1 contracts (100 sh) | BE SS: $588.00 | CC-SS: $603.93 (banked floor $579.56) | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $48,300 | (ND $128.00 + SW $355) x 100 |
| Normal income ref | $2,636/mo | 95% ann ROI on ML |
| Hedge rolling cost | $69/mo | |
| Unrealized P&L | $-30,480 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 1 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.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 25 Sep 2026 · 7d | 1 × $335 | 75% | $1,586 | $402 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 1 × $375 | 25 Sep | 7d | 17.5% | 98%hist 96% | 4%hist 3% | +1pp | $25 | $107 | -$1,479 | $22,868 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $375 17.5% OTM over spot $319.19 25 Sep 2026 (7d, $0.33 mid) = $25 credit for the 7d cycle → $107/mo projected Survival (stays ≤ $375) 98% Breach risk 2% POP (stays ≤ $375.32) 98% EV / mo +$72 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +1pp 16% whole by 9mo vs 16% doing nothing FIRE DRILLS ~0.3/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $22/mo median; plan ~$15/mo after 68% keep · $190 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.4 mo [3.6-7.4], measured ONLY among the 16% 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) 2% Flat exit net (mid-life) -$799 Free roll-up +$6/wk Safest escape (by 16 Oct 2026) $396 @ 76% POP 69% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $11.65/sh now → $8.24 mid-life → ≈ $0 at expiry | you banked $0.25/sh, so a flat mid-life exit nets -$7.99/sh | roll rows are incremental, the banked premium stays yours
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 stressIncome coverage
Downside budget ⚠ $375 is $229 below CC-SS $603.93: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.06/sh (~25% of the $0.25 collected) or spot ≥ $375.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $375)); NOT the premium you collected. Momentum override: two daily closes above $333.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.11 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $603.93, where you are whole again, by expiry) Starting unrealized P&L: $-30,480 + Fortress recovery (un-capped): +$31,521 − CC assignment net of premium (1 × $375): -$22,868 Total Position P&L @ SS: $-21,827 (+$8,653 vs today) Do-nothing baseline at SS: $-16,347 (this trade vs do-nothing: $-5,480, the opportunity cost of earning $107/mo FIGHT income now) BB-reversion stress (→ $428.04 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$5,279, position total $-23,709 (+$6,771 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 1 × $352.50 | 25 Sep | 7d | 10.4% | 91%hist 96% | 19%hist 14% | +2pp | $110 | $471 | -$1,114 | $25,033 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $352.50 10.4% OTM over spot $319.19 25 Sep 2026 (7d, $1.35 mid) = $110 credit for the 7d cycle → $471/mo projected Survival (stays ≤ $352.50) 91% Breach risk 9% POP (stays ≤ $353.85) 92% EV / mo +$209 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 18% whole by 9mo vs 15% doing nothing FIRE DRILLS ~1.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $278/mo median; plan ~$189/mo after 68% keep · $2,387 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.1 mo [3.8-6.9], measured ONLY among the 18% 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) -$664 Free roll-up +$8/wk Safest escape (by 16 Oct 2026) $383 @ 81% POP 76% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $10.95/sh now → $7.74 mid-life (likely $6.86–$11.55) → ≈ $0 at expiry | you banked $1.10/sh, so a flat mid-life exit nets -$6.64/sh | roll rows are incremental, the banked premium stays yours 📊 Across 368 simulated challenges: the $352 strike is typically first touched on day 5 of 7, at $358 (overshoots $5.74). 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.
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 stressIncome coverage
Downside budget ⚠ $352.50 is $251 below CC-SS $603.93: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.28/sh (~25% of the $1.10 collected) or spot ≥ $353.85 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $352)); NOT the premium you collected. Momentum override: two daily closes above $333.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.11 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $603.93, where you are whole again, by expiry) Starting unrealized P&L: $-30,480 + Fortress recovery (un-capped): +$31,521 − CC assignment net of premium (1 × $352.50): -$25,033 Total Position P&L @ SS: $-23,992 (+$6,488 vs today) Do-nothing baseline at SS: $-16,347 (this trade vs do-nothing: $-7,645, the opportunity cost of earning $471/mo FIGHT income now) BB-reversion stress (→ $428.04 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,444, position total $-25,874 (+$4,606 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 1 × $342.50 | 25 Sep | 7d | 7.3% | 84%hist 86% | 34%hist 30% | +3pp | $225 | $964 | -$621 | $25,918 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $342.50 7.3% OTM over spot $319.19 25 Sep 2026 (7d, $2.52 mid) = $225 credit for the 7d cycle → $964/mo projected Survival (stays ≤ $342.50) 84% Breach risk 16% POP (stays ≤ $345.02) 86% EV / mo +$346 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +3pp 16% whole by 9mo vs 12% doing nothing FIRE DRILLS ~3.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $491/mo median; plan ~$334/mo after 68% keep · $4,323 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.6 mo [3.9-7.4], measured ONLY among the 16% 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) 24% Flat exit net (mid-life) -$527 Free roll-up +$8/wk Safest escape (by 16 Oct 2026) $383 @ 85% POP 82% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $10.64/sh now → $7.52 mid-life (likely $7.13–$11.61) → ≈ $0 at expiry | you banked $2.25/sh, so a flat mid-life exit nets -$5.27/sh | roll rows are incremental, the banked premium stays yours 📊 Across 715 simulated challenges: the $342 strike is typically first touched on day 4 of 7, at $348 (overshoots $5.30). 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.
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 stressIncome coverage
Downside budget ⚠ $342.50 is $261 below CC-SS $603.93: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.56/sh (~25% of the $2.25 collected) or spot ≥ $345.02 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $342)); NOT the premium you collected. Momentum override: two daily closes above $333.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.11 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $603.93, where you are whole again, by expiry) Starting unrealized P&L: $-30,480 + Fortress recovery (un-capped): +$31,521 − CC assignment net of premium (1 × $342.50): -$25,918 Total Position P&L @ SS: $-24,877 (+$5,603 vs today) Do-nothing baseline at SS: $-16,347 (this trade vs do-nothing: $-8,530, the opportunity cost of earning $964/mo FIGHT income now) BB-reversion stress (→ $428.04 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,329, position total $-26,759 (+$3,721 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $335 | 25 Sep | 7d | 5.0% | 75%hist 84% | 50%hist 44% | +7pp | $370 | $1,586 | — | $26,523 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $335 5.0% OTM over spot $319.19 25 Sep 2026 (7d, $4.05 mid) = $370 credit for the 7d cycle → $1,586/mo projected Survival (stays ≤ $335) 75% Breach risk 25% POP (stays ≤ $339.05) 80% EV / mo +$460 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +7pp 19% whole by 9mo vs 12% doing nothing FIRE DRILLS ~5.0/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $686/mo median; plan ~$466/mo after 68% keep · $5,961 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.7 mo [4.3-7.4], measured ONLY among the 19% 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) 38% Flat exit net (mid-life) -$366 Free roll-up +$8/wk Safest escape (by 16 Oct 2026) $386 @ 88% POP 86% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $10.40/sh now → $7.36 mid-life (likely $7.89–$12.42) → ≈ $0 at expiry | you banked $3.70/sh, so a flat mid-life exit nets -$3.66/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,142 simulated challenges: the $335 strike is typically first touched on day 4 of 7, at $340 (overshoots $5.42). 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.
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 stressIncome coverage
Downside budget ⚠ $335 is $269 below CC-SS $603.93: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $0.93/sh (~25% of the $3.70 collected) or spot ≥ $339.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $335)); NOT the premium you collected. Momentum override: two daily closes above $333.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.11 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $603.93, where you are whole again, by expiry) Starting unrealized P&L: $-30,480 + Fortress recovery (un-capped): +$31,521 − CC assignment net of premium (1 × $335): -$26,523 Total Position P&L @ SS: $-25,482 (+$4,998 vs today) Do-nothing baseline at SS: $-16,347 (this trade vs do-nothing: $-9,135, the opportunity cost of earning $1,586/mo FIGHT income now) BB-reversion stress (→ $428.04 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,934, position total $-27,364 (+$3,116 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $325 | 25 Sep | 7d | 1.8% | 61%hist 65% | 80%hist 67% | +8pp | $630 | $2,700 | +$1,114 | $27,263 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $325 1.8% OTM over spot $319.19 25 Sep 2026 (7d, $7.00 mid) = $630 credit for the 7d cycle → $2,700/mo projected Survival (stays ≤ $325) 61% Breach risk 39% POP (stays ≤ $332.00) 72% EV / mo +$375 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +8pp 22% whole by 9mo vs 14% doing nothing FIRE DRILLS ~10.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $856/mo median; plan ~$582/mo after 68% keep · $7,361 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.1 mo [4.5-7.5], measured ONLY among the 22% 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) 63% Flat exit net (mid-life) -$84 Free roll-up +$8/wk Safest escape (by 16 Oct 2026) $386 @ 91% POP 90% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 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: $10.09/sh now → $7.14 mid-life (likely $9.30–$13.35) → ≈ $0 at expiry | you banked $6.30/sh, so a flat mid-life exit nets -$0.84/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,889 simulated challenges: the $325 strike is typically first touched on day 3 of 7, at $330 (overshoots $5.47). 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.
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 stressIncome coverage
Downside budget ⚠ $325 is $279 below CC-SS $603.93: assignment on a recovery to whole locks the cap give-up below.
Tripwiresprice and time left decide together; the matrix is the playbook The one rule: roll when the short call's remaining TIME VALUE < $1.57/sh (~25% of the $6.30 collected) or spot ≥ $332.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $325)); NOT the premium you collected. Momentum override: two daily closes above $333.39 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.11 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $603.93, where you are whole again, by expiry) Starting unrealized P&L: $-30,480 + Fortress recovery (un-capped): +$31,521 − CC assignment net of premium (1 × $325): -$27,263 Total Position P&L @ SS: $-26,222 (+$4,258 vs today) Do-nothing baseline at SS: $-16,347 (this trade vs do-nothing: $-9,875, the opportunity cost of earning $2,700/mo FIGHT income now) BB-reversion stress (→ $428.04 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,674, position total $-28,104 (+$2,376 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 26 clear the income floor), each sized to the minimum contracts that clear it. Sorted by survival (safest first): the primary 🎯 is the safest; rows below trade safety for income.
Fortress delta: 1.107 (IBKR) | Recovery@SS: +$31,521 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-16,347
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $335 | 7d | 25 Sep 2026 | $3.70 | 1/1 | $1,586 | $1,517 | 75% | 80% | +$460 | -$26,523 | 207.2% | $-25,482 (vs do-nothing $-9,135) |
| $332.50 | 7d | 25 Sep 2026 | $4.30 | 1/1 | $1,843 | $1,774 | 72% | 78% | +$481 | -$26,713 | 208.7% | $-25,672 (vs do-nothing $-9,325) |
| $337.50 | 14d | 2 Oct 2026 | $6.70 | 1/1 | $1,436 | $1,367 | 72% | 78% | +$397 | -$25,973 | 202.9% | $-24,932 (vs do-nothing $-8,585) |
| $335 | 14d | 2 Oct 2026 | $7.10 | 1/1 | $1,521 | $1,452 | 70% | 77% | +$349 | -$26,183 | 204.6% | $-25,142 (vs do-nothing $-8,795) |
| $330 | 7d | 25 Sep 2026 | $5.00 | 1/1 | $2,143 | $2,074 | 69% | 76% | +$506 | -$26,893 | 210.1% | $-25,852 (vs do-nothing $-9,505) |
| $332.50 | 14d | 2 Oct 2026 | $7.90 | 1/1 | $1,693 | $1,624 | 67% | 75% | +$372 | -$26,353 | 205.9% | $-25,312 (vs do-nothing $-8,965) |
| $335 | 21d | 9 Oct 2026 | $9.90 | 1/1 | $1,414 | $1,345 | 67% | 75% | +$310 | -$25,903 | 202.4% | $-24,862 (vs do-nothing $-8,515) |
| $327.50 | 7d | 25 Sep 2026 | $5.70 | 1/1 | $2,443 | $2,374 | 65% | 74% | +$486 | -$27,073 | 211.5% | $-26,032 (vs do-nothing $-9,685) |
| $330 | 14d | 2 Oct 2026 | $8.60 | 1/1 | $1,843 | $1,774 | 64% | 74% | +$357 | -$26,533 | 207.3% | $-25,492 (vs do-nothing $-9,145) |
| $330 | 21d | 9 Oct 2026 | $11.30 | 1/1 | $1,614 | $1,545 | 63% | 73% | +$277 | -$26,263 | 205.2% | $-25,222 (vs do-nothing $-8,875) |
| $330 | 28d | 16 Oct 2026 | $14.40 | 1/1 | $1,543 | $1,474 | 62% | 73% | +$325 | -$25,953 | 202.8% | $-24,912 (vs do-nothing $-8,565) |
| $327.50 | 14d | 2 Oct 2026 | $9.40 | 1/1 | $2,014 | $1,945 | 62% | 72% | +$347 | -$26,703 | 208.6% | $-25,662 (vs do-nothing $-9,315) |
| $325 | 7d | 25 Sep 2026 | $6.30 | 1/1 | $2,700 | $2,631 | 61% | 72% | +$375 | -$27,263 | 213.0% | $-26,222 (vs do-nothing $-9,875) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $325 | 14d | 2 Oct 2026 | $10.60 | 1/1 | $2,271 | $2,202 | 59% | 71% | +$404 | -$26,833 | 209.6% | $-25,792 (vs do-nothing $-9,445) |
| $325 | 21d | 9 Oct 2026 | $13.10 | 1/1 | $1,871 | $1,802 | 58% | 72% | +$264 | -$26,583 | 207.7% | $-25,542 (vs do-nothing $-9,195) |
| $322.50 | 7d | 25 Sep 2026 | $7.80 | 1/1 | $3,343 | $3,274 | 57% | 70% | +$599 | -$27,363 | 213.8% | $-26,322 (vs do-nothing $-9,975) |
| $322.50 | 14d | 2 Oct 2026 | $11.50 | 1/1 | $2,464 | $2,395 | 56% | 69% | +$378 | -$26,993 | 210.9% | $-25,952 (vs do-nothing $-9,605) |
| $320 | 28d | 16 Oct 2026 | $19.00 | 1/1 | $2,036 | $1,967 | 54% | 69% | +$370 | -$26,493 | 207.0% | $-25,452 (vs do-nothing $-9,105) |
| $320 | 21d | 9 Oct 2026 | $15.50 | 1/1 | $2,214 | $2,145 | 53% | 68% | +$296 | -$26,843 | 209.7% | $-25,802 (vs do-nothing $-9,455) |
| $320 | 14d | 2 Oct 2026 | $12.30 | 1/1 | $2,636 | $2,567 | 53% | 68% | +$312 | -$27,163 | 212.2% | $-26,122 (vs do-nothing $-9,775) |
| $320 | 7d | 25 Sep 2026 | $8.50 | 1/1 | $3,643 | $3,574 | 53% | 67% | +$427 | -$27,543 | 215.2% | $-26,502 (vs do-nothing $-10,155) |
| $317.50 | 14d | 2 Oct 2026 | $13.70 | 1/1 | $2,936 | $2,867 | 50% | 67% | +$354 | -$27,273 | 213.1% | $-26,232 (vs do-nothing $-9,885) |
| $317.50 | 7d | 25 Sep 2026 | $9.50 | 1/1 | $4,071 | $4,002 | 49% | 66% | +$327 | -$27,693 | 216.4% | $-26,652 (vs do-nothing $-10,305) |
| $315 | 21d | 9 Oct 2026 | $17.90 | 1/1 | $2,557 | $2,488 | 48% | 67% | +$286 | -$27,103 | 211.7% | $-26,062 (vs do-nothing $-9,715) |
| $315 | 14d | 2 Oct 2026 | $15.40 | 1/1 | $3,300 | $3,231 | 47% | 66% | +$440 | -$27,353 | 213.7% | $-26,312 (vs do-nothing $-9,965) |
| $315 | 7d | 25 Sep 2026 | $11.10 | 1/1 | $4,757 | $4,688 | 44% | 64% | +$428 | -$27,783 | 217.1% | $-26,742 (vs do-nothing $-10,395) |
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 1 contracts at the conservative CC.