1 of 20 contracts (100 sh uncapped) | BE SS: $93.40 | CC-SS: $95.37 (banked floor $95.02) | IV: MEDIUM | Accounts: Joint:1782
| Max Loss | $5,040 | (ND $28.40 + SW $22) x 100 |
| Normal income ref | $546/mo | 75% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $71/mo (info only, already in marks) |
| Unrealized P&L | $-1,980 | 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 · 7d | 1 × $78 | 77% | $279 | $7 |
| 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 | 1 × $81 | 24 Jul | 7d | 8.5% | 91% | 18% | +5pp | $15 | $64 | -$214 | $1,422 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $81 8.5% OTM over spot $74.65 24 Jul 2026 (7d, $0.28 mid) = $15 credit for the 7d cycle → $64/mo projected Survival (stays ≤ $81) 91% Breach risk 9% POP (stays ≤ $81.28) 92% EV / mo +$18 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +5pp 43% whole by 9mo vs 38% doing nothing FIRE DRILLS ~1.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $45/mo median; plan ~$31/mo after 68% keep · $351 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.1 mo [1.9-5.4], measured ONLY among the 43% 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) 13% Flat exit net (mid-life) -$179 Free roll-up +$1/wk Safest escape (by 14 Aug 2026) $86 @ 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 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $2.74/sh now → $1.94 mid-life (likely $1.56–$2.86) → ≈ $0 at expiry | you banked $0.15/sh, so a flat mid-life exit nets -$1.79/sh | roll rows are incremental, the banked premium stays yours 📊 Across 382 simulated challenges: the $81 strike is typically first touched on day 5 of 7, at $82 (overshoots $1.06). 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 is $14 below CC-SS $95.37: 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 $0.15 collected) or spot ≥ $81.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $81)); NOT the premium you collected. Momentum override: two daily closes above $83.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.92 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.37, where you are whole again, by expiry) Starting unrealized P&L: $-1,980 + Fortress recovery (un-capped): +$1,910 − CC assignment net of premium (1 × $81): -$1,422 Total Position P&L @ SS: $-1,492 (+$488 vs today) Do-nothing baseline at SS: $-102 (this trade vs do-nothing: $-1,390, the opportunity cost of earning $64/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$902, position total $-1,451 (+$529 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 1 × $79 | 24 Jul | 7d | 5.8% | 83% | 35% | +13pp | $50 | $214 | -$64 | $1,587 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $79 5.8% OTM over spot $74.65 24 Jul 2026 (7d, $0.65 mid) = $50 credit for the 7d cycle → $214/mo projected Survival (stays ≤ $79) 83% Breach risk 17% POP (stays ≤ $79.65) 86% EV / mo +$94 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +13pp 54% whole by 9mo vs 41% doing nothing FIRE DRILLS ~2.2/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $123/mo median; plan ~$84/mo after 68% keep · $894 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.2 mo [1.8-5.4], 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) 25% Flat exit net (mid-life) -$134 Free roll-up +$1/wk Safest escape (by 14 Aug 2026) $86 @ 82% POP 78% 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: $2.60/sh now → $1.84 mid-life (likely $1.76–$2.87) → ≈ $0 at expiry | you banked $0.50/sh, so a flat mid-life exit nets -$1.34/sh | roll rows are incremental, the banked premium stays yours 📊 Across 764 simulated challenges: the $79 strike is typically first touched on day 4 of 7, at $80 (overshoots $1.05). 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 ⚠ $79 is $16 below CC-SS $95.37: 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 ≥ $79.65 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $79)); NOT the premium you collected. Momentum override: two daily closes above $83.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.92 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.37, where you are whole again, by expiry) Starting unrealized P&L: $-1,980 + Fortress recovery (un-capped): +$1,910 − CC assignment net of premium (1 × $79): -$1,587 Total Position P&L @ SS: $-1,657 (+$323 vs today) Do-nothing baseline at SS: $-102 (this trade vs do-nothing: $-1,555, the opportunity cost of earning $214/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,067, position total $-1,616 (+$364 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $78 | 24 Jul | 7d | 4.5% | 77% | 35% | +12pp | $65 | $279 | — | $1,672 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $78 4.5% OTM over spot $74.65 24 Jul 2026 (7d, $0.78 mid) = $65 credit for the 7d cycle → $279/mo projected Survival (stays ≤ $78) 77% Breach risk 23% POP (stays ≤ $78.78) 82% EV / mo +$90 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +12pp 54% whole by 9mo vs 42% doing nothing FIRE DRILLS ~3.3/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $139/mo median; plan ~$95/mo after 68% keep · $970 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.4 mo [1.8-5.3], 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) 35% Flat exit net (mid-life) -$114 Free roll-up +$1/wk Safest escape (by 14 Aug 2026) $85 @ 82% POP 78% 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: $2.53/sh now → $1.79 mid-life (likely $1.87–$2.85) → ≈ $0 at expiry | you banked $0.65/sh, so a flat mid-life exit nets -$1.14/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,063 simulated challenges: the $78 strike is typically first touched on day 4 of 7, at $79 (overshoots $0.97). 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 $95.37: 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 < $0.16/sh (~25% of the $0.65 collected) or spot ≥ $78.78 (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 $83.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.92 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.37, where you are whole again, by expiry) Starting unrealized P&L: $-1,980 + Fortress recovery (un-capped): +$1,910 − CC assignment net of premium (1 × $78): -$1,672 Total Position P&L @ SS: $-1,742 (+$238 vs today) Do-nothing baseline at SS: $-102 (this trade vs do-nothing: $-1,640, the opportunity cost of earning $279/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,152, position total $-1,701 (+$279 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $76 | 24 Jul | 7d | 1.8% | 63% | 76% | +20pp | $130 | $557 | +$279 | $1,807 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $76 1.8% OTM over spot $74.65 24 Jul 2026 (7d, $1.40 mid) = $130 credit for the 7d cycle → $557/mo projected Survival (stays ≤ $76) 63% Breach risk 37% POP (stays ≤ $77.40) 73% EV / mo +$134 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +20pp 57% whole by 9mo vs 38% doing nothing FIRE DRILLS ~6.7/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $198/mo median; plan ~$135/mo after 68% keep · $1,329 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~3.4 mo [2.0-5.2], measured ONLY among the 57% 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) -$39 Free roll-up +$1/wk Safest escape (by 14 Aug 2026) $88 @ 91% POP 90% survival Roll menuyour doors if the call gets challenged; each row = buy back the 1 calls + sell the new ones, one order. Prices assume the central case (day 3 of 7); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $2.40/sh now → $1.69 mid-life (likely $2.19–$3.13) → ≈ $0 at expiry | you banked $1.30/sh, so a flat mid-life exit nets -$0.39/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,800 simulated challenges: the $76 strike is typically first touched on day 3 of 7, at $77 (overshoots $1.08). 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 ⚠ $76 is $19 below CC-SS $95.37: 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 < $0.33/sh (~25% of the $1.30 collected) or spot ≥ $77.40 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $76)); NOT the premium you collected. Momentum override: two daily closes above $83.04 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.92 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $95.37, where you are whole again, by expiry) Starting unrealized P&L: $-1,980 + Fortress recovery (un-capped): +$1,910 − CC assignment net of premium (1 × $76): -$1,807 Total Position P&L @ SS: $-1,877 (+$103 vs today) Do-nothing baseline at SS: $-102 (this trade vs do-nothing: $-1,775, the opportunity cost of earning $557/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,287, position total $-1,836 (+$144 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 30 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: 0.922 (IBKR) | Recovery@SS: +$1,910 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-102
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $78 | 7d | 24 Jul 2026 | $0.65 | 1/1 | $279 | $279 | 77% | 82% | +$90 | -$1,672 | 58.9% | $-1,742 (vs do-nothing $-1,640) |
| $77 | 7d | 24 Jul 2026 | $0.95 | 1/1 | $407 | $407 | 70% | 78% | +$120 | -$1,742 | 61.3% | $-1,812 (vs do-nothing $-1,710) |
| $77.50 | 14d | 31 Jul 2026 | $1.45 | 1/1 | $311 | $311 | 69% | 77% | +$92 | -$1,642 | 57.8% | $-1,712 (vs do-nothing $-1,610) |
| $76.50 | 7d | 24 Jul 2026 | $1.10 | 1/1 | $471 | $471 | 67% | 76% | +$121 | -$1,777 | 62.6% | $-1,847 (vs do-nothing $-1,745) |
| $77 | 14d | 31 Jul 2026 | $1.60 | 1/1 | $343 | $343 | 66% | 75% | +$90 | -$1,677 | 59.0% | $-1,747 (vs do-nothing $-1,645) |
| $76.50 | 14d | 31 Jul 2026 | $1.75 | 1/1 | $375 | $375 | 63% | 73% | +$86 | -$1,712 | 60.3% | $-1,782 (vs do-nothing $-1,680) |
| $76 | 7d | 24 Jul 2026 | $1.30 | 1/1 | $557 | $557 | 63% | 73% | +$134 | -$1,807 | 63.6% | $-1,877 (vs do-nothing $-1,775) |
| $76.50 | 21d | 7 Aug 2026 | $2.25 | 1/1 | $321 | $321 | 61% | 73% | +$66 | -$1,662 | 58.5% | $-1,732 (vs do-nothing $-1,630) |
| $76.50 | 28d | 14 Aug 2026 | $2.60 | 1/1 | $279 | $279 | 60% | 72% | +$43 | -$1,627 | 57.3% | $-1,697 (vs do-nothing $-1,595) |
| $76 | 14d | 31 Jul 2026 | $2.00 | 1/1 | $429 | $429 | 60% | 72% | +$101 | -$1,737 | 61.2% | $-1,807 (vs do-nothing $-1,705) |
| $76 | 21d | 7 Aug 2026 | $2.45 | 1/1 | $350 | $350 | 59% | 71% | +$68 | -$1,692 | 59.6% | $-1,762 (vs do-nothing $-1,660) |
| $76 | 28d | 14 Aug 2026 | $2.90 | 1/1 | $311 | $311 | 58% | 71% | +$54 | -$1,647 | 58.0% | $-1,717 (vs do-nothing $-1,615) |
| $75.50 | 14d | 31 Jul 2026 | $2.20 | 1/1 | $471 | $471 | 57% | 71% | +$100 | -$1,767 | 62.2% | $-1,837 (vs do-nothing $-1,735) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $75.50 | 21d | 7 Aug 2026 | $2.70 | 1/1 | $386 | $386 | 56% | 71% | +$74 | -$1,717 | 60.4% | $-1,787 (vs do-nothing $-1,685) |
| $75.50 | 28d | 14 Aug 2026 | $3.10 | 1/1 | $332 | $332 | 56% | 70% | +$52 | -$1,677 | 59.0% | $-1,747 (vs do-nothing $-1,645) |
| $75 | 7d | 24 Jul 2026 | $1.70 | 1/1 | $729 | $729 | 54% | 70% | +$128 | -$1,867 | 65.7% | $-1,937 (vs do-nothing $-1,835) |
| $75 | 28d | 14 Aug 2026 | $3.40 | 1/1 | $364 | $364 | 54% | 70% | +$60 | -$1,697 | 59.7% | $-1,767 (vs do-nothing $-1,665) |
| $75 | 14d | 31 Jul 2026 | $2.45 | 1/1 | $525 | $525 | 54% | 70% | +$104 | -$1,792 | 63.1% | $-1,862 (vs do-nothing $-1,760) |
| $75 | 21d | 7 Aug 2026 | $2.85 | 1/1 | $407 | $407 | 54% | 70% | +$64 | -$1,752 | 61.7% | $-1,822 (vs do-nothing $-1,720) |
| $74.50 | 28d | 14 Aug 2026 | $3.60 | 1/1 | $386 | $386 | 52% | 69% | +$56 | -$1,727 | 60.8% | $-1,797 (vs do-nothing $-1,695) |
| $74.50 | 21d | 7 Aug 2026 | $3.10 | 1/1 | $443 | $443 | 51% | 69% | +$66 | -$1,777 | 62.6% | $-1,847 (vs do-nothing $-1,745) |
| $74.50 | 14d | 31 Jul 2026 | $2.70 | 1/1 | $579 | $579 | 51% | 67% | +$57 | -$1,817 | 64.0% | $-1,887 (vs do-nothing $-1,785) |
| $74 | 28d | 14 Aug 2026 | $3.80 | 1/1 | $407 | $407 | 49% | 68% | +$51 | -$1,757 | 61.9% | $-1,827 (vs do-nothing $-1,725) |
| $74 | 21d | 7 Aug 2026 | $3.40 | 1/1 | $486 | $486 | 49% | 67% | +$72 | -$1,797 | 63.3% | $-1,867 (vs do-nothing $-1,765) |
| $74 | 14d | 31 Jul 2026 | $2.95 | 1/1 | $632 | $632 | 48% | 67% | +$107 | -$1,842 | 64.8% | $-1,912 (vs do-nothing $-1,810) |
| $73.50 | 28d | 14 Aug 2026 | $4.00 | 1/1 | $429 | $429 | 47% | 67% | +$44 | -$1,787 | 62.9% | $-1,857 (vs do-nothing $-1,755) |
| $73.50 | 21d | 7 Aug 2026 | $3.60 | 1/1 | $514 | $514 | 46% | 67% | +$62 | -$1,827 | 64.3% | $-1,897 (vs do-nothing $-1,795) |
| $74 | 7d | 24 Jul 2026 | $2.25 | 1/1 | $964 | $964 | 46% | 66% | +$142 | -$1,912 | 67.3% | $-1,982 (vs do-nothing $-1,880) |
| $73.50 | 14d | 31 Jul 2026 | $3.20 | 1/1 | $686 | $686 | 45% | 65% | +$59 | -$1,867 | 65.7% | $-1,937 (vs do-nothing $-1,835) |
| $73.50 | 7d | 24 Jul 2026 | $2.55 | 1/1 | $1,093 | $1,093 | 41% | 65% | +$178 | -$1,932 | 68.0% | $-2,002 (vs do-nothing $-1,900) |
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.