1 of 20 contracts (100 sh uncapped) | BE SS: $93.40 | CC-SS: $95.08 (banked floor $94.73) | IV: HIGH | Accounts: Joint:1782
| Max Loss | $5,040 | (ND $28.40 + SW $22) x 100 |
| Normal income ref | $540/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $66/mo (info only, already in marks) |
| Unrealized P&L | $-1,710 | fortress legs from IBKR |
| Open leg | Acct | Credit/sh | In flight | Opened |
|---|---|---|---|---|
| 19x $81.5C 17 Jul 2026 | U6241782 | $0.40 | $760 | 2026-07-11 |
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 🏆 | 24 Jul 2026 · 8d | 1 × $80.50 | 73% | $300 | $-5 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 1 × $86 | 24 Jul | 8d | 11.1% | 93% | 14% | $5 | $19 | -$281 | $903 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $86 11.1% OTM over spot $77.38 24 Jul 2026 (8d, $0.33 mid) = $5 credit for the 8d cycle → $19/mo projected Survival (stays ≤ $86) 93% Breach risk 7% POP (stays ≤ $86.33) 94% EV / mo $-14 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.2-4.5] median · 55% of paths whole by 9 mo (vs 54% without) · ~2.1 challenges expected · median CC cash $105 🛡 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) 8% Flat exit net (mid-life) -$217 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $87 @ 69% POP 58% 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: $3.15/sh now → $2.22 mid-life (likely $1.80–$3.03) → ≈ $0 at expiry | you banked $0.05/sh, so a flat mid-life exit nets -$2.17/sh | roll rows are incremental, the banked premium stays yours 📊 Across 236 simulated challenges: the $86 strike is typically first touched on day 6 of 8, at $87 (overshoots $1.21). 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 ⚠ $86 is $9 below CC-SS $95.08: 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 $0.05 collected) or spot ≥ $86.33 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $86)); NOT the premium you collected. Momentum override: two daily closes above $84.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.94 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.08, where you are whole again, by expiry) Starting unrealized P&L: $-1,710 + Fortress recovery (un-capped): +$1,664 − CC assignment net of premium (1 × $86): -$903 Total Position P&L @ SS: $-949 (+$761 vs today) Do-nothing baseline at SS: $-349 (this trade vs do-nothing: $-600, the opportunity cost of earning $19/mo FIGHT income now) BB-reversion stress (→ $90.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$405, position total $-919 (+$791 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal | 1 × $81.50 | 24 Jul | 8d | 5.3% | 78% | 44% | $50 | $188 | -$112 | $1,308 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $81.50 5.3% OTM over spot $77.38 24 Jul 2026 (8d, $0.80 mid) = $50 credit for the 8d cycle → $188/mo projected Survival (stays ≤ $81.50) 78% Breach risk 22% POP (stays ≤ $82.30) 82% EV / mo +$6 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.6 mo [1.4-4.2] median · 60% of paths whole by 9 mo (vs 52% without) · ~7.3 challenges expected · median CC cash $551 🛡 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) 33% Flat exit net (mid-life) -$149 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $84 @ 72% POP 64% 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: $2.81/sh now → $1.99 mid-life (likely $2.04–$3.18) → ≈ $0 at expiry | you banked $0.50/sh, so a flat mid-life exit nets -$1.49/sh | roll rows are incremental, the banked premium stays yours 📊 Across 987 simulated challenges: the $82 strike is typically first touched on day 4 of 8, at $83 (overshoots $1.10). 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 ⚠ $81.50 is $14 below CC-SS $95.08: 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 < $0.12/sh (~25% of the $0.50 collected) or spot ≥ $82.30 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $82)); NOT the premium you collected. Momentum override: two daily closes above $84.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.94 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.08, where you are whole again, by expiry) Starting unrealized P&L: $-1,710 + Fortress recovery (un-capped): +$1,664 − CC assignment net of premium (1 × $81.50): -$1,308 Total Position P&L @ SS: $-1,354 (+$356 vs today) Do-nothing baseline at SS: $-349 (this trade vs do-nothing: $-1,005, the opportunity cost of earning $188/mo FIGHT income now) BB-reversion stress (→ $90.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$810, position total $-1,324 (+$386 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $80.50 | 24 Jul | 8d | 4.0% | 73% | 42% | $80 | $300 | — | $1,378 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $80.50 4.0% OTM over spot $77.38 24 Jul 2026 (8d, $1.10 mid) = $80 credit for the 8d cycle → $300/mo projected Survival (stays ≤ $80.50) 73% Breach risk 27% POP (stays ≤ $81.60) 79% EV / mo +$43 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.4-4.9] median, 0.1 mo faster than no FIGHT (2.4 mo) · 66% of paths whole by 9 mo (vs 54% without) · ~9.5 challenges expected · median CC cash $676 🛡 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) 42% Flat exit net (mid-life) -$114 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $84 @ 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 4 of 8); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $2.74/sh now → $1.94 mid-life (likely $2.18–$3.23) → ≈ $0 at expiry | you banked $0.80/sh, so a flat mid-life exit nets -$1.14/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,259 simulated challenges: the $80 strike is typically first touched on day 4 of 8, at $82 (overshoots $1.11). 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 +0.5 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 ⚠ $80.50 is $15 below CC-SS $95.08: 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 < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $81.60 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $80)); NOT the premium you collected. Momentum override: two daily closes above $84.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.94 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.08, where you are whole again, by expiry) Starting unrealized P&L: $-1,710 + Fortress recovery (un-capped): +$1,664 − CC assignment net of premium (1 × $80.50): -$1,378 Total Position P&L @ SS: $-1,424 (+$286 vs today) Do-nothing baseline at SS: $-349 (this trade vs do-nothing: $-1,075, the opportunity cost of earning $300/mo FIGHT income now) BB-reversion stress (→ $90.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$880, position total $-1,394 (+$316 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $78 | 24 Jul | 8d | 0.8% | 56% | 90% | $175 | $656 | +$356 | $1,533 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $78 0.8% OTM over spot $77.38 24 Jul 2026 (8d, $1.98 mid) = $175 credit for the 8d cycle → $656/mo projected Survival (stays ≤ $78) 56% Breach risk 44% POP (stays ≤ $79.97) 70% EV / mo +$93 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.5 mo [1.3-4.4] median · 70% of paths whole by 9 mo (vs 51% without) · ~22.3 challenges expected · median CC cash $933 🛡 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) 72% Flat exit net (mid-life) -$7 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $87 @ 92% POP 91% 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: $2.57/sh now → $1.82 mid-life (likely $2.50–$3.57) → ≈ $0 at expiry | you banked $1.75/sh, so a flat mid-life exit nets -$0.07/sh | roll rows are incremental, the banked premium stays yours 📊 Across 2,153 simulated challenges: the $78 strike is typically first touched on day 2 of 8, at $79 (overshoots $1.26). 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 ⚠ $78 is $17 below CC-SS $95.08: 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 < $0.44/sh (~25% of the $1.75 collected) or spot ≥ $79.97 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $78)); NOT the premium you collected. Momentum override: two daily closes above $84.83 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.94 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.08, where you are whole again, by expiry) Starting unrealized P&L: $-1,710 + Fortress recovery (un-capped): +$1,664 − CC assignment net of premium (1 × $78): -$1,533 Total Position P&L @ SS: $-1,579 (+$131 vs today) Do-nothing baseline at SS: $-349 (this trade vs do-nothing: $-1,230, the opportunity cost of earning $656/mo FIGHT income now) BB-reversion stress (→ $90.10 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,035, position total $-1,549 (+$161 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (2 expiries scanned, 17 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: 0.940 (IBKR) | Recovery@SS: +$1,664 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-349
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $80.50 | 8d | 24 Jul 2026 | $0.80 | 1/1 | $300 | $300 | 73% | 79% | +$43 | -$1,378 | 48.5% | $-1,424 (vs do-nothing $-1,075) |
| $80 | 8d | 24 Jul 2026 | $0.75 | 1/1 | $281 | $281 | 70% | 76% | $-22 | -$1,433 | 50.4% | $-1,479 (vs do-nothing $-1,130) |
| $80.50 | 15d | 31 Jul 2026 | $1.40 | 1/1 | $280 | $280 | 68% | 76% | +$33 | -$1,318 | 46.4% | $-1,364 (vs do-nothing $-1,015) |
| $80 | 15d | 31 Jul 2026 | $1.55 | 1/1 | $310 | $310 | 66% | 74% | +$32 | -$1,353 | 47.6% | $-1,399 (vs do-nothing $-1,050) |
| $79.50 | 15d | 31 Jul 2026 | $1.80 | 1/1 | $360 | $360 | 63% | 73% | +$54 | -$1,378 | 48.5% | $-1,424 (vs do-nothing $-1,075) |
| $79 | 8d | 24 Jul 2026 | $1.25 | 1/1 | $469 | $469 | 63% | 73% | +$51 | -$1,483 | 52.2% | $-1,529 (vs do-nothing $-1,180) |
| $79 | 15d | 31 Jul 2026 | $1.90 | 1/1 | $380 | $380 | 61% | 72% | +$37 | -$1,418 | 49.9% | $-1,464 (vs do-nothing $-1,115) |
| $78.50 | 15d | 31 Jul 2026 | $2.25 | 1/1 | $450 | $450 | 58% | 71% | +$68 | -$1,433 | 50.4% | $-1,479 (vs do-nothing $-1,130) |
| $78 | 8d | 24 Jul 2026 | $1.75 | 1/1 | $656 | $656 | 56% | 70% | +$93 | -$1,533 | 54.0% | $-1,579 (vs do-nothing $-1,230) |
| $78 | 15d | 31 Jul 2026 | $2.35 | 1/1 | $470 | $470 | 55% | 69% | +$45 | -$1,473 | 51.9% | $-1,519 (vs do-nothing $-1,170) |
| $77.50 | 15d | 31 Jul 2026 | $2.70 | 1/1 | $540 | $540 | 53% | 69% | +$68 | -$1,488 | 52.4% | $-1,534 (vs do-nothing $-1,185) |
| $77 | 15d | 31 Jul 2026 | $2.80 | 1/1 | $560 | $560 | 50% | 67% | +$38 | -$1,528 | 53.8% | $-1,574 (vs do-nothing $-1,225) |
| $77 | 8d | 24 Jul 2026 | $2.20 | 1/1 | $825 | $825 | 49% | 67% | +$83 | -$1,588 | 55.9% | $-1,634 (vs do-nothing $-1,285) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $76.50 | 15d | 31 Jul 2026 | $3.20 | 1/1 | $640 | $640 | 47% | 66% | +$65 | -$1,538 | 54.1% | $-1,584 (vs do-nothing $-1,235) |
| $76.50 | 8d | 24 Jul 2026 | $2.50 | 1/1 | $938 | $938 | 45% | 65% | +$93 | -$1,608 | 56.6% | $-1,654 (vs do-nothing $-1,305) |
| $76 | 15d | 31 Jul 2026 | $3.40 | 1/1 | $680 | $680 | 44% | 65% | +$48 | -$1,568 | 55.2% | $-1,614 (vs do-nothing $-1,265) |
| $76 | 8d | 24 Jul 2026 | $2.70 | 1/1 | $1,012 | $1,012 | 41% | 63% | +$57 | -$1,638 | 57.7% | $-1,684 (vs do-nothing $-1,335) |
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 1 contracts at the conservative CC.