25 of 125 contracts (2,500 sh uncapped) | BE SS: $39.71 | CC-SS: $33.35 | IV: HIGH | Accounts: Main:1299
| Max Loss | $55,525 | (ND $2.21 + SW $20) x 2500 |
| Normal income ref | $11,784/mo | 95% ann ROI on ML |
| Hedge (static, never rolled) | $0/mo | HP expiry = SP LEAPS; decay ≈ $926/mo (info only, already in marks) |
| Unrealized P&L | $-17,825 | 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 | 15 × $26 | 66% | $6,000 | $1,642 |
| 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% | 91% | 18% | $400 | $2,000 | -$4,000 | $9,215 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 25 × $29.50 18.6% OTM over spot $24.88 17 Jul 2026 (6d, $0.20 mid) = $400 credit for the 6d cycle → $2,000/mo projected Survival (stays ≤ $29.50) 91% Breach risk 9% POP (stays ≤ $29.70) 92% EV / mo +$926 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.2 mo [0.6-2.8] median · 67% of paths whole by 9 mo (vs 62% without) · ~2.7 challenges expected · median CC cash $4,131 🛡 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) -$2,871 Free roll-up +$3/wk Safest escape (by 24 Jul 2026) $32 @ 79% POP 71% 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: $1.85/sh now → $1.31 mid-life (likely $1.09–$2.01) → ≈ $0 at expiry | you banked $0.16/sh, so a flat mid-life exit nets -$1.15/sh | roll rows are incremental, the banked premium stays yours 📊 Across 315 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 $33.35: 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 $0.16 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 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $33.35, where you are whole again, by expiry) Starting unrealized P&L: $-17,825 + Fortress recovery (un-capped): +$19,049 − CC assignment net of premium (25 × $29.50): -$9,215 Total Position P&L @ SS: $-7,992 (+$9,833 vs today) Do-nothing baseline at SS: $1,249 (this trade vs do-nothing: $-9,240, the opportunity cost of earning $2,000/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$13,175, position total $-8,387 (+$9,438 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 33% normal ← lean | 20 × $27.50 | 17 Jul | 6d | 10.5% | 80% | 41% | $800 | $4,000 | -$2,000 | $10,892 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 20 × $27.50 10.5% OTM over spot $24.88 17 Jul 2026 (6d, $0.47 mid) = $800 credit for the 6d cycle → $4,000/mo projected Survival (stays ≤ $27.50) 80% Breach risk 20% POP (stays ≤ $27.96) 84% EV / mo +$1,242 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.2 mo [0.6-2.7] median · 72% of paths whole by 9 mo (vs 62% without) · ~6.4 challenges expected · median CC cash $5,512 🛡 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) 30% Flat exit net (mid-life) -$1,548 Free roll-up +$3/wk Safest escape (by 31 Jul 2026) $32 @ 82% POP 78% survival Roll menuyour doors if the call gets challenged; each row = buy back the 20 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: $1.66/sh now → $1.17 mid-life (likely $1.21–$1.92) → ≈ $0 at expiry | you banked $0.40/sh, so a flat mid-life exit nets -$0.77/sh | roll rows are incremental, the banked premium stays yours 📊 Across 885 simulated challenges: the $28 strike is typically first touched on day 4 of 6, at $28 (overshoots $0.81). 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 $33.35: 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 $0.40 collected) or spot ≥ $27.96 (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 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $33.35, where you are whole again, by expiry) Starting unrealized P&L: $-17,825 + Fortress recovery (un-capped): +$19,049 − CC assignment net of premium (20 × $27.50): -$10,892 + Conservative CC premium (5 × $40): +$5 Total Position P&L @ SS: $-9,663 (+$8,162 vs today) Do-nothing baseline at SS: $1,249 (this trade vs do-nothing: $-10,912, the opportunity cost of earning $4,000/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$14,060, position total $-9,267 (+$8,558 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 🎯 50% normal | 15 × $26 | 17 Jul | 6d | 4.5% | 66% | 54% | $1,200 | $6,000 | — | $9,819 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 15 × $26 4.5% OTM over spot $24.88 17 Jul 2026 (6d, $0.88 mid) = $1,200 credit for the 6d cycle → $6,000/mo projected Survival (stays ≤ $26) 66% Breach risk 34% POP (stays ≤ $26.88) 75% EV / mo +$1,382 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.4 mo [0.7-3.3] median, 0.1 mo faster than no FIGHT (1.5 mo) · 71% of paths whole by 9 mo (vs 62% without) · ~14.1 challenges expected · median CC cash $7,291 🛡 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) -$416 Free roll-up +$2/wk Safest escape (by 24 Jul 2026) $34 @ 95% POP 94% survival Roll menuyour doors if the call gets challenged; each row = buy back the 15 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: $1.52/sh now → $1.08 mid-life (likely $1.38–$2.04) → ≈ $0 at expiry | you banked $0.80/sh, so a flat mid-life exit nets -$0.28/sh | roll rows are incremental, the banked premium stays yours 📊 Across 1,618 simulated challenges: the $26 strike is typically first touched on day 3 of 6, at $27 (overshoots $0.81). 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 $7 below CC-SS $33.35: 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 < $0.20/sh (~25% of the $0.80 collected) or spot ≥ $26.88 (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 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $33.35, where you are whole again, by expiry) Starting unrealized P&L: $-17,825 + Fortress recovery (un-capped): +$19,049 − CC assignment net of premium (15 × $26): -$9,819 + Conservative CC premium (10 × $40): +$10 Total Position P&L @ SS: $-8,585 (+$9,240 vs today) Do-nothing baseline at SS: $1,249 (this trade vs do-nothing: $-9,834, the opportunity cost of earning $6,000/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$12,195, position total $-7,397 (+$10,428 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ▸ | 100% normal | 20 × $25 | 17 Jul | 6d | 0.5% | 54% | 97% | $2,400 | $12,000 | +$6,000 | $14,292 | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Sell 20 × $25 0.5% OTM over spot $24.88 17 Jul 2026 (6d, $1.28 mid) = $2,400 credit for the 6d cycle → $12,000/mo projected Survival (stays ≤ $25) 54% Breach risk 46% POP (stays ≤ $26.28) 69% EV / mo +$2,033 📈 CAMPAIGN OUTLOOK (400 paths, sell-roll-repeat this rung for 9 mo) whole in 1.3 mo [0.7-2.7] median, 0.2 mo faster than no FIGHT (1.5 mo) · 76% of paths whole by 9 mo (vs 64% without) · ~22.8 challenges expected · median CC cash $7,760 🛡 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) 73% Flat exit net (mid-life) +$370 Free roll-up +$2/wk Safest escape (by 31 Jul 2026) $32 @ 90% POP 89% survival Roll menuyour doors if the call gets challenged; each row = buy back the 20 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: $1.43/sh now → $1.01 mid-life (likely $1.41–$2.17) → ≈ $0 at expiry | you banked $1.20/sh, so a flat mid-life exit nets +$0.19/sh | roll rows are incremental, the banked premium stays yours 📊 Across 2,189 simulated challenges: the $25 strike is typically first touched on day 2 of 6, at $26 (overshoots $0.91). 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 ⚠ $25 is $8 below CC-SS $33.35: 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 $1.20 collected) or spot ≥ $26.28 (breakeven), whichever comes first. Time value = call mark price minus intrinsic (max(0, spot − $25)); 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 0.90 (fallback)
V-BOUNCE STRESS (stock → CC-SS $33.35, where you are whole again, by expiry) Starting unrealized P&L: $-17,825 + Fortress recovery (un-capped): +$19,049 − CC assignment net of premium (20 × $25): -$14,292 + Conservative CC premium (5 × $40): +$5 Total Position P&L @ SS: $-13,063 (+$4,762 vs today) Do-nothing baseline at SS: $1,249 (this trade vs do-nothing: $-14,312, the opportunity cost of earning $12,000/mo FIGHT income now) BB-reversion stress (→ $34.93 Upper BB (CC ceiling), the probable scenario per weekly technicals): CC give-up -$17,460, position total $-12,667 (+$5,158 vs today) | |||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Every eligible strike x expiry in the 4-45 DTE band (3 expiries scanned, 13 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: 0.900 (fallback) | Recovery@SS: +$19,049 (un-capped fortress gain if stock rallies to SS) | Do-nothing @ SS: $1,249
| 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 | 13d | 24 Jul 2026 | $1.20 | 22/25 | $6,077 | $6,084 | 73% | 80% | +$2,479 | -$10,228 | 185.1% | $-9,001 (vs do-nothing $-10,250) |
| $27 | 13d | 24 Jul 2026 | $1.32 | 20/25 | $6,095 | $6,106 | 70% | 78% | +$2,219 | -$10,051 | 181.9% | $-8,822 (vs do-nothing $-10,071) |
| $26.50 | 13d | 24 Jul 2026 | $1.43 | 18/25 | $5,959 | $5,975 | 66% | 76% | +$1,847 | -$9,741 | 176.3% | $-8,510 (vs do-nothing $-9,759) |
| $26 | 6d | 17 Jul 2026 | $0.80 | 15/25 | $6,000 | $6,023 | 66% | 75% | +$1,382 | -$9,819 | 177.7% | $-8,585 (vs do-nothing $-9,834) |
| $26.50 | 20d | 31 Jul 2026 | $1.71 | 23/25 | $5,900 | $5,904 | 65% | 75% | +$1,187 | -$11,813 | 213.8% | $-10,587 (vs do-nothing $-11,836) |
| $26 | 13d | 24 Jul 2026 | $1.55 | 17/25 | $6,075 | $6,093 | 63% | 74% | +$1,522 | -$9,856 | 178.4% | $-8,624 (vs do-nothing $-9,873) |
| $26 | 20d | 31 Jul 2026 | $1.90 | 21/25 | $5,985 | $5,994 | 62% | 74% | +$1,112 | -$11,437 | 207.0% | $-10,209 (vs do-nothing $-11,458) |
| $25.50 | 13d | 24 Jul 2026 | $1.80 | 15/25 | $6,215 | $6,238 | 59% | 72% | +$1,531 | -$9,076 | 164.3% | $-7,842 (vs do-nothing $-9,091) |
| $25.50 | 20d | 31 Jul 2026 | $2.09 | 19/25 | $5,956 | $5,970 | 59% | 72% | +$978 | -$10,936 | 197.9% | $-9,707 (vs do-nothing $-10,955) |
| $25 | 20d | 31 Jul 2026 | $2.29 | 18/25 | $6,183 | $6,199 | 56% | 70% | +$876 | -$10,901 | 197.3% | $-9,670 (vs do-nothing $-10,919) |
| $25 | 13d | 24 Jul 2026 | $2.04 | 13/25 | $6,128 | $6,155 | 55% | 71% | +$1,420 | -$8,195 | 148.3% | $-6,959 (vs do-nothing $-8,208) |
| $25 | 6d | 17 Jul 2026 | $1.20 | 10/25 | $6,000 | $6,035 | 54% | 69% | +$1,016 | -$7,146 | 129.3% | $-5,907 (vs do-nothing $-7,156) |
| $24.50 | 13d | 24 Jul 2026 | $2.29 | 12/25 | $6,340 | $6,370 | 51% | 69% | +$1,330 | -$7,868 | 142.4% | $-6,631 (vs do-nothing $-7,880) |
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.