $156.16 (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
$153-156.16
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
≥ $156.16
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$155.00 (1.1σ)$460$-18,021+$3,704+$324
+2.5%$158.88 (1.8σ)$-1,090$-17,673+$4,052-$1,226
+5%$162.75 (2.5σ)$-2,640$-17,324+$4,401-$2,776
SS (= V-bounce)$186.00 (6.5σ)$-11,940$-15,331+$6,394-$11,676
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (4 × $155): -$13,563
− Conservative CC assignment net of premium (1 × $185): -$472
Total Position P&L @ SS: $-15,372 (+$6,353 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-11,676, the opportunity cost of earning $6,900/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.

📅 NEXT FRIDAY · 25 Sep 2026 · 9d · E[net] $1,162/mo

🎯 Engine pick: sell 5 × $157.50 (50% normal), 76% survival, breach 24%, $3,983/mo.
⚖️ Worth a safer step: the $162.50 rung (33% normal) lifts survival to 85% (breach 24% → 15%) for $1,683/mo less (42% 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 $162.50 rung, unless you need the income to cover the hedge bleed, or you expect SPCX to stay flat-to-down near term.
SPCX  spot $148.45 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
🛡 safe yield5 × $167.5025 Sep9d12.8%91%hist 96%17%hist 14%+6pp$390$1,300-$2,683$10,889
Sell 5 × $167.50 12.8% OTM over spot $148.45 25 Sep 2026 (9d, $0.80 mid)
= $390 credit for the 9d cycle → $1,300/mo projected
Survival (stays ≤ $167.50)
91%
Breach risk
9%
POP (stays ≤ $168.29)
92%
EV / mo
+$776
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+6pp
61% whole by 9mo vs 55% doing nothing
FIRE DRILLS
~0.7/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$925/mo
median; plan ~$629/mo after 68% keep · $5,115 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.1 mo [1.0-4.3], measured ONLY among the 61% 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)
10%
Flat exit net (mid-life)
-$1,939
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$177 @ 78% POP
71% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.59/sh now → $4.66 mid-life (likely $4.00–$6.77)≈ $0 at expiry  |  you banked $0.78/sh, so a flat mid-life exit nets -$3.88/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 307 simulated challenges: the $168 strike is typically first touched on day 6 of 9, at $170 (overshoots $2.89). 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)~$1682 Oct 202612d left+$1.54/sh+$770
cycle +$1,160
[+$652…+$1,166] · 100% credit
68%
surv 52%
-$11,231 NOT
cap gain +$10,494
Up-and-out for even (raise the cap, free)~$1692 Oct 202612d left+$0.80/sh+$400
cycle +$790
[+$216…+$745] · 89% credit
70%
surv 56%
-$10,841 NOT
cap gain +$10,884
Reliable up-and-out (highest cap still free ≥60%)~$1729 Oct 202618d left+$1.09/sh+$546
cycle +$936
[+$254…+$944] · 88% credit
73%
surv 61%
-$9,470 NOT
cap gain +$12,255
Max even-money escape in the band~$1749 Oct 202618d left+$0.11/sh+$53
cycle +$443
[-$318…+$411] · 51% credit
75%
surv 66%
-$8,738 NOT
cap gain +$12,987
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 202618d left-$0.72/sh-$361
cycle +$29
[-$832…-$39] · 22% credit
78%
surv 71%
-$7,927 NOT
cap gain +$13,798
budget: banked $390 debit $361 (93% used ≈ 1.2 wk of income) → whole cycle still +$29 cash · rolled 5 ct earn ≈ $3,280/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$1,300/mo
vs 50% target ($3,258/mo)-60%
vs normal income ($6,516/mo)20% covered
Net income (after hedge)$1,300/mo
Downside budget
⚠ $167.50 is $23 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$10,889
… as % of IC ($13,500)80.7%
… as % of ML ($43,500)25.0%
Recovery months (at normal income)1.7 mo
Surgical close (5 ct)$-21,732
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.20/sh (~25% of the $0.78 collected) or spot ≥ $168.29 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $168)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $165.82Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$166-168.29
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
≥ $168.29
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$167.50 (1.5σ)$390$-12,000+$9,725+$220
+2.5%$171.69 (1.9σ)$-1,704$-12,042+$9,683-$1,874
+5%$175.88 (2.2σ)$-3,798$-12,084+$9,641-$3,968
SS (= V-bounce)$186.00 (3.1σ)$-8,860$-12,185+$9,540-$8,530
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (5 × $167.50): -$10,889
Total Position P&L @ SS: $-12,226 (+$9,499 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-8,530, the opportunity cost of earning $1,300/mo FIGHT income now)
33% normal ← lean5 × $162.5025 Sep9d9.5%85%hist 86%30%hist 26%+8pp$690$2,300-$1,683$13,089
Sell 5 × $162.50 9.5% OTM over spot $148.45 25 Sep 2026 (9d, $1.40 mid)
= $690 credit for the 9d cycle → $2,300/mo projected
Survival (stays ≤ $162.50)
85%
Breach risk
15%
POP (stays ≤ $163.90)
88%
EV / mo
+$1,178
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+8pp
66% whole by 9mo vs 58% doing nothing
FIRE DRILLS
~1.2/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,457/mo
median; plan ~$991/mo after 68% keep · $6,361 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [0.9-3.9], measured ONLY among the 66% 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)
19%
Flat exit net (mid-life)
-$1,569
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$174 @ 81% POP
76% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.39/sh now → $4.52 mid-life (likely $4.20–$6.64)≈ $0 at expiry  |  you banked $1.38/sh, so a flat mid-life exit nets -$3.14/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 564 simulated challenges: the $162 strike is typically first touched on day 6 of 9, at $165 (overshoots $2.57). 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)~$1622 Oct 202612d left+$1.66/sh+$832
cycle +$1,522
[+$642…+$1,103] · 100% credit
68%
surv 52%
-$13,319 NOT
cap gain +$8,406
Up-and-out for even (raise the cap, free)~$1642 Oct 202612d left+$0.93/sh+$463
cycle +$1,153
[+$214…+$667] · 92% credit
70%
surv 56%
-$12,928 NOT
cap gain +$8,797
Reliable up-and-out (highest cap still free ≥60%)~$1679 Oct 202618d left+$1.22/sh+$610
cycle +$1,300
[+$258…+$847] · 91% credit
73%
surv 61%
-$11,556 NOT
cap gain +$10,169
Max even-money escape in the band~$1699 Oct 202618d left+$0.24/sh+$118
cycle +$808
[-$311…+$323] · 48% credit
75%
surv 66%
-$10,823 NOT
cap gain +$10,902
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1749 Oct 202618d left-$1.30/sh-$652
cycle +$38
[-$1,235…-$509] · 9% credit
81%
surv 76%
-$9,143 NOT
cap gain +$12,582
budget: banked $690 debit $652 (95% used ≈ 1.2 wk of income) → whole cycle still +$38 cash · rolled 5 ct earn ≈ $2,679/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$2,300/mo
vs 50% target ($3,258/mo)-29%
vs normal income ($6,516/mo)35% covered
Net income (after hedge)$2,300/mo
Downside budget
⚠ $162.50 is $28 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,089
… as % of IC ($13,500)97.0%
… as % of ML ($43,500)30.1%
Recovery months (at normal income)2.0 mo
Surgical close (5 ct)$-21,732
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 $1.38 collected) or spot ≥ $163.90 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-163.90
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
≥ $163.90
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (1.1σ)$690$-14,150+$7,575+$520
+2.5%$166.56 (1.5σ)$-1,341$-14,191+$7,534-$1,511
+5%$170.62 (1.8σ)$-3,372$-14,232+$7,493-$3,542
SS (= V-bounce)$186.00 (3.1σ)$-11,060$-14,385+$7,340-$10,730
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (5 × $162.50): -$13,089
Total Position P&L @ SS: $-14,426 (+$7,299 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-10,730, the opportunity cost of earning $2,300/mo FIGHT income now)
🎯 50% normal5 × $157.5025 Sep9d6.1%76%hist 84%49%hist 39%+9pp$1,195$3,983$15,084
Sell 5 × $157.50 6.1% OTM over spot $148.45 25 Sep 2026 (9d, $2.41 mid)
= $1,195 credit for the 9d cycle → $3,983/mo projected
Survival (stays ≤ $157.50)
76%
Breach risk
24%
POP (stays ≤ $159.91)
81%
EV / mo
+$1,657
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+9pp
69% whole by 9mo vs 60% doing nothing
FIRE DRILLS
~2.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,992/mo
median; plan ~$1,354/mo after 68% keep · $7,366 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.0 mo [1.0-3.4], measured ONLY among the 69% 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)
34%
Flat exit net (mid-life)
-$995
Free roll-up
+$2/wk
Safest escape (by 9 Oct 2026)
$174 @ 86% POP
83% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.19/sh now → $4.38 mid-life (likely $4.75–$6.95)≈ $0 at expiry  |  you banked $2.39/sh, so a flat mid-life exit nets -$1.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,017 simulated challenges: the $158 strike is typically first touched on day 5 of 9, at $160 (overshoots $2.50). 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)~$1582 Oct 202612d left+$1.78/sh+$888
cycle +$2,083
[+$612…+$973] · 100% credit
68%
surv 52%
-$15,207 NOT
cap gain +$6,518
Up-and-out for even (raise the cap, free)~$1592 Oct 202612d left+$1.04/sh+$520
cycle +$1,715
[+$189…+$564] · 90% credit
70%
surv 56%
-$14,816 NOT
cap gain +$6,909
Reliable up-and-out (highest cap still free ≥60%)~$1629 Oct 202618d left+$1.34/sh+$668
cycle +$1,863
[+$200…+$707] · 87% credit
73%
surv 61%
-$13,443 NOT
cap gain +$8,282
Max even-money escape in the band~$1649 Oct 202618d left+$0.35/sh+$177
cycle +$1,372
[-$372…+$168] · 35% credit
75%
surv 67%
-$12,709 NOT
cap gain +$9,016
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$1749 Oct 202618d left-$2.24/sh-$1,119
cycle +$76
[-$1,974…-$1,237]
86%
surv 83%
-$9,105 NOT
cap gain +$12,620
budget: banked $1,195 debit $1,119 (94% used ≈ 1.2 wk of income) → whole cycle still +$76 cash · rolled 5 ct earn ≈ $1,786/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$3,983/mo
vs 50% target ($3,258/mo)+22%
vs normal income ($6,516/mo)61% covered
Net income (after hedge)$3,983/mo
Downside budget
⚠ $157.50 is $33 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,084
… as % of IC ($13,500)111.7%
… as % of ML ($43,500)34.7%
Recovery months (at normal income)2.3 mo
Surgical close (5 ct)$-21,735
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.60/sh (~25% of the $2.39 collected) or spot ≥ $159.91 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $158)); NOT the premium you collected.
Spot \ Time≥ 5d left3-4d left≤ 2d (expiry)
Below $155.93Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$156-159.91
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
≥ $159.91
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (≤1σ, normal week)$1,195$-16,095+$5,630+$1,025
+2.5%$161.44 (1.1σ)$-774$-16,135+$5,590-$944
+5%$165.38 (1.4σ)$-2,742$-16,174+$5,551-$2,912
SS (= V-bounce)$186.00 (3.1σ)$-13,055$-16,380+$5,345-$12,725
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (5 × $157.50): -$15,084
Total Position P&L @ SS: $-16,421 (+$5,304 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-12,725, the opportunity cost of earning $3,983/mo FIGHT income now)
100% normal5 × $152.5025 Sep9d2.7%64%hist 65%75%hist 67%+16pp$1,975$6,583+$2,600$16,804
Sell 5 × $152.50 2.7% OTM over spot $148.45 25 Sep 2026 (9d, $4.00 mid)
= $1,975 credit for the 9d cycle → $6,583/mo projected
Survival (stays ≤ $152.50)
64%
Breach risk
36%
POP (stays ≤ $156.50)
74%
EV / mo
+$2,054
📈 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
~4.1/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,619/mo
median; plan ~$1,781/mo after 68% keep · $9,845 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~1.8 mo [1.0-3.9], 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)
60%
Flat exit net (mid-life)
-$145
Free roll-up
+$4/wk
Safest escape (by 9 Oct 2026)
$177 @ 92% 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 9); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $6.00/sh now → $4.24 mid-life (likely $5.31–$7.43)≈ $0 at expiry  |  you banked $3.95/sh, so a flat mid-life exit nets -$0.29/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,789 simulated challenges: the $152 strike is typically first touched on day 3 of 9, at $155 (overshoots $2.50). 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)~$1522 Oct 202612d left+$1.88/sh+$940
cycle +$2,915
[+$578…+$845] · 100% credit
68%
surv 52%
-$16,826 NOT
cap gain +$4,899
Reliable up-and-out (highest cap still free ≥60%)~$1579 Oct 202618d left+$1.44/sh+$719
cycle +$2,694
[+$131…+$526] · 85% credit
73%
surv 61%
-$15,062 NOT
cap gain +$6,663
Max even-money escape in the band~$1599 Oct 202618d left+$0.46/sh+$230
cycle +$2,205
[-$458…+$2] · 25% credit
76%
surv 67%
-$14,326 NOT
cap gain +$7,399
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)~$1572 Oct 202612d left+$0.06/sh+$29
cycle +$2,004
[-$500…-$148] · 15% credit
73%
surv 63%
-$15,752 NOT
cap gain +$5,973
Safety roll (pay small debit, max POP)~$1779 Oct 202618d left-$3.12/sh-$1,561
cycle +$414
[-$2,789…-$1,978]
92%
surv 91%
-$7,542 NOT
cap gain +$14,183
budget: banked $1,975 debit $1,561 (79% used ≈ 1.0 wk of income) → whole cycle still +$414 cash · rolled 5 ct earn ≈ $933/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$6,583/mo
vs 50% target ($3,258/mo)+102%
vs normal income ($6,516/mo)101% covered
Net income (after hedge)$6,583/mo
Downside budget
⚠ $152.50 is $38 below CC-SS $190.06: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,804
… as % of IC ($13,500)124.5%
… as % of ML ($43,500)38.6%
Recovery months (at normal income)2.6 mo
Surgical close (5 ct)$-21,750
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.99/sh (~25% of the $3.95 collected) or spot ≥ $156.50 (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
$151-156.50
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
≥ $156.50
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 0.98 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$152.50 (≤1σ, normal week)$1,975$-17,765+$3,960+$1,805
+2.5%$156.31 (≤1σ, normal week)$69$-17,804+$3,921-$101
+5%$160.12 (≤1σ, normal week)$-1,838$-17,842+$3,883-$2,007
SS (= V-bounce)$186.00 (3.1σ)$-14,775$-18,100+$3,625-$14,445
V-BOUNCE STRESS (stock → CC-SS $190.06, where you are whole again, by expiry)
Starting unrealized P&L: $-21,725
+ Fortress recovery (un-capped): +$20,388
− CC assignment net of premium (5 × $152.50): -$16,804
Total Position P&L @ SS: $-18,141 (+$3,584 vs today)
Do-nothing baseline at SS: $-3,696 (this trade vs do-nothing: $-14,445, the opportunity cost of earning $6,583/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 (31 clear the floor), click to expand

Every eligible strike x expiry in the 2-45 DTE band (4 expiries scanned, 31 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: 0.980 (IBKR)  |  Recovery@SS: +$20,388 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,696

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$157.502d18 Sep 2026$0.704/5$4,200$4,26488%90%+$2,680-$12,74394.4%$-14,552 (vs do-nothing $-10,856)
$1552d18 Sep 2026$1.152/5$3,450$3,64181%85%+$1,889-$6,78250.2%$-9,534 (vs do-nothing $-5,838)
$157.509d25 Sep 2026$2.395/5$3,983$3,98376%81%+$1,657-$15,084111.7%$-16,421 (vs do-nothing $-12,725)
$157.5016d2 Oct 2026$3.605/5$3,375$3,37572%79%+$1,201-$14,479107.3%$-15,816 (vs do-nothing $-12,120)
$152.502d18 Sep 2026$1.852/5$5,550$5,74172%79%+$2,564-$7,14252.9%$-9,894 (vs do-nothing $-6,198)
$1559d25 Sep 2026$3.104/5$4,133$4,19770%78%+$1,513-$12,78394.7%$-14,592 (vs do-nothing $-10,896)
$15516d2 Oct 2026$4.404/5$3,300$3,36467%76%+$1,052-$12,26390.8%$-14,072 (vs do-nothing $-10,376)
$15523d9 Oct 2026$5.505/5$3,587$3,58765%75%+$1,050-$14,779109.5%$-16,116 (vs do-nothing $-12,420)
$152.509d25 Sep 2026$3.953/5$3,950$4,07864%74%+$1,233-$10,08274.7%$-12,363 (vs do-nothing $-8,667)
$152.5016d2 Oct 2026$5.354/5$4,012$4,07662%73%+$1,139-$12,88395.4%$-14,692 (vs do-nothing $-10,996)
$152.5023d9 Oct 2026$6.504/5$3,391$3,45561%72%+$902-$12,42392.0%$-14,232 (vs do-nothing $-10,536)
$1502d18 Sep 2026$2.841/5$4,260$4,51559%73%+$1,527-$3,72227.6%$-6,946 (vs do-nothing $-3,250)
$1509d25 Sep 2026$4.952/5$3,300$3,49157%71%+$991-$7,02252.0%$-9,774 (vs do-nothing $-6,078)
Show 18 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$15016d2 Oct 2026$6.453/5$3,628$3,75656%70%+$905-$10,08274.7%$-12,363 (vs do-nothing $-8,667)
$15023d9 Oct 2026$7.554/5$3,939$4,00356%70%+$912-$13,00396.3%$-14,812 (vs do-nothing $-11,116)
$1492d18 Sep 2026$3.301/5$4,950$5,20554%71%+$1,612-$3,77628.0%$-7,000 (vs do-nothing $-3,304)
$14923d9 Oct 2026$8.054/5$4,200$4,26454%69%+$936-$13,20397.8%$-15,012 (vs do-nothing $-11,316)
$14916d2 Oct 2026$6.903/5$3,881$4,00954%69%+$902-$10,24775.9%$-12,528 (vs do-nothing $-8,832)
$1499d25 Sep 2026$5.502/5$3,667$3,85853%70%+$1,060-$7,11252.7%$-9,864 (vs do-nothing $-6,168)
$14823d9 Oct 2026$8.553/5$3,346$3,47352%68%+$709-$10,05274.5%$-12,333 (vs do-nothing $-8,637)
$14816d2 Oct 2026$7.403/5$4,162$4,29051%68%+$911-$10,39777.0%$-12,678 (vs do-nothing $-8,982)
$1489d25 Sep 2026$5.952/5$3,967$4,15850%69%+$1,037-$7,22253.5%$-9,974 (vs do-nothing $-6,278)
$14723d9 Oct 2026$9.053/5$3,541$3,66950%68%+$707-$10,20275.6%$-12,483 (vs do-nothing $-8,787)
$14716d2 Oct 2026$8.003/5$4,500$4,62849%67%+$958-$10,51777.9%$-12,798 (vs do-nothing $-9,102)
$1482d18 Sep 2026$3.851/5$5,775$6,03049%69%+$1,698-$3,82128.3%$-7,045 (vs do-nothing $-3,349)
$14623d9 Oct 2026$9.653/5$3,776$3,90447%67%+$733-$10,32276.5%$-12,603 (vs do-nothing $-8,907)
$1479d25 Sep 2026$6.502/5$4,333$4,52547%67%+$1,055-$7,31254.2%$-10,064 (vs do-nothing $-6,368)
$14616d2 Oct 2026$8.503/5$4,781$4,90946%66%+$932-$10,66779.0%$-12,948 (vs do-nothing $-9,252)
$1469d25 Sep 2026$7.052/5$4,700$4,89144%66%+$1,048-$7,40254.8%$-10,154 (vs do-nothing $-6,458)
$1472d18 Sep 2026$4.451/5$6,675$6,93043%67%+$1,748-$3,86128.6%$-7,085 (vs do-nothing $-3,389)
$1462d18 Sep 2026$5.101/5$7,650$7,90538%65%+$1,804-$3,89628.9%$-7,120 (vs do-nothing $-3,424)

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  |  2026-09-16 21:50