5 contracts (500 sh) | BE SS: $125.45 | CC-SS: $128.58 (banked floor $126.05) | IV: HIGH | Accounts: Neville:0865
| Max Loss | $50,225 | (ND $20.45 + SW $80) x 500 |
| Normal income ref | $5,338/mo | 95% ann ROI on ML |
| Hedge rolling cost | $200/mo | |
| Unrealized P&L | $-22,162 | fortress legs from IBKR |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 5 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 |
|---|---|---|---|---|---|
| THIS FRIDAY 🏆 | 17 Jul 2026 · 3d | 5 × $95 | 90% | $2,850 | $1,205 |
| NEXT FRIDAY | 24 Jul 2026 · 10d | 5 × $95 | 78% | $2,685 | $344 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 5 × $110 | 17 Jul | 3d | 28.5% | 99% | 2% | $20 | $200 | -$2,650 | $9,270 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $110 28.5% OTM over spot $85.57 17 Jul 2026 (3d, $0.05 mid) = $20 credit for the 3d cycle → $200/mo projected Survival (stays ≤ $110) 99% Breach risk 1% POP (stays ≤ $110.05) 99% EV / mo +$156 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.6 mo [0.8-3.3] median · 52% of paths whole by 9 mo (vs 51% without) · ~0.5 challenges expected · median CC cash $-321 🛡 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) 0% Flat exit net (mid-life) -$1,496 Free roll-up +$4/wk Safest escape (by 31 Jul 2026) $121 @ 79% POP 75% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $4.29/sh now → $3.03 mid-life → ≈ $0 at expiry | you banked $0.04/sh, so a flat mid-life exit nets -$2.99/sh | roll rows are incremental, the banked premium stays yours
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 ⚠ $110 is $19 below CC-SS $128.58: 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 $0.04 collected) or spot ≥ $110.05 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $110)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $110): -$9,270 Total Position P&L @ SS: $-9,003 (+$13,160 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-7,510, the opportunity cost of earning $200/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,035 (+$6,128 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal | 5 × $96 | 17 Jul | 3d | 12.2% | 92% | 16% | $215 | $2,150 | -$700 | $16,075 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $96 12.2% OTM over spot $85.57 17 Jul 2026 (3d, $0.49 mid) = $215 credit for the 3d cycle → $2,150/mo projected Survival (stays ≤ $96) 92% Breach risk 8% POP (stays ≤ $96.49) 93% EV / mo +$1,411 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.2-4.3] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung · 58% of paths whole by 9 mo (vs 48% without) · ~5.3 challenges expected · median CC cash $6,203 🛡 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) 9% Flat exit net (mid-life) -$1,108 Free roll-up +$5/wk Safest escape (by 31 Jul 2026) $109 @ 82% POP 79% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $3.74/sh now → $2.65 mid-life (likely $2.36–$4.73) → ≈ $0 at expiry | you banked $0.43/sh, so a flat mid-life exit nets -$2.22/sh | roll rows are incremental, the banked premium stays yours 📊 Across 281 simulated challenges: the $96 strike is typically first touched on day 2 of 3, at $98 (overshoots $2.48). 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 ⚠ $96 is $33 below CC-SS $128.58: 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 $0.43 collected) or spot ≥ $96.49 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $96)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $96): -$16,075 Total Position P&L @ SS: $-15,808 (+$6,355 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-14,315, the opportunity cost of earning $2,150/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$445, position total $-16,480 (+$5,683 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 5 × $95 | 17 Jul | 3d | 11.0% | 90% | 13% | $285 | $2,850 | — | $16,505 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $95 11.0% OTM over spot $85.57 17 Jul 2026 (3d, $0.58 mid) = $285 credit for the 3d cycle → $2,850/mo projected Survival (stays ≤ $95) 90% Breach risk 10% POP (stays ≤ $95.58) 91% EV / mo +$1,819 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.5 mo [1.3-4.1] median, 0.1 mo SLOWER than no FIGHT (2.4 mo): roll costs eat the credits at this rung · 60% of paths whole by 9 mo (vs 48% without) · ~7.0 challenges expected · median CC cash $7,934 🛡 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) -$1,024 Free roll-up +$5/wk Safest escape (by 31 Jul 2026) $109 @ 83% POP 81% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $3.70/sh now → $2.62 mid-life (likely $2.45–$4.74) → ≈ $0 at expiry | you banked $0.57/sh, so a flat mid-life exit nets -$2.05/sh | roll rows are incremental, the banked premium stays yours 📊 Across 377 simulated challenges: the $95 strike is typically first touched on day 2 of 3, at $98 (overshoots $2.53). 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 ⚠ $95 is $34 below CC-SS $128.58: 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 < $0.14/sh (~25% of the $0.57 collected) or spot ≥ $95.58 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $95): -$16,505 Total Position P&L @ SS: $-16,238 (+$5,925 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-14,745, the opportunity cost of earning $2,850/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$875, position total $-16,910 (+$5,253 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 5 × $91 | 17 Jul | 3d | 6.3% | 78% | 45% | $595 | $5,950 | +$3,100 | $18,195 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $91 6.3% OTM over spot $85.57 17 Jul 2026 (3d, $1.25 mid) = $595 credit for the 3d cycle → $5,950/mo projected Survival (stays ≤ $91) 78% Breach risk 22% POP (stays ≤ $92.25) 83% EV / mo +$2,543 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.1-4.4] median, 0.1 mo faster than no FIGHT (2.4 mo) · 66% of paths whole by 9 mo (vs 48% without) · ~15.3 challenges expected · median CC cash $11,298 🛡 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) 29% Flat exit net (mid-life) -$659 Free roll-up +$5/wk Safest escape (by 31 Jul 2026) $109 @ 87% POP 86% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 1 of 3); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $3.55/sh now → $2.51 mid-life (likely $2.91–$5.05) → ≈ $0 at expiry | you banked $1.19/sh, so a flat mid-life exit nets -$1.32/sh | roll rows are incremental, the banked premium stays yours 📊 Across 880 simulated challenges: the $91 strike is typically first touched on day 2 of 3, at $94 (overshoots $2.59). 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 ⚠ $91 is $38 below CC-SS $128.58: 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 < $0.30/sh (~25% of the $1.19 collected) or spot ≥ $92.25 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $91)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $91): -$18,195 Total Position P&L @ SS: $-17,928 (+$4,235 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-16,435, the opportunity cost of earning $5,950/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,565, position total $-18,600 (+$3,563 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | cover hedge | 3 × $112 | 24 Jul | 10d | 30.9% | 97% | 7% | $69 | $207 | -$2,478 | $4,905 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 3 × $112 30.9% OTM over spot $85.57 24 Jul 2026 (10d, $0.56 mid) = $69 credit for the 10d cycle → $207/mo projected Survival (stays ≤ $112) 97% Breach risk 3% POP (stays ≤ $112.56) 97% EV / mo +$124 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.1 mo [1.0-4.2] median · 46% of paths whole by 9 mo (vs 46% without) · ~0.9 challenges expected · median CC cash $-58 🛡 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) -$1,461 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $114 @ 70% POP 59% survival Roll menuyour doors if the call gets challenged; each row = buy back the 3 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $7.21/sh now → $5.10 mid-life (likely $3.76–$6.84) → ≈ $0 at expiry | you banked $0.23/sh, so a flat mid-life exit nets -$4.87/sh | roll rows are incremental, the banked premium stays yours 📊 Across 138 simulated challenges: the $112 strike is typically first touched on day 8 of 10, at $115 (overshoots $3.02). 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 ⚠ $112 is $17 below CC-SS $128.58: 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 < $0.06/sh (~25% of the $0.23 collected) or spot ≥ $112.56 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $112)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (3 × $112): -$4,905 − Conservative CC assignment net of premium (2 × $125): -$704 Total Position P&L @ SS: $-5,342 (+$16,821 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-3,849, the opportunity cost of earning $207/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,023 (+$6,140 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🛡 safe yield | 5 × $103 | 24 Jul | 10d | 20.4% | 90% | 21% | $355 | $1,065 | -$1,620 | $12,435 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $103 20.4% OTM over spot $85.57 24 Jul 2026 (10d, $0.99 mid) = $355 credit for the 10d cycle → $1,065/mo projected Survival (stays ≤ $103) 90% Breach risk 10% POP (stays ≤ $103.99) 91% EV / mo +$420 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.2 mo [1.2-4.4] median, 0.1 mo SLOWER than no FIGHT (2.1 mo): roll costs eat the credits at this rung · 53% of paths whole by 9 mo (vs 50% without) · ~2.7 challenges expected · median CC cash $2,444 🛡 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) 15% Flat exit net (mid-life) -$1,991 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $107 @ 73% POP 64% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $6.63/sh now → $4.69 mid-life (likely $4.02–$6.87) → ≈ $0 at expiry | you banked $0.71/sh, so a flat mid-life exit nets -$3.98/sh | roll rows are incremental, the banked premium stays yours 📊 Across 445 simulated challenges: the $103 strike is typically first touched on day 7 of 10, at $106 (overshoots $2.98). 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 ⚠ $103 is $26 below CC-SS $128.58: 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 < $0.18/sh (~25% of the $0.71 collected) or spot ≥ $103.99 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $103)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $103): -$12,435 Total Position P&L @ SS: $-12,168 (+$9,995 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-10,675, the opportunity cost of earning $1,065/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,035 (+$6,128 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 5 × $98 | 24 Jul | 10d | 14.5% | 83% | 35% | $625 | $1,875 | -$810 | $14,665 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $98 14.5% OTM over spot $85.57 24 Jul 2026 (10d, $1.40 mid) = $625 credit for the 10d cycle → $1,875/mo projected Survival (stays ≤ $98) 83% Breach risk 17% POP (stays ≤ $99.39) 85% EV / mo +$489 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.1-4.2] median, 0.1 mo SLOWER than no FIGHT (2.2 mo): roll costs eat the credits at this rung · 55% of paths whole by 9 mo (vs 50% without) · ~4.9 challenges expected · median CC cash $4,049 🛡 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) -$1,607 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $104 @ 75% POP 69% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $6.31/sh now → $4.46 mid-life (likely $4.32–$6.75) → ≈ $0 at expiry | you banked $1.25/sh, so a flat mid-life exit nets -$3.21/sh | roll rows are incremental, the banked premium stays yours 📊 Across 801 simulated challenges: the $98 strike is typically first touched on day 6 of 10, at $101 (overshoots $2.69). 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 ⚠ $98 is $31 below CC-SS $128.58: 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 < $0.31/sh (~25% of the $1.25 collected) or spot ≥ $99.39 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $98)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $98): -$14,665 Total Position P&L @ SS: $-14,398 (+$7,765 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-12,905, the opportunity cost of earning $1,875/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$0, position total $-16,035 (+$6,128 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 5 × $95 | 24 Jul | 10d | 11.0% | 78% | 36% | $895 | $2,685 | — | $15,895 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $95 11.0% OTM over spot $85.57 24 Jul 2026 (10d, $1.92 mid) = $895 credit for the 10d cycle → $2,685/mo projected Survival (stays ≤ $95) 78% Breach risk 22% POP (stays ≤ $96.92) 81% EV / mo +$566 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 2.3 mo [1.1-4.1] median, 0.2 mo faster than no FIGHT (2.4 mo) · 52% of paths whole by 9 mo (vs 45% without) · ~7.0 challenges expected · median CC cash $5,563 🛡 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) 36% Flat exit net (mid-life) -$1,269 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $103 @ 78% POP 73% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $6.12/sh now → $4.33 mid-life (likely $4.71–$6.88) → ≈ $0 at expiry | you banked $1.79/sh, so a flat mid-life exit nets -$2.54/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,082 simulated challenges: the $95 strike is typically first touched on day 5 of 10, at $98 (overshoots $2.68). 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 ⚠ $95 is $34 below CC-SS $128.58: 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 < $0.45/sh (~25% of the $1.79 collected) or spot ≥ $96.92 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $95)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $95): -$15,895 Total Position P&L @ SS: $-15,628 (+$6,535 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-14,135, the opportunity cost of earning $2,685/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$265, position total $-16,300 (+$5,863 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 5 × $88 | 24 Jul | 10d | 2.8% | 60% | 84% | $1,950 | $5,850 | +$3,165 | $18,340 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 5 × $88 2.8% OTM over spot $85.57 24 Jul 2026 (10d, $4.10 mid) = $1,950 credit for the 10d cycle → $5,850/mo projected Survival (stays ≤ $88) 60% Breach risk 40% POP (stays ≤ $92.10) 71% EV / mo +$740 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.9 mo [1.0-3.8] median, 0.1 mo faster than no FIGHT (2.0 mo) · 58% of paths whole by 9 mo (vs 48% without) · ~17.1 challenges expected · median CC cash $8,299 🛡 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) 70% Flat exit net (mid-life) -$54 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $107 @ 91% POP 90% survival Roll menuyour doors if the call gets challenged; each row = buy back the 5 calls + sell the new ones, one order. Prices assume the central case (day 5 of 10); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $5.67/sh now → $4.01 mid-life (likely $5.41–$7.27) → ≈ $0 at expiry | you banked $3.90/sh, so a flat mid-life exit nets -$0.11/sh | roll rows are incremental, the banked premium stays yours 📊 Across 2,086 simulated challenges: the $88 strike is typically first touched on day 3 of 10, at $91 (overshoots $2.69). 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 ⚠ $88 is $41 below CC-SS $128.58: 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 < $0.97/sh (~25% of the $3.90 collected) or spot ≥ $92.10 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $88)); NOT the premium you collected. Momentum override: two daily closes above $120.30 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 1.04 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $128.58, where you are whole again, by expiry) Starting unrealized P&L: $-22,162 + Fortress recovery (un-capped): +$22,430 − CC assignment net of premium (5 × $88): -$18,340 Total Position P&L @ SS: $-18,073 (+$4,090 vs today) Do-nothing baseline at SS: $-1,493 (this trade vs do-nothing: $-16,580, the opportunity cost of earning $5,850/mo FIGHT income now) BB-reversion stress (→ $97.32 20W MA (bounce target), the probable scenario per weekly technicals): CC give-up -$2,710, position total $-18,745 (+$3,418 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 3-45 DTE band (3 expiries scanned, 34 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: 1.043 (IBKR) | Recovery@SS: +$22,430 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-1,493
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $95 | 3d | 17 Jul 2026 | $0.57 | 5/5 | $2,850 | $2,650 | 90% | 91% | +$1,819 | -$16,505 | 161.4% | $-16,238 (vs do-nothing $-14,745) |
| $94 | 3d | 17 Jul 2026 | $0.62 | 5/5 | $3,100 | $2,900 | 88% | 89% | +$1,682 | -$16,980 | 166.1% | $-16,713 (vs do-nothing $-15,220) |
| $92.50 | 3d | 17 Jul 2026 | $0.87 | 4/5 | $3,480 | $3,298 | 83% | 86% | +$1,694 | -$14,084 | 137.7% | $-14,169 (vs do-nothing $-12,676) |
| $91 | 3d | 17 Jul 2026 | $1.19 | 3/5 | $3,570 | $3,406 | 78% | 83% | +$1,526 | -$10,917 | 106.8% | $-11,354 (vs do-nothing $-9,861) |
| $95 | 10d | 24 Jul 2026 | $1.79 | 5/5 | $2,685 | $2,485 | 78% | 81% | +$566 | -$15,895 | 155.5% | $-15,628 (vs do-nothing $-14,135) |
| $94 | 10d | 24 Jul 2026 | $2.05 | 5/5 | $3,075 | $2,875 | 75% | 80% | +$649 | -$16,265 | 159.1% | $-15,998 (vs do-nothing $-14,505) |
| $90 | 3d | 17 Jul 2026 | $1.47 | 2/5 | $2,940 | $2,794 | 74% | 80% | +$1,164 | -$7,422 | 72.6% | $-8,211 (vs do-nothing $-6,718) |
| $95 | 17d | 31 Jul 2026 | $3.15 | 5/5 | $2,779 | $2,579 | 73% | 79% | +$581 | -$15,215 | 148.8% | $-14,948 (vs do-nothing $-13,455) |
| $93 | 10d | 24 Jul 2026 | $2.30 | 4/5 | $2,760 | $2,578 | 73% | 78% | +$545 | -$13,312 | 130.2% | $-13,397 (vs do-nothing $-11,904) |
| $94 | 17d | 31 Jul 2026 | $3.45 | 5/5 | $3,044 | $2,844 | 72% | 78% | +$623 | -$15,565 | 152.2% | $-15,298 (vs do-nothing $-13,805) |
| $92 | 10d | 24 Jul 2026 | $2.56 | 4/5 | $3,072 | $2,890 | 71% | 77% | +$552 | -$13,608 | 133.1% | $-13,693 (vs do-nothing $-12,200) |
| $93 | 17d | 31 Jul 2026 | $3.75 | 5/5 | $3,309 | $3,109 | 70% | 77% | +$647 | -$15,915 | 155.6% | $-15,648 (vs do-nothing $-14,155) |
| $89 | 3d | 17 Jul 2026 | $1.77 | 2/5 | $3,540 | $3,394 | 69% | 77% | +$1,256 | -$7,562 | 74.0% | $-8,351 (vs do-nothing $-6,858) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $91 | 10d | 24 Jul 2026 | $2.85 | 4/5 | $3,420 | $3,238 | 68% | 75% | +$562 | -$13,892 | 135.9% | $-13,977 (vs do-nothing $-12,484) |
| $92 | 17d | 31 Jul 2026 | $4.05 | 4/5 | $2,859 | $2,677 | 68% | 76% | +$521 | -$13,012 | 127.3% | $-13,097 (vs do-nothing $-11,604) |
| $91 | 17d | 31 Jul 2026 | $4.40 | 4/5 | $3,106 | $2,924 | 66% | 75% | +$543 | -$13,272 | 129.8% | $-13,357 (vs do-nothing $-11,864) |
| $90 | 10d | 24 Jul 2026 | $3.15 | 3/5 | $2,835 | $2,671 | 66% | 74% | +$412 | -$10,629 | 104.0% | $-11,066 (vs do-nothing $-9,573) |
| $90 | 17d | 31 Jul 2026 | $4.75 | 4/5 | $3,353 | $3,171 | 64% | 73% | +$547 | -$13,532 | 132.3% | $-13,617 (vs do-nothing $-12,124) |
| $89 | 10d | 24 Jul 2026 | $3.50 | 3/5 | $3,150 | $2,986 | 63% | 72% | +$420 | -$10,824 | 105.9% | $-11,261 (vs do-nothing $-9,768) |
| $87.50 | 3d | 17 Jul 2026 | $2.30 | 2/5 | $4,600 | $4,454 | 62% | 73% | +$1,354 | -$7,756 | 75.9% | $-8,545 (vs do-nothing $-7,052) |
| $89 | 17d | 31 Jul 2026 | $4.85 | 4/5 | $3,424 | $3,242 | 62% | 72% | +$357 | -$13,892 | 135.9% | $-13,977 (vs do-nothing $-12,484) |
| $88 | 10d | 24 Jul 2026 | $3.90 | 3/5 | $3,510 | $3,346 | 60% | 71% | +$444 | -$11,004 | 107.6% | $-11,441 (vs do-nothing $-9,948) |
| $88 | 17d | 31 Jul 2026 | $5.25 | 3/5 | $2,779 | $2,615 | 59% | 71% | +$270 | -$10,599 | 103.7% | $-11,036 (vs do-nothing $-9,543) |
| $87 | 10d | 24 Jul 2026 | $4.35 | 3/5 | $3,915 | $3,751 | 57% | 70% | +$483 | -$11,169 | 109.2% | $-11,606 (vs do-nothing $-10,113) |
| $87 | 17d | 31 Jul 2026 | $5.65 | 3/5 | $2,991 | $2,827 | 57% | 70% | +$258 | -$10,779 | 105.4% | $-11,216 (vs do-nothing $-9,723) |
| $86 | 17d | 31 Jul 2026 | $6.05 | 3/5 | $3,203 | $3,039 | 55% | 69% | +$232 | -$10,959 | 107.2% | $-11,396 (vs do-nothing $-9,903) |
| $86 | 10d | 24 Jul 2026 | $4.75 | 2/5 | $2,850 | $2,704 | 54% | 68% | +$297 | -$7,566 | 74.0% | $-8,355 (vs do-nothing $-6,862) |
| $86 | 3d | 17 Jul 2026 | $2.92 | 1/5 | $2,920 | $2,792 | 54% | 70% | +$681 | -$3,966 | 38.8% | $-5,107 (vs do-nothing $-3,614) |
| $85 | 17d | 31 Jul 2026 | $6.60 | 3/5 | $3,494 | $3,330 | 53% | 68% | +$270 | -$11,094 | 108.5% | $-11,531 (vs do-nothing $-10,038) |
| $85 | 10d | 24 Jul 2026 | $5.25 | 2/5 | $3,150 | $3,004 | 51% | 67% | +$311 | -$7,666 | 75.0% | $-8,455 (vs do-nothing $-6,962) |
| $84 | 17d | 31 Jul 2026 | $7.35 | 3/5 | $3,891 | $3,727 | 50% | 67% | +$399 | -$11,169 | 109.2% | $-11,606 (vs do-nothing $-10,113) |
| $85 | 3d | 17 Jul 2026 | $3.35 | 1/5 | $3,350 | $3,222 | 49% | 67% | +$621 | -$4,023 | 39.3% | $-5,164 (vs do-nothing $-3,671) |
| $84 | 10d | 24 Jul 2026 | $5.60 | 2/5 | $3,360 | $3,214 | 48% | 66% | +$214 | -$7,796 | 76.2% | $-8,585 (vs do-nothing $-7,092) |
| $84 | 3d | 17 Jul 2026 | $3.85 | 1/5 | $3,850 | $3,722 | 43% | 65% | +$565 | -$4,073 | 39.8% | $-5,214 (vs do-nothing $-3,721) |
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 5 contracts at the conservative CC.