1 contracts (100 sh) | BE SS: $588.00 | CC-SS: $621.93 (banked floor $597.36) | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $48,300 | (ND $128.00 + SW $355) x 100 |
| Normal income ref | $2,319/mo | 95% ann ROI on ML |
| Hedge rolling cost | $153/mo | |
| Unrealized P&L | $-36,510 | 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 · 7d | 1 × $290 | 80% | $1,179 | $221 |
| 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 × $312.50 | 9 Oct | 7d | 15.1% | 95%hist 96% | 10%hist 14% | +1pp | $45 | $193 | -$986 | $30,898 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $312.50 15.1% OTM over spot $271.48 9 Oct 2026 (7d, $0.62 mid) = $45 credit for the 7d cycle → $193/mo projected Survival (stays ≤ $312.50) 95% Breach risk 5% POP (stays ≤ $313.12) 95% EV / mo +$85 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +1pp 8% whole by 9mo vs 7% doing nothing FIRE DRILLS ~0.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $4/mo median; plan ~$3/mo after 68% keep · $39 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.1 mo, measured ONLY among the 8% 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) 5% Flat exit net (mid-life) -$844 Free roll-up none Safest escape (by 30 Oct 2026) $326 @ 74% POP 65% 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: $12.57/sh now → $8.89 mid-life (likely $6.78–$12.01) → ≈ $0 at expiry | you banked $0.45/sh, so a flat mid-life exit nets -$8.44/sh | roll rows are incremental, the banked premium stays yours 📊 Across 137 simulated challenges: the $312 strike is typically first touched on day 6 of 7, at $318 (overshoots $5.11). 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 ⚠ $312.50 is $309 below CC-SS $621.93: 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 < $0.11/sh (~25% of the $0.45 collected) or spot ≥ $313.12 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $312)); NOT the premium you collected. Momentum override: two daily closes above $346.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $621.93, where you are whole again, by expiry) Starting unrealized P&L: $-36,510 + Fortress recovery (un-capped): +$31,541 − CC assignment net of premium (1 × $312.50): -$30,898 Total Position P&L @ SS: $-35,868 (+$642 vs today) Do-nothing baseline at SS: $-27,158 (this trade vs do-nothing: $-8,710, the opportunity cost of earning $193/mo FIGHT income now) BB-reversion stress (→ $408.10 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$9,515, position total $-33,729 (+$2,781 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 1 × $302.50 | 9 Oct | 7d | 11.4% | 91%hist 96% | 19%hist 14% | +0pp | $105 | $450 | -$729 | $31,838 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $302.50 11.4% OTM over spot $271.48 9 Oct 2026 (7d, $1.25 mid) = $105 credit for the 7d cycle → $450/mo projected Survival (stays ≤ $302.50) 91% Breach risk 9% POP (stays ≤ $303.75) 92% EV / mo +$199 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +0pp 6% whole by 9mo vs 5% doing nothing FIRE DRILLS ~1.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $170/mo median; plan ~$116/mo after 68% keep · $1,505 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~5.4 mo, measured ONLY among the 6% 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) -$756 Free roll-up none Safest escape (by 30 Oct 2026) $321 @ 75% 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: $12.17/sh now → $8.61 mid-life (likely $7.28–$12.56) → ≈ $0 at expiry | you banked $1.05/sh, so a flat mid-life exit nets -$7.56/sh | roll rows are incremental, the banked premium stays yours 📊 Across 300 simulated challenges: the $302 strike is typically first touched on day 5 of 7, at $307 (overshoots $4.96). 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 $319 below CC-SS $621.93: 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 < $0.26/sh (~25% of the $1.05 collected) or spot ≥ $303.75 (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 $346.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $621.93, where you are whole again, by expiry) Starting unrealized P&L: $-36,510 + Fortress recovery (un-capped): +$31,541 − CC assignment net of premium (1 × $302.50): -$31,838 Total Position P&L @ SS: $-36,808 ($-298 vs today) Do-nothing baseline at SS: $-27,158 (this trade vs do-nothing: $-9,650, the opportunity cost of earning $450/mo FIGHT income now) BB-reversion stress (→ $408.10 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$10,455, position total $-34,669 (+$1,841 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal | 1 × $295 | 9 Oct | 7d | 8.7% | 85%hist 86% | 30%hist 25% | +2pp | $195 | $836 | -$343 | $32,498 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $295 8.7% OTM over spot $271.48 9 Oct 2026 (7d, $2.15 mid) = $195 credit for the 7d cycle → $836/mo projected Survival (stays ≤ $295) 85% Breach risk 15% POP (stays ≤ $297.15) 87% EV / mo +$355 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 7% whole by 9mo vs 6% doing nothing FIRE DRILLS ~2.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $364/mo median; plan ~$247/mo after 68% keep · $3,221 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~7.2 mo, measured ONLY among the 7% 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) 20% Flat exit net (mid-life) -$644 Free roll-up +$4/wk Safest escape (by 30 Oct 2026) $319 @ 79% POP 73% 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: $11.87/sh now → $8.39 mid-life (likely $7.82–$13.15) → ≈ $0 at expiry | you banked $1.95/sh, so a flat mid-life exit nets -$6.44/sh | roll rows are incremental, the banked premium stays yours 📊 Across 590 simulated challenges: the $295 strike is typically first touched on day 5 of 7, at $300 (overshoots $5.03). 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 ⚠ $295 is $327 below CC-SS $621.93: 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 < $0.49/sh (~25% of the $1.95 collected) or spot ≥ $297.15 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $295)); NOT the premium you collected. Momentum override: two daily closes above $346.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $621.93, where you are whole again, by expiry) Starting unrealized P&L: $-36,510 + Fortress recovery (un-capped): +$31,541 − CC assignment net of premium (1 × $295): -$32,498 Total Position P&L @ SS: $-37,468 ($-958 vs today) Do-nothing baseline at SS: $-27,158 (this trade vs do-nothing: $-10,310, the opportunity cost of earning $836/mo FIGHT income now) BB-reversion stress (→ $408.10 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,115, position total $-35,329 (+$1,181 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $290 | 9 Oct | 7d | 6.8% | 80%hist 86% | 40%hist 33% | +2pp | $275 | $1,179 | — | $32,918 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $290 6.8% OTM over spot $271.48 9 Oct 2026 (7d, $2.88 mid) = $275 credit for the 7d cycle → $1,179/mo projected Survival (stays ≤ $290) 80% Breach risk 20% POP (stays ≤ $292.88) 84% EV / mo +$443 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +2pp 5% whole by 9mo vs 3% doing nothing FIRE DRILLS ~4.0/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $506/mo median; plan ~$344/mo after 68% keep · $4,521 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~7.3 mo, measured ONLY among the 5% 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) 27% Flat exit net (mid-life) -$550 Free roll-up +$4/wk Safest escape (by 30 Oct 2026) $319 @ 81% POP 77% 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: $11.67/sh now → $8.25 mid-life (likely $8.45–$13.29) → ≈ $0 at expiry | you banked $2.75/sh, so a flat mid-life exit nets -$5.50/sh | roll rows are incremental, the banked premium stays yours 📊 Across 808 simulated challenges: the $290 strike is typically first touched on day 4 of 7, at $295 (overshoots $5.01). 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 ⚠ $290 is $332 below CC-SS $621.93: 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 < $0.69/sh (~25% of the $2.75 collected) or spot ≥ $292.88 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $290)); NOT the premium you collected. Momentum override: two daily closes above $346.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $621.93, where you are whole again, by expiry) Starting unrealized P&L: $-36,510 + Fortress recovery (un-capped): +$31,541 − CC assignment net of premium (1 × $290): -$32,918 Total Position P&L @ SS: $-37,888 ($-1,378 vs today) Do-nothing baseline at SS: $-27,158 (this trade vs do-nothing: $-10,730, the opportunity cost of earning $1,179/mo FIGHT income now) BB-reversion stress (→ $408.10 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$11,535, position total $-35,749 (+$761 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $280 | 9 Oct | 7d | 3.1% | 67%hist 64% | 68%hist 59% | +3pp | $590 | $2,529 | +$1,350 | $33,603 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $280 3.1% OTM over spot $271.48 9 Oct 2026 (7d, $6.20 mid) = $590 credit for the 7d cycle → $2,529/mo projected Survival (stays ≤ $280) 67% Breach risk 33% POP (stays ≤ $286.20) 76% EV / mo +$867 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +3pp 8% whole by 9mo vs 4% doing nothing FIRE DRILLS ~8.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $853/mo median; plan ~$580/mo after 68% keep · $7,627 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~6.7 mo, measured ONLY among the 8% 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) 53% Flat exit net (mid-life) -$207 Free roll-up +$4/wk Safest escape (by 30 Oct 2026) $329 @ 89% POP 88% 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: $11.27/sh now → $7.97 mid-life (likely $9.75–$14.24) → ≈ $0 at expiry | you banked $5.90/sh, so a flat mid-life exit nets -$2.07/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,599 simulated challenges: the $280 strike is typically first touched on day 3 of 7, at $285 (overshoots $4.90). 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 ⚠ $280 is $342 below CC-SS $621.93: 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 < $1.48/sh (~25% of the $5.90 collected) or spot ≥ $286.20 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $280)); NOT the premium you collected. Momentum override: two daily closes above $346.84 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $621.93, where you are whole again, by expiry) Starting unrealized P&L: $-36,510 + Fortress recovery (un-capped): +$31,541 − CC assignment net of premium (1 × $280): -$33,603 Total Position P&L @ SS: $-38,573 ($-2,063 vs today) Do-nothing baseline at SS: $-27,158 (this trade vs do-nothing: $-11,415, the opportunity cost of earning $2,529/mo FIGHT income now) BB-reversion stress (→ $408.10 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$12,220, position total $-36,434 (+$76 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 22 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: 0.900 (fallback) | Recovery@SS: +$31,541 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-27,158
| 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 | 7d | 9 Oct 2026 | $2.75 | 1/1 | $1,179 | $1,026 | 80% | 84% | +$443 | -$32,918 | 257.2% | $-37,888 (vs do-nothing $-10,730) |
| $287.50 | 7d | 9 Oct 2026 | $3.40 | 1/1 | $1,457 | $1,304 | 78% | 82% | +$549 | -$33,103 | 258.6% | $-38,073 (vs do-nothing $-10,915) |
| $285 | 7d | 9 Oct 2026 | $4.30 | 1/1 | $1,843 | $1,690 | 74% | 80% | +$730 | -$33,263 | 259.9% | $-38,233 (vs do-nothing $-11,075) |
| $282.50 | 7d | 9 Oct 2026 | $5.00 | 1/1 | $2,143 | $1,990 | 71% | 78% | +$779 | -$33,443 | 261.3% | $-38,413 (vs do-nothing $-11,255) |
| $285 | 14d | 16 Oct 2026 | $6.30 | 1/1 | $1,350 | $1,197 | 69% | 76% | +$293 | -$33,063 | 258.3% | $-38,033 (vs do-nothing $-10,875) |
| $280 | 7d | 9 Oct 2026 | $5.90 | 1/1 | $2,529 | $2,376 | 67% | 76% | +$867 | -$33,603 | 262.5% | $-38,573 (vs do-nothing $-11,415) |
| $285 | 21d | 23 Oct 2026 | $8.90 | 1/1 | $1,271 | $1,118 | 67% | 75% | +$261 | -$32,803 | 256.3% | $-37,773 (vs do-nothing $-10,615) |
| $285 | 28d | 30 Oct 2026 | $11.10 | 1/1 | $1,189 | $1,036 | 65% | 74% | +$222 | -$32,583 | 254.6% | $-37,553 (vs do-nothing $-10,395) |
| $280 | 14d | 16 Oct 2026 | $7.90 | 1/1 | $1,693 | $1,540 | 63% | 73% | +$303 | -$33,403 | 261.0% | $-38,373 (vs do-nothing $-11,215) |
| $277.50 | 7d | 9 Oct 2026 | $6.40 | 1/1 | $2,743 | $2,590 | 62% | 74% | +$732 | -$33,803 | 264.1% | $-38,773 (vs do-nothing $-11,615) |
| $280 | 21d | 23 Oct 2026 | $9.50 | 1/1 | $1,357 | $1,204 | 62% | 72% | +$102 | -$33,243 | 259.7% | $-38,213 (vs do-nothing $-11,055) |
| $280 | 28d | 30 Oct 2026 | $11.70 | 1/1 | $1,254 | $1,101 | 61% | 72% | +$101 | -$33,023 | 258.0% | $-37,993 (vs do-nothing $-10,835) |
| $275 | 7d | 9 Oct 2026 | $8.20 | 1/1 | $3,514 | $3,361 | 58% | 72% | +$1,098 | -$33,873 | 264.6% | $-38,843 (vs do-nothing $-11,685) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $275 | 14d | 16 Oct 2026 | $9.90 | 1/1 | $2,121 | $1,968 | 57% | 70% | +$302 | -$33,703 | 263.3% | $-38,673 (vs do-nothing $-11,515) |
| $275 | 21d | 23 Oct 2026 | $11.00 | 1/1 | $1,571 | $1,418 | 56% | 69% | +$26 | -$33,593 | 262.4% | $-38,563 (vs do-nothing $-11,405) |
| $275 | 28d | 30 Oct 2026 | $13.30 | 1/1 | $1,425 | $1,272 | 56% | 69% | +$53 | -$33,363 | 260.6% | $-38,333 (vs do-nothing $-11,175) |
| $272.50 | 7d | 9 Oct 2026 | $9.00 | 1/1 | $3,857 | $3,704 | 53% | 70% | +$976 | -$34,043 | 266.0% | $-39,013 (vs do-nothing $-11,855) |
| $270 | 28d | 30 Oct 2026 | $15.30 | 1/1 | $1,639 | $1,486 | 52% | 67% | +$20 | -$33,663 | 263.0% | $-38,633 (vs do-nothing $-11,475) |
| $270 | 21d | 23 Oct 2026 | $14.30 | 1/1 | $2,043 | $1,890 | 51% | 68% | +$161 | -$33,763 | 263.8% | $-38,733 (vs do-nothing $-11,575) |
| $270 | 14d | 16 Oct 2026 | $12.30 | 1/1 | $2,636 | $2,483 | 50% | 67% | +$353 | -$33,963 | 265.3% | $-38,933 (vs do-nothing $-11,775) |
| $270 | 7d | 9 Oct 2026 | $10.10 | 1/1 | $4,329 | $4,176 | 49% | 68% | +$921 | -$34,183 | 267.1% | $-39,153 (vs do-nothing $-11,995) |
| $267.50 | 7d | 9 Oct 2026 | $11.50 | 1/1 | $4,929 | $4,776 | 44% | 66% | +$933 | -$34,293 | 267.9% | $-39,263 (vs do-nothing $-12,105) |
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.