FORTRESS FIGHT: SPCX @ $147.93

BE SS: $186.00  |  CC-SS: $189.80  |  5 contracts (500 sh) |  ⌂ PORTFOLIO

GENERATED2026-09-25 21:45

SPCX @ $147.93   UNDERWATER $38.07 (20.5% below BE SS)

5 contracts (500 sh)  |  BE SS: $186.00  |  CC-SS: $189.80 (banked floor $182.83)  |  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$5,679/mo95% ann ROI on ML
Hedge (static, never rolled)$0/moHP expiry = SP LEAPS; decay ≈ $1,179/mo (info only, already in marks)
Unrealized P&L$-22,275fortress legs from IBKR
INCOME GOALPOSTS & VELOCITY
50% INCOME FLOOR
$2,839/mo
HEDGE COVER
$0/mo (static)
NORMAL INCOME
$5,679/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 $189.80 (probe: $190C 14d) brings only $96/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)
$18,328
was $22,275 · 18% earned back
Cycles closed
19
Credit in flight
$700
CC-SS · banked floor (info)
$189.80 → $182.83
⚠ 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 $165C 25 Sep 2026U13190865$1.40$7002026-09-17
INTERPRETATION
Primary: 5 contracts at $155 / 7d. This is the safest strike (survival 77%, breach 23%) that still earns 50% of normal income ($2,839/mo); it brings $3,129/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 $6,386/mo, but breach risk rises to 40% (+18pp 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 (97% survival, $209/mo).
Downside anchor: the primary mortgages $16,670 (123% of IC) ONLY on a full V-bounce all the way to SS $186, recoverable in 2.9 months of normal income. That is the rare tail; the frequent case is the strike holding. Surgical close on the 5 contracts realizes $-22,280 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 · 2 Oct 2026 (7d) · sell 5 × $155, 77% survival, $3,129/mo (E[net] $1,131/mo).
This week's Friday is inside the pin/gamma window, so only the next weekly is shown.
TrackExpirySellSurvivalIncome/moE[net]/mo
NEXT FRIDAY 🏆2 Oct 2026 · 7d5 × $15577%$3,129$1,131
E[net] arithmetic on the grand pick: keep $730 with probability 66%; on the 34% touch you roll, paying $1,477 to close and taking $841 back from the best priced door (net cash $636) 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 · 2 Oct 2026 · 7d · E[net] $1,131/mo 🏆 GRAND PICK

🎯 Engine pick: sell 5 × $155 (50% normal), 77% survival, breach 23%, $3,129/mo.
⚖️ Worth a safer step: the $157.50 rung (33% normal) lifts survival to 84% (breach 23% → 16%) for $964/mo less (31% 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 $157.50 rung, unless you need the income to cover the hedge bleed, or you expect SPCX to stay flat-to-down near term.
SPCX  spot $147.93 · click a rung to expand its decision panel
RungSellExpiryDTEOTMSurvivalTouch oddsFIGHT edgePer cycleIncome/moΔ vs pickCap give-up
▸🛡 safe yield5 × $162.502 Oct7d9.8%92%hist 96%17%hist 13%+7pp$240$1,029-$2,100$13,410
Sell 5 × $162.50 9.8% OTM over spot $147.93 2 Oct 2026 (7d, $0.49 mid)
= $240 credit for the 7d cycle → $1,029/mo projected
Survival (stays ≤ $162.50)
92%
Breach risk
8%
POP (stays ≤ $162.99)
92%
EV / mo
+$558
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+7pp
56% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~1.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$732/mo
median; plan ~$498/mo after 68% keep · $4,825 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.4 mo [1.3-5.0], measured ONLY among the 56% 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)
-$1,308
Free roll-up
+$2/wk
Safest escape (by 23 Oct 2026)
$175 @ 81% POP
77% 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: $4.38/sh now → $3.10 mid-life (likely $2.59–$4.61) → ≈ $0 at expiry  |  you banked $0.48/sh, so a flat mid-life exit nets -$2.62/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 280 simulated challenges: the $162 strike is typically first touched on day 5 of 7, at $165 (overshoots $2.40). 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)~$1629 Oct 202610d left+$1.54/sh+$768
cycle +$1,008
[+$687…+$1,122] · 100% credit
67%
surv 51%
-$14,070 NOT
cap gain +$8,205
Up-and-out for even (raise the cap, free)~$1659 Oct 202610d left+$0.64/sh+$321
cycle +$561
[+$141…+$605] · 86% credit
71%
surv 59%
-$13,494 NOT
cap gain +$8,781
Max even-money escape in the band~$17223 Oct 202624d left+$0.40/sh+$202
cycle +$442
[-$162…+$483] · 63% credit
78%
surv 72%
-$9,908 NOT
cap gain +$12,367
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$17523 Oct 202624d left-$0.22/sh-$112
cycle +$128
[-$527…+$152] · 37% credit
81%
surv 77%
-$8,987 NOT
cap gain +$13,288
budget: banked $240 debit $112 (47% used ≈ 0.5 wk of income) → whole cycle still +$128 cash · rolled 5 ct earn ≈ $1,796/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$1,029/mo
vs 50% target ($2,839/mo)-64%
vs normal income ($5,679/mo)18% covered
Net income (after hedge)$1,029/mo
Downside budget
⚠ $162.50 is $27 below CC-SS $189.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$13,410
… as % of IC ($13,500)99.3%
… as % of ML ($43,500)30.8%
Recovery months (at normal income)2.4 mo
Surgical close (5 ct)$-22,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.12/sh (~25% of the $0.48 collected) or spot ≥ $162.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $162)); NOT the premium you collected.
Spot \ Time≥ 4d left3d left≤ 2d (expiry)
Below $160.88Do nothing. Theta wins.Do nothing.Penny buyback at the close; re-sell next cycle.
Pressing the strike
$161-162.99
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
≥ $162.99
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$162.50 (1.6σ)$240$-14,837+$7,438+$170
+2.5%$166.56 (2.0σ)$-1,791$-14,862+$7,413-$1,861
+5%$170.62 (2.5σ)$-3,822$-14,886+$7,389-$3,892
SS (= V-bounce)$186.00 (4.1σ)$-11,510$-14,978+$7,297-$11,080
V-BOUNCE STRESS (stock → CC-SS $189.80, where you are whole again, by expiry)
Starting unrealized P&L: $-22,275
+ Fortress recovery (un-capped): +$20,684
− CC assignment net of premium (5 × $162.50): -$13,410
Total Position P&L @ SS: $-15,001 (+$7,274 vs today)
Do-nothing baseline at SS: $-3,921 (this trade vs do-nothing: $-11,080, the opportunity cost of earning $1,029/mo FIGHT income now)
▸33% normal ← lean5 × $157.502 Oct7d6.5%84%hist 86%33%hist 30%+12pp$505$2,164-$964$15,645
Sell 5 × $157.50 6.5% OTM over spot $147.93 2 Oct 2026 (7d, $1.02 mid)
= $505 credit for the 7d cycle → $2,164/mo projected
Survival (stays ≤ $157.50)
84%
Breach risk
16%
POP (stays ≤ $158.52)
86%
EV / mo
+$952
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
60% whole by 9mo vs 49% doing nothing
FIRE DRILLS
~2.0/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,262/mo
median; plan ~$858/mo after 68% keep · $7,884 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-4.8], 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)
23%
Flat exit net (mid-life)
-$996
Free roll-up
+$2/wk
Safest escape (by 23 Oct 2026)
$172 @ 84% POP
80% 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: $4.24/sh now → $3.00 mid-life (likely $2.86–$4.77) → ≈ $0 at expiry  |  you banked $1.01/sh, so a flat mid-life exit nets -$1.99/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 682 simulated challenges: the $158 strike is typically first touched on day 4 of 7, at $160 (overshoots $2.14). 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)~$1589 Oct 202610d left+$1.64/sh+$818
cycle +$1,323
[+$680…+$997] · 100% credit
67%
surv 51%
-$16,225 NOT
cap gain +$6,050
Up-and-out for even (raise the cap, free)~$1609 Oct 202610d left+$0.74/sh+$371
cycle +$876
[+$165…+$509] · 91% credit
71%
surv 59%
-$15,648 NOT
cap gain +$6,627
Reliable up-and-out (highest cap still free ≥60%)~$16523 Oct 202624d left+$1.24/sh+$622
cycle +$1,127
[+$249…+$772] · 89% credit
76%
surv 68%
-$12,928 NOT
cap gain +$9,347
Max even-money escape in the band~$16723 Oct 202624d left+$0.51/sh+$255
cycle +$760
[-$196…+$376] · 60% credit
78%
surv 72%
-$12,060 NOT
cap gain +$10,215
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$17223 Oct 202624d left-$0.64/sh-$319
cycle +$186
[-$884…-$237] · 12% credit
84%
surv 80%
-$10,164 NOT
cap gain +$12,111
budget: banked $505 debit $319 (63% used ≈ 0.6 wk of income) → whole cycle still +$186 cash · rolled 5 ct earn ≈ $1,476/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$2,164/mo
vs 50% target ($2,839/mo)-24%
vs normal income ($5,679/mo)38% covered
Net income (after hedge)$2,164/mo
Downside budget
⚠ $157.50 is $32 below CC-SS $189.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$15,645
… as % of IC ($13,500)115.9%
… as % of ML ($43,500)36.0%
Recovery months (at normal income)2.8 mo
Surgical close (5 ct)$-22,280
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 $1.01 collected) or spot ≥ $158.52 (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
$156-158.52
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
≥ $158.52
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$157.50 (1.0σ)$505$-17,042+$5,233+$435
+2.5%$161.44 (1.5σ)$-1,464$-17,066+$5,209-$1,534
+5%$165.38 (1.9σ)$-3,432$-17,090+$5,185-$3,503
SS (= V-bounce)$186.00 (4.1σ)$-13,745$-17,213+$5,062-$13,315
V-BOUNCE STRESS (stock → CC-SS $189.80, where you are whole again, by expiry)
Starting unrealized P&L: $-22,275
+ Fortress recovery (un-capped): +$20,684
− CC assignment net of premium (5 × $157.50): -$15,645
Total Position P&L @ SS: $-17,236 (+$5,039 vs today)
Do-nothing baseline at SS: $-3,921 (this trade vs do-nothing: $-13,315, the opportunity cost of earning $2,164/mo FIGHT income now)
▸🎯 50% normal5 × $1552 Oct7d4.8%77%hist 84%46%hist 39%+12pp$730$3,129—$16,670
Sell 5 × $155 4.8% OTM over spot $147.93 2 Oct 2026 (7d, $1.47 mid)
= $730 credit for the 7d cycle → $3,129/mo projected
Survival (stays ≤ $155)
77%
Breach risk
23%
POP (stays ≤ $156.47)
82%
EV / mo
+$1,166
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+12pp
62% whole by 9mo vs 50% doing nothing
FIRE DRILLS
~2.9/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$1,558/mo
median; plan ~$1,059/mo after 68% keep · $9,707 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.8 mo [1.5-4.9], 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)
34%
Flat exit net (mid-life)
-$747
Free roll-up
+$2/wk
Safest escape (by 23 Oct 2026)
$175 @ 88% POP
86% 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: $4.18/sh now → $2.95 mid-life (likely $3.10–$4.87) → ≈ $0 at expiry  |  you banked $1.46/sh, so a flat mid-life exit nets -$1.49/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,024 simulated challenges: the $155 strike is typically first touched on day 4 of 7, at $157 (overshoots $2.09). 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)~$1559 Oct 202610d left+$1.68/sh+$841
cycle +$1,571
[+$669…+$967] · 100% credit
67%
surv 51%
-$17,211 NOT
cap gain +$5,064
Up-and-out for even (raise the cap, free)~$1579 Oct 202610d left+$0.79/sh+$395
cycle +$1,125
[+$151…+$446] · 90% credit
71%
surv 59%
-$16,635 NOT
cap gain +$5,640
Reliable up-and-out (highest cap still free ≥60%)~$16223 Oct 202624d left+$1.29/sh+$646
cycle +$1,376
[+$230…+$699] · 88% credit
76%
surv 68%
-$13,914 NOT
cap gain +$8,361
Max even-money escape in the band~$16523 Oct 202624d left+$0.56/sh+$280
cycle +$1,010
[-$201…+$307] · 55% credit
78%
surv 72%
-$13,045 NOT
cap gain +$9,230
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$17523 Oct 202624d left-$1.37/sh-$685
cycle +$45
[-$1,392…-$724] · 1% credit
88%
surv 86%
-$9,070 NOT
cap gain +$13,205
budget: banked $730 debit $685 (94% used ≈ 1.0 wk of income) → whole cycle still +$45 cash · rolled 5 ct earn ≈ $989/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$3,129/mo
vs 50% target ($2,839/mo)+10%
vs normal income ($5,679/mo)55% covered
Net income (after hedge)$3,129/mo
Downside budget
⚠ $155 is $35 below CC-SS $189.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$16,670
… as % of IC ($13,500)123.5%
… as % of ML ($43,500)38.3%
Recovery months (at normal income)2.9 mo
Surgical close (5 ct)$-22,280
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.36/sh (~25% of the $1.46 collected) or spot ≥ $156.47 (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
$153-156.47
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
≥ $156.47
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$155.00 (≤1σ, normal week)$730$-18,052+$4,223+$660
+2.5%$158.88 (1.2σ)$-1,208$-18,076+$4,199-$1,278
+5%$162.75 (1.6σ)$-3,145$-18,099+$4,176-$3,215
SS (= V-bounce)$186.00 (4.1σ)$-14,770$-18,238+$4,037-$14,340
V-BOUNCE STRESS (stock → CC-SS $189.80, where you are whole again, by expiry)
Starting unrealized P&L: $-22,275
+ Fortress recovery (un-capped): +$20,684
− CC assignment net of premium (5 × $155): -$16,670
Total Position P&L @ SS: $-18,261 (+$4,014 vs today)
Do-nothing baseline at SS: $-3,921 (this trade vs do-nothing: $-14,340, the opportunity cost of earning $3,129/mo FIGHT income now)
▸100% normal5 × $1502 Oct7d1.4%60%hist 68%82%hist 78%+19pp$1,490$6,386+$3,257$18,410
Sell 5 × $150 1.4% OTM over spot $147.93 2 Oct 2026 (7d, $3.01 mid)
= $1,490 credit for the 7d cycle → $6,386/mo projected
Survival (stays ≤ $150)
60%
Breach risk
40%
POP (stays ≤ $153.01)
71%
EV / mo
+$1,505
📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion)
FIGHT'S EDGE
+19pp
67% whole by 9mo vs 48% doing nothing
FIRE DRILLS
~6.8/quarter
challenges to roll; realized tends lower (calibration)
BANKED RATE WHILE FIGHTING
$2,167/mo
median; plan ~$1,474/mo after 68% keep · $10,849 banked by campaign end (selling stops once whole)
green: with FIGHT · grey: without
if it recovers, the typical trip is ~2.7 mo [1.7-4.9], measured ONLY among the 67% 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)
65%
Flat exit net (mid-life)
+$61
Free roll-up
+$2/wk
Safest escape (by 23 Oct 2026)
$175 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic
Buyback gross: $4.04/sh now → $2.86 mid-life (likely $3.79–$5.44) → ≈ $0 at expiry  |  you banked $2.98/sh, so a flat mid-life exit nets +$0.12/sh  |  roll rows are incremental, the banked premium stays yours
📊 Across 1,963 simulated challenges: the $150 strike is typically first touched on day 2 of 7, at $152 (overshoots $2.27). 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)~$1509 Oct 202610d left+$1.77/sh+$884
cycle +$2,374
[+$629…+$793] · 100% credit
67%
surv 51%
-$18,878 NOT
cap gain +$3,397
Up-and-out for even (raise the cap, free)~$1529 Oct 202610d left+$0.88/sh+$439
cycle +$1,929
[+$97…+$304] · 88% credit
71%
surv 59%
-$18,301 NOT
cap gain +$3,974
Reliable up-and-out (highest cap still free ≥60%)~$15723 Oct 202624d left+$1.38/sh+$690
cycle +$2,180
[+$105…+$468] · 83% credit
76%
surv 68%
-$15,580 NOT
cap gain +$6,695
Max even-money escape in the band~$16223 Oct 202624d left+$0.02/sh+$11
cycle +$1,501
[-$733…-$267] · 11% credit
81%
surv 77%
-$13,789 NOT
cap gain +$8,486
SS $186 not reachable for even money within 45d; this is the ceiling of the free ladder
Safety roll (pay small debit, max POP)~$17523 Oct 202624d left-$1.80/sh-$900
cycle +$590
[-$1,930…-$1,269]
92%
surv 91%
-$8,525 NOT
cap gain +$13,750
budget: banked $1,490 debit $900 (60% used ≈ 0.6 wk of income) → whole cycle still +$590 cash · rolled 5 ct earn ≈ $661/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$6,386/mo
vs 50% target ($2,839/mo)+125%
vs normal income ($5,679/mo)112% covered
Net income (after hedge)$6,386/mo
Downside budget
⚠ $150 is $40 below CC-SS $189.80: assignment on a recovery to whole locks the cap give-up below.
Cap give-up @ CC-SS (V-bounce)-$18,410
… as % of IC ($13,500)136.4%
… as % of ML ($43,500)42.3%
Recovery months (at normal income)3.2 mo
Surgical close (5 ct)$-22,292
Tripwiresprice and time left decide together; the matrix is the playbook
The one rule: roll when the short call's remaining TIME VALUE < $0.74/sh (~25% of the $2.98 collected) or spot ≥ $153.01 (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
$148-153.01
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
≥ $153.01
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 0.99 (IBKR)
ScenarioSpotCC leg netPosition totalvs todayvs do-nothing
at strike$150.00 (≤1σ, normal week)$1,490$-19,762+$2,513+$1,420
+2.5%$153.75 (≤1σ, normal week)$-385$-19,785+$2,490-$455
+5%$157.50 (1.0σ)$-2,260$-19,807+$2,468-$2,330
SS (= V-bounce)$186.00 (4.1σ)$-16,510$-19,978+$2,297-$16,080
V-BOUNCE STRESS (stock → CC-SS $189.80, where you are whole again, by expiry)
Starting unrealized P&L: $-22,275
+ Fortress recovery (un-capped): +$20,684
− CC assignment net of premium (5 × $150): -$18,410
Total Position P&L @ SS: $-20,001 (+$2,274 vs today)
Do-nothing baseline at SS: $-3,921 (this trade vs do-nothing: $-16,080, the opportunity cost of earning $6,386/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 (30 clear the floor), click to expand

Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 30 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: 0.988 (IBKR)  |  Recovery@SS: +$20,684 (un-capped fortress gain if stock rallies to SS)  |  Do-nothing @ SS: $-3,921

StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$1557d2 Oct 2026$1.465/5$3,129$3,12977%82%+$1,166-$16,670123.5%$-18,261 (vs do-nothing $-14,340)
$15514d9 Oct 2026$2.735/5$2,925$2,92571%78%+$899-$16,035118.8%$-17,626 (vs do-nothing $-13,705)
$152.507d2 Oct 2026$2.104/5$3,600$3,63069%77%+$1,092-$14,080104.3%$-16,137 (vs do-nothing $-12,216)
$152.5014d9 Oct 2026$3.504/5$3,000$3,03065%74%+$778-$13,520100.1%$-15,577 (vs do-nothing $-11,656)
$152.5021d16 Oct 2026$4.605/5$3,286$3,28663%73%+$778-$16,350121.1%$-17,941 (vs do-nothing $-14,020)
$152.5028d23 Oct 2026$5.605/5$3,000$3,00062%73%+$698-$15,850117.4%$-17,441 (vs do-nothing $-13,520)
$1507d2 Oct 2026$2.983/5$3,831$3,89160%71%+$903-$11,04681.8%$-13,569 (vs do-nothing $-9,648)
$15014d9 Oct 2026$4.453/5$2,861$2,92158%70%+$611-$10,60578.6%$-13,128 (vs do-nothing $-9,207)
$15021d16 Oct 2026$5.654/5$3,229$3,25957%70%+$689-$13,660101.2%$-15,717 (vs do-nothing $-11,796)
$15028d23 Oct 2026$6.605/5$3,536$3,53657%70%+$711-$16,600123.0%$-18,191 (vs do-nothing $-14,270)
$1497d2 Oct 2026$3.402/5$2,914$3,00456%69%+$607-$7,48055.4%$-10,469 (vs do-nothing $-6,548)
$14914d9 Oct 2026$4.903/5$3,150$3,21055%69%+$626-$10,77079.8%$-13,293 (vs do-nothing $-9,372)
$14921d16 Oct 2026$6.054/5$3,457$3,48755%69%+$674-$13,900103.0%$-15,957 (vs do-nothing $-12,036)
Show 17 more candidates (lower strikes: more income, lower survival)
StrikeDTEExpiryBidSellIncome/moNet/moSurvivalPOP (mid)EV/moCap Give-up @ CC-SS%ICTotal P&L @ SS
$14928d23 Oct 2026$7.054/5$3,021$3,05155%69%+$574-$13,500100.0%$-15,557 (vs do-nothing $-11,636)
$14828d23 Oct 2026$7.504/5$3,214$3,24453%68%+$568-$13,720101.6%$-15,777 (vs do-nothing $-11,856)
$14821d16 Oct 2026$6.504/5$3,714$3,74452%68%+$664-$14,120104.6%$-16,177 (vs do-nothing $-12,256)
$14814d9 Oct 2026$5.303/5$3,407$3,46752%68%+$586-$10,95081.1%$-13,473 (vs do-nothing $-9,552)
$1487d2 Oct 2026$3.852/5$3,300$3,39052%67%+$593-$7,59056.2%$-10,579 (vs do-nothing $-6,658)
$14728d23 Oct 2026$8.004/5$3,429$3,45950%67%+$572-$13,920103.1%$-15,977 (vs do-nothing $-12,056)
$14721d16 Oct 2026$7.003/5$3,000$3,06050%67%+$497-$10,74079.6%$-13,263 (vs do-nothing $-9,342)
$14714d9 Oct 2026$5.803/5$3,729$3,78949%66%+$585-$11,10082.2%$-13,623 (vs do-nothing $-9,702)
$14628d23 Oct 2026$8.504/5$3,643$3,67348%66%+$564-$14,120104.6%$-16,177 (vs do-nothing $-12,256)
$1477d2 Oct 2026$4.352/5$3,729$3,81947%65%+$580-$7,69057.0%$-10,679 (vs do-nothing $-6,758)
$14621d16 Oct 2026$7.503/5$3,214$3,27447%66%+$483-$10,89080.7%$-13,413 (vs do-nothing $-9,492)
$14528d23 Oct 2026$9.053/5$2,909$2,96946%65%+$424-$10,72579.4%$-13,248 (vs do-nothing $-9,327)
$14614d9 Oct 2026$6.353/5$4,082$4,14246%65%+$593-$11,23583.2%$-13,758 (vs do-nothing $-9,837)
$14521d16 Oct 2026$8.053/5$3,450$3,51045%65%+$478-$11,02581.7%$-13,548 (vs do-nothing $-9,627)
$1467d2 Oct 2026$4.902/5$4,200$4,29043%64%+$570-$7,78057.6%$-10,769 (vs do-nothing $-6,848)
$14514d9 Oct 2026$6.902/5$2,957$3,04743%64%+$384-$7,58056.1%$-10,569 (vs do-nothing $-6,648)
$1457d2 Oct 2026$5.502/5$4,714$4,80439%62%+$563-$7,86058.2%$-10,849 (vs do-nothing $-6,928)

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  |  2026-09-25 21:45