25 of 125 contracts (2,500 sh uncapped) | BE SS: $39.71 | CC-SS: $33.83 | IV: HIGH | Accounts: Main:1299
| Max Loss | $55,525 | (ND $2.21 + SW $20) x 2500 |
| Normal income ref | $9,808/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $845/mo (info only, already in marks) |
| Unrealized P&L | $-18,588 | fortress legs from IBKR |
| Open leg | Acct | Credit/sh | In flight | Opened |
|---|---|---|---|---|
| 100x $30C 17 Jul 2026 | U10001299 | $0.21 | $2,054 | 2026-07-11 |
Each Friday gets its own recommended pick and full income ladder (safest strike per income rung, sized across your 25 contracts). The master ranks the two by E[net]/mo to pick one grand pick; both are shown here so you can choose the tenor that fits your roll cadence.
| Track | Expiry | Sell | Survival | Income/mo | E[net]/mo |
|---|---|---|---|---|---|
| NEXT FRIDAY 🏆 | 17 Jul 2026 · 6d | 23 × $28 | 82% | $4,945 | $1,439 |
| Rung | Sell | Expiry | DTE | OTM | Survival | Touch odds | Per cycle | Income/mo | Δ vs pick | Cap give-up | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
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| ▸ | 🛡 safe yield | 25 × $29.50 | 17 Jul | 6d | 17.5% | 90% | 20% | $575 | $2,875 | -$2,070 | $10,256 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $29.50 17.5% OTM over spot $25.10 17 Jul 2026 (6d, $0.26 mid) = $575 credit for the 6d cycle → $2,875/mo projected Survival (stays ≤ $29.50) 90% Breach risk 10% POP (stays ≤ $29.76) 91% EV / mo +$1,600 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.4 mo [0.7-3.1] median, 0.1 mo faster than no FIGHT (1.5 mo) · 66% of paths whole by 9 mo (vs 59% without) · ~3.2 challenges expected · median CC cash $6,495 🛡 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) -$2,737 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $34 @ 82% POP 78% survival Roll menuyour doors if the call gets challenged; each row = buy back the 25 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $1.87/sh now → $1.32 mid-life (likely $1.15–$2.00) → ≈ $0 at expiry | you banked $0.23/sh, so a flat mid-life exit nets -$1.09/sh | roll rows are incremental, the banked premium stays yours 📊 Across 389 simulated challenges: the $30 strike is typically first touched on day 4 of 6, at $30 (overshoots $0.87). 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 ⚠ $29.50 is $4 below CC-SS $33.83: 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 ≥ $29.76 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $30)); NOT the premium you collected. Momentum override: two daily closes above $35.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.85 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.83, where you are whole again, by expiry) Starting unrealized P&L: $-18,588 + Fortress recovery (un-capped): +$18,491 − CC assignment net of premium (25 × $29.50): -$10,256 Total Position P&L @ SS: $-10,353 (+$8,235 vs today) Do-nothing baseline at SS: $-72 (this trade vs do-nothing: $-10,281, the opportunity cost of earning $2,875/mo FIGHT income now) BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,150, position total $-10,795 (+$7,792 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal | 24 × $29 | 17 Jul | 6d | 15.5% | 88% | 25% | $672 | $3,360 | -$1,585 | $10,926 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 24 × $29 15.5% OTM over spot $25.10 17 Jul 2026 (6d, $0.32 mid) = $672 credit for the 6d cycle → $3,360/mo projected Survival (stays ≤ $29) 88% Breach risk 12% POP (stays ≤ $29.32) 89% EV / mo +$1,715 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.4 mo [0.6-3.2] median · 65% of paths whole by 9 mo (vs 57% without) · ~4.1 challenges expected · median CC cash $7,758 🛡 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) 17% Flat exit net (mid-life) -$2,425 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $34 @ 82% POP 78% survival Roll menuyour doors if the call gets challenged; each row = buy back the 24 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $1.82/sh now → $1.29 mid-life (likely $1.20–$1.99) → ≈ $0 at expiry | you banked $0.28/sh, so a flat mid-life exit nets -$1.01/sh | roll rows are incremental, the banked premium stays yours 📊 Across 501 simulated challenges: the $29 strike is typically first touched on day 4 of 6, at $30 (overshoots $0.89). 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 ⚠ $29 is $5 below CC-SS $33.83: 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 < $0.07/sh (~25% of the $0.28 collected) or spot ≥ $29.32 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $29)); NOT the premium you collected. Momentum override: two daily closes above $35.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.85 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.83, where you are whole again, by expiry) Starting unrealized P&L: $-18,588 + Fortress recovery (un-capped): +$18,491 − CC assignment net of premium (24 × $29): -$10,926 + Conservative CC premium (1 × $40): +$1 Total Position P&L @ SS: $-11,021 (+$7,566 vs today) Do-nothing baseline at SS: $-72 (this trade vs do-nothing: $-10,950, the opportunity cost of earning $3,360/mo FIGHT income now) BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,704, position total $-11,348 (+$7,239 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 23 × $28 | 17 Jul | 6d | 11.6% | 82% | 25% | $989 | $4,945 | — | $12,425 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 23 × $28 11.6% OTM over spot $25.10 17 Jul 2026 (6d, $0.46 mid) = $989 credit for the 6d cycle → $4,945/mo projected Survival (stays ≤ $28) 82% Breach risk 18% POP (stays ≤ $28.46) 85% EV / mo +$2,130 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.5 mo [0.7-3.0] median, 0.1 mo SLOWER than no FIGHT (1.4 mo): roll costs eat the credits at this rung · 71% of paths whole by 9 mo (vs 60% without) · ~5.9 challenges expected · median CC cash $8,158 🛡 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) -$1,824 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $33 @ 82% POP 79% survival Roll menuyour doors if the call gets challenged; each row = buy back the 23 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $1.73/sh now → $1.22 mid-life (likely $1.26–$2.01) → ≈ $0 at expiry | you banked $0.43/sh, so a flat mid-life exit nets -$0.79/sh | roll rows are incremental, the banked premium stays yours 📊 Across 748 simulated challenges: the $28 strike is typically first touched on day 4 of 6, at $29 (overshoots $0.84). 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 ⚠ $28 is $6 below CC-SS $33.83: 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 ≥ $28.46 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $28)); NOT the premium you collected. Momentum override: two daily closes above $35.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.85 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.83, where you are whole again, by expiry) Starting unrealized P&L: $-18,588 + Fortress recovery (un-capped): +$18,491 − CC assignment net of premium (23 × $28): -$12,425 + Conservative CC premium (2 × $40): +$2 Total Position P&L @ SS: $-12,520 (+$6,067 vs today) Do-nothing baseline at SS: $-72 (this trade vs do-nothing: $-12,448, the opportunity cost of earning $4,945/mo FIGHT income now) BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$15,088, position total $-12,731 (+$5,856 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 22 × $26 | 17 Jul | 6d | 3.6% | 63% | 77% | $2,046 | $10,230 | +$5,285 | $15,185 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 22 × $26 3.6% OTM over spot $25.10 17 Jul 2026 (6d, $1.00 mid) = $2,046 credit for the 6d cycle → $10,230/mo projected Survival (stays ≤ $26) 63% Breach risk 37% POP (stays ≤ $27.00) 74% EV / mo +$2,393 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.4 mo [0.7-2.7] median, 0.2 mo faster than no FIGHT (1.6 mo) · 72% of paths whole by 9 mo (vs 59% without) · ~15.2 challenges expected · median CC cash $10,018 🛡 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) 58% Flat exit net (mid-life) -$358 Free roll-up +$1/wk Safest escape (by 31 Jul 2026) $34 @ 92% POP 91% survival Roll menuyour doors if the call gets challenged; each row = buy back the 22 calls + sell the new ones, one order. Prices assume the central case (day 3 of 6); earlier = worse credits, later = better, through the strike = add intrinsic Buyback gross: $1.54/sh now → $1.09 mid-life (likely $1.42–$2.09) → ≈ $0 at expiry | you banked $0.93/sh, so a flat mid-life exit nets -$0.16/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,755 simulated challenges: the $26 strike is typically first touched on day 2 of 6, at $27 (overshoots $0.83). 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 ⚠ $26 is $8 below CC-SS $33.83: 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 < $0.23/sh (~25% of the $0.93 collected) or spot ≥ $27.00 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $26)); NOT the premium you collected. Momentum override: two daily closes above $35.75 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.85 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.83, where you are whole again, by expiry) Starting unrealized P&L: $-18,588 + Fortress recovery (un-capped): +$18,491 − CC assignment net of premium (22 × $26): -$15,185 + Conservative CC premium (3 × $40): +$3 Total Position P&L @ SS: $-15,279 (+$3,309 vs today) Do-nothing baseline at SS: $-72 (this trade vs do-nothing: $-15,207, the opportunity cost of earning $10,230/mo FIGHT income now) BB-reversion stress (→ $34.99 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,732, position total $-15,374 (+$3,213 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (3 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: 0.847 (IBKR) | Recovery@SS: +$18,491 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-72
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $28 | 6d | 17 Jul 2026 | $0.43 | 23/25 | $4,945 | $4,950 | 82% | 85% | +$2,130 | -$12,425 | 224.9% | $-12,520 (vs do-nothing $-12,448) |
| $27.50 | 6d | 17 Jul 2026 | $0.54 | 19/25 | $5,130 | $5,144 | 78% | 82% | +$2,051 | -$11,005 | 199.2% | $-11,096 (vs do-nothing $-11,024) |
| $27 | 6d | 17 Jul 2026 | $0.67 | 15/25 | $5,025 | $5,048 | 74% | 80% | +$1,832 | -$9,243 | 167.3% | $-9,330 (vs do-nothing $-9,258) |
| $27.50 | 13d | 24 Jul 2026 | $0.97 | 22/25 | $4,925 | $4,932 | 72% | 79% | +$1,182 | -$11,797 | 213.5% | $-11,891 (vs do-nothing $-11,819) |
| $27.50 | 20d | 31 Jul 2026 | $1.50 | 22/25 | $4,950 | $4,957 | 69% | 77% | +$1,117 | -$10,631 | 192.4% | $-10,725 (vs do-nothing $-10,653) |
| $27 | 13d | 24 Jul 2026 | $0.99 | 22/25 | $5,026 | $5,033 | 69% | 77% | +$584 | -$12,853 | 232.6% | $-12,947 (vs do-nothing $-12,875) |
| $27 | 20d | 31 Jul 2026 | $1.67 | 20/25 | $5,010 | $5,022 | 66% | 76% | +$1,059 | -$10,325 | 186.9% | $-10,416 (vs do-nothing $-10,345) |
| $26.50 | 13d | 24 Jul 2026 | $1.20 | 18/25 | $4,985 | $5,001 | 65% | 75% | +$691 | -$11,038 | 199.8% | $-11,128 (vs do-nothing $-11,056) |
| $26.50 | 20d | 31 Jul 2026 | $1.85 | 18/25 | $4,995 | $5,011 | 64% | 74% | +$975 | -$9,868 | 178.6% | $-9,958 (vs do-nothing $-9,886) |
| $26 | 6d | 17 Jul 2026 | $0.93 | 11/25 | $5,115 | $5,147 | 63% | 74% | +$1,197 | -$7,593 | 137.4% | $-7,675 (vs do-nothing $-7,604) |
| $26 | 13d | 24 Jul 2026 | $1.35 | 16/25 | $4,985 | $5,005 | 61% | 73% | +$500 | -$10,372 | 187.7% | $-10,460 (vs do-nothing $-10,388) |
| $26 | 20d | 31 Jul 2026 | $2.05 | 16/25 | $4,920 | $4,941 | 61% | 73% | +$892 | -$9,252 | 167.5% | $-9,340 (vs do-nothing $-9,268) |
| $25.50 | 20d | 31 Jul 2026 | $2.27 | 15/25 | $5,108 | $5,131 | 57% | 71% | +$864 | -$9,093 | 164.6% | $-9,180 (vs do-nothing $-9,108) |
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $25.50 | 13d | 24 Jul 2026 | $1.54 | 14/25 | $4,975 | $5,001 | 57% | 71% | +$390 | -$9,509 | 172.1% | $-9,595 (vs do-nothing $-9,523) |
| $25 | 20d | 31 Jul 2026 | $2.50 | 14/25 | $5,250 | $5,275 | 54% | 70% | +$815 | -$8,865 | 160.5% | $-8,951 (vs do-nothing $-8,879) |
| $25 | 13d | 24 Jul 2026 | $1.80 | 12/25 | $4,985 | $5,015 | 53% | 69% | +$419 | -$8,439 | 152.7% | $-8,523 (vs do-nothing $-8,451) |
| $25 | 6d | 17 Jul 2026 | $1.33 | 8/25 | $5,320 | $5,359 | 51% | 68% | +$782 | -$6,002 | 108.6% | $-6,082 (vs do-nothing $-6,010) |
Income/mo = FIGHT leg gross, DTE-prorated. Net/mo = FIGHT + conservative CC gross minus hedge cost. POP (mid) = probability stock closes at or below (strike + mid premium) at expiry, per-strike chain IV when available. Survival = CC expires fully worthless. EV/mo = premium minus expected buyback, monthly, with realized vol = IV x 85% (variance risk premium 15%). Cap give-up @ SS = recovery mortgaged on a V-bounce to SS, net of premium. Total P&L @ SS = absolute position P&L if the stock closes at SS; "vs do-nothing" = opportunity cost against holding all 25 contracts at the conservative CC.