1 contracts (100 sh) | BE SS: $588.00 | CC-SS: $609.74 (banked floor $585.36) | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $48,300 | (ND $128.00 + SW $355) x 100 |
| Normal income ref | $2,364/mo | 95% ann ROI on ML |
| Hedge rolling cost | $111/mo | |
| Unrealized P&L | $-34,565 | fortress legs from IBKR |
| Open leg | Acct | Credit/sh | In flight | Opened |
|---|---|---|---|---|
| 1x $335C 2 Oct 2026 | U18827291 | $2.75 | $275 | 2026-09-28 |
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 🏆 | 9 Oct 2026 · 8d | 1 × $302.50 | 75% | $1,312 | $378 |
| 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 × $335 | 9 Oct | 8d | 16.9% | 96%hist 96% | 8%hist 3% | +2pp | $40 | $150 | -$1,162 | $27,434 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $335 16.9% OTM over spot $286.68 9 Oct 2026 (8d, $0.60 mid) = $40 credit for the 8d cycle → $150/mo projected Survival (stays ≤ $335) 96% Breach risk 4% POP (stays ≤ $335.60) 96% EV / mo +$74 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 12% whole by 9mo vs 11% doing nothing FIRE DRILLS ~0.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $11/mo median; plan ~$7/mo after 68% keep · $92 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.5 mo, measured ONLY among the 12% 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) 4% Flat exit net (mid-life) -$814 Free roll-up +$6/wk Safest escape (by 23 Oct 2026) $348 @ 74% POP 66% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $12.07/sh now → $8.54 mid-life (likely $5.62–$11.44) → ≈ $0 at expiry | you banked $0.40/sh, so a flat mid-life exit nets -$8.14/sh | roll rows are incremental, the banked premium stays yours 📊 Across 106 simulated challenges: the $335 strike is typically first touched on day 6 of 8, at $340 (overshoots $5.37). 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 $275 below CC-SS $609.74: 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 < $0.10/sh (~25% of the $0.40 collected) or spot ≥ $335.60 (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 $341.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.10 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $609.74, where you are whole again, by expiry) Starting unrealized P&L: $-34,565 + Fortress recovery (un-capped): +$35,666 − CC assignment net of premium (1 × $335): -$27,434 Total Position P&L @ SS: $-26,333 (+$8,232 vs today) Do-nothing baseline at SS: $-17,868 (this trade vs do-nothing: $-8,465, the opportunity cost of earning $150/mo FIGHT income now) BB-reversion stress (→ $408.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$7,351, position total $-28,422 (+$6,143 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 1 × $320 | 9 Oct | 8d | 11.6% | 90%hist 96% | 20%hist 14% | +2pp | $125 | $469 | -$844 | $28,849 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $320 11.6% OTM over spot $286.68 9 Oct 2026 (8d, $1.40 mid) = $125 credit for the 8d cycle → $469/mo projected Survival (stays ≤ $320) 90% Breach risk 10% POP (stays ≤ $321.40) 91% EV / mo +$209 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 12% whole by 9mo vs 10% doing nothing FIRE DRILLS ~1.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $222/mo median; plan ~$151/mo after 68% keep · $1,926 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.0 mo, measured ONLY among the 12% 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) -$690 Free roll-up +$6/wk Safest escape (by 23 Oct 2026) $338 @ 77% POP 71% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $11.53/sh now → $8.15 mid-life (likely $7.18–$12.22) → ≈ $0 at expiry | you banked $1.25/sh, so a flat mid-life exit nets -$6.90/sh | roll rows are incremental, the banked premium stays yours 📊 Across 352 simulated challenges: the $320 strike is typically first touched on day 6 of 8, at $326 (overshoots $5.60). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
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 ⚠ $320 is $290 below CC-SS $609.74: 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 < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $321.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $320)); NOT the premium you collected. Momentum override: two daily closes above $341.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.10 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $609.74, where you are whole again, by expiry) Starting unrealized P&L: $-34,565 + Fortress recovery (un-capped): +$35,666 − CC assignment net of premium (1 × $320): -$28,849 Total Position P&L @ SS: $-27,748 (+$6,817 vs today) Do-nothing baseline at SS: $-17,868 (this trade vs do-nothing: $-9,880, the opportunity cost of earning $469/mo FIGHT income now) BB-reversion stress (→ $408.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$8,766, position total $-29,837 (+$4,728 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 1 × $310 | 9 Oct | 8d | 8.1% | 83%hist 86% | 34%hist 33% | +4pp | $250 | $938 | -$375 | $29,724 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $310 8.1% OTM over spot $286.68 9 Oct 2026 (8d, $2.73 mid) = $250 credit for the 8d cycle → $938/mo projected Survival (stays ≤ $310) 83% Breach risk 17% POP (stays ≤ $312.73) 86% EV / mo +$363 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 15% whole by 9mo vs 10% doing nothing FIRE DRILLS ~2.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $439/mo median; plan ~$299/mo after 68% keep · $3,737 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.8 mo, measured ONLY among the 15% 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) -$540 Free roll-up +$6/wk Safest escape (by 23 Oct 2026) $333 @ 80% POP 75% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $11.17/sh now → $7.90 mid-life (likely $7.51–$12.50) → ≈ $0 at expiry | you banked $2.50/sh, so a flat mid-life exit nets -$5.40/sh | roll rows are incremental, the banked premium stays yours 📊 Across 727 simulated challenges: the $310 strike is typically first touched on day 5 of 8, at $315 (overshoots $5.32). The [P25–P75] under each Total is that door's credit across those paths; % credit is the share of those challenges where the roll is a net credit.
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 ⚠ $310 is $300 below CC-SS $609.74: 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 < $0.62/sh (~25% of the $2.50 collected) or spot ≥ $312.73 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $310)); NOT the premium you collected. Momentum override: two daily closes above $341.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.10 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $609.74, where you are whole again, by expiry) Starting unrealized P&L: $-34,565 + Fortress recovery (un-capped): +$35,666 − CC assignment net of premium (1 × $310): -$29,724 Total Position P&L @ SS: $-28,623 (+$5,942 vs today) Do-nothing baseline at SS: $-17,868 (this trade vs do-nothing: $-10,755, the opportunity cost of earning $938/mo FIGHT income now) BB-reversion stress (→ $408.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,641, position total $-30,712 (+$3,853 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $302.50 | 9 Oct | 8d | 5.5% | 75%hist 82% | 51%hist 46% | +3pp | $350 | $1,312 | — | $30,374 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $302.50 5.5% OTM over spot $286.68 9 Oct 2026 (8d, $4.05 mid) = $350 credit for the 8d cycle → $1,312/mo projected Survival (stays ≤ $302.50) 75% Breach risk 25% POP (stays ≤ $306.55) 80% EV / mo +$293 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +3pp 14% whole by 9mo vs 11% doing nothing FIRE DRILLS ~4.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $517/mo median; plan ~$352/mo after 68% keep · $4,491 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.8 mo, measured ONLY among the 14% 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) -$421 Free roll-up +$6/wk Safest escape (by 23 Oct 2026) $331 @ 82% POP 79% 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $10.90/sh now → $7.71 mid-life (likely $8.23–$12.66) → ≈ $0 at expiry | you banked $3.50/sh, so a flat mid-life exit nets -$4.21/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,137 simulated challenges: the $302 strike is typically first touched on day 4 of 8, at $308 (overshoots $5.00). 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.
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 ⚠ $302.50 is $307 below CC-SS $609.74: 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 < $0.88/sh (~25% of the $3.50 collected) or spot ≥ $306.55 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $302)); NOT the premium you collected. Momentum override: two daily closes above $341.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.10 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $609.74, where you are whole again, by expiry) Starting unrealized P&L: $-34,565 + Fortress recovery (un-capped): +$35,666 − CC assignment net of premium (1 × $302.50): -$30,374 Total Position P&L @ SS: $-29,273 (+$5,292 vs today) Do-nothing baseline at SS: $-17,868 (this trade vs do-nothing: $-11,405, the opportunity cost of earning $1,312/mo FIGHT income now) BB-reversion stress (→ $408.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,291, position total $-31,362 (+$3,203 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $292.50 | 9 Oct | 8d | 2.0% | 61%hist 64% | 80%hist 68% | +4pp | $660 | $2,475 | +$1,162 | $31,064 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $292.50 2.0% OTM over spot $286.68 9 Oct 2026 (8d, $7.20 mid) = $660 credit for the 8d cycle → $2,475/mo projected Survival (stays ≤ $292.50) 61% Breach risk 39% POP (stays ≤ $299.70) 72% EV / mo +$406 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 12% whole by 9mo vs 9% doing nothing FIRE DRILLS ~9.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $749/mo median; plan ~$510/mo after 68% keep · $6,567 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.9 mo, measured ONLY among the 12% 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) 66% Flat exit net (mid-life) -$85 Free roll-up +$8/wk Safest escape (by 23 Oct 2026) $341 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $10.54/sh now → $7.45 mid-life (likely $9.75–$13.68) → ≈ $0 at expiry | you banked $6.60/sh, so a flat mid-life exit nets -$0.85/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,970 simulated challenges: the $292 strike is typically first touched on day 3 of 8, at $298 (overshoots $5.37). 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 ⚠ $292.50 is $317 below CC-SS $609.74: 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 < $1.65/sh (~25% of the $6.60 collected) or spot ≥ $299.70 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $292)); NOT the premium you collected. Momentum override: two daily closes above $341.27 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.10 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $609.74, where you are whole again, by expiry) Starting unrealized P&L: $-34,565 + Fortress recovery (un-capped): +$35,666 − CC assignment net of premium (1 × $292.50): -$31,064 Total Position P&L @ SS: $-29,963 (+$4,602 vs today) Do-nothing baseline at SS: $-17,868 (this trade vs do-nothing: $-12,095, the opportunity cost of earning $2,475/mo FIGHT income now) BB-reversion stress (→ $408.91 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,981, position total $-32,052 (+$2,513 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 21 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: 1.104 (IBKR) | Recovery@SS: +$35,666 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-17,868
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $302.50 | 8d | 9 Oct 2026 | $3.50 | 1/1 | $1,312 | $1,202 | 75% | 80% | +$293 | -$30,374 | 237.3% | $-29,273 (vs do-nothing $-11,405) |
| $305 | 15d | 16 Oct 2026 | $6.10 | 1/1 | $1,220 | $1,109 | 73% | 78% | +$306 | -$29,864 | 233.3% | $-28,763 (vs do-nothing $-10,895) |
| $300 | 8d | 9 Oct 2026 | $4.40 | 1/1 | $1,650 | $1,539 | 72% | 78% | +$424 | -$30,534 | 238.5% | $-29,433 (vs do-nothing $-11,565) |
| $302.50 | 15d | 16 Oct 2026 | $6.60 | 1/1 | $1,320 | $1,209 | 70% | 77% | +$282 | -$30,064 | 234.9% | $-28,963 (vs do-nothing $-11,095) |
| $297.50 | 8d | 9 Oct 2026 | $4.80 | 1/1 | $1,800 | $1,689 | 69% | 76% | +$332 | -$30,744 | 240.2% | $-29,643 (vs do-nothing $-11,775) |
| $300 | 15d | 16 Oct 2026 | $7.40 | 1/1 | $1,480 | $1,369 | 68% | 75% | +$303 | -$30,234 | 236.2% | $-29,133 (vs do-nothing $-11,265) |
| $300 | 22d | 23 Oct 2026 | $10.00 | 1/1 | $1,364 | $1,253 | 66% | 75% | +$279 | -$29,974 | 234.2% | $-28,873 (vs do-nothing $-11,005) |
| $295 | 8d | 9 Oct 2026 | $5.80 | 1/1 | $2,175 | $2,064 | 65% | 74% | +$428 | -$30,894 | 241.4% | $-29,793 (vs do-nothing $-11,925) |
| $297.50 | 15d | 16 Oct 2026 | $8.40 | 1/1 | $1,680 | $1,569 | 65% | 74% | +$349 | -$30,384 | 237.4% | $-29,283 (vs do-nothing $-11,415) |
| $295 | 15d | 16 Oct 2026 | $9.20 | 1/1 | $1,840 | $1,729 | 62% | 72% | +$339 | -$30,554 | 238.7% | $-29,453 (vs do-nothing $-11,585) |
| $292.50 | 8d | 9 Oct 2026 | $6.60 | 1/1 | $2,475 | $2,364 | 61% | 72% | +$406 | -$31,064 | 242.7% | $-29,963 (vs do-nothing $-12,095) |
| $295 | 22d | 23 Oct 2026 | $10.00 | 1/1 | $1,364 | $1,253 | 61% | 72% | +$40 | -$30,474 | 238.1% | $-29,373 (vs do-nothing $-11,505) |
| $292.50 | 15d | 16 Oct 2026 | $10.20 | 1/1 | $2,040 | $1,929 | 59% | 71% | +$352 | -$30,704 | 239.9% | $-29,603 (vs do-nothing $-11,735) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $290 | 8d | 9 Oct 2026 | $7.60 | 1/1 | $2,850 | $2,739 | 57% | 70% | +$416 | -$31,214 | 243.9% | $-30,113 (vs do-nothing $-12,245) |
| $290 | 15d | 16 Oct 2026 | $10.40 | 1/1 | $2,080 | $1,969 | 56% | 69% | +$188 | -$30,934 | 241.7% | $-29,833 (vs do-nothing $-11,965) |
| $290 | 22d | 23 Oct 2026 | $13.60 | 1/1 | $1,855 | $1,744 | 56% | 70% | +$253 | -$30,614 | 239.2% | $-29,513 (vs do-nothing $-11,645) |
| $287.50 | 8d | 9 Oct 2026 | $8.70 | 1/1 | $3,262 | $3,152 | 53% | 68% | +$416 | -$31,354 | 245.0% | $-30,253 (vs do-nothing $-12,385) |
| $285 | 22d | 23 Oct 2026 | $14.80 | 1/1 | $2,018 | $1,907 | 51% | 68% | +$99 | -$30,994 | 242.1% | $-29,893 (vs do-nothing $-12,025) |
| $285 | 15d | 16 Oct 2026 | $13.50 | 1/1 | $2,700 | $2,589 | 50% | 67% | +$345 | -$31,124 | 243.2% | $-30,023 (vs do-nothing $-12,155) |
| $285 | 8d | 9 Oct 2026 | $9.90 | 1/1 | $3,712 | $3,602 | 49% | 66% | +$405 | -$31,484 | 246.0% | $-30,383 (vs do-nothing $-12,515) |
| $282.50 | 8d | 9 Oct 2026 | $11.00 | 1/1 | $4,125 | $4,014 | 45% | 64% | +$308 | -$31,624 | 247.1% | $-30,523 (vs do-nothing $-12,655) |
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.