25 contracts (2,500 sh) | BE SS: $20.74 | CC-SS: $17.95 | IV: HIGH | Accounts: RetireInc:7291
| Max Loss | $26,850 | (ND $3.74 + SW $7) x 2500 |
| Normal income ref | $4,446/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $481/mo (info only, already in marks) |
| Unrealized P&L | $-11,288 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 25 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 🏆 | 24 Jul 2026 · 7d | 13 × $13 | 63% | $2,340 | $410 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | FIGHT edge | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 25 × $15 | 24 Jul | 7d | 19.8% | 91% | 19% | +4pp | $150 | $643 | -$1,697 | $7,219 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $15 19.8% OTM over spot $12.52 24 Jul 2026 (7d, $0.10 mid) = $150 credit for the 7d cycle → $643/mo projected Survival (stays ≤ $15) 91% Breach risk 9% POP (stays ≤ $15.10) 92% EV / mo +$111 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +4pp 55% whole by 9mo vs 51% doing nothing FIRE DRILLS ~1.0/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $390/mo median; plan ~$265/mo after 68% keep · $2,056 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~1.7 mo [0.9-3.2], measured ONLY among the 55% 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) 11% Flat exit net (mid-life) -$1,690 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $16 @ 74% POP 64% survival Roll menuyour doors if the call gets challenged; each row = buy back the 25 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: $1.04/sh now → $0.74 mid-life (likely $0.62–$1.12) → ≈ $0 at expiry | you banked $0.06/sh, so a flat mid-life exit nets -$0.68/sh | roll rows are incremental, the banked premium stays yours 📊 Across 337 simulated challenges: the $15 strike is typically first touched on day 5 of 7, at $15 (overshoots $0.45). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $15 is $3 below CC-SS $17.95: 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 < $0.01/sh (~25% of the $0.06 collected) or spot ≥ $15.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $15)); NOT the premium you collected. Momentum override: two daily closes above $17.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.81 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry) Starting unrealized P&L: $-11,288 + Fortress recovery (un-capped): +$10,991 − CC assignment net of premium (25 × $15): -$7,219 Total Position P&L @ SS: $-7,516 (+$3,772 vs today) Do-nothing baseline at SS: $-271 (this trade vs do-nothing: $-7,244, the opportunity cost of earning $643/mo FIGHT income now) BB-reversion stress (→ $18.75 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,225, position total $-7,897 (+$3,391 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 20 × $14 | 24 Jul | 7d | 11.8% | 81% | 40% | +8pp | $360 | $1,543 | -$797 | $7,536 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 20 × $14 11.8% OTM over spot $12.52 24 Jul 2026 (7d, $0.25 mid) = $360 credit for the 7d cycle → $1,543/mo projected Survival (stays ≤ $14) 81% Breach risk 19% POP (stays ≤ $14.25) 84% EV / mo +$313 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +8pp 56% whole by 9mo vs 48% doing nothing FIRE DRILLS ~2.4/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $735/mo median; plan ~$500/mo after 68% keep · $3,998 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.0 mo [1.1-4.0], 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) 28% Flat exit net (mid-life) -$963 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $15 @ 74% POP 65% survival Roll menuyour doors if the call gets challenged; each row = buy back the 20 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: $0.94/sh now → $0.66 mid-life (likely $0.66–$1.07) → ≈ $0 at expiry | you banked $0.18/sh, so a flat mid-life exit nets -$0.48/sh | roll rows are incremental, the banked premium stays yours 📊 Across 849 simulated challenges: the $14 strike is typically first touched on day 4 of 7, at $14 (overshoots $0.42). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $14 is $4 below CC-SS $17.95: 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 < $0.04/sh (~25% of the $0.18 collected) or spot ≥ $14.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $14)); NOT the premium you collected. Momentum override: two daily closes above $17.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.81 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry) Starting unrealized P&L: $-11,288 + Fortress recovery (un-capped): +$10,991 − CC assignment net of premium (20 × $14): -$7,536 + Conservative CC premium (5 × $20): +$5 Total Position P&L @ SS: $-7,827 (+$3,461 vs today) Do-nothing baseline at SS: $-271 (this trade vs do-nothing: $-7,556, the opportunity cost of earning $1,543/mo FIGHT income now) BB-reversion stress (→ $18.75 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$9,140, position total $-7,807 (+$3,481 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 13 × $13 | 24 Jul | 7d | 3.8% | 63% | 59% | +6pp | $546 | $2,340 | — | $5,886 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 13 × $13 3.8% OTM over spot $12.52 24 Jul 2026 (7d, $0.51 mid) = $546 credit for the 7d cycle → $2,340/mo projected Survival (stays ≤ $13) 63% Breach risk 37% POP (stays ≤ $13.51) 73% EV / mo +$219 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +6pp 54% whole by 9mo vs 48% doing nothing FIRE DRILLS ~6.0/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $757/mo median; plan ~$515/mo after 68% keep · $4,217 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~1.6 mo [1.0-3.4], measured ONLY among the 54% 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) 59% Flat exit net (mid-life) -$222 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $17 @ 91% POP 90% survival Roll menuyour doors if the call gets challenged; each row = buy back the 13 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: $0.84/sh now → $0.59 mid-life (likely $0.76–$1.09) → ≈ $0 at expiry | you banked $0.42/sh, so a flat mid-life exit nets -$0.17/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,759 simulated challenges: the $13 strike is typically first touched on day 3 of 7, at $13 (overshoots $0.39). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $13 is $5 below CC-SS $17.95: 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 $0.42 collected) or spot ≥ $13.51 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $17.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.81 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry) Starting unrealized P&L: $-11,288 + Fortress recovery (un-capped): +$10,991 − CC assignment net of premium (13 × $13): -$5,886 + Conservative CC premium (12 × $20): +$12 Total Position P&L @ SS: $-6,170 (+$5,117 vs today) Do-nothing baseline at SS: $-271 (this trade vs do-nothing: $-5,899, the opportunity cost of earning $2,340/mo FIGHT income now) BB-reversion stress (→ $18.75 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$6,929, position total $-5,589 (+$5,699 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 25 × $13 | 24 Jul | 7d | 3.8% | 63% | 77% | +15pp | $1,050 | $4,500 | +$2,160 | $11,319 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $13 3.8% OTM over spot $12.52 24 Jul 2026 (7d, $0.51 mid) = $1,050 credit for the 7d cycle → $4,500/mo projected Survival (stays ≤ $13) 63% Breach risk 37% POP (stays ≤ $13.51) 73% EV / mo +$421 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +15pp 64% whole by 9mo vs 50% doing nothing FIRE DRILLS ~5.5/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $1,430/mo median; plan ~$973/mo after 68% keep · $6,858 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.0 mo [1.0-4.0], measured ONLY among the 64% of futures that got whole 🛡 IF CHALLENGED (spot reaches the strike) · challenge = the strike is touched at any point, so it runs ~2x the breach risk (finishing through it) Challenge odds (touch by expiry) 60% Flat exit net (mid-life) -$427 Free roll-up +$0/wk Safest escape (by 14 Aug 2026) $17 @ 91% POP 90% survival Roll menuyour doors if the call gets challenged; each row = buy back the 25 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: $0.84/sh now → $0.59 mid-life (likely $0.76–$1.10) → ≈ $0 at expiry | you banked $0.42/sh, so a flat mid-life exit nets -$0.17/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,815 simulated challenges: the $13 strike is typically first touched on day 3 of 7, at $13 (overshoots $0.41). 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 +0.5 vol pt per +1% move (spike-vol name: vol expands on a fast move, richer buyback). 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 ⚠ $13 is $5 below CC-SS $17.95: 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 $0.42 collected) or spot ≥ $13.51 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $13)); NOT the premium you collected. Momentum override: two daily closes above $17.43 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.81 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $17.95, where you are whole again, by expiry) Starting unrealized P&L: $-11,288 + Fortress recovery (un-capped): +$10,991 − CC assignment net of premium (25 × $13): -$11,319 Total Position P&L @ SS: $-11,616 ($-328 vs today) Do-nothing baseline at SS: $-271 (this trade vs do-nothing: $-11,344, the opportunity cost of earning $4,500/mo FIGHT income now) BB-reversion stress (→ $18.75 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,325, position total $-11,997 ($-709 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 8 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: 0.810 (IBKR) | Recovery@SS: +$10,991 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-271
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $13.50 | 28d | 14 Aug 2026 | $0.97 | 22/25 | $2,286 | $2,293 | 66% | 76% | +$401 | -$7,651 | 81.8% | $-7,944 (vs do-nothing $-7,673) |
| $13 | 7d | 24 Jul 2026 | $0.42 | 13/25 | $2,340 | $2,366 | 63% | 73% | +$219 | -$5,886 | 63.0% | $-6,170 (vs do-nothing $-5,899) |
| $13 | 14d | 31 Jul 2026 | $0.69 | 16/25 | $2,366 | $2,385 | 61% | 73% | +$258 | -$6,812 | 72.9% | $-7,100 (vs do-nothing $-6,828) |
| $13 | 28d | 14 Aug 2026 | $0.85 | 25/25 | $2,277 | $2,277 | 61% | 72% | $-365 | -$10,244 | 109.6% | $-10,541 (vs do-nothing $-10,269) |
| $12.50 | 28d | 14 Aug 2026 | $1.25 | 17/25 | $2,277 | $2,294 | 55% | 70% | +$82 | -$7,136 | 76.3% | $-7,424 (vs do-nothing $-7,153) |
| $12.50 | 21d | 7 Aug 2026 | $0.86 | 19/25 | $2,334 | $2,347 | 54% | 69% | $-338 | -$8,717 | 93.2% | $-9,007 (vs do-nothing $-8,736) |
| $12.50 | 14d | 31 Jul 2026 | $0.85 | 13/25 | $2,368 | $2,394 | 54% | 69% | +$65 | -$5,977 | 63.9% | $-6,261 (vs do-nothing $-5,990) |
| $12.50 | 7d | 24 Jul 2026 | $0.62 | 9/25 | $2,391 | $2,426 | 52% | 68% | +$127 | -$4,345 | 46.5% | $-4,625 (vs do-nothing $-4,354) |
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%). 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 25 contracts at the conservative CC.