1 of 20 contracts (100 sh uncapped) | BE SS: $93.40 | CC-SS: $91.96 (banked floor $91.61) | IV: MEDIUM | Accounts: Joint:1782
| Max Loss | $5,040 | (ND $28.40 + SW $22) x 100 |
| Normal income ref | $525/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 | $-1,660 | 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 | 78% | $279 | $28 |
| 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 × $81.50 | 24 Jul | 7d | 9.5% | 92% | 15% | +3pp | $15 | $64 | -$214 | $1,031 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $81.50 9.5% OTM over spot $74.45 24 Jul 2026 (7d, $0.22 mid) = $15 credit for the 7d cycle → $64/mo projected Survival (stays ≤ $81.50) 92% Breach risk 8% POP (stays ≤ $81.72) 93% EV / mo +$27 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +3pp 54% whole by 9mo vs 50% doing nothing FIRE DRILLS ~0.9/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $48/mo median; plan ~$33/mo after 68% keep · $313 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.4 mo [1.4-4.3], 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) 11% Flat exit net (mid-life) -$172 Free roll-up +$2/wk Safest escape (by 14 Aug 2026) $87 @ 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: $2.64/sh now → $1.87 mid-life (likely $1.59–$2.65) → ≈ $0 at expiry | you banked $0.15/sh, so a flat mid-life exit nets -$1.72/sh | roll rows are incremental, the banked premium stays yours 📊 Across 318 simulated challenges: the $82 strike is typically first touched on day 5 of 7, at $83 (overshoots $1.14). 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 $10 below CC-SS $91.96: 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 ≥ $81.72 (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 $83.05 (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 $91.96, where you are whole again, by expiry) Starting unrealized P&L: $-1,660 + Fortress recovery (un-capped): +$1,610 − CC assignment net of premium (1 × $81.50): -$1,031 Total Position P&L @ SS: $-1,082 (+$578 vs today) Do-nothing baseline at SS: $-45 (this trade vs do-nothing: $-1,036, 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 -$852, position total $-1,067 (+$593 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 1 × $79 | 24 Jul | 7d | 6.1% | 83% | 34% | +9pp | $45 | $193 | -$86 | $1,251 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $79 6.1% OTM over spot $74.45 24 Jul 2026 (7d, $0.60 mid) = $45 credit for the 7d cycle → $193/mo projected Survival (stays ≤ $79) 83% Breach risk 17% POP (stays ≤ $79.60) 86% EV / mo +$72 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +9pp 56% whole by 9mo vs 47% doing nothing FIRE DRILLS ~2.1/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $111/mo median; plan ~$76/mo after 68% keep · $710 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.6 mo [1.4-4.8], 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) 25% Flat exit net (mid-life) -$130 Free roll-up +$2/wk Safest escape (by 14 Aug 2026) $86 @ 80% POP 76% 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: $2.47/sh now → $1.75 mid-life (likely $1.64–$2.72) → ≈ $0 at expiry | you banked $0.45/sh, so a flat mid-life exit nets -$1.30/sh | roll rows are incremental, the banked premium stays yours 📊 Across 738 simulated challenges: the $79 strike is typically first touched on day 4 of 7, at $80 (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 ⚠ $79 is $13 below CC-SS $91.96: 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 ≥ $79.60 (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 $83.05 (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 $91.96, where you are whole again, by expiry) Starting unrealized P&L: $-1,660 + Fortress recovery (un-capped): +$1,610 − CC assignment net of premium (1 × $79): -$1,251 Total Position P&L @ SS: $-1,302 (+$358 vs today) Do-nothing baseline at SS: $-45 (this trade vs do-nothing: $-1,256, the opportunity cost of earning $193/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,072, position total $-1,287 (+$373 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 1 × $78 | 24 Jul | 7d | 4.8% | 78% | 34% | +11pp | $65 | $279 | — | $1,331 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $78 4.8% OTM over spot $74.45 24 Jul 2026 (7d, $0.73 mid) = $65 credit for the 7d cycle → $279/mo projected Survival (stays ≤ $78) 78% Breach risk 22% POP (stays ≤ $78.72) 82% EV / mo +$92 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +11pp 61% whole by 9mo vs 50% doing nothing FIRE DRILLS ~2.8/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $145/mo median; plan ~$98/mo after 68% keep · $776 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.5 mo [1.3-4.4], measured ONLY among the 61% 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) 34% Flat exit net (mid-life) -$105 Free roll-up +$2/wk Safest escape (by 14 Aug 2026) $86 @ 83% POP 80% 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: $2.41/sh now → $1.70 mid-life (likely $1.79–$2.75) → ≈ $0 at expiry | you banked $0.65/sh, so a flat mid-life exit nets -$1.05/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,030 simulated challenges: the $78 strike is typically first touched on day 4 of 7, at $79 (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 ⚠ $78 is $14 below CC-SS $91.96: 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 ≥ $78.72 (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 $83.05 (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 $91.96, where you are whole again, by expiry) Starting unrealized P&L: $-1,660 + Fortress recovery (un-capped): +$1,610 − CC assignment net of premium (1 × $78): -$1,331 Total Position P&L @ SS: $-1,382 (+$278 vs today) Do-nothing baseline at SS: $-45 (this trade vs do-nothing: $-1,336, 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 $-1,367 (+$293 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 1 × $75 | 24 Jul | 7d | 0.7% | 56% | 90% | +19pp | $160 | $686 | +$407 | $1,536 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 1 × $75 0.7% OTM over spot $74.45 24 Jul 2026 (7d, $1.75 mid) = $160 credit for the 7d cycle → $686/mo projected Survival (stays ≤ $75) 56% Breach risk 44% POP (stays ≤ $76.75) 70% EV / mo +$109 📈 CAMPAIGN OUTLOOK (400 simulated futures, this rung on repeat for 9 months, no directional opinion) FIGHT'S EDGE +19pp 73% whole by 9mo vs 54% doing nothing FIRE DRILLS ~7.6/quarter challenges to roll; realized tends lower (calibration) BANKED RATE WHILE FIGHTING $221/mo median; plan ~$150/mo after 68% keep · $903 banked by campaign end (selling stops once whole) green: with FIGHT · grey: without if it recovers, the typical trip is ~2.6 mo [1.3-4.7], measured ONLY among the 73% 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) 72% Flat exit net (mid-life) +$3 Free roll-up +$2/wk Safest escape (by 14 Aug 2026) $87 @ 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: $2.22/sh now → $1.57 mid-life (likely $2.13–$3.16) → ≈ $0 at expiry | you banked $1.60/sh, so a flat mid-life exit nets +$0.03/sh | roll rows are incremental, the banked premium stays yours 📊 Across 2,167 simulated challenges: the $75 strike is typically first touched on day 2 of 7, at $76 (overshoots $1.22). 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 ⚠ $75 is $17 below CC-SS $91.96: 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 < $0.40/sh (~25% of the $1.60 collected) or spot ≥ $76.75 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $75)); NOT the premium you collected. Momentum override: two daily closes above $83.05 (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 $91.96, where you are whole again, by expiry) Starting unrealized P&L: $-1,660 + Fortress recovery (un-capped): +$1,610 − CC assignment net of premium (1 × $75): -$1,536 Total Position P&L @ SS: $-1,587 (+$73 vs today) Do-nothing baseline at SS: $-45 (this trade vs do-nothing: $-1,541, the opportunity cost of earning $686/mo FIGHT income now) BB-reversion stress (→ $90.17 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$1,357, position total $-1,572 (+$88 vs today) | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (4 expiries scanned, 36 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: 0.919 (IBKR) | Recovery@SS: +$1,610 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-45
| 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 | 78% | 82% | +$92 | -$1,331 | 46.9% | $-1,382 (vs do-nothing $-1,336) |
| $78 | 14d | 31 Jul 2026 | $1.25 | 1/1 | $268 | $268 | 72% | 78% | +$78 | -$1,271 | 44.8% | $-1,322 (vs do-nothing $-1,276) |
| $77 | 7d | 24 Jul 2026 | $0.90 | 1/1 | $386 | $386 | 71% | 78% | +$105 | -$1,406 | 49.5% | $-1,457 (vs do-nothing $-1,411) |
| $77.50 | 14d | 31 Jul 2026 | $1.40 | 1/1 | $300 | $300 | 69% | 77% | +$82 | -$1,306 | 46.0% | $-1,357 (vs do-nothing $-1,311) |
| $76.50 | 7d | 24 Jul 2026 | $1.00 | 1/1 | $429 | $429 | 68% | 76% | +$89 | -$1,446 | 50.9% | $-1,497 (vs do-nothing $-1,451) |
| $77 | 14d | 31 Jul 2026 | $1.55 | 1/1 | $332 | $332 | 67% | 75% | +$82 | -$1,341 | 47.2% | $-1,392 (vs do-nothing $-1,346) |
| $77 | 21d | 7 Aug 2026 | $1.85 | 1/1 | $264 | $264 | 65% | 73% | +$33 | -$1,311 | 46.2% | $-1,362 (vs do-nothing $-1,316) |
| $76.50 | 14d | 31 Jul 2026 | $1.70 | 1/1 | $364 | $364 | 64% | 74% | +$79 | -$1,376 | 48.5% | $-1,427 (vs do-nothing $-1,381) |
| $76 | 7d | 24 Jul 2026 | $1.20 | 1/1 | $514 | $514 | 64% | 74% | +$106 | -$1,476 | 52.0% | $-1,527 (vs do-nothing $-1,481) |
| $76.50 | 21d | 7 Aug 2026 | $2.00 | 1/1 | $286 | $286 | 62% | 73% | +$29 | -$1,346 | 47.4% | $-1,397 (vs do-nothing $-1,351) |
| $76.50 | 28d | 14 Aug 2026 | $2.55 | 1/1 | $273 | $273 | 61% | 73% | +$40 | -$1,291 | 45.5% | $-1,342 (vs do-nothing $-1,296) |
| $76 | 14d | 31 Jul 2026 | $1.90 | 1/1 | $407 | $407 | 61% | 72% | +$83 | -$1,406 | 49.5% | $-1,457 (vs do-nothing $-1,411) |
| $76 | 21d | 7 Aug 2026 | $2.35 | 1/1 | $336 | $336 | 60% | 72% | +$52 | -$1,361 | 47.9% | $-1,412 (vs do-nothing $-1,366) |
| 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 | 28d | 14 Aug 2026 | $2.70 | 1/1 | $289 | $289 | 59% | 71% | +$36 | -$1,326 | 46.7% | $-1,377 (vs do-nothing $-1,331) |
| $75.50 | 14d | 31 Jul 2026 | $2.10 | 1/1 | $450 | $450 | 58% | 71% | +$82 | -$1,436 | 50.6% | $-1,487 (vs do-nothing $-1,441) |
| $75.50 | 21d | 7 Aug 2026 | $2.45 | 1/1 | $350 | $350 | 57% | 70% | +$37 | -$1,401 | 49.3% | $-1,452 (vs do-nothing $-1,406) |
| $75.50 | 28d | 14 Aug 2026 | $3.00 | 1/1 | $321 | $321 | 57% | 70% | +$46 | -$1,346 | 47.4% | $-1,397 (vs do-nothing $-1,351) |
| $75 | 7d | 24 Jul 2026 | $1.60 | 1/1 | $686 | $686 | 56% | 70% | +$109 | -$1,536 | 54.1% | $-1,587 (vs do-nothing $-1,541) |
| $75 | 14d | 31 Jul 2026 | $2.35 | 1/1 | $504 | $504 | 55% | 70% | +$89 | -$1,461 | 51.5% | $-1,512 (vs do-nothing $-1,466) |
| $75 | 21d | 7 Aug 2026 | $2.65 | 1/1 | $379 | $379 | 55% | 69% | +$35 | -$1,431 | 50.4% | $-1,482 (vs do-nothing $-1,436) |
| $75 | 28d | 14 Aug 2026 | $3.20 | 1/1 | $343 | $343 | 55% | 69% | +$44 | -$1,376 | 48.5% | $-1,427 (vs do-nothing $-1,381) |
| $74.50 | 28d | 14 Aug 2026 | $3.40 | 1/1 | $364 | $364 | 53% | 69% | +$40 | -$1,406 | 49.5% | $-1,457 (vs do-nothing $-1,411) |
| $74.50 | 21d | 7 Aug 2026 | $3.00 | 1/1 | $429 | $429 | 52% | 68% | +$52 | -$1,446 | 50.9% | $-1,497 (vs do-nothing $-1,451) |
| $74.50 | 14d | 31 Jul 2026 | $2.45 | 1/1 | $525 | $525 | 52% | 68% | +$64 | -$1,501 | 52.9% | $-1,552 (vs do-nothing $-1,506) |
| $74 | 28d | 14 Aug 2026 | $3.70 | 1/1 | $396 | $396 | 50% | 68% | +$46 | -$1,426 | 50.2% | $-1,477 (vs do-nothing $-1,431) |
| $74 | 21d | 7 Aug 2026 | $3.30 | 1/1 | $471 | $471 | 50% | 67% | +$59 | -$1,466 | 51.6% | $-1,517 (vs do-nothing $-1,471) |
| $74 | 14d | 31 Jul 2026 | $2.80 | 1/1 | $600 | $600 | 49% | 67% | +$86 | -$1,516 | 53.4% | $-1,567 (vs do-nothing $-1,521) |
| $73.50 | 28d | 14 Aug 2026 | $3.90 | 1/1 | $418 | $418 | 48% | 66% | +$39 | -$1,456 | 51.3% | $-1,507 (vs do-nothing $-1,461) |
| $74 | 7d | 24 Jul 2026 | $2.10 | 1/1 | $900 | $900 | 47% | 66% | +$113 | -$1,586 | 55.9% | $-1,637 (vs do-nothing $-1,591) |
| $73.50 | 21d | 7 Aug 2026 | $3.50 | 1/1 | $500 | $500 | 47% | 66% | +$50 | -$1,496 | 52.7% | $-1,547 (vs do-nothing $-1,501) |
| $73 | 28d | 14 Aug 2026 | $4.30 | 1/1 | $461 | $461 | 46% | 66% | +$53 | -$1,466 | 51.6% | $-1,517 (vs do-nothing $-1,471) |
| $73.50 | 14d | 31 Jul 2026 | $3.00 | 1/1 | $643 | $643 | 46% | 65% | +$71 | -$1,546 | 54.5% | $-1,597 (vs do-nothing $-1,551) |
| $73 | 21d | 7 Aug 2026 | $3.80 | 1/1 | $543 | $543 | 45% | 65% | +$54 | -$1,516 | 53.4% | $-1,567 (vs do-nothing $-1,521) |
| $73.50 | 7d | 24 Jul 2026 | $2.40 | 1/1 | $1,029 | $1,029 | 43% | 64% | +$120 | -$1,606 | 56.6% | $-1,657 (vs do-nothing $-1,611) |
| $73 | 14d | 31 Jul 2026 | $3.30 | 1/1 | $707 | $707 | 43% | 64% | +$74 | -$1,566 | 55.2% | $-1,617 (vs do-nothing $-1,571) |
| $73 | 7d | 24 Jul 2026 | $2.60 | 1/1 | $1,114 | $1,114 | 39% | 63% | +$73 | -$1,636 | 57.6% | $-1,687 (vs do-nothing $-1,641) |
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.