25 of 125 contracts (2,500 sh uncapped) | BE SS: $39.71 | CC-SS: $33.71 | IV: HIGH | Accounts: Main:1299
| Max Loss | $55,525 | (ND $2.21 + SW $20) x 2500 |
| Normal income ref | $9,519/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 | $-18,775 | 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 | 25 × $27.50 | 80% | $4,875 | $688 |
| 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 | 18.6% | 92% | 17% | $425 | $2,125 | -$2,750 | $10,104 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $29.50 18.6% OTM over spot $24.88 17 Jul 2026 (6d, $0.20 mid) = $425 credit for the 6d cycle → $2,125/mo projected Survival (stays ≤ $29.50) 92% Breach risk 8% POP (stays ≤ $29.70) 92% EV / mo +$1,123 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.7 mo [0.8-3.1] median · 64% of paths whole by 9 mo (vs 58% without) · ~2.8 challenges expected · median CC cash $5,393 🛡 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) 10% Flat exit net (mid-life) -$2,874 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $35 @ 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 $1.06–$1.99) → ≈ $0 at expiry | you banked $0.17/sh, so a flat mid-life exit nets -$1.15/sh | roll rows are incremental, the banked premium stays yours 📊 Across 313 simulated challenges: the $30 strike is typically first touched on day 4 of 6, at $30 (overshoots $0.85). 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 $33.71: 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 $0.17 collected) or spot ≥ $29.70 (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 $35.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.84 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.71, where you are whole again, by expiry) Starting unrealized P&L: $-18,775 + Fortress recovery (un-capped): +$18,657 − CC assignment net of premium (25 × $29.50): -$10,104 Total Position P&L @ SS: $-10,222 (+$8,553 vs today) Do-nothing baseline at SS: $-93 (this trade vs do-nothing: $-10,129, the opportunity cost of earning $2,125/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,150, position total $-10,694 (+$8,081 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal | 24 × $28.50 | 17 Jul | 6d | 14.5% | 87% | 27% | $648 | $3,240 | -$1,635 | $11,860 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 24 × $28.50 14.5% OTM over spot $24.88 17 Jul 2026 (6d, $0.32 mid) = $648 credit for the 6d cycle → $3,240/mo projected Survival (stays ≤ $28.50) 87% Breach risk 13% POP (stays ≤ $28.82) 89% EV / mo +$1,477 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.4 mo [0.8-3.2] median, 0.1 mo faster than no FIGHT (1.4 mo) · 67% of paths whole by 9 mo (vs 62% without) · ~4.2 challenges expected · median CC cash $6,241 🛡 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) 16% Flat exit net (mid-life) -$2,354 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $34 @ 83% POP 79% 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: $1.77/sh now → $1.25 mid-life (likely $1.13–$1.95) → ≈ $0 at expiry | you banked $0.27/sh, so a flat mid-life exit nets -$0.98/sh | roll rows are incremental, the banked premium stays yours 📊 Across 482 simulated challenges: the $28 strike is typically first touched on day 4 of 6, at $29 (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 ⚠ $28.50 is $5 below CC-SS $33.71: 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 $0.27 collected) or spot ≥ $28.82 (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 $35.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.84 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.71, where you are whole again, by expiry) Starting unrealized P&L: $-18,775 + Fortress recovery (un-capped): +$18,657 − CC assignment net of premium (24 × $28.50): -$11,860 + Conservative CC premium (1 × $40): +$1 Total Position P&L @ SS: $-11,977 (+$6,798 vs today) Do-nothing baseline at SS: $-93 (this trade vs do-nothing: $-11,884, the opportunity cost of earning $3,240/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,784, position total $-12,327 (+$6,448 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 25 × $27.50 | 17 Jul | 6d | 10.5% | 80% | 28% | $975 | $4,875 | — | $14,554 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $27.50 10.5% OTM over spot $24.88 17 Jul 2026 (6d, $0.47 mid) = $975 credit for the 6d cycle → $4,875/mo projected Survival (stays ≤ $27.50) 80% Breach risk 20% POP (stays ≤ $27.97) 84% EV / mo +$1,564 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.6 mo [0.7-3.1] median · 67% of paths whole by 9 mo (vs 56% without) · ~6.8 challenges expected · median CC cash $8,540 🛡 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) 28% Flat exit net (mid-life) -$1,984 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $33 @ 83% POP 80% 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: $1.67/sh now → $1.18 mid-life (likely $1.25–$2.00) → ≈ $0 at expiry | you banked $0.39/sh, so a flat mid-life exit nets -$0.79/sh | roll rows are incremental, the banked premium stays yours 📊 Across 849 simulated challenges: the $28 strike is typically first touched on day 3 of 6, at $28 (overshoots $0.80). 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 ⚠ $27.50 is $6 below CC-SS $33.71: 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 < $0.10/sh (~25% of the $0.39 collected) or spot ≥ $27.97 (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 $35.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.84 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.71, where you are whole again, by expiry) Starting unrealized P&L: $-18,775 + Fortress recovery (un-capped): +$18,657 − CC assignment net of premium (25 × $27.50): -$14,554 Total Position P&L @ SS: $-14,672 (+$4,103 vs today) Do-nothing baseline at SS: $-93 (this trade vs do-nothing: $-14,579, the opportunity cost of earning $4,875/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,600, position total $-15,144 (+$3,631 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 23 × $26 | 17 Jul | 6d | 4.5% | 66% | 71% | $1,955 | $9,775 | +$4,900 | $15,782 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 23 × $26 4.5% OTM over spot $24.88 17 Jul 2026 (6d, $0.89 mid) = $1,955 credit for the 6d cycle → $9,775/mo projected Survival (stays ≤ $26) 66% Breach risk 34% POP (stays ≤ $26.89) 75% EV / mo +$2,826 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.5 mo [0.8-2.9] median, 0.1 mo faster than no FIGHT (1.7 mo) · 73% of paths whole by 9 mo (vs 57% without) · ~13.3 challenges expected · median CC cash $10,649 🛡 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) 54% Flat exit net (mid-life) -$542 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $34 @ 91% POP 90% 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: $1.54/sh now → $1.09 mid-life (likely $1.35–$2.00) → ≈ $0 at expiry | you banked $0.85/sh, so a flat mid-life exit nets -$0.24/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,611 simulated challenges: the $26 strike is typically first touched on day 3 of 6, at $27 (overshoots $0.77). 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 $33.71: 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 < $0.21/sh (~25% of the $0.85 collected) or spot ≥ $26.89 (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 $35.82 (daily upper band) or daily RSI > 70 → treat "pressing" as "through".
If held to expiryexact, settlement = intrinsic · fortress delta 0.84 (IBKR)
V-BOUNCE STRESS (stock → CC-SS $33.71, where you are whole again, by expiry) Starting unrealized P&L: $-18,775 + Fortress recovery (un-capped): +$18,657 − CC assignment net of premium (23 × $26): -$15,782 + Conservative CC premium (2 × $40): +$2 Total Position P&L @ SS: $-15,898 (+$2,877 vs today) Do-nothing baseline at SS: $-93 (this trade vs do-nothing: $-15,805, the opportunity cost of earning $9,775/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$18,584, position total $-16,126 (+$2,649 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: 0.845 (IBKR) | Recovery@SS: +$18,657 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $-93
| Strike | DTE | Expiry | Bid | Sell | Income/mo | Net/mo | Survival | POP (mid) | EV/mo | Cap Give-up @ CC-SS | %IC | Total P&L @ SS |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| $27.50 | 6d | 17 Jul 2026 | $0.39 | 25/25 | $4,875 | $4,875 | 80% | 84% | +$1,564 | -$14,554 | 263.4% | $-14,672 (vs do-nothing $-14,579) |
| $27 | 6d | 17 Jul 2026 | $0.52 | 19/25 | $4,940 | $4,954 | 76% | 81% | +$1,596 | -$11,764 | 212.9% | $-11,876 (vs do-nothing $-11,783) |
| $27.50 | 13d | 24 Jul 2026 | $0.93 | 23/25 | $4,936 | $4,941 | 73% | 80% | +$1,373 | -$12,148 | 219.9% | $-12,264 (vs do-nothing $-12,171) |
| $27.50 | 20d | 31 Jul 2026 | $1.30 | 25/25 | $4,875 | $4,875 | 70% | 78% | +$868 | -$12,279 | 222.2% | $-12,397 (vs do-nothing $-12,304) |
| $27 | 13d | 24 Jul 2026 | $0.99 | 21/25 | $4,798 | $4,807 | 70% | 78% | +$925 | -$12,015 | 217.5% | $-12,130 (vs do-nothing $-12,036) |
| $27 | 20d | 31 Jul 2026 | $1.52 | 21/25 | $4,788 | $4,797 | 68% | 76% | +$960 | -$10,902 | 197.3% | $-11,017 (vs do-nothing $-10,923) |
| $26.50 | 13d | 24 Jul 2026 | $1.20 | 18/25 | $4,985 | $5,001 | 67% | 76% | +$1,051 | -$10,821 | 195.9% | $-10,932 (vs do-nothing $-10,839) |
| $26 | 6d | 17 Jul 2026 | $0.85 | 12/25 | $5,100 | $5,130 | 66% | 75% | +$1,474 | -$8,234 | 149.0% | $-8,339 (vs do-nothing $-8,246) |
| $26.50 | 20d | 31 Jul 2026 | $1.70 | 19/25 | $4,845 | $4,859 | 65% | 75% | +$916 | -$10,472 | 189.5% | $-10,584 (vs do-nothing $-10,491) |
| $26 | 13d | 24 Jul 2026 | $1.35 | 16/25 | $4,985 | $5,005 | 63% | 74% | +$862 | -$10,179 | 184.2% | $-10,288 (vs do-nothing $-10,195) |
| $26 | 20d | 31 Jul 2026 | $1.89 | 17/25 | $4,820 | $4,838 | 62% | 74% | +$1,013 | -$9,897 | 179.1% | $-10,007 (vs do-nothing $-9,914) |
| $25.50 | 13d | 24 Jul 2026 | $1.54 | 14/25 | $4,975 | $5,001 | 59% | 72% | +$746 | -$9,340 | 169.1% | $-9,447 (vs do-nothing $-9,354) |
| $25.50 | 20d | 31 Jul 2026 | $2.10 | 16/25 | $5,040 | $5,061 | 59% | 72% | +$822 | -$9,779 | 177.0% | $-9,888 (vs do-nothing $-9,795) |
| 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 | 20d | 31 Jul 2026 | $2.32 | 14/25 | $4,872 | $4,897 | 55% | 71% | +$872 | -$8,948 | 162.0% | $-9,055 (vs do-nothing $-8,962) |
| $25 | 13d | 24 Jul 2026 | $1.65 | 13/25 | $4,950 | $4,978 | 55% | 69% | +$370 | -$9,180 | 166.2% | $-9,286 (vs do-nothing $-9,193) |
| $25 | 6d | 17 Jul 2026 | $1.17 | 9/25 | $5,265 | $5,302 | 54% | 69% | +$819 | -$6,787 | 122.8% | $-6,890 (vs do-nothing $-6,796) |
| $24.50 | 13d | 24 Jul 2026 | $2.05 | 11/25 | $5,204 | $5,236 | 50% | 68% | +$712 | -$7,878 | 142.6% | $-7,982 (vs do-nothing $-7,889) |
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.